NPORT-P false 0000814679 XXXXXXXX S000019381 C000053820 Advanced Series Trust 811-05186 0000814679 549300VWSUPW8FKG9V43 655 Broad Street Newark 07102-4077 1-888-778-2888 AST Core Fixed Income Portfolio S000019381 Z44J798WPLL9S5JNKY77 2025-12-31 2025-12-31 N 4477110594.17 322510600.00 4154599994.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1666109.56000000 176573773.56000000 0.00000000 3512139.69000000 EUR USD N Bloomberg Barclays US Aggregate Bond Index LBUSTRUU Index BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -78.00000000 NC USD 46546.55000000 0.001120361769 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -9017765.69000000 USD 46546.55000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -29641.47000000 -0.00071346146 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -6097227.47000000 PLN 1668500.00000000 USD 2026-01-22 -29641.47000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -59210.30000000 -0.00142517450 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -4328924.86000000 USD 23600649.00000000 BRL 2026-02-03 -59210.30000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BS1 2095000.00000000 PA USD 2056919.73000000 0.049509452965 Long DBT CORP US N 2 2028-02-07 Fixed 2.20300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDM4 835000.00000000 PA USD 833296.64000000 0.020057205053 Long DBT CORP US N 2 2031-09-11 Fixed 4.49300000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8VP8 2917.74000000 PA USD 2949.77000000 0.000071000096 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Hilton Grand Vacations Trust N/A 43283NAC1 1710840.90000000 PA USD 1734333.83000000 0.041744905223 Long ABS-O CORP US N 2 2040-08-27 Fixed 5.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L6BS7 403120.40000000 PA USD 421108.88000000 0.010135966894 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 1731000.00000000 PA USD 1465703.80000000 0.035279059405 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 800000.00000000 PA USD 801848.00000000 0.019300245538 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 604000.00000000 PA USD 350420.76000000 0.008434524635 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 970000.00000000 PA USD 990370.09000000 0.023837916800 Long DBT CORP US N 2 2031-05-07 Fixed 4.95200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HWC67 5000000.00000000 PA USD 4699380.10000000 0.113112696928 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.28000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1197.00000000 NC USD -541904.35000000 -0.01304347833 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 135129591.85000000 USD -541904.35000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HE5M0 60044.74000000 PA USD 57505.39000000 0.001384137825 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FEH5 9172.41000000 PA USD 9238.63000000 0.000222371107 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002MAW9 1288694.58000000 PA USD 1228438.83000000 0.029568161356 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.64300000 N N N N N N Morgan Stanley BAML Trust N/A 61691GAT7 4214336.14000000 PA USD 20485.47000000 0.000493079238 Long ABS-MBS CORP US N 2 2049-12-15 Variable 0.63367900 N N N N N N Battalion CLO LTD 549300QQUW46V6EB1N30 07133PAL3 8250000.00000000 PA USD 8254011.98000000 0.198671640869 Long ABS-CBDO CORP KY N 2 2034-03-09 Floating 5.18444000 N N N N N N Progress Residential Trust N/A 74333YAJ7 2250000.00000000 PA USD 2172955.73000000 0.052302405359 Long ABS-O CORP US N 2 2041-02-17 Fixed 3.93000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBP8 1660000.00000000 PA USD 1709362.71000000 0.041143857709 Long DBT CORP US N 2 2030-03-15 Fixed 4.85000000 N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAT3 380000.00000000 PA USD 391776.96000000 0.009429956206 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N AMER AIRLINE 16-2 AA PTT N/A 023765AA8 170674.00000000 PA USD 166868.14000000 0.004016467054 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KV9 2420000.00000000 PA USD 1114184.46000000 0.026818092272 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2726000.00000000 NC USD 1238.49000000 0.000029810090 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A MXN 2026-01-08 2726000.00000000 USD 18.31000000 USD 2026-01-08 XXXX -19032.99000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383ABJ2 251692.39000000 PA USD 107.57000000 0.000002589178 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AZ8 450000.00000000 PA USD 486829.91000000 0.011717852757 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 989000.00000000 PA USD 904300.26000000 0.021766241305 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 115000.00000000 PA USD 117799.89000000 0.002835408707 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 990000.00000000 PA USD 1038677.32000000 0.025000657619 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9P81 2179652.46000000 PA USD 1893137.86000000 0.045567271522 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TK24 11703.69000000 PA USD 10936.84000000 0.000263246522 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAP7 875000.00000000 PA USD 877672.06000000 0.021125308362 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6KD0 45890.55000000 PA USD 45776.34000000 0.001101823041 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBC6 6191835.83000000 PA USD 5288788.34000000 0.127299579921 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -885000.00000000 NC USD -1939.21000000 -0.00004667621 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-09 -885000.00000000 USD 43.65000000 USD 2026-01-09 XXXX 5739.05000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDM0 32000.00000000 PA USD 28545.98000000 0.000687093343 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAX3 1070000.00000000 PA USD 1094910.46000000 0.026354172761 Long DBT CORP US N 2 2035-07-15 Fixed 5.35000000 N N N N N Interface Security System N/A 000000000 1361939.62000000 PA USD 1021454.72000000 0.024586114702 Long LON CORP US N 3 2028-08-07 Floating 11.59620000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYM0 1753685.21000000 PA USD 1694530.15000000 0.040786842352 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Avoca CLO 549300EKPKIYEW0BB327 000000000 7750000.00000000 PA 9160390.26000000 0.220487899505 Long ABS-MBS CORP IE N 2 2038-10-15 Floating 3.87600000 N N N N N N New Residential Mortgage Loan N/A 64830TAD0 445066.97000000 PA USD 420018.69000000 0.010109726341 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 428000.00000000 PA USD 425064.63000000 0.010231180633 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N SUBURBAN PROPANE PARTNRS N/A 864486AK1 875000.00000000 PA USD 875000.00000000 0.021060992664 Long DBT CORP US N 2 2027-03-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BRB4 181552.57000000 PA USD 181218.56000000 0.004361877443 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLB68 3633531.42000000 PA USD 217850.56000000 0.005243598909 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 1.87581000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -2574.52000000 -0.00006196793 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2026-06-20 0.00000000 USD -1975.82000000 USD 855000.00000000 USD -598.70000000 N N N ALLIED UNIVERSAL N/A 019576AF4 750000.00000000 PA USD 780805.18000000 0.018793751049 Long DBT CORP US N 2 2030-06-15 Fixed 6.87500000 N N N N N N Bear Stearns Asset Backed Secu N/A 07384YJQ0 56822.64000000 PA USD 57279.89000000 0.001378710106 Long ABS-MBS CORP US N 2 2043-03-25 Floating 5.34621000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBF1 590000.00000000 PA USD 594749.28000000 0.014315440255 Long DBT CORP US N 2 2028-10-15 Fixed 5.25000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAL2 3055975.07000000 PA USD 2725040.78000000 0.065590930145 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.77500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6D9 1799506.72000000 PA USD 1600409.43000000 0.038521384302 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 70000.00000000 PA USD 72697.83000000 0.001749815387 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAR8 1045000.00000000 PA USD 1025595.69000000 0.024685786632 Long DBT CORP US N 2 2031-01-15 Fixed 5.15000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CN7 715000.00000000 PA USD 715940.08000000 0.017232467169 Long DBT CORP DE N 2 2027-11-16 Floating 5.09111000 N N N N N N PRET 25NPL14 A1 144A5.2650 12-25-55 N/A 69393CAA1 1685000.00000000 PA USD 1684998.32000000 0.040557414007 Long ABS-O CORP US N 3 2055-12-25 Variable 5.26500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6P5 149715.09000000 PA USD 151192.71000000 0.003639164064 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 5.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2653.72000000 -0.00006387425 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -3586233.08000000 PEN 1061154.00000000 USD 2026-03-18 -2653.72000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDG3 340000.00000000 PA USD 329841.12000000 0.007939178752 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 575000.00000000 PA USD 609716.60000000 0.014675699245 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N UNITED AIR 2014-1 A PTT N/A 90932PAA6 101651.07000000 PA USD 101633.32000000 0.002446284122 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AH3 3585000.00000000 PA USD 3455111.22000000 0.083163510923 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 23470000.00000000 PA USD 19604784.38000000 0.471881394298 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N CGI INC 549300WSRCZY73ZG3090 12532HAC8 1000000.00000000 PA USD 982262.00000000 0.023642757458 Long DBT CORP CA N 2 2026-09-14 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL86 754961.06000000 PA USD 679255.13000000 0.016349471211 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAQ8 250000.00000000 PA USD 257798.89000000 0.006205143464 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1540000.00000000 PA USD 1498585.00000000 0.036070500219 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CT9 1500000.00000000 PA USD 1561774.05000000 0.037591442068 Long DBT CORP JP N 2 2031-02-22 Fixed 5.47500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -4.00000000 NC 889.58000000 0.000021411928 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN BUNDESSCHATZANWEISUNGEN 2026-03-06 -496148.32000000 USD 889.58000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AR0 1624000.00000000 PA USD 1633049.42000000 0.039307019262 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 1310000.00000000 PA USD 1329342.97000000 0.031996894330 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFFB1 1993.39000000 PA USD 2001.21000000 0.000048168536 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCE9 1740000.00000000 PA USD 1771008.11000000 0.042627644357 Long DBT CORP US N 2 2028-04-15 Fixed 4.80000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 470000.00000000 PA USD 500204.08000000 0.012039765096 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N DUKE ENERGY FLORIDA LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 420000.00000000 PA USD 378673.96000000 0.009114570849 Long DBT CORP US N 2 2030-06-15 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F3C7 96003.11000000 PA USD 101536.31000000 0.002443949120 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 138000.00000000 PA USD 122831.77000000 0.002956524579 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368FAJ8 1385000.00000000 PA USD 1364922.07000000 0.032853272804 Long DBT CORP CA N 2 2027-03-08 Fixed 2.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3V3 2522000.00000000 PA USD 2643738.40000000 0.063634005769 Long DBT CORP US N 2 2036-04-23 Fixed 5.60500000 N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -2374000.00000000 NC USD -9325.64000000 -0.00022446541 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-15 -2374000.00000000 USD 43.75000000 USD 2026-01-15 XXXX 10031.96000000 N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 653000.00000000 PA USD 595263.24000000 0.014327811121 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAP0 280000.00000000 PA USD 290461.45000000 0.006991321677 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N Barclays Commercial Mortgage S N/A 05548WAA5 3435000.00000000 PA USD 3251554.86000000 0.078263969204 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.67001000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBZ7 225000.00000000 PA USD 241122.35000000 0.005803744050 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 3695000.00000000 PA USD 3763672.31000000 0.090590485613 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 1240000.00000000 PA USD 1229196.36000000 0.029586394880 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 260000.00000000 PA USD 274040.29000000 0.006596069185 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAJ7 283000.00000000 PA USD 242813.62000000 0.005844452422 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 2500000.00000000 PA USD 2663393.75000000 0.064107104263 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 582340.74000000 PA USD 561398.54000000 0.013512697751 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -581000.00000000 NC -348.60000000 -0.00000839069 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A CZK 2026-01-20 -581000.00000000 USD 24.40000000 EUR 2026-01-20 XXXX 1522.28000000 N N N OneMain Financial Issuance Tru N/A 68269HAA3 4000000.00000000 PA USD 4079992.40000000 0.098204217150 Long ABS-O CORP US N 2 2036-09-15 Fixed 5.84000000 N N N N N N SOLSTICE ADVANCED MATERI 2138004GZ4H9TW6HK435 83443QAA1 180000.00000000 PA USD 181709.43000000 0.004373692539 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG58 955735.69000000 PA USD 920621.93000000 0.022159099102 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 1106000.00000000 PA USD 857150.00000000 0.020631348413 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 475000.00000000 PA USD 484411.83000000 0.011659650283 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFH4 849940.05000000 PA USD 834158.81000000 0.020077957232 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J1HU5 2718230.07000000 PA USD 2142492.79000000 0.051569171352 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 1.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYU7 4245.70000000 PA USD 4359.52000000 0.000104932364 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5.00000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AT4 1000000.00000000 PA USD 952893.83000000 0.022935874243 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CD0 130000.00000000 PA USD 121086.33000000 0.002914512351 Long DBT CORP US N 2 2043-12-05 Fixed 5.30000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 14078.74000000 0.000338871131 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1559154.40000000 USD 6098632427.00000000 COP 2026-03-18 14078.74000000 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 525000.00000000 PA USD 566161.70000000 0.013627345611 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 322000.00000000 PA USD 339511.66000000 0.008171945806 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N MASTR Asset Backed Securities N/A 57643LDJ2 125848.06000000 PA USD 125962.80000000 0.003031887550 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.74621000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 3502155.67000000 PA USD 2854067.33000000 0.068696561257 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Flagship Credit Auto Trust N/A 33845PAE4 35547.03000000 PA USD 35537.89000000 0.000855386560 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.69000000 N N N N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAD6 370000.00000000 PA USD 367228.82000000 0.008839089696 Long DBT CORP US N 2 2031-01-15 Fixed 4.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 1551000.00000000 PA USD 1277284.17000000 0.030743854325 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GF4 270000.00000000 PA USD 283604.94000000 0.006826287498 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N BFLD Trust N/A 05494JAA8 800000.00000000 PA USD 799998.72000000 0.019255733912 Long ABS-MBS CORP US N 2 2042-06-15 Floating 5.30012000 N N N N N N Woodward Capital Management 254900FCN7EI8DTYGA19 74939WAA8 1700167.61000000 PA USD 1709176.12000000 0.041139366543 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.14773000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6394.26000000 -0.00015390795 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -11781750.00000000 ZAR 701144.40000000 USD 2026-03-18 -6394.26000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -156.08000000 -0.00000375679 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -13192035.00000000 THB 421000.00000000 USD 2026-03-18 -156.08000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGGN1 306288.13000000 PA USD 270768.39000000 0.006517315514 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WXL7 3337127.88000000 PA USD 3062225.46000000 0.073706866227 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 948000.00000000 PA USD 942167.80000000 0.022677701856 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N EIDP INC GLU7INWNWH88J9XBXD45 263534CS6 1235000.00000000 PA USD 1267422.40000000 0.030506484421 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 575000.00000000 PA USD 599599.25000000 0.014432177606 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 28000.00000000 PA USD 27066.80000000 0.000651489915 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFH1 1587879.17000000 PA USD 1618322.99000000 0.038952558423 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 950000.00000000 PA USD 932425.00000000 0.022443195525 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 950000.00000000 PA USD 992970.61000000 0.023900510552 Long DBT CORP US N 2 2036-01-30 Fixed 6.18300000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 895000.00000000 PA USD 888567.72000000 0.021387563694 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1390000.00000000 OU OTHER USD 193.13000000 0.000004648582 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Put Purchased BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 1390000.00000000 USD 101.00000000 USD 2026-01-21 XXXX -1057.87000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 136742.57000000 PA USD 137079.20000000 0.003299456029 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N PROLOGIS TARGETED US 5493004DTBWUQ9F2VJ87 74350LAE4 1070000.00000000 PA USD 1045497.02000000 0.025164805792 Long DBT CORP US N 2 2036-01-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414LB98 6794.22000000 PA USD 7085.21000000 0.000170538920 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N ONNI Commercial Mortgage Trust N/A 682939AA1 1220000.00000000 PA USD 1243284.43000000 0.029925490582 Long ABS-MBS CORP US Y 2 2039-07-15 Variable 5.56743000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAW9 130000.00000000 PA USD 131526.93000000 0.003165814523 Long DBT CORP US N 2 2053-03-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QM89 3166.22000000 PA USD 3298.94000000 0.000079404515 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXEP3 1090595.50000000 PA USD 1127733.13000000 0.027144204775 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 5.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BX7 176000.00000000 PA USD 100734.21000000 0.002424642808 Long DBT CORP US N 2 2061-08-12 Fixed 3.20000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GV0 1505000.00000000 PA USD 1499112.95000000 0.036083207820 Long DBT CORP US N 2 2035-09-15 Fixed 4.90000000 N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBP2 970000.00000000 PA USD 997881.50000000 0.024018714230 Long DBT CORP US N 2 2030-05-29 Fixed 4.91400000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -2021000.00000000 NC USD -7.51000000 -0.00000018076 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A INR N/A USD 2026-01-08 -2021000.00000000 USD 87.00000000 USD 2026-01-08 XXXX 15664.47000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8D36 414724.21000000 PA USD 411910.07000000 0.009914554242 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GC1 485000.00000000 PA USD 322510.76000000 0.007762739143 Long DBT CORP US N 2 2051-12-01 Fixed 3.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHJ6 350000.00000000 PA USD 346018.45000000 0.008328562328 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMV68 554345.67000000 PA USD 491926.65000000 0.011840529790 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Atrium Garden DUS4.2100 01-01-31 N/A 000000000 815000.00000000 PA USD 815388.76000000 0.019626167648 Long DBT CORP US N 3 2031-01-01 Floating 4.21000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 304000.00000000 PA USD 308845.79000000 0.007433827334 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXL1 1633243.12000000 PA USD 1394869.72000000 0.033574103931 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 600000.00000000 PA USD 556127.30000000 0.013385820555 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N GS Mortgage Securities Trust N/A 36252SAW7 2055277.22000000 PA USD 2049678.23000000 0.049335152189 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3.83500000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAX4 175000.00000000 PA USD 179829.27000000 0.004328437641 Long DBT CORP LU N 2 2052-12-01 Fixed 6.50000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -41.00000000 NC 40138.77000000 0.000966128389 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2026-03-06 -5566827.41000000 USD 40138.77000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTJF6 213072.11000000 PA USD 208384.31000000 0.005015749056 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJA7 390141.20000000 PA USD 376960.81000000 0.009073335833 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36197MRR1 66216.75000000 PA USD 65496.93000000 0.001576491842 Long ABS-MBS USGA US N 2 2047-04-15 Fixed 4.50000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 75000.00000000 PA USD 78289.50000000 0.001884405240 Long DBT CORP N/A N 2 2030-02-15 Fixed 6.75000000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 72466136.08300000 NS USD 72422656.40000000 1.743192040187 Long STIV RF US N 1 N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 805000.00000000 PA USD 830562.46000000 0.019991394145 Long DBT CORP US N 2 2031-04-23 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQ6E2 862241.63000000 PA USD 887094.81000000 0.021352111183 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QK32 181700.51000000 PA USD 186915.57000000 0.004499002798 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 50000.00000000 PA USD 57570.48000000 0.001385704522 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GU2 2035000.00000000 PA USD 1995638.17000000 0.048034423838 Long DBT CORP US N 2 2055-03-15 Fixed 5.65000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -31970000.00000000 OU OTHER USD -1881.12000000 -0.00004527800 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -31970000.00000000 USD 70.00000000 USD 2026-01-21 XXXX 19570.75000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BW9 145000.00000000 PA USD 89107.74000000 0.002144797095 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M1BV5 293358.87000000 PA USD 252479.54000000 0.006077108274 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKFM7 850651.02000000 PA USD 857107.10000000 0.020630315823 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.50000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAG9 1050000.00000000 PA USD 887316.49000000 0.021357446956 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 4242000.00000000 PA USD 3332671.08000000 0.080216412763 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N DBGS Mortgage Trust N/A 23307DBA0 2215000.00000000 PA USD 2216789.28000000 0.053357466016 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.46600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412B4E9 177.16000000 PA USD 186.82000000 0.000004496702 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 62000.00000000 PA USD 61068.26000000 0.001469895058 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSWC2 631178.74000000 PA USD 656153.64000000 0.015793425141 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BH5 160000.00000000 PA USD 161713.86000000 0.003892405050 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 581000.00000000 NC 0.51000000 0.000000012275 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A CZK 2026-01-20 581000.00000000 USD 26.00000000 EUR 2026-01-20 XXXX 0.22000000 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 1440000.00000000 PA USD 1324139.90000000 0.031871657966 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 310000.00000000 PA USD 336345.13000000 0.008095728360 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 16304243.91000000 PA USD 13910246.94000000 0.334815552869 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9X51 1336505.77000000 PA USD 1147081.66000000 0.027609918201 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLL77 159503.72000000 PA USD 161964.98000000 0.003898449435 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BW5 264000.00000000 PA USD 281534.40000000 0.006776450209 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 3770355.44000000 PA USD 3071472.85000000 0.073929448185 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KGFK9 2415.38000000 PA USD 2511.62000000 0.000060453954 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 14375000.00000000 PA USD 13748339.85000000 0.330918496829 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CV1 1685000.00000000 PA USD 1709946.00000000 0.041157897328 Long DBT CORP US N 2 2033-06-01 Fixed 5.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -91339.35000000 -0.00219851129 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -4807165.31000000 EUR 5563931.39000000 USD 2026-01-22 -91339.35000000 N N N Elmwood CLO II Ltd. N/A 29001LAW1 8750000.00000000 PA USD 8780324.88000000 0.211339837585 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.23444000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 430000.00000000 PA USD 396759.05000000 0.009549873647 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 2145000.00000000 PA USD 1255669.21000000 0.030223588594 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834LB2 40000000.00000000 PA USD 18127026.76000000 0.436312202990 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2V3 770027.79000000 PA USD 672644.69000000 0.016190359864 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KME92 464035.77000000 PA USD 396425.57000000 0.009541846881 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSC0 689964.17000000 PA USD 686588.22000000 0.016525976531 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934WB4 73221.59000000 PA USD 73471.15000000 0.001768428972 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2PV9 47787.71000000 PA USD 39223.92000000 0.000944108218 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PB42 505126.34000000 PA USD 15933.05000000 0.000383503827 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 3832.35000000 0.000092243537 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -514239.01000000 USD 22614689.00000000 TRY 2026-01-22 3832.35000000 N N N Citigroup Mortgage Loan Trust N/A 17318WAJ9 113407.05000000 PA USD 104959.64000000 0.002526347666 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.53006000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KTMS6 250559.00000000 PA USD 217084.81000000 0.005225167532 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZS0 393505.94000000 PA USD 381113.09000000 0.009173279991 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 508000.00000000 PA USD 481915.78000000 0.011599571094 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMDB9 296495.68000000 PA USD 288687.75000000 0.006948629240 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAU7 2570000.00000000 PA USD 2581914.26000000 0.062145916902 Long DBT CORP GB N 2 2035-09-25 Fixed 5.20000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGSR1 345885.43000000 PA USD 311270.26000000 0.007492183614 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBD1 500000.00000000 PA USD 553599.86000000 0.013324985817 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CY3 1275000.00000000 PA USD 1298561.62000000 0.031255996288 Long DBT CORP DE N 2 2035-09-11 Fixed 5.40300000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374TFB0 185.25000000 PA USD 190.05000000 0.000004574447 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -12.00000000 NC 24668.48000000 0.000593763058 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-03-06 -1800977.33000000 USD 24668.48000000 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDW6 1145000.00000000 PA USD 1176513.94000000 0.028318344525 Long DBT CORP US N 2 2030-06-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140ANS75 2842500.11000000 PA USD 2855578.14000000 0.068732926009 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411DR43 446.68000000 PA USD 472.41000000 0.000011370769 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941KX4 11680.74000000 PA USD 11775.73000000 0.000283438357 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 460000.00000000 PA USD 403689.77000000 0.009716694039 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAK8 80000.00000000 PA USD 82304.31000000 0.001981040536 Long DBT CORP US N 2 2032-11-15 Fixed 5.75000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DD6 2150000.00000000 PA USD 2184035.21000000 0.052569085184 Long DBT CORP US N 2 2027-08-01 Variable 5.11300000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 796000.00000000 PA USD 659324.25000000 0.015869740791 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6X6 509407.03000000 PA USD 488183.91000000 0.011750443139 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBK7 214000.00000000 PA USD 176597.69000000 0.004250654461 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -685000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2025-12-31 -685000.00000000 USD 153.00000000 USD 2025-12-31 XXXX 3722.25000000 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECV1 340000.00000000 PA USD 366263.18000000 0.008815847025 Long DBT CORP US N 2 2031-03-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBJG4 28650.77000000 PA USD 28456.34000000 0.000684935734 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 299947.24000000 PA USD 280896.56000000 0.006761097588 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HZ9 2030000.00000000 PA USD 2065564.77000000 0.049717536535 Long DBT CORP US N 2 2035-06-15 Fixed 5.05000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAB3 923000.00000000 PA USD 901926.74000000 0.021709111376 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHFL1 147535.10000000 PA USD 135376.12000000 0.003258463394 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAC7 559000.00000000 PA USD 576528.20000000 0.013876864218 Long DBT CORP US N 2 2028-02-15 Fixed 9.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VHT0 774159.67000000 PA USD 714059.83000000 0.017187210104 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654AW5 750000.00000000 PA USD 553097.34000000 0.013312890308 Long DBT CORP US N 2 2041-10-01 Fixed 2.80000000 N N N N N N SALT RIVER AZ PROJ AGRIC IMPT SHB8HO6GKXJ83RX5OV39 79575DE63 515000.00000000 PA USD 507613.06000000 0.012218097066 Long DBT MUN US N 2 2041-01-01 Fixed 4.83900000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -103869.03000000 -0.00250009700 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -12920048.00000000 EUR 15095601.91000000 USD 2026-01-22 -103869.03000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 8762.08000000 0.000210900688 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1067232.26000000 USD 46968968.50000000 TRY 2026-01-22 8762.08000000 N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 70109HAN5 400000.00000000 PA USD 351138.84000000 0.008451808609 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FZ99 6041.30000000 PA USD 6389.30000000 0.000153788571 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4H25 148064.19000000 PA USD 139096.16000000 0.003348003663 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1TU4 840000.00000000 PA USD 842063.45000000 0.020268219592 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.21000000 N N N N N N DIG INTL FIN/DIFL US LLC N/A 25381MAA5 840000.00000000 PA USD 872029.20000000 0.020989486381 Long DBT CORP N/A Y 2 2032-08-01 Fixed 8.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3618NJCV9 1790213.90000000 PA USD 1863814.39000000 0.044861464223 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRZ2 429788.14000000 PA USD 437772.20000000 0.010537048106 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARFX1 1297904.95000000 PA USD 184457.60000000 0.004439840183 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 1425000.00000000 PA USD 1522881.83000000 0.036655317771 Long DBT CORP FR N 2 2036-01-14 Fixed 6.29300000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 609000.00000000 PA USD 656776.05000000 0.015808406366 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -679000.00000000 NC USD -3584.88000000 -0.00008628700 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-23 -679000.00000000 USD 44.50000000 USD 2026-01-23 XXXX 1212.26000000 N N N Commercial Equipment Finance N/A 20166RAA6 749073.79000000 PA USD 757149.40000000 0.018224363381 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.97000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177RDR9 18380.50000000 PA USD 17137.12000000 0.000412485438 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERRX0 58535.73000000 PA USD 58575.15000000 0.001409886633 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8ZR7 355605.37000000 PA USD 353446.61000000 0.008507355954 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HUMZ6 5700000.00000000 PA USD 5185812.23000000 0.124820975238 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.14500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BU5 1280000.00000000 PA USD 1319572.40000000 0.031761719584 Long DBT CORP US N 2 2028-03-01 Fixed 5.75000000 N N N N N N College Ave Student Loans N/A 19424KAA1 34244.55000000 PA USD 34174.11000000 0.000822560777 Long ABS-O CORP US N 2 2051-07-25 Floating 4.94621000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 425000.00000000 PA USD 412504.97000000 0.009928873311 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407H7J9 266.49000000 PA USD 280.30000000 0.000006746738 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAX1 900000.00000000 PA USD 930998.56000000 0.022408861534 Long DBT CORP US N 2 2032-10-15 Fixed 6.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 3177000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A INR N/A USD 2026-01-08 3177000.00000000 USD 75.00000000 USD 2026-01-08 XXXX -30.54000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KTDC1 569.12000000 PA USD 604.23000000 0.000014543638 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBWU3 4173930.75000000 PA USD 3618779.22000000 0.087102951549 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXES7 2812639.26000000 PA USD 2587400.04000000 0.062277958013 Long ABS-MBS USGSE US N 2 2056-10-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 7380000.00000000 PA USD 7256615.63000000 0.174664604057 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AB5X3 805.24000000 PA USD 793.04000000 0.000019088239 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BLGV6 891819.75000000 PA USD 774502.82000000 0.018642055097 Long ABS-MBS USGSE US N 2 2050-03-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6N79 48575.49000000 PA USD 50416.87000000 0.001213519233 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TM62 53519.19000000 PA USD 55763.76000000 0.001342217303 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 135000.00000000 PA USD 133137.58000000 0.003204582395 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FT0 242000.00000000 PA USD 172392.04000000 0.004149425702 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -10294.77000000 -0.00024779208 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 GOVERNMENT OF FRANCE GOVERNMENT OF FRANCE Y Default Event 2035-06-20 0.00000000 USD -12873.23000000 USD 385000.00000000 USD 2578.46000000 N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 925000.00000000 PA USD 935542.46000000 0.022518231871 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5YR4 195080.64000000 PA USD 188602.03000000 0.004539595394 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ACD8 42654.65000000 PA USD 42839.61000000 0.001031136813 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.50000000 N N N N N N STREAM INNOVATIONS ISSUER TRUS N/A 86324EAA5 2116822.55000000 PA USD 2140859.92000000 0.051529868651 Long ABS-O CORP US N 2 2045-02-15 Fixed 5.21000000 N N N N N N OHA Credit Partners Ltd N/A 67120MAA3 8750000.00000000 PA USD 8783705.00000000 0.211421196079 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 5.20444000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6A73 1994.47000000 PA USD 2100.10000000 0.000050548789 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAD0 250000.00000000 PA USD 276421.93000000 0.006653394559 Long DBT CORP LU N 2 2053-11-15 Fixed 7.25000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAL1 459000.00000000 PA USD 463125.39000000 0.011147291933 Long DBT CORP US N 2 2032-06-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CVC5 17843.94000000 PA USD 17569.21000000 0.000422885717 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30296CAE3 3500000.00000000 PA USD 3477793.90000000 0.083709476360 Long ABS-MBS USGSE US N 2 2050-05-25 Variable 4.00115300 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -40060000.00000000 OU OTHER USD -18926.72000000 -0.00045556058 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -40060000.00000000 USD 50.00000000 USD 2026-01-21 XXXX 18128.78000000 N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 328000.00000000 PA USD 252564.20000000 0.006079146015 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2F0 530000.00000000 PA USD 531419.50000000 0.012791111075 Long DBT CORP FR Y 2 2028-08-14 Fixed 4.40000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 56000.00000000 PA USD 40889.89000000 0.000984207626 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N New Residential Mortgage Loan 2138001CG5SYL78G3648 64832FAC0 925047.55000000 PA USD 932245.44000000 0.022438873569 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKT82 603776.62000000 PA USD 520544.33000000 0.012529348932 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAC2 1480000.00000000 PA USD 1630151.19000000 0.039237259719 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N CURATORS OF THE UNIV OF MISSOU G0G4PRB87K0V5MXIV248 231266GC5 85000.00000000 PA USD 88681.72000000 0.002134542919 Long DBT MUN US N 2 2041-11-01 Fixed 5.79200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312927YV2 477.26000000 PA USD 500.66000000 0.000012050738 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 990000.00000000 PA USD 989368.65000000 0.023813812434 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 353000.00000000 PA USD 342965.85000000 0.008255087143 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2726000.00000000 NC USD 4.64000000 0.000000111683 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A MXN N/A USD 2026-01-08 2726000.00000000 USD 17.00000000 USD 2026-01-08 XXXX 2.66000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 2077000.00000000 PA USD 2090995.77000000 0.050329653226 Long DBT CORP US N 2 2028-08-23 Fixed 4.48200000 N N N N N N Progress Residential Trust N/A 74333VAA2 3757917.31000000 PA USD 3734154.87000000 0.089880009513 Long ABS-O CORP US N 2 2026-05-17 Fixed 1.63700000 N N N N N N Wells Fargo Commercial Mortgag N/A 94990DAA4 150000.00000000 PA USD 140860.92000000 0.003390480917 Long ABS-MBS CORP US N 2 2036-06-15 Variable 3.74870000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X32J0 205089.13000000 PA USD 205725.28000000 0.004951746986 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N HERITAGE PWR LLC N/A 000000000 22672.00000000 NS USD 1496352.00000000 0.036016752565 Long EC CORP US Y 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXS37 3046530.54000000 PA USD 2665406.83000000 0.064155558507 Long ABS-MBS USGSE US N 2 2061-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQVA0 1320588.45000000 PA USD 1349067.60000000 0.032471660373 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N MFRA Trust N/A 59319PAA4 2283000.00000000 PA USD 2306240.48000000 0.055510530092 Long ABS-MBS CORP US N 2 2039-11-25 Variable 5.91300000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HLJ78 4361352.01000000 PA USD 85568.42000000 0.002059606703 Long ABS-MBS USGSE US N 2 2035-02-25 Variable 0.20904800 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 90000.00000000 PA USD 101979.04000000 0.002454605500 Long DBT CORP US N 2 2064-05-01 Fixed 7.00800000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -681000.00000000 NC USD -18972.35000000 -0.00045665888 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TWD 2026-01-28 -681000.00000000 USD 30.60000000 USD 2026-01-28 XXXX 120.36000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CC2 550000.00000000 PA USD 447201.34000000 0.010764004732 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HC2C5 2246000.00000000 PA USD 2332855.96000000 0.056151156868 Long ABS-MBS USGSE US N 2 2029-01-25 Variable 5.35500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDW7 640000.00000000 PA USD 649117.69000000 0.015624071894 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081GM3 2560000.00000000 PA USD 2459291.16000000 0.059194414948 Long DBT CORP US N 2 2053-04-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CGC3 189000.10000000 PA USD 181257.49000000 0.004362814476 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425W4Y4 1308178.91000000 PA USD 1333683.09000000 0.032101359742 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 790000.00000000 PA USD 815744.68000000 0.019634734538 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDG4 1215770.00000000 PA USD 995284.82000000 0.023956212906 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAD2 1710000.00000000 PA USD 1778081.00000000 0.042797886739 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N Henley Funding Ltd. 6354004ZEQIYPXESRG76 000000000 5000000.00000000 PA 5864361.41000000 0.141153454441 Long ABS-CBDO CORP IE N 2 2039-04-25 Floating 3.26500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 12005000.00000000 OU OTHER USD 73581.26000000 0.001771079288 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 12005000.00000000 USD 3.20580000 USD 2026-11-04 XXXX 3207.12000000 N N N Reach Financial LLC N/A 75525PAC6 1335000.00000000 PA USD 1358889.29000000 0.032708065563 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.99000000 N N N N N N Countrywide Asset-Backed Certi N/A 126673KY7 450.02000000 PA USD 632.86000000 0.000015232754 Long ABS-O CORP US N 2 2034-11-25 Floating 4.89621000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 5861.17000000 PA USD 6198.69000000 0.000149200645 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAF0 492943.80000000 PA USD 402339.13000000 0.009684184531 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 2825000.00000000 PA USD 2909086.41000000 0.070020854332 Long ABS-MBS CORP US N 2 2042-02-25 Floating 7.62419000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382KVL4 2024092.30000000 PA USD 304959.26000000 0.007340279700 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 465968AE5 3000000.00000000 PA USD 2961690.90000000 0.071287028935 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.45400000 N N N N N N Mill City Mortgage Trust N/A 59981BAH7 4425000.00000000 PA USD 4062113.27000000 0.097773871749 Long ABS-MBS CORP US Y 2 2059-07-25 Variable 3.25000000 N N N N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103HAN7 125000.00000000 PA USD 125907.73000000 0.003030562031 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CA6 500000.00000000 PA USD 482364.87000000 0.011610380558 Long DBT CORP US N 2 2032-08-05 Fixed 4.15000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 183235.47000000 0.004410423873 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-05-08 36001.78000000 USD 0.00000000 USD -825000.00000000 GBP 147233.69000000 N N N IVORY COAST 254900ICW11T82O6H590 000000000 2019000.00000000 PA 2390524.27000000 0.057539216130 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5L4 123000.00000000 PA USD 88859.09000000 0.002138812163 Long DBT USGA US N 2 2033-03-15 None 0.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 1400000.00000000 PA USD 871442.09000000 0.020975354816 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FE5Q3 971865.94000000 PA USD 917062.11000000 0.022073415281 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M55C2 74316.17000000 PA USD 72758.50000000 0.001751275696 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9AZ8 434607.26000000 PA USD 375215.81000000 0.009031334196 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AG8 250000.00000000 PA USD 261838.98000000 0.006302387242 Long DBT CORP US N 2 2033-01-25 Fixed 5.90000000 N N N N N N STREAM INNOVATIONS ISSUER TRUS N/A 86324EAB3 2198382.30000000 PA USD 2259357.07000000 0.054382060202 Long ABS-O CORP US N 2 2045-02-15 Fixed 6.34000000 N N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 796253Z21 265000.00000000 PA USD 246793.04000000 0.005940235891 Long DBT MUN US N 2 2042-02-01 Fixed 4.42700000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBZ9 1210000.00000000 PA USD 1253854.92000000 0.030179919168 Long DBT CORP US N 2 2032-07-22 Fixed 5.06000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 23172.82000000 0.000557762962 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2045-03-20 0.00000000 USD -35258.29000000 USD -18090000.00000000 USD 58431.11000000 N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 400000.00000000 PA USD 434475.28000000 0.010457692211 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 150000.00000000 PA USD 158460.00000000 0.003814085597 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N Ajax Mortgage Loan Trust N/A 009740AC5 146000.00000000 PA USD 105493.12000000 0.002539188373 Long ABS-MBS CORP US N 2 2060-12-25 Variable 2.94000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400ES8 235000.00000000 PA USD 246752.43000000 0.005939258420 Long DBT CORP US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NWPL3 4169063.14000000 PA USD 4184220.77000000 0.100712963362 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 4.46000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 2320000.00000000 PA USD 1834421.30000000 0.044153981191 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUH71 104095.42000000 PA USD 98709.72000000 0.002375913930 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Bank N/A 06035RAS5 1715000.00000000 PA USD 1715010.63000000 0.041279801482 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.23100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177T5R4 12207.57000000 PA USD 11415.29000000 0.000274762673 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 790000.00000000 PA USD 767971.82000000 0.018484855848 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5152.82000000 0.000124026861 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -258500.00000000 USD 379646025.00000000 KRW 2026-03-18 5152.