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May 19, 2022 4:12 PM EDT
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    NPORT-P
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      Pioneer Series Trust XIV
      811-09223
      0001077452
      00000000000000000000
      60 State Street
      Boston
      
      02109
      617-422-4947
      Pioneer Strategic Income Fund
      S000010131
      TN5Y392EHJ8T3X0XI337
      2022-09-30
      2022-03-31
      N
    
    
      5488217488.73
      1098289999.25
      4389927489.48
      0.00000000
      0.00000000
      0.00000000
      0.00000000
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      0.00000000
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      69516132.71000000
      987557833.41000000
      0.00000000
      105867530.90000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Pangaea Re 2016-2, 11/30/21
        N/A
        Pangaea Re 2016-2, 11/30/21
        000000000
        
          
        
        6150000.00000000
        PA
        USD
        10967.25000000
        0.000249827588
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-11-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36230UD63
        
          
        
        16361.60000000
        PA
        USD
        17329.44000000
        0.000394754584
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walton Health Re 2019, 6/30/22
        N/A
        Walton Health Re 2019, 6/30/22
        000000000
        
          
        
        300000.00000000
        PA
        USD
        250380.00000000
        0.005703511062
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROFRAC HOLDINGS II LLC
        N/A
        ProFrac Holdings II LLC
        000000000
        
          
        
        8270000.00000000
        PA
        USD
        8063250.00000000
        0.183676154545
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-04
          Floating
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA6
        35566CBE4
        
          
        
        2630000.00000000
        PA
        USD
        2419477.71000000
        0.055114297805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Floating
          5.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AUND5
        
          
        
        2610.17000000
        PA
        USD
        2723.12000000
        0.000062031092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gleneagles Re 2021, 12/31/24
        N/A
        Gleneagles Re 2021, 12/31/24
        000000000
        
          
        
        1250000.00000000
        PA
        USD
        299430.06000000
        0.006820842957
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183E3Y6
        
          
        
        94276.71000000
        PA
        USD
        98557.54000000
        0.002245083551
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AQ6X6
        
          
        
        65447.69000000
        PA
        USD
        69041.84000000
        0.001572733038
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2019-3, 7/1/23
        N/A
        Pangaea Re 2019-3, 7/1/23
        000000000
        
          
        
        5220725.00000000
        PA
        USD
        187794.21000000
        0.004277843095
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY COR
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36257BAA7
        
          
          
        
        437000.00000000
        PA
        USD
        447925.00000000
        0.010203471494
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-11-01
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W9T91
        
          
        
        2783099.24000000
        PA
        USD
        3005265.68000000
        0.068458207731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131YA7G9
        
          
        
        457642.12000000
        PA
        USD
        468729.46000000
        0.010677385016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295CK42
        
          
        
        4680.36000000
        PA
        USD
        4957.42000000
        0.000112927149
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AL5
        
          
          
        
        2889000.00000000
        PA
        USD
        2850634.08000000
        0.064935789641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        620140000.00000000
        PA
        
        31378647.50000000
        0.714787375764
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-05-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        Benefit Street Partners CLO XIX Ltd
        08183PAA4
        
          
        
        4000000.00000000
        PA
        USD
        3934368.00000000
        0.089622619267
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          7.26129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B47J1
        
          
        
        3234196.66000000
        PA
        USD
        293089.69000000
        0.006676413009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Floating
          5.59343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ACT7
        
          
          
        
        360000.00000000
        PA
        USD
        273021.56000000
        0.006219272656
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201NHL7
        
          
        
        12376.72000000
        PA
        USD
        13257.44000000
        0.000301996787
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2020-DUNE
        36258BAS7
        
          
        
        6000000.00000000
        PA
        USD
        5869397.40000000
        0.133701465777
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.89700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADF6
        
          
        
        575.00000000
        PA
        USD
        31101.93000000
        0.000708483911
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J8WM8
        
          
        
        482506.47000000
        PA
        USD
        482719.81000000
        0.010996077068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36184JAM2
        
          
        
        670878.44000000
        PA
        USD
        684384.05000000
        0.015589871396
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-HQA1
        35564KTB5
        
          
        
        4440000.00000000
        PA
        USD
        4544292.49000000
        0.103516345107
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387EXR3
        
          
        
        112.84000000
        PA
        USD
        121.17000000
        0.000002760182
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-KG05 Mortgage Trust
        30318WAL7
        
          
        
        10000000.00000000
        PA
        USD
        60039.00000000
        0.001367653569
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-01-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Torricelli Re 2021, 7/31/25
        N/A
        Torricelli Re 2021, 7/31/25
        000000000
        
          
        
        2818951.00000000
        PA
        USD
        2751578.07000000
        0.062679351232
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-07-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT
        46645WBA0
        
          
        
        4750000.00000000
        PA
        USD
        4796025.13000000
        0.109250668524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          4.54870000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6VZ8
        
          
        
        4623.49000000
        PA
        USD
        5005.38000000
        0.000114019650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EE4A4
        
          
        
        797030.50000000
        PA
        USD
        823063.60000000
        0.018748911046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAL3
        
          
          
        
        8400000.00000000
        PA
        USD
        7540341.23000000
        0.171764596296
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-11-22
          Fixed
          3.22500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179QR29
        
          
        
        803093.06000000
        PA
        USD
        855454.40000000
        0.019486754668
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213WPR1
        
          
        
        1021.85000000
        PA
        USD
        1104.66000000
        0.000025163513
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMESTONE RE LTD
        5493004PN8HGYC184A27
        Limestone Re Ltd
        000000000
        
          
          
        
        140000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300C89ZJ5IWOT1F21
        Whitebox Clo II Ltd
        96466EAE4
        
          
        
        4000000.00000000
        PA
        USD
        3822148.00000000
        0.087066312807
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-24
          Floating
          7.35886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fun
        N/A
        Oceanview Mortgage Trust 2021-INV1
        67647TCF9
        
          
        
        3182153.22000000
        PA
        USD
        2810930.54000000
        0.064031366047
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          3.24587000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICAL INDU
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAP6
        
          
          
        
        1478000.00000000
        PA
        USD
        1425808.13000000
        0.032479081566
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        984245AQ3
        
          
          
        
        12895000.00000000
        PA
        USD
        9606903.95000000
        0.218839695485
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2027-07-21
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pine Valley Re 2022
        N/A
        Pine Valley Re 2022
        000000000
        
          
        
        500000.00000000
        PA
        USD
        461525.00000000
        0.010513271599
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shadow Creek Re 2021, 7/31/25
        N/A
        Shadow Creek Re 2021, 7/31/25
        000000000
        
          
        
        500000.00000000
        PA
        USD
        7592.65000000
        0.000172956159
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-07-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YPF SOCIEDAD ANONIMA
        5493003N7447U18U5U53
        YPF SA
        984245AP5
        
          
          
        
        22175000.00000000
        PA
        
        106893.23000000
        0.002434965731
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2022-05-09
          Fixed
          16.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER GAMMA ACQ BV
        5493002SUYZDHEQ3JN34
        Energizer Gamma Acquisition BV
        000000000
        
          
          
        
        6020000.00000000
        PA
        
        5852428.10000000
        0.133314914973
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-06-30
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418VL67
        
          
        
        67875.44000000
        PA
        USD
        72665.60000000
        0.001655280187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-VOLT
        05609VAS4
        
          
        
        5375000.00000000
        PA
        USD
        5164118.86000000
        0.117635630027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          3.24657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9U91
        
          
          
        
        134744.39000000
        PA
        USD
        143959.14000000
        0.003279305645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FM7M2
        
          
        
        673493.83000000
        PA
        USD
        698212.75000000
        0.015904881155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-K66 Mortgage Trust
        35708QAU7
        
          
          
        
        2340000.00000000
        PA
        USD
        2361627.68000000
        0.053796507702
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-07-25
          Variable
          4.03630100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-2
        92537UAE2
        
          
        
        1200000.00000000
        PA
        USD
        1178929.68000000
        0.026855333780
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          5.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ARG96
        
          
        
        20091.93000000
        PA
        USD
        21195.61000000
        0.000482823692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182R5U4
        
          
        
        219953.62000000
        PA
        USD
        226898.46000000
        0.005168615211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN & CO.
        5493006KMX1VFTPYPW14
        DESARROLLADORA HOMEX SAB DE CV
        000000000
        
          
        
        209523.00000000
        NC
        
        0.00000000
        0.000000
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN & CO.
              5493006KMX1VFTPYPW14
            
            Call
            Purchased
            
              
                Desarrolladora Homex SAB de CV
                Desarrolladora Homex SAB de CV
                
                  
                  
                  
                
              
            
            1.00000000
            0.01000000
            MXN
            2022-10-23
            XXXX
            -0.01000000
          
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2021-J3
        75409TDG7
        
          
        
        2319512.75000000
        PA
        USD
        1980711.03000000
        0.045119447524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.71463500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184AXK0
        
          
        
        342881.86000000
        PA
        USD
        354089.78000000
        0.008065959650
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBGS Mortgage Trust
        N/A
        DBGS 2018-C1 Mortgage Trust
        23307DBH5
        
          
        
        4106000.00000000
        PA
        USD
        4097713.27000000
        0.093343529701
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          5.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLIN CORP
        549300GKK294V7W57P06
        Olin Corp
        680665AL0
        
          
          
        
        710000.00000000
        PA
        USD
        723457.70000000
        0.016479946462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416BTA6
        
          
        
        387930.44000000
        PA
        USD
        413750.14000000
        0.009424988020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BK2
        
          
          
        
        2305000.00000000
        PA
        USD
        1931267.30000000
        0.043993148056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FG5Y1
        
          
        
        217683.83000000
        PA
        USD
        216558.42000000
        0.004933075102
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBOUR ENERGY PLC
        213800YPC42DYBKVPF97
        Harbour Energy PLC
        411618AB7
        
          
          
        
        7175000.00000000
        PA
        USD
        7085312.50000000
        0.161399305956
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        Provident Funding Mortgage Trust 2021-J1
        74387MAZ2
        
          
        
        2415185.71000000
        PA
        USD
        2120082.38000000
        0.048294245977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.63949000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTA WIND HOLDINGS LLC
        N/A
        Alta Wind Holdings LLC
        021345AA1
        
          
          
        
        646312.40000000
        PA
        USD
        704490.57000000
        0.016047886250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418U4W1
        
          
        
        449872.27000000
        PA
        USD
        483811.08000000
        0.011020935565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAE5
        
          
          
        
        1340000.00000000
        PA
        USD
        1232800.00000000
        0.028082468399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QFUB3
        
          
        
        1271626.93000000
        PA
        USD
        1300184.34000000
        0.029617444550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harambee Re 2018, 12/31/21
        N/A
        Harambee Re 2018, 12/31/21
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        2400.00000000
        0.000054670606
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300NKHCH87PYOHD44
        Freddie Mac STACR Trust 2019-HQA2
        35564MAH8
        
          
        
        1561602.68000000
        PA
        USD
        1560683.05000000
        0.035551453953
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-04-25
          Floating
          2.50657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woodward Capital Management
        N/A
        RCKT Mortgage Trust 2021-2
        74936RBY9
        
          
        
        2052895.34000000
        PA
        USD
        1736016.37000000
        0.039545445207
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          2.56490400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT CLASS A COMMON STO
        N/A
        ASCENT CLASS A COMMON STO
        000000000
        
          
        
        9565478.00000000
        NS
        USD
        956547.80000000
        0.021789603639
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DZZ7
        
          
        
        67541.22000000
        PA
        USD
        74983.14000000
        0.001708072403
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LVQW6
        
          
        
        80260.01000000
        PA
        USD
        82247.63000000
        0.001873553269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-ARIA
        05608RAL9
        
          
        
        24700000.00000000
        PA
        USD
        24049982.45000000
        0.547844639977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.64150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Lending Trust
        N/A
        Small Business Lending Trust 2019-A
        831645AC0
        
          
        
        2765015.47000000
        PA
        USD
        2768744.09000000
        0.063070383204
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          4.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A10 Securitization
        N/A
        A10 Bridge Asset Financing 2019-B LLC
        000299AE7
        
          
        
        3500000.00000000
        PA
        USD
        3341898.35000000
        0.076126504549
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.52300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newtek Small Business Loan Tru
        N/A
        Newtek Small Business Loan Trust 2017-1
        65252WAB3
        
          
        
        534200.12000000
        PA
        USD
        534963.60000000
        0.012186160279
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-02-25
          Floating
          3.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        Liberty Mutual Insurance Co
        53079QAD9
        
          
          
        
        22651000.00000000
        PA
        USD
        30657816.60000000
        0.698367266281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2097-10-15
          Fixed
          7.69700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181KAH3
        
          
        
        72063.72000000
        PA
        USD
        74510.14000000
        0.001697297738
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176MDZ3
        
          
        
        606582.55000000
        PA
        USD
        652907.03000000
        0.014872843152
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201L2D5
        
          
        
        2120.55000000
        PA
        USD
        2268.85000000
        0.000051683086
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R02
        20754BAF8
        
          
        
        21230000.00000000
        PA
        USD
        20033207.58000000
        0.456344840045
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          4.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COEUR MINING INC
        5493003AVK173D48DR70
        Coeur Mining Inc
        192108BC1
        
          
          
        
        11678000.00000000
        PA
        USD
        10138839.60000000
        0.230956880820
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184CAQ8
        
          
        
        43843.99000000
        PA
        USD
        45215.57000000
        0.001029984438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KABX3
        
          
        
        800070.66000000
        PA
        USD
        804246.72000000
        0.018320273442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AS8
        
          
          
        
        17459000.00000000
        PA
        USD
        16684855.37000000
        0.380071320311
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2035-06-30
          Fixed
          5.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        Westgate Resorts 2020-1 LLC
        96034LAE1
        
          
        
        2088746.91000000
        PA
        USD
        2135586.85000000
        0.048647428804
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-03-20
          Fixed
          6.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205VU97
        
          
        
        3574.22000000
        PA
        USD
        3819.58000000
        0.000087007815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296DA40
        
          
          
        
        156612.67000000
        PA
        USD
        175656.53000000
        0.004001353790
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KDX4
        
          
        
        4660000.00000000
        PA
        USD
        4339024.79000000
        0.098840466053
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H030641
        
          
        
        38000000.00000000
        PA
        USD
        37591238.56000000
        0.856306593903
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2022-1
        81749CCK3
        
          
        
        2743712.00000000
        PA
        USD
        1864101.53000000
        0.042463150802
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          2.94861800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        CVS Pass-Through Trust
        126650BP4
        
          
          
        
        584498.49000000
        PA
        USD
        626546.83000000
        0.014272373097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-10
          Fixed
          6.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEASPAN CORP
        5493007Z8Q1H45KT7W98
        Seaspan Corp
        81254UAK2
        
          
          
        
        3172000.00000000
        PA
        USD
        2965820.00000000
        0.067559658037
        Long
        DBT
        CORP
        MH
        
        N
        
        2
        
          2029-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CR1
        
          
          
        
        2285000.00000000
        PA
        USD
        2009863.15000000
        0.045783515896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746804
        
          
          
        
        61824.00000000
        NS
        USD
        81916800.00000000
        1.866017153957
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Pangaea Re 2018-1, 12/31/21
        N/A
        Pangaea Re 2018-1, 12/31/21
        000000000
        
          
        
        4750000.00000000
        PA
        USD
        100008.80000000
        0.002278142412
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PT Bakrie & Brothers TBK
        N/A
        PT Bakrie & Brothers TBK
        000000000
        
          
        
        15039758000.00000000
        PA
        
        104715.46000000
        0.002385357394
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2022-12-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290RP49
        
          
        
        68951.58000000
        PA
        USD
        75844.11000000
        0.001727684800
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DS36
        
          
        
        17791.05000000
        PA
        USD
        19431.92000000
        0.000442647858
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CJ2
        
          
          
        
        9125000.00000000
        PA
        USD
        8668750.00000000
        0.197469093072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        N/A
        Sound Point CLO XXVIII Ltd
        83615FAA7
        
          
        
        3000000.00000000
        PA
        USD
        2952357.00000000
        0.067252978712
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-25
          Floating
          7.15771000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176MYW7
        
          
        
        322538.54000000
        PA
        USD
        346189.46000000
        0.007885994947
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410WMT2
        
          
        
        105773.09000000
        PA
        USD
        116112.69000000
        0.002644979678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS HOLDING LTD
        213800CLGMKL63VKTD94
        IHS Holding Ltd
        44963HAB1
        
          
          
        
        1425000.00000000
        PA
        USD
        1336650.00000000
        0.030448111118
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-11-29
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAF0
        
          
          
        
        14450000.00000000
        PA
        USD
        13080292.30000000
        0.297961465909
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-10-19
          Fixed
          3.11600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARWOOD PROPERTY TRUST
        BUGSFQZERKRBFWIG5267
        Starwood Property Trust Inc
        85571BAY1
        
          
          
        
        2213000.00000000
        PA
        USD
        2146610.00000000
        0.048898529762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2021-J4
        75410JDK7
        
          
        
        1723000.00000000
        PA
        USD
        952105.68000000
        0.021688414723
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Variable
          2.63390300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN & CO.
        5493006KMX1VFTPYPW14
        DESARROLLADORA HOMEX SAB DE CV
        000000000
        
          
        
        209523.00000000
        NC
        
        0.00000000
        0.000000
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN & CO.
              5493006KMX1VFTPYPW14
            
            Call
            Purchased
            
              
                Desarrolladora Homex SAB de CV
                Desarrolladora Homex SAB de CV
                
                  
                  
                  
                
              
            
            1.00000000
            0.01000000
            MXN
            2022-10-23
            XXXX
            -0.01000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
          
        
        404250000.00000000
        PA
        
        24685185.63000000
        0.562314199702
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2032-03-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDI
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B69
        
          
          
        
        7600000.00000000
        PA
        USD
        6889628.00000000
        0.156941726634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329KXP4
        
          
        
        286895.18000000
        PA
        USD
        286324.94000000
        0.006522315930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        N/A
        Benefit Street Partners CLO XIX Ltd
        08182RAG8
        
          
        
        1600000.00000000
        PA
        USD
        1588232.00000000
        0.036179003042
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          4.04129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414SYM9
        
          
        
        115183.43000000
        PA
        USD
        124687.78000000
        0.002840315251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2003-17
        22541QJM5
        
          
        
        534695.84000000
        PA
        USD
        5.35000000
        0.000000121869
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EBH2
        
          
        
        7940471.84000000
        PA
        USD
        7201101.08000000
        0.164036902597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GRN34
        
          
        
        243056.80000000
        PA
        USD
        250870.87000000
        0.005714692796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202CY72
        
          
        
        78.54000000
        PA
        USD
        83.90000000
        0.000001911193
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnoustie Re 2021, 12/31/24
        N/A
        Carnoustie Re 2021, 12/31/24
        000000000
        
          
        
        1390289.00000000
        PA
        USD
        65899.08000000
        0.001501142790
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300UFJ8EKD81Y8R30
        CSAIL 2015-C1 Commercial Mortgage Trust
        126281BF0
        
          
        
        4083017.00000000
        PA
        USD
        3682325.64000000
        0.083881240608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Variable
          4.26098800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LXC32
        
          
          
        
        111037.06000000
        PA
        USD
        118377.77000000
        0.002696576886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADC3
        
          
        
        155997.00000000
        PA
        USD
        452420.87000000
        0.010305884802
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merion Re 2021-2,  12/31/24
        N/A
        Merion Re 2021-2,  12/31/24
        000000000
        
          
        
        9000000.00000000
        PA
        USD
        1953900.00000000
        0.044508707824
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRMI Securitization Trust
        N/A
        PRMI Securitization Trust 2021-1
        69359DBW2
        
          
        
        1953864.67000000
        PA
        USD
        1674917.47000000
        0.038153647731
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.47893700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176PRT5
        
          
        
        4227.12000000
        PA
        USD
        4478.75000000
        0.000102023325
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2019-4
        89178BAW4
        
          
        
        3750000.00000000
        PA
        USD
        3440773.13000000
        0.078378814644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184DV75
        
          
        
        56820.67000000
        PA
        USD
        58596.08000000
        0.001334784689
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSREP Commercial Mortgage Trus
        N/A
        BSREP Commercial Mortgage Trust 2021-DC
        05591UAN7
        
          
        
        2000000.00000000
        PA
        USD
        1927722.40000000
        0.043912397291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-15
          Floating
          4.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2022-INV3
        46593FAW2
        
          
        
        6204000.00000000
        PA
        USD
        5288249.40000000
        0.120463251674
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-25
          Variable
          3.40132000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gleneagles Re 2022
        N/A
        Gleneagles Re 2022
        000000000
        
          
        
        1250000.00000000
        PA
        USD
        1266316.77000000
        0.028845960964
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ACBG1
        
          
        
        114142.85000000
        PA
        USD
        122521.80000000
        0.002790975484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FXAJ7
        
          
        
        5692625.57000000
        PA
        USD
        1050795.49000000
        0.023936511309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crossroads Asset Trust
        N/A
        Crossroads Asset Trust 2021-A
        22767CAF7
        
          
        
        1000000.00000000
        PA
        USD
        957405.60000000
        0.021809143825
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-20
          Fixed
          5.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAC5
        
          
          
        
        9874000.00000000
        PA
        USD
        9156160.20000000
        0.208572014502
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SNW3
        
          
        
        2554793.37000000
        PA
        USD
        2662073.18000000
        0.060640481793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home N
        N/A
        ZH Trust 2021-1
        98879EAC5
        
          
        
        2965000.00000000
        PA
        USD
        2845154.70000000
        0.064810972546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          3.26240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DYCOM INDUSTRIES INC
        549300F56EKTHQI3WT60
        Dycom Industries Inc
        267475AD3
        
          
          
        
        8087000.00000000
        PA
        USD
        7621997.50000000
        0.173624678727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN RE LTD
        549300QRZ77PO1BYWT39
        Matterhorn Re Ltd
        577092AL3
        
          
        
        1500000.00000000
        PA
        USD
        1492800.00000000
        0.034005117478
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2022-12-07
          Floating
          4.79314000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA MAGNUM HOLDINGS
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        12674CAA1
        
          
          
        
        990000.00000000
        PA
        USD
        975150.00000000
        0.022213350957
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-INV1
        465973BY0
        
          
        
        8764819.29000000
        PA
        USD
        7704917.74000000
        0.175513553662
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-25
          Variable
          3.30167900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198K6A4
        
          
        
        36503.83000000
        PA
        USD
        37740.88000000
        0.000859715339
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2021-15
        46654TCB2
        
          
        
        3084134.10000000
        PA
        USD
        2807791.37000000
        0.063959857576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-25
          Variable
          3.12488600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ARL82
        
          
        
        7127.20000000
        PA
        USD
        7458.97000000
        0.000169911006
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS HOLDING LTD
        213800CLGMKL63VKTD94
        IHS Holding Ltd
        44963HAA3
        
          
          
        
        1615000.00000000
        PA
        USD
        1528597.50000000
        0.034820563748
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-11-29
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GVE92
        
          
        
        1176235.99000000
        PA
        USD
        1216933.68000000
        0.027721042839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180HHX9
        
          
        
        23870.98000000
        PA
        USD
        24618.79000000
        0.000560801745
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGUS INC
        N/A
        TARGUS INC
        000000000
        