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 133930.42000000 0.003223665820 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-13 1420.77000000 USD 0.00000000 USD 8385000.00000000 USD 132509.65000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBA0 151000.00000000 PA USD 138016.29000000 0.003322011509 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAG7 505000.00000000 PA USD 427071.08000000 0.010279475294 Long DBT CORP NO N 2 2040-04-06 Fixed 3.62500000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 200000.00000000 PA USD 202728.90000000 0.004879625000 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 625000.00000000 PA USD 587966.20000000 0.014152173514 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAP5 2076287.50000000 PA USD 1902451.78000000 0.045791454837 Long ABS-O CORP US N 2 2051-04-25 Fixed 3.15100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUH2 50749.26000000 PA USD 46621.04000000 0.001122154721 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Aqua Finance Trust N/A 03837GAB3 1675000.00000000 PA USD 1692027.88000000 0.040726613449 Long ABS-O CORP US N 2 2051-05-17 Fixed 5.04000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN6L2 494508.02000000 PA USD 486277.44000000 0.011704554967 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 1805000.00000000 PA USD 1861751.83000000 0.044811819010 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 270000.00000000 PA USD 255738.70000000 0.006155555296 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -16160.16000000 -0.00038897029 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-25 304.27000000 USD 0.00000000 USD -1645000.00000000 USD -16464.43000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J65H3 717571.49000000 PA USD 685267.35000000 0.016494183578 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUE9 16440.40000000 PA USD 15057.31000000 0.000362425023 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFD3 1145000.00000000 PA USD 1141182.78000000 0.027467933894 Long DBT CORP US N 2 2031-10-22 Fixed 4.25500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BURE2 1018874.40000000 PA USD 1040927.22000000 0.025054812050 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMR23 174536.97000000 PA USD 169077.82000000 0.004069653401 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 146000.00000000 PA USD 125119.28000000 0.003011584272 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 1201606.50000000 PA USD 980998.36000000 0.023612342015 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 65000.00000000 PA USD 61054.59000000 0.001469566025 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTJV1 92163.38000000 PA USD 88501.90000000 0.002130214704 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N BX Trust N/A 05594CAA2 1509056.51000000 PA USD 1510941.93000000 0.036367927890 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.25012000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -142133.82000000 -0.00342111924 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-17 0.00000000 USD 0.00000000 USD -24725000.00000000 USD -142133.82000000 N N N UNITED AIR 2015-1 AA PTT N/A 90932LAA5 78393.77000000 PA USD 77255.29000000 0.001859512109 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QMPY1 20503.37000000 PA USD 20009.42000000 0.000481620854 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RBA9 221000.00000000 PA USD 219579.21000000 0.005285207006 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGWS4 592542.54000000 PA USD 555718.04000000 0.013375969787 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 955000.00000000 PA USD 986690.27000000 0.023749344615 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAC1 605000.00000000 PA USD 629000.99000000 0.015139868841 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GC86 119000.00000000 PA USD 97403.10000000 0.002344463970 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33768NAA0 1114379.83000000 PA USD 1112301.62000000 0.026772772867 Long ABS-O CORP US N 2 2039-05-19 Fixed 4.14500000 N N N N N N Preston Ridge Partners Mortgag N/A 69395KAA1 1705143.51000000 PA USD 1707888.96000000 0.041108384980 Long ABS-MBS CORP US N 2 2028-08-25 Variable 5.77400000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325C2A9 1306000.00000000 PA USD 1329808.38000000 0.032008096612 Long DBT CORP GB N 2 2030-10-15 Fixed 5.00500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -96967.47000000 -0.00233397848 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-31 0.00000000 USD 0.00000000 USD -12700000.00000000 USD -96967.47000000 N N N JP Morgan Chase Commercial Mor N/A 46651MAQ9 500000.00000000 PA USD 298750.00000000 0.007190824638 Long ABS-MBS CORP US N 2 2036-07-15 Floating 6.79800000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AH9 375000.00000000 PA USD 378794.60000000 0.009117474619 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DA4 3725000.00000000 PA USD 3811916.17000000 0.091751701134 Long DBT CORP DE N 2 2031-05-09 Fixed 5.29700000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 125000.00000000 PA USD 124747.66000000 0.003002639488 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJM3 520000.00000000 PA USD 540515.40000000 0.013010046713 Long DBT CORP US N 2 2029-06-12 Fixed 5.77500000 N N N N N N FRTKL N/A 30322DAU3 3000000.00000000 PA USD 2934128.40000000 0.070623607666 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.52200000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAD9 4272214.19000000 PA USD 4231153.08000000 0.101842610261 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.75080000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 103000.00000000 PA USD 101643.69000000 0.002446533725 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBD9 300000.00000000 PA USD 277358.87000000 0.006675946430 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N Exeter Automobile Receivables N/A 30168JAF0 5100000.00000000 PA USD 5221774.23000000 0.125686570002 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.89000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 346289.48000000 0.008335085940 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-20 0.00000000 USD 0.00000000 USD -5865000.00000000 USD 346289.48000000 N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AE2 2250000.00000000 PA USD 2283366.33000000 0.054959956029 Long DBT CORP US N 2 2036-01-15 Fixed 5.50000000 N N N N N N OneMain Financial Issuance Tru N/A 682696AA7 2252105.35000000 PA USD 2216846.84000000 0.053358851468 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLNT9 1684519.97000000 PA USD 1451600.64000000 0.034939600491 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Pretium Mortgage Credit Partne 2549004EWBYQ3J21FL07 740936AA7 3082696.31000000 PA USD 3094651.62000000 0.074487354362 Long ABS-O CORP US N 2 2055-06-25 Variable 5.74370000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GTZ52 26413.97000000 PA USD 25664.49000000 0.000617736726 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8CB8 531.24000000 PA USD 562.36000000 0.000013535839 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410EB64 21.93000000 PA USD 22.90000000 0.000000551196 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Retained Vantage Data Centers 254900N4NW6XZ9B4HM15 76134KAA2 3400000.00000000 PA USD 3389396.08000000 0.081581766830 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N CarMax Select Receivables Trus N/A 14319UAE0 5100000.00000000 PA USD 5201760.30000000 0.125204840593 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.46000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ52 549459.61000000 PA USD 475844.37000000 0.011453434041 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 351021.54000000 0.008448985233 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-14 128916.94000000 USD 0.00000000 USD -8815000.00000000 USD 222104.60000000 N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 175000.00000000 PA USD 174419.28000000 0.004198220773 Long DBT CORP US N 2 2027-07-15 Variable 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVKQ6 9115466.46000000 PA USD 8912434.94000000 0.214519687876 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 4.50000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408HR7 950000.00000000 PA USD 668089.02000000 0.016080706227 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N Towd Point Mortgage Trust 254900FMI2GPXLO84795 89183HAA2 923087.02000000 PA USD 932742.79000000 0.022450844637 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.70500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTR3 934415.21000000 PA USD 798244.54000000 0.019213511315 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AW9 447000.00000000 PA USD 480690.19000000 0.011570071503 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 170000.00000000 PA USD 181254.93000000 0.004362752858 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N Imperial Fund LLC N/A 45276PAA4 3816116.38000000 PA USD 3640106.41000000 0.087616290740 Long ABS-MBS CORP US N 2 2067-03-25 Variable 3.63800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAJ8 192000.00000000 PA USD 222434.57000000 0.005353934682 Long DBT CORP US N 2 2038-07-01 Fixed 7.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 317000.00000000 PA USD 316393.31000000 0.007615493921 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 674038.82000000 0.016223916163 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-09-20 26937.01000000 USD 0.00000000 USD -6785000.00000000 USD 647101.81000000 N N N Freddie Mac - SLST N/A 35564CSK4 3468263.05000000 PA USD 3511849.75000000 0.084529190654 Long ABS-MBS USGSE US N 2 2034-10-25 Floating 5.12419000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 1510000.00000000 PA USD 1561930.59000000 0.037595209940 Long DBT CORP US N 2 2035-06-11 Fixed 5.44900000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AJ5 650000.00000000 PA USD 648478.21000000 0.015608679798 Long DBT CORP US N 2 2034-10-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDCS3 54305.07000000 PA USD 50830.05000000 0.001223464354 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDH0 200000.00000000 PA USD 200309.11000000 0.004821381367 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312927E85 2063.44000000 PA USD 2154.14000000 0.000051849516 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB29 1100000.00000000 PA USD 1127061.87000000 0.027128047744 Long DBT CORP US N 2 2030-07-23 Fixed 5.04900000 N N N N N N NGC Ltd N/A 652927AC8 8250000.00000000 PA USD 8279650.50000000 0.199288752506 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.48444000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BFU5 135948.82000000 PA USD 135410.60000000 0.003259293318 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAV4 1155000.00000000 PA USD 1142779.54000000 0.027506367438 Long DBT CORP US N 2 2036-10-23 Fixed 4.96400000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 163337.96000000 0.003931496659 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Performance Leg 2026-04-20 0.00000000 USD 0.00000000 USD -5430386.65000000 USD 163337.96000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKUK6 13592596.20000000 PA USD 11378004.79000000 0.273865229046 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 1.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RVB2 271632.39000000 PA USD 252741.10000000 0.006083403946 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q0ZK1 1357200.00000000 PA USD 1354407.89000000 0.032600199583 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.12000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 420000.00000000 PA USD 423032.65000000 0.010182271472 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BT4 200000.00000000 PA USD 200183.78000000 0.004818364710 Long DBT CORP CH N 2 2033-11-06 Fixed 4.84400000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAC1 2541686.29000000 PA USD 2501647.11000000 0.060213910208 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.20900000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2Q7 275000.00000000 PA USD 267093.75000000 0.006428868010 Long DBT CORP SA N 2 2064-07-17 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNK5 2921648.56000000 PA USD 2963149.87000000 0.071322145914 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAF4 1291266.10000000 PA USD 1288069.96000000 0.031003465118 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.93250000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7DH6 8417.22000000 PA USD 8763.41000000 0.000210932701 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 143633.50000000 0.003457216102 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-16 14471.14000000 USD 0.00000000 USD -1865000.00000000 USD 129162.36000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2H6 728000.00000000 PA USD 744166.62000000 0.017911871685 Long DBT CORP FR Y 2 2030-01-10 Fixed 5.19800000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFC5 610000.00000000 PA USD 632166.42000000 0.015216059810 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNTS2 971789.09000000 PA USD 870715.67000000 0.020957870101 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 4301000.00000000 PA USD 3944229.47000000 0.094936443352 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUD1 79872.61000000 PA USD 73301.55000000 0.001764346750 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AB2 1645000.00000000 PA USD 1725598.75000000 0.041534654417 Long DBT CORP FR N 2 2036-05-28 Fixed 6.02700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDQ84 3188313.09000000 PA USD 480644.26000000 0.011568965981 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 40000.00000000 PA USD 36394.40000000 0.000876002504 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 380000.00000000 PA USD 373497.63000000 0.008989978109 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N TPC Group Rights N/A 000000000 52737.00000000 NS USD 1054740.00000000 0.025387281603 Long EC CORP US Y 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 945977.20000000 0.022769392993 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-11 876416.64000000 USD 0.00000000 USD -1920000.00000000 USD 69560.56000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJUF7 1052181.25000000 PA USD 950534.40000000 0.022879083457 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBQ37 1010910.17000000 PA USD 870017.94000000 0.020941075945 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N PRINCIPAL LFE GLB FND II 635400WSLKBQWSOIIT41 74256LEY1 1180000.00000000 PA USD 1208644.57000000 0.029091719339 Long DBT CORP US N 2 2029-01-25 Fixed 5.10000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GP2 245000.00000000 PA USD 244939.51000000 0.005895621969 Long DBT CORP US N 2 2055-11-15 Fixed 5.75000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 410000.00000000 PA USD 361336.99000000 0.008697275080 Long DBT CORP US N 2 2047-07-15 Variable 4.85000000 N N N N N N NMEF Funding LLC N/A 62919WAB5 907000.00000000 PA USD 910490.23000000 0.021915232062 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.64000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 1935000.00000000 PA USD 1924512.49000000 0.046322449638 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAL4 3350400.00000000 PA USD 3224965.04000000 0.077623960056 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 103000.00000000 PA USD 97740.24000000 0.002352578831 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CY2 415000.00000000 PA USD 416013.47000000 0.010013321874 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 12005000.00000000 OU OTHER USD 5.94000000 0.000000142974 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 12005000.00000000 USD 8.19400000 USD 2026-11-04 XXXX -144.11000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 999564.09000000 0.024059213676 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-03-17 2616.77000000 USD 0.00000000 USD -4764000.00000000 USD 996947.32000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSPC3 1201467.07000000 PA USD 1214158.17000000 0.029224430070 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 5.50000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GC6 200000.00000000 PA USD 204816.11000000 0.004929863531 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHY3 1400000.00000000 PA USD 1443509.90000000 0.034744858759 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 478000.00000000 PA USD 478085.84000000 0.011507385564 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N HERITAGE PWR LLC N/A 000000000 997.00000000 NS USD 65802.00000000 0.001583834787 Long EC CORP US Y 2 N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 830505BK8 800000.00000000 PA USD 801792.80000000 0.019298916890 Long DBT CORP SE N 2 2030-09-03 Fixed 4.50000000 N N N N N N Pretium Mortgage Credit Partne 254900EZKI569P0YE486 69392EAA8 1587287.13000000 PA USD 1590932.81000000 0.038293284846 Long ABS-O CORP US N 2 2055-08-25 Variable 5.73190000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 955000.00000000 PA USD 815525.06000000 0.019629448349 Long DBT CORP US N 2 2033-12-01 Fixed 2.90000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BQ2 139270.24000000 PA USD 144006.69000000 0.003466198676 Long DBT CORP US N 2 2030-01-10 Fixed 6.94300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410U3F7 3744.38000000 PA USD 3959.97000000 0.000095315313 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -124947.06000000 -0.00300743898 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-12-16 0.00000000 USD -14590.59000000 USD 2105000.00000000 USD -110356.47000000 N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAV9 425000.00000000 PA USD 440519.79000000 0.010603181789 Long DBT CORP US N 2 2034-06-01 Fixed 5.40000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBG4 882000.00000000 PA USD 575897.01000000 0.013861671660 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M3HH3 150463.79000000 PA USD 151525.04000000 0.003647163149 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 1205000.00000000 PA USD 1192812.18000000 0.028710638368 Long DBT CORP US N 2 2035-10-01 Fixed 4.90000000 N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AU3 1000000.00000000 PA USD 1034742.67000000 0.024905951751 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHNB9 1305238.31000000 PA USD 1250941.31000000 0.030109789432 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKSC5 2119090.14000000 PA USD 2073657.21000000 0.049912319186 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QMHE4 8952.33000000 PA USD 8743.86000000 0.000210462138 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DU67 3748014.93000000 PA USD 3297083.95000000 0.079359841010 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.00000000 N N N N N N JBS USA SARL/FOOD/GRP N/A 472140AA0 305000.00000000 PA USD 320551.52000000 0.007715580812 Long DBT CORP US N 2 2035-04-20 Fixed 5.95000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 218269.42000000 0.005253680746 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2026-03-17 0.00000000 USD 0.00000000 USD -6450251.01000000 USD 218269.42000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8EP2 60621.91000000 PA USD 59852.14000000 0.001440623407 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411BCA9 190.03000000 PA USD 199.35000000 0.000004798295 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6MY1 2108.72000000 PA USD 2230.06000000 0.000053676888 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N HERITAGE PWR LLC N/A 000000000 26092.00000000 NS USD 13046.00000000 0.000314013383 Long EC CORP US Y 3 N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAC1 232000.00000000 PA USD 231347.50000000 0.005568466286 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCW9 1360000.00000000 PA USD 1358866.16000000 0.032707508831 Long DBT CORP US N 2 2030-10-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H7JU2 28772.54000000 PA USD 28116.46000000 0.000676754923 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383R2L0 33180157.92000000 PA USD 1354878.57000000 0.032611528712 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.33235000 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223A27 270000.00000000 PA USD 268681.08000000 0.006467074577 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 313000.00000000 PA USD 187549.22000000 0.004514254567 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -144541.64000000 -0.00347907476 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-13 0.00000000 USD -5544.91000000 USD -5215000.00000000 USD -138996.73000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5SG6 5941.57000000 PA USD 6289.67000000 0.000151390507 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAP8 1245000.00000000 PA USD 1128512.70000000 0.027162968795 Long DBT CORP NO N 2 2054-10-01 Fixed 5.80000000 N N N N N N NSTAR ELECTRIC CO 54930080R72Y2Z31UR68 67021CAW7 770000.00000000 PA USD 786059.28000000 0.018920215691 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N Santander Drive Auto Receivabl N/A 802920AG3 2783000.00000000 PA USD 2801657.51000000 0.067435072303 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FF36 23805138.70000000 PA USD 23746040.54000000 0.571560212134 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 11339000.00000000 PA USD 10270653.59000000 0.247211611332 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N NY Commercial Mortgage Trust N/A 62957FAA7 475000.00000000 PA USD 499228.47000000 0.012016282450 Long ABS-MBS CORP US N 2 2047-02-10 Variable 5.66371000 N N N N N N Preston Ridge Partners Mortgag N/A 69392PAA3 2044456.61000000 PA USD 2062113.36000000 0.049634462111 Long ABS-MBS CORP US N 2 2055-07-25 Variable 5.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBN1 246000.00000000 PA USD 255275.97000000 0.006144417521 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M6DY3 754637.49000000 PA USD 756034.57000000 0.018197529751 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -165140.85000000 -0.00397489169 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-12-20 0.00000000 USD 0.00000000 USD 7695000.00000000 USD -165140.85000000 N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAK4 900000.00000000 PA USD 907079.28000000 0.021833131499 Long DBT CORP US N 2 2035-09-15 Fixed 5.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLS4 49418.14000000 PA USD 46009.63000000 0.001107438262 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 2059000.00000000 PA USD 1327245.47000000 0.031946408122 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNJ8 510972.98000000 PA USD 518231.16000000 0.012473671610 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 39000.00000000 PA USD 38969.18000000 0.000937976701 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36266GAE7 425000.00000000 PA USD 424644.42000000 0.010221066302 Long DBT CORP US N 2 2035-12-15 Fixed 4.95000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BT0 1000000.00000000 PA USD 1014611.06000000 0.024421389819 Long DBT CORP US N 2 2033-07-15 Fixed 4.90000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 766000.00000000 PA USD 748796.10000000 0.018023301907 Long DBT CORP US Y 2 2027-06-01 Fixed 2.30000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 530000.00000000 PA USD 348816.10000000 0.008395900940 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N New Residential Mortgage Loan N/A 64829VAD8 2303000.00000000 PA USD 1994251.76000000 0.048001053357 Long ABS-MBS CORP US Y 2 2057-12-25 Variable 3.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -186522.91000000 -0.00448955158 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y Performance Leg 2026-02-13 0.00000000 USD 0.00000000 USD 19990831.25000000 USD -186522.91000000 N N N Kinbane DAC 635400WTRFYG7SVTRF15 000000000 775241.90000000 PA 911805.89000000 0.021946899611 Long ABS-MBS CORP IE N 2 2075-08-24 Floating 3.02200000 N N N N N N Towd Point Mortgage Trust N/A 89182QAA3 1303590.28000000 PA USD 1304981.60000000 0.031410523319 Long ABS-MBS CORP US N 2 2064-09-25 Variable 5.12200000 N N N N N N Barclays Commercial Mortgage S N/A 07336VAZ4 8050997.47000000 PA USD 745116.60000000 0.017934737424 Long ABS-MBS CORP US N 2 2057-02-15 Variable 1.62379800 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 3973000.00000000 PA USD 3989398.56000000 0.096023650064 Long DBT CORP N/A Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Oak Hill Credit Partners N/A 67112RBC7 4500000.00000000 PA USD 4514127.30000000 0.108653716515 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.20444000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFPJ4 720791.87000000 PA USD 621193.79000000 0.014951951833 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 316000.00000000 PA 356508.67000000 0.008581058838 Long DBT NUSS CO N 2 2032-09-19 Fixed 5.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 1840000.00000000 PA 2142906.69000000 0.051579133803 Long DBT NUSS CO N 2 2028-09-19 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV5Y7 540758.49000000 PA USD 504095.67000000 0.012133434523 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180DSX6 90463.51000000 PA USD 84423.70000000 0.002032053630 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7K5 1612877.81000000 PA USD 1316761.93000000 0.031694072398 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PRN3 890661.19000000 PA USD 16676.56000000 0.000401399894 Long ABS-MBS USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAQ6 690000.00000000 PA USD 673048.98000000 0.016200091006 Long DBT CORP NO N 2 2035-10-30 Fixed 5.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 417000.00000000 PA USD 389854.59000000 0.009383685325 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 3100000.00000000 PA USD 3113509.06000000 0.074941247397 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N CIM Trust N/A 17179VAA8 1164548.93000000 PA USD 1158700.91000000 0.027889590132 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LX84 16674.52000000 PA USD 15582.48000000 0.000375065710 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEQ2 920000.00000000 PA USD 944852.68000000 0.022742326128 Long DBT CORP US N 2 2031-04-04 Fixed 5.12100000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AJUU6 950000.42000000 PA USD 926216.68000000 0.022293763089 Long ABS-MBS USGSE US N 2 2041-09-15 Fixed 4.00000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BP4 120283.69823000 PA USD 122052.21000000 0.002937760799 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 65000.00000000 PA USD 67871.70000000 0.001633651858 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 795000.00000000 PA USD 780093.75000000 0.018776627138 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACN6 101466.17000000 PA USD 98103.31000000 0.002361317819 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 275000.00000000 PA USD 271145.92000000 0.006526402550 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46659RAC1 1364654.34000000 PA USD 1374635.83000000 0.033087080150 Long ABS-MBS CORP US N 2 2055-12-25 Variable 5.38500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 60000.00000000 PA USD 60882.69000000 0.001465428442 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N BX Trust N/A 05594CAD6 443840.15000000 PA USD 444394.68000000 0.010696449252 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.60012000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4NW1 8591.50000000 PA USD 8804.42000000 0.000211919800 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 22630000.00000000 PA USD 21926348.44000000 0.527760758454 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FWN22 1604119.27000000 PA USD 45672.32000000 0.001099319310 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.01000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 81139.31000000 PA USD 80978.39000000 0.001949126031 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N CIM Trust N/A 12569DAA7 2931779.37000000 PA USD 2902498.81000000 0.069862292737 Long ABS-MBS CORP US N 2 2062-03-25 Variable 4.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 94990FAF8 14214793.95000000 PA USD 993970.89000000 0.023924586997 Long ABS-MBS CORP US N 2 2057-08-15 Variable 1.00268400 N N N N N N Rockford Tower CLO Ltd 5493001SZ764RMCNU069 77342KAA8 882606.56000000 PA USD 882959.60000000 0.021252577895 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.30605000 N N N N N N DARDEN RESTAURANTS INC CY1NFSCCB5GUXC7WZC70 237194AL9 950000.00000000 PA USD 947720.91000000 0.022811363580 Long DBT CORP US N 2 2027-05-01 Fixed 3.85000000 N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KF3 2100000.00000000 PA USD 2135469.06000000 0.051400112236 Long DBT CORP US N 2 2027-06-15 Fixed 5.45000000 N N N N N N Madison Park Funding Ltd N/A 55817EAW6 5000000.00000000 PA USD 5017620.00000000 0.120772637727 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.43454000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 435000.00000000 PA USD 429016.72000000 0.010326306277 Long DBT CORP US Y 2 N/A Fixed 3.55000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DD8 335000.00000000 PA USD 333908.03000000 0.008037068080 Long DBT CORP DE N 2 2031-12-10 Fixed 4.46900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BJX5 206217.73000000 PA USD 196485.14000000 0.004729339533 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBYG9 554579.94000000 PA USD 481327.51000000 0.011585411608 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAH3 1626200.00000000 PA USD 1616872.12000000 0.038917636409 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.11800000 N N N N N N UBS Commercial Mortgage Trust N/A 90276YAD5 2063000.00000000 PA USD 2032366.72000000 0.048918469235 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.34360000 N N N N N N JP Morgan Chase Commercial Mor N/A 46645WAU7 430000.00000000 PA USD 408500.00000000 0.009832474860 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.24750000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 28000.00000000 PA USD 35583.58000000 0.000856486305 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 320000.00000000 PA USD 332990.20000000 0.008014976182 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAG7 105000.00000000 PA USD 106998.92000000 0.002575432536 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017BT5 475000.00000000 PA USD 429406.22000000 0.010335681427 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N COLT Funding LLC N/A 19685WAA9 3051695.24000000 PA USD 2591522.18000000 0.062377176711 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.92400000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 480000.00000000 PA USD 448531.08000000 0.010796011183 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N FREMF Mortgage Trust N/A 30305EAE8 3550000.00000000 PA USD 3510483.53000000 0.084496306140 Long ABS-MBS USGSE US N 2 2049-10-25 Variable 3.84006400 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBL3 445000.00000000 PA USD 439548.75000000 0.010579809142 Long DBT NUSS MX N 2 2035-09-22 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402VRM4 8853.10000000 PA USD 8995.18000000 0.000216511337 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LBT6 2930.43000000 PA USD 3090.22000000 0.000074380686 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -2927.94000000 -0.00007047465 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -10684580.50000000 CZK 517000.00000000 USD 2026-01-22 -2927.94000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6KN4 1540126.22000000 PA USD 1392963.46000000 0.033528220814 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 2.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CD8 235000.00000000 PA USD 238663.65000000 0.005744563864 Long DBT CORP US N 2 2037-04-01 Fixed 5.75000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 700000.00000000 PA USD 634216.72000000 0.015265409928 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4NK5 3263.59000000 PA USD 3454.65000000 0.000083152409 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N WESCO AIRCRAFT HOLDINGS 529900P5VTXZS191P208 97789LAB2 390000.00000000 PA USD 167729.38000000 0.004037196847 Long DBT CORP US N 2 2026-11-15 Fixed 9.00000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A94W2 6078642.81000000 PA USD 5179562.00000000 0.124670534041 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKT6 3452595.52000000 PA USD 3383212.54000000 0.081432930841 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 5867000.00000000 PA USD 5812612.91000000 0.139907883265 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 245000.00000000 PA USD 253651.68000000 0.006105321339 Long DBT CORP US N 2 2035-06-15 Fixed 5.30000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JH7 556000.00000000 PA USD 536134.43000000 0.012904598054 Long DBT CORP US N 2 2055-03-01 Fixed 5.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKQF5 249955.63000000 PA USD 241667.76000000 0.005816871909 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Tricon Residential N/A 89616QAA9 5069150.11000000 PA USD 5040371.02000000 0.121320248088 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.85600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKY4 1584000.00000000 PA USD 1615251.61000000 0.038878631210 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPR26 1991872.25000000 PA USD 2031357.29000000 0.048894172552 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSBC0 145036.30000000 PA USD 118301.80000000 0.002847489533 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F032617 261000.00000000 PA USD 241272.07000000 0.005807347767 Long ABS-MBS USGSE US N 2 2056-01-15 Fixed 3.50000000 N N N N N N Hilton Grand Vacations Trust N/A 43285JAB0 1300142.54000000 PA USD 1305705.46000000 0.031427946416 Long ABS-O CORP US N 2 2044-05-25 Fixed 4.73000000 N N N N N N Towd Point Mortgage Trust N/A 89172PAD1 1080000.00000000 PA USD 1046943.68000000 0.025199626473 Long ABS-MBS CORP US N 2 2055-08-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409HPP3 1899.79000000 PA USD 1907.39000000 0.000045910316 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LG4 1075000.00000000 PA USD 1099713.76000000 0.026469786779 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 25707000.00000000 PA USD 19155731.72000000 0.461072828837 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 190000.00000000 PA USD 175095.68000000 0.004214501522 Long DBT CORP US N 2 2031-04-27 Fixed 2.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PF2 510000.00000000 PA USD 523446.59000000 0.012599205476 Long DBT CORP US N 2 2030-02-13 Fixed 5.17400000 N N N N N N Affirm Inc N/A 00834BAF4 2500000.00000000 PA USD 2503899.75000000 0.060268130590 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKV1 1026610.18000000 PA USD 1047853.00000000 0.025221513538 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042418 -950000.00000000 PA USD -950333.98000000 -0.02287425940 Short ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042418 22700000.00000000 PA USD 22707980.41000000 0.546574410096 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KH9 881000.00000000 PA USD 937952.68000000 0.022576245157 Long DBT CORP US N 2 2053-01-15 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379AYP9 1753726.54000000 PA USD 233753.51000000 0.005626378239 Long ABS-MBS USGA US N 2 2044-03-16 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXQC7 4834.00000000 PA USD 5116.91000000 0.000123162518 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FKQ6 690.46000000 PA USD 704.90000000 0.000016966735 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M75R3 100031.01000000 PA USD 104616.55000000 0.002518089590 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N RCO Mortgage LLC N/A 74939GAA3 163698.30000000 PA USD 164057.04000000 0.003948804703 Long ABS-O CORP US N 2 2030-05-25 Variable 6.43450000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 498000.00000000 PA USD 492113.64000000 0.011845030585 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3WR4 805975.94000000 PA USD 723029.98000000 0.017403118976 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CK5 1200000.00000000 PA USD 957606.48000000 0.023049306343 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Ellington Financial Mortgage T 254900UDLJF220C8I638 267954AA3 1258287.35000000 PA USD 1268699.55000000 0.030537225046 Long ABS-MBS CORP US N 2 2060-06-25 Variable 5.43100000 N N N N N N VOYAGER PARENT LLC 2549002DYVI4ACSV4V71 92921EAA0 335000.00000000 PA USD 355325.55000000 0.008552581487 Long DBT CORP US N 2 2032-07-01 Fixed 9.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 2070000.00000000 PA USD 2045205.53000000 0.049227495616 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JG9 210000.00000000 PA USD 213048.99000000 0.005128026532 Long DBT CORP US N 2 2035-03-01 Fixed 5.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 220000.00000000 PA USD 197312.50000000 0.004749253845 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N BX Trust N/A 05612FAA3 3100000.00000000 PA USD 3100000.00000000 0.074616088296 Long ABS-MBS CORP US Y 2 2041-03-15 Floating 5.84012000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FLN4 139186.14000000 PA USD 135414.05000000 0.003259376358 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 120000.00000000 PA USD 123459.80000000 0.002971641076 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGJ7 800000.00000000 PA USD 805183.76000000 0.019380536300 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 1053000.00000000 PA USD 788204.54000000 0.018971851468 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N New York Mortgage Trust 254900JF85A0S614L988 67121VAA2 1524260.13000000 PA USD 1471400.47000000 0.035416176576 Long ABS-MBS CORP US N 2 2069-11-25 Variable 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5T78 1259646.89000000 PA USD 1276745.64000000 0.030730892066 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFC65 24724.62000000 PA USD 25425.83000000 0.000611992250 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46659QAC3 1284465.80000000 PA USD 1295280.62000000 0.031177023583 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.49500000 N N N N N N Mercury Financial Credit Card N/A 58940BBB1 2500000.00000000 PA USD 2520709.00000000 0.060672724294 Long ABS-O CORP US N 2 2029-07-20 Fixed 7.43000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CY6 590000.00000000 PA USD 587443.74000000 0.014139598055 Long DBT CORP US N 2 2053-06-01 Fixed 5.75000000 N N N N N N Woodward Capital Management N/A 74942JAA2 1158014.37000000 PA USD 1155754.62000000 0.027818673798 Long ABS-MBS CORP US N 2 2055-09-25 Variable 4.79500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5MH0 559.31000000 PA USD 590.54000000 0.000014214124 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMPP5 68111.38000000 PA USD 52608.05000000 0.001266260291 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 455205.79000000 PA USD 455972.99000000 0.010975135768 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.37419000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176DHP1 80599.42000000 PA USD 78209.39000000 0.001882477016 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAN7 1510000.00000000 PA USD 1420772.49000000 0.034197575987 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CZ0 1050000.00000000 PA USD 1084070.21000000 0.026093251131 Long DBT CORP US N 2 2030-03-01 Fixed 5.25000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 1735000.00000000 PA USD 1370954.62000000 0.032998474508 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAS0 695000.00000000 PA USD 705600.73000000 0.016983602055 Long DBT CORP US N 2 2030-04-10 Fixed 5.12500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAV2 636000.00000000 PA USD 648501.72000000 0.015609245677 Long DBT CORP US N 2 2034-03-15 Fixed 5.30000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 123000.00000000 PA USD 117571.42000000 0.002829909501 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQDZ6 666718.56000000 PA USD 687442.60000000 0.016546541206 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AF3 600000.00000000 PA USD 599200.80000000 0.014422587032 Long DBT NUSS IT N 2 2030-10-01 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YVG0 20281.67000000 PA USD 20405.05000000 0.000491143552 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAAK5 125812.41000000 PA USD 127048.02000000 0.003058008476 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZK3 4335000.00000000 PA USD 4267540.93000000 0.102718455109 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N Bank N/A 06541BBQ0 5192193.11000000 PA USD 292844.36000000 0.007048677620 Long ABS-MBS CORP US N 2 2056-02-15 Variable 1.06855400 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAU4 341000.00000000 PA USD 350393.91000000 0.008433878363 Long DBT CORP US N 2 2031-03-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GXB7 649359.01000000 PA USD 619424.91000000 0.014909375412 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31424UPE0 2800728.78000000 PA USD 423743.54000000 0.010199382385 Long ABS-MBS USGSE US N 2 2052-06-25 Fixed 2.50000000 N N N N N N DTP Commercial Mortgage Trust N/A 23346GAA7 770000.00000000 PA USD 791627.30000000 0.019054236294 Long ABS-MBS CORP US Y 2 2041-01-15 Variable 5.84327000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMQ73 92971.73000000 PA USD 90926.95000000 0.002188584945 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBB1 1500000.00000000 PA USD 1360972.80000000 0.032758215036 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.54600000 N N N N N N COLT Funding LLC N/A 19688GAA1 4605993.87000000 PA USD 3949163.48000000 0.095055203522 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.39700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUR5 1517394.51000000 PA USD 1252433.14000000 0.030145697341 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQZ56 31034.44000000 PA USD 30377.50000000 0.000731177491 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q83N3 1415509.43000000 PA USD 1408032.23000000 0.033890921676 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KJ5 423000.00000000 PA USD 448981.10000000 0.010806843032 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N Credit Suisse Mortgage Trust N/A 126407AA3 1267252.21000000 PA USD 1156206.19000000 0.027829542955 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BK7 170000.00000000 PA USD 175832.80000000 0.004232243783 Long DBT CORP US N 2 2034-07-15 Fixed 5.40000000 N N N N N N Woodward Capital Management 254900E35NYYFOUTHD06 74943AAA0 1103782.75000000 PA USD 1114438.89000000 0.026824216328 Long ABS-MBS CORP US N 2 2055-07-25 Variable 5.37700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W27D7 1859319.87000000 PA USD 1908308.88000000 0.045932433511 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A 00253XAA9 106000.00000000 PA USD 106265.12000000 0.002557770186 Long DBT CORP N/A N 2 2026-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410UQK1 5777.96000000 PA USD 6013.44000000 0.000144741732 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N NUVEEN LLC N/A 67080LAC9 265000.00000000 PA USD 275890.06000000 0.006640592605 Long DBT CORP US N 2 2030-01-15 Fixed 5.55000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAP5 420000.00000000 PA USD 415205.61000000 0.009993876921 Long DBT CORP US N 2 2029-04-15 Fixed 3.95000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165ES5 1050000.00000000 PA USD 1043018.60000000 0.025105150952 Long DBT CORP US N 2 2054-06-01 Fixed 5.65000000 N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AM5 730000.00000000 PA USD 741135.35000000 0.017838909908 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJXL7 134373.62000000 PA USD 135535.67000000 0.003262303716 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FZ22 68051.09000000 PA USD 63655.65000000 0.001532172774 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 365000.00000000 PA USD 313547.95000000 0.007547006942 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W5A2 3462252.31000000 PA USD 2868275.68000000 0.069038552063 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M62J6 1352.81000000 PA USD 1424.34000000 0.000034283444 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 199970.34000000 0.004813227272 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5M5 86720.90000000 PA USD 83597.48000000 0.002012166757 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N GENON HLDGS CLASS A N/A 000000000 14898.00000000 NS USD 446940.00000000 0.010757714355 Long EC CORP US Y 3 N N N VSP OPTICAL GROUP INC 549300PHX8USLM2BT742 91836LAA0 150000.00000000 PA USD 151069.44000000 0.003636196991 Long DBT CORP US N 2 2035-12-01 Fixed 5.45000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBW8 1265000.00000000 PA USD 1173325.19000000 0.028241592250 Long DBT CORP US N 2 2054-10-15 Fixed 5.60000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJ22 14836.69000000 PA USD 15120.63000000 0.000363949117 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N Continental Credit Card llc N/A 66981PAR9 1990000.00000000 PA USD 2006470.63000000 0.048295157965 Long ABS-O CORP US N 2 2032-12-15 Fixed 6.22000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 995000.00000000 PA USD 897621.10000000 0.021605475888 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6D46 667055.83000000 PA USD 669021.59000000 0.016103152913 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 523000.00000000 PA USD 416748.52000000 0.010031014311 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFM9 25000.00000000 PA USD 24423.79000000 0.000587873442 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAN7 1210000.00000000 PA USD 1274439.76000000 0.030675390212 Long DBT CORP FR N 2 2036-01-09 Fixed 5.86200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEBC5 304434.28000000 PA USD 262286.38000000 0.006313156028 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCYW0 584285.29000000 PA USD 528140.22000000 0.012712179770 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 1150000.00000000 PA USD 1220437.50000000 0.029375571696 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -9420.62000000 -0.00022675155 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2504109.47000000 PLN 688000.00000000 USD 2026-01-22 -9420.62000000 N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBR8 1180000.00000000 PA USD 1211947.37000000 0.029171216764 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UB60 9018.98000000 PA USD 9260.92000000 0.000222907620 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAU8 750000.00000000 PA USD 742240.73000000 0.017865516079 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.25900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YD3M9 41960.60000000 PA USD 38763.43000000 0.000933024359 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAG8 1740000.00000000 PA USD 1796790.04000000 0.043248207830 Long DBT CORP US N 2 2030-01-09 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEK43 544689.61000000 PA USD 483670.82000000 0.011641814390 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380WH28 1923215.87000000 PA USD 361023.97000000 0.008689740781 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Bank N/A 065402AZ2 975000.00000000 PA USD 953884.62000000 0.022959722267 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.47400000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AL7 572000.00000000 PA USD 589899.60000000 0.014198709883 Long DBT CORP US N 2 2034-03-15 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MBEB4 240785.33000000 PA USD 197715.02000000 0.004758942383 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFJ6 545360.17000000 PA USD 501686.99000000 0.012075458304 Long ABS-MBS USGSE US N 2 2057-02-01 Fixed 3.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAZ1 320000.00000000 PA USD 267840.00000000 0.006446830028 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BR0 1390000.00000000 PA USD 1406006.00000000 0.033842150916 Long DBT CORP US N 2 2035-01-15 Fixed 5.20000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CD2 880000.00000000 PA USD 898105.87000000 0.021617144159 Long DBT CORP US N 2 2035-05-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCU57 2845599.55000000 PA USD 458877.40000000 0.011045044063 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JK0 30000.00000000 PA USD 30164.70000000 0.000726055457 Long DBT CORP US N 2 2055-09-15 Fixed 6.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 265000.00000000 PA USD 235327.64000000 0.005664267085 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03837AAB6 1285000.00000000 PA USD 1296620.13000000 0.031209265195 Long DBT CORP JE N 2 2034-09-13 Fixed 5.15000000 N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 555000.00000000 PA USD 580837.67000000 0.013980591893 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N MORAN FOODS N/A 000000000 20058.61000000 PA USD 19055.68000000 0.000458664613 Long LON CORP US N 3 2026-06-30 Floating 16.90910000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q04E9 864522.00000000 PA USD 856358.04000000 0.020612286169 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.95500000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 46124HAG1 500000.00000000 PA USD 522388.40000000 0.012573735154 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6RM2 14545.34000000 PA USD 14957.08000000 0.000360012516 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 1516132.94000000 PA USD 1234152.59000000 0.029705689879 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M6E22 17333.95000000 PA USD 17227.70000000 0.000414665672 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DB2 804000.00000000 PA USD 843859.92000000 0.020311460096 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383PNA5 1882742.13000000 PA USD 34890.41000000 0.000839801907 Long ABS-MBS USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AF6M3 1374020.82000000 PA USD 1393621.19000000 0.033544052182 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411HA26 5175.36000000 PA USD 5407.83000000 0.000130164877 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N firstkey homes 2020-sfr1 trust N/A 33767WAL7 3600000.00000000 PA USD 3538061.28000000 0.085160094472 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.48900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XP4M8 522018.67000000 PA USD 449943.33000000 0.010830003625 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ4W5 203427.90000000 PA USD 185147.73000000 0.004456451409 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040616 -550000.00000000 PA USD -519470.70000000 -0.01250350697 Short ABS-MBS USGA US N 2 2056-01-20 Fixed 4.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAT1 161000.00000000 PA USD 121872.94000000 0.002933445823 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H7F5 50080.44000000 PA USD 46736.22000000 0.001124927070 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 246000.00000000 PA USD 202480.61000000 0.004873648733 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBC5 2195000.00000000 PA USD 2171043.99000000 0.052256390339 Long DBT CORP FR N 2 2027-06-09 Fixed 1.79200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YA58 8825.75000000 PA USD 8821.58000000 0.000212332836 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMWR8 597634.08000000 PA USD 569945.13000000 0.013718411659 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30298PAU6 2095000.00000000 PA USD 2022076.40000000 0.048670784259 Long ABS-MBS USGSE US N 2 2051-09-25 Variable 3.76797400 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAS3 500000.00000000 PA USD 368963.76000000 0.008880849191 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 4886000.00000000 PA USD 4982447.20000000 0.119926038776 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 4426000.00000000 PA USD 4450771.22000000 0.107128754302 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAQ3 610000.00000000 PA USD 586819.09000000 0.014124562913 Long DBT CORP US N 2 2032-04-15 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6Z2 71340.76000000 PA USD 66405.43000000 0.001598359170 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2M4 1553000.00000000 PA USD 1421578.96000000 0.034216987483 Long DBT CORP US N 2 2051-04-04 Fixed 5.01300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395TLN2 530102.77000000 PA USD 546393.94000000 0.013151541442 Long ABS-MBS USGSE US N 2 2035-03-15 Fixed 5.00000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 000000000 280000.00000000 PA USD 187849.20000000 0.004521474997 Long DBT NUSS IL N 2 2060-05-13 Fixed 3.80000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAL7 645000.00000000 PA USD 679299.94000000 0.016350549775 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJTW1 159582.03000000 PA USD 145416.45000000 0.003500131184 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N NEW YORK CITY NY MUNI WTR FIN 549300Q2EHQ6RJPQKP05 64972FY34 530000.00000000 PA USD 540258.76000000 0.013003869464 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAE3 950000.00000000 PA USD 982989.97000000 0.023660279482 Long DBT CORP US N 2 2029-05-24 Fixed 5.44800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179S5L7 108934.26000000 PA USD 101238.76000000 0.002436787179 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVBZ0 2386246.25000000 PA USD 130587.56000000 0.003143204163 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 1.96581000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GW4L4 16778.80000000 PA USD 16677.04000000 0.000401411448 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 591894CE8 450000.00000000 PA USD 459217.78000000 0.011053236909 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020612 -999000.00000000 PA USD -807312.90000000 -0.01943178407 Short ABS-MBS USGSE US N 2 2056-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNLA0 510089.87000000 PA USD 440248.43000000 0.010596650233 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690DK72 1740000.00000000 PA USD 1772549.21000000 0.042664738181 Long DBT CORP US N 2 2029-01-12 Fixed 5.01600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411FGC2 7696.00000000 PA USD 7993.12000000 0.000192392047 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BM7 145000.00000000 PA USD 116443.94000000 0.002802771389 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Credit Acceptance Auto Loan Tr N/A 224940AC0 2005000.00000000 PA USD 2022572.82000000 0.048682732942 Long ABS-O CORP US N 2 2036-01-15 Fixed 4.87000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410C3A8 554.40000000 PA USD 576.98000000 0.000013887738 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030413 450000.00000000 PA USD 432861.33000000 0.010418844909 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.00000000 N N N N N N RUTGERS NJ ST UNIV 549300BOYDHNW8J60112 783186NH8 400000.00000000 PA USD 413076.87000000 0.009942638775 Long DBT MUN US N 2 2040-05-01 Fixed 5.66500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XAS6 118.50000000 PA USD 122.67000000 0.000002952630 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Aimco 2549005IX0D6XDJNNS95 00889EBA2 6000000.00000000 PA USD 6021129.00000000 0.144926804227 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.24444000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AT0 280000.00000000 PA USD 272336.20000000 0.006555052240 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 180000.00000000 PA USD 189947.05000000 0.004571969630 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N St Pauls CLO 549300IMSL8GGSOV5A04 000000000 1561127.51000000 PA 1830821.37000000 0.044067331934 Long ABS-CBDO CORP IE N 2 2030-04-25 Floating 2.89500000 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AH8 1250000.00000000 PA USD 1416950.00000000 0.034105569777 Long DBT CORP NO N 2 2032-11-14 Fixed 7.37800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y3GN0 120256.45000000 PA USD 122087.84000000 0.002938618403 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHS73 972987.02000000 PA USD 922966.04000000 0.022215521140 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UUJ9 519456.97000000 PA USD 479866.33000000 0.011550241435 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383LEN6 13485745.00000000 PA USD 700217.64000000 0.016854032662 Long ABS-MBS USGA US N 2 2052-11-20 Floating 1.58235000 N N N N N N Stack Infrastructure Issuer LL 254900AV7V87H3A2WM57 85236KAH5 1925000.00000000 PA USD 1934686.41000000 0.046567332901 Long ABS-O CORP US N 2 2048-07-25 Fixed 5.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4AZ6 6867.52000000 PA USD 7188.38000000 0.000173022192 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 375000.00000000 PA USD 377387.94000000 0.009083616726 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ4A0 538336.30000000 PA USD 554091.66000000 0.013336823298 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AV3 2550000.00000000 PA USD 2628735.14000000 0.063272881713 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N AST PGIM Fixed Income Central Portfolio 5493004PPIB4NJOLH005 000000000 19162617.62710000 NS USD 228993280.64000000 5.511800918532 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMV2 6749.48000000 PA USD 7138.28000000 0.000171816300 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 538000.00000000 PA USD 537388.36000000 0.012934779780 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBC3 2105000.00000000 PA USD 2247087.50000000 0.054086735260 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 280000.00000000 PA USD 240577.67000000 0.005790633763 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 550000.00000000 PA USD 561446.33000000 0.013513848042 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 400000.00000000 PA USD 380669.65000000 0.009162606521 Long DBT CORP US Y 2 2032-03-24 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CMV3 21403.74000000 PA USD 21103.34000000 0.000507951187 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AN2 300000.00000000 PA USD 287568.38000000 0.006921686333 Long DBT CORP US N 2 2032-03-15 Fixed 4.22400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FM86 156047.48000000 PA USD 157142.48000000 0.003782373278 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 1500000.00000000 PA USD 1154492.27000000 0.027788289404 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183DE1 513997.58000000 PA USD 520098.63000000 0.012518621064 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N GS Mortgage-Backed Securities N/A 362960AA4 3282854.85000000 PA USD 3311209.20000000 0.079699831623 Long ABS-O CORP US N 2 2067-11-25 Variable 5.84700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ABE65 906817.18000000 PA USD 778970.51000000 0.018749591082 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W5F1 279182.20000000 PA USD 274171.38000000 0.006599224483 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.50000000 N N N N N N GS Mortgage-Backed Securities 254900WJFO182DZH8M35 36272EAA2 1077954.71000000 PA USD 1089016.36000000 0.026212303507 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.64800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZC9 1548776.92000000 PA USD 1569327.49000000 0.037773251148 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 5.80419000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 20000.00000000 PA USD 18813.32000000 0.000452831079 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WFG8 2030227.16000000 PA USD 1752177.68000000 0.042174401445 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 1090000.00000000 PA USD 1102917.48000000 0.026546899377 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M9MM3 49847.65000000 PA USD 46966.22000000 0.001130463102 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329JPW1 202710.96000000 PA USD 193653.90000000 0.004661192419 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 31423YVK2 2805306.78000000 PA USD 438241.83000000 0.010548351962 Long ABS-MBS USGSE US N 2 2052-09-25 Fixed 2.50000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312VAE6 1684060.25000000 PA USD 1675894.24000000 0.040338281479 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.63200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CU1 75000.00000000 PA USD 78236.44000000 0.001883128101 Long DBT CORP US N 2 2034-04-01 Fixed 5.60000000 N N N N N N PRIME BLOOM HOLDINGS LTD 3003000PGGCESUU1G875 000000000 200000.00000000 PA USD 100.00000000 0.000002406970 Long DBT CORP VG N 2 2022-07-05 Variable 6.95000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 750000.00000000 PA USD 764441.25000000 0.018399876066 Long DBT CORP US N 2 2036-01-09 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FM78 565406.53000000 PA USD 550039.69000000 0.013239293572 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBB5 611000.00000000 PA USD 640022.50000000 0.015405153345 Long DBT NUSS MX N 2 2030-05-13 Fixed 6.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAH2 366000.00000000 PA USD 360275.76000000 0.008671731586 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 -588000.00000000 NC -218.93000000 -0.00000526958 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Written MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A CZK 2026-01-08 -588000.00000000 USD 24.30000000 EUR 2026-01-08 XXXX 1924.00000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBUY0 13309042.77000000 PA USD 11841495.08000000 0.285021304015 Long ABS-MBS USGSE US N 2 2032-02-01 Variable 2.14723500 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 1152000.00000000 PA USD 1282290.90000000 0.030864364843 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 448000.00000000 PA USD 437239.59000000 0.010524228339 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBHT0 1856291.10000000 PA USD 1643049.88000000 0.039547727393 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBME9 795335.06000000 PA USD 647234.29000000 0.015578739009 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 2.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAV8 345000.00000000 PA USD 253627.57000000 0.006104741018 Long DBT CORP US N 2 2052-03-15 Fixed 3.80000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DM8 855000.00000000 PA USD 862795.25000000 0.020767227921 Long DBT CORP US N 2 2027-11-01 Fixed 4.37500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 1645000.00000000 PA USD 1635523.65000000 0.039366573251 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQVF9 1471279.98000000 PA USD 1499871.85000000 0.036101474320 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 2140000.00000000 PA USD 2019817.74000000 0.048616418977 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 425000.00000000 PA USD 331518.39000000 0.007979550148 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 800000.00000000 PA USD 828433.44000000 0.019940149260 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N Morgan Stanley Residential Mor N/A 61779BAA4 1163933.25000000 PA USD 1173196.65000000 0.028238498330 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.43900000 N N N N N N Zayo Issuer LLC N/A 98919WAA1 1675000.00000000 PA USD 1703606.49000000 0.041005307186 Long ABS-O CORP US N 2 2055-03-20 Fixed 5.64800000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAX9 990000.00000000 PA USD 854039.36000000 0.020556476223 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 5062000.00000000 PA USD 5046576.72000000 0.121469617462 Long DBT UST US N 2 2031-08-31 Fixed 3.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 627000.00000000 PA USD 605276.68000000 0.014568831676 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AU7 210000.00000000 PA USD 173741.65000000 0.004181910418 Long DBT CORP US N 2 2052-05-15 Fixed 4.55000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBE9 1392000.00000000 PA USD 1432368.00000000 0.034476676503 Long DBT NUSS MX N 2 2032-07-02 Fixed 5.85000000 N N N N N N SOMPO INTL HLDS LTD 54930073OSJENOG1DL54 29267HAA7 309000.00000000 PA USD 344753.71000000 0.008298120408 Long DBT CORP BM N 2 2034-07-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MST70 571078.11000000 PA USD 563901.88000000 0.013572952409 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLEM6 1180800.53000000 PA USD 1228077.72000000 0.029559469545 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 140000.00000000 PA USD 91931.88000000 0.002212773314 Long DBT CORP US N 2 2052-03-17 Fixed 2.92100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4P6 1175331.44000000 PA USD 1007341.01000000 0.024246401853 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 10790000.00000000 PA USD 6942690.63000000 0.167108521632 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4GG9 2359101.06000000 PA USD 373739.88000000 0.008995808995 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L06A0 628047.73000000 PA USD 518070.57000000 0.012469806256 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FGN6 3463.73000000 PA USD 3663.48000000 0.000088178886 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ADSP4 4351607.59000000 PA USD 4133909.80000000 0.099501993111 Long ABS-MBS USGA US N 2 2065-01-20 Fixed 4.00000000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024NV0 950000.00000000 PA USD 1094265.16000000 0.026338640579 Long DBT MUN US N 2 2050-04-01 Fixed 7.04300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACTU4 1098460.31000000 PA USD 1136973.23000000 0.027366611264 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N Barclays Commercial Mortgage S N/A 07336WBC2 7772488.23000000 PA USD 574505.80000000 0.013828185644 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.10863300 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECP4 450000.00000000 PA USD 293716.44000000 0.007069668329 Long DBT CORP US N 2 2052-03-15 Fixed 3.03000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BH7 700000.00000000 PA USD 734734.59000000 0.017684845497 Long DBT CORP US N 2 2032-07-23 Fixed 5.71800000 N N N N N N NEWDAY FUNDING N/A 000000000 1700000.00000000 PA 2295813.88000000 0.055259564897 Long ABS-O CORP GB N 2 2032-07-15 Floating 4.74342000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411EYV3 6107.61000000 PA USD 6385.77000000 0.000153703605 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KR7 1670000.00000000 PA USD 1736258.08000000 0.041791221355 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N Continental Credit Card llc N/A 66981PAQ1 2450000.00000000 PA USD 2485824.64000000 0.059833068008 Long ABS-O CORP US N 2 2032-12-15 Fixed 5.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQLJ3 108248.18000000 PA USD 105531.44000000 0.002540110724 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEE0 170991.38000000 PA USD 163076.32000000 0.003925199061 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 2045168.01000000 PA 2392319.20000000 0.057582419567 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 2.62600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 430000.00000000 PA USD 317326.56000000 0.007637956974 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FDB9 9178.40000000 PA USD 9244.66000000 0.000222516247 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 17000.00000000 PA USD 17292.25000000 0.000416219371 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 1350000.00000000 PA USD 1430933.18000000 0.034442140807 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71400000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAJ9 225000.00000000 PA USD 233110.76000000 0.005610907435 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCE9 297000.00000000 PA USD 218985.94000000 0.005270927172 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACLF5 971166.90000000 PA USD 791858.94000000 0.019059811801 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 1950000.00000000 PA USD 2198845.86000000 0.052925573173 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKG6 1700000.00000000 PA USD 1619941.82000000 0.038991523185 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 5020000.00000000 PA USD 4791668.13000000 0.115334042668 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 8272755.01000000 PA USD 6749645.01000000 0.162461970333 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CW7 120000.00000000 PA USD 119144.09000000 0.002867763206 Long DBT CORP US N 2 2064-04-01 Fixed 6.10000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139X83 366000.00000000 PA USD 427299.78000000 0.010284980036 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HB2N3 7351250.98000000 PA USD 90619.61000000 0.002181187361 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.23002900 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEQZ5 990477.70000000 PA USD 910390.07000000 0.021912821240 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Woodward Capital Management N/A 749424AA5 534025.87000000 PA USD 538411.77000000 0.012959412958 Long ABS-MBS CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LUFN6 1302097.93000000 PA USD 1164835.92000000 0.028037258018 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAP7 660000.00000000 PA USD 602218.15000000 0.014495213759 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N ALA Trust N/A 009920AA7 855000.00000000 PA USD 858204.71000000 0.020656734973 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.49363000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H7M0 69738.46000000 PA USD 65079.50000000 0.001566444425 Long ABS-MBS USGA US N 2 2043-12-15 Fixed 3.50000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAE4 2125000.00000000 PA USD 2116728.44000000 0.050949031025 Long DBT CORP BE N 2 2031-09-23 Fixed 4.45400000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JD6 1235000.00000000 PA USD 1158423.52000000 0.027882913436 Long DBT CORP US N 2 2054-04-15 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179BZP2 8369.57000000 PA USD 7805.69000000 0.000187880662 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AX2 680000.00000000 PA USD 707772.17000000 0.017035867977 Long DBT CORP US N 2 2035-06-29 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403KTQ6 9168.41000000 PA USD 9367.76000000 0.000225479228 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSH6 2101297.61000000 PA USD 1717701.89000000 0.041344579319 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912833Y20 1187000.00000000 PA USD 752980.19000000 0.018124011723 Long DBT UST US N 2 2036-05-15 None 0.00000000 N N N N N N Auxilior Term Funding LLC N/A 05335FAC5 1440000.00000000 PA USD 1466028.86000000 0.035286883504 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.49000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AK9 340000.00000000 PA USD 311305.81000000 0.007493039292 Long DBT CORP US N 2 2045-05-20 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRGE1 1190033.54000000 PA USD 1193688.01000000 0.028731719339 Long ABS-MBS USGSE US N 2 2047-02-25 Fixed 5.00000000 N N N N N N The Huntington National Bank N/A 44644NAN9 3628998.53000000 PA USD 3652392.51000000 0.087912013554 Long ABS-O CORP US N 2 2033-09-20 Fixed 4.83500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 170000.00000000 PA USD 175802.51000000 0.004231514712 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BE3 550000.00000000 PA USD 566254.25000000 0.013629573263 Long DBT CORP US N 2 2031-01-15 Fixed 5.27200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXFR8 1865743.05000000 PA USD 1587950.20000000 0.038221494300 Long ABS-MBS USGSE US N 2 2057-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJLG6 135250.12000000 PA USD 116696.30000000 0.002808845620 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQNW3 28373.88000000 PA USD 28112.94000000 0.000676670197 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 565000.00000000 PA USD 558813.42000000 0.013450474673 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KWH48 397.27000000 PA USD 419.43000000 0.000010095556 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 121806000.00000000 PA USD 123395187.66000000 2.970085876694 Long DBT UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 2175000.00000000 PA USD 2271787.50000000 0.054681256996 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 8461000.00000000 PA USD 8266577.85000000 0.198974097665 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N BOOTS GROUP FINCO LP 254900YVLYOVF1PF1N93 000000000 150000.00000000 PA 181788.47000000 0.004375595009 Long DBT CORP US N 2 2032-08-31 Fixed 5.37500000 N N N N N N Exeter Automobile Receivables N/A 30166VAL2 1300000.00000000 PA USD 1308764.73000000 0.031501582145 Long ABS-O CORP US N 2 2032-03-15 Fixed 5.16000000 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAD6 1490000.00000000 PA USD 1515990.07000000 0.036489435135 Long DBT CORP BE N 2 2030-10-16 Fixed 4.93200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383M3M8 900000.00000000 PA USD 822294.90000000 0.019792396407 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 1676000.00000000 PA USD 1607988.27000000 0.038703804752 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N ARI Fleet Lease Trust N/A 00218KAB9 415448.51000000 PA USD 417963.01000000 0.010060246728 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.30000000 N N N N N N TFS_18-3-A1 N/A 000000000 2047733.80000000 PA 1804872.57000000 0.043442751950 Long ABS-MBS CORP LU N 3 2026-03-15 None 0.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345285AC4 1025000.00000000 PA USD 1004156.93000000 0.024169761984 Long ABS-O CORP US N 2 2034-05-15 Fixed 2.11000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180KRP8 6798.88000000 PA USD 6344.84000000 0.000152718432 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724PAJ8 1240000.00000000 PA USD 1283480.15000000 0.030892989741 Long DBT CORP US N 2 2030-01-17 Fixed 4.95000000 N N N N N N Affirm Inc N/A 00834BAA5 1320000.00000000 PA USD 1322042.57000000 0.031821175849 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.61000000 N N N N N N Towd Point Mortgage Trust 2549009GWN99QN2XSG71 89183MAA1 1511068.21000000 PA USD 1511286.86000000 0.036376230253 Long ABS-O CORP US N 2 2065-09-25 Variable 4.96800000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AZ6 425000.00000000 PA USD 439128.91000000 0.010569703716 Long DBT CORP US N 2 2034-06-15 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FLP9 6912.16000000 PA USD 6961.72000000 0.000167566552 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Natixis Commercial Mortgage Se N/A 63874NAA8 310000.00000000 PA USD 306303.31000000 0.007372630588 Long ABS-MBS CORP US N 2 2038-06-17 Fixed 4.40370000 N N N N N N Bank N/A 06540AAD3 2691000.00000000 PA USD 2545878.14000000 0.061278538092 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JP4 1150000.00000000 PA USD 554109.27000000 0.013337247166 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GTTD8 3773348.72000000 PA USD 3800072.67000000 0.091466631573 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAL4 355000.00000000 PA USD 346666.89000000 0.008344170088 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 74849000.00000000 PA USD 73737960.16000000 1.774851014862 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FT6 80000.00000000 PA USD 66314.51000000 0.001596170752 Long DBT CORP US N 2 2045-05-15 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QD2M5 2270566.59000000 PA USD 2067499.15000000 0.049764096493 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 2.50000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BK3 70000.00000000 PA USD 72249.08000000 0.001739014107 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AV6 3170000.00000000 PA USD 3187607.99000000 0.076724786850 Long DBT CORP US N 2 2027-08-05 Fixed 4.63200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQPP6 986114.98000000 PA USD 849809.15000000 0.020454656313 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KWH55 1837.26000000 PA USD 1939.78000000 0.000046689934 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 249000.00000000 PA USD 250566.83000000 0.006031069906 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHB89 880166.74000000 PA USD 751151.93000000 0.018080006042 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -26758.56000000 -0.00064407066 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -41626801.00000000 CZK 1998864.89000000 USD 2026-01-22 -26758.56000000 N N N Park Avenue Trust N/A 90187LAC3 3000000.00000000 PA USD 6486.00000000 0.000156116112 Long ABS-MBS CORP US N 2 2037-06-05 Variable 0.14940000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 792000.00000000 PA USD 530696.73000000 0.012773714214 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Bank N/A 06540AAC5 3539764.82000000 PA USD 3353922.21000000 0.080727921212 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.75800000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DH9 530000.00000000 PA USD 549129.59000000 0.013217387733 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVC30 1089437.59000000 PA USD 1091986.22000000 0.026283787164 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JQHS2 121805.39000000 PA USD 121278.07000000 0.002919127477 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 3370000.00000000 PA USD 3143056.61000000 0.075652448235 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H060614 6614000.00000000 PA USD 6739821.03000000 0.162225510024 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BTKX8 1263665.56000000 PA USD 1187612.73000000 0.028585489136 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 3.50000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 653522DV1 330000.00000000 PA USD 335151.43000000 0.008066996352 Long DBT CORP US N 2 2055-07-03 Fixed 5.99600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRC0 298039.14000000 PA USD 279540.48000000 0.006728457141 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5BS8 1931.19000000 PA USD 2044.33000000 0.000049206421 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 4598000.00000000 PA USD 4260544.67000000 0.102550057189 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2BH4 178706.55000000 PA USD 183571.81000000 0.004418519478 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUF7 2431953.13000000 PA USD 1876470.91000000 0.045166102937 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAV3 1405000.00000000 PA USD 1437804.02000000 0.034607519906 Long DBT CORP US N 2 2035-10-30 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUBN8 1950000.00000000 PA USD 2008511.00000000 0.048344269070 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.06500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BB9 3360000.00000000 PA USD 3378323.89000000 0.081315262473 Long DBT CORP US N 2 2028-08-04 Fixed 4.44300000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AW4 1705000.00000000 PA USD 1689448.13000000 0.040664519625 Long DBT CORP US N 2 2032-08-05 Fixed 4.86600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7T48 97930.30000000 PA USD 102508.53000000 0.002467350169 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BC7 151000.00000000 PA USD 145146.90000000 0.003493643195 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N SHELL FINANCE US INC N/A 822905AT2 665000.00000000 PA USD 740729.40000000 0.017829138810 Long DBT CORP US N 2 2038-12-15 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8W45 1354606.42000000 PA USD 1202439.85000000 0.028942373554 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.00000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAS1 875000.00000000 PA USD 894145.90000000 0.021521828846 Long DBT CORP US N 2 2032-05-22 Fixed 4.85000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 3102000.00000000 PA USD 3154734.00000000 0.075933519578 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTKM2 167075.80000000 PA USD 151355.22000000 0.003643075632 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RQ28 52348.16000000 PA USD 48769.70000000 0.001173872335 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBG9 600000.00000000 PA USD 630518.58000000 0.015176396786 Long DBT CORP ES N 2 2031-07-15 Fixed 5.43900000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 322000.00000000 PA USD 320333.02000000 0.007710321582 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CX0 1490000.00000000 PA USD 1475018.89000000 0.035503270882 Long DBT CORP US N 2 2033-02-01 Fixed 4.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 585000.00000000 PA USD 605873.23000000 0.014583190459 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 796253Y30 305000.00000000 PA USD 314618.93000000 0.007572785116 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAC1 310000.00000000 PA USD 218358.08000000 0.005255814766 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBR6 2997935.61000000 PA USD 2697239.07000000 0.064921751162 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 3095000.00000000 PA USD 2763325.84000000 0.066512440280 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCBR5 62659.59000000 PA USD 65398.14000000 0.001574113996 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3A9 1660000.00000000 PA USD 1678244.06000000 0.040394840955 Long DBT CORP US Y 2 2028-07-25 Fixed 4.80800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H032613 -3600000.00000000 PA USD -3275575.88000000 -0.07884214809 Short ABS-MBS USGA US N 2 2056-01-20 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 665000.00000000 PA USD 684706.30000000 0.016480679270 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAZ3 4835000.00000000 PA USD 4906316.25000000 0.118093589199 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 205000.00000000 PA USD 147420.88000000 0.003548377225 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 1097000.00000000 PA USD 1112434.79000000 0.026775978230 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEP22 1259939.84000000 PA USD 1118600.57000000 0.026924386741 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 15650000.00000000 PA USD 8233367.19000000 0.198174726846 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEQC9 132727.87000000 PA USD 123963.57000000 0.002983766672 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSB49 2756608.73000000 PA USD 2841158.14000000 0.068385840850 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Bank N/A 06541GAN7 8919263.92000000 PA USD 712132.76000000 0.017140826096 Long ABS-MBS CORP US N 2 2057-10-15 Variable 1.14449600 N N N N N N ALABAMA ECON SETTLEMENT AUTH B N/A 01026CAD3 135000.00000000 PA USD 134886.86000000 0.003246687050 Long DBT MUN US N 2 2032-09-15 Fixed 4.26300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBVH0 613060.07000000 PA USD 567492.93000000 0.013659387926 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KY2 300000.00000000 PA USD 301846.02000000 0.007265344929 Long DBT CORP US N 2 2032-10-15 Fixed 5.05000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AL1 261000.00000000 PA USD 267054.53000000 0.006427923996 Long DBT CORP US N 2 2035-03-11 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BBEM0 697337.05000000 PA USD 620439.67000000 0.014933800386 Long ABS-MBS USGSE US N 2 2050-04-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 19969186.75000000 PA USD 17724475.63000000 0.426622915680 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 497000.00000000 PA USD 409880.90000000 0.009865712717 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 270000.00000000 PA USD 259155.21000000 0.006237789687 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Barclays Commercial Mortgage S N/A 05550MAV6 1449409.32000000 PA USD 49968.10000000 0.001202717471 Long ABS-MBS CORP US N 2 2052-05-15 Variable 1.30827900 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DQ4 700000.00000000 PA USD 710657.43000000 0.017105315337 Long DBT CORP JP N 2 2036-09-12 Fixed 5.18800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFB32 2145591.71000000 PA USD 1854285.56000000 0.044632108087 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FX6 194000.00000000 PA USD 187937.44000000 0.004523598908 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBE1 2017710.35000000 PA USD 2003993.96000000 0.048235545246 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.68400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H020618 2395000.00000000 PA USD 1982975.62000000 0.047729639984 Long ABS-MBS USGA US N 2 2056-01-15 Fixed 2.00000000 N N N N N N Bank N/A 06540TAC4 4161502.01000000 PA USD 4129004.84000000 0.099383932166 Long ABS-MBS CORP US N 2 2061-03-15 Fixed 3.78400000 N N N N N N TYSON FOODS INC WD6L6041MNRW1JE49D58 902494BM4 150000.00000000 PA USD 158201.55000000 0.003807864781 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BU1 552000.00000000 PA USD 576432.62000000 0.013874563635 Long DBT CORP US N 2 2034-04-04 Fixed 5.63400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRRZ3 28331.62000000 PA USD 21925.68000000 0.000527744669 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAN1 368000.00000000 PA USD 350791.46000000 0.008443447275 Long DBT CORP US N 2 2029-11-15 Fixed 3.10000000 N N N N N N RIO TINTO ALCAN INC 2138007ZSQ7B17SKOX77 013716AU9 525000.00000000 PA USD 573896.72000000 0.013813525268 Long DBT CORP CA N 2 2033-12-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMK37 563712.12000000 PA USD 507002.88000000 0.012203410213 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 1600000.00000000 PA USD 1658586.44000000 0.039921687823 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162BK5 855000.00000000 PA USD 827799.49000000 0.019924890270 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N Credit-Based Asset Servicing a N/A 12489WJQ8 2039.28000000 PA USD 1968.87000000 0.000047390121 Long ABS-O CORP US N 2 2035-05-25 Variable 5.87200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACYK0 60645.92000000 PA USD 61444.57000000 0.001478952729 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SSR9 227333.77000000 PA USD 218738.89000000 0.005264980751 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H8AS4 21999.90000000 PA USD 21871.02000000 0.000526429019 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAC7 607000.00000000 PA USD 607181.68000000 0.014614684466 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177U3H5 41166.08000000 PA USD 38481.58000000 0.000926240313 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAC1 2517017.51000000 PA USD 2498055.31000000 0.060127456638 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.58530000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 1161214.72000000 PA USD 1184915.53000000 0.028520568325 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 1025000.00000000 PA USD 1053430.74000000 0.025355768099 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RD71 61825.09000000 PA USD 57627.85000000 0.001387085401 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNK77 1171266.20000000 PA USD 1130969.29000000 0.027222098194 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DC3 400000.00000000 PA USD 403419.72000000 0.009710194015 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 039959AA9 227711.00000000 PA USD 246841.00000000 0.005941390274 Long DBT CORP LU N 2 2030-12-01 Fixed 9.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NWQQ1 4994478.00000000 PA USD 4993908.73000000 0.120201914432 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.75000000 N N N N N N CORNERSTONE CHEM CO LLC BL03B05TRUKQ14Y1HC46 21925AAQ8 392318.83000000 PA USD 333471.01000000 0.008026549137 Long DBT CORP US Y 3 2029-05-07 Fixed 10.00000000 N N Y N N N VICI PROPERTIES / NOTE N/A 92564RAH8 1803000.00000000 PA USD 1803906.47000000 0.043419498207 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36197MQM3 61395.10000000 PA USD 60727.69000000 0.001461697638 Long ABS-MBS USGA US N 2 2047-03-15 Fixed 4.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DB5 1275000.00000000 PA USD 1270689.93000000 0.030585132907 Long DBT CORP US N 2 2035-10-15 Fixed 5.40700000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAD0 689813.61000000 PA USD 673664.45000000 0.016214905188 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.45500000 N N N N N N BX Trust N/A 12433HAE4 1916569.67000000 PA USD 1918964.23000000 0.046188904652 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.65012000 N N N N N N COMM Mortgage Trust N/A 12594MBB3 2380497.43000000 PA USD 2362924.12000000 0.056874888637 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.82600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176W7F2 3915.15000000 PA USD 3647.80000000 0.000087801473 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 909000.00000000 PA USD 541814.98000000 0.013041327221 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E2Q2 623304.80000000 PA USD 608972.52000000 0.014657789458 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.50000000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AN1 602000.00000000 PA USD 620279.98000000 0.014929956695 Long DBT CORP US N 2 2030-05-15 Fixed 5.15000000 N N N N N N MNK Preferred Shares N/A 000000000 6606780.00000000 NS USD 660.68000000 0.000015902373 Long EP CORP US N 3 N N N SAL TopCo LLC Equity Units N/A 000000000 2403090.95000000 NS USD 240.31000000 0.000005784191 Long EC CORP US N 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M1YD4 24519.53000000 PA USD 23391.01000000 0.000563014731 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKD97 763260.94000000 PA USD 629129.58000000 0.015142963964 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392GE2 1280000.00000000 PA USD 1284425.69000000 0.030915748611 Long DBT CORP US N 2 2031-03-15 Fixed 4.30000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 504000.00000000 PA USD 494887.77000000 0.011911803078 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 1145000.00000000 PA USD 1081813.82000000 0.026038940488 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BN3 1695000.00000000 PA USD 1700144.40000000 0.040921975698 Long DBT CORP US N 2 2027-07-01 Fixed 4.40000000 N N N N N N Oportun Funding LLC N/A 68377NAB7 1948000.00000000 PA USD 1951892.30000000 0.046981473613 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.48000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MAT46 887819.25000000 PA USD 870344.46000000 0.020948935185 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XW6K2 55329.31000000 PA USD 54958.50000000 0.001322834931 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 250000.00000000 PA USD 253205.01000000 0.006094570123 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N COLT Funding LLC N/A 12598RAA1 2689730.71000000 PA USD 2447562.69000000 0.058912114124 Long ABS-MBS CORP US N 2 2066-11-26 Variable 1.72600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XD2 48075.58000000 PA USD 47454.33000000 0.001142211766 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 408000.00000000 PA USD 454693.97000000 0.010944350133 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -24343.70000000 -0.00058594569 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -650415.51000000 USD 97875000.00000000 JPY 2026-01-22 -24343.70000000 N N N STATE STREET BANK & TR 571474TGEMMWANRLN572 857449AE2 1075000.00000000 PA USD 1106168.47000000 0.026625149750 Long DBT CORP US N 2 2029-11-23 Fixed 4.78200000 N N N N N N Argent Securities Inc. N/A 040104LM1 63388.05000000 PA USD 61110.89000000 0.001470921149 Long ABS-O CORP US N 2 2034-10-25 Floating 3.57400500 N N N N N N Freddie Mac - SCRT N/A 35563PMN6 7970593.09000000 PA USD 7065505.14000000 0.170064630768 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GUHE0 27314.41000000 PA USD 25932.41000000 0.000624185482 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 500000.00000000 PA USD 517793.20000000 0.012463130042 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N Imperial Fund LLC N/A 452762AA5 4240866.77000000 PA USD 3676105.03000000 0.088482766936 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.59500000 N N N N N N GS Mortgage-Backed Securities 2549007JKCA9H9HUGZ71 36274TAA7 1189645.07000000 PA USD 1192559.22000000 0.028704549696 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.13700000 N N N N N N PINNACLE WEST CAPITAL TWSEY0NEDUDCKS27AH81 723484AM3 580000.00000000 PA USD 590665.27000000 0.014217139335 Long DBT CORP US N 2 2028-05-15 Fixed 4.90000000 N N N N N N CNH Equipment Trust N/A 12664QAD6 715000.00000000 PA USD 726090.22000000 0.017476778053 Long ABS-O CORP US N 2 2030-10-15 Fixed 4.77000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 790000.00000000 PA USD 714132.98000000 0.017188970803 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AE7 2534000.00000000 PA USD 2304997.43000000 0.055480610244 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 965000.00000000 PA USD 879938.34000000 0.021179857055 Long DBT CORP FR N 2 2032-04-19 Fixed 2.87100000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BS6 1930000.00000000 PA USD 1989175.54000000 0.047878870235 Long DBT CORP US N 2 2029-04-04 Fixed 5.37100000 N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KZ9 405000.00000000 PA USD 398252.00000000 0.009585808514 Long DBT CORP US N 2 2055-10-15 Fixed 6.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAL9 215775.92000000 PA USD 207965.33000000 0.005005664330 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3B7 301000.00000000 PA USD 305757.72000000 0.007359498397 Long DBT CORP US N 2 2033-07-25 Fixed 4.89700000 N N N N N N UBS Commercial Mortgage Trust N/A 90353DAY1 2382000.00000000 PA USD 2357641.91000000 0.056747747395 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 4.02990000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383RFV4 615507.61000000 PA USD 16619.44000000 0.000400025033 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.01000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016FZQ0 440000.00000000 PA USD 425736.92000000 0.010247362456 Long DBT CORP CA N 2 2032-05-04 Fixed 3.87500000 N N N N N N Reach Financial LLC N/A 75525QAB6 1875000.00000000 PA USD 1893064.31000000 0.045565501195 Long ABS-O CORP US N 2 2032-08-18 Fixed 5.12000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060618 15960000.00000000 PA USD 16386570.42000000 0.394419930751 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3XG7 529626.01000000 PA USD 456557.40000000 0.010989202345 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AR3 1180000.00000000 PA USD 1181791.48000000 0.028445373361 Long DBT CORP CA N 2 2030-11-24 Fixed 4.64100000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 115000.00000000 PA USD 110461.40000000 0.002658773411 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Pretium Mortgage Credit Partne 254900IWII23Q41Y2V47 740937AA5 2114182.85000000 PA USD 2119603.83000000 0.051018240816 Long ABS-O CORP US N 2 2055-08-25 Variable 5.39120000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCM62 541979.17000000 PA USD 483982.45000000 0.011649315233 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CG7 645000.00000000 PA USD 668416.28000000 0.016088583279 Long DBT CORP US N 2 2035-04-15 Fixed 5.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCB0 540000.00000000 PA USD 535702.72000000 0.012894206921 Long DBT CORP US N 2 2027-04-22 Fixed 1.57800000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AS0 300000.00000000 PA USD 316215.03000000 0.007611202773 Long DBT CORP US N 2 2031-09-15 Fixed 7.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 12610000.00000000 PA USD 6046889.06000000 0.145546841296 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KU4Z7 10786.27000000 PA USD 11421.23000000 0.000274905647 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V6V7 938237.43000000 PA USD 759774.62000000 0.018287551655 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 53000.00000000 PA USD 58243.10000000 0.001401894287 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 275000.00000000 PA USD 255781.39000000 0.006156582832 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 640000.00000000 PA USD 599258.18000000 0.014423968151 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617ALXR6 54092.01000000 PA USD 53751.42000000 0.001293780871 Long ABS-MBS USGA US N 2 2047-05-15 Fixed 4.50000000 N N N N N N NEW YORK TRANSPRTN DEV CORP LE N/A 650117AA2 1925000.00000000 PA USD 1900052.78000000 0.045733711612 Long DBT MUN US N 2 2035-09-01 Fixed 4.24800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UZJ7 1387200.99000000 PA USD 1393108.08000000 0.033531701775 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 73000.00000000 PA USD 74160.70000000 0.001785026238 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N BX Trust N/A 05619TAA6 530000.00000000 PA USD 534804.45000000 0.012872585826 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.03105700 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 1060000.00000000 PA USD 978260.75000000 0.023546448547 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAC2 5000000.00000000 PA USD 4718885.50000000 0.113582186170 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 1.79200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BEU6 534155.98000000 PA USD 532567.94000000 0.012818753688 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CV7 815000.00000000 PA USD 714204.96000000 0.017190703340 Long DBT CORP US N 2 2054-09-01 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q06L1 690000.00000000 PA USD 700724.73000000 0.016866238169 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.52000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 1317000.00000000 PA USD 1187280.19000000 0.028577484996 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VXY1 774123.56000000 PA USD 668096.93000000 0.016080896619 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XYBY9 42195.77000000 PA USD 40588.61000000 0.000976955905 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83C9 393901.36000000 PA USD 376792.62000000 0.009069287549 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AL8 11000.00000000 PA USD 9700.05000000 0.000233477350 Long DBT CORP US N 2 2048-08-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMW84 1726722.24000000 PA USD 1411518.21000000 0.033974828189 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAH7 1460000.00000000 PA USD 1554473.39000000 0.037415717329 Long DBT CORP ES N 2 2035-06-15 Fixed 6.03700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPKN6 802687.87000000 PA USD 744826.71000000 0.017927759857 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FAC0 362000.00000000 PA USD 306221.59000000 0.007370663612 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 3418000.00000000 PA USD 3456386.60000000 0.083194208945 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383R4A2 4734926.81000000 PA USD 507611.62000000 0.012218062405 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBJL3 131165.67000000 PA USD 122552.10000000 0.002949793004 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BP2 835000.00000000 PA USD 897700.82000000 0.021607394725 Long DBT CORP US N 2 2030-10-06 Fixed 6.37500000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 500000.00000000 PA USD 479945.43000000 0.011552145349 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VBA7 663000.00000000 PA USD 666613.22000000 0.016045184155 Long DBT CORP US N 2 2030-05-15 Fixed 4.60000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAK7 102000.00000000 PA USD 101198.39000000 0.002435815485 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 890000.00000000 PA USD 864012.00000000 0.020796514735 Long DBT CORP KY N 2 2027-11-18 Fixed 2.52800000 N N N N N N New Residential Mortgage Loan N/A 64831YAF3 2335000.00000000 PA USD 2338347.92000000 0.056283346730 Long ABS-MBS CORP US N 2 2065-10-26 Variable 5.26400000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 655000.00000000 PA USD 598760.67000000 0.014411993232 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4SG0 18396.89000000 PA USD 18289.11000000 0.000440213498 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQUB6 891793.37000000 PA USD 917056.91000000 0.022073290119 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHLM1 15110.87000000 PA USD 15021.66000000 0.000361566938 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBG1 1110000.00000000 PA USD 1149989.23000000 0.027679902556 Long DBT CORP US N 2 2029-06-01 Fixed 5.40000000 N N N N N N RFM RE-REMIC Trust N/A 74983PAL4 2000000.00000000 PA USD 1708687.40000000 0.041127603196 Long ABS-MBS CORP US N 2 2054-02-27 Variable 2.00106800 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEBP3 418875.51000000 PA USD 385787.30000000 0.009285786851 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCM54 1423998.72000000 PA USD 1273887.10000000 0.030662087849 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WRP1 515000.00000000 PA USD 488102.14000000 0.011748474959 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 1775000.00000000 PA USD 1761131.00000000 0.042389905224 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAB9 800000.00000000 PA USD 800321.54000000 0.019263504094 Long DBT CORP US N 2 2028-10-01 Fixed 5.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 5075000.00000000 PA USD 4458474.45000000 0.107314168782 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCC7 1730000.00000000 PA USD 1801287.59000000 0.043356462536 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9R86 2238741.97000000 PA USD 2122141.33000000 0.051079317695 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N CD Commercial Mortgage Trust N/A 12515HAY1 1914957.32000000 PA USD 1885944.95000000 0.045394140293 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.17100000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 2430000.00000000 PA USD 2389905.58000000 0.057524324444 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N N College Ave Student Loans N/A 19424WAC1 82971.38000000 PA USD 77315.63000000 0.001860964475 Long ABS-O CORP US N 2 2055-07-26 Fixed 2.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTAL5 749335.92000000 PA USD 721708.61000000 0.017371313989 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83D7 60384.25000000 PA USD 57423.67000000 0.001382170848 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 2011403.29000000 PA USD 1642120.93000000 0.039525367840 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BQ0 155000.00000000 PA USD 171171.49000000 0.004120047423 Long DBT CORP US N 2 2033-10-06 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WG44 4857471.51000000 PA USD 4370261.29000000 0.105190903965 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AG7 750000.00000000 PA USD 707381.40000000 0.017026462258 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H6UD9 179195.36000000 PA USD 175329.82000000 0.004220137203 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N PACKAGING CORP OF AMERIC 549300XZP8MFZFY8TJ84 695156AV1 1350000.00000000 PA USD 1072264.93000000 0.025809101514 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBS4 548429.53000000 PA USD 504296.68000000 0.012138272774 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.50000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WJA3 400000.00000000 PA USD 331191.50000000 0.007971682002 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030AK3 520000.00000000 PA USD 533706.00000000 0.012846146458 Long DBT CORP US N 2 2030-03-11 Fixed 5.10000000 N N N N N N Tikehau US CLO Ltd 549300W9XQOIYX4MC726 88676NAQ0 8250000.00000000 PA USD 8264523.30000000 0.198924645250 Long ABS-CBDO CORP BM N 2 2036-01-20 Floating 5.75444000 N N N N N N Compass Datacenters Issuer II, N/A 20469AAD1 1855000.00000000 PA USD 1858602.97000000 0.044736026876 Long ABS-O CORP US N 2 2049-08-25 Fixed 5.02200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 225000.00000000 PA USD 197418.50000000 0.004751805234 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAK7 370000.00000000 PA USD 367318.59000000 0.008841250433 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 205000.00000000 PA USD 212197.65000000 0.005107535028 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEBR2 156883.36000000 PA USD 133802.80000000 0.003220594044 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FY4 151000.00000000 PA USD 117693.58000000 0.002832849857 Long DBT CORP US N 2 2050-04-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHWZ6 3212939.27000000 PA USD 2876254.82000000 0.069230607616 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 310000.00000000 PA USD 291372.18000000 0.007013242680 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N NORINCHUKIN BANK 5493007VSMFZCPV1NB83 656029AL9 1830000.00000000 PA USD 1871090.46000000 0.045036597088 Long DBT CORP JP N 2 2028-03-09 Fixed 5.43000000 N N N N N TRANE TECH FIN LTD 549300A5OEF3CJI2CO89 892938AA9 750000.00000000 PA USD 780541.35000000 0.018787400738 Long DBT CORP IE N 2 2033-03-03 Fixed 5.