          
        
        111548.00000000
        NS
        USD
        170668.44000000
        0.003887727995
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        USD/PLN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1120026.39000000
        -0.02551355102
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -23058743.58000000
            USD
            92700000.00000000
            PLN
            2022-05-26
            -1120026.39000000
          
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        Traingle Re 2020-1 Ltd
        89600MAE8
        
          
        
        830000.00000000
        PA
        USD
        842669.04000000
        0.019195511589
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Floating
          8.20657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A6DV6
        
          
        
        4924.14000000
        PA
        USD
        5146.07000000
        0.000117224487
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUR LAKES RE LTD
        549300MG4RRU6DT7MN54
        Four Lakes Re Ltd
        35087TAA6
        
          
          
        
        1500000.00000000
        PA
        USD
        1504050.00000000
        0.034261385947
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-01-05
          Floating
          7.53046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN BROTHERS HARRIMAN & CO.
        5493006KMX1VFTPYPW14
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1217077.03000000
        0.027724308269
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BROWN BROTHERS HARRIMAN & CO.
              5493006KMX1VFTPYPW14
            
            -39800000.00000000
            EUR
            45282091.80000000
            USD
            2022-04-28
            1217077.03000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407HVK9
        
          
        
        22039.32000000
        PA
        USD
        23565.56000000
        0.000536809777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2022-1
        46654WCD1
        
          
        
        6177684.41000000
        PA
        USD
        5609609.26000000
        0.127783642746
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-25
          Variable
          3.10508500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2020-DUNE
        36258BAW8
        
          
        
        5200000.00000000
        PA
        USD
        4904230.24000000
        0.111715518120
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          4.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA3
        35565MBE3
        
          
        
        2670000.00000000
        PA
        USD
        3177862.04000000
        0.072389852625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          10.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198K5N7
        
          
        
        33970.71000000
        PA
        USD
        35056.41000000
        0.000798564670
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bantry Re 2021, 12/31/24
        N/A
        Bantry Re 2021, 12/31/24
        000000000
        
          
        
        3932000.00000000
        PA
        USD
        595304.80000000
        0.013560697788
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOODSMART RE LTD
        549300KK1LNVFW95S875
        FloodSmart Re Ltd
        33975CAG0
        
          
          
        
        1000000.00000000
        PA
        USD
        981500.00000000
        0.022358000271
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-03-01
          Floating
          14.11046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP/AON GLOBAL HOLD
        N/A
        Aon Corp / Aon Global Holdings PLC
        03740LAC6
        
          
          
        
        2094000.00000000
        PA
        USD
        1926717.15000000
        0.043889498280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-02
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2018-1, 12/31/21
        N/A
        Berwick Re 2018-1, 12/31/21
        000000000
        
          
        
        13924181.00000000
        PA
        USD
        1076339.19000000
        0.024518381968
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1903131.84000000
        0.043352238608
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            -72496000.00000000
            EUR
            82264464.64000000
            USD
            2022-05-26
            1903131.84000000
          
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 20-1 A PTT
        N/A
        British Airways 2020-1 Class A Pass Through Trust
        11044MAA4
        
          
          
        
        1672228.13000000
        PA
        USD
        1672308.23000000
        0.038094210758
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADB5
        
          
        
        150000.00000000
        PA
        USD
        435028.44000000
        0.009909695343
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2019-1 Receivables Funding LLC
        82653EAD9
        
          
        
        1955818.59000000
        PA
        USD
        1930193.26000000
        0.043968682048
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        White Heron Re 2021, 6/30/25
        N/A
        White Heron Re 2021, 6/30/25
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        32100.00000000
        0.000731219366
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419AVT1
        
          
        
        1830534.03000000
        PA
        USD
        1916921.05000000
        0.043666348808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176RH47
        
          
        
        5968.78000000
        PA
        USD
        6202.31000000
        0.000141285021
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GAN5
        
          
        
        3912000.00000000
        PA
        USD
        3863238.88000000
        0.088002339201
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Variable
          3.87510000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDERS RE II LTD
        254900VRQU0N0MF3CT92
        Sanders RE II Ltd
        80001MAA0
        
          
          
        
        2250000.00000000
        PA
        USD
        2241900.00000000
        0.051069180649
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-04-07
          Floating
          3.78046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176HKG8
        
          
        
        3645.44000000
        PA
        USD
        3760.76000000
        0.000085667929
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BT9
        
          
          
        
        1240000.00000000
        PA
        USD
        1098925.20000000
        0.025032878165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA4
        35565XBE9
        
          
        
        4120000.00000000
        PA
        USD
        4956786.01000000
        0.112912708054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Floating
          10.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133D4PF4
        
          
        
        992964.34000000
        PA
        USD
        900304.21000000
        0.020508407306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAR0
        
          
          
        
        2566000.00000000
        PA
        USD
        2569130.52000000
        0.058523301948
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAC2
        
          
          
        
        3460000.00000000
        PA
        USD
        3611409.60000000
        0.082265814381
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          N/A
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-3
        89169DAG6
        
          
        
        6374998.00000000
        PA
        USD
        6153240.51000000
        0.140167247061
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          3.82848700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QHLM5
        
          
        
        346029.29000000
        PA
        USD
        353742.56000000
        0.008058050180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201TQW0
        
          
        
        47364.25000000
        PA
        USD
        50773.78000000
        0.001156597235
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDEN RE II LTD
        549300LKX8PCP3SC3F42
        Eden Re II Ltd
        27954QAH4
        
          
          
        
        700000.00000000
        PA
        USD
        372400.00000000
        0.008483055833
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-03-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF RWANDA
        213800AKFASSQE52AZ88
        Rwanda International Government Bond
        78347YAL7
        
          
          
        
        5525000.00000000
        PA
        USD
        5034380.00000000
        0.114680254105
        Long
        DBT
        NUSS
        RW
        N
        
        2
        
          2031-08-09
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        AREIT 2022-CRE6 Trust
        04002VAJ0
        
          
        
        3600000.00000000
        PA
        USD
        3528702.00000000
        0.080381783263
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2024-12-17
          Floating
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Four Seas LP
        54930044TCFC01YWTN84
        Four Seas LP
        35100LAB4
        
          
        
        5500000.00000000
        PA
        USD
        4727504.10000000
        0.107689799235
        Long
        ABS-O
        CORP
        CA
        
        N
        
        2
        
          2027-08-28
          Fixed
          5.92700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AT7H4
        
          
        
        1188.55000000
        PA
        USD
        1227.50000000
        0.000027961737
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ExteNet Systems
        N/A
        ExteNet LLC 2019-1
        30227XAC5
        
          
        
        6000000.00000000
        PA
        USD
        6001646.40000000
        0.136714021231
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-07-26
          Fixed
          5.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA4
        35565XBD1
        
          
        
        6630000.00000000
        PA
        USD
        6962471.30000000
        0.158601054725
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Floating
          6.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-KJ24 Mortgage Trust
        30312FAG1
        
          
        
        6650687.43000000
        PA
        USD
        5520097.83000000
        0.125744624329
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-10-25
          Variable
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        RATE Mortgage Trust 2021-HB1
        75409XDH6
        
          
        
        1899113.84000000
        PA
        USD
        1601718.12000000
        0.036486209028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          2.70792900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182LCZ8
        
          
        
        2857.03000000
        PA
        USD
        2971.08000000
        0.000067679477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382CRQ6
        
          
        
        2300766.80000000
        PA
        USD
        343149.47000000
        0.007816745739
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133D4M91
        
          
        
        992908.02000000
        PA
        USD
        900252.31000000
        0.020507225054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPT GOVERNMENT BOND
        529900GFIVH4086NMH82
        Egypt Government Bond
        000000000
        
          
          
        
        197044000.00000000
        PA
        
        10581946.85000000
        0.241050606766
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2027-11-07
          Fixed
          15.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDL Mortgage Trust
        N/A
        KNDL 2019-KNSQ Mortgage Trust
        482598AQ2
        
          
        
        3100000.00000000
        PA
        USD
        3017940.21000000
        0.068746926167
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-1
        89173FAG5
        
          
        
        5000000.00000000
        PA
        USD
        4786712.00000000
        0.109038520829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          3.75220300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QGS81
        
          
        
        12261.96000000
        PA
        USD
        12559.22000000
        0.000286091741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2021-1
        61947DAD1
        
          
        
        4499620.12000000
        PA
        USD
        4304887.81000000
        0.098062845464
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-12-20
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -165.34000000
        -0.00000376634
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            -10465000.00000000
            GBP
            13743341.25000000
            USD
            2022-06-23
            -165.34000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA
        000000000
        
          
          
        
        -907.00000000
        NC
        USD
        3028929.27000000
        0.068997250575
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            -125899085.52000000
            USD
            3028929.27000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TBD0
        
          
        
        4110000.00000000
        PA
        USD
        4007176.84000000
        0.091281162379
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 78 CLO Ltd
        26253JAA5
        
          
        
        5000000.00000000
        PA
        USD
        4885445.00000000
        0.111287601257
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          6.84129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KXY2
        
          
        
        3753.41000000
        PA
        USD
        4154.53000000
        0.000094637781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADLER REAL ESTATE AG
        529900Y6QFNN3D363B76
        ADLER Real Estate AG
        000000000
        
          
          
        
        5800000.00000000
        PA
        
        5823131.85000000
        0.132647563404
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-04-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297BL90
        
          
        
        51562.45000000
        PA
        USD
        55601.61000000
        0.001266572400
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-10-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-4
        81748WCG9
        
          
        
        2479045.15000000
        PA
        USD
        1623892.08000000
        0.036991318965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          2.67025400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUR LAKES RE LTD
        549300MG4RRU6DT7MN54
        Four Lakes Re Ltd
        35087TAB4
        
          
        
        1500000.00000000
        PA
        USD
        1497300.00000000
        0.034107624865
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-01-05
          Floating
          10.03046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198VMG9
        
          
        
        1147518.18000000
        PA
        USD
        1210984.82000000
        0.027585531262
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWOOD FI 4.5% 11/15/26/EUR/
        N/A
        SHERWOOD FI 4.5% 11/15/26/EUR/
        000000000
        
          
        
        3215000.00000000
        PA
        
        3391802.54000000
        0.077263293029
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPBUILD CORP
        5493007YSKHOL4RWII46
        TopBuild Corp
        89055FAC7
        
          
          
        
        4275000.00000000
        PA
        USD
        3874218.75000000
        0.088252454266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AR2W0
        
          
        
        461078.42000000
        PA
        USD
        486545.15000000
        0.011083216093
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Finance Issuance Trus
        N/A
        Republic Finance Issuance Trust 2021-A
        76042UAD5
        
          
        
        9600000.00000000
        PA
        USD
        9054939.84000000
        0.206266273456
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-22
          Fixed
          5.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176QVF8
        
          
          
        
        14795.82000000
        PA
        USD
        15674.32000000
        0.000357051911
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YPZM7
        
          
        
        128567.16000000
        PA
        USD
        134278.84000000
        0.003058794030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416TX79
        
          
        
        39882.22000000
        PA
        USD
        42048.95000000
        0.000957850672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200MLZ4
        
          
        
        6866.67000000
        PA
        USD
        7325.27000000
        0.000166865398
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31415BE54
        
          
        
        14529.29000000
        PA
        USD
        15505.19000000
        0.000353199227
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versutus Re 2018, 12/31/21
        N/A
        Versutus Re 2018, 12/31/21
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        3600.00000000
        0.000082005910
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2021-FL2 Ltd
        54930083ELM2GCMVTQ91
        KREF 2021-FL2 Ltd
        48275RAL1
        
          
        
        725000.00000000
        PA
        USD
        706999.70000000
        0.016105042775
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2039-02-15
          Floating
          3.29143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECF USS INTERMEDIATE HO
        N/A
        PECF USS Intermediate Holding III Corp
        000000000
        
          
        
        1782532.50000000
        PA
        USD
        1768527.14000000
        0.040286021676
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-15
          Floating
          4.75786000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accelerated Assets LLC
        N/A
        Accelerated Assets 2018-1 LLC
        00436MAB1
        
          
        
        881798.61000000
        PA
        USD
        872538.40000000
        0.019875918271
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-12-02
          Fixed
          4.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AJK85
        
          
        
        209557.69000000
        PA
        USD
        215193.07000000
        0.004901973222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKIBARE RE LTD
        N/A
        Akibare Re Ltd
        00973XAB6
        
          
          
        
        500000.00000000
        PA
        USD
        498500.00000000
        0.011355540636
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2022-04-07
          Floating
          2.13438000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCXR4
        
          
        
        9659495.50000000
        PA
        USD
        9240688.66000000
        0.210497523755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS UNITED AIRLINES HOLDINGS, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -155825.65000000
        -0.00354961785
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                UNITED AIRLINES HOLDINGS
                United Airlines Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -247029.09000000
            USD
            7280000.00000000
            USD
            91203.44000000
          
        
        
          N
          N
          N
        
      
      
        MODIVCARE ESCROW ISSUER
        N/A
        ModivCare Escrow Issuer Inc
        60783XAA2
        
          
          
        
        2655000.00000000
        PA
        USD
        2475017.55000000
        0.056379463121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        Blackbird Capital Aircraft
        09229CAB5
        
          
        
        4281138.39000000
        PA
        USD
        3553136.37000000
        0.080938384028
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          3.44600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2021-4
        33852FBA3
        
          
        
        236701484.39000000
        PA
        USD
        2217040.78000000
        0.050502902048
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-01
          Variable
          0.21413600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296YTX1
        
          
          
        
        9392.17000000
        PA
        USD
        10146.37000000
        0.000231128418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWAY ENERGY OP LLC
        549300Z3NFMM54NWBB87
        Clearway Energy Operating LLC
        18539UAD7
        
          
          
        
        4030000.00000000
        PA
        USD
        3768432.85000000
        0.085842712870
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        Ready Capital Mortgage Financing 2022-FL8 LLC
        75574PAL6
        
          
        
        2500000.00000000
        PA
        USD
        2497236.25000000
        0.056885592210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          4.35634000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E5FZ6
        
          
        
        537593.59000000
        PA
        USD
        562775.87000000
        0.012819707645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176CCN3
        
          
        
        3660.20000000
        PA
        USD
        3774.68000000
        0.000085985019
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31408BRF7
        
          
        
        50647.42000000
        PA
        USD
        54968.27000000
        0.001252145283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XCAL 2021-CT-2 Mortgage Trust
        N/A
        XCAL 2021-CT-2 MORTGAGE TRUST
        98401WAA6
        
          
        
        5200000.00000000
        PA
        USD
        5166701.28000000
        0.117694456056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-04-06
          Floating
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T74
        
          
          
        
        350000000.00000000
        PA
        USD
        349994554.00000000
        7.972672779646
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-05
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AEJR2
        
          
        
        6273.10000000
        PA
        USD
        6468.95000000
        0.000147358925
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296VLW6
        
          
        
        17272.14000000
        PA
        USD
        18573.26000000
        0.000423088081
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnoustie Re 2022
        N/A
        Carnoustie Re 2022
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1021301.90000000
        0.023264664449
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Corp Trust 2021-RPL1
        36261WAJ6
        
          
        
        4900000.00000000
        PA
        USD
        4428017.30000000
        0.100867663773
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-12-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A83E5
        
          
        
        124831.14000000
        PA
        USD
        127672.69000000
        0.002908309768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382AAB1
        
          
        
        20190311.60000000
        PA
        USD
        1309765.70000000
        0.029835702369
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Floating
          2.90143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAN0
        
          
        
        7310000.00000000
        PA
        USD
        7008453.00000000
        0.159648491160
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          3.12900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F4BF2
        
          
        
        665838.74000000
        PA
        USD
        677056.66000000
        0.015422957705
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARTERA SERVICES LLC
        549300J2G34D0WX8Z443
        Artera Services LLC
        73939VAA2
        
          
          
        
        7985000.00000000
        PA
        USD
        7885187.50000000
        0.179619994154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-04
          Fixed
          9.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFKT7
        
          
        
        8913889.44000000
        PA
        USD
        8082661.58000000
        0.184118339069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Walton Health Re 2018, 6/15/22
        N/A
        Walton Health Re 2018, 6/15/22
        000000000
        
          
        
        608616.00000000
        PA
        USD
        48448.29000000
        0.001103623923
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-06-15
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VITALITY RE X LTD
        N/A
        Vitality Re X Ltd
        92850FAA2
        
          
          
        
        1500000.00000000
        PA
        USD
        1486650.00000000
        0.033865024047
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2023-01-10
          Floating
          2.28046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QKJ7
        
          
        
        284565.02000000
        PA
        USD
        306831.55000000
        0.006989444603
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNATIO
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80875AAP6
        
          
          
        
        7681563.65600000
        PA
        USD
        7653825.53000000
        0.174349702776
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-14
          Floating
          3.20743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accelerated Assets LLC
        N/A
        Accelerated Assets 2018-1 LLC
        00436MAC9
        
          
        
        1246542.22000000
        PA
        USD
        1256484.64000000
        0.028621990750
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-12-02
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C1TK2
        
          
        
        3166.97000000
        PA
        USD
        3288.13000000
        0.000074901692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297Q5Y1
        
          
        
        40273.06000000
        PA
        USD
        43626.31000000
        0.000993782018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        000000000
        
          
        
        2470000.00000000
        PA
        
        2493349.22000000
        0.056797047923
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-06-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183LFB7
        
          
        
        30642.36000000
        PA
        USD
        32338.51000000
        0.000736652486
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566ABE8
        
          
        
        2935000.00000000
        PA
        USD
        3529685.88000000
        0.080404195478
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          11.59900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022648
        
          
        
        22000000.00000000
        PA
        USD
        21360625.00000000
        0.486582638350
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128KXJH5
        
          
        
        1656.78000000
        PA
        USD
        1790.87000000
        0.000040794979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballylifin Re 2021, 9/15/25
        N/A
        Ballylifin Re 2021, 9/15/25
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        1526400.00000000
        0.034770505974
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-09-15
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2020-CX Mortgage Trust
        12656KAA5
        
          
        
        3750000.00000000
        PA
        USD
        3348015.00000000
        0.076265838286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          2.17300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176JEY2
        
          
        
        39827.08000000
        PA
        USD
        41640.04000000
        0.000948535940
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAK8
        
          
          
        
        7310000.00000000
        PA
        USD
        6759157.65000000
        0.153969687795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140E0QV0
        
          
        
        1061910.44000000
        PA
        USD
        1080079.61000000
        0.024603586564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213FPJ6
        
          
        
        40813.73000000
        PA
        USD
        44734.02000000
        0.001019015008
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EASTON RE PTE LTD
        N/A
        Easton Re Pte Ltd
        27777RAA2
        
          
          
        
        900000.00000000
        PA
        USD
        897750.00000000
        0.020450223885
        Long
        DBT
        CORP
        SG
        Y
        
        2
        
          2024-01-08
          Floating
          4.50758600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-IG3 Mortgage Trust
        08162QAN9
        
          
        
        2025000.00000000
        PA
        USD
        1891395.36000000
        0.043084888407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-15
          Variable
          3.28943800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOOD SERVICE PROJECT SL
        95980020140005812514
        Food Service Project SA
        000000000
        
          
          
        
        4500000.00000000
        PA
        
        4872887.44000000
        0.111001547330
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-01-21
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AV6T4
        
          
        
        31653.66000000
        PA
        USD
        32925.47000000
        0.000750023094
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        EUR CALL VERSUS USD PUT
        000000000
        
          
        
        -42000000.00000000
        NC
        
        -96674.52000000
        -0.00220218944
        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
                    EUR CALL VERSUS USD PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2022-10-19
                
              
            
            -42000000.00000000
            USD
            1.20230000
            EUR
            2022-10-19
            XXXX
            548762.07000000
          
        
        
          N
          N
          N
        
      
      
        Oceanview Mortgage Trust
        N/A
        Oceanview Mortgage Trust 2021-1
        67647LCE9
        
          
        
        2802042.49000000
        PA
        USD
        2472375.75000000
        0.056319284451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.73331000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176XCU1
        
          
        
        2588.79000000
        PA
        USD
        2712.45000000
        0.000061788036
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palisades Center Trust
        N/A
        Palisades Center Trust 2016-PLSD
        69640GAA3
        
          
        
        3190000.00000000
        PA
        USD
        2938774.10000000
        0.066943568135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-13
          Fixed
          2.71298000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANR Inc
        54930073NMZSTQ358I60
        ANR Inc
        03634H118
        
          
          
        
        1880020.00000000
        NS
        USD
        11280.12000000
        0.000256954585
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ballybunion Re 2021-2, 6/30/25
        N/A
        Ballybunion Re 2021-2, 6/30/25
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        3104400.00000000
        0.070716429996
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        Ready Captial Mortgage Financing 2019-FL3 LLC
        75574XAJ4
        
          
        
        6450000.00000000
        PA
        USD
        6295638.60000000
        0.143410992894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Floating
          3.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20338HAB9
        
          
          
        
        4600000.00000000
        PA
        USD
        4002529.00000000
        0.091175287281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DE LA CIUDAD BA
        579100JKDKKIJDDJC094
        Banco de la Ciudad de Buenos Aires
        000000000
        
          
          
        
        58500000.00000000
        PA
        
        103964.44000000
        0.002368249595
        Long
        DBT
        CORP
        AR
        N
        
        2
        
          2022-12-05
          Floating
          44.75240200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AH9
        
          
          
        
        2590000.00000000
        PA
        USD
        2368969.40000000
        0.053963747822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LUHN4
        
          
        
        99902.43000000
        PA
        USD
        102458.80000000
        0.002333951989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELDEN INC
        68BKYO1JC791TTJHUE82
        Belden Inc
        000000000
        
          
          
        
        7865000.00000000
        PA
        
        8488951.88000000
        0.193373396265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B3 SA-BRASIL BOLSA BALCA
        4GTK5S46E6H318LMDS44
        B3 SA - Brasil Bolsa Balcao
        11778EAA4
        
          
          
        
        9950000.00000000
        PA
        USD
        8917787.00000000
        0.203142011374
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2031-09-20
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200NBP5
        
          
        
        59594.20000000
        PA
        USD
        65929.10000000
        0.001501826628
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTUNE BRANDS HOME & SE
        54930032LHW54PQUJD44
        Fortune Brands Home & Security Inc
        34964CAG1
        
          
          
        
        5550000.00000000
        PA
        USD
        5429002.95000000
        0.123669535841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178C6V0
        
          
        
        27896.26000000
        PA
        USD
        29478.20000000
        0.000671496284
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RED CARRETERAS OCCIDE
        549300L1K86IY3XOY318
        Red de Carreteras de Occidente SAB de CV
        000000000
        
          
          
        
        73500000.00000000
        PA
        
        3644976.34000000
        0.083030445234
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-06-10
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BD7
        
          
          
        
        4250000.00000000
        PA
        USD
        3654978.75000000
        0.083258294328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust 2021-PJ9
        36263CBN8
        
          
        
        2618097.52000000
        PA
        USD
        2270652.15000000
        0.051724137937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-26
          Variable
          2.93950100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Formby Re 2018, 2/28/22
        N/A
        Formby Re 2018, 2/28/22
        000000000
        
          
        