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 745000.00000000 PA USD 749218.88000000 0.018033478097 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XUAD7 146322.59000000 PA USD 136926.87000000 0.003295789490 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AT2 106000.00000000 PA USD 101415.80000000 0.002441048479 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 185000.00000000 PA USD 123902.77000000 0.002982303234 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBH7 410000.00000000 PA USD 380318.79000000 0.009154161424 Long DBT CORP US N 2 2030-06-01 Fixed 2.45000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 2041000.00000000 PA USD 1844526.06000000 0.044397199792 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412GV24 989.84000000 PA USD 1029.79000000 0.000024786742 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 23750000.00000000 PA USD 23811230.47000000 0.573129314576 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 450.00000000 NC USD -43413.91000000 -0.00104496004 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-31 93998491.82000000 USD -43413.91000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9227.60000000 0.000222105618 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -399770.43000000 USD 6810529.00000000 ZAR 2026-03-18 9227.60000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTC90 1662095.97000000 PA USD 1536284.90000000 0.036977925724 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.00000000 N N N N N N New Residential Mortgage Loan N/A 64831YAE6 543000.00000000 PA USD 543784.80000000 0.013088740209 Long ABS-MBS CORP US N 2 2065-10-26 Variable 5.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ECKY8 18472.57000000 PA USD 17681.53000000 0.000425589226 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EU99 535429.37000000 PA USD 544493.30000000 0.013105793596 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YYC5 4348.46000000 PA USD 4381.20000000 0.000105454195 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBB0 800000.00000000 PA USD 826963.20000000 0.019904761015 Long DBT CORP ES N 2 2030-03-14 Fixed 5.53800000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377REZ3 5300000.00000000 PA USD 5278697.18000000 0.127056688668 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BJ4Z2 4493222.66000000 PA USD 4399383.23000000 0.105891860496 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CD4 2950000.00000000 PA USD 2792740.71000000 0.067220447550 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 125000.00000000 PA USD 129952.99000000 0.003127930250 Long DBT CORP US N 2 2033-05-01 Fixed 7.37500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 25000.00000000 PA USD 22590.81000000 0.000543754152 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0PP1 1450775.51000000 PA USD 1525403.00000000 0.036716001591 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 36000.00000000 PA USD 36273.12000000 0.000873083330 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 1325000.00000000 PA USD 1327672.72000000 0.031956691904 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BR0 561000.00000000 PA USD 458943.02000000 0.011046623517 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059EPB4 60000.00000000 PA USD 40279.60000000 0.000969518125 Long DBT USGA US N 2 2034-07-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQA23 1131803.05000000 PA USD 1014672.64000000 0.024422872031 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDM8 2585000.00000000 PA USD 2654082.57000000 0.063882986899 Long DBT CORP JP N 2 2036-07-08 Fixed 5.32300000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ABRP9 3339073.75000000 PA USD 3174349.60000000 0.076405661302 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 4.00000000 N N N N N N TRANE TECH FIN LTD 549300A5OEF3CJI2CO89 892938AB7 75000.00000000 PA USD 76833.47000000 0.001849359026 Long DBT CORP IE N 2 2034-06-13 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AEMN6 996292.53000000 PA USD 1017132.47000000 0.024482079416 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF4T0 8273.57000000 PA USD 8243.06000000 0.000198408029 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Anchor Mortgage Trust 254900S7O2LYCU17JI96 03290CAA4 1710000.00000000 PA USD 1719050.52000000 0.041377040447 Long ABS-MBS CORP US N 2 2040-05-25 Variable 5.71800000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VBB5 155000.00000000 PA USD 155482.65000000 0.003742421658 Long DBT CORP US N 2 2035-05-15 Fixed 5.15000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAT4 600000.00000000 PA USD 613065.53000000 0.014756307005 Long DBT CORP US N 2 2030-03-27 Fixed 5.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHXT4 196579.82000000 PA USD 180378.50000000 0.004341657446 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AB4U3 510353.12000000 PA USD 499212.98000000 0.012015909611 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DN5J8 624221.71000000 PA USD 538035.69000000 0.012950360823 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83B1 365132.05000000 PA USD 345870.48000000 0.008325000733 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 276000.00000000 PA USD 286411.77000000 0.006893847070 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N N BENCHMARK Mortgage Trust N/A 08163HAD0 4000000.00000000 PA USD 3602086.00000000 0.086701150653 Long ABS-MBS CORP US N 2 2054-07-15 Fixed 2.10300000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 1459000.00000000 PA USD 1043050.45000000 0.025105917572 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 780000.00000000 PA USD 685402.11000000 0.016497427212 Long DBT CORP US N 2 2036-09-21 Fixed 2.48200000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BJ3 670000.00000000 PA USD 688065.61000000 0.016561536873 Long DBT CORP US N 2 2031-03-05 Fixed 5.25300000 N N N N N Freddie Mac - STACR 5493000IRJ8RDHSNEL96 35564KE47 775000.00000000 PA USD 805996.05000000 0.019400087881 Long ABS-MBS CORP US N 2 2042-08-25 Floating 7.42419000 N N N N N N Barclays Commercial Mortgage S N/A 07335CAE4 2472426.42000000 PA USD 2365638.12000000 0.056940213818 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.66100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNC6 1605665.79000000 PA USD 1472737.36000000 0.035448355126 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288Q3L2 793320.66000000 PA USD 760503.54000000 0.018305096545 Long ABS-MBS USGSE US N 2 2050-12-01 Floating 2.77300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGCK3 522919.05000000 PA USD 472291.23000000 0.011367911006 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1100000.00000000 PA USD 948148.66000000 0.022821659397 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 340000.00000000 PA USD 294100.00000000 0.007078900505 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAC2 1040000.00000000 PA USD 1069952.42000000 0.025753440078 Long DBT CORP CA N 2 2031-02-04 Fixed 5.15300000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 717000.00000000 PA USD 832600.98000000 0.020040460722 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408AMC1 466.66000000 PA USD 473.14000000 0.000011388340 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXK90 438.16000000 PA USD 463.80000000 0.000011163529 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N American Credit Acceptance Rec N/A 024945AE7 2228000.00000000 PA USD 2239673.61000000 0.053908285109 Long ABS-O CORP US N 2 2031-08-12 Fixed 4.91000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 2216000.00000000 PA USD 2242438.79000000 0.053974842178 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H81 316241.19000000 PA USD 296415.48000000 0.007134633428 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FDW3 11121.10000000 PA USD 11201.38000000 0.000269613922 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBR69 664347.01000000 PA USD 617233.34000000 0.014856624966 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412W6C5 2005.62000000 PA USD 2087.98000000 0.000050257064 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 305000.00000000 PA USD 238316.31000000 0.005736203493 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AC9 250000.00000000 PA USD 227233.25000000 0.005469437498 Long DBT CORP US N 2 2030-06-15 Fixed 2.20000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDL0 1095000.00000000 PA USD 1107239.91000000 0.026650938996 Long DBT CORP JP N 2 2031-07-08 Fixed 4.71100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YY84 14959.11000000 PA USD 15066.37000000 0.000362643094 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 1125000.00000000 PA USD 1115930.31000000 0.026860114368 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AH7 20000.00000000 PA USD 20072.95000000 0.000483150003 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BG2 438000.00000000 PA USD 477699.18000000 0.011498078772 Long DBT CORP CH N 2 2034-09-22 Fixed 6.30100000 N N N N N N Bridgecrest Lending Auto Secur N/A 10806HAF4 3750000.00000000 PA USD 3814441.13000000 0.091812476179 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.64000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 685000.00000000 PA USD 537097.65000000 0.012927782476 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXMR8 8431.33000000 PA USD 8924.66000000 0.000214813941 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAR8 1772000.00000000 PA USD 1819303.72000000 0.043790105486 Long DBT CORP FR N 2 2031-05-27 Fixed 5.22200000 N N N N N N The BAHA Trust N/A 05493XAA8 3000000.00000000 PA USD 3105085.80000000 0.074738502006 Long ABS-MBS CORP US N 2 2041-12-10 Variable 5.97167000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 800000.00000000 PA USD 723198.46000000 0.017407174240 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202F3V6 15170.13000000 PA USD 14060.76000000 0.000338438357 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 302971AR7 2000000.00000000 PA USD 1990702.60000000 0.047915626120 Long ABS-MBS USGSE US N 2 2052-02-25 Variable 4.38508100 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020414 -2000000.00000000 PA USD -1851250.00000000 -0.04455904305 Short ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGR4 478981.97000000 PA USD 413554.82000000 0.009954142891 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163GAZ3 1355418.98000000 PA USD 65771.84000000 0.001583108845 Long ABS-MBS CORP US N 2 2054-08-15 Variable 1.23747600 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 2200000.00000000 PA USD 1866692.18000000 0.044930731782 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N MVW Owner Trust N/A 627924AB9 1985023.84000000 PA USD 2015543.18000000 0.048513531575 Long ABS-O CORP US N 2 2042-09-22 Fixed 5.21000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GK4 1985000.00000000 PA USD 2032453.29000000 0.048920552949 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 10020000.00000000 PA USD 5752106.25000000 0.138451505754 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UMK5 987791.44000000 PA USD 913398.12000000 0.021985224119 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBE6 1259644.72000000 PA USD 1082711.21000000 0.026060540401 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 120000.00000000 PA USD 115796.87000000 0.002787196605 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKQ1 1300000.00000000 PA USD 1297123.37000000 0.031221378034 Long DBT CORP US N 2 2033-04-27 Fixed 4.57100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRZ0 433803.04000000 PA USD 419740.26000000 0.010103024613 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N FGI OPERATING CO LLC N/A 30252KAF4 17008.09000000 PA USD 170.08000000 0.000004093775 Long LON CORP US N 3 2022-05-15 Floating 12.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H052611 20810000.00000000 PA USD 21011781.88000000 0.505747410327 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.50000000 N N N N N N ARI Fleet Lease Trust N/A 00218GAB8 88816.45000000 PA USD 88859.65000000 0.002138825642 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412BWQ1 7017.22000000 PA USD 7399.74000000 0.000178109565 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576BAB8 2390000.00000000 PA USD 2524468.23000000 0.060763207854 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 1080000.00000000 PA USD 1049033.98000000 0.025249939379 Long DBT CORP US N 2 2031-04-01 Fixed 3.62200000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CR7 468000.00000000 PA USD 382352.59000000 0.009203114392 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAV0 266000.00000000 PA USD 240724.05000000 0.005794157087 Long DBT CORP US N 2 2031-04-01 Fixed 2.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3618N5RG6 720846.77000000 PA USD 735942.26000000 0.017713913759 Long ABS-MBS USGA US N 2 2055-07-20 Fixed 6.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAS6 2330000.00000000 PA USD 2325992.86000000 0.055985964070 Long DBT CORP FR N 2 2033-09-25 Fixed 4.81800000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 675000.00000000 PA USD 649726.83000000 0.015638733714 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 210000.00000000 PA USD 204622.15000000 0.004925194971 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 894819.07000000 PA USD 752888.06000000 0.018121794181 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NWN50 8000000.00000000 PA USD 7855870.88000000 0.189088501685 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NU6L8 900000.00000000 PA USD 919603.57000000 0.022134587476 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.76000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 111000.00000000 PA USD 101854.93000000 0.002451618209 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGS2 736915.83000000 PA USD 633325.24000000 0.015243952267 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAM6 1540000.00000000 PA USD 1581580.00000000 0.038068165460 Long DBT CORP ES N 2 2036-07-03 Fixed 5.58100000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DF3 310000.00000000 PA USD 305929.89000000 0.007363642478 Long DBT CORP US N 2 2035-11-15 Fixed 4.90000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAW2 1126000.00000000 PA USD 1120232.56000000 0.026963668261 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N CD Commercial Mortgage Trust N/A 12515GAD9 590000.00000000 PA USD 575871.80000000 0.013861064863 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XVKG7 13704.65000000 PA USD 13430.29000000 0.000323263130 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV25 2505916.54000000 PA USD 2191057.65000000 0.052738113249 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N AGL CLO 1 Ltd. 254900IPV3KA57E31I16 00851KAK1 4500000.00000000 PA USD 4518261.00000000 0.108753213458 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.21444000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAA6 1750000.00000000 PA USD 1779962.10000000 0.042843164263 Long DBT CORP CA N 2 2029-01-24 Fixed 4.96500000 N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAF4 1115000.00000000 PA USD 1061904.48000000 0.025559728529 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 725000.00000000 PA USD 743051.41000000 0.017885028908 Long ABS-MBS CORP US N 2 2042-04-25 Floating 6.77419000 N N N N N N MONONGAHELA POWER CO N/A 610202BP7 770000.00000000 PA USD 751847.43000000 0.018096746523 Long DBT CORP US N 2 2043-12-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNQT3 1021294.41000000 PA USD 877840.26000000 0.021129356887 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFYX3 9660121.94000000 PA USD 8247170.10000000 0.198506958830 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WUAC7 669244.58000000 PA USD 638775.23000000 0.015375131923 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 55328HAP6 124453.08000000 PA USD 124515.31000000 0.002997046891 Long LON CORP US N 2 2030-12-31 Floating 7.59040000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5977.68000000 -0.00014388099 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -515468800.00000000 KRW 352000.00000000 USD 2026-03-18 -5977.68000000 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3E9 1700000.00000000 PA USD 1504391.17000000 0.036210253023 Long DBT CORP US N 2 2031-10-04 Fixed 2.64600000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EXT1 1730000.00000000 PA USD 1778773.01000000 0.042814543217 Long DBT CORP US N 2 2029-06-11 Fixed 4.85000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAU2 714000.00000000 PA USD 722090.54000000 0.017380506932 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQLE0 487959.15000000 PA USD 501786.74000000 0.012077859257 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 912000.00000000 PA USD 909735.01000000 0.021897054139 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N INT Commercial Mortgage Trust N/A 44989YAA6 1050000.00000000 PA USD 1052991.66000000 0.025345199573 Long ABS-MBS CORP US N 2 2037-11-05 Variable 4.87883000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AJ3 77000.00000000 PA USD 66450.72000000 0.001599449287 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 3889457.80000000 PA USD 3317124.51000000 0.079842211395 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEP89 662263.99000000 PA USD 625523.36000000 0.015056163310 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAC7 525000.00000000 PA USD 501700.99000000 0.012075795280 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052615 42350000.00000000 PA USD 42942162.69000000 1.033605226742 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.50000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBP2 400000.00000000 PA USD 415690.86000000 0.010005556746 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6CN1 11385955.80000000 PA USD 11547706.74000000 0.277949905074 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKDE5 643890.08000000 PA USD 579350.31000000 0.013944791575 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.50000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DD1 1410000.00000000 PA USD 1449741.56000000 0.034894852983 Long DBT CORP US N 2 2055-06-15 Fixed 6.00000000 N N N N N Progress Residential Trust N/A 74333WAA0 574369.76000000 PA USD 546336.90000000 0.013150168506 Long ABS-O CORP US N 2 2040-12-17 Fixed 2.39300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3K7 1220000.00000000 PA USD 1271897.38000000 0.030614195874 Long DBT CORP US N 2 2035-01-23 Fixed 5.49900000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNB8 155519.26000000 PA USD 140055.77000000 0.003371101193 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQUG0 465593.46000000 PA USD 399265.65000000 0.009610206772 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAU9 1000000.00000000 PA USD 1025379.19000000 0.024680575541 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AL4 900000.00000000 PA USD 913736.10000000 0.021993359199 Long DBT CORP US N 2 2032-07-15 Fixed 4.65000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178WDM8 1023398.96000000 PA USD 940410.42000000 0.022635402236 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 736000.00000000 PA USD 659764.97000000 0.015880348792 Long DBT CORP CH Y 2 2033-02-11 Fixed 2.74600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y2J5 5465.41000000 PA USD 5493.61000000 0.000132229577 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.18000000 0.000000028402 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ4K1 252811.86000000 PA USD 230799.41000000 0.005555273921 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DK7 200000.00000000 PA USD 206087.92000000 0.004960475624 Long DBT CORP JP N 2 2031-04-24 Fixed 5.15900000 N N N N N N CORONADO FINANCE PTY LTD 549300NS5FS0W548RE27 21979LAB2 505000.00000000 PA USD 459090.45000000 0.011050172113 Long DBT CORP AU Y 2 2029-10-01 Fixed 9.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RLP2 32870.57000000 PA USD 30623.67000000 0.000737102730 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAC5 4478933.07000000 PA USD 4443031.73000000 0.106942467054 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.40900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHAK8 6878.46000000 PA USD 7148.41000000 0.000172060126 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.50000000 N N N N N N DT MIDSTREAM INC N/A 23345MAD9 755000.00000000 PA USD 784459.83000000 0.018881717400 Long DBT CORP US N 2 2034-12-15 Fixed 5.80000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DE0 510000.00000000 PA USD 507676.50000000 0.012219624048 Long DBT CORP US N 2 2036-10-23 Fixed 4.78400000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AN5 1400000.00000000 PA USD 1207223.90000000 0.029057524230 Long DBT CORP US N 2 2044-10-15 Fixed 4.40000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 506000.00000000 PA USD 490057.74000000 0.011795545676 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Oportun Funding LLC N/A 68377NAC5 1207000.00000000 PA USD 1213013.27000000 0.029196872664 Long ABS-O CORP US N 2 2029-08-15 Fixed 6.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MD0 130000.00000000 PA USD 114826.22000000 0.002763833345 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 145000.00000000 PA USD 151885.98000000 0.003655850869 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H40 180982.91000000 PA USD 170115.43000000 0.004094628369 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Onslow Bay Financial LLC 254900T4WKE0IYMYAI09 673924AC0 818010.22000000 PA USD 821680.55000000 0.019777609183 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.16200000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AU0 1280000.00000000 PA USD 1278949.89000000 0.030783947715 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N Merrill Lynch Mortgage Investo N/A 5899292D9 30329.92000000 PA USD 30408.23000000 0.000731917153 Long ABS-O CORP US N 2 2034-06-25 Floating 6.32121000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAT6 870000.00000000 PA USD 884410.98000000 0.021287512185 Long DBT CORP US N 2 2035-07-24 Fixed 5.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCU3 494000.00000000 PA USD 493989.15000000 0.011890173559 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAU8 142000.00000000 PA USD 112555.25000000 0.002709171765 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587EA1 1625000.00000000 PA USD 1605904.31000000 0.038653644448 Long DBT CORP US N 2 2035-03-15 Fixed 4.85000000 N N N N N N STATE OF MINAS GERAIS N/A 000000000 88500.00000000 PA USD 88507.08000000 0.002130339385 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N ARDAGH GROUP SA 6354006L1NWUUOPYX274 03969UAA4 200000.00000000 PA USD 183750.00000000 0.004422808459 Long DBT CORP LU N 2 2030-12-01 Fixed 12.00000000 N N Y N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 224928.51000000 PA USD 216542.71000000 0.005212119344 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAS7 366000.00000000 PA USD 291915.41000000 0.007026318066 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N ASURION LLC/ASURION CO N/A 045941AA9 265000.00000000 PA USD 275123.28000000 0.006622136436 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3618N5VS5 2462769.97000000 PA USD 2514406.87000000 0.060521033878 Long ABS-MBS USGA US N 2 2055-09-20 Fixed 6.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 956000.00000000 PA USD 1024937.16000000 0.024669936009 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 309000.00000000 PA USD 319744.63000000 0.007696159207 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202F3P9 180054.31000000 PA USD 181244.18000000 0.004362494109 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.50000000 N N N N N N Carlyle Euro CLO 635400GXUD5SKWFXE966 000000000 3810000.00000000 PA 4470782.30000000 0.107610415112 Long ABS-CBDO CORP IE N 2 2035-10-15 Floating 2.99900000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAC8 545000.00000000 PA USD 532399.60000000 0.012814701794 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31293FJ73 244.05000000 PA USD 253.03000000 0.000006090357 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CG1 60000.00000000 PA USD 62661.74000000 0.001508249653 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CN0 445000.00000000 PA USD 452992.35000000 0.010903392640 Long DBT CORP US N 2 2030-07-15 Fixed 4.65000000 N N N N N N Home Owner Mortgage Enhanced S N/A 403958AA9 1234008.93000000 PA USD 1238366.83000000 0.029807125396 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.22000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 2000.00000000 PA USD 2009.78000000 0.000048374813 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 180000.00000000 PA USD 177218.05000000 0.004265586344 Long ABS-O CORP US N 2 2036-03-20 Fixed 1.86000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 4236000.00000000 PA USD 3975044.23000000 0.095678145563 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 1500000.00000000 PA USD 1426777.75000000 0.034342120829 Long DBT CORP US N 2 2031-02-01 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGW3 884465.08000000 PA USD 731348.05000000 0.017603332475 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2C6 760000.00000000 PA USD 770066.11000000 0.018535264792 Long DBT CORP US N 2 2030-06-12 Fixed 4.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 365000.00000000 PA USD 379371.50000000 0.009131360432 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 1015000.00000000 PA USD 1074105.75000000 0.025853409510 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HBP99 5854663.79000000 PA USD 159160.79000000 0.003830953406 Long ABS-MBS USGSE US N 2 2033-12-25 Variable 0.36977600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WKFA1 627365.70000000 PA USD 571361.27000000 0.013752497732 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NDR6 479971.16000000 PA USD 452874.89000000 0.010900565412 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GU2B8 1404951.60000000 PA USD 1434423.69000000 0.034526156357 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 9750000.00000000 PA USD 9861210.94000000 0.237356447163 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 240000.00000000 PA USD 265780.12000000 0.006397249322 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N BWAY Mortgage Trust N/A 12430BAA8 1865000.00000000 PA USD 1929077.86000000 0.046432336752 Long ABS-MBS CORP US N 2 2042-05-05 Variable 6.30901000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 311000.00000000 PA USD 269370.39000000 0.006483666065 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 1150000.00000000 PA USD 1187384.22000000 0.028579988968 Long DBT CORP US N 2 2031-04-22 Fixed 5.10300000 N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 95000.00000000 PA USD 91847.46000000 0.002210741350 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJVE9 352239.66000000 PA USD 316869.78000000 0.007626962413 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FHY5 222646.10000000 PA USD 229085.84000000 0.005514028795 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307U5V6 2867.28000000 PA USD 2801.13000000 0.000067422375 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4X0 331058.06000000 PA USD 309248.81000000 0.007443527907 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410SPC5 1329.67000000 PA USD 1385.78000000 0.000033355317 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTQ52 452257.15000000 PA USD 469934.16000000 0.011311177024 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan N/A 64830EAC5 1293549.16000000 PA USD 1252783.60000000 0.030154132810 Long ABS-MBS CORP US Y 2 2058-11-25 Variable 3.75000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BH4 209000.00000000 PA USD 232324.62000000 0.005591985277 Long DBT CORP US N 2 2033-11-01 Fixed 6.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HVC5 1782.44000000 PA USD 1848.85000000 0.000044501275 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Ferrellgas Partners LP 529900YP52A6C5K57L34 315293308 3871.00000000 NS USD 658958.39000000 0.015860934648 Long EC CORP US Y 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3R1 836012.12000000 PA USD 727950.74000000 0.017521560222 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 2.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17328HBD2 3008000.00000000 PA USD 2837784.20000000 0.068304631107 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N Chase Mortgage Finance Corpora N/A 161917AB5 445996.85000000 PA USD 398344.54000000 0.009588035925 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 207000.00000000 PA USD 152149.23000000 0.003662187219 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 3625466.75000000 PA USD 2797347.97000000 0.067331342943 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9GC5 440517.53000000 PA USD 58948.78000000 0.001418879797 Long ABS-MBS USGSE US N 2 2050-04-25 Floating 2.06133000 N N N N N N Madison Avenue Trust N/A 55616AAA5 2310000.00000000 PA USD 2318756.75000000 0.055811793030 Long ABS-MBS CORP US N 2 2042-10-15 Variable 4.75374000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CS47 182826.53000000 PA USD 171848.48000000 0.004136342373 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 385000.00000000 PA USD 382181.57000000 0.009198997991 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Home Partners of America Trust N/A 43732VAT3 3147570.41000000 PA USD 3081497.56000000 0.074170740006 Long ABS-O CORP US N 2 2026-12-17 Fixed 1.90100000 N N N N N N Bank5 N/A 06604AAF1 3300000.00000000 PA USD 3400625.91000000 0.081852065536 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.30200000 N N N N N N GLS Auto Receivables Trust N/A 37989BAL6 3600000.00000000 PA USD 3644804.88000000 0.087729381531 Long ABS-O CORP US N 2 2031-01-15 Fixed 5.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHD36 92819.14000000 PA USD 80100.71000000 0.001928000532 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N BRAVO Residential Funding Trus 254900H5A4PX072RRR06 10568RAA1 1137347.70000000 PA USD 1136011.77000000 0.027343469205 Long ABS-MBS CORP US N 2 2055-07-26 Variable 4.96000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 190000.00000000 PA USD 185653.64000000 0.004468628514 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N Towd Point Mortgage Trust N/A 89180YAA8 4019695.65000000 PA USD 3873675.78000000 0.093238236784 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 3.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040610 -2649000.00000000 PA USD -2512376.66000000 -0.06047216732 Short ABS-MBS USGSE US N 2 2056-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FHX7 3747.09000000 PA USD 3774.15000000 0.000090842680 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N BVRT Financing Trust N/A 05614UAA8 3017332.85000000 PA USD 2938027.69000000 0.070717462430 Long ABS-MBS CORP US N 2 2033-05-10 Floating 3.98483000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 18375000.00000000 PA USD 11602089.84000000 0.279258890297 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N FREMF Mortgage Trust N/A 30314FAA2 3300000.00000000 PA USD 3176351.31000000 0.076453841873 Long ABS-MBS USGSE US N 2 2052-10-25 Variable 3.64538800 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -70974.19000000 -0.00170832787 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -15066263.00000000 SGD 11709673.41000000 USD 2026-03-18 -70974.19000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H050615 8505000.00000000 PA USD 8484897.84000000 0.204228995617 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 1080000.00000000 PA USD 987230.33000000 0.023762343700 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CT9 610000.00000000 PA USD 620452.38000000 0.014934106312 Long DBT CORP US N 2 2035-04-15 Fixed 5.12500000 N N N N N N DIGICEL INTL FIN LTD Common Equity N/A 000000000 153008.00000000 NS USD 2735018.00000000 0.065831078896 Long EC CORP US N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPU56 213011.95000000 PA USD 212707.68000000 0.005119811300 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAA2 1386000.00000000 PA USD 1379943.18000000 0.033214826504 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 2166605.63000000 PA USD 1767925.60000000 0.042553449248 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345340AC7 398000.00000000 PA USD 394940.97000000 0.009506112996 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.91000000 N N N N N N Citigroup Commercial Mortgage N/A 17328HBC4 3229569.30000000 PA USD 3030518.03000000 0.072943677712 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 2.78200000 N N N N N N CLECO CORPORATE HOLDINGS 5493002H80P81B3HXL31 18551PAE9 310000.00000000 PA USD 291843.57000000 0.007024588899 Long DBT CORP US N 2 2029-09-15 Fixed 3.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGD2 205219.15000000 PA USD 206700.89000000 0.004975229631 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BY0 1740000.00000000 PA USD 1749652.16000000 0.042113612921 Long DBT CORP US N 2 2027-07-23 Fixed 5.10200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NKJY8 1314632.27000000 PA USD 1327549.85000000 0.031953734459 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N MORAN FOODS LLC N/A 000000000 682064.89000000 PA USD 169493.13000000 0.004079649791 Long LON CORP US N 3 2026-12-31 Floating 9.26150000 N N Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGMX2 799157.11000000 PA USD 659406.49000000 0.015871720284 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 200000.00000000 PA USD 199032.94000000 0.004790664330 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N N COLT Funding LLC N/A 19688FAA3 4196856.53000000 PA USD 3613038.11000000 0.086964764720 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.95600000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAU9 4210000.00000000 PA USD 4313797.13000000 0.103831828239 Long DBT CORP JP N 2 2032-07-16 Fixed 5.17100000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 845000.00000000 PA USD 812395.87000000 0.019554129666 Long DBT CORP US N 2 2055-11-15 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFCY4 2317.48000000 PA USD 2331.10000000 0.000056108891 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CL6 480000.00000000 PA USD 378880.02000000 0.009119530653 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632PA3 865000.00000000 PA USD 722193.89000000 0.017382994536 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BR0 10000.00000000 PA USD 10161.43000000 0.000244582631 Long DBT CORP US N 2 2035-08-04 Fixed 5.15000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAZ5 2570000.00000000 PA USD 2572296.89000000 0.061914429634 Long DBT CORP US N 2 2030-04-01 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q05L2 864500.00000000 PA USD 855658.25000000 0.020595442430 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.92000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 1250000.00000000 PA USD 1254696.49000000 0.030200175510 Long DBT CORP US N 2 2033-01-15 Fixed 5.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBB3 1100000.00000000 PA USD 1117141.63000000 0.026889270484 Long DBT CORP N/A N 2 2033-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGE0 709306.76000000 PA USD 729403.84000000 0.017556535912 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBF6 900000.00000000 PA USD 929260.53000000 0.022367027663 Long DBT CORP NL N 2 2035-12-03 Fixed 5.51500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383LDU1 636494.75000000 PA USD 535129.71000000 0.012880414739 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP67 61070.12000000 PA USD 59400.80000000 0.001429759786 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9GP1 64681.80000000 PA USD 61983.39000000 0.001491921968 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LKFG3 475000.00000000 PA USD 482191.35000000 0.011606203982 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.75000000 N N N N N N BMO Mortgage Trust N/A 05593MAF0 11058769.36000000 PA USD 684700.39000000 0.016480537018 Long ABS-MBS CORP US N 2 2057-07-15 Variable 0.86037100 N N N N N N GOODMAN US FINANCE SIX N/A 38239EAC6 385000.00000000 PA USD 386254.06000000 0.009297021627 Long DBT CORP US N 2 2034-10-07 Fixed 5.12500000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AC4 397000.00000000 PA USD 424074.59000000 0.010207350661 Long DBT CORP US N 2 2033-03-01 Fixed 5.80000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DY2 1390000.00000000 PA USD 1433220.41000000 0.034497193761 Long DBT CORP US N 2 2031-01-30 Fixed 5.08500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZV7 2431871.41000000 PA USD 1978808.66000000 0.047629342482 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BQTN9 1075542.45000000 PA USD 1093981.66000000 0.026331816818 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 400000.00000000 PA USD 316403.56000000 0.007615740635 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GA60 1020.16000000 PA USD 1078.96000000 0.000025970249 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595XAS2 1425000.00000000 PA USD 1419784.36000000 0.034173791989 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 3.95850000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617K1ZG1 639364.18000000 PA USD 609807.77000000 0.014677893680 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378PE79 2070519.30000000 PA USD 1917254.70000000 0.046147756768 Long ABS-MBS USGA US N 2 2044-01-16 Fixed 3.00000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 76240.99333300 PA USD 78910.95000000 0.001899363358 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KW83 28496.97000000 PA USD 26987.13000000 0.000649572282 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 3792000.00000000 PA USD 3915613.13000000 0.094247656464 Long DBT CORP GB N 2 2031-02-25 Fixed 5.36700000 N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 1718000.00000000 PA USD 1196090.02000000 0.028789535013 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 66000.00000000 PA USD 61592.90000000 0.001482522988 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLT0 244117.00000000 PA USD 235059.93000000 0.005657823384 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 310000.00000000 PA USD 312337.21000000 0.007517864786 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3133Q5AA4 3140216.87000000 PA USD 491938.56000000 0.011840816461 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAM0 4210000.00000000 PA USD 4155844.25000000 0.100029948871 Long DBT CORP NL N 2 2026-07-12 Variable 1.62500000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595XAT0 70000.00000000 PA USD 69933.12000000 0.001683269631 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.22440000 N N N N N N MORAN FOODS LLC N/A 000000000 383427.50000000 PA USD 0.38000000 0.000000009146 Long LON CORP US N 3 2026-12-31 Floating 9.26150000 N N Y N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEH0 2785000.00000000 PA USD 2873826.24000000 0.069172152410 Long DBT CORP US N 2 2029-06-01 Fixed 5.10000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBQ8 149000.00000000 PA USD 148959.20000000 0.003585404135 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 280000.00000000 PA USD 279256.81000000 0.006721629287 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 2195000.00000000 PA USD 2013220.41000000 0.048457623184 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DV8 1090000.00000000 PA USD 1108079.04000000 0.026671136608 Long DBT CORP US N 2 2028-07-26 Fixed 5.04300000 N N N N N N Regional Management Issuance T N/A 75907DAC1 3200000.00000000 PA USD 3185758.40000000 0.076680267762 Long ABS-O CORP US N 2 2032-03-15 Fixed 4.46000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 325000.00000000 PA USD 334431.88000000 0.008049676995 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBE0 1500000.00000000 PA USD 1338221.55000000 0.032210599140 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.68500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASXH4 1777387.23000000 PA USD 1600686.86000000 0.038528061961 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CP3 560000.00000000 PA USD 581822.58000000 0.014004298387 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDZ0 2645000.00000000 PA USD 2688398.37000000 0.064708958113 Long DBT CORP JP N 2 2033-07-08 Fixed 4.95400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180DPG6 11169.41000000 PA USD 10458.42000000 0.000251731093 Long ABS-MBS USGA US Y 2 2043-02-15 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74334NAG6 3450000.00000000 PA USD 3246667.01000000 0.078146320092 Long ABS-O CORP US N 2 2042-02-17 Fixed 3.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E7F0 87817.88000000 PA USD 85811.47000000 0.002065456845 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.00000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBR3 940000.00000000 PA USD 1061773.05000000 0.025556565048 Long DBT CORP US N 2 2033-11-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFZR5 720984.34000000 PA USD 640157.60000000 0.015408405162 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 15000.00000000 PA USD 15025.77000000 0.000361665864 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N HERTZ CORP/THE N/A 000000000 379000.00000000 PA USD 72957.50000000 0.001756065568 Long DBT CORP US N 2 2028-01-15 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 575000.00000000 PA USD 601881.54000000 0.014487111655 Long DBT CORP GB N 2 2036-02-25 Fixed 5.78500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLTH0 2738149.43000000 PA USD 2228014.94000000 0.053627664350 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 1601000.00000000 PA USD 1666940.52000000 0.040122768072 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAX6 166000.00000000 PA USD 170788.50000000 0.004110828966 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Bain Capital Credit CLO, Limit N/A 05685BAQ9 11000000.00000000 PA USD 11038921.30000000 0.265703589165 Long ABS-CBDO CORP JE N 2 2037-10-16 Floating 5.27363000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEQ1 125000.00000000 PA USD 130358.97000000 0.003137702069 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 198000.00000000 PA USD 199980.00000000 0.004813459786 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N New Residential Mortgage Loan N/A 64828GBB5 1512375.91000000 PA USD 1481278.89000000 0.035653947241 Long ABS-MBS CORP US Y 2 2059-09-25 Variable 4.25000000 N N N N N N HTL Commercial Mortgage Trust N/A 404300AA3 1065000.00000000 PA USD 1078092.68000000 0.025949373742 Long ABS-MBS CORP US N 2 2039-05-10 Variable 5.87564000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMW51 290590.85000000 PA USD 283657.36000000 0.006827549232 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179Q6P1 21978.57000000 PA USD 20495.37000000 0.000493317528 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWBS9 57975.95000000 PA USD 55010.72000000 0.001324091851 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBS3 1100000.00000000 PA USD 1106183.31000000 0.026625506945 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 158000.00000000 PA USD 136744.17000000 0.003291391955 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 1816000.00000000 PA USD 1769565.79000000 0.042592928139 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAM4 1770000.00000000 PA USD 1764455.66000000 0.042469928813 Long DBT CORP US N 2 2031-10-22 Fixed 4.35600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BAA4 28379.30000000 PA USD 27787.55000000 0.000668838156 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 135000.00000000 PA USD 139865.40000000 0.003366519043 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BBE9 860000.00000000 PA USD 891748.99000000 0.021464135927 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N FIGRE Trust N/A 31684QAA8 1222137.14000000 PA USD 1226017.55000000 0.029509881859 Long ABS-O CORP US N 2 2055-07-25 Variable 5.26500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2CN0 198016.71000000 PA USD 203491.40000000 0.004897978151 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CQ1 215000.00000000 PA USD 218860.00000000 0.005267895833 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 3335198.10000000 PA USD 2482116.96000000 0.059743825241 Long DBT UST US N 2 2043-02-15 Fixed 0.62500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 1201000.00000000 PA USD 1288000.66000000 0.031001797087 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Pretium Mortgage Credit Partne 254900OU85YCZAPWVR73 69383AAA7 3346830.20000000 PA USD 3352713.59000000 0.080698830084 Long ABS-O CORP US N 2 2055-10-25 Variable 5.19330000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNEW8 321801.83000000 PA USD 264123.02000000 0.006357363413 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N DIAMOND SPORTS GRP LLC- WARRANTS N/A 000000000 58080.75000000 NS USD 0.58000000 0.000000013960 Long EC CORP US Y 2 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HD2 116000.00000000 PA USD 96911.85000000 0.002332639727 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212PBH4 12109.26000000 PA USD 11319.60000000 0.000272459442 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBE7 1320000.00000000 PA USD 1325953.20000000 0.031915303563 Long DBT CORP N/A N 2 2027-06-01 Fixed 4.40000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 1415000.00000000 PA USD 1316587.40000000 0.031689871512 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCA6 1390000.00000000 PA USD 1405233.38000000 0.033823554180 Long DBT CORP US N 2 2031-02-15 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31382MDG6 133.81000000 PA USD 137.28000000 0.000003304289 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBS0 610000.00000000 PA USD 617787.64000000 0.014869966804 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N HERTZ CORP N/A 000000000 255000.00000000 PA USD 52275.00000000 0.001258243876 Long DBT CORP US N 2 2026-08-01 Fixed 7.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDE7 1814163.05000000 PA USD 1681306.65000000 0.040468556596 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBY9 300000.00000000 PA USD 308994.33000000 0.007437402648 Long DBT CORP US N 2 2029-06-12 Fixed 5.21500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 10964.70000000 0.000263917104 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -344000.00000000 USD 5910780.00000000 ZAR 2026-03-18 10964.70000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXDG4 14625048.50000000 PA USD 13518941.90000000 0.325396955638 Long ABS-MBS USGSE US N 2 2056-06-01 Fixed 3.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 1820000.00000000 PA USD 1862587.52000000 0.044831933823 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAS0 527000.00000000 PA USD 530495.77000000 0.012768877166 Long DBT CORP US N 2 2054-04-30 Fixed 5.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CP7 275000.00000000 PA USD 289960.60000000 0.006979266365 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8HP2 4621.06000000 PA USD 4891.52000000 0.000117737447 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Sound Point CLO LTD N/A 83614BAQ2 3130000.00000000 PA USD 3131376.57000000 0.075371313108 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.33615000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CVQ2 6012.10000000 PA USD 6174.68000000 0.000148622731 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2K9 41271.75000000 PA USD 39529.91000000 0.000951473308 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVHC7 53370.81000000 PA USD 44013.40000000 0.001059389593 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAG5 590000.00000000 PA USD 623815.14000000 0.015015046956 Long DBT CORP NO N 2 2035-05-22 Fixed 6.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 7928486.25000000 PA USD 7886366.17000000 0.189822514347 Long DBT UST US N 2 2034-01-15 Fixed 1.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2V5 1490000.00000000 PA USD 1515985.60000000 0.036489327543 Long DBT CORP FR Y 2 2029-01-13 Fixed 5.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FG9 840000.00000000 PA USD 840083.33000000 0.020220558686 Long DBT CORP GB N 2 2036-11-06 Fixed 5.13300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 2689000.00000000 PA USD 2452110.83000000 0.059021586517 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAC8 419000.00000000 PA USD 319237.04000000 0.007683941665 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412BFU1 74.12000000 PA USD 78.17000000 0.000001881528 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 240000.00000000 PA USD 201123.62000000 0.004840986383 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 2240000.00000000 PA USD 2224194.93000000 0.053535717833 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKVB1 2927271.63000000 PA USD 2527870.71000000 0.060845104547 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938GD9 31328.11000000 PA USD 31621.45000000 0.000761119001 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAY6 970000.00000000 PA USD 999177.60000000 0.024049910975 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEK4 495000.00000000 PA USD 427977.76000000 0.010301298815 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042624 -5040000.00000000 PA USD -4915819.04000000 -0.11832231856 Short ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.50000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 1405000.00000000 PA USD 1504006.22000000 0.036200987390 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DW8 900000.00000000 PA USD 858656.56000000 0.020667610869 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N Onslow Bay Financial LLC 254900NDJVO62R77II89 67121LAA4 774971.29000000 PA USD 781266.85000000 0.018804863310 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.45300000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 805000.00000000 PA USD 835909.75000000 0.020120101843 Long DBT CORP NO N 2 2030-05-22 Fixed 5.87500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 300000.00000000 PA USD 264876.58000000 0.006375501380 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4FG0 2039306.79000000 PA USD 1813844.50000000 0.043658703666 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Republic Finance Issuance Trus N/A 76042GAA2 1850000.00000000 PA USD 1885062.87000000 0.045372908887 Long ABS-O CORP US N 2 2037-11-20 Fixed 5.42000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AV9 136000.00000000 PA USD 103922.11000000 0.002501374624 Long DBT CORP US N 2 2047-09-15 Fixed 3.70000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AA5 441000.00000000 PA USD 378178.28000000 0.009102639978 Long DBT CORP US N 2 2050-02-01 Variable 5.25000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAR9 1595000.00000000 PA USD 1605882.42000000 0.038653117562 Long DBT CORP US N 2 2027-07-01 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAP3 6901.14000000 PA USD 6961.16000000 0.000167553073 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPYG8 73995.82000000 PA USD 66995.48000000 0.001612561500 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CD3 310000.00000000 PA USD 321139.06000000 0.007729722727 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABD2 595000.00000000 PA USD 591114.65000000 0.014227955779 Long DBT CORP KY N 2 2031-01-30 Fixed 4.70000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEL2 585000.00000000 PA USD 506985.17000000 0.012202983938 Long DBT CORP US N 2 2062-05-15 Fixed 4.95000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DA3 673000.00000000 PA USD 601991.75000000 0.014489764377 Long DBT CORP US N 2 2054-05-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 585000.00000000 PA USD 603720.45000000 0.014531373678 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 715000.00000000 PA USD 756878.83000000 0.018217850841 Long DBT CORP US N 2 2030-08-15 Fixed 5.92700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 570000.00000000 PA USD 586710.08000000 0.014121939075 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095BB6 960000.00000000 PA USD 918158.72000000 0.022099810361 Long DBT CORP US N 2 2055-11-15 Fixed 5.30000000 N N N N N N Santander Mortgage Asset Recei 254900P9WEZD48ETI035 80263BAA7 1899028.26000000 PA USD 1908408.13000000 0.045934822430 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.30300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 1759982.78000000 PA USD 1524277.60000000 0.036688913544 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAE5 386500.78000000 PA USD 311990.70000000 0.007509524393 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.53000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 900000.00000000 PA USD 594620.84000000 0.014312348741 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 1650000.00000000 PA USD 1652952.13000000 0.039786071639 Long DBT CORP US N 2 2032-12-15 Fixed 4.70000000 N N N N N N iShares Core U.S. Aggregate Bond ETF 549300F7VSXTKBGHJE47 464287226 825839.00000000 NS USD 82484799.32000000 1.985384861015 Long EC RF US N 1 N N N Kennedy Lewis CLO Ltd 5493009C48K5WG4EX118 370910AC5 8500000.00000000 PA USD 8531705.00000000 0.205355630192 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.26980000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNA94 532830.73000000 PA USD 437476.40000000 0.010529928287 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 1765000.00000000 PA USD 1746577.81000000 0.042039614221 Long DBT CORP CH Y 2 2031-04-01 Fixed 4.19400000 N N N N N N UNITED AIR 2016-1 AA PTT N/A 90931LAA6 67033.26000000 PA USD 65305.22000000 0.001571877439 Long DBT CORP US N 2 2028-07-07 Fixed 3.10000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBD0 592000.00000000 PA USD 670542.54000000 0.016139761732 Long DBT CORP US N 2 2038-06-15 Fixed 7.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 2575000.00000000 PA USD 2486751.96000000 0.059855388328 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 850000.00000000 PA USD 878621.16000000 0.021148152920 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 1175000.00000000 PA USD 1178171.20000000 0.028358234286 Long DBT CORP GB N 2 2031-11-06 Fixed 4.61900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 3099551.43000000 PA USD 2642965.71000000 0.063615407348 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H7H75 34078.05000000 PA USD 32919.58000000 0.000792364609 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383F2D4 1250781.65000000 PA USD 1164440.94000000 0.028027750966 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Bank N/A 06540GAW8 11249338.94000000 PA USD 613664.94000000 0.014770734628 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.82156500 N N N N N N STRIPS 254900HROIFWPRGM1V77 9128335A4 2541000.00000000 PA USD 1677604.37000000 0.040379443805 Long DBT UST US N 2 2035-08-15 None 0.00000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAB7 715000.00000000 PA USD 628016.03000000 0.015116161143 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAD0 14944.26000000 PA USD 1.49000000 0.000000035863 Long DBT CORP BM Y 2 2030-12-31 None 0.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 1795000.00000000 PA USD 1840244.36000000 0.044294140532 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CG8 880000.00000000 PA USD 889405.01000000 0.021407717018 Long DBT CORP US N 2 2026-08-24 Fixed 5.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VN48 1272604.92000000 PA USD 1172758.17000000 0.028227944246 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JU6 458000.00000000 PA USD 412067.95000000 0.009918354368 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHP8 1086566.48000000 PA USD 1088238.58000000 0.026193582571 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDGU4 357156.52000000 PA USD 320187.81000000 0.007706826420 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 692000.00000000 PA USD 705885.82000000 0.016990464087 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NY6C0 2400000.00000000 PA USD 2408029.68000000 0.057960566200 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 4.45000000 N N N N N N Ellington Financial Mortgage T N/A 28224UAE4 1221269.29000000 PA USD 1223668.84000000 0.029453349100 Long ABS-MBS CORP US N 2 2070-12-01 Variable 5.07700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620E0CJ3 211336.95000000 PA USD 217945.71000000 0.005245889142 Long ABS-MBS USGA US N 2 2060-04-20 Floating 6.67800000 N N N N N N STRIPS 254900HROIFWPRGM1V77 9128335B2 588000.00000000 PA USD 378347.14000000 0.009106704388 Long DBT UST US N 2 2036-02-15 None 0.00000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 856000.00000000 PA USD 966092.08000000 0.023253552239 Long DBT CORP US N 2 2031-06-01 Fixed 9.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 32345000.00000000 PA USD 32264137.50000000 0.776588300805 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N Preston Ridge Partners Mortgag N/A 69392MAA0 2708996.00000000 PA USD 2647699.55000000 0.063729349485 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 1400000.00000000 PA USD 1398926.61000000 0.033671752081 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCF7 2820000.00000000 PA USD 2976032.29000000 0.071632221975 Long DBT CORP FR N 2 2033-04-13 Fixed 6.10000000 N N N N N N Westlake Automobile Receivable N/A 96042XAG0 1900000.00000000 PA USD 1943316.96000000 0.046775067701 Long ABS-O CORP US N 2 2028-11-15 Fixed 6.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F72D0 156475.37000000 PA USD 156499.78000000 0.003766903678 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 810000.00000000 PA USD 608953.10000000 0.014657322025 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAE0 403276.35000000 PA USD 398379.65000000 0.009588881012 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CH6 180000.00000000 PA USD 196173.32000000 0.004721834118 Long DBT CORP US N 2 2034-08-24 Fixed 6.13600000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HH3 165000.00000000 PA USD 139583.68000000 0.003359738126 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FX2A9 4773814.12000000 PA USD 4677795.96000000 0.112593173026 Long ABS-MBS USGSE US N 2 2063-09-01 Fixed 4.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DV0 330000.00000000 PA USD 331944.48000000 0.007989806009 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AP7 425000.00000000 PA USD 433611.82000000 0.010436908983 Long DBT CORP CA N 2 2030-03-25 Fixed 5.03700000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BZ6 1560000.00000000 PA USD 1604615.03000000 0.038622611857 Long DBT CORP US N 2 2029-03-30 Fixed 5.35000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAC0 150000.00000000 PA USD 160221.66000000 0.003856488235 Long DBT CORP US Y 2 2053-11-15 Fixed 6.54400000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 800000.00000000 PA USD 838552.46000000 0.020183711095 Long DBT CORP US N 2 2030-06-01 Fixed 9.00000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAU2 710000.00000000 PA USD 717145.79000000 0.017261488254 Long DBT CORP US N 2 2033-05-15 Fixed 5.12500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q05E8 1239000.00000000 PA USD 1252926.67000000 0.030157576463 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 4.42000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZW3 350000.00000000 PA USD 364125.51000000 0.008764393937 Long DBT CORP CA N 2 2034-02-01 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QWV7 2257.69000000 PA USD 2321.71000000 0.000055882876 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HDUX6 10047262.68000000 PA USD 238746.07000000 0.005746547690 Long ABS-MBS USGSE US N 2 2034-05-25 Variable 0.28213900 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCL5 575000.00000000 PA USD 585223.43000000 0.014086155847 Long DBT CORP US N 2 2036-01-15 Fixed 5.20000000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAK9 620000.00000000 PA USD 667496.97000000 0.016066455758 Long DBT CORP US N 2 2032-11-22 Fixed 5.90500000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LC3 795000.00000000 PA USD 797897.29000000 0.019205153110 Long DBT CORP US N 2 2028-10-01 Fixed 4.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AX3 415000.00000000 PA USD 436144.25000000 0.010497863828 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GTT3 718.89000000 PA USD 760.32000000 0.000018300678 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N BOF URSA FUNDING N/A 097093AC2 163938.10000000 PA USD 166613.29000000 0.004010332889 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.63200000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BD4 213000.00000000 PA USD 193256.09000000 0.004651617250 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 168000.00000000 PA USD 113572.17000000 0.002733648730 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCG5 310000.00000000 PA USD 319551.60000000 0.007691513032 Long DBT CORP FR N 2 2031-05-22 Fixed 5.51200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWH8 249694.00000000 PA USD 264302.54000000 0.006361684406 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N MVW Owner Trust N/A 62847RAC1 338243.27000000 PA USD 346351.43000000 0.008336577058 Long ABS-O CORP US Y 2 2043-02-20 Fixed 6.20000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 1035000.00000000 PA USD 1056716.01000000 0.025434843582 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N DURST Commercial Mortgage Trus N/A 266895AA9 2800000.00000000 PA USD 2856120.68000000 0.068745984788 Long ABS-MBS CORP US N 2 2042-08-10 Variable 5.14538000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1149.68000000 -0.00002767245 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -990486.26000000 USD 58571438.00000000 PHP 2026-03-18 -1149.68000000 N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAB2 479000.00000000 PA USD 456632.38000000 0.010991007091 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 135000.00000000 PA USD 135985.89000000 0.003273140379 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N Towd Point Mortgage Trust N/A 89183CAA3 171343.11000000 PA USD 172272.89000000 0.004146557797 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.84800000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 644000.00000000 PA USD 567323.75000000 0.013655315813 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AGGE2 249.34000000 PA USD 248.82000000 0.000005989024 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 175000.00000000 PA USD 182227.59000000 0.004386164498 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AL7M0 791532.63000000 PA USD 813293.69000000 0.019575739930 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 80000.00000000 PA USD 74857.79000000 0.001801804989 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 520000.00000000 PA USD 535254.65000000 0.012883422008 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6DL1 1596583.02000000 PA USD 1638589.87000000 0.039440376264 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 2390000.00000000 PA USD 2462332.05000000 0.059267608276 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CD5 2432000.00000000 PA USD 2357778.41000000 0.056751032910 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5Q52 9647.49000000 PA USD 10212.68000000 0.000245816204 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EK2 140000.00000000 PA USD 143298.79000000 0.003449159731 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEU42 833209.08000000 PA USD 686785.67000000 0.016530729094 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Bank N/A 065405AE2 1800000.00000000 PA USD 1784551.86000000 0.042953638437 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 1974000.00000000 PA USD 1914679.84000000 0.046085780645 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KM2 2090000.00000000 PA USD 2052059.44000000 0.049392467214 Long DBT CORP US N 2 2027-02-09 Fixed 2.20000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 2077000.00000000 PA USD 1924223.56000000 0.046315495178 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAD0 4923517.57000000 PA USD 4679803.45000000 0.112641492720 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.65700000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAH3 251000.00000000 PA USD 261178.27000000 0.006286484146 Long DBT CORP US N 2 2041-01-15 Fixed 5.85000000 N N N N N N Navient Student Loan Trust N/A 63942GAA1 1323999.30000000 PA USD 1180373.84000000 0.028411251183 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.11000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 308000.00000000 PA USD 301642.07000000 0.007260435912 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312936ND5 5279.04000000 PA USD 5421.54000000 0.000130494873 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAX8 1740000.00000000 PA USD 1797921.75000000 0.043275447757 Long DBT CORP US N 2 2030-01-08 Fixed 4.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSP69 3698096.49000000 PA USD 3806345.51000000 0.091617616986 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N AUTONATION INC N/A 05329WAT9 1760000.00000000 PA USD 1823285.63000000 0.043885948889 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 254709AT5 1000000.00000000 PA USD 1178926.67000000 0.028376418226 Long DBT CORP US N 2 2034-11-02 Fixed 7.96400000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FW8 131000.00000000 PA USD 100592.13000000 0.002421222985 Long DBT CORP US N 2 2043-03-15 Fixed 3.90000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAW1 175000.00000000 PA USD 154434.97000000 0.003717204308 Long DBT CORP US N 2 2031-04-01 Fixed 2.10000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 350000.00000000 PA USD 346234.27000000 0.008333757052 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDP7 340000.00000000 PA USD 307766.54000000 0.007407850104 Long DBT CORP US N 2 2045-09-26 Fixed 5.87500000 N N N N N N Center Street Lending Resi-Inv N/A 15169CAA6 3060000.00000000 PA USD 3094775.68000000 0.074490340450 Long ABS-MBS CORP US N 2 2029-10-25 Variable 6.89200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRX5 2571597.25000000 PA USD 2317117.08000000 0.055772326656 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 512000.00000000 PA USD 334431.40000000 0.008049665442 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FNBD5 58991.67000000 PA USD 58432.80000000 0.001406460311 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6T70 488122.82000000 PA USD 486338.69000000 0.011706029237 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89178BBA1 3631000.00000000 PA USD 2819093.88000000 0.067854760601 Long ABS-MBS CORP US Y 2 2059-10-25 Variable 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 1837000.00000000 PA USD 1642604.76000000 0.039537013486 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139W35 438000.00000000 PA USD 528731.82000000 0.012726419408 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBH3 292000.00000000 PA USD 285348.49000000 0.006868254233 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XVD26 76657.20000000 PA USD 75547.86000000 0.001818414771 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F4BP0 99681.89000000 PA USD 90303.34000000 0.002173574835 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLWR5 536194.83000000 PA USD 543878.89000000 0.013091004928 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAD5 575000.00000000 PA USD 600259.75000000 0.014448075647 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85280000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MZ8 3500000.00000000 PA USD 1429305.89000000 0.034402972416 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 366000.00000000 PA USD 300848.34000000 0.007241331064 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XDTP5 218745.02000000 PA USD 213705.48000000 0.005143828053 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L5RV5 1801.21000000 PA USD 1876.23000000 0.000045160304 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJUT8 623959.57000000 PA USD 636262.61000000 0.015314653899 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 650000.00000000 PA USD 684450.00000000 0.016474510204 Long DBT CORP CA Y 2 2029-03-01 Fixed 9.37500000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AR0 1031000.00000000 PA USD 931832.10000000 0.022428924597 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUSZ4 1101472.40000000 PA USD 1116036.84000000 0.026862678514 Long ABS-MBS USGSE US N 2 2052-03-25 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3618JNW35 2265004.13000000 PA USD 2268339.37000000 0.054598261521 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83E5 195019.84000000 PA USD 188556.53000000 0.004538500222 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKJ34 858331.87000000 PA USD 710159.82000000 0.017093338010 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AX3 195000.00000000 PA USD 197626.28000000 0.004756806438 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHC62 98963.99000000 PA USD 96173.96000000 0.002314878932 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBL8 4199000.00000000 PA USD 3825198.03000000 0.092071391598 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Bank N/A 06541DCD4 9294797.76000000 PA USD 310414.64000000 0.007471589092 Long ABS-MBS CORP US N 2 2056-08-15 Variable 0.61691000 N N N N N N Laurel Road Prime Student Loan N/A 51888JAA6 916658.60600000 PA USD 897854.27000000 0.021611088221 Long ABS-O CORP US N 2 2043-08-25 Variable 0.01000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 925000.00000000 PA USD 945003.49000000 0.022745956080 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKH78 2574641.78000000 PA USD 2397834.98000000 0.057715182770 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 2609000.00000000 PA USD 2556058.25000000 0.061523570345 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBB3 320000.00000000 PA USD 318363.47000000 0.007662915092 Long DBT CORP US N 2 2030-12-15 Fixed 4.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNNW9 804844.67000000 PA USD 806341.99000000 0.019408414555 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307UR34 3153.90000000 PA USD 3081.40000000 0.000074168391 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAD4 2700000.00000000 PA USD 2975629.35000000 0.071622523327 Long DBT CORP US N 2 N/A Fixed 8.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0N32 477640.79000000 PA USD 466588.98000000 0.011230659525 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AR4 540000.00000000 PA USD 416805.16000000 0.010032377619 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2K9 1740000.00000000 PA USD 1767829.94000000 0.042551146740 Long DBT CORP US N 2 2028-01-14 Fixed 4.80000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 745000.00000000 PA USD 712610.55000000 0.017152326361 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AV0 400000.00000000 PA USD 314091.26000000 0.007560084254 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N AUTONATION INC N/A 05329WAR3 1500000.00000000 PA USD 1414341.27000000 0.034042778413 Long DBT CORP US N 2 2028-08-01 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410E6M5 1286.17000000 PA USD 1343.51000000 0.000032337890 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 1725000.00000000 PA USD 1775185.60000000 0.042728195313 Long DBT CORP GB N 2 2031-05-13 Fixed 5.24000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 225000.00000000 PA USD 219759.48000000 0.005289546052 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042616 5040000.00000000 PA USD 4919756.54000000 0.118417093027 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.50000000 N N N N N N Onslow Bay Financial LLC 254900KNWDG7C03UTA13 67449BAA1 1431405.18000000 PA USD 1443009.15000000 0.034732805854 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.41800000 N N N N N N WISCONSIN POWER & LIGHT JWBYHVQVMY66CVCOSO49 976826BS5 610000.00000000 PA USD 628700.89000000 0.015132645522 Long DBT CORP US N 2 2034-03-30 Fixed 5.37500000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 1275000.00000000 PA USD 1139252.20000000 0.027421465402 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N NYU LANGONE HOSPITALS 254900A1087KNNZSNH72 62952EAE7 175000.00000000 PA USD 153002.65000000 0.003682728787 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 635000.00000000 PA USD 627240.91000000 0.015097504233 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312939WJ6 4076.81000000 PA USD 4252.93000000 0.000102366774 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HL4 1077000.00000000 PA USD 855579.14000000 0.020593538275 Long DBT CORP US N 2 2045-03-15 Fixed 4.30000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FZ1 80000.00000000 PA USD 68065.06000000 0.001638305976 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KLT6 282.57000000 PA USD 291.36000000 0.000007012949 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M2CY6 770599.82000000 PA USD 661859.67000000 0.015930767605 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042616 -20165000.00000000 PA USD -19683906.86000000 -0.47378584912 Short ABS-MBS USGSE US N 2 2056-01-01 Fixed 4.50000000 N N N N N N MMAF Equipment Finance LLC N/A 55316EAE2 1019321.27000000 PA USD 1011867.79000000 0.024355360116 Long ABS-O CORP US N 2 2041-11-12 Fixed 2.29000000 N N N N N N Ameriquest Mortgage Securities N/A 03072SNR2 25779.31000000 PA USD 25705.91000000 0.000618733693 Long ABS-O CORP US N 2 2034-02-25 Floating 4.44621000 N N N N N N MFRA Trust N/A 552747AA5 122704.88000000 PA USD 118500.02000000 0.002852260630 Long ABS-MBS CORP US N 2 2056-01-25 Variable 0.85200000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAF8 800000.00000000 PA USD 747588.96000000 0.017994246402 Long DBT CORP FR N 2 2064-09-10 Fixed 5.42500000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BZ5 180000.00000000 PA USD 191371.47000000 0.004606255000 Long DBT CORP US N 2 2033-02-09 Fixed 5.87500000 N N N N N N Barclays Commercial Mortgage S N/A 07337AAJ5 4778665.16000000 PA USD 392341.31000000 0.009443539944 Long ABS-MBS CORP US N 2 2062-02-15 Variable 1.12843700 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 1000000.00000000 PA USD 993502.55000000 0.023913314191 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 100000.00000000 PA USD 105987.71000000 0.002551093008 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CTQ4 3741.46000000 PA USD 3886.16000000 0.000093538728 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VSG6 222156.42000000 PA USD 191940.05000000 0.004619940554 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLQ6 504832.64000000 PA USD 437196.66000000 0.010523195027 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F62P1 7955552.58000000 PA USD 295605.26000000 0.007115131671 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 0.94759100 N N N N N N THE 2023-MIC Trust N/A 87256GAA0 1330000.00000000 PA USD 1438867.28000000 0.034633112261 Long ABS-MBS CORP US Y 2 2038-12-05 Variable 8.43660000 N N N N N N VOLTAGRID LLC 254900R5BEUGIKK1FM03 92874BAA3 295000.00000000 PA USD 292324.86000000 0.007036173408 Long DBT CORP US N 2 2030-11-01 Fixed 7.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36230Q6G8 15916.53000000 PA USD 14863.76000000 0.000357766331 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 2845000.00000000 PA USD 2765132.66000000 0.066555929906 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 3551000.00000000 PA USD 3191559.44000000 0.076819897089 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 625000.00000000 PA USD 559873.97000000 0.013476001800 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MGC2 815000.00000000 PA USD 822313.68000000 0.019792848436 Long DBT CORP US N 2 2036-02-13 Fixed 5.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 900000.00000000 PA USD 836036.78000000 0.020123159417 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMBM1 2499978.17000000 PA USD 2533150.13000000 0.060972178634 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.80419000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 3621.20000000 0.000087161219 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3082000.00000000 USD 279319389.00000000 INR 2026-03-18 3621.20000000 N N N Hertz Vehicle Financing LLC N/A 42806MCX5 935000.00000000 PA USD 949706.52000000 0.022859156629 Long ABS-O CORP US N 2 2031-09-25 Fixed 5.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADY8 58700.99000000 PA USD 56003.21000000 0.001347980794 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GUMN4 198067.75000000 PA USD 196723.71000000 0.004735081843 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAW3 1245000.00000000 PA USD 1275692.77000000 0.030705549795 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6KC1 82713.99000000 PA USD 87366.45000000 0.002102884757 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 260000.00000000 PA USD 188870.95000000 0.004546068219 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAF1 1766916.75000000 PA USD 1740756.84000000 0.041899505185 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.21200000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 656000.00000000 PA USD 620303.51000000 0.014930523055 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAW1 330000.00000000 PA USD 323508.23000000 0.007786747952 Long DBT CORP US N 2 2054-12-01 Fixed 5.65000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAN9 560000.00000000 PA USD 526344.72000000 0.012668962613 Long DBT CORP US Y 2 2031-05-15 Fixed 3.62500000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBN4 255000.00000000 PA USD 176939.60000000 0.004258884134 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N Goldman Home Improvement Trust N/A 38149XAB5 113058.36000000 PA USD 109256.86000000 0.002629780487 Long ABS-O CORP US N 2 2051-06-25 Fixed 1.97000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAL9 585154.11000000 PA USD 575621.77000000 0.013855046714 Long ABS-O CORP US N 2 2062-08-15 Fixed 5.97000000 N N N N N N Symphony CLO Ltd N/A 87190GAC5 161122.68000000 PA USD 161225.15000000 0.003880641944 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 5.22605000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYK4 1640000.00000000 PA USD 1202910.04000000 0.028953690889 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 125000.00000000 PA USD 127841.27000000 0.003077101771 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 325000.00000000 PA USD 329662.42000000 0.007934877496 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N Perimeter Master Note Business 5493005H6EB040833X54 71384PBC4 4300000.00000000 PA USD 4324547.41000000 0.104090584317 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDEK0 3121938.31000000 PA USD 407255.29000000 0.009802515057 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6A80 531270.68000000 PA USD 514475.46000000 0.012383273015 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4G4 1968648.56000000 PA USD 1716006.44000000 0.041303770336 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 2.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 397000.00000000 PA USD 264544.32000000 0.006367503980 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Santander Drive Auto Receivabl N/A 802923AF9 1060000.00000000 PA USD 1063872.60000000 0.025607100599 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Y1 1427000.00000000 PA USD 1363184.62000000 0.032811452893 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 800000.00000000 PA USD 798287.84000000 0.019214553533 Long DBT CORP ES N 2 2035-11-06 Fixed 5.12700000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 750000.00000000 PA USD 755886.34000000 0.018193961899 Long DBT CORP US N 2 2032-09-01 Fixed 4.95000000 N N N N N N Madison Park Funding Ltd 254900END3IQSN7CTN87 55819QBJ5 495000.00000000 PA USD 495396.54000000 0.011924049022 Long ABS-CBDO CORP KY N 2 2037-01-22 Floating 5.45735000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDD5 3082329.71000000 PA USD 2932111.42000000 0.070575059551 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 200000.00000000 PA USD 180445.20000000 0.004343262895 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MSPN9 4051827.00000000 PA USD 4057435.05000000 0.097661268369 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDF7 765096.40000000 PA USD 711863.78000000 0.017134351826 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383TYC1 1778678.77000000 PA USD 43937.63000000 0.001057565832 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.03235000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQR2 324369.78000000 PA USD 282838.13000000 0.006807830606 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Verus Securitization Trust 213800OVCAXDOBS94P47 924931AC2 1545021.54000000 PA USD 1551050.37000000 0.037333326245 Long ABS-MBS CORP US N 2 2070-08-25 Variable 5.12900000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 5651229.05000000 PA USD 4731800.57000000 0.113893048106 Long DBT UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAS4 280000.00000000 PA USD 285059.38000000 0.006861295441 Long DBT CORP JP N 2 2030-07-16 Fixed 4.87600000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAR0 1200000.00000000 PA USD 1202000.04000000 0.028931787456 Long DBT CORP ES N 2 2030-11-06 Fixed 4.55100000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CZ9 409000.00000000 PA USD 358524.62000000 0.008629582162 Long DBT CORP US N 2 2053-12-01 Fixed 5.35000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CR0 553000.00000000 PA USD 464690.32000000 0.011184959337 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAY9 585000.00000000 PA USD 600564.96000000 0.014455421962 Long DBT CORP US N 2 2036-07-29 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617XSQ60 663539.80000000 PA USD 591936.01000000 0.014247725673 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DZ9 775000.00000000 PA USD 804723.73000000 0.019369463513 Long DBT CORP US N 2 2036-01-30 Fixed 5.44200000 N N N N N N LHOME Mortgage Trust 529900ZQNJ23BIJVY871 50205WAA5 2700000.00000000 PA USD 2705073.57000000 0.065110325273 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.32300000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 350000.00000000 PA USD 299656.86000000 0.007212652491 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N Bank N/A 06539VAP3 20215389.46000000 PA USD 437913.85000000 0.010540457579 Long ABS-MBS CORP US N 2 2055-02-15 Variable 0.41356400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296PXM9 1110.90000000 PA USD 1140.85000000 0.000027459923 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NU1 530000.00000000 PA USD 536107.23000000 0.012903943358 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400V3D2 6784.98000000 PA USD 6957.82000000 0.000167472681 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCZ68 858516.67000000 PA USD 742279.81000000 0.017866456723 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGAA5 876758.12000000 PA USD 723647.75000000 0.017417988519 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Home Partners of America Trust N/A 43732VAE6 3454184.27000000 PA USD 3371905.95000000 0.081160784545 Long ABS-O CORP US N 2 2026-12-17 Fixed 2.65200000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 235000.00000000 PA USD 247168.77000000 0.005949279602 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6SU3 255279.86000000 PA USD 266826.56000000 0.006422436826 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Towd Point Mortgage Trust N/A 89181JAA0 1638744.09000000 PA USD 1593180.94000000 0.038347396674 Long ABS-MBS CORP US N 2 2063-01-25 Fixed 3.75000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AP9 900000.00000000 PA USD 938983.94000000 0.022601067282 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N BX Trust 2019-OC11 N/A 05606FAN3 1080000.00000000 PA USD 996117.26000000 0.023976249492 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94399000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4R88 375.67000000 PA USD 396.55000000 0.000009544841 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSE6 1532630.92000000 PA USD 1377510.05000000 0.033156261780 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAX9 6245000.00000000 PA USD 6357598.60000000 0.153025528544 Long DBT CORP KY N 2 2030-01-15 Fixed 5.15000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 185000.00000000 PA USD 189434.45000000 0.004559631499 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N DCLI BIDCO LLC 2549007UUVJTHHNK9T70 233104AA6 420000.00000000 PA USD 431406.08000000 0.010383817469 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCK7 780000.00000000 PA USD 789885.90000000 0.019012321309 Long DBT CORP US N 2 2031-01-15 Fixed 4.60000000 N N N N N N BOF URSA FUNDING N/A 097093AB4 423503.08000000 PA USD 430883.21000000 0.010371232142 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.29100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 8190000.00000000 PA USD 7039560.94000000 0.169440161504 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5HC7 4009.46000000 PA USD 4244.17000000 0.000102155923 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 300000.00000000 PA USD 207598.91000000 0.004996844709 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KXQ6 58212.28000000 PA USD 59821.94000000 0.001439896502 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EN2P3 2300986.93000000 PA USD 2127384.16000000 0.051205511071 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016EYV3 1395000.00000000 PA USD 1370022.39000000 0.032976036006 Long DBT CORP CA N 2 2027-01-21 Fixed 2.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H3PZ3 20302.20000000 PA USD 18396.97000000 0.000442809657 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CC3H7 25710.89000000 PA USD 25119.81000000 0.000604626439 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RJK1 2740000.00000000 PA USD 2824950.96000000 0.067995738794 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.23000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWWM2 301082.29000000 PA USD 247118.84000000 0.005948077801 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BB6V9 1808433.32000000 PA USD 314656.73000000 0.007573694951 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFK7 1611000.00000000 PA USD 1698822.55000000 0.040890159158 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N Bank N/A 06541LBG0 460000.00000000 PA USD 430457.42000000 0.010360983502 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.38960800 N N N N N N EMERA US FINANCE LP N/A 29103DAM8 1380000.00000000 PA USD 1179280.24000000 0.028384928552 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CY4 790000.00000000 PA USD 800169.29000000 0.019259839482 Long DBT CORP US N 2 2032-09-15 Fixed 4.87500000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 475000.00000000 PA USD 489185.59000000 0.011774553282 Long DBT CORP IT N 2 2034-05-15 Fixed 5.50000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498BA3 500000.00000000 PA USD 509312.10000000 0.012258992459 Long DBT CORP US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH36 394971.20000000 PA USD 397017.90000000 0.009556104090 Long ABS-MBS CORP US N 2 2042-09-25 Floating 6.02419000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HR1 1650000.00000000 PA USD 1237143.28000000 0.029777674908 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AV5 125000.00000000 PA USD 128159.00000000 0.003084749438 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAN7 395000.00000000 PA USD 407685.70000000 0.009812874899 Long DBT CORP GB N 2 2036-07-14 Fixed 5.53700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36294QLU3 1473.13000000 PA USD 1376.15000000 0.000033123525 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AS3 1764000.00000000 PA USD 1817062.83000000 0.043736167923 Long DBT CORP US N 2 2035-07-15 Fixed 5.45000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KWC8 3680.62000000 PA USD 3786.23000000 0.000091133442 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAL7 1305000.00000000 PA USD 1347951.47000000 0.032444795453 Long DBT CORP CA N 2 2029-04-26 Fixed 5.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7KF5 624141.83000000 PA USD 603096.08000000 0.014516345276 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAB6 359000.00000000 PA USD 363343.18000000 0.008745563484 Long DBT CORP N/A N 2 2033-06-15 Fixed 5.40000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CK3 336000.00000000 PA USD 317389.15000000 0.007639463496 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591FC1 900000.00000000 PA USD 893969.06000000 0.021517572359 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 1820000.00000000 PA USD 1619373.12000000 0.038977834743 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAA2 700000.00000000 PA USD 18975.46000000 0.000456733741 Long ABS-MBS CORP US N 2 2050-06-15 Variable 2.13665100 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 948000.00000000 PA USD 832592.75000000 0.020040262628 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FPF7 20607.81000000 PA USD 20046.12000000 0.000482504212 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GNE66 43914.21000000 PA USD 41530.76000000 0.000999633179 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AAT5 159043.42000000 PA USD 158463.27000000 0.003814164305 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 1505000.00000000 PA USD 1541576.17000000 0.037105285037 Long DBT CORP GB N 2 2031-03-03 Fixed 5.13000000 N N N N N N Onslow Bay Financial LLC N/A 67114BAA5 4069766.30000000 PA USD 3583797.95000000 0.086260962668 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.07200000 N N N N N N BACARDI LTD / MARTINI BV N/A 05635JAA8 190000.00000000 PA USD 193644.54000000 0.004660967127 Long DBT CORP N/A N 2 2029-01-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLH47 114618.63000000 PA USD 98955.16000000 0.002381821598 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 830000.00000000 PA USD 782742.04000000 0.018840370699 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BN7 2200000.00000000 PA USD 2184665.14000000 0.052584247414 Long DBT CORP US N 2 2034-08-12 Fixed 5.15000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 10513000.00000000 PA USD 9443457.68000000 0.227301249055 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N TOPBUILD CORP 5493007YSKHOL4RWII46 89055FAB9 1500000.00000000 PA USD 1453478.77000000 0.034984806528 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCQ4 2244735.10000000 PA USD 1995918.54000000 0.048041172262 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DR8 1035000.00000000 PA USD 909400.02000000 0.021888991028 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AN6 220000.00000000 PA USD 196298.61000000 0.004724849811 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N Pretium Mortgage Credit Partne N/A 74143YAA6 3277894.75000000 PA USD 3281162.81000000 0.078976623853 Long ABS-MBS CORP US N 2 2069-09-25 Variable 3.85000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1363000.00000000 NC USD 1.61000000 0.000000038752 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A ZAR N/A USD 2026-01-08 1363000.00000000 USD 15.50000000 USD 2026-01-08 XXXX 0.77000000 N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AL9 1105000.00000000 PA USD 1003599.64000000 0.024156348178 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAL6 1620000.00000000 PA USD 1599989.62000000 0.038511279599 Long DBT CORP US N 2 2031-01-31 Fixed 5.12500000 N N N N N VENATOR FINANCE SARL 2221000BJZTBBAJL7429 000000000 233275.73000000 PA USD 4665.51000000 0.000112297453 Long LON CORP LU N 3 2028-10-12 Floating 11.66080000 N N Y N N N FALABELLA SA 5493004CKJQ7H391LM41 30607FAA8 1075000.00000000 PA USD 962125.00000000 0.023158065790 Long DBT CORP CL N 2 2032-01-15 Fixed 3.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 1800000.00000000 PA USD 1468627.21000000 0.035349425024 Long DBT CORP US N 2 2052-03-15 Fixed 4.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NS6 1965000.00000000 PA USD 1982020.19000000 0.047706643065 Long DBT CORP US N 2 2028-05-24 Fixed 4.65800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179U6V9 1265319.40000000 PA USD 1167050.06000000 0.028090551717 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.50000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAG9 750000.00000000 PA USD 753047.10000000 0.018125622227 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.24000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 1235000.00000000 PA USD 1141494.32000000 0.027475432571 Long DBT CORP US Y 2 2046-02-01 Fixed 4.90000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 1.69000000 PA USD 0.01000000 0.000000000240 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000000 Y N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178CVF7 8530.49000000 PA USD 7955.73000000 0.000191492081 Long ABS-MBS USGA US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LSK41 46903.64000000 PA USD 45847.26000000 0.001103530064 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 195000.00000000 PA USD 206489.82000000 0.004970149239 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Bridgecrest Lending Auto Secur N/A 10806EAF1 2250000.00000000 PA USD 2270445.98000000 0.054648967004 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.23000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FPYT0 88027.27000000 PA USD 79699.77000000 0.001918350024 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust 254900XDQGDYHMUKZJ77 891949BU2 1788416.65000000 PA USD 1795857.18000000 0.043225754164 Long ABS-MBS CORP US N 2 2065-08-25 Variable 5.27800000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 1235000.00000000 PA USD 1217004.07000000 0.029292930046 Long DBT CORP US N 2 2028-09-15 Fixed 8.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BC0 800000.00000000 PA USD 836742.08000000 0.020140135781 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N Preston Ridge Partners Mortgag N/A 74449DAA3 342005.61000000 PA USD 342652.31000000 0.008247540328 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.25500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 615000.00000000 PA USD 372338.51000000 0.008962078431 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DE6 420000.00000000 PA USD 445420.58000000 0.010721142363 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AC4M9 447666.73000000 PA USD 464451.56000000 0.011179212454 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.00000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 300000.00000000 PA USD 328032.00000000 0.007895633766 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 263290.56000000 PA USD 240873.01000000 0.005797742510 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383YAV4 1856039.13000000 PA USD 32980.52000000 0.000793831416 Long ABS-MBS USGA US N 2 2052-08-20 Floating 0.01000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 1380000.00000000 PA USD 1480257.00000000 0.035629350649 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VX21 867365.88000000 PA USD 799852.31000000 0.019252209866 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N ICITII 6.0 31JAN33 144A N/A 000000000 19090.62400000 PA USD 8271.97000000 0.000199103885 Long DBT CORP US N 3 2033-01-31 Fixed 6.00000000 N N N N N N EASTERN ENERGY GAS 549300BFOD6TDMVV4O24 27636AAC6 405000.00000000 PA USD 419318.36000000 0.010092869604 Long DBT CORP US N 2 2055-01-15 Fixed 6.20000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768HAW6 252000.00000000 PA USD 247556.46000000 0.005958611186 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.07100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AGCY3 81221.33000000 PA USD 67111.12000000 0.001615344921 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 1245000.00000000 PA USD 869933.89000000 0.020939052886 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 1247000.00000000 PA USD 1210076.33000000 0.029126181382 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N Towd Point Mortgage Trust N/A 89175MAA1 494518.14000000 PA USD 487244.87000000 0.011727840723 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N Progress Residential Trust N/A 74333TAA7 3623651.21000000 PA USD 3567532.09000000 0.085869448202 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.51000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDE3 3340442.51000000 PA USD 3279452.61000000 0.078935459842 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCF0 410000.00000000 PA USD 405707.96000000 0.009765271279 Long DBT CORP US N 2 2054-06-15 Fixed 5.80000000 N N N N N N Towd Point Mortgage Trust N/A 89183QAA2 1419901.13000000 PA USD 1422105.53000000 0.034229661868 Long ABS-MBS CORP US N 2 2064-09-25 Variable 5.16700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QS3T6 1070180.09000000 PA USD 1095955.02000000 0.026379315013 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG4T1 1220586.00000000 PA USD 1001861.43000000 0.024114509974 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 221000.00000000 PA USD 221078.59000000 0.005321296642 Long DBT CORP US N 2 2032-03-15 Fixed 5.25000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CLJ8 10333.67000000 PA USD 10868.62000000 0.000261604486 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKVC6 383541.95000000 PA USD 381255.71000000 0.009176712813 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQ52 318111.41000000 PA USD 317788.02000000 0.007649064180 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AF5 3800000.00000000 PA USD 3893755.88000000 0.093721558885 Long DBT CORP GB N 2 2028-09-30 Fixed 5.51600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179U6T4 1689309.05000000 PA USD 1467018.55000000 0.035310705051 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M53F5 483.98000000 PA USD 506.61000000 0.000012193953 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GSSE0 79641.68000000 PA USD 76467.02000000 0.001840538682 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNWJ7 4822201.68000000 PA USD 3937469.64000000 0.094773736232 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FGY7 493929.30000000 PA USD 500945.46000000 0.012057609895 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RR1 1882626.60000000 PA USD 1418809.18000000 0.034150319693 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383T2H5 2286298.77000000 PA USD 47707.28000000 0.001148300198 Long ABS-MBS USGA US N 2 2052-07-20 Floating 0.01000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCE3 535000.00000000 PA USD 557451.21000000 0.013417686679 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TV51 10773.03000000 PA USD 9994.74000000 0.000240570452 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X62B6 641068.56000000 PA USD 607249.99000000 0.014616328668 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411KGV9 62805.46000000 PA USD 65564.19000000 0.001578110771 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N DC Commercial Mortgage Trust N/A 24022FAA8 995000.00000000 PA USD 1007433.32000000 0.024248623728 Long ABS-MBS CORP US N 2 2040-04-13 Variable 5.72700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128L4TF1 2331.15000000 PA USD 2451.68000000 0.000059011216 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPH0 3679873.84000000 PA USD 3732146.71000000 0.089831673692 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 2290395.87000000 PA USD 1951210.37000000 0.046965059758 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N DLLMT LLC N/A 23347AAG6 410000.00000000 PA USD 417697.50000000 0.010053855980 Long ABS-O CORP US Y 2 2032-04-20 Fixed 4.98000000 N N N N N N CoreVest American Finance Ltd N/A 21873CAA1 108446.72000000 PA USD 107410.70000000 0.002585343959 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.35800000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAH3 224000.00000000 PA USD 203468.16000000 0.004897418771 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 1500000.00000000 PA USD 1429312.24000000 0.034403125258 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 335000.00000000 PA USD 269011.88000000 0.006475036835 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 1190000.00000000 PA USD 890601.51000000 0.021436516421 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DD7 1875000.00000000 PA USD 1901273.51000000 0.045763094224 Long DBT CORP US N 2 2032-10-15 Fixed 4.55000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 225000.00000000 PA USD 231632.31000000 0.005575321579 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMB8 3032188.70000000 PA USD 2612032.41000000 0.062870851915 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MANUF & TRADERS TRUST CO WWB2V0FCW3A0EE3ZJN75 55279HAW0 1000000.00000000 PA USD 1013722.68000000 0.024400006773 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N YMCA OF GREATER NY N/A 98425BAV8 350000.00000000 PA USD 345185.91000000 0.008308523335 Long DBT CORP US N 2 2026-08-01 Fixed 2.30300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKP2 371387.82000000 PA USD 317221.86000000 0.007635436875 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBB2 1240000.00000000 PA USD 1221918.67000000 0.029411223023 Long DBT CORP US N 2 2075-11-15 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BG3F4 4146915.05000000 PA USD 3808747.40000000 0.091675429772 Long ABS-MBS USGSE US N 2 2045-01-15 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BEWS9 4561016.86000000 PA USD 264885.62000000 0.006375718971 Long ABS-MBS USGSE US N 2 2032-02-25 Variable 2.07501300 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 685000.00000000 PA USD 685311.28000000 0.016495240960 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2S5 560089.16000000 PA USD 479313.64000000 0.011536938349 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Banc of America Merrill Lynch N/A 05494BAA5 4000000.00000000 PA USD 3915244.80000000 0.094238790870 Long ABS-MBS CORP US N 2 2052-09-27 Variable 1.95421900 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBE5 250000.00000000 PA USD 233053.15000000 0.005609520780 Long DBT CORP US N 2 2053-05-15 Fixed 5.