        1750000.00000000
        PA
        USD
        214900.00000000
        0.004895297257
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-02-28
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch
        N/A
        BAMLL Commercial Mortgage Securities Trust 2021-JACX
        05493LAN6
        
          
        
        2000000.00000000
        PA
        USD
        1963300.80000000
        0.044722852591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          4.14700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200D2Y8
        
          
        
        9072.24000000
        PA
        USD
        9695.02000000
        0.000220846927
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2020-RPL1
        64828XAE3
        
          
        
        13903950.00000000
        PA
        USD
        12899168.54000000
        0.293835571792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.87736100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419AX44
        
          
        
        3835525.60000000
        PA
        USD
        4083155.49000000
        0.093011911923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN BK RECON & DEV
        549300HTGDOVDU6OGK19
        European Bank for Reconstruction & Development
        000000000
        
          
          
        
        189000300000.00000000
        PA
        
        13417211.90000000
        0.305636298826
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2022-12-13
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        91822Q2D8
        
          
          
        
        33340000000.00000000
        PA
        USD
        2670931.56000000
        0.060842270547
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2023-11-25
          Fixed
          14.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AR9
        
          
          
        
        2405000.00000000
        PA
        USD
        2224625.00000000
        0.050675666177
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387DM71
        
          
        
        324.68000000
        PA
        USD
        348.64000000
        0.000007941816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        321 Henderson Receivables III LLC
        88576RAC3
        
          
        
        500000.00000000
        PA
        USD
        549480.70000000
        0.012516851390
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-01-15
          Fixed
          9.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382AFH3
        
          
        
        31225569.23000000
        PA
        USD
        3237879.20000000
        0.073757008692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300F4XPHJ7NOSP309
        Cenovus Energy Inc
        15135UAF6
        
          
          
        
        18480000.00000000
        PA
        USD
        22835522.19000000
        0.520179940209
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2039-11-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-AEINV2 Trust
        55284CBW3
        
          
        
        4391391.03000000
        PA
        USD
        3883289.52000000
        0.088459081142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          3.29880900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Old Head Re 2022, 12/31/2027
        N/A
        Old Head Re 2022, 12/31/2027
        000000000
        
          
        
        250000.00000000
        PA
        USD
        203515.56000000
        0.004635966322
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brean Asset Backed Securities
        N/A
        Brean Asset Backed Securities Trust 2021-RM2
        10638MAB6
        
          
        
        2521465.24000000
        PA
        USD
        2168272.51000000
        0.049391989166
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210ARN9
        
          
        
        58777.10000000
        PA
        USD
        64354.01000000
        0.001465946992
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182R5H3
        
          
        
        14276.21000000
        PA
        USD
        14722.37000000
        0.000335367042
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT US Long Bond
        000000000
        
          
          
        
        -1332.00000000
        NC
        USD
        5667979.68000000
        0.129113287032
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            -205551229.68000000
            USD
            5667979.68000000
          
        
        
          N
          N
          N
        
      
      
        ANGLOGOLD HOLDINGS PLC
        213800745ZIXC4L6A131
        AngloGold Ashanti Holdings PLC
        03512TAE1
        
          
          
        
        4776000.00000000
        PA
        USD
        4467948.00000000
        0.101777261941
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F032658
        
          
        
        16000000.00000000
        PA
        USD
        15979687.52000000
        0.364008006015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        522 Funding CLO LTD
        N/A
        522 Funding CLO 2019-4 Ltd
        04623GAA1
        
          
        
        4000000.00000000
        PA
        USD
        3928984.00000000
        0.089499974872
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-20
          Floating
          7.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        SLG Office Trust 2021-OVA
        78449RAL9
        
          
        
        8350000.00000000
        PA
        USD
        7147823.78000000
        0.162823276628
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.85061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AIRLINES INC
        549300DCAFIXFNFR3304
        Spirit Airlines Inc
        848577AB8
        
          
          
        
        5156000.00000000
        PA
        USD
        4624932.00000000
        0.105353266337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.00000000
          N
          N
          N
          N
          Y
          
            
              Spirit Airlines Inc
              Spirit Airlines Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EH6D9
        
          
        
        12043.02000000
        PA
        USD
        12317.11000000
        0.000280576616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/PEN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        426816.86000000
        0.009722640317
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -21278712.00000000
            USD
            80225000.00000000
            PEN
            2022-05-24
            426816.86000000
          
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837AZ6
        
          
          
        
        19337000.00000000
        PA
        USD
        16460621.25000000
        0.374963397218
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          N/A
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183PA64
        
          
        
        115846.23000000
        PA
        USD
        119643.61000000
        0.002725411986
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DMA70
        
          
        
        2099832.31000000
        PA
        USD
        2098668.60000000
        0.047806452499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2020-CBM Mortgage Trust
        20049AAJ7
        
          
        
        3912000.00000000
        PA
        USD
        3515283.30000000
        0.080076113066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Variable
          3.63268900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
          
        
        6315000.00000000
        PA
        USD
        5868529.50000000
        0.133681695519
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCIAL METALS CO
        549300OQS2LO07ZJ7N73
        Commercial Metals Co
        201723AR4
        
          
          
        
        4350000.00000000
        PA
        USD
        4040062.50000000
        0.092030278624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-1
        03464MAE4
        
          
        
        4629000.00000000
        PA
        USD
        4492887.03000000
        0.102345358568
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-25
          Variable
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DS1
        
          
          
        
        4800000.00000000
        PA
        USD
        4064400.00000000
        0.092584672747
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDWEST CONNECTOR CAPIT
        N/A
        Midwest Connector Capital Co LLC
        59833CAC6
        
          
          
        
        4224000.00000000
        PA
        USD
        4269035.61000000
        0.097246153159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EB81
        
          
        
        169332.24000000
        PA
        USD
        180457.18000000
        0.004110709810
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJAW0
        
          
        
        11878.57000000
        PA
        USD
        12834.97000000
        0.000292373166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Wealth Management
        N/A
        JPMorgan Chase Bank NA - JPMWM
        46591HBN9
        
          
        
        2304726.12000000
        PA
        USD
        2222521.84000000
        0.050627757413
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-25
          Floating
          2.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLEM 2021-HLNE Mortgage Trust
        N/A
        COLEM 2022-HLNE Mortgage Trust
        12659JAJ6
        
          
        
        5615000.00000000
        PA
        USD
        4888610.47000000
        0.111359708826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-04-12
          Variable
          2.54303000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        Med Trust 2021-MDLN
        58403YAX4
        
          
        
        34000000.00000000
        PA
        USD
        33189392.40000000
        0.756035093507
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          4.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36230UG45
        
          
        
        317553.66000000
        PA
        USD
        331984.81000000
        0.007562421265
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED WHOLESALE MTGE LL
        549300HW662MN1WU8550
        United Wholesale Mortgage LLC
        913229AA8
        
          
          
        
        8705000.00000000
        PA
        USD
        7756329.10000000
        0.176684674600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVELOPMENT BANK OF KAZA
        213800LCDPGJ1BI7KX98
        Development Bank of Kazakhstan JSC
        000000000
        
          
          
        
        1923750000.00000000
        PA
        
        3424790.81000000
        0.078014746671
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2025-02-12
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AP5D6
        
          
        
        292884.71000000
        PA
        USD
        311121.12000000
        0.007087158517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177QXK4
        
          
        
        474545.59000000
        PA
        USD
        502744.59000000
        0.011452229933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bantry RE 2019, 12/31/22
        N/A
        Bantry RE 2019, 12/31/22
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        135854.63000000
        0.003094689612
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BZ27
        
          
        
        18560.88000000
        PA
        USD
        20516.83000000
        0.000467361478
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KLT3
        
          
          
        
        4.30000000
        PA
        USD
        4.80000000
        0.000000109341
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F040651
        
          
        
        43000000.00000000
        PA
        USD
        43761032.49000000
        0.996850918263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ATPH8
        
          
        
        375139.50000000
        PA
        USD
        385518.45000000
        0.008781886510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOGMEIN INC
        549300D12V5KRBV00592
        LogMeIn Inc
        541056AA5
        
          
          
        
        4235000.00000000
        PA
        USD
        3952779.60000000
        0.090042024827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A2JQ6
        
          
        
        31618.53000000
        PA
        USD
        33471.13000000
        0.000762452912
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200K7J0
        
          
        
        28432.64000000
        PA
        USD
        31319.31000000
        0.000713435701
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201RX71
        
          
        
        41922.40000000
        PA
        USD
        44912.36000000
        0.001023077490
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-INV4
        46654DAT0
        
          
        
        4145727.41000000
        PA
        USD
        3663896.05000000
        0.083461425246
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          3.23231900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL RE 2020 LTD
        N/A
        Residential Reinsurance 2020 Ltd
        76120AAB8
        
          
          
        
        1250000.00000000
        PA
        USD
        1245625.00000000
        0.028374614455
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2024-12-06
          Floating
          8.77046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-DNA1
        35564KQY8
        
          
        
        3650000.00000000
        PA
        USD
        3312182.28000000
        0.075449589724
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          3.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        Traingle Re 2020-1 Ltd
        89600MAD0
        
          
        
        2290000.00000000
        PA
        USD
        2301232.68000000
        0.052420744659
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Floating
          6.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XX
        549300XIS9D4AHDX5A35
        Octagon Investment Partners XXI Ltd
        67590UAQ1
        
          
        
        2000000.00000000
        PA
        USD
        1962162.00000000
        0.044696911388
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-14
          Floating
          7.39486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIDROVIAS INT FIN SARL
        222100RBWNBUZOTA9381
        Hidrovias International Finance SARL
        42953LAB8
        
          
          
        
        4910000.00000000
        PA
        USD
        4135889.40000000
        0.094213159782
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-02-08
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballybunion Re 2021-3, 7/31/25
        N/A
        Ballybunion Re 2021-3, 7/31/25
        000000000
        
          
        
        3406059.00000000
        PA
        USD
        3453743.83000000
        0.078674279661
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-07-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortga
        N/A
        MF1 2021-FL7 Ltd
        55284AAJ7
        
          
        
        4500000.00000000
        PA
        USD
        4391806.50000000
        0.100042802768
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-10-16
          Floating
          2.98057000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A74H8
        
          
        
        188879.81000000
        PA
        USD
        201170.31000000
        0.004582542888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178GJ70
        
          
        
        1326893.95000000
        PA
        USD
        1400300.27000000
        0.031898027321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200MQ55
        
          
        
        65159.10000000
        PA
        USD
        71325.21000000
        0.001624746881
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIGHT SERVICOS ENERGIA
        N/A
        Light Servicos de Eletricidade SA/Light Energia SA
        53227QAB4
        
          
          
        
        9225000.00000000
        PA
        USD
        8648437.50000000
        0.197006386112
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2026-06-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS DELTA AIR LINES INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        204049.94000000
        0.004648139188
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                DELTA AIR LINES INC
                Delta Air Lines Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            265870.22000000
            USD
            0.00000000
            USD
            2650000.00000000
            USD
            -61820.28000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391JW89
        
          
        
        18626.69000000
        PA
        USD
        19965.39000000
        0.000454799994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200K2A4
        
          
          
        
        34233.62000000
        PA
        USD
        38134.51000000
        0.000868682001
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Hipotecaria SA
        N/A
        La Hipotecaria Panamanian Mortgage Trust 2010-1
        50346RAA6
        
          
        
        397762.68000000
        PA
        USD
        404723.53000000
        0.009219367084
        Long
        ABS-MBS
        CORP
        PA
        N
        
        2
        
          2039-09-08
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        SLG Office Trust 2021-OVA
        78449RAN5
        
          
        
        12900000.00000000
        PA
        USD
        10493517.90000000
        0.239036246615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.85061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAQ4
        
          
          
        
        1328000.00000000
        PA
        USD
        1276367.36000000
        0.029074907570
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-05-09
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTAJET MALTA/XO MGMT
        N/A
        VistaJet Malta Finance PLC / XO Management Holding Inc
        92840JAB5
        
          
          
        
        8185000.00000000
        PA
        USD
        7734825.00000000
        0.176194823685
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-02-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36485MAK5
        
          
          
        
        5375000.00000000
        PA
        USD
        5149518.75000000
        0.117303047996
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VFI ABS LLC
        N/A
        VFI ABS 2022-1 LLC
        91824CAD8
        
          
        
        1294000.00000000
        PA
        USD
        1266815.39000000
        0.028857319239
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-11-26
          Fixed
          6.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JK80
        
          
        
        790.36000000
        PA
        USD
        851.20000000
        0.000019389841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2021-3,  7/31/25
        N/A
        Alturas Re 2021-3,  7/31/25
        000000000
        
          
        
        236951.00000000
        PA
        USD
        219037.50000000
        0.004989547105
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-07-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Accepta
        N/A
        Mello Mortgage Capital Acceptance
        585494CE5
        
          
        
        4112461.25000000
        PA
        USD
        3577725.32000000
        0.081498506036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          2.68231000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290SSE2
        
          
        
        19359.07000000
        PA
        USD
        21461.07000000
        0.000488870717
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        BDS 2020-FL5 LTD
        05492QAG1
        
          
        
        1500000.00000000
        PA
        USD
        1483552.35000000
        0.033794461379
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-02-16
          Floating
          2.21448000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36230KQM6
        
          
        
        31261.51000000
        PA
        USD
        33122.71000000
        0.000754516107
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERINT SYSTEMS INC
        549300KEQJS5FRVUCO94
        Verint Systems Inc
        92343XAB6
        
          
          
        
        4819000.00000000
        PA
        USD
        5025169.54000000
        0.114470445173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          0.25000000
          N
          N
          N
          N
          Y
          
            
              Verint Systems Inc
              Verint Systems Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX21
        
          
          
        
        5560000.00000000
        PA
        USD
        4884460.00000000
        0.111265163529
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2032-01-15
          Fixed
          7.05290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        Ready Capital Mortgage Financing 2021-FL7 LLC
        75575WAJ5
        
          
        
        5600000.00000000
        PA
        USD
        5508268.64000000
        0.125475162248
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          3.40657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY MORTGAGE CAPITAL LTD
        N/A
        CLNY Trust 2019-IKPR
        12564NAN2
        
          
        
        2470000.00000000
        PA
        USD
        2401967.31000000
        0.054715421057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          3.11800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BC38
        
          
        
        573786.42000000
        PA
        USD
        570739.53000000
        0.013001115197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lorenz Re 2018, 7/1/22
        N/A
        Lorenz Re 2018, 7/1/22
        000000000
        
          
        
        6000000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        VOC Escrow Ltd
        91832VAA2
        
          
          
        
        10582000.00000000
        PA
        USD
        9881423.98000000
        0.225093102418
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183VZ98
        
          
        
        121244.53000000
        PA
        USD
        125144.29000000
        0.002850714284
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AC2
        
          
          
        
        11740000.00000000
        PA
        USD
        10976900.00000000
        0.250047410266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCL5
        
          
          
        
        3910000.00000000
        PA
        USD
        3489675.00000000
        0.079492770856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        NOK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        751624.77000000
        0.017121575966
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -44091794.44000000
            USD
            394950000.00000000
            NOK
            2022-05-04
            751624.77000000
          
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2014-SFR3 Trust
        02665XAC3
        
          
        
        5000000.00000000
        PA
        USD
        5017088.00000000
        0.114286352383
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          4.59600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finance of America HECM Buyout
        N/A
        Finance of America HECM Buyout 2022-HB1
        31735JAG0
        
          
        
        9460000.00000000
        PA
        USD
        9126422.43000000
        0.207894605363
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-02-25
          Variable
          9.31700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2020-3,  9/30/24
        N/A
        Alturas Re 2020-3,  9/30/24
        000000000
        
          
        
        250000.00000000
        PA
        USD
        3801.37000000
        0.000086593002
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-09-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDITO REAL SAB DE CV
        549300W2IL7TPPCTKL39
        Credito Real SAB de CV SOFOM ER
        22547AAD3
        
          
          
        
        6660000.00000000
        PA
        USD
        765966.60000000
        0.017448274529
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-01-21
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417DEE9
        
          
        
        98808.09000000
        PA
        USD
        103336.24000000
        0.002353939563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio 2019-2 Trust
        N/A
        Visio 2019-2 Trust
        92837DAE7
        
          
        
        800000.00000000
        PA
        USD
        768130.48000000
        0.017497566459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-25
          Variable
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEACON ROOFING SUPPLY IN
        549300HDXQWWCBOYXP31
        Beacon Roofing Supply Inc
        073685AH2
        
          
          
        
        978000.00000000
        PA
        USD
        903486.18000000
        0.020580890736
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AD0
        
          
          
        
        309000.00000000
        PA
        USD
        314021.25000000
        0.007153221795
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ANC76
        
          
        
        3059430.28000000
        PA
        USD
        3249587.24000000
        0.074023711047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        Teva Pharmaceutical Finance Netherlands II BV
        000000000
        
          
          
        
        2725000.00000000
        PA
        
        2799323.86000000
        0.063766972614
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-05-09
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        000000000
        
          
          
        
        250000.00000000
        PA
        USD
        252600.00000000
        0.005754081373
        Long
        DBT
        NUSS
        N/A
        Y
        
        2
        
          2024-03-13
          Floating
          4.22286000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        Cascade MH Asset Trust 2021-MH1
        14731QAG4
        
          
        
        4000000.00000000
        PA
        USD
        3551802.80000000
        0.080908006077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Variable
          7.59464000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lorenz Re 2019, 6/30/22
        N/A
        Lorenz Re 2019, 6/30/22
        000000000
        
          
        
        2545246.00000000
        PA
        USD
        295248.54000000
        0.006725590359
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        N/A
        UWM Mortgage Trust 2021-INV4
        918307BF5
        
          
        
        3576147.10000000
        PA
        USD
        3216878.06000000
        0.073278614913
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          3.23365100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGCG7
        
          
          
        
        244716.03000000
        PA
        USD
        264552.70000000
        0.006026356941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209SD65
        
          
        
        5895.47000000
        PA
        USD
        6083.79000000
        0.000138585204
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESORTS WORLD/RWLV CAP
        N/A
        Resorts World Las Vegas LLC / RWLV Capital Inc
        76120HAA5
        
          
          
        
        11100000.00000000
        PA
        USD
        10040787.05000000
        0.228723300648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-16
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-INV1
        92537TAG0
        
          
        
        250000.00000000
        PA
        USD
        249977.83000000
        0.005694349863
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAB
        9695008EGX5O9K1MS743
        CAB SELAS
        000000000
        
          
          
        
        3860000.00000000
        PA
        
        4056140.50000000
        0.092396526132
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381YRH9
        
          
        
        20294267.24000000
        PA
        USD
        1160576.38000000
        0.026437256259
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Floating
          2.97143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bantry Re 2022
        N/A
        Bantry Re 2022
        000000000
        
          
        
        3280525.00000000
        PA
        USD
        3336732.69000000
        0.076008833813
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM Investments Holdings II LLC
        50190EAA2
        
          
          
        
        3805000.00000000
        PA
        USD
        3593746.02000000
        0.081863448282
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410KDK7
        
          
        
        72482.57000000
        PA
        USD
        80986.98000000
        0.001844836394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BM3
        
          
          
        
        9575000.00000000
        PA
        USD
        3963954.25000000
        0.090296576868
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2032-09-25
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        Traingle Re 2021-1 Ltd
        89600FAC7
        
          
        
        3370000.00000000
        PA
        USD
        3372557.16000000
        0.076824894444
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-08-25
          Floating
          3.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-KW03 Mortgage Trust
        30302YAN7
        
          
        
        2800000.00000000
        PA
        USD
        2750664.84000000
        0.062658548383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-07-25
          Variable
          4.06394300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        CVS Pass-Through Trust
        126650BV1
        
          
          
        
        3993523.83000000
        PA
        USD
        4371377.64000000
        0.099577445196
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-10
          Fixed
          5.77300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31400U6E9
        
          
        
        5419.81000000
        PA
        USD
        5771.73000000
        0.000131476659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        47955.31000000
        0.001092394125
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -368630000.00000000
            ZAR
            25002109.34000000
            USD
            2022-06-24
            47955.31000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6VG0
        
          
        
        132708.60000000
        PA
        USD
        143675.56000000
        0.003272845857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
          
        
        4312000.00000000
        PA
        USD
        4185248.76000000
        0.095337537351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -286420.35000000
        -0.00652448931
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -28339169.65000000
            USD
            263630000.00000000
            SEK
            2022-04-28
            -286420.35000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GUATEMALA
        529900QKDFFU9UWW5315
        Guatemala Government Bond
        401494AT6
        
          
          
        
        7305000.00000000
        PA
        USD
        6757125.00000000
        0.153923385208
        Long
        DBT
        NUSS
        GT
        N
        
        2
        
          2033-10-07
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER
        959800HLB3PGTGSLVV62
        Grifols Escrow Issuer SA
        000000000
        
          
          
        
        2625000.00000000
        PA
        
        2756968.59000000
        0.062802144149
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-10-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177NVN7
        
          
        
        1047.99000000
        PA
        USD
        1080.82000000
        0.000024620452
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17326QAF0
        
          
        
        2029190.00000000
        PA
        USD
        1793811.06000000
        0.040861974697
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-09-25
          Variable
          3.14183600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XD6E1
        
          
        
        6901565.72000000
        PA
        USD
        6611733.23000000
        0.150611445082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FV4S8
        
          
        
        2800144.55000000
        PA
        USD
        514107.94000000
        0.011711080450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballybunion Re 2022
        N/A
        Ballybunion Re 2022
        000000000
        
          
        
        1506560.00000000
        PA
        USD
        1521625.60000000
        0.034661747913
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FHLH8
        
          
        
        259617.13000000
        PA
        USD
        263509.05000000
        0.006002583200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        KRW/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -79917.22000000
        -0.00182046788
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -23311516.81000000
            USD
            28244700000.00000000
            KRW
            2022-06-03
            -79917.22000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176W2Z3
        
          
        
        6119.07000000
        PA
        USD
        6457.78000000
        0.000147104479
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WIRECO WORLDGROUP INC
        5493008NQ1Q5T2GZOJ37
        WireCo WorldGroup Inc
        000000000
        
          
        
        1124490.74070000
        PA
        USD
        1116057.06000000
        0.025423131991
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-11-12
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAE3
        
          
        
        4460000.00000000
        PA
        USD
        4329288.55000000
        0.098618680157
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          5.01600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHA METALLURGICAL RESOURCE
        N/A
        ALPHA METALLURGICAL -CW23
        21241B118
        
          
          
        
        365.00000000
        NC
        USD
        36865.00000000
        0.000839763301
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              ALPHA METALLURGICAL RESOURCE
              N/A
            
            Call
            Purchased
            
              
                Alpha Metallurgical Resources
                Alpha Metallurgical Resources Inc
                
                  
                  
                  
                
              
            
            1.00000000
            48.74100000
            USD
            2023-07-26
            XXXX
            -197761.82000000
          
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-KW02 Mortgage Trust
        30301RAN3
        
          
        
        4500000.00000000
        PA
        USD
        4332559.50000000
        0.098693190499
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-12-25
          Variable
          3.79122000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        Eurex 10 Year Euro BUND
        000000000
        
          
          
        
        -1958.00000000
        NC
        
        15876910.83000000
        0.361666812676
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-06-08
            -361782977.79000000
            USD
            15876910.83000000
          