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQQ1 674546.65000000 PA USD 648203.03000000 0.015602056296 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSS6 1795296.55000000 PA USD 1709452.83000000 0.041146026871 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KK3X5 127426.40000000 PA USD 109881.66000000 0.002644819240 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36196FZH0 112201.38000000 PA USD 103144.62000000 0.002482660668 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80286YAE2 500000.00000000 PA USD 510858.40000000 0.012296211445 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 1184000.00000000 PA USD 1103248.02000000 0.026554855378 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAC0 105000.00000000 PA USD 106817.89000000 0.002571075197 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NP4J6 332597.54000000 PA USD 325500.85000000 0.007834709730 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LRBW7 197396.06000000 PA USD 183469.86000000 0.004416065572 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 11790000.00000000 PA USD 10837589.06000000 0.260857581360 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DB2 535000.00000000 PA USD 559935.33000000 0.013477478717 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7BF9 432358.40000000 PA USD 8752.06000000 0.000210659510 Long ABS-MBS USGSE US N 2 2052-05-25 Floating 0.01000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GU1 694000.00000000 PA USD 629921.79000000 0.015162032226 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAN6 1965000.00000000 PA USD 2020688.65000000 0.048637381524 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 460000.00000000 PA USD 453615.84000000 0.010918399861 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMC6 2803887.95000000 PA USD 2527340.68000000 0.060832346881 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 12370000.00000000 PA USD 8769170.31000000 0.211071350365 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N YMCA OF GREATER NY N/A 98425BAW6 355000.00000000 PA USD 350707.61000000 0.008441429030 Long DBT CORP US N 2 2026-08-01 Fixed 2.30300000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAF0 1265000.00000000 PA USD 1301927.35000000 0.031337008420 Long DBT CORP US N 2 2027-11-15 Fixed 5.65000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7UE3 427935.75000000 PA USD 424767.49000000 0.010224028561 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPF5 139434.75000000 PA USD 134796.79000000 0.003244519091 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBPX0 16497.90000000 PA USD 16385.95000000 0.000394404997 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCM3 1709281.19000000 PA USD 1319873.24000000 0.031768960714 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 1.50000000 N N N N N N RITE AID CORP 529900W353T1JY1DKT44 767754CS1 183118.58114700 PA USD 0.18000000 0.000000004332 Long DBT CORP US N 3 2031-08-30 Variable 15.00000000 Y N Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFFX2 942609.54000000 PA USD 836576.83000000 0.020136158262 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N CBAMR Ltd 25490038OT2B8HTRW786 12516LAG0 2750000.00000000 PA USD 2754247.65000000 0.066293930916 Long ABS-CBDO CORP KY N 2 2038-10-17 Floating 5.81225000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5JU4 221062.11000000 PA USD 209164.46000000 0.005034527037 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAD1 100000.00000000 PA USD 87113.53000000 0.002096797047 Long ABS-O CORP US N 2 2062-04-20 Fixed 3.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACSZ4 1372793.52000000 PA USD 1293634.36000000 0.031137398589 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EF2 910000.00000000 PA USD 937391.41000000 0.022562735553 Long DBT CORP US N 2 2031-04-25 Fixed 5.01600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411XZE8 5088.88000000 PA USD 5366.24000000 0.000129163818 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -684000.00000000 NC USD -4274.72000000 -0.00010289125 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-21 -684000.00000000 USD 43.75000000 USD 2026-01-21 XXXX 2021.50000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BALN2 2808880.86000000 PA USD 447431.13000000 0.010769535710 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 3.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 654000.00000000 PA USD 659155.43000000 0.015865677343 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374CSR8 2801117.42000000 PA USD 2590246.50000000 0.062346471468 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAU8 990000.00000000 PA USD 1007836.99000000 0.024258339946 Long DBT CORP US N 2 2035-03-15 Fixed 5.05000000 N N N N N N Hyundai Auto Lease Securitizat N/A 448988AF2 1485000.00000000 PA USD 1493408.07000000 0.035945893036 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.35000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 175000.00000000 PA USD 155509.58000000 0.003743069855 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWL6 488109.64000000 PA USD 509001.07000000 0.012251506058 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 1963462.40000000 PA USD 1431333.41000000 0.034451774226 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759BK5 1190000.00000000 PA USD 1231396.57000000 0.029639353288 Long DBT CORP US N 2 2034-11-15 Fixed 5.20000000 N N N N N N GLS Auto Receivables Trust N/A 36271KAL5 3400000.00000000 PA USD 3447673.10000000 0.082984477563 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.61000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DD1 2180000.00000000 PA USD 2185438.00000000 0.052602849926 Long DBT CORP US N 2 2032-10-07 Fixed 4.47300000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 350000.00000000 PA USD 260333.37000000 0.006266147652 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 335000.00000000 PA USD 338973.00000000 0.008158980418 Long DBT CORP US N 2 2030-10-18 Fixed 4.65400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RBX6 32848.20000000 PA USD 30648.69000000 0.000737704954 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38385BGR5 8793790.90000000 PA USD 8223883.78000000 0.197946463956 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.00000000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 550241AH6 722.00000000 PA USD 719.14000000 0.000017309488 Long DBT CORP US N 2 2030-04-15 Fixed 4.12500000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 1390000.00000000 PA USD 1436570.32000000 0.034577825109 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Nelnet Student Loan Trust N/A 64035GAC3 1400000.00000000 PA USD 1230318.04000000 0.029613393388 Long ABS-O CORP US N 2 2062-04-20 Fixed 2.53000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 480000.00000000 PA USD 522323.47000000 0.012572172308 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LWEP8 874438.74000000 PA USD 812198.13000000 0.019549370123 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7M51 129467.94000000 PA USD 125375.37000000 0.003017748283 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMSG1 1390189.90000000 PA USD 1255179.36000000 0.030211798049 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 735000.00000000 PA USD 731723.23000000 0.017612362947 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCJ2 1475000.00000000 PA USD 1463444.08000000 0.035224668609 Long DBT CORP US N 2 2035-09-15 Fixed 4.95000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BS1 489000.00000000 PA USD 361370.74000000 0.008698087433 Long DBT CORP US N 2 2040-10-01 Fixed 2.60000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 79000.00000000 PA USD 67508.65000000 0.001624913351 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KXEU1 135.69000000 PA USD 140.99000000 0.000003393587 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Aqua Finance Trust N/A 03842VAB3 4810000.00000000 PA USD 4489156.17000000 0.108052668759 Long ABS-O CORP US Y 2 2046-07-17 Fixed 2.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6P69 19196.38000000 PA USD 20303.10000000 0.000488689645 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8J38 751827.08000000 PA USD 695571.78000000 0.016742208178 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Greensky Home Improvement Issu N/A 39571WAC0 1400000.00000000 PA USD 1403251.92000000 0.033775861020 Long ABS-O CORP US N 2 2060-12-27 Fixed 4.52000000 N N N N N N BOOTS GROUP FINCO LP 254900YVLYOVF1PF1N93 000000000 175000.00000000 PA 243682.74000000 0.005865371885 Long DBT CORP US N 2 2032-08-31 Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGE8 179595.32000000 PA USD 169507.32000000 0.004079991340 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC93 1363000.00000000 PA USD 1407321.27000000 0.033873809078 Long DBT CORP US N 2 2031-04-23 Fixed 5.21800000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HY6 1410000.00000000 PA USD 1049677.21000000 0.025265421736 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1325000.00000000 PA USD 1312822.38000000 0.031599248588 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9UB9 2499554.08000000 PA USD 1928628.18000000 0.046421513086 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N ROCC Trust N/A 74970WAA8 1450000.00000000 PA USD 1489697.96000000 0.035856591779 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38834000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCK7 644071.49000000 PA USD 571952.27000000 0.013766722928 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBD7 1314000.00000000 PA USD 955901.23000000 0.023008261477 Long DBT CORP US N 2 2062-03-15 Fixed 4.02500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7AX4 116052.69000000 PA USD 121160.12000000 0.002916288455 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N MNK Common Stock N/A 000000000 145.00000000 NS USD 14329.63000000 0.000344909979 Long EC CORP US N 2 N N N GOHL CAPITAL LTD 254900TF7OK6KSDZA888 000000000 208000.00000000 PA USD 206180.00000000 0.004962691962 Long DBT CORP IM N 2 2027-01-24 Fixed 4.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD43 1960000.00000000 PA USD 1946087.07000000 0.046841743434 Long DBT CORP US N 2 2036-10-21 Fixed 4.93900000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFK5 835000.00000000 PA USD 614185.57000000 0.014783266039 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ABWK4 659729.16000000 PA USD 589774.63000000 0.014195701892 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 869000.00000000 PA USD 574238.40000000 0.013821749405 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XRLD9 330592.83000000 PA USD 329514.71000000 0.007931322160 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N SLG Office Trust N/A 78449RAA3 500000.00000000 PA USD 447001.60000000 0.010759197049 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDU3 135000.00000000 PA USD 100176.45000000 0.002411217689 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N AMSR Trust N/A 00179UAD0 1930000.00000000 PA USD 1857210.63000000 0.044702513662 Long ABS-O CORP US N 2 2041-11-17 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSHS3 451120.36000000 PA USD 469317.54000000 0.011296335162 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N BANK OF NEW ZEALAND N7LGVZM7X4UQ66T7LT74 06407EAE5 2085000.00000000 PA USD 2048960.36000000 0.049317873269 Long DBT CORP NZ N 2 2027-01-27 Fixed 2.28500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVV7 19086379.42000000 PA USD 17186582.67000000 0.413675990326 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADM4 590000.00000000 PA USD 579879.65000000 0.013957532634 Long DBT CORP US N 2 2035-01-15 Fixed 4.70000000 N N N N N N FREEDOM MORTGAGE HOLD 254900ROJ91RGM43S156 35641AAC2 170000.00000000 PA USD 179348.51000000 0.004316865889 Long DBT CORP US Y 2 2032-04-01 Fixed 8.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WNF1 2496243.00000000 PA USD 2245866.83000000 0.054057354093 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BA5 775000.00000000 PA USD 788753.31000000 0.018985060200 Long DBT CORP AU N 2 2033-02-28 Fixed 4.90000000 N N N N N Barclays Commercial Mortgage S N/A 05551VBK8 22001170.26000000 PA USD 1061602.67000000 0.025552464051 Long ABS-MBS CORP US N 2 2054-07-15 Variable 1.20677000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112CG6 780000.00000000 PA USD 820278.71000000 0.019743867307 Long DBT CORP US N 2 2032-11-01 Fixed 5.65000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222AU9 995000.00000000 PA USD 980104.85000000 0.023590835492 Long DBT CORP US N 2 2036-01-15 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WVVC5 4170040.34000000 PA USD 3407512.68000000 0.082017828064 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.10000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325YRN0 3366562.20000000 PA USD 454031.01000000 0.010928392881 Long ABS-MBS USGSE US N 2 2052-06-15 Fixed 2.00000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DH4 690000.00000000 PA USD 725926.13000000 0.017472828455 Long DBT CORP US N 2 2034-08-15 Fixed 5.70000000 N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAF3 1550000.00000000 PA USD 1468640.17000000 0.035349736967 Long DBT CORP US N 2 2054-10-01 Fixed 5.69500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NWNU5 10912000.00000000 PA USD 10755985.90000000 0.258893417298 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.05000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 1850000.00000000 PA USD 1924620.12000000 0.046325040261 Long DBT CORP CA N 2 2034-04-05 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6A7 1357871.18000000 PA USD 1205645.42000000 0.029019530681 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 1257000.00000000 PA USD 1196540.81000000 0.028800385396 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06405LAH4 250000.00000000 PA USD 254111.50000000 0.006116389071 Long DBT CORP US N 2 2029-04-20 Fixed 4.72900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLHH2 1233048.93000000 PA USD 1055225.32000000 0.025398963112 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WNG9 526355.97000000 PA USD 483529.94000000 0.011638423450 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDV1 511000.00000000 PA USD 366955.37000000 0.008832507835 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XHY5 3257284.08000000 PA USD 3196301.66000000 0.076934040930 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 3050000.00000000 PA USD 2785992.00000000 0.067058008085 Long DBT NUSS RO N 2 2032-03-27 Fixed 3.62500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 2136000.00000000 PA 2324043.65000000 0.055939047158 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 2006400.00000000 PA USD 1786338.25000000 0.042996636318 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.79100000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 708000.00000000 PA USD 782908.20000000 0.018844370122 Long DBT CORP US N 2 2037-10-15 Fixed 6.85000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AF0 160000.00000000 PA USD 166139.20000000 0.003998921682 Long DBT CORP AU N 2 2031-04-01 Fixed 7.00000000 N N N N N N Deephaven Residential Mortgage N/A 24381WAA6 4344477.45000000 PA USD 3895939.70000000 0.093774122790 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.89900000 N N N N N N PPM CLO LTD 549300NI5BL19ELU5U14 69355DAA5 50198.24000000 PA USD 50197.40000000 0.001208236655 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.31615000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LBZA4 875251.00000000 PA USD 768725.42000000 0.018502994778 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 2.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DC4 470000.00000000 PA USD 475151.57000000 0.011436758548 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADL6 1780000.00000000 PA USD 1783374.45000000 0.042925298524 Long DBT CORP US N 2 2029-10-01 Fixed 4.20000000 N N N N N N AMSR Trust N/A 00179UAE8 3439000.00000000 PA USD 3291979.65000000 0.079236982010 Long ABS-O CORP US N 2 2041-11-17 Fixed 4.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUZV8 36039.58000000 PA USD 35134.52000000 0.000845677563 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BP8 240000.00000000 PA USD 197218.07000000 0.004746980943 Long DBT CORP US N 2 2041-11-15 Fixed 3.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 12437000.00000000 PA USD 9349126.09000000 0.225030715426 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052417 6470000.00000000 PA USD 6632835.15000000 0.159650391356 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVW5 168675.22000000 PA USD 155223.86000000 0.003736192659 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179N2J6 639385.55000000 PA USD 600166.87000000 0.014445840053 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 1455000.00000000 PA USD 1472892.43000000 0.035452087615 Long DBT CORP FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N Credit Suisse Mortgage Trust N/A 12663TAA7 781067.19000000 PA USD 751823.64000000 0.018096173904 Long ABS-MBS CORP US N 2 2062-04-25 Variable 3.90435000 N N N N N N ROCC Trust N/A 74970WAG5 1390000.00000000 PA USD 1456443.11000000 0.035056157320 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 7.10914000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 32000.00000000 PA USD 30395.69000000 0.000731615318 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DF9 470000.00000000 PA USD 475778.13000000 0.011451839663 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMC60 3566320.19000000 PA USD 3619883.79000000 0.087129538224 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBJ4 1760000.00000000 PA USD 1794134.79000000 0.043184296743 Long DBT CORP US N 2 2030-01-15 Fixed 4.70000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAE7 895000.00000000 PA USD 882045.77000000 0.021230582275 Long DBT CORP GB N 2 2030-07-18 Fixed 3.96000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CZ1 1640000.00000000 PA USD 1668476.34000000 0.040159734808 Long DBT CORP US N 2 2036-01-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5Y7 6697.34000000 PA USD 7082.48000000 0.000170473210 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 650000.00000000 PA USD 677249.65000000 0.016301199897 Long DBT CORP US N 2 2030-04-18 Fixed 5.65600000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 1237000.00000000 PA USD 1102578.75000000 0.026538746246 Long DBT CORP US N 2 2031-03-15 Fixed 2.25000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CM2 1460000.00000000 PA USD 1475289.85000000 0.035509792809 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSQF1 587963.91000000 PA USD 611590.26000000 0.014720797690 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJED1 234275.39000000 PA USD 227670.37000000 0.005479958848 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 716293.45000000 PA USD 719637.32000000 0.017321458648 Long ABS-O CORP US N 2 2035-05-15 Fixed 5.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 410000.00000000 PA USD 431488.72000000 0.010385806590 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZA3 57441.58000000 PA USD 57480.24000000 0.001383532471 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.50000000 N N N N N N BRAVO Residential Funding Trus 254900UJENIYH5UEYD42 10570NAA6 642724.25000000 PA USD 651218.94000000 0.015674648363 Long ABS-MBS CORP US N 2 2054-04-25 Variable 6.37700000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -58384.02000000 -0.00140528619 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2366626827.00000000 CLP 2572644.17000000 USD 2026-03-18 -58384.02000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NR6X9 411531.45000000 PA USD 402282.98000000 0.009682833017 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N MONONGAHELA POWER CO N/A 609935AA9 200000.00000000 PA USD 211725.49000000 0.005096170276 Long DBT CORP US N 2 2034-02-15 Fixed 5.85000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 150000.00000000 PA USD 157512.00000000 0.003791267516 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBZ3 130000.00000000 PA USD 98171.07000000 0.002362948782 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9DQ4 448596.45000000 PA USD 424072.58000000 0.010207302281 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECR4 800000.00000000 PA USD 830839.28000000 0.019998057121 Long DBT CORP GB N 2 2030-03-12 Fixed 5.69000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AQ4 1972800.00000000 PA USD 1867001.10000000 0.044938167395 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.49300000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAP3 915000.00000000 PA USD 846615.34000000 0.020377782245 Long DBT CORP US N 2 2032-03-01 Fixed 3.37500000 N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 4590000.00000000 PA USD 4859278.90000000 0.116961414018 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMKC8 2193620.68000000 PA USD 2224752.22000000 0.053549131640 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 430000.00000000 PA USD 384465.32000000 0.009253967181 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 245000.00000000 PA USD 255691.33000000 0.006154415114 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N DT Auto Owner Trust N/A 23346CAG3 2000000.00000000 PA USD 2038288.80000000 0.049061011959 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.62000000 N N N N N N Rad CLO 12 Ltd N/A 75009PAJ6 2545000.00000000 PA USD 2554292.56000000 0.061481070706 Long ABS-CBDO CORP KY N 2 2040-07-30 Floating 5.15833000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKN87 583180.37000000 PA USD 499802.23000000 0.012030092685 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CS1 500000.00000000 PA USD 499407.39000000 0.012020589002 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 151000.00000000 PA USD 127160.63000000 0.003060718966 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N GoldenTree Loan Management US 549300CQMHYJ3DLMP206 38138JAN3 4500000.00000000 PA USD 4513678.20000000 0.108642906810 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.38444000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YMY29 12601.98000000 PA USD 11451.49000000 0.000275633996 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBG0 170000.00000000 PA USD 163909.78000000 0.003945260199 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N SILVER ROCK CLO LTD N/A 82811RBC0 9000000.00000000 PA USD 9026850.60000000 0.217273639163 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.73444000 N N N N N N New Residential Mortgage Loan N/A 64830DAB9 89232.51000000 PA USD 87879.14000000 0.002115225054 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 11615000.00000000 PA USD 10524278.91000000 0.253316298194 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBH0 835000.00000000 PA USD 828532.26000000 0.019942527828 Long DBT CORP NL N 2 2035-09-30 Fixed 5.00000000 N N N N N N Golub Capital Partners CLO, LT 2549006E2S3MDN9M6Q69 38180PAA4 10000000.00000000 PA USD 10038470.00000000 0.241623020605 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.22444000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 11101600.00000000 PA USD 7915093.88000000 0.190513981878 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AJ9 1052000.00000000 PA USD 1008646.41000000 0.024277822447 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Preston Ridge Partners Mortgag N/A 69392RAA9 691542.41000000 PA USD 692098.20000000 0.016658600129 Long ABS-MBS CORP US N 2 2030-07-25 Variable 5.72900000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 200000.00000000 PA 250381.71000000 0.006026614122 Long DBT CORP GB N 2 2030-05-14 Fixed 8.12500000 N N N N N N Oportun Funding LLC N/A 68379HAB8 3980000.00000000 PA USD 3992599.88000000 0.096100704895 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GEB41 60667.20000000 PA USD 60724.38000000 0.001461617967 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDD8 2604.28000000 PA USD 2719.50000000 0.000065457565 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N ROCC Trust N/A 74970WAE0 4425000.00000000 PA USD 4601038.89000000 0.110745652925 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 6.47127000 N N N N N N PG&E WILDFIRE RECOVERY N/A 693342AK3 1800000.00000000 PA USD 1678411.92000000 0.040398881296 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECS2 1500000.00000000 PA USD 1573737.60000000 0.037879401198 Long DBT CORP GB N 2 2055-03-12 Fixed 6.03600000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GK3 932000.00000000 PA USD 708094.39000000 0.017043623718 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNF73 2547737.07000000 PA USD 2095511.09000000 0.050438335650 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBH8 865000.00000000 PA USD 835535.73000000 0.020111099291 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB89 110990.96000000 PA USD 103404.80000000 0.002488923124 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBX9 1090000.00000000 PA USD 1150153.94000000 0.027683867077 Long DBT CORP FR N 2 2035-01-19 Fixed 6.06600000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 310000.00000000 PA USD 282742.53000000 0.006805529543 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Trinity Square PLC 635400LWFWL9KRF4UY56 000000000 5200000.00000000 PA 6126232.05000000 0.147456603730 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.28600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QUZX4 35526.37000000 PA USD 34605.88000000 0.000832953354 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KJZU9 203598.43000000 PA USD 214944.60000000 0.005173653307 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Progress Residential Trust N/A 74333XAJ9 2500000.00000000 PA USD 2385408.75000000 0.057416087068 Long ABS-O CORP US N 2 2039-01-17 Fixed 3.37800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H6X7 26241.95000000 PA USD 24488.92000000 0.000589441102 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAG1 1250000.00000000 PA USD 1290102.11000000 0.031052378371 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5G25 120727.84000000 PA USD 113919.64000000 0.002742012231 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081EW9 597000.00000000 PA USD 563409.08000000 0.013561090858 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J55S4 100638.59000000 PA USD 100784.95000000 0.002425864105 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.50000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAF3 480000.00000000 PA USD 319802.13000000 0.007697543215 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AE5 505000.00000000 PA USD 419606.39000000 0.010099802401 Long DBT CORP US N 2 2044-04-01 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGY6 565698.95000000 PA USD 583449.80000000 0.014043465094 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CZ0 526000.00000000 PA USD 535900.16000000 0.012898959244 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N FREMF Mortgage Trust N/A 30312WAG4 5168000.00000000 PA USD 4934979.01000000 0.118783493403 Long ABS-MBS USGSE US N 2 2051-12-25 Variable 3.53059100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 657395.99000000 PA USD 536016.73000000 0.012901765049 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EM7 685000.00000000 PA USD 677121.65000000 0.016298118975 Long DBT CORP US N 2 2036-10-24 Fixed 4.80400000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AD6 1030000.00000000 PA USD 803456.45000000 0.019338960456 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N ROCC Trust N/A 74970WAJ9 275000.00000000 PA USD 292621.70000000 0.007043318259 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 8.81906000 N N N N N N Ocwen Loan Investment Trust N/A 68278FAA6 860000.00000000 PA USD 839516.69000000 0.020206919828 Long ABS-MBS CORP US N 2 2038-11-25 Variable 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKYE4 593027.82000000 PA USD 511196.10000000 0.012304339785 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Polen Capital CLO Ltd N/A 73110MAC9 8750000.00000000 PA USD 8777308.75000000 0.211267240223 Long ABS-CBDO CORP KY N 2 2038-03-06 Floating 5.20444000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 1140000.00000000 PA USD 1173839.30000000 0.028253966727 Long DBT CORP GB N 2 2030-11-19 Fixed 5.28600000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 15000.00000000 PA USD 14374.51000000 0.000345990228 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 288000.00000000 PA USD 102833.91000000 0.002475181970 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297G6W6 1574.96000000 PA USD 1646.20000000 0.000039623549 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Woodward Capital Management N/A 74942AAA1 612783.82000000 PA USD 621885.38000000 0.014968598201 Long ABS-MBS CORP US N 2 2044-05-25 Variable 6.59100000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 1200000.00000000 PA USD 1245283.14000000 0.029973598944 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AD2 48000.00000000 PA USD 41300.86000000 0.000994099553 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 4250000.00000000 PA USD 4201757.13000000 0.101135058390 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N WILLIS NORTH AMERICA INC 5493004KVU1HWZCP0C66 970648AL5 1965000.00000000 PA USD 1980135.15000000 0.047661270706 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAZ0 1800000.00000000 PA USD 1790676.48000000 0.043101056239 Long DBT CORP US N 2 2045-11-15 Fixed 5.35000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 2830000.00000000 PA USD 2171799.78000000 0.052274581982 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8QX8 830982.84000000 PA USD 682711.81000000 0.016432672482 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N APTARGROUP INC VNPEQDQFAA7IY1T2PX43 038336AA1 3450000.00000000 PA USD 3222586.70000000 0.077566714112 Long DBT CORP US N 2 2032-03-15 Fixed 3.60000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECU7 948000.00000000 PA USD 963807.81000000 0.023198570532 Long DBT CORP GB N 2 2030-09-10 Fixed 4.94200000 N N N N N N Citibank Credit Card Issuance R8AG6FXVDQAMDKCSJJ64 17305EGS8 737000.00000000 PA USD 739870.91000000 0.017808475209 Long ABS-O CORP US N 2 2030-10-13 Fixed 3.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LA83 2342.92000000 PA USD 2477.96000000 0.000059643768 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9HE5 51979.67000000 PA USD 49778.98000000 0.001198165408 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N PLAINS ALL AMERICAN PIPE 5521FA2ITF25TVH63740 72650RBQ4 820000.00000000 PA USD 854101.98000000 0.020557983468 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3618JLGG8 1482118.35000000 PA USD 1565757.28000000 0.037687317243 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 6.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 12652XAA1 160000.00000000 PA USD 152306.38000000 0.003665969773 Long ABS-MBS CORP US Y 2 2039-11-13 Fixed 3.64630000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBZ4 3817000.00000000 PA USD 3860056.52000000 0.092910425201 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312928W75 3467.14000000 PA USD 3660.60000000 0.000088109565 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N JEFFERSON MILL CLO LTD 549300RV1TCF15DHXS87 47421MBJ1 388744.80000000 PA USD 388829.70000000 0.009359016524 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.11444000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAK2 650000.00000000 PA USD 651991.18000000 0.015693235953 Long DBT CORP US N 2 2045-03-15 Fixed 5.34100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4W9 211738.24000000 PA USD 163450.55000000 0.003934206668 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N Lugo Funding DAC N/A 000000000 2100000.00000000 PA 2448569.04000000 0.058936336673 Long ABS-MBS CORP IE N 2 2066-05-26 Floating 3.55900000 N N N N N N Sound Point CLO LTD 549300Q00FJ0WHHYC788 83608GAN6 59125.45000000 PA USD 59126.54000000 0.001423158428 Long ABS-CBDO CORP KY N 2 2031-01-26 Floating 5.18959000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBN5 395000.00000000 PA USD 380505.26000000 0.009158649702 Long DBT CORP US N 2 2065-01-15 Fixed 5.65000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFC8 1003000.00000000 PA USD 968042.36000000 0.023300494905 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFSY6 1380538.30000000 PA USD 1175611.33000000 0.028296618968 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325YB31 2495554.77000000 PA USD 378635.75000000 0.009113651146 Long ABS-MBS USGSE US N 2 2052-03-15 Fixed 2.50000000 N N N N N N St Pauls CLO 635400LOBVY9OW2EI809 000000000 3569222.80000000 PA 4190966.81000000 0.100875338561 Long ABS-CBDO CORP IE N 2 2030-02-20 Floating 2.76100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHNE1 28012.31000000 PA USD 27813.55000000 0.000669463968 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BG9 145000.00000000 PA USD 159415.64000000 0.003837087570 Long DBT CORP US N 2 2035-04-25 Fixed 6.64500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 435000.00000000 PA 513001.24000000 0.012347788974 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 200000.00000000 PA USD 122981.07000000 0.002960118186 Long DBT CORP US Y 2 2030-12-01 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NHV0 2453.81000000 PA USD 2595.26000000 0.000062467144 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Cherry Securitization Trust N/A 16473RAA2 1350000.00000000 PA USD 1370561.58000000 0.032989014151 Long ABS-O CORP US N 2 2032-11-15 Fixed 6.13000000 N N N N N N Option One Mortgage Loan Trust N/A 68400XBS8 89790.15000000 PA USD 94350.75000000 0.002270994804 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.48621000 N N N N N N BX Trust N/A 05613GAG7 470000.00000000 PA USD 457602.20000000 0.011014350374 Long ABS-MBS CORP US Y 2 2041-08-13 Variable 7.71271000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJZR7 1095879.38000000 PA USD 929808.26000000 0.022380211363 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERLF5 528629.34000000 PA USD 482604.10000000 0.011616138754 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Imperial Fund LLC N/A 452761AA7 602949.36000000 PA USD 512576.05000000 0.012337554775 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.07300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177PMV4 4052.21000000 PA USD 3795.51000000 0.000091356809 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 175000.00000000 PA USD 175244.19000000 0.004218076114 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EK1 450000.00000000 PA USD 457975.79000000 0.011023342575 Long DBT CORP US N 2 2033-07-20 Fixed 4.91800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M7SW2 598095.49000000 PA USD 555518.28000000 0.013371161622 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VQ30 1342.49000000 PA USD 1380.55000000 0.000033229432 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 8510000.00000000 OU OTHER USD 6.78000000 0.000000163192 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Performance Leg 2026-05-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 8510000.00000000 USD 1.30300000 USD 2026-05-13 XXXX -6375.72000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNQ2 1980304.39000000 PA USD 1842536.61000000 0.044349314316 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1FP3 887064.41000000 PA USD 909610.71000000 0.021894062274 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3618JLGF0 1978199.52000000 PA USD 2091869.83000000 0.050350691593 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXYW6 557823.09000000 PA USD 565249.86000000 0.013605397891 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 000000000 300000.00000000 PA 354481.45000000 0.008532264249 Long LON CORP SE N 2 2032-11-03 Floating 4.27300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QSGT9 131930.28000000 PA USD 128986.59000000 0.003104669286 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBB6 152000.00000000 PA USD 154158.73000000 0.003710555293 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N Pretium Mortgage Credit Partne 2549001J36X6SUZ41Q96 740934AA2 2054577.54000000 PA USD 2059906.70000000 0.049581348454 Long ABS-O CORP US N 2 2055-07-25 Variable 5.65710000 N N N N N N Bain Capital Credit CLO, Limit 254900ZFJ59QPVWB0563 05685EAS9 3375000.00000000 PA USD 3374835.30000000 0.081231293138 Long ABS-CBDO CORP KY N 2 2039-01-21 Floating 5.27971000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410PCR2 7271.13000000 PA USD 7528.63000000 0.000181211909 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 950000.00000000 PA USD 952576.50000000 0.022928236204 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAH3 546000.00000000 PA USD 543479.89000000 0.013081401115 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBNR7 439355.69000000 PA USD 409601.13000000 0.009858978736 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 3.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB34 1040000.00000000 PA USD 967200.00000000 0.023280219548 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BZ5 925000.00000000 PA USD 972014.78000000 0.023396109886 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N MASSACHUSETTS ST SPL OBLG REVE 5493001N1YCXNI1O7K10 576004HG3 241338.85550000 PA USD 240762.83000000 0.005795090510 Long DBT MUN US N 2 2031-07-15 Fixed 4.11000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 1500000.00000000 PA USD 1558241.72000000 0.037506419924 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N MID-ATLANTIC INTERSTATE N/A 59524QAA3 121000.00000000 PA USD 121095.55000000 0.002914734274 Long DBT CORP US N 2 2028-05-15 Fixed 4.10000000 N N N N N N Onslow Bay Financial LLC N/A 67112FAD2 62050.60000000 PA USD 60837.10000000 0.001464331104 Long ABS-MBS CORP US N 2 2057-06-25 Floating 4.49621000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 550000.00000000 PA USD 201849.98000000 0.004858469654 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AC0 400000.00000000 PA USD 420769.96000000 0.010127809189 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.87500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBE2 1520000.00000000 PA USD 1504354.94000000 0.036209380977 Long DBT CORP GB N 2 2036-11-04 Fixed 4.94300000 N N N N N N NEW YORK ST DORM AUTH ST PERSO 549300C8XO7EXTX2XU71 6499022F9 100000.00000000 PA USD 101220.45000000 0.002436346462 Long DBT MUN US N 2 2040-03-15 Fixed 5.38900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KVW5 146897.10000000 PA USD 151081.39000000 0.003636484624 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.00000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBM0 2000000.00000000 PA USD 2087414.20000000 0.050243445889 Long DBT CORP JP N 2 2028-07-12 Fixed 6.07000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 2200000.00000000 PA USD 2006318.60000000 0.048291498647 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAC0 1066000.00000000 PA USD 1074836.39000000 0.025870995800 Long DBT CORP BM N 2 2030-09-15 Fixed 5.00000000 N N N N N N BALTIMORE GAS & ELECTRIC 88V8C2WYSOD1SPSSLH72 059165ET3 535000.00000000 PA USD 554959.87000000 0.013357720858 Long DBT CORP US N 2 2035-06-01 Fixed 5.45000000 N N N N N N CORNERSTONE CHEM CO N/A 000000000 16552.00000000 NS USD 82760.00000000 0.001992008860 Long EC CORP US Y 3 N N N Elmwood CLO III Ltd N/A 29002HAW9 6750000.00000000 PA USD 6776086.05000000 0.163098398389 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 5.26444000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEU6 1090000.00000000 PA USD 1110036.52000000 0.026718252576 Long DBT CORP US N 2 2029-01-24 Fixed 4.91500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GQP5 1347.28000000 PA USD 1418.66000000 0.000034146728 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1337.00000000 NC USD -272475.78000000 -0.00655841189 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-31 146412846.31000000 USD -272475.78000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 4255000.00000000 OU OTHER USD 3.42000000 0.000000082318 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Performance Leg 2026-05-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 4255000.00000000 USD 1.30300000 USD 2026-05-13 XXXX -3081.46000000 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LB5 520000.00000000 PA USD 533957.85000000 0.012852208413 Long DBT CORP US N 2 2035-03-15 Fixed 5.20000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DE1 350000.00000000 PA USD 382191.88000000 0.009199246149 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 1040000.00000000 PA USD 938026.64000000 0.022578025353 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NY7D7 3000000.00000000 PA USD 3044200.08000000 0.073273000632 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.84000000 N N N N N N Cascade MH Asset Trust N/A 14731VAA6 2656022.53000000 PA USD 2734308.26000000 0.065813995663 Long ABS-O CORP US N 2 2056-11-25 Variable 5.69500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JARS9 549929.64000000 PA USD 551633.02000000 0.013277644557 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 1720000.00000000 PA USD 1707247.63000000 0.041092948355 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZQ6 4850858.38000000 PA USD 4018655.45000000 0.096727854802 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M9MX2 895724.10000000 PA USD 799545.47000000 0.019244824318 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CH6 38000.00000000 PA USD 37865.29000000 0.000911406394 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 8778.75000000 0.000211301930 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -522603.13000000 USD 451692.00000000 EUR 2026-01-22 8778.75000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 4025000.00000000 PA USD 4069652.34000000 0.097955334947 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 97228.93000000 PA USD 96197.47000000 0.002315444811 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 1365000.00000000 PA USD 1433673.15000000 0.034508091080 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W0HD0 9309368.88000000 PA USD 8901670.75000000 0.214260596988 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKLE3 912289.05000000 PA USD 866453.56000000 0.020855282366 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAD5 1170000.00000000 PA USD 974602.55000000 0.023458396749 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Z6 2390000.00000000 PA USD 2455399.24000000 0.059100737578 Long DBT CORP FR N 2 2030-11-19 Fixed 5.28300000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAM2 5000000.00000000 PA USD 4554710.81000000 0.109630549665 Long DBT CORP US N 2 2030-07-01 Fixed 2.10000000 N N N N N Sierra Receivables Funding Co N/A 82653BAC7 1732633.57000000 PA USD 1743027.64000000 0.041954162673 Long ABS-O CORP US N 2 2041-08-20 Fixed 5.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4Q72 6324.04000000 PA USD 6286.99000000 0.000151326000 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -2726000.00000000 NC USD -34931.81000000 -0.00084079839 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A MXN N/A USD 2026-01-08 -2726000.00000000 USD 18.25000000 USD 2026-01-08 XXXX -18871.41000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 315000.00000000 PA USD 318010.92000000 0.007654429318 Long DBT CORP US N 2 2035-10-22 Fixed 4.94600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHCY1 583946.11000000 PA USD 521279.15000000 0.012547035833 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BN3 255000.00000000 PA USD 210375.00000000 0.005063664379 Long DBT NUSS PA N 2 2032-09-29 Fixed 2.25200000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRY8 1057000.00000000 PA USD 1054502.53000000 0.025381565769 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182CR33 21368.28000000 PA USD 19940.97000000 0.000479973283 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.50000000 N N N N N N AmeriCredit Automobile Receiva N/A 03067BAF6 1800000.00000000 PA USD 1828244.88000000 0.044005316578 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408CA48 3554.58000000 PA USD 3682.94000000 0.000088647282 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5GJ2 120626.68000000 PA USD 115011.33000000 0.002768288888 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 300000.00000000 PA USD 312991.50000000 0.007533613354 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 23291KAJ4 1150000.00000000 PA USD 941572.74000000 0.022663378937 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1363000.00000000 NC USD 377.84000000 0.000009094497 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A ZAR 2026-01-08 1363000.00000000 USD 17.07000000 USD 2026-01-08 XXXX -12805.49000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXER0 5000000.00000000 PA USD 5053895.70000000 0.121645783158 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.60000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AB9 635000.00000000 PA USD 664519.19000000 0.015994781469 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2785000.00000000 PA USD 2744095.31000000 0.066049567078 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6RW0 5299.48000000 PA USD 5593.42000000 0.000134631974 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAH7 3438750.00000000 PA USD 3205736.86000000 0.077161143419 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.29400000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAD0 90000.00000000 PA USD 90337.98000000 0.002174408610 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AK8 1800000.00000000 PA USD 1897673.76000000 0.045676449301 Long DBT CORP CA N 2 2028-12-04 Fixed 6.31900000 N N N N N N GoodLeap Home Improvement Solu N/A 38237FAA9 2806710.24000000 PA USD 2813656.01000000 0.067723872670 Long ABS-O CORP US N 2 2049-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XQ52 18908.74000000 PA USD 19027.64000000 0.000457989698 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BR5 1300000.00000000 PA USD 1348047.65000000 0.032447110477 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 4665.75000000 0.000112303230 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2026-03-23 0.00000000 USD 0.00000000 USD 1030000.00000000 USD 4665.75000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZR4 4832425.83000000 PA USD 4172131.04000000 0.100421967117 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCK9 630000.00000000 PA USD 612800.29000000 0.014749922756 Long DBT CORP US N 2 2055-09-15 Fixed 5.70000000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAD2 93000.00000000 PA USD 93414.32000000 0.002248455209 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4JH3 4471.99000000 PA USD 4422.07000000 0.000106437924 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTT26 1288299.56000000 PA USD 1356593.69000000 0.032652811146 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Citizens Auto Receivables Trus N/A 17331QAE6 1255000.00000000 PA USD 1273665.99000000 0.030656765796 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.03000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 900000.00000000 PA USD 932614.20000000 0.022447749514 Long DBT CORP FR N 2 2035-11-19 Fixed 5.90600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JANW4 276128.42000000 PA USD 280059.59000000 0.006740951966 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N SCF Equipment Trust Llc N/A 78437DAG5 1450000.00000000 PA USD 1496495.56000000 0.036020208012 Long ABS-O CORP US N 2 2035-11-20 Fixed 6.75000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAC2 55000.00000000 PA USD 55646.84000000 0.001339403073 Long DBT CORP US N 2 2031-03-31 Fixed 5.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4916.67000000 0.000118342800 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -375000.00000000 USD 341737500.00000000 CLP 2026-03-18 4916.67000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GGM0 629000.00000000 PA USD 689114.14000000 0.016586774682 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWKV4 2133044.58000000 PA USD 2164651.65000000 0.052102528595 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEP7 865000.00000000 PA USD 873688.84000000 0.021029433428 Long DBT CORP US N 2 2028-10-22 Fixed 4.50500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAN4 417000.00000000 PA USD 399876.84000000 0.009624917935 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 140000.00000000 PA USD 144244.65000000 0.003471926303 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKF86 481271.73000000 PA USD 428428.84000000 0.010312156178 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BCVU1 2001175.95000000 PA USD 410468.00000000 0.009879844042 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.00000000 N N N N N N Greywolf CLO Ltd 549300DX0ZYWEZ6TY764 398079AW3 2083000.00000000 PA USD 2083829.87000000 0.050157172120 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.30454000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 378000.00000000 PA USD 364437.36000000 0.008771900074 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AC7 2130000.00000000 PA USD 2256501.86000000 0.054313336137 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -3780.14000000 -0.00009098685 N/A DFE CORP US N 2 BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 -6039213.00000000 MXN 329031.74000000 USD 2026-03-18 -3780.14000000 N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAV6 430000.00000000 PA USD 424577.40000000 0.010219453150 Long DBT CORP US N 2 2055-03-15 Fixed 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132Y4AU6 482834.43000000 PA USD 481707.98000000 0.011594569409 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N BACARDI-MARTINI BV 5493002XXBV8B88K2408 05634WAB8 470000.00000000 PA USD 487366.64000000 0.011730771691 Long DBT CORP NL N 2 2035-02-01 Fixed 6.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12657LAA2 1594098.88000000 PA USD 1364819.80000000 0.032850811195 Long ABS-MBS CORP US N 2 2056-03-25 Variable 0.83000000 N N N N N N SCF Equipment Trust Llc N/A 78437DAF7 628000.00000000 PA USD 648920.50000000 0.015619325588 Long ABS-O CORP US N 2 2035-11-20 Fixed 5.88000000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644535AJ5 145000.00000000 PA USD 153595.60000000 0.003697000919 Long DBT CORP CA N 2 2032-04-01 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140B5NV5 684940.26000000 PA USD 694704.84000000 0.016721341187 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAS0 865000.00000000 PA USD 866917.42000000 0.020866447340 Long DBT CORP US N 2 2036-07-30 Fixed 5.40000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410C5Q1 6451.17000000 PA USD 6802.86000000 0.000163742839 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJW66 624183.03000000 PA USD 536812.22000000 0.012920912259 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1030.47000000 0.000024803109 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -365000.00000000 USD 468116.15000000 SGD 2026-03-18 1030.47000000 N N N New Residential Mortgage Loan N/A 64830UAA3 291841.30000000 PA USD 285252.05000000 0.006865932951 Long ABS-MBS CORP US N 2 2060-05-24 Variable 1.65017000 N N N N N N DIGICEL INTL FIN LTD N/A 000000000 12039.00000000 NS USD 149776.00000000 0.003605064271 Long EC CORP US Y 3 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AC4V9 334715.32000000 PA USD 349708.96000000 0.008417391818 Long ABS-MBS USGA US N 2 2054-01-20 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FCTF5 134329.58000000 PA USD 122634.09000000 0.002951766479 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N CSAIL Commercial Mortgage Trus 549300C2HE5FJAWYZL57 12636MAG3 629184.66000000 PA USD 6.29000000 0.000000151398 Long ABS-MBS CORP US N 2 2049-01-15 Variable 1.75085100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YS88 557159.12000000 PA USD 577052.20000000 0.013889476744 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WLQ9 8903877.87000000 PA USD 8010808.23000000 0.192817798133 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Ace Securities Corp. N/A 004421FD0 106800.18000000 PA USD 101295.66000000 0.002438156745 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.48621000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 1300000.00000000 PA USD 1159011.04000000 0.027897054869 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 255000.00000000 PA USD 262860.00000000 0.006326962893 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -9725.38000000 -0.00023408703 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -53136415.00000000 THB 1686656.14000000 USD 2026-03-18 -9725.38000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178DBW0 19192.23000000 PA USD 17910.71000000 0.000431105522 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 3790000.00000000 PA USD 3775195.31000000 0.090867840834 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 1465000.00000000 PA USD 1552393.70000000 0.037365659803 Long DBT CORP FR N 2 2035-01-18 Fixed 6.50800000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAL7 750000.00000000 PA USD 748109.39000000 0.018006772999 Long DBT CORP US N 2 2035-11-26 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKND7 1643500.88000000 PA USD 1408889.98000000 0.033911567466 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHUW7 976350.38000000 PA USD 873659.39000000 0.021028724575 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAP9 187000.00000000 PA USD 147215.48000000 0.003543433307 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176XUX5 8485.43000000 PA USD 7981.76000000 0.000192118615 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAF3 1184000.00000000 PA USD 1177390.12000000 0.028339433920 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C2E3 144710.52000000 PA USD 146587.10000000 0.003528308386 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -4193.37000000 -0.00010093318 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -562000.00000000 USD 33023682.00000000 PHP 2026-03-18 -4193.37000000 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513EAD3 369000.00000000 PA USD 339885.92000000 0.008180954134 Long DBT CORP US N 2 2030-07-01 Fixed 2.25000000 N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABK6 915000.00000000 PA USD 933696.93000000 0.022473810506 Long DBT CORP DK N 2 2031-03-04 Fixed 5.01900000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAP9 390000.00000000 PA USD 349932.30000000 0.008422767546 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N KEYSTONE POWER/CONEMAUGH N/A 000000000 26575.00000000 NS USD 769877.75000000 0.018530731022 Long EC CORP US Y 3 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 885000.00000000 PA USD 821554.06000000 0.019774564606 Long DBT CORP US N 2 2034-09-27 Fixed 4.70000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38384U2V0 1563657.24000000 PA USD 316261.72000000 0.007612326588 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457BD1 643000.00000000 PA USD 734945.12000000 0.017689912892 Long DBT CORP US N 2 2031-06-15 Fixed 7.75000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXDP4 1200191.05000000 PA USD 1143277.45000000 0.027518351985 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 15000.00000000 PA USD 14772.66000000 0.000355573581 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 2760000.00000000 PA USD 2925816.11000000 0.070423533290 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 644.00000000 NC USD -744959.94000000 -0.01793096666 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 75187334.94000000 USD -744959.94000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 874000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A INR N/A USD 2026-01-08 874000.00000000 USD 75.00000000 USD 2026-01-08 XXXX -17.33000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4NL6 190750.49000000 PA USD 194781.97000000 0.004688344732 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 4739000.00000000 PA USD 4375433.87000000 0.105315406444 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N Wellfleet CLO Ltd 2549008BRKHJZB917M86 94949FAN3 8000000.00000000 PA USD 8023644.00000000 0.193126751342 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 5.73444000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 66000.00000000 PA USD 49142.81000000 0.001182852983 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 800000.00000000 PA USD 844937.36000000 0.020337393760 Long DBT CORP GB N 2 2028-11-02 Fixed 7.38500000 N N N N N N American Credit Acceptance Rec N/A 024938AE2 1900000.00000000 PA USD 1918817.60000000 0.046185375311 Long ABS-O CORP US N 2 2031-03-12 Fixed 5.11000000 N N N N N N Barclays Commercial Mortgage S N/A 05555AAF2 11920806.92000000 PA USD 832379.88000000 0.020035138910 Long ABS-MBS CORP US N 2 2057-05-15 Variable 1.01284900 N N N N N N Harriman Park CLO 549300BI9STOGTECXV18 413717BC2 10000000.00000000 PA USD 10031493.00000000 0.241455086267 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.18444000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAE8 1951000.00000000 PA USD 1973657.35000000 0.047505351965 Long DBT CORP GB N 2 2030-03-17 Fixed 5.15000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022618 -13783000.00000000 PA USD -11649865.46000000 -0.28040883541 Short ABS-MBS USGSE US N 2 2056-01-01 Fixed 2.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 -2270000.00000000 OU OTHER USD -6903.57000000 -0.00016616689 N/A DCR CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Put Written ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP CA US IHS MARKIT LTD CDX.NA.HY.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -2270000.00000000 USD 103.50000000 USD 2026-03-18 XXXX 4559.93000000 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022618 4000000.00000000 PA USD 3380937.52000000 0.081378171779 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHFF4 40357.37000000 PA USD 36819.40000000 0.000886232129 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 22000.00000000 PA USD 19331.76000000 0.000465309777 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJAR4 2135709.30000000 PA USD 1994819.93000000 0.048014729042 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 455000.00000000 PA USD 415737.65000000 0.010006682967 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3A0 1005000.00000000 PA USD 1054247.91000000 0.025375437141 Long DBT CORP FR N 2 2033-01-13 Fixed 5.78600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQJD9 848091.30000000 PA USD 852586.45000000 0.020521505107 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 251000.00000000 PA USD 214289.32000000 0.005157880910 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7R64 253992.67000000 PA USD 252373.91000000 0.006074565791 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413HTD0 187.85000000 PA USD 197.59000000 0.000004755933 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -23567.46000000 -0.00056726183 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -2305724.53000000 USD 71793680.00000000 TWD 2026-03-18 -23567.46000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WDG0 889189.15000000 PA USD 724457.98000000 0.017437490516 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BEVD2 3311320.47000000 PA USD 3068822.90000000 0.073865664668 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182K7D5 5651.59000000 PA USD 5274.06000000 0.000126945073 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 3.50000000 N N N N N N EQUITABLE AMERICA GLOBAL 98450066CCBIACF06694 29446Q2E2 1455000.00000000 PA USD 1445307.40000000 0.034788124055 Long DBT CORP US N 2 2032-09-15 Fixed 4.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HYE6 2845.95000000 PA USD 2828.44000000 0.000068079718 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N SCF Equipment Trust Llc N/A 78437DAC4 1950000.00000000 PA USD 1990550.06000000 0.047911954527 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.11000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAS4 585000.00000000 PA USD 649985.02000000 0.015644948272 Long DBT CORP FR N 2 2034-10-19 Fixed 7.00300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943RS4 188102.37000000 PA USD 185373.35000000 0.004461882016 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Rain City Mortgage Trust N/A 75079KAA1 1197000.00000000 PA USD 1211146.39000000 0.029151937411 Long ABS-MBS CORP US N 2 2029-09-25 Variable 6.53000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 7000000.00000000 PA USD 6910312.50000000 0.166329189565 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 440.30000000 0.000010597891 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -611000.00000000 USD 781970.63000000 SGD 2026-03-18 440.30000000 N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAS2 3145000.00000000 PA USD 3205433.22000000 0.077153834893 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 459000.00000000 PA USD 381885.63000000 0.009191874802 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBU1 1695000.00000000 PA USD 1710796.16000000 0.041178360429 Long DBT CORP US N 2 2030-09-15 Fixed 4.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A1GG4 1448854.30000000 PA USD 1383887.38000000 0.033309762238 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 3.50000000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 441000.00000000 PA USD 460143.68000000 0.011075523050 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CN3 399000.00000000 PA USD 378115.08000000 0.009101118772 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLW3 1450869.17000000 PA USD 1198964.20000000 0.028858715680 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 4295000.00000000 PA USD 4217900.94000000 0.101523635149 Long DBT CORP US N 2 2028-01-27 Fixed 2.21500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 550000.00000000 PA USD 555694.04000000 0.013375392114 Long DBT CORP GB N 2 2027-08-14 Fixed 5.88700000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCH6 475000.00000000 PA USD 466081.51000000 0.011218444872 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -296000.00000000 NC -223.31000000 -0.00000537500 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A PLN 2026-01-20 -296000.00000000 USD 4.28500000 EUR 2026-01-20 XXXX 1926.34000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6PH8 100168.17000000 PA USD 93712.76000000 0.002255638572 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABQH9 491399.35000000 PA USD 509057.25000000 0.012252858294 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 692000.00000000 PA USD 476315.32000000 0.011464769669 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJNJ8 500376.59000000 PA USD 430668.89000000 0.010366073523 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J95Y3 454404.14000000 PA USD 439816.36000000 0.010586250436 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 1100000.00000000 PA USD 1167498.23000000 0.028101339037 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 1156000.00000000 PA USD 1140934.08000000 0.027461947759 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Towd Point Mortgage Trust N/A 89177XAA5 73178.45000000 PA USD 73232.02000000 0.001762673184 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.84621000 N N N N N N Securitized Term Auto Receivab 254900DVX7EZK9JMUP63 81378RAB0 283200.11000000 PA USD 285680.26000000 0.006876239840 Long ABS-O CORP CA N 2 2031-07-25 Fixed 5.03800000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAH0 545000.00000000 PA USD 535516.02000000 0.012889713107 Long DBT CORP DE N 2 2028-01-07 Fixed 2.55200000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 679000.00000000 NC USD 402.74000000 0.000009693833 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-23 679000.00000000 USD 99.00000000 USD 2026-01-23 XXXX 402.72000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NMVL8 257331.54000000 PA USD 251335.82000000 0.006049579270 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N SFS Auto Receivables Securitiz N/A 78435VAE2 285000.00000000 PA USD 291034.36000000 0.007005111452 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.38000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEK3 325000.00000000 PA USD 304853.62000000 0.007337736976 Long DBT CORP US N 2 2054-06-01 Fixed 5.65000000 N N N N N N Verus Securitization Trust N/A 92538UAA9 577590.40000000 PA USD 556070.65000000 0.013384457006 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N VB-S1 Issuer LLC N/A 91823ABC4 2165000.00000000 PA USD 2182334.29000000 0.052528144540 Long ABS-O CORP US N 2 2054-05-15 Fixed 5.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQX0 1959987.61000000 PA USD 1896693.55000000 0.045652855934 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAR4 275000.00000000 PA USD 284838.46000000 0.006855977961 Long DBT CORP US N 2 2031-12-01 Fixed 5.20500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D5G3 817774.07000000 PA USD 711808.82000000 0.017133028955 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178DBV2 7905.93000000 PA USD 7378.04000000 0.000177587252 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 2000000.00000000 PA USD 2077667.80000000 0.050008852907 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 6670.71000000 0.000160562027 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -2577613.50000000 BRL 473000.00000000 USD 2026-02-03 6670.71000000 N N N Towd Point Mortgage Trust N/A 89177BAA3 2842024.72000000 PA USD 2776460.06000000 0.066828577092 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 740000.00000000 PA USD 712379.15000000 0.017146756631 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658CB6 390000.00000000 PA USD 394242.89000000 0.009489310416 Long DBT CORP PA N 2 2029-05-01 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5GA2 9066.01000000 PA USD 9597.07000000 0.000230998652 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BR1 10000.00000000 PA USD 9110.00000000 0.000219275020 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 180000.00000000 PA USD 179798.40000000 0.004327694609 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KAYL4 610499.35000000 PA USD 565889.91000000 0.013620803706 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.00000000 N N N N N N TRI POINTE HOMES INC N/A 87265HAF6 307000.00000000 PA USD 308183.80000000 0.007417893429 Long DBT CORP US N 2 2027-06-01 Fixed 5.25000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 1010000.00000000 PA USD 1036071.80000000 0.024937943519 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N COMM Mortgage Trust N/A 12674GAC8 3115000.00000000 PA USD 3170804.29000000 0.076320326733 Long ABS-MBS CORP US N 2 2041-12-10 Variable 5.86700000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -5481.28000000 -0.00013193279 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1614488145.00000000 COP 411000.00000000 USD 2026-03-18 -5481.28000000 N N N Toorak Mortgage Corp. 25490023B58UP9CM5N96 89053JAB3 2700000.00000000 PA USD 2712479.94000000 0.065288594420 Long ABS-MBS CORP US N 2 2040-02-25 Variable 5.52400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQGQ3 1082076.93000000 PA USD 1123792.88000000 0.027049364116 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Neuberger Berman CLO Ltd 549300E610NX15ZSSH14 64130HAU5 4750000.00000000 PA USD 4767101.43000000 0.114742729424 Long ABS-CBDO CORP KY N 2 2038-10-19 Floating 5.24444000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RJE0 24223.65000000 PA USD 22567.85000000 0.000543201512 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 634000.00000000 PA USD 644536.38000000 0.015513801109 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 234000.00000000 PA USD 204878.85000000 0.004931373665 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N KKR Asset-Based Income Fund - HG ABF N/A 000000000 3400000.00000000 PA USD 3435700.00000000 0.082696288567 Long ABS-CBDO CORP US N 3 2065-03-20 Fixed 6.79300000 N N N N N N ESC CB144A RITE AID CO 8.0 15NOV26 N/A 000000000 606000.00000000 NS USD 0.61000000 0.000000014682 Long EC CORP US N 3 N N N Venator Materials PLC 549300WFXC4YL5IHX316 000000000 688.00000000 NS USD 0.07000000 0.000000001684 Long EC CORP GB Y 3 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 177000.00000000 PA USD 147214.24000000 0.003543403461 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 -1390000.00000000 OU OTHER USD -4227.30000000 -0.00010174986 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 Put Written BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -1390000.00000000 USD 103.50000000 USD 2026-03-18 XXXX 3556.70000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 265000.00000000 PA USD 272017.59000000 0.006547383391 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 85000.00000000 PA USD 90041.25000000 0.002167266406 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRC2 2875069.29000000 PA USD 2478096.92000000 0.059647064060 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N SFS Auto Receivables Securitiz N/A 78398AAF0 100000.00000000 PA USD 102405.76000000 0.002464876525 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.71000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJGF3 890141.91000000 PA USD 764137.90000000 0.018392574521 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050619 -5325000.00000000 PA USD -5310023.44000000 -0.12781070253 Short ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.00000000 N N N N N N Chase Mortgage Finance Corpora N/A 16160VAB9 2306984.23000000 PA USD 2085185.69000000 0.050189806309 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KTYL8 1787385.85000000 PA USD 1553548.77000000 0.037393461998 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 2.00000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 03328TBS3 5000000.00000000 PA USD 5018360.00000000 0.120790449310 Long ABS-CBDO CORP KY N 2 2037-04-28 Floating 5.41939000 N N N N N N ARES STRATEGIC INCOME FU 549300IANZJVZPTICV54 04020EAK3 890000.00000000 PA USD 899103.92000000 0.021641166929 Long DBT CORP US N 2 2030-09-09 Fixed 5.80000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -242935.98000000 -0.00584739759 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -17226730.00000000 EUR 20023024.49000000 USD 2026-01-22 -242935.98000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRK3 2128561.67000000 PA USD 2082863.30000000 0.050133907065 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAP9 1230000.00000000 PA USD 913811.22000000 0.021995167315 Long DBT CORP US N 2 2040-09-15 Fixed 2.65000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 2082000.00000000 PA USD 1901852.85000000 0.045777038768 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 1497000.00000000 PA USD 1349156.73000000 0.032473805706 Long DBT CORP JP N 2 2031-07-14 Fixed 2.60800000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CS3 640000.00000000 PA USD 651477.06000000 0.015680861236 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7XK0 133923.17000000 PA USD 125546.94000000 0.003021877922 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQ91 739.33000000 PA USD 759.51000000 0.000018281182 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8A8 760000.00000000 PA USD 785840.00000000 0.018914937686 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NBB3 181714.34000000 PA USD 171455.87000000 0.004126892366 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 1300000.00000000 PA USD 1257176.44000000 0.030259867177 Long DBT CORP FR N 2 2064-04-05 Fixed 5.63800000 N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -113.00000000 NC USD 64421.03000000 0.001550595246 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -12769858.53000000 USD 64421.03000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 588000.00000000 NC 0.01000000 0.000000000240 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A CZK 2026-01-08 588000.00000000 USD 26.00000000 EUR 2026-01-08 XXXX -0.68000000 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 625000.00000000 PA USD 639982.25000000 0.015404184539 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MD7 3505000.00000000 PA USD 1497550.24000000 0.036045593850 Long DBT UST US N 2 2043-02-15 None 0.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 3915000.00000000 PA USD 3948995.42000000 0.095051158367 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 2000000.00000000 PA USD 1836902.38000000 0.044213700057 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 023551AM6 853000.00000000 PA USD 987807.58000000 0.023776237938 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AV8 1780000.00000000 PA USD 1835372.64000000 0.044176879665 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RAP3 459000.00000000 PA USD 481466.25000000 0.011588751039 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 3190000.00000000 PA USD 3267850.30000000 0.078656195652 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N INCORA INTERMEDIATE LLC N/A 000000000 869.00000000 NS USD 9402.58000000 0.000226317335 Long EC CORP US N 3 N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAP3 550000.00000000 PA USD 545930.50000000 0.013140386577 Long DBT CORP IT N 2 2054-05-15 Fixed 5.95000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -59262.18000000 -0.00142642324 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -5098015266.00000000 KRW 3481157.06000000 USD 2026-03-18 -59262.18000000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 1295000.00000000 PA USD 1315756.75000000 0.031669878011 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAM0 51149.31000000 PA USD 0.05000000 0.000000001203 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAZ4 365000.00000000 PA USD 375123.43000000 0.009029110637 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74815HCB6 330000.00000000 PA USD 331495.66000000 0.007979003043 Long DBT NUSS CA N 2 2026-02-27 Variable 7.14000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAF4 415000.00000000 PA USD 415126.30000000 0.009991967953 Long DBT CORP US N 2 2032-11-17 Fixed 4.99900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNL26 520153.40000000 PA USD 447683.20000000 0.010775602961 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JBZR0 9923025.80000000 PA USD 8682378.26000000 0.208982291247 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 2.45876500 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 25000.00000000 PA USD 25687.22000000 0.000618283830 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Equifirst Mortgage Loan Trust N/A 29445FAR9 257434.92000000 PA USD 255151.14000000 0.006141412900 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.32621000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3S8 2670000.00000000 PA USD 2675199.80000000 0.064391272415 Long DBT CORP US N 2 2026-02-23 Fixed 5.68400000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 251.00000000 NC USD 27793.23000000 0.000668974872 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 60408300.52000000 USD 27793.23000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410Q6T3 86.91000000 PA USD 90.21000000 0.000002171328 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHDR5 535589.33000000 PA USD 481761.39000000 0.011595854972 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Trinitas CLO Ltd 254900Y31HLFEBSJXC19 89640HAN1 9000000.00000000 PA USD 9024588.00000000 0.217219179046 Long ABS-CBDO CORP BM N 2 2038-03-20 Floating 5.23444000 N N N N N N ESC NMG Parent LLC N/A 000000000 956.00000000 NS USD 478.00000000 0.000011505319 Long EC CORP US N 3 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KJ9 225000.00000000 PA USD 225042.17000000 0.005416698847 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 1498000.00000000 PA USD 1339173.24000000 0.032233506038 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Greensky Home Improvement Issu N/A 39571VAC2 520000.00000000 PA USD 527590.44000000 0.012698946727 Long ABS-O CORP US N 2 2060-06-25 Fixed 5.02000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HV8 650000.00000000 PA USD 604158.27000000 0.014541911877 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 1775000.00000000 PA USD 1831587.00000000 0.044085760423 Long ABS-MBS CORP US N 2 2042-05-25 Floating 7.22419000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 2375000.00000000 PA USD 2438971.88000000 0.058705335854 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 680000.00000000 NC USD 1.59000000 0.000000038270 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP DE US N/A COP N/A USD 2026-01-08 680000.00000000 USD 3500.00000000 USD 2026-01-08 XXXX -148.01000000 N N N Bank5 N/A 06211FBR8 3276788.47000000 PA USD 80012.62000000 0.001925880231 Long ABS-MBS CORP US N 2 2056-12-15 Variable 1.00456300 N N N N N N MetroNet Infrastructure Issuer 5493000BIROCAEATAQ61 59170JBD9 1500000.00000000 PA USD 1502552.40000000 0.036165994370 Long ABS-O CORP US N 2 2055-12-20 Fixed 5.16300000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 475000.00000000 PA USD 379960.48000000 0.009145537007 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAV2 1001341.14000000 PA USD 959297.43000000 0.023090007012 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.00500000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 385000.00000000 PA USD 378453.68000000 0.009109268775 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTTW5 602380.69000000 PA USD 466279.95000000 0.011223221264 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFU2 390653.37000000 PA USD 402795.69000000 0.009695173796 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8BH5 291286.21000000 PA USD 277637.89000000 0.006682662359 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KT7 315000.00000000 PA USD 321460.05000000 0.007737448862 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCA5 4470000.00000000 PA USD 4536896.23000000 0.109201757963 Long ABS-O CORP US Y 2 2028-02-25 Fixed 5.94000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 888000.00000000 NC 1433.68000000 0.000034508255 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A PLN N/A EUR 2026-01-20 888000.00000000 USD 4.20000000 EUR 2026-01-20 XXXX -613.52000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 365000.00000000 PA USD 333193.25000000 0.008019863536 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Verus Securitization Trust N/A 92538QAA8 3486179.62000000 PA USD 3202450.62000000 0.077082044588 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.82900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAP5 2983273.11000000 PA USD 2641632.40000000 0.063583314969 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGNF2 495556.54000000 PA USD 449010.71000000 0.010807555736 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 910000.00000000 PA USD 904571.35000000 0.021772766361 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE37 473123.15000000 PA USD 479843.71000000 0.011549696978 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N SFS Auto Receivables Securitiz N/A 78398AAE3 1670000.00000000 PA USD 1697952.46000000 0.040869216347 Long ABS-O CORP US N 2 2029-12-20 Fixed 5.47000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 481000.00000000 PA USD 389611.98000000 0.009377845774 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRJ6 901254.50000000 PA USD 866319.06000000 0.020852044991 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMK2 1090000.00000000 PA USD 1110163.49000000 0.026721308707 Long DBT CORP US N 2 2029-01-24 Fixed 4.97900000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -58337.49000000 -0.00140416622 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -12920048.00000000 EUR 15141133.45000000 USD 2026-01-22 -58337.49000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKS75 769179.91000000 PA USD 666274.23000000 0.016037024766 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 65000.00000000 PA USD 65859.49000000 0.001585218555 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AY6 340000.00000000 PA USD 256789.31000000 0.006180843170 Long DBT CORP US N 2 2047-05-11 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5GM6 60206.33000000 PA USD 63733.43000000 0.001534044916 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409WA76 1981.66000000 PA USD 2052.79000000 0.000049410051 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 1077598.04000000 PA USD 1104713.77000000 0.026590135549 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HX4 371000.00000000 PA USD 355899.04000000 0.008566385223 Long DBT CORP US N 2 2053-12-01 Fixed 5.87500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAV7 3865000.00000000 PA USD 4025694.72000000 0.096897287961 Long DBT CORP GB N 2 2031-04-15 Fixed 5.69400000 N N N N N N AREIT CRE Trust N/A 04002DAA9 1690000.00000000 PA USD 1692637.92000000 0.040741296932 Long ABS-CBDO CORP US N 2 2043-07-25 Floating 5.55000000 N N N N N N American Credit Acceptance Rec N/A 02528DAG5 2500000.00000000 PA USD 2538969.75000000 0.061112255176 Long ABS-O CORP US N 2 2031-08-12 Fixed 5.54000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 681000.00000000 NC USD 24.96000000 0.000000600779 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TWD 2026-01-28 681000.00000000 USD 35.00000000 USD 2026-01-28 XXXX 22.52000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJF8 5239396.70000000 PA USD 5247459.61000000 0.126304809545 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KQ3 1040000.00000000 PA USD 1055190.10000000 0.025398115377 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N Morgan Stanley Residential Mor N/A 61779KAA4 1834467.23000000 PA USD 1836090.92000000 0.044194168453 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.98400000 N N N N N N PROGRESS ENERGY INC 549300FBMTW0JYWMNB26 743263AE5 2302000.00000000 PA USD 2637718.76000000 0.063489114805 Long DBT CORP US N 2 2031-03-01 Fixed 7.75000000 N N N N N N Aqua Finance Trust N/A 038394AC6 2297705.68000000 PA USD 2327198.80000000 0.056014990691 Long ABS-O CORP US N 2 2050-12-19 Fixed 5.81000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 350000.00000000 PA USD 350512.47000000 0.008436732067 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBJ1 11471430.45000000 PA USD 9782051.58000000 0.235451104648 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Imperial Fund LLC N/A 45276JAA8 2109934.14000000 PA USD 1860098.74000000 0.044772029620 Long ABS-MBS CORP US N 2 2057-01-25 Variable 2.09100000 N N N N N N Venator Finance Sarl 2221000BJZTBBAJL7429 000000000 164520.05000000 PA USD 123390.04000000 0.002969961974 Long LON CORP LU N 3 2026-07-16 Floating 11.67190000 N N Y N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 640000.00000000 PA USD 636511.94000000 0.015320655198 Long DBT CORP NL Y 2 2028-04-06 Fixed 3.64900000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 8699.37000000 0.000209391277 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -5782112.59000000 USD 524201111.00000000 INR 2026-03-18 8699.37000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACWT3 844377.50000000 PA USD 847570.25000000 0.020400766648 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J56M6 53820.39000000 PA USD 53566.12000000 0.001289320754 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001WAY4 648263.77000000 PA USD 647141.95000000 0.015576516413 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.74900000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 1654000.00000000 PA USD 1622392.11000000 0.039050500945 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N RITE AID CORP N/A 000000000 170204.00000000 PA USD 0.17000000 0.000000004091 Long DBT CORP US N 3 2030-12-31 None 0.00000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 110000.00000000 PA 125555.43000000 0.003022082274 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AR1 760000.00000000 PA USD 798618.61000000 0.019222515070 Long DBT CORP US N 2 2034-03-11 Fixed 5.61100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAFB0 450697.32000000 PA USD 464554.23000000 0.011181683691 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 235000.00000000 PA USD 245138.11000000 0.005900402213 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXF73 7705519.07000000 PA USD 7743916.83000000 0.186393800627 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.37000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 31383.31000000 0.000755387041 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1811000.00000000 USD 2652933900.00000000 KRW 2026-03-18 31383.31000000 N N N Imperial Fund LLC N/A 452764AA1 1092460.77000000 PA USD 960388.60000000 0.023116271153 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.07100000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAN9 105000.00000000 PA USD 64755.31000000 0.001558641267 Long DBT CORP US N 2 2051-08-15 Fixed 2.75000000 N N N N N N New Residential Mortgage Loan N/A 64829NAA2 1375465.09000000 PA USD 1332753.87000000 0.032078993690 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAUM2 3622780.17000000 PA USD 3107793.31000000 0.074803670975 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M56F2 6608.50000000 PA USD 6941.35000000 0.000167076253 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6C1 529819.65000000 PA USD 451987.54000000 0.010879207159 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan 213800CVLC5IFCJL6C96 64831PAA3 2185000.00000000 PA USD 2195123.54000000 0.052835978026 Long ABS-MBS CORP US N 2 2039-03-25 Variable 6.66400000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AS9 715000.00000000 PA USD 731342.19000000 0.017603191427 Long DBT CORP US N 2 2030-05-29 Fixed 4.90000000 N N N N N N Chase Mortgage Finance Corpora N/A 16159LAC2 1303472.59000000 PA USD 1204986.50000000 0.029003670670 Long ABS-MBS CORP US N 2 2062-06-25 Variable 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M95X6 102791.24000000 PA USD 103231.12000000 0.002484742698 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 885000.00000000 NC USD 107.42000000 0.000002585567 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-09 885000.00000000 USD 99.00000000 USD 2026-01-09 XXXX 107.42000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRH0 43198.97000000 PA USD 41749.11000000 0.001004888799 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133C1RE2 3734422.45000000 PA USD 3737590.70000000 0.089962708930 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80285XAE5 1100000.00000000 PA USD 1120411.38000000 0.026967972405 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAQ4 330000.00000000 PA USD 339331.01000000 0.008167597614 Long DBT CORP US N 2 2036-02-15 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4LT8 1958.88000000 PA USD 2050.50000000 0.000049354931 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FMJ3 2835305.99000000 PA USD 2875583.04000000 0.069214438069 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLA1 588706.06000000 PA USD 508614.02000000 0.012242189879 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 5683000.00000000 PA USD 5604302.57000000 0.134893914645 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Onslow Bay Financial LLC N/A 670857AA9 4850510.16000000 PA USD 4021341.64000000 0.096792510606 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.10100000 N N N N N N ECHOSTAR CORP 549300EE20907QZ9GT38 278768AC0 1725000.00000000 PA USD 1905270.57000000 0.045859302283 Long DBT CORP US Y 2 2029-11-30 Fixed 10.75000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 458.00000000 NC USD -949085.24000000 -0.02284420260 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 54993085.24000000 USD -949085.24000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 684000.00000000 NC USD 421.13000000 0.000010136475 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-21 684000.00000000 USD 99.00000000 USD 2026-01-21 XXXX 404.03000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3K51 441076.30000000 PA USD 429875.52000000 0.010346977340 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 2290000.00000000 PA USD 2314394.17000000 0.055706787013 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 9000.00000000 PA USD 8178.43000000 0.000196852404 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDP6 1000000.00000000 PA USD 945876.60000000 0.022766971581 Long DBT CORP NL Y 2 2033-04-06 Fixed 3.75800000 N N N N N N SFS Auto Receivables Securitiz N/A 78398AAG8 200000.00000000 PA USD 205703.70000000 0.004951227561 Long ABS-O CORP US N 2 2031-02-20 Fixed 5.97000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 300000.00000000 PA USD 299250.00000000 0.007202859491 Long DBT CORP IN N 2 2029-06-18 Fixed 4.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 295000.00000000 PA USD 296543.33000000 0.007137710740 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383R3S4 394707.07000000 PA USD 7738.15000000 0.000186254994 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.01000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 396000.00000000 PA USD 403714.08000000 0.009717279174 Long DBT CORP KY N 2 2028-08-08 Variable 5.40000000 N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BPW39 4633046.94000000 PA USD 5055.12000000 0.000121675251 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.33452500 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1258.87000000 0.000030300630 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -2352760.63000000 USD 39382860125.00000000 IDR 2026-03-13 1258.87000000 N N N Santander Bank Auto Credit-Lin N/A 80290CCB8 157193.69000000 PA USD 159426.39000000 0.003837346320 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.64000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NES6 524000.00000000 PA USD 516775.43000000 0.012438632617 Long DBT CORP US N 2 2037-01-15 Fixed 5.16800000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AV0 1085000.00000000 PA USD 1113227.03000000 0.026795047214 Long DBT CORP GB N 2 2031-05-23 Fixed 5.11500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410RJS9 491.75000000 PA USD 513.26000000 0.000012354017 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 55000.00000000 PA USD 55199.52000000 0.001328636212 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 275000.00000000 PA USD 268812.50000000 0.006470237817 Long DBT CORP US N 2 2028-09-15 Fixed 5.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 75295000.00000000 PA USD 77789146.88000000 1.872361887766 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GTPY7 9093.65000000 PA USD 8708.66000000 0.000209614885 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EH7 730000.00000000 PA USD 759146.78000000 0.018272439731 Long DBT CORP US N 2 2034-02-22 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H65R2 2900526.15000000 PA USD 2722327.11000000 0.065525612906 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 9170.65000000 0.000220734848 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -773000.00000000 USD 256186114.00000000 HUF 2026-01-22 9170.65000000 N N N Citigroup Commercial Mortgage N/A 17328FBB0 26678896.48000000 PA USD 747446.64000000 0.017990820802 Long ABS-MBS CORP US N 2 2056-08-10 Variable 1.00530200 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0SS8 5460.53000000 PA USD 5092.66000000 0.000122578828 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675DCN0 1215000.00000000 PA USD 1265922.72000000 0.030470387565 Long DBT CORP FR N 2 2030-01-22 Fixed 5.53800000 N N N N N N UNIV OF VIRGINIA VA UNIV REVEN N/A 915217XA6 1205000.00000000 PA USD 686603.25000000 0.016526338298 Long DBT MUN US N 2 2119-09-01 Fixed 3.22700000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 4350000.00000000 PA USD 4445395.56000000 0.106999363747 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERA91 39485.41000000 PA USD 36231.04000000 0.000872070477 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413JS62 12166.67000000 PA USD 12830.90000000 0.000308835989 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred N/A 000000000 75000.00000000 NS USD 75000.00000000 0.001805227942 Long EP CORP US Y 3 N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAB4 2000000.00000000 PA USD 1191859.73000000 0.028687713177 Long DBT CORP US N 2 2051-06-15 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRF4 63868.78000000 PA USD 60519.21000000 0.001456679586 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -12005000.00000000 OU OTHER USD -42774.89000000 -0.00102957902 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -12005000.00000000 USD 3.49400000 USD 2026-11-04 XXXX -550.41000000 N N N Oportun Funding LLC N/A 68377WAC5 680521.57000000 PA USD 672838.55000000 0.016195026018 Long ABS-O CORP US N 2 2031-10-08 Fixed 3.61000000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AF1 190000.00000000 PA USD 195178.23000000 0.004697882594 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N Bank N/A 06540JBA9 5321548.69000000 PA USD 5150506.13000000 0.123971167795 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.31300000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 1005000.00000000 PA USD 1135510.51000000 0.027331404024 Long DBT CORP US N 2 2031-10-30 Fixed 7.62400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180FFA5 5149.73000000 PA USD 4802.70000000 0.000115599576 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RS91 22840.81000000 PA USD 21279.41000000 0.000512189140 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DB2 1870000.00000000 PA USD 1934145.67000000 0.046554317448 Long DBT CORP US N 2 2027-11-05 Fixed 5.85000000 N N N N N N Angel Oak Mortgage Trust N/A 03464XAL4 2444393.26000000 PA USD 2332273.34000000 0.056137133376 Long ABS-MBS CORP US N 2 2065-01-26 Variable 2.53100000 N N N N N N MONDELEZ INTERNATIONAL 549300DV9GIB88LZ5P30 609207BA2 1370000.00000000 PA USD 1348769.11000000 0.032464475807 Long DBT CORP US N 2 2027-03-17 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5H45 575203.47000000 PA USD 608903.74000000 0.014656133944 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 16822.97000000 0.000404923940 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y Default Event 2026-05-07 0.00000000 USD 0.00000000 USD 1169000.00000000 USD 16822.97000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3G5 780000.00000000 PA USD 814138.81000000 0.019596081720 Long DBT CORP CA N 2 2032-01-30 Fixed 5.29800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WDS4 6378113.59000000 PA USD 5739685.02000000 0.138152530401 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLN52 864715.23000000 PA USD 766064.30000000 0.018438942402 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XURG9 71316.85000000 PA USD 70547.71000000 0.001698062631 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 69382YAA6 1008905.79000000 PA USD 1011403.94000000 0.024344195383 Long ABS-MBS CORP US N 2 2030-08-25 Variable 5.50300000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 3142G5QB7 2016341.98000000 PA USD 311527.92000000 0.007498385414 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 2.50000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAB2 865000.00000000 PA USD 881786.88000000 0.021224350869 Long DBT CORP BM N 2 2030-03-15 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VVY3 2348480.76000000 PA USD 2031541.30000000 0.048898601618 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WDR6 3773623.81000000 PA USD 3256947.58000000 0.078393770388 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust N/A 35709CAS2 3550000.00000000 PA USD 3532276.98000000 0.085020868072 Long ABS-MBS USGSE US N 2 2051-01-25 Variable 4.31046800 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 681000.00000000 NC USD 4.06000000 0.000000097723 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A COP N/A USD 2026-01-29 681000.00000000 USD 3300.00000000 USD 2026-01-29 XXXX 4.06000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 396000.00000000 PA USD 406246.50000000 0.009778233778 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFBM2 1157257.23000000 PA USD 1049381.47000000 0.025258303361 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 1335000.00000000 PA USD 1384365.08000000 0.033321260336 Long DBT CORP US N 2 2035-01-23 Fixed 5.33600000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WDT2 796604.59000000 PA USD 733645.42000000 0.017658629495 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFCS3 223849.56000000 PA USD 223474.89000000 0.005378974878 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XSJ84 47379.47000000 PA USD 47157.69000000 0.001135071729 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FK4 1895000.00000000 PA USD 1951545.47000000 0.046973125517 Long DBT CORP AU N 2 2027-11-18 Fixed 5.45700000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFL0 11455000.00000000 PA USD 11552546.48000000 0.278066396192 Long DBT UST US N 2 2029-09-30 Fixed 3.87500000 N N N N N N New Residential Mortgage Loan N/A 64829JAA1 2588835.81000000 PA USD 2529166.51000000 0.060876294072 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNEZ3 457729.87000000 PA USD 467344.37000000 0.011248841540 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 21521.17000000 0.000518008232 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -4845000.95000000 USD 440531711.00000000 INR 2026-03-18 21521.17000000 N N N BRAVO Residential Funding Trus 254900U9H6FFPW4O4S55 10570MAC4 1458950.36000000 PA USD 1467962.15000000 0.035333417225 Long ABS-MBS CORP US N 2 2065-06-25 Variable 5.33300000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 274000.00000000 PA 366337.43000000 0.008817634200 Long DBT CORP NL N 2 2034-01-16 Fixed 6.