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2019-1 Trust
        43731QAL2
        
          
        
        649459.81000000
        PA
        USD
        608009.99000000
        0.013850114642
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-09-17
          Fixed
          4.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HT0
        
          
          
        
        5955800.00000000
        PA
        USD
        1808538.23000000
        0.041197451081
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2035-07-09
          Variable
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198XBF9
        
          
        
        1558880.71000000
        PA
        USD
        1637110.86000000
        0.037292435101
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUNA SA
        549300C3XBVL3X4TME11
        Auna SAA
        05151VAA5
        
          
          
        
        4195000.00000000
        PA
        USD
        4048175.00000000
        0.092215076665
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2025-11-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust 2022-PJ1
        36263NBM6
        
          
        
        4771512.50000000
        PA
        USD
        4091742.31000000
        0.093207514698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-28
          Variable
          2.83661600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOODSMART RE LTD
        549300KK1LNVFW95S875
        FloodSmart Re Ltd
        33975CAF2
        
          
          
        
        750000.00000000
        PA
        USD
        730425.00000000
        0.016638657512
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-02-27
          Floating
          15.61046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-3 Ltd
        07877KAG5
        
          
        
        3630000.00000000
        PA
        USD
        3690134.94000000
        0.084059131929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          5.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
          
        
        3815000.00000000
        PA
        USD
        3994305.00000000
        0.090987949335
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382AFF7
        
          
        
        30089937.82000000
        PA
        USD
        4557220.38000000
        0.103810834937
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re V Ltd
        67401JAC6
        
          
        
        2630000.00000000
        PA
        USD
        2647587.86000000
        0.060310514612
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          5.70657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617AVXD5
        
          
        
        1152106.84000000
        PA
        USD
        1206010.75000000
        0.027472224834
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FASST 2021-S2 A2 Mtge
        N/A
        FASST 2021-S2 A2 Mtge
        31740FAB2
        
          
        
        7844365.94000000
        PA
        USD
        7438577.67000000
        0.169446481469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198RLP9
        
          
        
        619920.73000000
        PA
        USD
        650371.73000000
        0.014815090489
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184BL47
        
          
        
        88344.28000000
        PA
        USD
        93502.93000000
        0.002129942469
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C55R4
        
          
        
        4776.43000000
        PA
        USD
        4927.81000000
        0.000112252651
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO MERCANTIL DE NORTE
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAA6
        
          
          
        
        4608000.00000000
        PA
        USD
        4527360.00000000
        0.103130632814
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          N/A
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
          
        
        1791000.00000000
        PA
        USD
        1830903.48000000
        0.041706918494
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        SGD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        21074.54000000
        0.000480065788
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -23930622.20000000
            USD
            32465000.00000000
            SGD
            2022-06-02
            21074.54000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-8
        46592TBS1
        
          
        
        135194665.27000000
        PA
        USD
        672296.03000000
        0.015314513317
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          0.12702400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C33H3
        
          
          
        
        93585.16000000
        PA
        USD
        97344.37000000
        0.002217448243
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN RE LTD
        549300QRZ77PO1BYWT39
        Matterhorn Re Ltd
        577092AP4
        
          
        
        1750000.00000000
        PA
        USD
        1749125.00000000
        0.039844052189
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-03-24
          Floating
          5.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QFRH4
        
          
        
        139562.94000000
        PA
        USD
        142653.59000000
        0.003249565974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AXTN8
        
          
        
        91910.15000000
        PA
        USD
        96054.31000000
        0.002188061425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        CITIGROUP MORTGAGE LOAN TRUST 2021-INV2
        17329RDN5
        
          
        
        8962989.39000000
        PA
        USD
        8280543.79000000
        0.188625980949
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.98752900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162DG2
        
          
          
        
        5195000.00000000
        PA
        USD
        5389976.87000000
        0.122780544392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-02-22
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128KH6Q4
        
          
        
        18938.26000000
        PA
        USD
        20473.23000000
        0.000466368295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        SEK/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        451479.84000000
        0.010284448685
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -263630000.00000000
            SEK
            28504229.14000000
            USD
            2022-04-28
            451479.84000000
          
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAC7
        
          
          
        
        1976217.00000000
        PA
        USD
        1832961.03000000
        0.041753788289
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-12-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AVXP2
        
          
        
        2943.58000000
        PA
        USD
        3061.81000000
        0.000069746254
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUR LAKES RE LTD
        549300MG4RRU6DT7MN54
        Four Lakes Re Ltd
        35087TAC2
        
          
          
        
        500000.00000000
        PA
        USD
        496000.00000000
        0.011298592088
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-01-07
          Floating
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300BL200YC56BUV20
        STACR Trust 2018-DNA3
        35563WBD5
        
          
        
        4541885.00000000
        PA
        USD
        4451083.18000000
        0.101393091131
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Floating
          4.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gleneagles Re 2019, 12/31/22
        N/A
        Gleneagles Re 2019, 12/31/22
        000000000
        
          
        
        1156688.00000000
        PA
        USD
        25848.82000000
        0.000588821115
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
          
        
        560000.00000000
        PA
        USD
        564289.60000000
        0.012854189536
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oakmont Re 2017, 4/30/23
        N/A
        Oakmont Re 2017, 4/30/23
        000000000
        
          
        
        1250000.00000000
        PA
        USD
        36750.00000000
        0.000837143667
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-04-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2021-J1
        75409JDH7
        
          
        
        1807618.17000000
        PA
        USD
        1449513.65000000
        0.033019079551
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.70774200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO AEROMEXICO SAB
        N/A
        Grupo Aeromexico SAB de CV
        40054JAA7
        
          
          
        
        11390000.00000000
        PA
        USD
        11276100.00000000
        0.256863012590
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELF DRILL HOLD LTD
        54930078ZJ3XP4MRYB68
        Shelf Drilling Holdings Ltd
        822538AG9
        
          
          
        
        2217000.00000000
        PA
        USD
        2261340.00000000
        0.051512012565
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-11-15
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        635400A7LQADQPBLJB50
        ICG US CLO 2016-1 Ltd
        44931KAJ6
        
          
        
        3175000.00000000
        PA
        USD
        3004000.85000000
        0.068429395638
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-29
          Floating
          7.73900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176MWE9
        
          
        
        645062.14000000
        PA
        USD
        674387.85000000
        0.015362163762
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Accepta
        N/A
        Mello Mortgage Capital Acceptance 2021-MTG1
        585495EJ9
        
          
        
        3172659.81000000
        PA
        USD
        2750908.62000000
        0.062664101550
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.65193000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHEQUITY INC
        529900LRJU1RAFQHM467
        HealthEquity Inc
        42226AAA5
        
          
          
        
        2835000.00000000
        PA
        USD
        2686162.50000000
        0.061189222519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176MER0
        
          
        
        3854.49000000
        PA
        USD
        3991.28000000
        0.000090919041
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KND7
        
          
        
        5240000.00000000
        PA
        USD
        4960830.09000000
        0.113004829849
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          3.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2H4
        
          
        
        888055.04000000
        PA
        USD
        907888.81000000
        0.020681180091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31376KR99
        
          
        
        296149.52000000
        PA
        USD
        320360.00000000
        0.007297614841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-KSW4 Mortgage Trust
        302960AH2
        
          
        
        2353007.97000000
        PA
        USD
        2264236.98000000
        0.051578004088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Floating
          5.24143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-K131 Mortgage Trust
        30320UAS2
        
          
        
        5000000.00000000
        PA
        USD
        2536887.50000000
        0.057788824669
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY OPERATING
        549300KJEC5IUVJWR786
        NextEra Energy Operating Partners LP
        65342QAB8
        
          
          
        
        2336000.00000000
        PA
        USD
        2338920.00000000
        0.053279239932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bantry Re 2020, 12/31/23
        N/A
        Bantry Re 2020, 12/31/23
        000000000
        
          
        
        3821406.00000000
        PA
        USD
        248690.93000000
        0.005665035028
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP
        46651WAL8
        
          
        
        11650000.00000000
        PA
        USD
        9893526.01000000
        0.225368779637
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-05
          Variable
          3.86147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONGPOINT RE LTD III
        549300X8D4F49UZO0Y39
        Long Point Re III Ltd
        542799AD3
        
          
          
        
        6400000.00000000
        PA
        USD
        6396800.00000000
        0.145715390865
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2022-06-01
          Floating
          3.28046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        Provident Funding Mortgage Trust 2021-1
        74387YAL7
        
          
        
        2922127.71000000
        PA
        USD
        2586834.59000000
        0.058926590386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.38454000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381XW51
        
          
        
        2454392.23000000
        PA
        USD
        311891.65000000
        0.007104710744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-08-20
          Floating
          5.60143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXKE1
        
          
        
        2151250.69000000
        PA
        USD
        2130998.47000000
        0.048542908171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F030652
        
          
        
        3000000.00000000
        PA
        USD
        2930035.59000000
        0.066744509949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CHJ6
        
          
        
        41122.26000000
        PA
        USD
        41028.02000000
        0.000934594480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dingle Re 2020, 1/31/22
        N/A
        Dingle Re 2020, 1/31/22
        000000000
        
          
        
        550000.00000000
        PA
        USD
        52950.32000000
        0.001206177553
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CEZ3
        
          
        
        130874.56000000
        PA
        USD
        128983.10000000
        0.002938160147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lion Rock Re 2021, 12/31/24
        N/A
        Lion Rock Re 2021, 12/31/24
        000000000
        
          
        
        500000.00000000
        PA
        USD
        320000.00000000
        0.007289414250
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LP42
        
          
        
        25110.74000000
        PA
        USD
        26574.93000000
        0.000605361479
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416WH39
        
          
          
        
        659291.82000000
        PA
        USD
        713890.39000000
        0.016262008694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EVL88
        
          
        
        743908.66000000
        PA
        USD
        757049.26000000
        0.017245142700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210B3H6
        
          
        
        2226.43000000
        PA
        USD
        2358.07000000
        0.000053715465
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-K154 Mortgage Trust
        302968AE2
        
          
        
        2300000.00000000
        PA
        USD
        2230440.41000000
        0.050808137841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-25
          Variable
          4.02390400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389GRE2
        
          
        
        267.47000000
        PA
        USD
        290.89000000
        0.000006626305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183E3J9
        
          
        
        289288.40000000
        PA
        USD
        306500.69000000
        0.006981907804
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC Commercial Mortgage Trust
        N/A
        CHC Commercial Mortgage Trust 2019 - CHC
        162665AN3
        
          
        
        9580074.01000000
        PA
        USD
        9233519.62000000
        0.210334217185
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.74700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411LSC6
        
          
        
        690.95000000
        PA
        USD
        704.13000000
        0.000016039672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGDB Commercial Mortgage Trust
        N/A
        CGDB Commercial Mortgage Trust 2019-MOB
        125284AL3
        
          
        
        1500000.00000000
        PA
        USD
        1439653.80000000
        0.032794477891
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          2.94657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY COMMERCIAL MORTGAGE TRUST
        N/A
        Key Commercial Mortgage Securities Trust 2019-S2
        49307XAC8
        
          
        
        5600000.00000000
        PA
        USD
        5413075.92000000
        0.123306727342
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.46930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2014-SFR3 Trust
        02665XAD1
        
          
        
        4100000.00000000
        PA
        USD
        4132779.50000000
        0.094142318065
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWATER PAPER CORP
        549300HCVV19GXN4P292
        Clearwater Paper Corp
        18538RAJ2
        
          
          
        
        2288000.00000000
        PA
        USD
        2124980.00000000
        0.048405810918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HPHT7
        
          
        
        49340.21000000
        PA
        USD
        50697.47000000
        0.001154858938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-2 Ltd
        26982AAG9
        
          
        
        10620000.00000000
        PA
        USD
        10079173.31000000
        0.229597717368
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-04-25
          Floating
          4.34900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LFZ7
        
          
        
        29316.22000000
        PA
        USD
        32514.95000000
        0.000740671687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMPAR EUROPE SA
        54930068BSUST41D5C30
        Simpar Europe SA
        82883PAA2
        
          
          
        
        2785000.00000000
        PA
        USD
        2495360.00000000
        0.056842852324
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-01-26
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176M3E1
        
          
        
        2985.25000000
        PA
        USD
        3105.95000000
        0.000070751738
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36230TFJ6
        
          
        
        6302.95000000
        PA
        USD
        6678.70000000
        0.000152136909
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receiva
        549300K5Y88MV8B4M421
        Amur Equipment Finance Receivables X LLC
        03236VAF8
        
          
        
        1000000.00000000
        PA
        USD
        964627.80000000
        0.021973661348
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          5.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viribus Re 2019, 12/31/22
        N/A
        Viribus Re 2019, 12/31/22
        000000000
        
          
        
        3650000.00000000
        PA
        USD
        95630.00000000
        0.002178395889
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA GOVERNMENT
        529900FWX0GRR7WG5W79
        Indonesia Treasury Bond
        000000000
        
          
          
        
        219632000000.00000000
        PA
        
        15076427.42000000
        0.343432265251
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-05-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295ADG7
        
          
        
        134003.74000000
        PA
        USD
        148555.31000000
        0.003384003730
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSMED INC
        529900Q55QAG41CCAC11
        Insmed Inc
        457669AA7
        
          
          
        
        3493000.00000000
        PA
        USD
        3486049.21000000
        0.079410177465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          1.75000000
          N
          N
          N
          N
          Y
          
            
              Insmed Inc
              Insmed Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        HAT HOLDINGS I LLC/HAT
        N/A
        HAT Holdings I LLC / HAT Holdings II LLC
        418751AE3
        
          
          
        
        7615000.00000000
        PA
        USD
        7234250.00000000
        0.164792015752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419JSV1
        
          
          
        
        1340117.68000000
        PA
        USD
        1422593.71000000
        0.032405858944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEPTUNE ENERGY BONDCO
        549300CPMT8I2QBRYF88
        Neptune Energy Bondco PLC
        64073KAA1
        
          
          
        
        8985000.00000000
        PA
        USD
        8996680.50000000
        0.204939159509
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31391GYP5
        
          
        
        3052.05000000
        PA
        USD
        3259.72000000
        0.000074254529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q7E52
        
          
        
        445646.75000000
        PA
        USD
        439170.13000000
        0.010004040637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        06675QAC7
        
          
          
        
        8430000.00000000
        PA
        USD
        8314509.00000000
        0.189399688717
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2031-10-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Hipotecaria SA
        N/A
        La Hipotecaria El Salvadorian Mortgage Trust 2016-1
        50346VAA7
        
          
        
        1213110.71000000
        PA
        USD
        1264667.92000000
        0.028808401118
        Long
        ABS-MBS
        CORP
        PA
        N
        
        2
        
          2046-01-15
          Fixed
          3.35750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138MBXZ4
        
          
        
        381572.37000000
        PA
        USD
        397021.33000000
        0.009043915439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X5JS7
        
          
        
        1224403.49000000
        PA
        USD
        1307084.52000000
        0.029774626645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2022-1
        N/A
        Pangaea Re 2022-1
        000000000
        
          
        
        4254521.00000000
        PA
        USD
        4254521.00000000
        0.096915518768
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAGGI LUX INTL SARL
        N/A
        Amaggi Luxembourg International Sarl
        02265WAA3
        
          
          
        
        7305000.00000000
        PA
        USD
        7085923.05000000
        0.161413213930
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-28
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF11 A5 HOLDCO LLC
        254900FPK7P5WNA66Y10
        LSF11 A5 HoldCo LLC
        50216YAB6
        
          
          
        
        1920000.00000000
        PA
        USD
        1894400.64000000
        0.043153346941
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-13
          Floating
          4.11448000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371GRT9
        
          
        
        268.19000000
        PA
        USD
        286.28000000
        0.000006521292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290UAH9
        
          
        
        6057.59000000
        PA
        USD
        6416.01000000
        0.000146152983
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KBE8
        
          
        
        7075000.00000000
        PA
        USD
        6154064.23000000
        0.140186010924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          4.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corportation Trust 2021-IP
        36262MAJ7
        
          
        
        2200000.00000000
        PA
        USD
        2138972.88000000
        0.048724560602
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          3.94700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QRJ0
        
          
        
        3211.07000000
        PA
        USD
        3387.37000000
        0.000077162322
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woburn Re 2018, 12/31/21
        N/A
        Woburn Re 2018, 12/31/21
        000000000
        
          
        
        1826168.00000000
        PA
        USD
        101048.13000000
        0.002301817746
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDEN RE II LTD
        549300LKX8PCP3SC3F42
        Eden Re II Ltd
        27955HAB6
        
          
          
        
        1890000.00000000
        PA
        USD
        1634850.00000000
        0.037240934022
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-03-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Corp Trust 2019-PJ3
        36257QAU0
        
          
        
        1490000.00000000
        PA
        USD
        1441118.91000000
        0.032827852247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          3.98617500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bantry RE 2016, 3/31/22
        N/A
        Bantry RE 2016, 3/31/22
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        241800.00000000
        0.005508063642
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-03-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gullane Re 2018, 12/31/21
        N/A
        Gullane Re 2018, 12/31/21
        000000000
        
          
        
        2737878.00000000
        PA
        USD
        169486.84000000
        0.003860811833
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBQ9
        
          
          
        
        1245000.00000000
        PA
        USD
        1102728.24000000
        0.025119509209
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-01
          Fixed
          4.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212TAK0
        
          
        
        173.22000000
        PA
        USD
        173.84000000
        0.000003959974
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        254900YXXBTCF4NGD347
        Madison Park Funding XXII Ltd
        55819VAG1
        
          
        
        5000000.00000000
        PA
        USD
        4953815.00000000
        0.112845030171
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          6.94129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBJ7
        
          
          
        
        1262000.00000000
        PA
        USD
        1392275.77000000
        0.031715233869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCHD3
        
          
        
        2349365.73000000
        PA
        USD
        2401310.21000000
        0.054700452701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31287YFX7
        
          
          
        
        1727.17000000
        PA
        USD
        1856.07000000
        0.000042280197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2021-J2
        12564ECH3
        
          
        
        3176679.89000000
        PA
        USD
        2910728.25000000
        0.066304699951
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.67368700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-KF74 Mortgage Trust
        30313MAC4
        
          
        
        4736921.96000000
        PA
        USD
        4825456.93000000
        0.109921107844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-25
          Floating
          6.49143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gold Key Resorts LLC
        549300MORAF4RGEXUA95
        Gold Key Resorts 2014-A LLC
        38061LAC3
        
          
        
        86334.50000000
        PA
        USD
        86224.97000000
        0.001964154765
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Variable
          5.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M/I HOMES INC
        5299005M71FH9CCSFB69
        M/I Homes Inc
        55305BAV3
        
          
          
        
        913000.00000000
        PA
        USD
        803468.12000000
        0.018302537386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMESTONE RE LTD
        5493004PN8HGYC184A27
        Limestone Re Ltd
        000000000
        
          
        
        1020000.00000000
        PA
        USD
        43044.00000000
        0.000980517334
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortga
        N/A
        MF1 2021-FL7 Ltd
        55284AAL2
        
          
        
        7500000.00000000
        PA
        USD
        7232940.00000000
        0.164762174713
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-10-16
          Floating
          3.23057000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWS CRE FUNDING I LLC
        549300GGW5CBE4FDT866
        OWS Cre Funding I LLC
        67114QAA2
        
          
        
        2500000.00000000
        PA
        USD
        2491496.25000000
        0.056754838342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Floating
          5.13057000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200QLP7
        
          
        
        524.08000000
        PA
        USD
        575.69000000
        0.000013113884
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRINDING MEDIA INC
        254900IYFJ03EGFQ8C34
        Grinding Media Inc
        39854KAB6
        
          
          
        
        4442675.00000000
        PA
        USD
        4412131.61000000
        0.100505796976
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-10-12
          Floating
          4.79586000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANCE DATA SYSTEMS CO
        549300G8S4PO686J7H97
        Alliance Data Systems Corp
        018581AL2
        
          
          
        
        8607000.00000000
        PA
        USD
        8746863.75000000
        0.199248478954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        Cleveland-Cliffs Inc
        185899AG6
        
          
          
        
        1985000.00000000
        PA
        USD
        2084250.00000000
        0.047478005160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/INR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -310008.43000000
        -0.00706181208
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -23803103.16000000
            USD
            1791850000.00000000
            INR
            2022-04-28
            -310008.43000000
          
        
        
          N
          N
          N
        
      
      
        Pear LLC
        N/A
        PEAR 2021-1 LLC
        70472TAC2
        
          
        
        6400000.00000000
        PA
        USD
        4851648.00000000
        0.110517725215
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oceanview Mortgage Trust
        N/A
        Oceanview Mortgage Trust 2021-3
        67647VCF4
        
          
        
        2588587.65000000
        PA
        USD
        2132271.42000000
        0.048571905233
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          2.72369000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493005RUXPCBST1N217
        Freddie Mac Stacr Trust 2018-HQA2
        35563XAH5
        
          
        
        4580000.00000000
        PA
        USD
        4569260.82000000
        0.104085109172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Floating
          2.75657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAY4
        
          
          
        
        2415000.00000000
        PA
        USD
        2312362.50000000
        0.052674275498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2021-2 Ltd
        75049GAC3
        
          
        
        4680000.00000000
        PA
        USD
        4428583.38000000
        0.100880558747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-25
          Floating
          5.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BUJ5
        
          
        
        45187.65000000
        PA
        USD
        49255.94000000
        0.001122021721
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        CFCRE Commercial Mortgage Trust 2018-TAN
        12528DAJ8
        
          
        
        2500000.00000000
        PA
        USD
        2504479.50000000
        0.057050589240
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.09940000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Portrush Re 2017, 6/15/22
        N/A
        Portrush Re 2017, 6/15/22
        000000000
        
          
        
        2200000.00000000
        PA
        USD
        1403820.00000000
        0.031978204728
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-06-15
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emerald Plantation Holdings Lt
        N/A
        Emerald Plantation Holdings Ltd
        000000000
        
          
          
          
        
        162828.00000000
        NS
        USD
        3256.56000000
        0.000074182546
        Long
        EC
        CORP
        HK
        N
        
        1
        
          N
          N
          N
        
      
      
        LATAM AIRLINES GROUP SA
        N/A
        Latam Airlines Group SA
        000000000
        
          
        
        3935000.00000000
        PA
        USD
        3952215.63000000
        0.090029177918
        Long
        LON
        CORP
        CL
        N
        
        2
        
          2022-08-08
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178YQG3
        
          
        
        7709.55000000
        PA
        USD
        8160.29000000
        0.000185886669
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131YBED6
        
          
        
        683119.46000000
        PA
        USD
        699060.63000000
        0.015924195369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        1020000.00000000
        PA
        USD
        969969.00000000
        0.022095330784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL RE 2020 LTD
        N/A
        Residential Reinsurance 2020 Ltd
        76120AAC6
        
          
          
        
        1500000.00000000
        PA
        USD
        1518750.00000000
        0.034596243414
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2024-12-06
          Floating
          7.04046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A2LX2
        
          
        
        3555.84000000
        PA
        USD
        3716.59000000
        0.000084661762
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oakmont Re 2020, 4/30/24
        N/A
        Oakmont Re 2020, 4/30/24
        000000000
        
          
        
        5804192.00000000
        PA
        USD
        4687113.75000000
        0.106769730507
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-04-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit
        N/A
        Freddie Mac Multifamily Structured Credit Risk
        35563FAB7
        
          
        
        2750000.00000000
        PA
        USD
        2608819.40000000
        0.059427391597
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sussex Re 2021-1, 12/31/24
        N/A
        Sussex Re 2021-1, 12/31/24
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        154000.00000000
        0.003508030608
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        019579AA9
        
          
          
        
        1670000.00000000
        PA
        USD
        1586500.00000000
        0.036139549088
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ALT46
        
          
        
        38837.85000000
        PA
        USD
        40603.02000000
        0.000924913226
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183HN35
        
          
        
        44538.25000000
        PA
        USD
        46548.30000000
        0.001060343254
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
          
        
        3270000.00000000
        PA
        
        3345840.29000000
        0.076216299654
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2031-10-17
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTAL PLAY TELECOM
        4469000001BSAPAMOQ06
        Total Play Telecomunicaciones SA de CV
        89157FAC4
        
          
          
        
        6900000.00000000
        PA
        USD
        6147072.00000000
        0.140026731984
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-09-20
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AF5
        
          
          
        
        905000.00000000
        PA
        USD
        914764.95000000
        0.020837814569
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200AZZ5
        
          
          
        
        34172.99000000
        PA
        USD
        37868.11000000
        0.000862613564
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Continental Credit Card llc
        5493002QR2K2E0R56Z02
        Continental Credit Card ABS 2019-1 LLC
        21134LAC2
        
          
        
        4155000.00000000
        PA
        USD
        4153658.77000000
        0.094617935716
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          6.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416CJF4
        
          
        
        245002.49000000
        PA
        USD
        265079.01000000
        0.006038345978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDN7
        
          
          
        
        7950000.00000000
        PA
        USD
        7631443.50000000
        0.173839853124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX62
        
          
          
        
        2000000.00000000
        PA
        USD
        1727760.00000000
        0.039357369891
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2050-05-29
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176DCR2
        
          
        
        5976.11000000
        PA
        USD
        6245.56000000
        0.000142270231
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GLOBAL AIRLINES
        N/A
        Western Global Airlines LLC
        958278AA1
        
          
          
        
        6290000.00000000
        PA
        USD
        6761750.00000000
        0.154028740023
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          10.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796G45
        
          
          
        
        100000000.00000000
        PA
        USD
        99992917.00000000
        2.277780606618
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -782064.85000000
        -0.01781498331
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -34300357.95000000
            USD
            30275000.00000000
            EUR
            2022-04-27
            -782064.85000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138Y7J78
        
          
        
        223593.33000000
        PA
        USD
        229069.79000000
        0.005218076848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        IQVIA Inc
        000000000
        
          
          
        
        2272000.00000000
        PA
        
        2384236.37000000
        0.054311520536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AS5J9
        
          
        
        10853303.99000000
        PA
        USD
        1791913.05000000
        0.040818739131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-15
          Floating
          5.63343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183YDG0
        
          
        
        59790.21000000
        PA
        USD
        61661.33000000
        0.001404609305
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291LJ55
        
          
        
        18807.86000000
        PA
        USD
        20437.64000000
        0.000465557575
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6K3
        
          
        
        35177542.20000000
        PA
        USD
        31899410.36000000
        0.726650051428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A9D32
        
          
        
        3096.39000000
        PA
        USD
        3194.98000000
        0.000072779789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Hipotecaria SA
        N/A
        La Hipotecaria Mortgage Trust 2019-2
        50346XAA3
        
          
        
        2217407.24000000
        PA
        USD
        2245124.83000000
        0.051142640405
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-09-29
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312932ZG4
        
          
        
        694.08000000
        PA
        USD
        751.99000000
        0.000017129895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK-OHIO INDUSTRIES INC
        5493006LQUO5SLMNYM18
        Park-Ohio Industries Inc
        700677AR8
        
          
          
        
        5023000.00000000
        PA
        USD
        4206762.50000000
        0.095827607860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200NYP0
        
          
          
        
        77230.62000000
        PA
        USD
        85448.79000000
        0.001946473835
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A2VH9
        
          
          
        
        4083.77000000
        PA
        USD
        4204.69000000
        0.000095780397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2R9
        
          
        
        3070000.00000000
        PA
        USD
        2943728.75000000
        0.067056432186
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          4.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-HB7 LLC
        12530BAE9
        
          
        
        12000000.00000000
        PA
        USD
        11497530.00000000
        0.261907059457
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-10-27
          Variable
          5.07160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
          
        
        1720000.00000000
        PA
        USD
        1416540.40000000
        0.032267968056
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AHLSTROM-MUNKSJO HLDG 3
        743700UEY0YM039XN974
        Ahlstrom-Munksjo Holding 3 Oy
        000000000
        
          
        
        1950000.00000000
        PA
        
        2005942.77000000
        0.045694211915
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2028-02-04
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Radnor Re LTD
        N/A
        Radnor RE 2020-2 Ltd
        75049UAE8
        
          
        
        870000.00000000
        PA
        USD
        879867.89000000
        0.020042879799
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          8.05657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAS1
        
          
          
        
        16065000.00000000
        PA
        USD
        14385762.02000000
        0.327699308347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAD8
        
          
          
        
        2830000.00000000
        PA
        USD
        2525803.30000000
        0.057536333027
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2032-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYWD7
        
          
        
        4943312.70000000
        PA
        USD
        4482015.51000000
        0.102097711653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ASLK7
        
          
        
        93607.20000000
        PA
        USD
        95680.38000000
        0.002179543517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-7
        46592NCC8
        
          
        
        6656869.75000000
        PA
        USD
        5517474.60000000
        0.125684868673
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Variable
          2.82041000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENICIAN RE LIMITED
        N/A
        Phoenician Re Ltd
        71880VAC1
        
          
        
        750000.00000000
        PA
        USD
        745200.00000000
        0.016975223435
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2024-12-14
          Floating
          3.03046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-KW07 Mortgage Trust
        30297NAE8
        
          
        
        975000.00000000
        PA
        USD
        956316.27000000
        0.021784329520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-10-25
          Variable
          4.08246500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCFG8
        
          
        
        65887.13000000
        PA
        USD
        67667.50000000
        0.001541426371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA6
        35566CBD6
        
          
        
        2910000.00000000
        PA
        USD
        2720713.81000000
        0.061976281305
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Floating
          3.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DXE7
        
          
        
        281086.83000000
        PA
        USD
        287313.24000000
        0.006544828831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Mortgage Securitization
        N/A
        Global Mortgage Securitization Ltd
        378961AG1
        
          
        
        171915.39000000
        PA
        USD
        1428.81000000
        0.000032547462
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2032-11-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYV63
        
          
        
        6870347.12000000
        PA
        USD
        6229034.16000000
        0.141893782412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2021-FL2 Ltd
        54930083ELM2GCMVTQ91
        KREF 2021-FL2 Ltd
        48275RAG2
        
          
        
        2150000.00000000
        PA
        USD
        2100109.25000000
        0.047839269669
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2039-02-15
          Floating
          2.44143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ARDX0
        
          
        
        4764623.75000000
        PA
        USD
        4558517.94000000
        0.103840392601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQFY3
        
          
        
        5526231.03000000
        PA
        USD
        5655308.09000000
        0.128824635567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDEN RE II LTD
        549300LKX8PCP3SC3F42
        Eden Re II Ltd
        27954TAB1
        
          
          
        
        73625.00000000
        PA
        USD
        144864.55000000
        0.003299930359
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-03-22
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209YWS3
        
          
        
        498.67000000
        PA
        USD
        532.90000000
        0.000012139152
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Commercial Asset Trust
        N/A
        Bayview Commercial Asset Trust 2007-2
        07325XAN0
        
          
        
        6231063.62000000
        PA
        USD
        0.62000000
        0.000000014123
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STICHTING AK RABOBANK
        DG3RU1DBUFHT4ZF9WN62
        Stichting AK Rabobank Certificaten
        000000000
        
          
          
        
        28280100.00000000
        PA
        
        36501611.13000000
        0.831485513541
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          N/A
          Variable
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cologix Data Centers Issuer LL
        N/A
        Cologix Canadian Issuer LP
        19521DAD3
        
          
        
        7465000.00000000
        PA
        
        5767340.23000000
        0.131376662685
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2052-01-25
          Fixed
          4.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2018-B5 Mortgage Trust
        08160BAC8
        
          
        
        4500000.00000000
        PA
        USD
        4615925.85000000
        0.105148111467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.94360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ABN7
        
          
        
        942007.44000000
        PA
        USD
        1036857.11000000
        0.023619003103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAB2
        
          
        
        7750000.00000000
        PA
        USD
        7535501.70000000
        0.171654354611
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMESTONE RE LTD
        5493004PN8HGYC184A27
        Limestone Re Ltd
        000000000
        
          
        
        480000.00000000
        PA
        USD
        20256.00000000
        0.000461419922
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182XN72
        
          
        
        120481.34000000
        PA
        USD
        125539.96000000
        0.002859727416
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thopas Re 2019, 12/31/22
        N/A
        Thopas Re 2019, 12/31/22
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183B7C6
        
          
        
        50590.92000000
        PA
        USD
        52172.48000000
        0.001188458809
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2018-7FRB
        46650AAP8
        
          
        
        931000.00000000
        PA
        USD
        871412.56000000
        0.019850272290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-25
          Variable
          2.10620800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183UC95
        
          
        
        342286.45000000
        PA
        USD
        354638.53000000
        0.008078459857
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLJX5
        
          
        
        1107415.34000000
        PA
        USD
        1136774.73000000
        0.025895068488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2021-R1
        89179TAA2
        
          
        
        9783960.06000000
        PA
        USD
        9519118.05000000
        0.216839983640
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-30
          Variable
          2.91808000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHSHORE RE II LTD
        N/A
        Northshore Re II Ltd
        666842AD1
        
          
          
        
        500000.00000000
        PA
        USD
        506500.00000000
        0.011537775993
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-01-08
          Floating
          6.28046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        1020000.00000000
        PA
        USD
        1004062.50000000
        0.022871960924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A7ZK4
        
          
        
        85480.14000000
        PA
        USD
        88133.88000000
        0.002007638627
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Frontera Energy Corp
        A25574TZFLBNK7NWQT47
        Frontera Energy Corp
        35905B107
        
          
          
        
        2013.00000000
        NS
        USD
        23255.18000000
        0.000529739501
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        Traingle Re 2021-1 Ltd
        89600FAD5
        
          
        
        11400000.00000000
        PA
        USD
        11363582.70000000
        0.258855817715
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-08-25
          Floating
          4.35657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184DPN7
        
          
        
        136348.99000000
        PA
        USD
        140609.39000000
        0.003203000285
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402RRS0
        
          
          
        
        5243.10000000
        PA
        USD
        5718.46000000
        0.000130263199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CME Ultra Long Term US Treasury Bond
        000000000
        
          
          
        
        1632.00000000
        NC
        USD
        -10176286.14000000
        -0.23180989126
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            299244286.14000000
            USD
            -10176286.14000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FXC5
        
          
        
        1293075.12000000
        PA
        USD
        1378958.07000000
        0.031411864394
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-3 Ltd
        07877KAJ9
        
          
        
        840000.00000000
        PA
        USD
        853679.15000000
        0.019446315503
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          6.80657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-MP
        61691DAA5
        
          
          
        
        2000000.00000000
        PA
        USD
        2044499.60000000
        0.046572514122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-07-11
          Variable
          4.27600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CH1
        
          
          
        
        21130000.00000000
        PA
        USD
        19558776.58000000
        0.445537577257
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-01-12
          Fixed
          3.60300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402RFT1
        
          
        
        1091076.24000000
        PA
        USD
        1179925.19000000
        0.026878010919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF INDUSTRY LTD
        5493006N5JD4B34R6G14
        Bank of Industry Ltd
        000000000
        
          
        
        8804696.00000000
        PA
        USD
        8876603.95000000
        0.202203885400
        Long
        LON
        CORP
        NG
        N
        
        2
        
          2023-12-11
          Floating
          6.80286000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG Receivables Finance LP
        N/A
        PG Receivables Finance
        69356JAK9
        
          
        
        4300000.00000000
        PA
        USD
        4232812.50000000
        0.096421011739
        Long
        ABS-O
        CORP
        CA
        N
        
        2
        
          2025-07-20
          Fixed
          5.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIWD HLDCO II/MIWD FIN
        N/A
        MIWD Holdco II LLC / MIWD Finance Corp
        55337PAA0
        
          
          
        
        960000.00000000
        PA
        USD
        892944.00000000
        0.020340745995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4N9
        
          
        
        3117180.31000000
        PA
        USD
        3186713.91000000
        0.072591493085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAJ9
        
          
          
        
        1694000.00000000
        PA
        USD
        1516130.00000000
        0.034536561335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HERF1
        
          
        
        82201.30000000
        PA
        USD
        84134.35000000
        0.001916531655
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERVA MERGER SUB INC
        N/A
        Minerva Merger Sub Inc
        60337JAA4
        
          
          
        
        6525000.00000000
        PA
        USD
        6344910.00000000
        0.144533366785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83370RAA6
        
          
          
        
        4635000.00000000
        PA
        USD
        4316343.75000000
        0.098323805127
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAH5
        
          
          
        
        9005000.00000000
        PA
        USD
        8509725.00000000
        0.193846595880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        321 Henderson Receivables III LLC
        88576RAD1
        
          
        
        500000.00000000
        PA
        USD
        568103.60000000
        0.012941070242
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-01-15
          Fixed
          10.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31288FET7
        
          
        
        17447.48000000
        PA
        USD
        18639.88000000
        0.000424605646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERVA LUXEMBOURG SA
        222100NM3G3RCPGZ2Z17
        Minerva Luxembourg SA
        603374AF6
        
          
          
        
        5735000.00000000
        PA
        USD
        5188454.50000000
        0.118189981780
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-03-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALASKA AIRLINES 2020 TR
        N/A
        Alaska Airlines 2020-1 Class A Pass Through Trust
        01166VAA7
        
          
          
        
        7177584.44000000
        PA
        USD
        7347347.23000000
        0.167368305002
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN RE LTD
        549300QRZ77PO1BYWT39
        Matterhorn Re Ltd
        577092AN9
        
          
          
        
        250000.00000000
        PA
        USD
        248275.00000000
        0.005655560384
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-12-08
          Floating
          6.08718200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PLN/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -907230.45000000
        -0.02066618303
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -30860325.06000000
            EUR
            140690000.00000000
            PLN
            2022-05-25
            -907230.45000000
          
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        5493001O6AOY43J70E72
        Sound Point Clo XXI Ltd
        83613HAJ6
        
          
        
        4750000.00000000
        PA
        USD
        4644692.50000000
        0.105803399056
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-26
          Floating
          3.56714000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-VOLT
        05609VAQ8
        
          
        
        4325000.00000000
        PA
        USD
        4171653.67000000
        0.095027849093
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          2.79657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADU3
        
          
        
        692491.00000000
        PA
        USD
        737097.34000000
        0.016790649544
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2026-03-01
          Floating
          0.53046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414AQQ8
        
          
        
        45775.27000000
        PA
        USD
        51067.84000000
        0.001163295751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Residential Mor
        N/A
        Morgan Stanley Residential Mortgage Loan Trust 2021-2
        61772LBU4
        
          
        
        6374959.01000000
        PA
        USD
        5607401.83000000
        0.127733358772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.90418100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IAMGOLD CORP
        254900E7II30XAB9LA72
        IAMGOLD Corp
        450913AF5
        
          
          
        
        11990000.00000000
        PA
        USD
        10880925.00000000
        0.247861155476
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290YUW6
        
          
        
        57884.41000000
        PA
        USD
        62157.96000000
        0.001415922248
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mosaic Solar Loans LLC
        N/A
        Mosaic Solar Loan Trust 2019-2
        61945LAD5
        
          
        
        3183372.23000000
        PA
        USD
        3076625.48000000
        0.070083742553
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-20
          Fixed
          6.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181CGT9
        
          
        
        413097.88000000
        PA
        USD
        431736.28000000
        0.009834701849
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387WK22
        
          
        
        256.45000000
        PA
        USD
        261.61000000
        0.000005959323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lorenz Re 2020, 6/30/23
        N/A
        Lorenz Re 2020, 6/30/23
        000000000
        
          
        
        1282713.00000000
        PA
        USD
        87865.84000000
        0.002001532831
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CQ6
        
          
          
        
        25979000.00000000
        PA
        USD
        23120317.86000000
        0.526667420257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291UEC5
        
          
        
        78655.15000000
        PA
        USD
        84054.35000000
        0.001914709302
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-KF83 Mortgage Trust
        302696AA7
        
          
        
        3996563.52000000
        PA
        USD
        4101182.76000000
        0.093422562669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          9.24143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AKL99
        
          
        
        150731.58000000
        PA
        USD
        154190.28000000
        0.003512365075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416X4Z0
        
          
        
        2003395.74000000
        PA
        USD
        2134163.07000000
        0.048614995922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versutus Re 2019-A, 12/31/21
        N/A
        Versutus Re 2019-A, 12/31/21
        000000000
        
          
        
        2647642.00000000
        PA
        USD
        1588.59000000
        0.000036187158
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292SBU3
        
          
        
        507801.84000000
        PA
        USD
        538901.78000000
        0.012275869733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181LT57
        
          
        
        149009.65000000
        PA
        USD
        155952.33000000
        0.003552503552
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harambee Re 2019, 12/31/22
        N/A
        Harambee Re 2019, 12/31/22
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        4000.00000000
        0.000091117678
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVEL BK
        VKU1UKDS9E7LYLMACP54
        Inter-American Development Bank
        000000000
        
          
          
        
        113010000000.00000000
        PA
        
        8139080.52000000
        0.185403529773
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-03-14
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410GUG6
        
          
        
        1487.86000000
        PA
        USD
        1520.17000000
        0.000034628590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182BA66
        
          
        
        193596.49000000
        PA
        USD
        200881.88000000
        0.004575972620
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-INV4
        46654DAU7
        
          
        
        4367819.96000000
        PA
        USD
        3722553.18000000
        0.084797600619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          3.23231900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A4WQ8
        
          
        
        3509726.22000000
        PA
        USD
        414410.57000000
        0.009440032232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-25
          Floating
          6.09343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BC9
        
          
          
        
        3010000.00000000
        PA
        USD
        2806825.00000000
        0.063937844229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E4ZL8
        
          
        
        1071741.34000000
        PA
        USD
        1119358.15000000
        0.025498328905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOL FINANCE SA
        5299007RH8MA67ZC6J07
        Gol Finance SA
        36254VAC2
        
          
          
        
        9180000.00000000
        PA
        USD
        8249056.20000000
        0.187908711926
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-30
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catskill Park CLO, LTD.
        549300QY7L9WFVGWC115
        Catskill Park CLO Ltd
        149421AA7
        
          
        
        4250000.00000000
        PA
        USD
        3985824.25000000
        0.090794762773
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-04-20
          Floating
          6.25400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH OF BAHAMAS
        549300W13SXC7EKNJC20
        Bahamas Government International Bond
        056732AL4
        
          
          
        
        5815000.00000000
        PA
        USD
        4649150.65000000
        0.105904953126
        Long
        DBT
        NUSS
        BS
        N
        
        2
        
          2032-10-15
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KLT6
        
          
        
        474.34000000
        PA
        USD
        525.14000000
        0.000011962384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR
        549300CTHC1CP86P2G96
        Millicom International Cellular SA
        600814AQ0
        
          
          
        
        1346400.00000000
        PA
        USD
        1428698.70000000
        0.032544927072
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-03-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALGONQUIN PWR & UTILITY
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        015857AH8
        
          
          
        
        7670000.00000000
        PA
        USD
        7141153.50000000
        0.162671331522
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2082-01-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Versutus Re 2019-B, 12/31/21
        N/A
        Versutus Re 2019-B, 12/31/21
        000000000
        
          
        
        852358.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182YTM1
        
          
        
        523841.13000000
        PA
        USD
        542888.51000000
        0.012366685128
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADS8
        
          
          
        
        2253960.00000000
        PA
        USD
        2476889.28000000
        0.056422100044
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2026-03-01
          Floating
          0.53046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINSEO OP / TRINSEO FIN
        N/A
        Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
        89668QAF5
        
          
          
        
        5055000.00000000
        PA
        USD
        4664400.15000000
        0.106252327884
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMA INDUSTRIA MACCHINE
        815600D86992FDA7B908
        IMA Industria Macchine Automatiche SpA
        000000000
        
          
          
        
        3950000.00000000
        PA
        
        4091119.92000000
        0.093193337015
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2028-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-B2
        17327FAC0
        
          
        
        3500000.00000000
        PA
        USD
        3516205.35000000
        0.080097116829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Fixed
          3.74400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 20-1 B PTT
        N/A
        British Airways 2020-1 Class B Pass Through Trust
        11042WAA4
        
          
          
        
        2382801.13000000
        PA
        USD
        2632983.81000000
        0.059977842830
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183B6T0
        
          
        
        60433.35000000
        PA
        USD
        62326.07000000
        0.001419751696
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP/CSL CAPITAL
        N/A
        Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
        91327BAA8
        
          
          
        
        2975000.00000000
        PA
        USD
        2779993.21000000
        0.063326631628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371KUB5
        
          
          
        
        782.62000000
        PA
        USD
        866.19000000
        0.000019731305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2014-SFR2 Trust
        02665UAD7
        
          
        
        2500000.00000000
        PA
        USD
        2528084.75000000
        0.057588303133
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          5.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
          
        
        2993000000.00000000
        PA
        
        5524330.74000000
        0.125841047562
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-02-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VZ SECURED FINANCING BV
        549300MG611MYCOWY949
        VZ Secured Financing BV
        91845AAA3
        
          
          
        
        4205000.00000000
        PA
        USD
        3931675.00000000
        0.089561274290
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2032-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382CAZ4
        
          
        
        16980552.64000000
        PA
        USD
        935759.20000000
        0.021316051398
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Floating
          2.90143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBH4
        
          
          
        
        1655000.00000000
        PA
        USD
        1650862.50000000
        0.037605689477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300JMWGEYZEC6GK98
        Battalion CLO IX Ltd
        07132GAE0
        
          
        
        3295000.00000000
        PA
        USD
        3160475.04000000
        0.071993786858
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          6.49129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS UNITED AIRLINES HOLDINGS, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -104026.46000000
        -0.00236966237
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                UNITED AIRLINES HOLDINGS
                United Airlines Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -191589.36000000
            USD
            4860000.00000000
            USD
            87562.90000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B1Z98
        
          
        
        2354957.25000000
        PA
        USD
        317259.61000000
        0.007226989756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-25
          Floating
          5.74343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176MBQ5
        
          
        
        4755.83000000
        PA
        USD
        5038.53000000
        0.000114774788
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM LLC
        54930000GY1H533OBE23
        EnLink Midstream LLC
        29336TAA8
        
          
          
        
        796000.00000000
        PA
        USD
        796000.00000000
        0.018132417947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210F6D3
        
          
        
        85.87000000
        PA
        USD
        88.79000000
        0.000002022584
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TULLOW OIL PLC
        2138003EYHWO75RKS857
        Tullow Oil PLC
        899415AG8
        
          
          
        
        6025000.00000000
        PA
        USD
        6138752.00000000
        0.139837207213
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-05-15
          Fixed
          10.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177Q7M9
        
          
        
        464442.60000000
        PA
        USD
        478441.97000000
        0.010898630356
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EBT5
        
          
        
        161770.08000000
        PA
        USD
        172097.23000000
        0.003920275002
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballybunion Re 2020, 2/28/22
        N/A
        Ballybunion Re 2020, 2/28/22
        000000000
        
          
        
        6000000.00000000
        PA
        USD
        677844.39000000
        0.015440901737
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-02-28
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN RE LTD
        549300QRZ77PO1BYWT39
        Matterhorn Re Ltd
        577092AM1
        
          
          
        
        2000000.00000000
        PA
        USD
        1981800.00000000
        0.045144253629
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2022-12-07
          Floating
          6.04314000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAE1
        
          
          
        
        2170000.00000000
        PA
        USD
        2012675.00000000
        0.045847568207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMF Buyout Issuance Trust
        N/A
        RMF Buyout Issuance Trust 2021-HB1
        74969TAE0
        
          
        
        3000000.00000000
        PA
        USD
        2833800.00000000
        0.064552319071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-25
          Variable
          4.70360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6T4
        
          
        
        44746.50000000
        PA
        USD
        45833.73000000
        0.001044065764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        A10 Securitization
        N/A
        A10 Bridge Asset Financing 2019-B LLC
        000299AA5
        
          
        
        791083.92000000
        PA
        USD
        791170.15000000
        0.018022396768
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          3.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLIN CORP
        549300GKK294V7W57P06
        Olin Corp
        680665AK2
        
          
          
        
        7843000.00000000
        PA
        USD
        7705747.50000000
        0.175532455113
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        63492.50000000
        0.001446322294
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -24999204.39000000
            USD
            220735000.00000000
            NOK
            2022-05-04
            63492.50000000
          
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
        03880RAJ8
        
          
        
        8000000.00000000
        PA
        USD
        7894888.00000000
        0.179840965913
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-11-15
          Floating
          3.29657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132D9G99
        
          
        
        2971579.56000000
        PA
        USD
        2694284.12000000
        0.061374228309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/IDR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        31171.79000000
        0.000710075281
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -546250000000.00000000
            IDR
            38002643.66000000
            USD
            2022-06-24
            31171.79000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213FAD5
        
          
          
        
        1445.91000000
        PA
        USD
        1545.17000000
        0.000035198075
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING OCEAN CRUISES SHI
        N/A
        Viking Ocean Cruises Ship VII Ltd
        92682RAA0
        
          
          
        
        300000.00000000
        PA
        USD
        273825.75000000
        0.006237591638
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2020-2 Ltd
        269820AH9
        
          
        
        8922000.00000000
        PA
        USD
        9058711.81000000
        0.206352196743
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          7.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382VWG5
        
          
        
        101.88000000
        PA
        USD
        113.55000000
        0.000002586603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        Natixis Commercial Mortgage Securities Trust 2019-FAME
        63873VAL7
        
          
        
        1030000.00000000
        PA
        USD
        942507.78000000
        0.021469780133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          4.39750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCR CORP
        549300YKTY8JX1DV2R67
        NCR Corp
        62886EAZ1
        
          
          
        
        1215000.00000000
        PA
        USD
        1145137.50000000
        0.026085567534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213FVM2
        
          
        
        26869.30000000
        PA
        USD
        29579.73000000
        0.000673809079
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-INV1
        92537TAH8
        
          
        
        340000.00000000
        PA
        USD
        336916.85000000
        0.007674770273
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAJ5
        
          
          
        
        7000000.00000000
        PA
        USD
        6868558.90000000
        0.156461784766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.54700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA5
        35566ABD0
        
          
        
        3585000.00000000
        PA
        USD
        3638818.74000000
        0.082890178681
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-25
          Floating
          4.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290YUV8
        
          
        
        59308.56000000
        PA
        USD
        63707.16000000
        0.001451212124
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2021-1 Receivables Funding LLC
        82652QAD3
        
          
        
        2258532.55000000
        PA
        USD
        2171299.44000000
        0.049460940874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-11-20
          Fixed
          3.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        J.P. Morgan Mortgage Trust 2021-14
        46653QCA1
        
          
        
        4668110.15000000
        PA
        USD
        4268432.16000000
        0.097232406918
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-25
          Variable
          3.16669100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416WYP1
        
          
        
        4563859.66000000
        PA
        USD
        4779421.25000000
        0.108872441776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JPK50
        
          
        
        6409.12000000
        PA
        USD
        6659.81000000
        0.000151706605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KPG72
        
          
        
        67268.86000000
        PA
        USD
        68814.76000000
        0.001567560288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAG2
        
          
          
        
        1520000.00000000
        PA
        USD
        1409374.40000000
        0.032104730735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
        61764RBL1
        
          
        
        4000000.00000000
        PA
        USD
        3897613.60000000
        0.088785375369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Variable
          4.45256300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIMESTONE RE LTD
        5493004PN8HGYC184A27
        Limestone Re Ltd
        000000000
        
          
        
        20000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2022-09-09
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Race Point CLO Ltd
        5493008ABAJEYBWITR69
        Race Point VIII CLO Ltd
        74982LBE9
        
          
        
        5000000.00000000
        PA
        USD
        4945640.00000000
        0.112658808416
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-02-20
          Floating
          3.97957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Wealth Management
        N/A
        JPMorgan Chase Bank NA - JPMWM
        46591HBM1
        
          
        
        2597389.75000000
        PA
        USD
        2527621.52000000
        0.057577751023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-25
          Floating
          1.89900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AS2P3
        
          
        
        4394.11000000
        PA
        USD
        4635.53000000
        0.000105594682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        NMEF Funding 2019-A LLC
        65489MAD6
        
          
        
        4360000.00000000
        PA
        USD
        4326284.12000000
        0.098550240986
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERBIE RE LTD
        N/A
        Herbie Re Ltd
        42703VAC7
        
          
          
        
        500000.00000000
        PA
        USD
        510750.00000000
        0.011634588526
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-01-08
          Floating
          9.53046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-HQA1
        35564KTJ8
        
          
        
        10680000.00000000
        PA
        USD
        10878595.67000000
        0.247808094691
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARMACEUTICALS NE
        5493004T21MOAFINJP35
        Teva Pharmaceutical Finance Netherlands III BV
        88167AAE1
        
          
          
        
        16473000.00000000
        PA
        USD
        14930797.74000000
        0.340114905673
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-10-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2019-R5
        12558RAJ0
        
          
        
        6000000.00000000
        PA
        USD
        5839678.80000000
        0.133024493320
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBK7
        
          
          
        
        8000000.00000000
        PA
        USD
        6961550.24000000
        0.158580073513
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2043-01-21
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
          
        
        1605000.00000000
        PA
        USD
        1476600.00000000
        0.033636090881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEDOM MORTGAGE CORP
        549300LYRWPSYPK6S325
        Freedom Mortgage Corp
        35640YAB3
        
          
          
        
        3005000.00000000
        PA
        USD
        2995924.90000000
        0.068245430184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Desarrolladora Homex SAB de CV
        N/A
        Desarrolladora Homex SAB de CV
        000000000
        
          
          
          
        
        1018282.00000000
        NS
        
        2201.41000000
        0.000050146841
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        000000000
        
          
          
        
        3240000.00000000
        PA
        
        3377295.40000000
        0.076932828801
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-01-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132VQH66
        
          
        
        166486.37000000
        PA
        USD
        170498.45000000
        0.003883855722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
          
        
        11730000.00000000
        PA
        USD
        11621614.80000000
        0.264733639173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Residential Mor
        N/A
        Morgan Stanley Residential Mortgage Loan Trust 2021-1
        61772ABD6
        
          
        
        1377814.38000000
        PA
        USD
        1192718.93000000
        0.027169444890
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-25
          Variable
          2.95126600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        URSA RE II LTD
        N/A
        Ursa Re II Ltd
        91734PAA4
        
          
          
        
        3000000.00000000
        PA
        USD
        2989500.00000000
        0.068099074692
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-12-07
          Floating
          4.28046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2020-1 Ltd
        43731WAD7
        
          
        
        2870000.00000000
        PA
        USD
        2898134.90000000
        0.066017830748
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Floating
          5.70657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hardee's Funding
        N/A
        Hardee's Funding LLC
        411707AD4
        
          
        
        3358200.00000000
        PA
        USD
        3379141.74000000
        0.076974887355
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.95900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPAU8
        
          
        
        8410727.34000000
        PA
        USD
        9099232.42000000
        0.207275232718
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METINVEST BV
        635400TMCKVEU87EJ582
        Metinvest BV
        591555AG2
        
          
          
        
        2675000.00000000
        PA
        USD
        1177000.00000000
        0.026811376789
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-10-01
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAC1
        
          
          
        
        3862000.00000000
        PA
        USD
        3330975.00000000
        0.075877676977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONANZA RE LTD
        5493003F0CXUQ2C83105
        Bonanza RE Ltd
        09785EAD3
        
          
        
        750000.00000000
        PA
        USD
        749550.00000000
        0.017074313910
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-12-23
          Floating
          5.28046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Encina Equipment Finance
        N/A
        Encina Equipment Finance 2021-1 LLC
        29253EAF9
        
          
        
        745000.00000000
        PA
        USD
        727446.09000000
        0.016570799671
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183C3Q7
        
          
        
        7111.68000000
        PA
        USD
        7334.22000000
        0.000167069274
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402C4H2
        
          
          
        
        32187.24000000
        PA
        USD
        34920.90000000
        0.000795477831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        55608JAZ1
        
          
          
        
        11185000.00000000
        PA
        USD
        9928941.05000000
        0.226175513691
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-01-14
          Fixed
          2.87100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EDE72
        
          
        
        1704548.22000000
        PA
        USD
        1784500.96000000
        0.040649896023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA3
        35565WBD3
        
          
        
        2849333.12000000
        PA
        USD
        2949444.15000000
        0.067186625680
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-25
          Floating
          5.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/EGP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -722944.71000000
        -0.01646826084
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -5540456.11000000
            USD
            88675000.00000000
            EGP
            2022-05-24
            -722944.71000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176UTU9
        
          
        
        783291.15000000
        PA
        USD
        818379.59000000
        0.018642212017
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN RE LTD
        549300QRZ77PO1BYWT39
        Matterhorn Re Ltd
        577092AQ2
        
          
        
        750000.00000000
        PA
        USD
        749625.00000000
        0.017076022367
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-03-24
          Floating
          8.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36192S4A5
        
          
        
        1299673.49000000
        PA
        USD
        1326076.41000000
        0.030207250875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDI ESCROW ISSUER INC
        N/A
        CDI Escrow Issuer Inc
        12511VAA6
        
          
        
        5180000.00000000
        PA
        USD
        5231800.00000000
        0.119177367109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2021-J2
        12564ECG5
        
          
        
        2684655.72000000
        PA
        USD
        2456411.66000000
        0.055955631747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.67368700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADL3
        
          
        
        6106.00000000
        PA
        USD
        296202.95000000
        0.006747331264
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-RPL2Trust
        12656TAF5
        
          
        
        2638958.00000000
        PA
        USD
        2213892.33000000
        0.050431182184
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          3.44526600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AV6
        
          
          
        
        435000.00000000
        PA
        USD
        410531.25000000
        0.009351663574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-1
        81747KCE1
        
          
        
        3159588.90000000
        PA
        USD
        2622627.83000000
        0.059741939617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-25
          Variable
          2.66471800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        N/A
        UWM Mortgage Trust 2021-INV4
        918307BG3
        
          
        
        7102625.50000000
        PA
        USD
        6365477.38000000
        0.145001879763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          3.23365100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOHO Trust 2021-SOHO
        N/A
        Soho Trust 2021-SOHO
        83410JAA6
        
          
        
        3000000.00000000
        PA
        USD
        2705215.20000000
        0.061623231966
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-10
          Variable
          2.69658900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOA Funding LLC
        N/A
        HOA Funding LLC - HOA
        40390GAA6
        
          
        
        10149000.00000000
        PA
        USD
        9401485.55000000
        0.214160383571
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-20
          Fixed
          4.72300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        5493007ZK0X40BI7UF30
        Freddie Mac STACR Remic Trust 2020-DNA2
        35565KBD9
        
          
        
        1240000.00000000
        PA
        USD
        1168182.67000000
        0.026610523130
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Floating
          2.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A47F7
        
          
        
        109484.49000000
        PA
        USD
        112018.85000000
        0.002551724379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AUM87
        
          
        
        573287.69000000
        PA
        USD
        598106.10000000
        0.013624509776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENNEDY-WILSON INC
        5EA4464UK7FM5QNNKL62
        Kennedy-Wilson Inc
        489399AN5
        
          
          
        
        6210000.00000000
        PA
        USD
        5905151.10000000
        0.134515914309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131YATM2
        
          
        
        22813.17000000
        PA
        USD
        23363.19000000
        0.000532199906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J5E70
        
          
        
        1639627.83000000
        PA
        USD
        1697637.53000000
        0.038671197509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONA LISA RE LTD
        549300R6SO6XBFDC7M25
        Mona Lisa Re Ltd
        608800AD0
        
          
          
        
        500000.00000000
        PA
        USD
        500600.00000000
        0.011403377417
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-01-09
          Floating
          8.53046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOL EQUITY FINANCE SA
        222100H9BH197YU7RY14
        GOL Equity Finance SA
        36256KAA8
        
          
          
        
        2595000.00000000
        PA
        USD
        2118168.75000000
        0.048250654596
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-07-15
          Fixed
          3.75000000
          N
          N
          N
          N
          Y
          
            
              Gol Linhas Aereas Inteligentes
              Gol Linhas Aereas Inteligentes SA
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184A5F2
        
          
        
        296734.61000000
        PA
        USD
        306384.98000000
        0.006979271997
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
          
        
        4950371.00000000
        PA
        USD
        4925619.15000000
        0.112202745075
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2019-1, 2/1/23
        N/A
        Pangaea Re 2019-1, 2/1/23
        000000000
        
          
        
        3891425.00000000
        PA
        USD
        81087.47000000
        0.001847125497
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-02-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2020-2A
        64830XBY4
        
          
        
        9088994.29000000
        PA
        USD
        8950258.97000000
        0.203881704001
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-25
          Floating
          2.68686000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viribus Re 2018, 12/31/21
        N/A
        Viribus Re 2018, 12/31/21
        000000000
        
          
        
        1250000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-1
        91681NAC8
        
          
        
        1000000.00000000
        PA
        USD
        947576.60000000
        0.021585244910
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DO BRASIL (CAYMAN)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA/Cayman
        059578AF1
        
          
          
        
        4845000.00000000
        PA
        USD
        4663360.95000000
        0.106228655511
        Long
        DBT
        CORP
        BR
        N
        
        2
        
          2026-09-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        54930025J96YEH8FQE77
        CSAIL 2015-C4 Commercial Mortgage Trust
        12635RBE7
        
          
        
        2680000.00000000
        PA
        USD
        2492366.50000000
        0.056774662132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Variable
          3.56057400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ECMS9
        
          
        
        75556.64000000
        PA
        USD
        78940.20000000
        0.001798211933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Icon Brand Holdings LLC
        N/A
        Icon Brand Holdings LLC
        45112AAA5
        
          
          
        
        3680284.80000000
        PA
        USD
        1405843.77000000
        0.032024305033
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-25
          Fixed
          4.22900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        Provident Funding Mortgage Trust 2021-INV1
        74387VBA6
        
          
        
        2900963.06000000
        PA
        USD
        2495923.35000000
        0.056855685110
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-25
          Variable
          2.78118000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300C2HE5FJAWYZL57
        CSAIL 2016-C6 Commercial Mortgage Trust
        12636MAV0
        
          
        
        1500000.00000000
        PA
        USD
        1309074.15000000
        0.029819949261
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-15
          Variable
          4.92145800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36208R2G8
        
          
        
        4339.96000000
        PA
        USD
        4637.88000000
        0.000105648214
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F022642
        
          
        
        24000000.00000000
        PA
        USD
        22927500.00000000
        0.522275141330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA4
        35565RBD4
        
          
        
        3190000.00000000
        PA
        USD
        3261833.70000000
        0.074302678297
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-25
          Floating
          5.70657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M5VP2
        
          
        
        52333.25000000
        PA
        USD
        58516.35000000
        0.001332968486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        000000000
        
          
          
        
        5560000.00000000
        PA
        
        6830063.43000000
        0.155584880305
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          N/A
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FARMERS INS EXCH
        549300UWG2TLX1GZVT44
        Farmers Insurance Exchange
        309601AE2
        
          
          
        
        13080000.00000000
        PA
        USD
        13700119.01000000
        0.312080758573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-11-01
          Fixed
          4.74700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adare Re 2021, 9/30/27
        N/A
        Adare Re 2021, 9/30/27
        000000000
        
          
        
        1800000.00000000
        PA
        USD
        1848154.69000000
        0.042099891044
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-09-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202DAB7
        
          
        
        1588.36000000
        PA
        USD
        1720.30000000
        0.000039187435
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-01-20
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBE9
        
          
          
        
        1735000.00000000
        PA
        USD
        1819581.25000000
        0.041449004667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-DC1 Mortgage Trust
        12629NAJ4
        
          
          
        
        5227225.00000000
        PA
        USD
        5172613.04000000
        0.117829122517
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Variable
          4.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-1 Ltd
        437307AD3
        
          
        
        5640000.00000000
        PA
        USD
        5184989.62000000
        0.118111053825
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-07-25
          Floating
          3.30657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2021-2,  12/31/24
        N/A
        Alturas Re 2021-2,  12/31/24
        000000000
        
          
        
        2639535.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36230UFE4
        
          
        
        31563.67000000
        PA
        USD
        32673.89000000
        0.000744292248
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202EC23
        
          
        
        147294.59000000
        PA
        USD
        156951.83000000
        0.003575271581
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-RPL1 Trust
        55283QAD6
        
          
        
        7172000.00000000
        PA
        USD
        6501711.33000000
        0.148105210065
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-07-25
          Variable
          2.85470000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE AUTOMOTIVE GROUP
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959WAK9
        
          
          
        
        6089000.00000000
        PA
        USD
        5466947.76000000
        0.124533896587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLENBRAND INC
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571AE8
        
          
          
        
        2287000.00000000
        PA
        USD
        2092605.00000000
        0.047668327210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210BGJ8
        
          
        
        252.98000000
        PA
        USD
        268.28000000
        0.000006111262
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AQ2
        
          
          
        
        9395000.00000000
        PA
        USD
        9952023.73000000
        0.226701323742
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2034-04-02
          Fixed
          7.29600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X1N93
        
          
        
        938416.41000000
        PA
        USD
        980084.31000000
        0.022325751674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2020-K106 Mortgage Trust
        30313WAE8
        
          
        
        3900000.00000000
        PA
        USD
        3778007.61000000
        0.086060820345
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-03-25
          Variable
          3.58473000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit
        N/A
        Freddie Mac Multifamily Structured Credit Risk
        35563GAB5
        
          
        
        6000000.00000000
        PA
        USD
        5707540.20000000
        0.130014452714
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Floating
          4.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slide 2018-Fun
        N/A
        SLIDE 2018-FUN
        831350AN3
        
          
        
        1755426.60000000
        PA
        USD
        1702155.02000000
        0.038774103309
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-06-15
          Floating
          2.94700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEVA PHARM FNC NL II
        549300HSQCIKJAOYIT23
        Teva Pharmaceutical Finance Netherlands II BV
        000000000
        
          
          
        
        1625000.00000000
        PA
        
        1695628.47000000
        0.038625432289
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-09
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312943UP6
        
          
        
        222180.18000000
        PA
        USD
        236237.43000000
        0.005381351527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4V1
        
          
        
        91521.55000000
        PA
        USD
        93572.70000000
        0.002131531790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAPTHEALTH LLC
        N/A
        AdaptHealth LLC
        00653VAE1
        
          
          
        
        2570000.00000000
        PA
        USD
        2386887.50000000
        0.054371911739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176UVY8
        
          
        
        34788.46000000
        PA
        USD
        36208.34000000
        0.000824804967
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        Triangle Re 2021-3 Ltd
        89600HAG4
        
          
        
        3500000.00000000
        PA
        USD
        3341920.05000000
        0.076126998862
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-02-25
          Floating
          5.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300YG8OJES76WL398
        STACR Trust 2018-HRP2
        35564ACB5
        
          
        
        4550000.00000000
        PA
        USD
        4413580.99000000
        0.100538813011
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-25
          Floating
          4.65657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        12769GAA8
        
          
          
        
        1795000.00000000
        PA
        USD
        1684410.05000000
        0.038369883193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176PPS9
        
          
        
        104527.56000000
        PA
        USD
        110753.59000000
        0.002522902491
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACCESS BANK PLC
        029200328C3N9YI2D660
        Access Bank PLC
        00434G2B5
        
          
          
        
        5180000.00000000
        PA
        USD
        4869200.00000000
        0.110917549587
        Long
        DBT
        CORP
        NG
        N
        
        2
        
          2026-09-21
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2020-1
        67592LAD8
        
          
        
        1119000.00000000
        PA
        USD
        1114158.87000000
        0.025379892325
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
        46651MAN6
        
          
        
        1500000.00000000
        PA
        USD
        1458875.25000000
        0.033232331365
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-15
          Floating
          2.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEGRITY RE LTD
        N/A
        Integrity Re Ltd
        45869RAA3
        
          
          
        
        3000000.00000000
        PA
        USD
        3004500.00000000
        0.068440765985
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2022-06-10
          Floating
          4.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carnoustie Re 2020, 12/31/23
        N/A
        Carnoustie Re 2020, 12/31/23
        000000000
        
          
        
        1750000.00000000
        PA
        USD
        237300.00000000
        0.005405556255
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MBUE5
        
          
        
        8318.30000000
        PA
        USD
        8492.01000000
        0.000193443058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HB6J2
        
          
        
        16930.43000000
        PA
        USD
        17340.22000000
        0.000395000146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        40923000.00000000
        PA
        USD
        40104540.00000000
        0.913558141816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS UNITED AIRLINES HOLDINGS, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -51906.21000000
        -0.00118239333
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                UNITED AIRLINES HOLDINGS
                United Airlines Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -84706.88000000
            USD
            2425000.00000000
            USD
            32800.67000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust 2021-GR3
        36263TBF8
        
          
        
        1987199.38000000
        PA
        USD
        1794627.04000000
        0.040880562248
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-25
          Variable
          3.39504000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMAX CORP
        5493002KS2T1Q0X7VZ21
        IMAX Corp
        45245EAH2
        
          
          
        
        1892000.00000000
        PA
        USD
        1797400.00000000
        0.040943728667
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-04-01
          Fixed
          0.50000000
          N
          N
          N
          N
          Y
          
            
              IMAX Corp
              IMAX Corp
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202D4P3
        
          
        
        44533.51000000
        PA
        USD
        49443.43000000
        0.001126292635
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-03-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176RQ47
        
          
        
        1522.16000000
        PA
        USD
        1569.89000000
        0.000035761182
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297F5X6
        
          
        
        3857.98000000
        PA
        USD
        4031.89000000
        0.000091844113
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE OUEST AFRICAINE D
        529900LIZJABE4JJS826
        Banque Ouest Africaine de Developpement
        06675QAB9
        
          
          
        
        2860000.00000000
        PA
        USD
        2879505.20000000
        0.065593456996
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2027-07-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rad CLO Ltd
        N/A
        Rad CLO 7 Ltd
        48661FAA3
        
          
        
        5000000.00000000
        PA
        USD
        4848355.00000000
        0.110442712587
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Floating
          6.74129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36178GJ62
        
          
        
        776666.73000000
        PA
        USD
        819649.04000000
        0.018671129351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        20754KAJ0
        
          
        
        1170000.00000000
        PA
        USD
        1082191.38000000
        0.024651691459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          6.29900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-INV1
        46592PBK6
        
          
        
        1748226.60000000
        PA
        USD
        1221695.89000000
        0.027829523219
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.99043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWENS & MINOR DISTRIBUTION
        N/A
        Owens & Minor Distribution Inc
        000000000
        
          
        
        3510000.00000000
        PA
        USD
        3505612.50000000
        0.079855817855
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-03-29
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AX5
        
          
          
        
        4120000.00000000
        PA
        USD
        3800700.00000000
        0.086577739817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1835335.36000000
        0.041807874148
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            -47458150.04000000
            USD
            65815000.00000000
            AUD
            2022-05-26
            1835335.36000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177JNB1
        
          
        
        84386.88000000
        PA
        USD
        88107.33000000
        0.002007033833
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thopas Re 2020, 12/31/23
        N/A
        Thopas Re 2020, 12/31/23
        000000000
        
          
        
        4000000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thopas Re 2022
        N/A
        Thopas Re 2022
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        3061800.00000000
        0.069746026724
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241KRN0
        
          
        
        550656.21000000
        PA
        USD
        592800.24000000
        0.013503645365
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICIDA INC
        549300QVPFFJC8SZXG25
        Tricida Inc
        89610FAB7
        
          
          
        
        7025000.00000000
        PA
        USD
        3447870.00000000
        0.078540477223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.50000000
          N
          N
          N
          N
          Y
          
            
              TRICIDA INC
              Tricida Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176F7K8
        
          
        
        23936.38000000
        PA
        USD
        24838.84000000
        0.000565814357
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-KHG1 Mortgage Trust
        30309FAJ0
        
          
        
        6364000.00000000
        PA
        USD
        6088545.08000000
        0.138693522719
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-12-25
          Variable
          3.81211800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricon American Homes
        N/A
        Tricon American Homes 2020-SFR2 Trust
        89613JAJ9
        
          
        
        4250000.00000000
        PA
        USD
        3803684.13000000
        0.086645716566
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-11-17
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM2
        452761AF6
        
          
        
        4350000.00000000
        PA
        USD
        3798882.41000000
        0.086536336171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          4.35283600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FRQB4
        
          
        
        236427.14000000
        PA
        USD
        245993.56000000
        0.005603590505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36213FM67
        
          
        
        52178.27000000
        PA
        USD
        58015.19000000
        0.001321552352
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viribus Re 2021, 12/31/24
        N/A
        Viribus Re 2021, 12/31/24
        000000000
        
          
        
        3717666.00000000
        PA
        USD
        3763021.53000000
        0.085719446141
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
          
        
        8965000.00000000
        PA
        
        8719096.77000000
        0.198615963268
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2032-01-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ASLE7
        
          
        
        110092.38000000
        PA
        USD
        117311.50000000
        0.002672287874
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33
        61767CAC2
        
          
        
        2000000.00000000
        PA
        USD
        1734194.00000000
        0.039503932676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.35600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E2SV8
        
          
        
        913781.57000000
        PA
        USD
        946978.91000000
        0.021571629879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201AWY0
        
          
        
        15779.06000000
        PA
        USD
        16862.24000000
        0.000384112039
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        USD/CAD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -121302.89000000
        -0.00276320942
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            -7465000.00000000
            CAD
            5849080.41000000
            USD
            2022-05-13
            -121302.89000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382DAG4
        
          
        
        5632842.93000000
        PA
        USD
        979052.88000000
        0.022302256297
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fort Washington CLO 2019-1
        N/A
        Fort Washington CLO 2019-1
        34919EAE8
        
          
        
        3300000.00000000
        PA
        USD
        3222773.40000000
        0.073412907336
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Floating
          7.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300CXPXW83QGWOL98
        Apidos CLO XXXII
        03768QAQ1
        
          
        
        2000000.00000000
        PA
        USD
        1964992.00000000
        0.044761377145
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          7.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAU7
        
          
          
        
        4015000.00000000
        PA
        USD
        4030056.25000000
        0.091802342058
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2029-03-24
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407CNE3
        
          
        
        363086.81000000
        PA
        USD
        392743.21000000
        0.008946462349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADW9
        
          
        
        2753972.00000000
        PA
        USD
        2805434.72000000
        0.063906174457
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2026-12-01
          Floating
          0.53046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENTLEY SYSTEMS
        549300WVEHPGE0Z56F71
        Bentley Systems Inc
        08265TAC3
        
          
          
        
        2231000.00000000
        PA
        USD
        1936508.00000000
        0.044112528159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.37500000
          N
          N
          N
          N
          Y
          
            
              Bentley Systems Inc
              Bentley Systems Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAE1
        
          
          
        
        475000.00000000
        PA
        USD
        422011.38000000
        0.009613174272
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust 2022-MM1
        36266PBL0
        
          
        
        2993555.10000000
        PA
        USD
        2585749.67000000
        0.058901876538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-25
          Variable
          2.81952000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lion Rock Re 2019, 1/31/22
        N/A
        Lion Rock Re 2019, 1/31/22
        000000000
        
          
        
        500000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-01-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2022-2, 12/31/2027
        N/A
        Alturas Re 2022-2, 12/31/2027
        000000000
        
          
        
        2501600.00000000
        PA
        USD
        2521362.64000000
        0.057435177370
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
        46591JAN6
        
          
        
        3750000.00000000
        PA
        USD
        3606651.00000000
        0.082157416236
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Floating
          2.99700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AA5
        
          
          
        
        5196000.00000000
        PA
        USD
        5257468.68000000
        0.119762084740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -138184.00000000
        -0.00314775130
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -4893441.25000000
            USD
            4295000.00000000
            EUR
            2022-04-28
            -138184.00000000
          
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADE9
        
          
        
        756.00000000
        PA
        USD
        40891.98000000
        0.000931495567
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F032641
        
          
        
        140000000.00000000
        PA
        USD
        140352734.20000000
        3.197153814871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF UZBEKISTAN
        213800L6VDKUM3TCM927
        Republic of Uzbekistan International Bond
        91822Q2F3
        
          
          
        
        76270000000.00000000
        PA
        USD
        5824699.82000000
        0.132683280850
        Long
        DBT
        NUSS
        UZ
        N
        
        2
        
          2024-07-19
          Fixed
          14.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA4
        35565RBE2
        
          
        
        2650000.00000000
        PA
        USD
        3100573.94000000
        0.070629274570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-25
          Floating
          9.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commerical Equipment Finance 2
        N/A
        Commercial Equipment Finance 2021-A LLC
        20166QAD2
        
          
        
        2500000.00000000
        PA
        USD
        2385590.50000000
        0.054342366832
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-12-17
          Fixed
          6.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617GSGY9
        
          
        
        1542839.18000000
        PA
        USD
        1615010.34000000
        0.036788998084
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCG4
        
          
          
        
        1890000.00000000
        PA
        USD
        1868198.85000000
        0.042556485374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36294YQL1
        
          
        
        9274.96000000
        PA
        USD
        9909.84000000
        0.000225740402
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AR0
        
          
          
        
        2359000.00000000
        PA
        USD
        2140320.70000000
        0.048755263159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Woburn Re 2019, 12/31/22
        N/A
        Woburn Re 2019, 12/31/22
        000000000
        
          
        
        3539362.00000000
        PA
        USD
        799334.74000000
        0.018208381389
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        Hertz Vehicle Financing III LP
        42806MAH2
        
          
        
        10000000.00000000
        PA
        USD
        9004383.00000000
        0.205114617988
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        6600000.00000000
        PA
        
        5610280.50000000
        0.127798933204
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2036-09-23
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Royal Re 2021, 5/31/25
        N/A
        Port Royal Re 2021, 5/31/25
        000000000
        
          
        
        500000.00000000
        PA
        USD
        506824.98000000
        0.011545178848
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-05-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AMK27
        
          
          
        
        95613.90000000
        PA
        USD
        103293.40000000
        0.002352963693
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWCY7
        
          
        
        239639.38000000
        PA
        USD
        245522.84000000
        0.005592867777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GABON
        N/A
        Gabon Government International Bond
        362420AE1
        
          
          
        
        5045000.00000000
        PA
        USD
        4839063.10000000
        0.110231048499
        Long
        DBT
        NUSS
        GA
        N
        
        2
        
          2031-11-24
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SC GAMES HOLDIN/US FINCO
        N/A
        Scientific Games Holdings LP/Scientific Games US FinCo Inc
        80874DAA4
        
          
          
        
        2910000.00000000
        PA
        USD
        2868619.80000000
        0.065345493903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIL IV LLC / SCIL USA H
        N/A
        SCIL IV LLC / SCIL USA Holdings LLC
        78397UAA8
        
          
          
        
        3800000.00000000
        PA
        USD
        3496000.00000000
        0.079636850685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DataBank Issuer LLC
        N/A
        DataBank Issuer
        23802WAE1
        
          
        
        2300000.00000000
        PA
        USD
        2094502.13000000
        0.047711542730
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Fixed
          4.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZH Trust
        N/A
        ZH Trust 2021-2
        98879FAB4
        
          
        
        5770000.00000000
        PA
        USD
        5505146.04000000
        0.125404031232
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-10-17
          Fixed
          3.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAH6
        
          
          
        
        7445000.00000000
        PA
        USD
        6961884.94000000
        0.158587697785
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2037-01-14
          Fixed
          3.64800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gulf Stream Meridian 1 Ltd.
        N/A
        Gulf Stream Meridian 3 Ltd
        40256XAA2
        
          
        
        1250000.00000000
        PA
        USD
        1231261.25000000
        0.028047416567
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          6.99129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300XVEYZNG956Y145
        Neuberger Berman CLO XVII Ltd
        64129VAN3
        
          
        
        5000000.00000000
        PA
        USD
        4821910.00000000
        0.109840310837
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-22
          Floating
          7.45886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-3
        59980CAJ2
        
          
        
        2964669.34000000
        PA
        USD
        2794303.43000000
        0.063652610132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-01-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401XH83
        
          
        
        17784.13000000
        PA
        USD
        19465.38000000
        0.000443410057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -158914.83000000
        -0.00361998758
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -9359409.51000000
            USD
            8300000.00000000
            EUR
            2022-05-26
            -158914.83000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
        61765LAY6
        
          
        
        1250000.00000000
        PA
        USD
        1217244.75000000
        0.027728128833
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Variable
          4.34251800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F042640
        
          
        
        148000000.00000000
        PA
        USD
        153526875.00000000
        3.497253095134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201VAT9
        
          
        
        17209.94000000
        PA
        USD
        18375.41000000
        0.000418581173
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201U5M2
        
          
        
        36121.89000000
        PA
        USD
        39721.43000000
        0.000904831118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2020-3, 7/1/24
        N/A
        Pangaea Re 2020-3, 7/1/24
        000000000
        
          
        
        3500000.00000000
        PA
        USD
        49273.50000000
        0.001122421728
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELDEN INC
        68BKYO1JC791TTJHUE82
        Belden Inc
        000000000
        
          
        
        4585000.00000000
        PA
        
        4720412.36000000
        0.107528253514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
          
        
        1835000.00000000
        PA
        USD
        1644618.75000000
        0.037463460477
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BCLK4
        
          
        
        2484816.19000000
        PA
        USD
        470418.94000000
        0.010715870390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211EPU6
        
          
        
        97555.31000000
        PA
        USD
        107722.59000000
        0.002453858070
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        ReadyCap Commercial Mortgage Trust 2019-6
        75575QAJ8
        
          
        
        2403000.00000000
        PA
        USD
        2289398.18000000
        0.052151161619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-25
          Variable
          4.12670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292K2T3
        
          
        
        334709.88000000
        PA
        USD
        356793.89000000
        0.008127557706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CJ1
        
          
          
        
        5955000.00000000
        PA
        USD
        5938321.18000000
        0.135271509477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFMX6
        
          
        
        13935559.12000000
        PA
        USD
        13358857.47000000
        0.304307018783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES AUG 2006
        549300EFD6S2NFE9D745
        FMG Resources August 2006 Pty Ltd
        30251GBC0
        
          
          
        
        8750000.00000000
        PA
        USD
        8276625.00000000
        0.188536713187
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2031-04-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF BUENOS AIRES
        5299007MC8RF52X0ON96
        Ciudad Autonoma De Buenos Aires/Government Bonds
        11942GAD4
        
          
          
        
        8500000.00000000
        PA
        USD
        7618210.00000000
        0.173538401676
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2027-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Corp Trust 2019-PJ3
        36257QAT3
        
          
        
        2509833.21000000
        PA
        USD
        2451471.31000000
        0.055843093442
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Variable
          3.98617500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-3
        46654UCV5
        
          
        
        4750000.00000000
        PA
        USD
        4035488.85000000
        0.091926093532
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-25
          Variable
          3.12189000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Eagle BSL CLO LLC
        N/A
        First Eagle BSL CLO 2019-1 Ltd
        32010GAA3
        
          
        
        3000000.00000000
        PA
        USD
        2902389.00000000
        0.066114736677
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          7.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183B7G7
        
          
        
        34740.93000000
        PA
        USD
        35856.72000000
        0.000816795267
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS CDX.NA.HY.38.V1.5Y
        000000000
        
          
        
        1.00000000
        NC
        USD
        -37202397.78000000
        -0.84744902664
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.HY.38.V1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2027-06-20
            839619.90000000
            USD
            0.00000000
            USD
            -672400000.00000000
            USD
            -38042017.68000000
          
        
        
          N
          N
          N
        
      
      
        RBSCF Trust
        N/A
        RBS Commercial Funding Inc 2013-SMV Trust
        74932BAN3
        
          
        
        7050000.00000000
        PA
        USD
        6898303.04000000
        0.157139339010
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-03-11
          Variable
          3.58440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIO-RAD LABS
        549300ZC1GPV35XYDK53
        Bio-Rad Laboratories Inc
        090572AQ1
        
          
          
        
        6430000.00000000
        PA
        USD
        6355047.87000000
        0.144764301579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        EUR/NOK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        710546.33000000
        0.016185832948
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -18237060.85000000
            EUR
            183950000.00000000
            NOK
            2022-04-11
            710546.33000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36179BNU4
        
          
        
        402849.95000000
        PA
        USD
        426127.13000000
        0.009706928668
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KC6S6
        
          
        
        32673.22000000
        PA
        USD
        33399.83000000
        0.000760828739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900K56RF3Z7VQ3U81
        Bellemeade Re 2019-1 Ltd
        07876RAC0
        
          
        
        3550000.00000000
        PA
        USD
        3514031.05000000
        0.080047587538
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-03-25
          Floating
          3.15657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AB9
        
          
          
        
        9425000.00000000
        PA
        USD
        10648085.83000000
        0.242557214339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harambee Re 2020, 12/31/23
        N/A
        Harambee Re 2020, 12/31/23
        000000000
        
          
        
        3000000.00000000
        PA
        USD
        102300.00000000
        0.002330334618
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thopas Re 2021, 12/31/24
        N/A
        Thopas Re 2021, 12/31/24
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        Provident Funding Mortgage Trust 2021-J1
        74387MBA6
        
          
        
        3541943.77000000
        PA
        USD
        3031101.26000000
        0.069046727246
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.63949000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merion Re 2022-2
        N/A
        Merion Re 2022-2
        000000000
        
          
        
        6551154.00000000
        PA
        USD
        6639302.58000000
        0.151239458872
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        RATE Mortgage Trust 2021-HB1
        75409XDE3
        
          
        
        3472778.71000000
        PA
        USD
        3014242.04000000
        0.068662684001
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          2.70792900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        05969BAD5
        
          
          
        
        4240000.00000000
        PA
        USD
        4394060.40000000
        0.100094145302
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-04-17
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2016-CR28 Mortgage Trust
        12593YBF9
        
          
          
        
        2272912.22000000
        PA
        USD
        2269869.47000000
        0.051706308941
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-10
          Fixed
          3.65100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJ4U9
        
          
        
        45027.68000000
        PA
        USD
        44804.37000000
        0.001020617541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419HEL2
        
          
          
        
        213757.34000000
        PA
        USD
        231298.84000000
        0.005268853313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        Ready Capital Mortgage Trust 2019-5
        75575MAN8
        
          
        
        5400000.00000000
        PA
        USD
        5267164.32000000
        0.119982945791
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          5.48865500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F030645
        
          
        
        190000000.00000000
        PA
        USD
        186056192.80000000
        4.238252072405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A6DW8
        
          
        
        202033.54000000
        PA
        USD
        207430.06000000
        0.004725136360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183SDZ1
        
          
        
        3830.43000000
        PA
        USD
        3955.34000000
        0.000090100349
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QGTB3
        
          
        
        46761.43000000
        PA
        USD
        47993.72000000
        0.001093269082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        NYMT Loan Trust 2022-CP1
        62955VAD8
        
          
        
        3500000.00000000
        PA
        USD
        3323158.30000000
        0.075699617088
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          3.51430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        Cemex SAB de CV
        151290BV4
        
          
          
        
        5970000.00000000
        PA
        USD
        6037222.20000000
        0.137524417304
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-11-19
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL PETROLEUM
        N/A
        International Petroleum Corp/Sweden
        000000000
        
          
          
        
        4737000.00000000
        PA
        USD
        4654102.50000000
        0.106017753394
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLOODSMART RE LTD
        549300KK1LNVFW95S875
        FloodSmart Re Ltd
        33975CAJ4
        
          
          
        
        1500000.00000000
        PA
        USD
        1492350.00000000
        0.033994866739
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-02-25
          Floating
          11.78046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LYK6
        
          
        
        3004.46000000
        PA
        USD
        3179.74000000
        0.000072432631
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Signal Peak CLO, LLC
        549300SC4HK60KIV1S28
        Signal Peak CLO 2 LLC
        56844XBN8
        
          
        
        3500000.00000000
        PA
        USD
        3487277.50000000
        0.079438157198
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2029-04-20
          Floating
          3.10400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRAFTKINGS INC
        5493008P45UYYL683Z97
        DraftKings Inc
        26142RAB0
        
          
          
        
        12093000.00000000
        PA
        USD
        8688820.50000000
        0.197926287411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          None
          0.00000000
          N
          N
          N
          N
          Y
          
            
              DraftKings Inc
              DraftKings Inc
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AMPA4
        
          
        
        2664.37000000
        PA
        USD
        2799.50000000
        0.000063770984
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BC6
        
          
          
        
        1600000.00000000
        PA
        USD
        1647248.03000000
        0.037523353949
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-03-28
          Fixed
          4.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2020-CBM Mortgage Trust
        20049AAH1
        
          
        
        7650000.00000000
        PA
        USD
        7062218.37000000
        0.160873235080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Variable
          3.63268900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EAV2
        
          
        
        5930178.72000000
        PA
        USD
        5377619.55000000
        0.122499051815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adare Re 2022 12/31/27
        N/A
        Adare Re 2022 12/31/27
        000000000
        
          
        
        754500.00000000
        PA
        USD
        763552.95000000
        0.017393292983
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM ESCROW LLC
        N/A
        Windstream Escrow LLC / Windstream Escrow Finance Corp
        97382WAA1
        
          
          
        
        4270000.00000000
        PA
        USD
        4323375.00000000
        0.098483972921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED GROUP BV
        213800PC85O8BJ7DU398
        United Group BV
        000000000
        
          
          
        
        4985000.00000000
        PA
        
        5149983.06000000
        0.117313624708
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-KBX1 Mortgage Trust
        30307LAA8
        
          
        
        3534000.00000000
        PA
        USD
        3387214.60000000
        0.077158782419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-25
          Variable
          3.57620000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGDB Commercial Mortgage Trust
        N/A
        CGDB Commercial Mortgage Trust 2019-MOB
        125284AN9
        
          
        
        3700000.00000000
        PA
        USD
        3524039.84000000
        0.080275581964
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          3.38831000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381YWF7
        
          
        
        12987854.98000000
        PA
        USD
        1336146.36000000
        0.030436638491
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BINOM Securitization Trust
        N/A
        BINOM Securitization Trust 2022-RPL1
        05552CAD6
        
          
        
        8062000.00000000
        PA
        USD
        7471949.48000000
        0.170206671930
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-02-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CQ3
        
          
          
        
        1645000.00000000
        PA
        USD
        1462256.95000000
        0.033309364528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        4490000.00000000
        PA
        
        2060089.17000000
        0.046927635477
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPE LOOKOUT RE LTD
        N/A
        Cape Lookout Re Ltd
        13947LAB8
        
          
          
        
        2750000.00000000
        PA
        USD
        2758525.00000000
        0.062837598265
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2022-05-09
          Floating
          6.76046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY ACQUISITION LP
        N/A
        Energy Acquisition Co Inc
        29279EAB8
        
          
          
        
        1366357.73660000
        PA
        USD
        1338460.81000000
        0.030489360318
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-26
          Floating
          4.69943000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        B2R Mortgage Trust
        54930043NGIAWE00XD82
        B2R Mortgage Trust 2015-1
        05607YAN1
        
          
        
        1054000.00000000
        PA
        USD
        1033570.42000000
        0.023544134213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-05-15
          Variable
          4.83100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CS9
        
          
          
        
        8980000.00000000
        PA
        USD
        7902400.00000000
        0.180012084913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U23
        
          
          
        
        140000000.00000000
        PA
        USD
        139987604.40000000
        3.188836369973
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-KG05 Mortgage Trust
        30318WAJ2
        
          
        
        123332856.00000000
        PA
        USD
        828648.79000000
        0.018876138432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-01-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182Q3H7
        
          
        
        360431.61000000
        PA
        USD
        373576.00000000
        0.008509844431
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129362R7
        
          
        
        1875360.96000000
        PA
        USD
        2011355.85000000
        0.045817518736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381XEA0
        
          
        
        8821615.85000000
        PA
        USD
        437347.48000000
        0.009962521728
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Floating
          2.85143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBA7
        
          
          
        
        3636000.00000000
        PA
        USD
        3785985.00000000
        0.086242540658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200TUN6
        
          
        
        170236.32000000
        PA
        USD
        187556.52000000
        0.004272428655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rosy Blue Carat S.A.
        222100OTGQJOXUS2K930
        Rosy Blue Carat SA
        77862UAA6
        
          
        
        1500000.00000000
        PA
        USD
        1500000.00000000
        0.034169129298
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2022-J1
        75410RDH6
        
          
        
        4092301.50000000
        PA
        USD
        3867224.92000000
        0.088093138879
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.75057100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Orange Lake Timeshare Trust
        N/A
        Orange Lake Timeshare Trust 2019-A
        68504UAD3
        
          
        
        2696605.27000000
        PA
        USD
        2590761.36000000
        0.059016039927
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-09
          Fixed
          4.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYV97
        
          
        
        7902914.80000000
        PA
        USD
        7165192.72000000
        0.163218930999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FASST 2020-JR2
        N/A
        FASST 2020-JR2
        31735AAA2
        
          
        
        6201294.26000000
        PA
        USD
        6363917.62000000
        0.144966349336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KLGE1
        
          
        
        110372.82000000
        PA
        USD
        113027.37000000
        0.002574697879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        Ready Capital Mortgage Financing 2022-FL8 LLC
        75574PAJ1
        
          
        
        5230000.00000000
        PA
        USD
        5224228.70000000
        0.119004897290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          3.80634000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAE2
        
          
          
        
        1913000.00000000
        PA
        USD
        1846707.55000000
        0.042066926035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merion Re 2022-1
        N/A
        Merion Re 2022-1
        000000000
        
          
        
        250000.00000000
        PA
        USD
        222804.00000000
        0.005075345789
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJUM0
        
          
          
        
        18808.04000000
        PA
        USD
        20057.08000000
        0.000456888639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP
        46651MAL0
        
          
        
        3590000.00000000
        PA
        USD
        3502070.49000000
        0.079775132924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-15
          Floating
          2.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VITALITY RE XI LTD
        N/A
        Vitality Re XI Ltd
        92851AAB0
        
          
        
        500000.00000000
        PA
        USD
        490000.00000000
        0.011161915570
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2024-01-09
          Floating
          2.33046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUSSEX CAP UK PCC LTD
        5493000Y0TDZ1NVT8T25
        Sussex Capital UK Pcc Ltd
        869255AA7
        
          
          
        
        750000.00000000
        PA
        USD
        760500.00000000
        0.017323748554
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-01-08
          Floating
          8.70792400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF GHANA
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAH4
        
          
          
        
        4780000.00000000
        PA
        USD
        3325828.40000000
        0.075760440416
        Long
        DBT
        NUSS
        GH
        N
        
        2
        
          2035-02-11
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KDUZ1
        
          
        
        81158.75000000
        PA
        USD
        83050.02000000
        0.001891831247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M5YN6
        
          
        
        5414.17000000
        PA
        USD
        5729.34000000
        0.000130511039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2020-2,  3/10/23
        N/A
        Alturas Re 2020-2,  3/10/23
        000000000
        
          
        
        360465.00000000
        PA
        USD
        170454.61000000
        0.003882857072
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-03-10
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36184QL28
        
          
        
        73104.88000000
        PA
        USD
        77451.43000000
        0.001764298617
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WMG57
        
          
        
        1290395.69000000
        PA
        USD
        1334398.20000000
        0.030396816421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        Cold Storage Trust 2020-ICE5
        193051AN9
        
          
        
        5897943.14000000
        PA
        USD
        5831596.59000000
        0.132840385267
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.49657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176UVU6
        
          
        
        38163.65000000
        PA
        USD
        39376.48000000
        0.000896973357
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
          
        
        1605000.00000000
        PA
        USD
        1460550.00000000
        0.033270481198
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LSWZ5
        
          
        
        164044.36000000
        PA
        USD
        167650.92000000
        0.003818990641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-KG05 Mortgage Trust
        30318WAN3
        
          
        
        10000000.00000000
        PA
        USD
        4915590.00000000
        0.111974286859
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-01-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        Air Canada
        008911BK4
        
          
          
        
        1920000.00000000
        PA
        USD
        1812000.00000000
        0.041276308192
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade RE 2021-3 Ltd
        078777AE9
        
          
        
        8610000.00000000
        PA
        USD
        8184790.85000000
        0.186444784557
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-25
          Floating
          3.24900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182UN52
        
          
        
        3082.99000000
        PA
        USD
        3206.92000000
        0.000073051776
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALAMO RE LTD
        N/A
        Alamo Re Ltd
        011395AF7
        
          
        
        1500000.00000000
        PA
        USD
        1504200.00000000
        0.034264802860
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2022-06-08
          Floating
          5.57046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        Westgate Resorts 2022-1 LLC
        96034JAD8
        
          
        
        2883747.47000000
        PA
        USD
        2754364.39000000
        0.062742821985
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          3.83800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2020-4 Ltd
        07876UAC3
        
          
        
        1450000.00000000
        PA
        USD
        1433622.25000000
        0.032657082683
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-06-25
          Floating
          5.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lorenz Re 2020, 6/30/23
        N/A
        Lorenz Re 2020, 6/30/23
        000000000
        
          
        
        1717287.00000000
        PA
        USD
        117805.89000000
        0.002683549791
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-06-30
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6VJ4
        
          
          
        
        90837.17000000
        PA
        USD
        98339.26000000
        0.002240111260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JAB6
        
          
          
        
        2520000.00000000
        PA
        USD
        2110958.64000000
        0.048086412476
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2031-02-16
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-INV6
        46654FAP3
        
          
        
        4656209.15000000
        PA
        USD
        4263993.37000000
        0.097131293858
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOVCOMBANK (SOVCOM CAPT)
        635400EQFFCXMNLYU680
        Sovcombank Via SovCom Capital DAC
        84605LAD8
        
          
          
        
        5010000.00000000
        PA
        USD
        250500.00000000
        0.005706244592
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          N/A
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202UAJ2
        
          
        
        110196.95000000
        PA
        USD
        117966.25000000
        0.002687202699
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 19-1 AA PTT
        N/A
        British Airways 2019-1 Class AA Pass Through Trust
        11043XAA1
        
          
          
        
        5010403.33000000
        PA
        USD
        4741263.00000000
        0.108003218990
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-12-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KJA8
        
          
        
        8025000.00000000
        PA
        USD
        7481708.30000000
        0.170428972185
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          3.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-K131 Mortgage Trust
        30320UAQ6
        
          
        
        18374996.00000000
        PA
        USD
        123038.97000000
        0.002802756316
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-09-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31382UR65
        
          
        
        239.06000000
        PA
        USD
        249.62000000
        0.000005686198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181VR81
        
          
        
        44856.34000000
        PA
        USD
        47534.38000000
        0.001082805584
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Genworth Mortgage Insurance Co
        N/A
        Traingle Re 2021-1 Ltd
        89600FAE3
        
          
        
        1830000.00000000
        PA
        USD
        1828878.58000000
        0.041660792447
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-08-25
          Floating
          4.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378GJK5
        
          
        
        374028.95000000
        PA
        USD
        376706.62000000
        0.008581158137
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201C7J7
        
          
        
        1291.62000000
        PA
        USD
        1380.29000000
        0.000031442204
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180HHP6
        
          
        
        1795.19000000
        PA
        USD
        1862.91000000
        0.000042436008
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900K56RF3Z7VQ3U81
        Bellemeade Re 2019-1 Ltd
        07876RAD8
        
          
        
        2120000.00000000
        PA
        USD
        2104957.96000000
        0.047949720469
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-03-25
          Floating
          4.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200Q3L6
        
          
        
        1035.08000000
        PA
        USD
        1132.84000000
        0.000025805437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300UYD6YMBA6XSE43
        Goldentree Loan Management US Clo 2 Ltd
        38136PAA9
        
          
        
        5022000.00000000
        PA
        USD
        4645550.88000000
        0.105822952454
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-28
          Floating
          4.95400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL AIR LEASE CO LTD
        N/A
        Global Aircraft Leasing Co Ltd
        37960JAA6
        
          
          
        
        17245453.00000000
        PA
        USD
        15684222.14000000
        0.357277476167
        Long
        DBT
        CORP
        KY
        N
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KUEHG CORP
        549300YNT566T1NYJX62
        KUEHG Corp
        000000000
        
          
        
        441116.68480000
        PA
        USD
        435878.42000000
        0.009929057394
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-21
          Floating
          4.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANIREN KODSOPAR WARSOM
        N/A
        Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash
        00654CAA0
        
          
          
        
        3967125.00000000
        PA
        USD
        3455929.21000000
        0.078724061349
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2039-10-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AY6G6
        
          
        
        127455.18000000
        PA
        USD
        133935.51000000
        0.003050973172
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2016-UBS9
        61766CAV1
        
          
        
        3040000.00000000
        PA
        USD
        2683988.03000000
        0.061139689355
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE24 Mortgage Trust
        12593JBL9
        
          
        
        2484000.00000000
        PA
        USD
        2237530.07000000
        0.050969636181
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-10
          Variable
          3.46300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-3
        81748VCG1
        
          
        
        1219376.08000000
        PA
        USD
        797972.51000000
        0.018177350580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.65402400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING
        549300Y6CTBSE0QIPL28
        DCP Midstream Operating LP
        23311VAF4
        
          
          
        
        4597000.00000000
        PA
        USD
        4830343.72000000
        0.110032426083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAR PHARMACEUTICAL INC
        549300KK5WR4MGN4YT97
        Par Pharmaceutical Inc
        69888XAA7
        
          
          
        
        2424000.00000000
        PA
        USD
        2261955.60000000
        0.051526035576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        Fannie Mae or Freddie Mac
        01F040644
        
          
        
        48000000.00000000
        PA
        USD
        49035000.00000000
        1.116988836774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gleneagles Re 2018, 12/31/21
        N/A
        Gleneagles Re 2018, 12/31/21
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        177450.00000000
        0.004042207996
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
        03880RAL3
        
          
        
        5400000.00000000
        PA
        USD
        5324713.20000000
        0.121293875872
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-11-15
          Floating
          3.79657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAS OPCO HOLDINGS LLC
        N/A
        Stagwell Global LLC
        59565JAA9
        
          
          
        
        11354000.00000000
        PA
        USD
        10760526.42000000
        0.245118545711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA1
        35564KCP2
        
          
        
        6410000.00000000
        PA
        USD
        5696045.23000000
        0.129752603970
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          5.09900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 5 Year US Treasury Note
        000000000
        
          
          
        
        2894.00000000
        NC
        USD
        -8654564.88000000
        -0.19714596427
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            340560189.88000000
            USD
            -8654564.88000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36187SEP8
        
          
        
        16147.88000000
        PA
        USD
        16871.56000000
        0.000384324343
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290N6R8
        
          
        
        6231.20000000
        PA
        USD
        6653.88000000
        0.000151571524
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2020-SBT1
        20753VBE7
        
          
        
        3920000.00000000
        PA
        USD
        3836766.25000000
        0.087399308056
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-02-25
          Floating
          4.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2014-150E
        61764BAG8
        
          
        
        3350000.00000000
        PA
        USD
        3274258.85000000
        0.074585716002
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-09
          Fixed
          4.01200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ADH2
        
          
        
        6578.00000000
        PA
        USD
        88449.05000000
        0.002014818017
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2025-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        549300HU3WTU5KNK1B36
        Cascade Funding Mortgage Trust 2019-RM3
        147271AC4
        
          
        
        3179753.84000000
        PA
        USD
        3083972.98000000
        0.070251114338
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2069-06-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LQ74
        
          
        
        538819.79000000
        PA
        USD
        581403.45000000
        0.013244033105
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296VJ66
        
          
        
        130672.72000000
        PA
        USD
        139602.47000000
        0.003180063231
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-10-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM IDESA SAPI
        YH0V7ZHY352ITDGEYB83
        Braskem Idesa SAPI
        10554NAB4
        
          
          
        
        2700000.00000000
        PA
        USD
        2646162.00000000
        0.060278034348
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-20
          Fixed
          6.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        CARLYLE US CLO 2019-4 LTD
        14317VAY6
        
          
        
        3000000.00000000
        PA
        USD
        2984496.00000000
        0.067985086476
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-15
          Floating
          3.43285000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECF5
        
          
        
        2989710.36000000
        PA
        USD
        2710972.07000000
        0.061754370123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ATKQ3
        
          
        
        579460.22000000
        PA
        USD
        595553.97000000
        0.013566373736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182WCZ4
        
          
        
        340112.04000000
        PA
        USD
        355960.51000000
        0.008108573794
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATKORE INC
        52990002TI38AM4RPV48
        Atkore Inc
        047649AA6
        
          
          
        
        2600000.00000000
        PA
        USD
        2418000.00000000
        0.055080636429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38376CAG4
        
          
        
        1390858.70000000
        PA
        USD
        1465808.60000000
        0.033390269053
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417BA31
        
          
        
        595183.64000000
        PA
        USD
        623115.90000000
        0.014194218503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac Stacr Remic Trust 2020-HQA2
        35565LAH9
        
          
        
        3272630.90000000
        PA
        USD
        3286946.70000000
        0.074874737860
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          3.55657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0SK6
        
          
        
        3630000.00000000
        PA
        USD
        3285477.79000000
        0.074841276943
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-12-25
          Floating
          2.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trus
        N/A
        CFCRE Commercial Mortgage Trust 2016-C3
        12531WBA9
        
          
        
        4138077.14000000
        PA
        USD
        4144011.97000000
        0.094398187212
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-10
          Fixed
          3.59700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAF6
        
          
          
        
        1025000.00000000
        PA
        USD
        1014750.00000000
        0.023115415970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-31
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181BUN8
        
          
        
        65910.08000000
        PA
        USD
        68219.56000000
        0.001554001977
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AD9
        
          
        
        1727223.40000000
        PA
        USD
        1734883.64000000
        0.039519642275
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          6.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDGEWELL PERSONAL CARE
        549300CY8QZDL4Z3RU59
        Edgewell Personal Care Co
        28035QAA0
        
          
          
        
        5445000.00000000
        PA
        USD
        5435661.83000000
        0.123821221262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BD1
        
          
          
        
        8690000.00000000
        PA
        USD
        10888432.70000000
        0.248032176524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        522 Funding CLO LTD
        549300HKB0UTKU91DG08
        522 Funding CLO 2019-5 Ltd
        33829UAA1
        
          
        
        4750000.00000000
        PA
        USD
        4679600.25000000
        0.106598577339
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-15
          Floating
          6.98167000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBK7
        
          
          
        
        1690000.00000000
        PA
        USD
        1688952.20000000
        0.038473350734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297RD61
        
          
        
        49295.57000000
        PA
        USD
        52670.37000000
        0.001199800455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182J2E1
        
          
        
        45818.48000000
        PA
        USD
        47270.58000000
        0.001076796373
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QGCP0
        
          
        
        521990.11000000
        PA
        USD
        533548.44000000
        0.012153923755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEN 2021-ACEN Mortgage Trust
        N/A
        Alen 2021-ACEN Mortgage Trust
        01449NAJ5
        
          
        
        5800000.00000000
        PA
        USD
        5672089.12000000
        0.129206897690
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Floating
          4.39700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGP INGREDIENTS INC
        2549006OMHFVZ4MS8538
        MGP Ingredients Inc
        55303JAA4
        
          
          
        
        1935000.00000000
        PA
        USD
        2176321.09000000
        0.049575331146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-15
          Fixed
          1.87500000
          N
          N
          N
          N
          Y
          
            
              MGP INGREDIENTS INC
              MGP Ingredients Inc
              USD
              
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ISOSCELES INS LTD
        549300Z6XR6RO3X4DF96
        Isosceles Insurance Ltd
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        1503750.00000000
        0.034254552121
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-07-10
          Floating
          3.78046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAE6
        
          
          
        
        10716000.00000000
        PA
        USD
        10495250.40000000
        0.239075711959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2019-1
        252722AC7
        
          
        
        1845114.12000000
        PA
        USD
        1810562.14000000
        0.041243554576
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-20
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212M6W4
        
          
        
        105.67000000
        PA
        USD
        114.09000000
        0.000002598903
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225BEG9
        
          
          
        
        512.57000000
        PA
        USD
        556.04000000
        0.000012666268
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFRICAN EXPORT-IMPORT BA
        21380068LJCDYA42GJ76
        African Export-Import Bank/The
        00831TAA9
        
          
          
        
        4880000.00000000
        PA
        USD
        4619329.92000000
        0.105225654206
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2029-09-21
          Fixed
          3.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2022-INV1
        46592PBJ9
        
          
        
        2055122.24000000
        PA
        USD
        1726666.64000000
        0.039332463785
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.99043000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENTING NY LLC/GENNY CAP
        N/A
        Genting New York LLC / GENNY Capital Inc
        37255JAA0
        
          
          
        
        3115000.00000000
        PA
        USD
        2949721.78000000
        0.067192949930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300MI5PVR6JHGVV87
        Goldentree Loan Management US Clo 6 Ltd
        38137WAW5
        
          
        
        4250000.00000000
        PA
        USD
        4207929.25000000
        0.095854185748
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          3.34061000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31288GCW0
        
          
        
        2085.28000000
        PA
        USD
        2227.65000000
        0.000050744573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182LCS4
        
          
        
        243094.18000000
        PA
        USD
        253946.59000000
        0.005784755912
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        JPMorgan Chase Bank NA - CHASE
        46591HAJ9
        
          
        
        6833750.69000000
        PA
        USD
        6923583.76000000
        0.157715219137
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-10-25
          Floating
          3.80657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDERS RE II LTD
        254900VRQU0N0MF3CT92
        Sanders RE II Ltd
        80000WAA9
        
          
          
        
        250000.00000000
        PA
        USD
        253325.00000000
        0.005770596453
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-06-07
          Floating
          5.96046500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EJ7F9
        
          
        
        2871314.75000000
        PA
        USD
        3019131.58000000
        0.068774064884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HJXW6
        
          
        
        50351.69000000
        PA
        USD
        51700.20000000
        0.001177700545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricolor Auto Securitization T
        N/A
        Tricolor Auto Securitization Trust 2021-1
        89615BAF2
        
          
        
        2750000.00000000
        PA
        USD
        2632211.73000000
        0.059960255295
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          5.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        124268.88000000
        0.002830772952
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            -11675642.67000000
            USD
            10645000.00000000
            EUR
            2022-05-26
            124268.88000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401D3H2
        
          
        
        10061.57000000
        PA
        USD
        10747.00000000
        0.000244810421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF Funding LLC
        N/A
        NMEF Funding 2021-A LLC
        62919TAE6
        
          
        
        1100000.00000000
        PA
        USD
        1077101.96000000
        0.024535757426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          5.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
          
        
        2034000.00000000
        PA
        USD
        422055.00000000
        0.009614167910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOTHEBY'S
        549300P5BAAMQQ7VL735
        Sotheby's
        835898AH0
        
          
          
        
        4035000.00000000
        PA
        USD
        4132203.15000000
        0.094129189147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gleneagles Re 2020, 12/31/23
        N/A
        Gleneagles Re 2020, 12/31/23
        000000000
        
          
        
        1270798.00000000
        PA
        USD
        127007.36000000
        0.002893153937
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-1
        89173FAF7
        
          
        
        2122000.00000000
        PA
        USD
        2071327.91000000
        0.047183647451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          3.75220300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LJP5
        
          
        
        24144.25000000
        PA
        USD
        26745.98000000
        0.000609257899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2020-GC46
        17328RAZ2
        
          
        
        795000.00000000
        PA
        USD
        756809.55000000
        0.017239682245
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          2.71700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AXIS Equipment Finance Receiva
        549300NOANH9X4RIOF97
        Amur Equipment Finance Receivables VI LLC
        03237JAF4
        
          
        
        1513000.00000000
        PA
        USD
        1513932.76000000
        0.034486509483
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AWNR0
        
          
        
        1660704.18000000
        PA
        USD
        1738482.71000000
        0.039601627001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417CJP1
        
          
        
        1624981.13000000
        PA
        USD
        1658649.15000000
        0.037783064845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        000000000
        
          
          
        
        2650000.00000000
        PA
        
        2894917.97000000
        0.065944550950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-05-23
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MTN MAURITIUS INVSTMENTS
        2549009PQD415OQIR074
        MTN Mauritius Investments Ltd
        55377XAB2
        
          
          
        
        3825000.00000000
        PA
        USD
        4021222.50000000
        0.091601114360
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-13
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lion Rock Re 2020, 1/31/22
        N/A
        Lion Rock Re 2020, 1/31/22
        000000000
        
          
        
        500000.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-01-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B7GB8
        
          
        
        3000000.00000000
        PA
        USD
        2944881.81000000
        0.067082698223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CoreLogic Inc
        21871DAD5
        
          
          
        
        5270000.00000000
        PA
        USD
        4968556.00000000
        0.113180821594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BN2
        
          
          
        
        4351000.00000000
        PA
        USD
        4127641.42000000
        0.094025275585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Isosceles Re 2021-A1, 5/31/25
        N/A
        Isosceles Re 2021-A1, 5/31/25
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        11850.00000000
        0.000269936121
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-05-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397NR31
        
          
        
        322525.64000000
        PA
        USD
        328878.94000000
        0.007491671349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2021-1
        89179YAF0
        
          
        
        5750000.00000000
        PA
        USD
        5412449.13000000
        0.123292449430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-11-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        Liberty Mutual Insurance Co
        53079QAB3
        
          
          
        
        3800000.00000000
        PA
        USD
        4351631.75000000
        0.099127645284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200WJL6
        
          
        
        39522.53000000
        PA
        USD
        43489.53000000
        0.000990666249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201RR60
        
          
        
        1477.14000000
        PA
        USD
        1578.54000000
        0.000035958224
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GPS58
        
          
        
        1803412.14000000
        PA
        USD
        1872028.17000000
        0.042643715061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176M4M2
        
          
        
        33018.64000000
        PA
        USD
        34476.29000000
        0.000785349873
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        N/A
        ICG US Clo 2021-1 Ltd
        449289AA5
        
          
        
        2250000.00000000
        PA
        USD
        2111879.25000000
        0.048107383437
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-17
          Floating
          6.57129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPM Clo, Ltd.
        5493001Z3ZE83NGK8Y12
        PPM CLO 5 Ltd
        69356VAA4
        
          
        
        2000000.00000000
        PA
        USD
        1921396.00000000
        0.043768285572
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-18
          Floating
          6.61881000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3617A4JQ2
        
          
        
        83131.30000000
        PA
        USD
        86552.67000000
        0.001971619581
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182WBS1
        
          
        
        103552.11000000
        PA
        USD
        106767.67000000
        0.002432105547
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AB6K0
        
          
          
        
        3773.78000000
        PA
        USD
        4018.77000000
        0.000091545247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2015-2
        89171YAG6
        
          
        
        11300000.00000000
        PA
        USD
        10699627.61000000
        0.243731306169
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-11-25
          Variable
          3.30591800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YKFW8
        
          
          
        
        3074572.44000000
        PA
        USD
        3130561.54000000
        0.071312374691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Denning Re 2021, 7/31/25
        N/A
        Denning Re 2021, 7/31/25
        000000000
        
          
        
        2600000.00000000
        PA
        USD
        2604334.13000000
        0.059325219750
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2025-07-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AU8
        
          
          
        
        465000.00000000
        PA
        USD
        446679.00000000
        0.010175088337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ACS9
        
          
        
        540031.00000000
        PA
        USD
        80459.86000000
        0.001832828906
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brean Asset Backed Securities
        N/A
        Brean Asset Backed Securities Trust 2021-RM1
        10638CAA0
        
          
        
        3684299.68000000
        PA
        USD
        3333079.08000000
        0.075925606698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage T
        N/A
        Ready Capital Mortgage Trust 2019-5
        75575MAJ7
        
          
        
        2659000.00000000
        PA
        USD
        2632132.13000000
        0.059958442054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          5.05440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620C04P0
        
          
        
        115057.39000000
        PA
        USD
        120002.39000