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC36 1685000.00000000 PA USD 1740182.43000000 0.041885679305 Long DBT CORP US N 2 2031-01-28 Fixed 5.20700000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXFC2 4000000.00000000 PA USD 4052402.04000000 0.097540125299 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.61000000 N N N N N N BPR Trust N/A 05592VAA2 1455000.00000000 PA USD 1488800.52000000 0.035834990663 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.35800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0AT5 760740.07000000 PA USD 729578.05000000 0.017560729096 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 04650NAB0 230000.00000000 PA USD 225852.80000000 0.005436210473 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312LAS7 170000.00000000 PA USD 169506.93000000 0.004079981953 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMBW5 1630871.82000000 PA USD 1518390.84000000 0.036547220963 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 1444000.00000000 PA USD 1416438.44000000 0.034093256679 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 824.26000000 0.000019839695 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1080797.05000000 USD 3646285.00000000 PEN 2026-03-18 824.26000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 12370813.30000000 PA USD 9629904.98000000 0.231788980732 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KT40 43725.60000000 PA USD 44975.65000000 0.001082550668 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B2J4 362802.13000000 PA USD 361951.54000000 0.008712067118 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQY6 38945.50000000 PA USD 38836.48000000 0.000934782651 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC44 590000.00000000 PA USD 612728.78000000 0.014748201532 Long DBT CORP US N 2 2036-01-28 Fixed 5.53600000 N N N N N N BRAVO Residential Funding Trus N/A 10569GAA4 2405925.20000000 PA USD 2417128.15000000 0.058179563697 Long ABS-MBS CORP US N 2 2063-05-25 Variable 5.00000000 N N N N N N ESKOM HOLDINGS 3789001900ED06F65111 29646AAD8 430000.00000000 PA USD 461445.90000000 0.011106867102 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WCX0 185000.00000000 PA USD 195761.45000000 0.004711920528 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N NGPL PIPECO LLC 549300K3NT1HSQFEM073 62928CAA0 850000.00000000 PA USD 781278.52000000 0.018805144203 Long DBT CORP US N 2 2031-07-15 Fixed 3.25000000 N N N N N N Taurus CMBS 635400XWNSMBWUUQIW58 000000000 650000.00000000 PA 877579.88000000 0.021123089617 Long ABS-MBS CORP IE N 2 2035-07-20 Floating 5.53100000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -53220.86000000 -0.00128101044 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -1431761.60000000 USD 215509902.00000000 JPY 2026-01-22 -53220.86000000 N N N Progress Residential Trust N/A 74331UAA6 1051559.73000000 PA USD 1037185.96000000 0.024964761022 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.20000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 2500000.00000000 PA USD 2652526.00000000 0.063845520717 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N OHIO EDISON CO N/A 677347CJ3 220000.00000000 PA USD 224933.33000000 0.005414079100 Long DBT CORP US N 2 2029-12-15 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38381HGG0 3646315.31000000 PA USD 2107715.74000000 0.050732097986 Long ABS-MBS USGA US N 2 2061-09-16 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409GNZ5 503.65000000 PA USD 531.09000000 0.000012783180 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7A7 922427.78000000 PA USD 788388.29000000 0.018976274276 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 1165075.50000000 PA USD 1082166.72000000 0.026047434687 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBB4 50000.00000000 PA USD 54994.19000000 0.001323693979 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH3G0 1312617.89000000 PA USD 1175437.00000000 0.028292422896 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBA5 600000.00000000 PA USD 616155.41000000 0.014830679508 Long DBT CORP US N 2 2029-06-24 Fixed 5.20000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -10090.12000000 -0.00024286622 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -402239124.00000000 HUF 1218000.00000000 USD 2026-01-22 -10090.12000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA2Y7 2081713.08000000 PA USD 1796798.71000000 0.043248416514 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYT90 1721515.28000000 PA USD 1529218.51000000 0.036807839795 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772WAA5 3660000.00000000 PA USD 3522863.46000000 0.084794287414 Long ABS-MBS CORP US N 2 2038-12-15 Floating 5.03380000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371L4Q9 7643.51000000 PA USD 7984.86000000 0.000192193231 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBR0 2615000.00000000 PA USD 2405545.01000000 0.057900760924 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AB0 482000.00000000 PA USD 449243.89000000 0.010813168310 Long DBT CORP US N 2 2044-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGRG6 2038549.20000000 PA USD 1832217.22000000 0.044100929633 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N ESCROW RITE AID 0.0 31 DEC 2049 N/A 000000000 59641.00000000 PA USD 0.06000000 0.000000001444 Long DBT CORP US N 3 2047-12-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F3MX3 57204.17000000 PA USD 52064.91000000 0.001253187071 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC50 297828.49000000 PA USD 230297.20000000 0.005543185874 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 1.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -137.00000000 NC USD 279007.51000000 0.006715628710 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -16445007.51000000 USD 279007.51000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 296000.00000000 NC 0.21000000 0.000000005054 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Call Purchased J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A PLN 2026-01-20 296000.00000000 USD 5.00000000 EUR 2026-01-20 XXXX -0.05000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YAW27 708702.11000000 PA USD 692157.48000000 0.016660026981 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Boca Commercial Mortgage Trust N/A 05619RAA0 2075000.00000000 PA USD 2077591.47000000 0.050007015667 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H030617 -2700000.00000000 PA USD -2425675.79000000 -0.05838530287 Short ABS-MBS USGA US N 2 2056-01-20 Fixed 3.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CA1 700000.00000000 PA USD 712583.19000000 0.017151667813 Long DBT CORP US N 2 2032-10-21 Fixed 4.81200000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 610000.00000000 PA USD 582681.40000000 0.014024969932 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJH27 111151.32000000 PA USD 105831.90000000 0.002547342708 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N OneMain Financial Issuance Tru N/A 68268VAA3 293530.48000000 PA USD 293762.78000000 0.007070783719 Long ABS-O CORP US N 2 2034-10-14 Fixed 4.89000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCY9 19461.67000000 PA USD 18790.74000000 0.000452287585 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AV7G4 118810.62000000 PA USD 116197.26000000 0.002796833874 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H022614 27471000.00000000 PA USD 23691591.47000000 0.570249639032 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 2.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2770.62000000 0.000066688008 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -444000.00000000 USD 14054820.00000000 TWD 2026-03-18 2770.62000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A9V32 82310.49000000 PA USD 84640.21000000 0.002037264962 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XWA84 42549.42000000 PA USD 40143.44000000 0.000966240794 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CY9 1475000.00000000 PA USD 1515626.96000000 0.036480695184 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040412 4260000.00000000 PA USD 4203912.80000000 0.101186944733 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HM8 470000.00000000 PA USD 418243.31000000 0.010066993467 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H5V2 27757.18000000 PA USD 25903.25000000 0.000623483609 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLL7 522511.63000000 PA USD 426134.77000000 0.010256938588 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V4U1 1590105.84000000 PA USD 1317376.64000000 0.031708868286 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VVX5 9210848.99000000 PA USD 7633585.61000000 0.183738160610 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNMK2 38685.93000000 PA USD 37143.74000000 0.000894038897 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4994.18000000 0.000120208443 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -679000.00000000 USD 29628504.50000000 TRY 2026-01-12 4994.18000000 N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 200000.00000000 PA USD 181875.00000000 0.004377677760 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AVHU8 4528041.01000000 PA USD 4436323.59000000 0.106781004097 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N RITE AID COMMON EQUITY N/A 000000000 597.00000000 NS USD 0.06000000 0.000000001444 Long EC CORP US N 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418SFG9 1964.63000000 PA USD 2018.53000000 0.000048585423 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N GLS Auto Receivables Trust N/A 36270YAL6 3025000.00000000 PA USD 3069835.64000000 0.073890041022 Long ABS-O CORP US N 2 2030-07-15 Fixed 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMRR8 1211209.23000000 PA USD 1110297.28000000 0.026724528993 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030611 -5454000.00000000 PA USD -4823168.22000000 -0.11609224057 Short ABS-MBS USGSE US N 2 2056-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJH35 55244.27000000 PA USD 52543.75000000 0.001264712609 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFQ2 337000.00000000 PA USD 330669.01000000 0.007959105821 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACSD3 559525.62000000 PA USD 571362.32000000 0.013752523005 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -681000.00000000 NC USD -7688.96000000 -0.00018507100 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A COP N/A USD 2026-01-29 -681000.00000000 USD 3800.00000000 USD 2026-01-29 XXXX 9635.68000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A3C4 1760000.00000000 PA USD 1797995.06000000 0.043277212307 Long DBT CORP CA N 2 2029-12-17 Fixed 4.78300000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H042612 -195000.00000000 PA USD -189911.72000000 -0.00457111924 Short ABS-MBS USGA US N 2 2055-01-20 Fixed 4.50000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBH0 240000.00000000 PA USD 241534.43000000 0.005813662695 Long DBT CORP US N 2 2032-08-21 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC35 181224.78000000 PA USD 160814.68000000 0.003870762052 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 496000.00000000 PA USD 317611.32000000 0.007644811063 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595JAG9 1566000.00000000 PA USD 1545203.36000000 0.037192590433 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.19080000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FHFS1 71445.85000000 PA USD 64361.31000000 0.001549157803 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BCH7 135775.38000000 PA USD 135429.64000000 0.003259751605 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSF22 2031422.30000000 PA USD 2070259.34000000 0.049830533454 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 9128334Z0 842000.00000000 PA USD 570501.24000000 0.013731797063 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -15110000.00000000 OU OTHER USD -10621.40000000 -0.00025565397 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -15110000.00000000 USD 75.00000000 USD 2026-04-15 XXXX 4715.25000000 N N N NYC Commercial Mortgage Trust N/A 67120UAA5 1435000.00000000 PA USD 1423367.75000000 0.034260043132 Long ABS-MBS CORP US N 2 2042-02-15 Floating 4.96309000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 530000.00000000 PA 519698.59000000 0.012508992218 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411F4Y7 144.05000000 PA USD 149.15000000 0.000003589996 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAC6 267000.00000000 PA USD 275043.52000000 0.006620216636 Long DBT CORP US N 2 2034-09-30 Fixed 5.95000000 N N N N N N OneMain Financial Issuance Tru N/A 68269BAA6 2382000.00000000 PA USD 2348301.13000000 0.056522917568 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.14000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114TZT2 1360000.00000000 PA USD 1343818.58000000 0.032345318006 Long DBT CORP CA N 2 2027-03-10 Fixed 2.80000000 N N N N N N ESKOM HOLDINGS 3789001900ED06F65111 29646AAC0 551000.00000000 PA USD 569940.63000000 0.013718303345 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAC3 1650000.00000000 PA USD 1667624.81000000 0.040139238731 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M6EZ9 13149.72000000 PA USD 13169.25000000 0.000316979974 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPP3 25904.02000000 PA USD 25530.42000000 0.000614509700 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 13805.08000000 0.000332284215 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1025593.97000000 USD 883523.23000000 EUR 2026-01-22 13805.08000000 N N N OneMain Financial Issuance Tru N/A 68269MAB0 1756000.00000000 PA USD 1758039.59000000 0.042315495895 Long ABS-O CORP US N 2 2036-06-16 Floating 4.74385000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 24900000.00000000 PA USD 24814406.25000000 0.597275460569 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AZ9 145000.00000000 PA USD 149916.85000000 0.003608454489 Long DBT CORP US N 2 2034-04-01 Fixed 5.45000000 N N N N N N Structured Asset Investment Lo N/A 86358EKX3 211035.57000000 PA USD 223304.40000000 0.005374871234 Long ABS-O CORP US N 2 2034-09-25 Floating 4.78621000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 1276000.00000000 PA USD 1272337.88000000 0.030624798579 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QTAC0 27484.75000000 PA USD 26129.81000000 0.000628936841 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BU5 265000.00000000 PA USD 272047.32000000 0.006548098983 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RBA9 670000.00000000 PA USD 669269.56000000 0.016109121478 Long DBT CORP US N 2 2032-04-01 Fixed 4.55000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 913017CY3 278000.00000000 PA USD 278890.84000000 0.006712820497 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BDR42 2715311.58000000 PA USD 460019.13000000 0.011072525168 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -40060000.00000000 OU OTHER USD -1851.87000000 -0.00004457396 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -40060000.00000000 USD 75.00000000 USD 2026-01-21 XXXX 28193.13000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WZB7 1114736.72000000 PA USD 1027217.96000000 0.024724834194 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N OneMain Direct Auto Receivable N/A 682687AD0 225000.00000000 PA USD 224715.80000000 0.005408843217 Long ABS-O CORP US N 2 2030-11-14 Fixed 1.62000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 2500000.00000000 PA USD 2637235.50000000 0.063477482879 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TUA1 26574.38000000 PA USD 24654.55000000 0.000593427767 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 964000.00000000 PA USD 970165.10000000 0.023351588633 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 2250000.00000000 PA USD 2308835.17000000 0.055572983518 Long DBT CORP US N 2 2035-03-15 Fixed 5.72500000 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223VZ1 103000.00000000 PA USD 111419.32000000 0.002681830264 Long DBT MUN US N 2 2039-12-01 Fixed 6.10500000 N N N N N N Exeter Automobile Receivables N/A 30167KAD3 590000.00000000 PA USD 593109.36000000 0.014275967862 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RW9 360741.07000000 PA USD 337008.50000000 0.008111695481 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 1160000.00000000 PA USD 1194663.99000000 0.028755210890 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -11530000.00000000 OU OTHER USD -597.11000000 -0.00001437226 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A -11530000.00000000 USD 72.50000000 USD 2026-01-21 XXXX 8811.37000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGPB8 1513136.94000000 PA USD 1482414.99000000 0.035681292833 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 23291725.90000000 NS USD 23291725.90000000 0.560624992362 Long STIV RF US N 1 N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F062614 -2385000.00000000 PA USD -2478588.78000000 -0.05965890298 Short ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJ6S2 142835.38000000 PA USD 142160.56000000 0.003421762870 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HR7 474000.00000000 PA USD 426649.06000000 0.010269317397 Long DBT CORP US N 2 2052-06-01 Fixed 5.45000000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 50353347.49000000 NS USD 50353347.49000000 1.211990265264 Long STIV RF US N 1 N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418BAE8 1355000.00000000 PA USD 1340889.17000000 0.032274807969 Long DBT CORP CA N 2 2027-03-11 Fixed 2.95100000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 012873AK1 150000.00000000 PA USD 167386.18000000 0.004028936124 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NUVD8 2573826.00000000 PA USD 2607799.81000000 0.062768974477 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.39000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2V6 865000.00000000 PA USD 854899.39000000 0.020577176893 Long DBT CORP US N 2 2030-09-18 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 685000.00000000 NC USD 0.00000000 0.000000 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A JPY N/A USD 2025-12-31 685000.00000000 USD 135.00000000 USD 2025-12-31 XXXX -1.39000000 N N N MSWF Commercial Mortgage Trust N/A 55361AAV6 7042078.31000000 PA USD 394404.27000000 0.009493194785 Long ABS-MBS CORP US N 2 2056-12-15 Variable 0.90696900 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H96B0 7581101.00000000 PA USD 6243120.82000000 0.150270082047 Long ABS-MBS USGSE US N 2 2055-01-25 Fixed 2.00000000 N N N N N N OneMain Direct Auto Receivable N/A 682687AC2 765000.00000000 PA USD 764013.53000000 0.018389580972 Long ABS-O CORP US N 2 2028-07-14 Fixed 1.42000000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UCP8 53661.43000000 PA USD 52872.99000000 0.001272637319 Long ABS-O CORP US N 2 2035-01-25 Floating 5.69121000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAC1 365000.00000000 PA USD 375534.24000000 0.009038998712 Long DBT CORP US N 2 2034-01-15 Fixed 5.68100000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAD1 2500000.00000000 PA USD 2594656.25000000 0.062452612854 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 21146000.00000000 PA USD 20789161.25000000 0.500388997236 Long DBT UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N GLS Auto Receivables Trust N/A 36270YAG7 1045000.00000000 PA USD 1051587.16000000 0.025311393671 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.89000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 735000.00000000 PA USD 761574.07000000 0.018330863887 Long DBT CORP GB N 2 2033-08-11 Fixed 5.40200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERM4 504079.76000000 PA USD 517342.72000000 0.012452287120 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1476.93000000 -0.00003554927 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -16992214.90000000 THB 541000.00000000 USD 2026-03-18 -1476.93000000 N N N Onslow Bay Financial LLC 254900FPAGVH6E25VL74 67121UAA4 1563909.30000000 PA USD 1577519.53000000 0.037970431141 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.44100000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 300000.00000000 PA USD 294750.00000000 0.007094545814 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H2T20 1781558.48000000 PA USD 297949.09000000 0.007171546970 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 3.00000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AX4 730000.00000000 PA USD 786058.22000000 0.018920190177 Long DBT CORP US N 2 2033-10-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GW3B7 13786.05000000 PA USD 13714.92000000 0.000330114090 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.50000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 2019000.00000000 PA USD 1435814.02000000 0.034559621191 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HBRA8 28116.41000000 PA USD 27951.70000000 0.000672789198 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 370000.00000000 PA USD 404171.91000000 0.009728299007 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325YQS0 6852321.51000000 PA USD 354829.58000000 0.008540643635 Long ABS-MBS USGSE US N 2 2037-05-15 Fixed 1.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BD6 370000.00000000 PA USD 371652.49000000 0.008945566132 Long DBT CORP US N 2 2065-05-01 Fixed 5.80000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 40060000.00000000 OU OTHER USD 6630.01000000 0.000159582390 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 40060000.00000000 USD 57.50000000 USD 2026-01-21 XXXX -75492.99000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 2614000.00000000 NC 1125.40000000 0.000027088047 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A TRY 2026-01-20 2614000.00000000 USD 99.00000000 EUR 2026-01-20 XXXX 1122.33000000 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFR0 619000.00000000 PA USD 498799.36000000 0.012005953899 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AEL31 4919834.50000000 PA USD 4948209.55000000 0.119101948609 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Navient Student Loan Trust N/A 63941XAA5 209006.41000000 PA USD 198298.05000000 0.004772975744 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307UV47 4125.77000000 PA USD 4027.60000000 0.000096943147 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N WHISTLER PIPELINE LLC 549300NG57SGLTNW5C85 96337RAB8 545000.00000000 PA USD 565709.34000000 0.013616457439 Long DBT CORP US N 2 2031-09-30 Fixed 5.70000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001ABC9 3196000.00000000 PA USD 3143733.57000000 0.075668742464 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.21000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 343000.00000000 PA USD 349005.91000000 0.008400469611 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H4HW7 29228.07000000 PA USD 29029.72000000 0.000698736822 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PCF4 3785384.65000000 PA USD 3735855.16000000 0.089920934993 Long ABS-MBS USGSE US Y 2 2056-07-25 Variable 4.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HQ9 2180000.00000000 PA USD 2196733.19000000 0.052874721828 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -4587.15000000 -0.00011041135 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -631000.00000000 USD 19706130.00000000 TWD 2026-03-18 -4587.15000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 521000.00000000 PA USD 521962.90000000 0.012563493494 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GMD1 603859.17000000 PA USD 638671.12000000 0.015372626026 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 530000.00000000 PA USD 468379.94000000 0.011273767406 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQXT8 481349.17000000 PA USD 483132.69000000 0.011628861759 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BCD6 208679.23000000 PA USD 196999.26000000 0.004741714251 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944TR2 152293.55000000 PA USD 149275.93000000 0.003593027733 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N VENATOR FIN SARL N/A 000000000 163623.24000000 PA USD 122717.43000000 0.002953772449 Long LON CORP US N 3 2026-12-31 Floating 14.31780000 N N N N N N CPS Auto Trust N/A 12630SAC5 2535000.00000000 PA USD 2557121.42000000 0.061549160535 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.12000000 N N N N N N Citigroup Commercial Mortgage N/A 29429EAD3 1015000.00000000 PA USD 1007113.04000000 0.024240914682 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.90200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 9555000.00000000 PA USD 5809141.41000000 0.139824325281 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -2614000.00000000 NC -14922.81000000 -0.00035918764 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A EUR N/A TRY 2026-01-20 -2614000.00000000 USD 52.75000000 EUR 2026-01-20 XXXX 10911.83000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 1750000.00000000 PA USD 1765127.89000000 0.042486109191 Long DBT CORP US N 2 2028-01-24 Fixed 4.90000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDW3 500000.00000000 PA USD 505339.80000000 0.012163380366 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 1075000.00000000 PA 1224305.79000000 0.029468680299 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N N Banc of America Merrill Lynch N/A 05494BBA4 4787000.00000000 PA USD 4026781.32000000 0.096923442103 Long ABS-MBS CORP US N 2 2051-11-27 None 0.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KP2 4494000.00000000 PA USD 2101694.64000000 0.050587171880 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYBS2 2683022.74000000 PA USD 2177165.87000000 0.052403742190 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAD5 3000000.00000000 PA USD 2693198.70000000 0.064824500644 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.67200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNDN6 13291.89000000 PA USD 12825.22000000 0.000308699273 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJS0 3616.70000000 PA USD 3722.08000000 0.000089589370 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGL5 230885.97000000 PA USD 213605.85000000 0.005141429988 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 2270000.00000000 OU OTHER USD 315.40000000 0.000007591585 N/A DCR CORP CA N 2 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Put Purchased ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP CA US IHS MARKIT LTD CDX.NA.HY.45.V1 Default Event 2030-12-20 0.00000000 USD 0.00000000 USD N/A N/A 2270000.00000000 USD 101.00000000 USD 2026-01-21 XXXX -1046.60000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 390000.00000000 PA USD 394090.18000000 0.009485634731 Long DBT CORP US N 2 2036-09-11 Fixed 5.17400000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AF9 202065.57770000 PA USD 214231.24000000 0.005156482941 Long DBT CORP US Y 2 2030-12-31 Fixed 11.50000000 N N Y N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 209000.00000000 PA 244464.86000000 0.005884197283 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F03X0 168483.40000000 PA USD 158029.45000000 0.003803722385 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDT3 200000.00000000 PA USD 206924.77000000 0.004980618357 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 18200000.00000000 PA USD 12720093.75000000 0.306168915607 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 1300000.00000000 PA USD 1253949.09000000 0.030182185812 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Vanguard Total Bond Market ETF N/A 921937835 1113577.00000000 NS USD 82482648.39000000 1.985333088762 Long EC RF US N 1 N N N SHELL FINANCE US INC N/A 822905AA3 241000.00000000 PA USD 207815.40000000 0.005002055559 Long DBT CORP US N 2 2045-05-11 Fixed 4.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHS1 517000.00000000 PA USD 435340.73000000 0.010478523338 Long DBT CORP US N 2 2050-03-15 Fixed 4.33000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -458430.24000000 -0.01103428105 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 0.00000000 USD -437670.64000000 USD -20000000.00000000 USD -20759.60000000 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BM1 651000.00000000 PA USD 531958.85000000 0.012804093071 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKP28 5551438.24000000 PA USD 4762313.06000000 0.114627474767 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAP1 945000.00000000 PA USD 965108.77000000 0.023229884257 Long DBT CORP US N 2 2035-04-15 Fixed 5.20000000 N N N N N Verus Securitization Trust N/A 92538KAA1 4457825.26000000 PA USD 3889478.39000000 0.093618600959 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.01300000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FF0 170000.00000000 PA USD 166771.57000000 0.004014142642 Long DBT CORP US N 2 2041-06-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 1190819.63000000 PA USD 1028783.36000000 0.024762512912 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312927YK6 4020.53000000 PA USD 4245.00000000 0.000102175901 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2970000.00000000 PA USD 3021510.94000000 0.072726879705 Long DBT UST US N 2 2029-11-30 Fixed 4.12500000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4E8 1095000.00000000 PA USD 1103025.98000000 0.026549510940 Long DBT CORP US N 2 2027-01-07 Fixed 4.95000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DT1 325000.00000000 PA USD 342431.47000000 0.008242224774 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -60637.07000000 -0.00145951644 N/A DFE CORP US N 2 BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 -3255813.00000000 GBP 4327916.41000000 USD 2026-01-22 -60637.07000000 N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 103444.75000000 PA USD 99921.75000000 0.002405087135 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XHA35 50918.96000000 PA USD 51034.98000000 0.001228396959 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 321000.00000000 PA USD 311195.21000000 0.007490377182 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N TEXAS ST 549300X9CH74QB747L76 882722KF7 374923.70000000 PA USD 385229.84000000 0.009272368953 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N Social Professional Loan Progr N/A 83401CAB0 231575.80000000 PA USD 224629.98000000 0.005406777555 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36269JAA6 4560000.00000000 PA USD 4609852.20000000 0.110957786705 Long ABS-MBS CORP US N 2 2041-03-10 Variable 5.31021000 N N N N N N CLUE OPCO LLC N/A 36267QAA2 1738000.00000000 PA USD 1835238.32000000 0.044173646622 Long DBT CORP US N 2 2031-10-15 Fixed 9.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V7D6 2912036.91000000 PA USD 2412454.06000000 0.058067059726 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Shops at Crystals Trust 2016-C N/A 82510WAA8 1078000.00000000 PA USD 1070438.48000000 0.025765139399 Long ABS-MBS CORP US Y 2 2036-07-05 Fixed 3.12550000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 565000.00000000 PA USD 578526.93000000 0.013924973061 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 7364.59000000 0.000177263515 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -444000.00000000 USD 147836460.00000000 HUF 2026-01-22 7364.59000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HNB6 216.22000000 PA USD 223.66000000 0.000005383430 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411DZ36 1133.52000000 PA USD 1168.74000000 0.000028131228 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 5675000.00000000 PA USD 4182652.34000000 0.100675211713 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FK6L9 115533.84000000 PA USD 111672.66000000 0.002687928083 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 1305000.00000000 PA USD 1308526.15000000 0.031495839595 Long DBT CORP US N 2 2031-09-11 Fixed 4.50300000 N N N N N N Towd Point Mortgage Trust N/A 89182JAA9 54496.29000000 PA USD 54958.15000000 0.001322826507 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BKV7 247062.58000000 PA USD 235402.40000000 0.005666066536 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 353000.00000000 PA USD 324316.32000000 0.007806198441 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 2380000.00000000 PA USD 2142113.71000000 0.051560047008 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AP4 117000.00000000 PA USD 104587.85000000 0.002517398790 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1103.45000000 0.000026559716 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -383000.00000000 USD 491229.67000000 SGD 2026-03-18 1103.45000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBR6 462000.00000000 PA USD 450473.10000000 0.010842755033 Long DBT CORP US N 2 2028-06-01 Fixed 2.18200000 N N N N N N Legacy Mortgage Asset Trust N/A 52476AAA1 2316029.34000000 PA USD 2319228.01000000 0.055823136120 Long ABS-MBS CORP US N 2 2061-01-25 Variable 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403MX46 5594.37000000 PA USD 5739.44000000 0.000138146632 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFTF8 689426.81000000 PA USD 592999.78000000 0.014273330304 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPL0 1088751.67000000 PA USD 1018639.43000000 0.024518351500 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 374000.00000000 PA USD 391227.82000000 0.009416738568 Long DBT CORP US N 2 2028-11-15 Variable 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ3J2 3908223.95000000 PA USD 3984361.58000000 0.095902411437 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N GoodLeap Home Improvement Solu N/A 381935AA3 464294.87000000 PA USD 470268.95000000 0.011319235321 Long ABS-O CORP US N 2 2046-10-20 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XP3F4 744834.02000000 PA USD 765325.15000000 0.018421151279 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 6.00000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAW9 2013000.00000000 PA USD 1886980.83000000 0.045419073620 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 2374000.00000000 NC USD 681.27000000 0.000016397968 N/A DFE CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DFE CORP US N/A USD N/A TRY 2026-01-15 2374000.00000000 USD 99.00000000 USD 2026-01-15 XXXX 681.27000000 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 11000.00000000 PA USD 10955.53000000 0.000263696385 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAP7 1630000.00000000 PA USD 1648918.55000000 0.039688984554 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 424000.00000000 PA USD 421663.34000000 0.010149312583 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 335000.00000000 PA USD 374309.52000000 0.009009520062 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAT0 335000.00000000 PA USD 353672.60000000 0.008512795467 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N MPH ACQUISITION HOLDINGS 5493002WXOPRPTXWTU06 553283AG7 377468.84140000 PA USD 333371.17000000 0.008024146018 Long DBT CORP US Y 2 2030-12-31 Fixed 5.75000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GQ1 380000.00000000 PA USD 356250.58000000 0.008574846688 Long DBT CORP US N 2 2054-01-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJL8 327617.75000000 PA USD 332797.79000000 0.008010344930 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 30037DAD7 421000.00000000 PA USD 438113.64000000 0.010545266466 Long DBT CORP US N 2 2034-04-01 Fixed 5.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 397000.00000000 PA USD 301119.61000000 0.007247860454 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC 1082.48000000 0.000026054975 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2026-06-20 654.63000000 USD 0.00000000 USD 905000.00000000 EUR 427.85000000 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 525000.00000000 PA USD 544870.83000000 0.013114880632 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMYL3 838788.69000000 PA USD 716904.88000000 0.017255689621 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 534000.00000000 PA USD 447315.18000000 0.010766744828 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGCS5 5527863.68000000 PA USD 5274418.81000000 0.126953709560 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BS6H3 3531224.55000000 PA USD 190270.50000000 0.004579754976 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 2.07581000 N N N N N N ICG Euro CLO 635400IDZDV7D9IJ8J46 000000000 5000000.00000000 PA 5871028.90000000 0.141313938964 Long ABS-CBDO CORP IE N 2 2038-10-19 Floating 3.25400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLV9 850000.00000000 PA USD 860862.52000000 0.020720707678 Long DBT CORP US N 2 2027-09-15 Fixed 5.93300000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 056121AA4 2640000.00000000 PA USD 2710039.99000000 0.065229865541 Long DBT CORP FR N 2 2031-05-28 Fixed 5.38900000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 611000.00000000 PA 696563.23000000 0.016766072088 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N Deephaven Residential Mortgage N/A 24381VAA8 3645708.29000000 PA USD 3244395.28000000 0.078091640219 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.19400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -12005000.00000000 OU OTHER USD -27952.97000000 -0.00067281976 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -12005000.00000000 USD 3.69400000 USD 2026-11-04 XXXX 196.69000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 348.00000000 NC USD -115986.61000000 -0.00279176359 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 40141425.85000000 USD -115986.61000000 N N N AMER AIRLN 15-2 A PASS T N/A 02377BAA4 1649752.11000000 PA USD 1620489.14000000 0.039004697017 Long DBT CORP US N 2 2027-09-22 Fixed 4.00000000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AP9 154000.00000000 PA USD 140769.67000000 0.003388284556 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan N/A 64829HAD9 95267.66000000 PA USD 90658.40000000 0.002182121025 Long ABS-MBS CORP US N 2 2056-09-25 Variable 3.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 770000.00000000 PA USD 786801.48000000 0.018938080226 Long DBT CORP US N 2 2035-12-03 Fixed 5.21100000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BV4 410000.00000000 PA USD 418650.39000000 0.010076791763 Long DBT CORP US N 2 2032-05-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410SNJ2 2411.46000000 PA USD 2500.08000000 0.000060176190 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N Bank N/A 06541UBQ8 2454464.44000000 PA USD 2335557.42000000 0.056216180216 Long ABS-MBS CORP US N 2 2053-12-15 Fixed 1.67300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XTHG6 103090.19000000 PA USD 102460.39000000 0.002466191453 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GP3 1590000.00000000 PA USD 1611820.22000000 0.038796038662 Long DBT CORP US N 2 2034-01-15 Fixed 5.00000000 N N N N N N OHIO EDISON CO N/A 677347CH7 315000.00000000 PA USD 327705.03000000 0.007887763694 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -872.85000000 -0.00002100924 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -8176334.10000000 CZK 397000.00000000 USD 2026-01-22 -872.85000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAX8 1836924.98000000 PA USD 1568827.65000000 0.037761220146 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V7G9 1194046.09000000 PA USD 1101402.17000000 0.026510426311 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 3.50000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAW9 3855000.00000000 PA USD 3412565.12000000 0.082139438809 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPRL3 4315241.71000000 PA USD 4135399.14000000 0.099537841087 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Ellington Financial Mortgage T 254900C1B6ZW3SK54M36 26847NAA9 969371.24000000 PA USD 977825.90000000 0.023535981836 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.44400000 N N N N N N BENCHMARK Mortgage Trust N/A 08163WAH8 5430662.74000000 PA USD 290001.19000000 0.006980243354 Long ABS-MBS CORP US N 2 2056-12-15 Variable 1.17306500 N N N N N N Bank N/A 06541RAZ6 1648251.84000000 PA USD 1608356.07000000 0.038712657590 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.84600000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AJ1 3045000.00000000 PA USD 3025794.20000000 0.072829976513 Long DBT CORP US N 2 2066-04-15 Fixed 6.37500000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAF3 201000.00000000 PA USD 179303.63000000 0.004315785641 Long DBT CORP US N 2 2030-10-01 Fixed 1.75000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 14916RAD6 214000.00000000 PA USD 186318.55000000 0.004484632702 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -680000.00000000 NC USD -6329.37000000 -0.00015234607 N/A DFE CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP DE US N/A COP N/A USD 2026-01-08 -680000.00000000 USD 3800.00000000 USD 2026-01-08 XXXX -2259.57000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A2T55 55226.91000000 PA USD 56567.74000000 0.001361568865 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BT8 390000.00000000 PA USD 387838.82000000 0.009335166334 Long DBT CORP US N 2 2040-05-01 Fixed 5.15000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 270000.00000000 PA USD 182470.21000000 0.004392004290 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205UAA9 2100000.00000000 PA USD 2113566.00000000 0.050872912024 Long ABS-MBS CORP US N 2 2040-01-25 Variable 5.65200000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GN7 1030000.00000000 PA USD 1000133.68000000 0.024072923540 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAS0 1278000.00000000 PA USD 846651.11000000 0.020378643219 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 120000.00000000 PA USD 121643.31000000 0.002927918696 Long DBT CORP US N 2 2030-10-23 Fixed 4.69200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS5M0 1927551.11000000 PA USD 1867442.51000000 0.044948792004 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 4.00000000 N N N N N N Verus Securitization Trust 213800KZO2G8SSFFDH61 92540YAA7 3775926.58000000 PA USD 3807634.17000000 0.091648634654 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.41700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCL3 2300000.00000000 PA USD 2347448.18000000 0.056502387312 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 2135.89000000 0.000051410244 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -679000.00000000 USD 29732731.00000000 TRY 2026-01-22 2135.89000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383DY69 2213132.46000000 PA USD 1992637.19000000 0.047962191132 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 555000.00000000 PA USD 574440.35000000 0.013826610282 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAH8 1320000.00000000 PA USD 510675.00000000 0.012291797061 Long DBT CORP NL N 2 2031-01-12 Fixed 8.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 495000.00000000 PA USD 494719.21000000 0.011907745888 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 257000.00000000 PA USD 258305.58000000 0.006217339343 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 75000.00000000 PA USD 78117.16000000 0.001880257067 Long DBT CORP US N 2 2055-03-15 Fixed 7.37500000 N N N N N N STRIPS 254900HROIFWPRGM1V77 9128337E4 547000.00000000 PA USD 342370.57000000 0.008240758929 Long DBT UST US N 2 2036-08-15 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBY3 1339761.38000000 PA USD 1156283.00000000 0.027831391749 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N AutoNation Finance Trust 2025- N/A 05330QAF9 900000.00000000 PA USD 916725.87000000 0.022065322083 Long ABS-O CORP US N 2 2030-12-10 Fixed 5.19000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 34685000.00000000 PA USD 19212238.28000000 0.462432925118 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 8270.76000000 0.000199074760 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -687000.00000000 USD 14287896.24000000 CZK 2026-01-22 8270.76000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAE2 495000.00000000 PA USD 498337.24000000 0.011994830806 Long DBT CORP FR N 2 2028-09-12 Fixed 4.62500000 N N N N N N OneMain Direct Auto Receivable N/A 682685AA0 4100000.00000000 PA USD 4130926.71000000 0.099430191012 Long ABS-O CORP US N 2 2029-11-14 Fixed 5.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NXFD0 3190000.00000000 PA USD 3231790.63000000 0.077788250000 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 4.61000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 2050000.00000000 PA USD 2055445.15000000 0.049473960258 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y8KD6 614711.49000000 PA USD 624711.95000000 0.015036632909 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111GK3 425000.00000000 PA USD 424569.52000000 0.010219263481 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MBS7 3200000.00000000 PA USD 3210391.36000000 0.077273175865 Long ABS-O CORP US N 2 2027-06-25 Fixed 5.49000000 N N N N N N One Market Plaza Trust N/A 68245HAS3 10119446.11000000 PA USD 10.12000000 0.000000243585 Long ABS-MBS CORP US N 2 2032-02-10 Variable 0.01000000 N N N N N N JBS USA HOLD/FOOD GRP/CO N/A 472140AG7 105000.00000000 PA USD 104613.77000000 0.002518022677 Long DBT CORP US N 2 2056-03-01 Fixed 6.25000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 109000.00000000 PA USD 108398.81000000 0.002609127476 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -22.00000000 NC USD 2224.27000000 0.000053537524 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-31 -4595583.64000000 USD 2224.27000000 N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573BA3 1095000.00000000 PA USD 1120250.49000000 0.026964099830 Long DBT CORP US N 2 2030-03-15 Fixed 4.90000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMR49 1971437.34000000 PA USD 1928078.26000000 0.046408276674 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6HY7 372.86000000 PA USD 393.62000000 0.000009474317 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L53M3 186263.47000000 PA USD 197229.58000000 0.004747257985 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCM1 725000.00000000 PA USD 742965.08000000 0.017882950971 Long DBT CORP US N 2 2035-07-15 Fixed 5.20000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 200000.00000000 PA USD 189159.25000000 0.004553007516 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N Social Professional Loan Progr N/A 83406TAB8 918384.68000000 PA USD 888508.16000000 0.021386130102 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 1215000.00000000 PA USD 1236262.50000000 0.029756474792 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LL79 12210.38000000 PA USD 12428.66000000 0.000299154190 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAB9 305000.00000000 PA USD 307527.55000000 0.007402097685 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2540.90000000 -0.00006115871 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -9669670.92000000 CZK 468000.00000000 USD 2026-01-22 -2540.90000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180HBC1 5300.05000000 PA USD 4947.87000000 0.000119093775 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4C2 1525000.00000000 PA USD 1524675.02000000 0.036698479327 Long DBT CORP US N 2 2029-10-08 Fixed 4.72100000 N N N N N RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 76720AAW6 340000.00000000 PA USD 351887.83000000 0.008469836578 Long DBT CORP GB N 2 2065-03-14 Fixed 5.87500000 N N N N N N AutoNation Finance Trust 2025- N/A 05330QAE2 2000000.00000000 PA USD 2036115.80000000 0.049008708488 Long ABS-O CORP US N 2 2030-08-12 Fixed 5.03000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 211000.00000000 PA USD 211891.37000000 0.005100162959 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410UPD8 53.27000000 PA USD 55.37000000 0.000001332739 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 100084.46000000 PA USD 99110.29000000 0.002385555532 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 43000.00000000 PA USD 40948.14000000 0.000985609687 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Island Finance Trust 2025-1 N/A 463920AA6 1000000.00000000 PA USD 1012009.90000000 0.024358780662 Long ABS-O CORP US N 2 2035-03-19 Fixed 6.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L0RM1 304777.00000000 PA USD 235695.05000000 0.005673110536 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 1.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -22250.56000000 -0.00053556443 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -3806442.00000000 PLN 1037883.25000000 USD 2026-01-22 -22250.56000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BG5 614000.00000000 PA USD 624096.43000000 0.015021817524 Long DBT CORP GB N 2 2029-05-18 Fixed 4.89200000 N N N N N N FIVE POINT OPERATING CO N/A 33834YAC2 190000.00000000 PA USD 198733.61000000 0.004783459545 Long DBT CORP US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288BV59 909.16000000 PA USD 933.67000000 0.000022473162 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 270000.00000000 PA USD 277896.26000000 0.006688881249 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 9710000.00000000 PA USD 9691987.33000000 0.233283284638 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 845000.00000000 PA USD 844647.35000000 0.020330413305 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 1402000.00000000 PA USD 1305830.43000000 0.031430954407 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N STAR LEASING CO LLC 549300WXKNX4PT3HSN71 854938AA5 1115000.00000000 PA USD 1038556.28000000 0.024997744222 Long DBT CORP US N 2 2030-02-15 Fixed 7.62500000 N N N N N N ALABAMA POWER CO 0RL818ELFOHP5JHOFU19 010392FM5 187000.00000000 PA USD 147262.85000000 0.003544573489 Long DBT CORP US N 2 2045-03-01 Fixed 3.75000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 469000.00000000 PA USD 517042.90000000 0.012445070541 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 38874.05000000 0.000935686950 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -4260275.27000000 USD 3654417.70000000 EUR 2026-01-22 38874.05000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FJQ6 655.71000000 PA USD 681.09000000 0.000016393635 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVLF3 2445713.89000000 PA USD 2446634.95000000 0.058889783695 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 31995000.00000000 PA USD 28545539.06000000 0.687082729987 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N Aligned Data Centers Issuers L N/A 01627AAD0 2270000.00000000 PA USD 2286711.51000000 0.055040473528 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCA7 205000.00000000 PA USD 205784.70000000 0.004953177208 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WQMU3 674074.32000000 PA USD 644194.93000000 0.015505582508 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AH2 1650000.00000000 PA USD 1600024.14000000 0.038512110485 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 2220000.00000000 PA USD 2018812.50000000 0.048592223146 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N BENCHMARK Mortgage Trust N/A 081925AF6 19869039.58000000 PA USD 692014.81000000 0.016656592956 Long ABS-MBS CORP US N 2 2056-07-15 Variable 0.57282500 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 4355000.00000000 PA USD 3997073.44000000 0.096208382169 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -1363000.00000000 NC USD -36403.16000000 -0.00087621335 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DFE CORP US US N/A ZAR N/A USD 2026-01-08 -1363000.00000000 USD 17.01000000 USD 2026-01-08 XXXX -25652.52000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HM3S7 620046.89000000 PA USD 621333.12000000 0.014955305465 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 5.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 660000.00000000 PA USD 657375.33000000 0.015822830860 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GYJX8 135568.12000000 PA USD 127428.15000000 0.003067158094 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 905000.00000000 PA USD 928073.23000000 0.022338449701 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCJT6 1137139.76000000 PA USD 1052602.83000000 0.025335840549 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 460000.00000000 PA USD 459572.68000000 0.011061779248 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 25000.00000000 PA USD 26714.04000000 0.000642999086 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411ATZ8 1569.26000000 PA USD 1654.88000000 0.000039832474 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N NORINCHUKIN BANK 5493007VSMFZCPV1NB83 656029AQ8 1500000.00000000 PA USD 1518190.05000000 0.036542388006 Long DBT CORP JP N 2 2035-09-09 Fixed 5.35900000 N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AT3 1000000.00000000 PA USD 1035281.15000000 0.024918912806 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N 2026-02-26 Advanced Series Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer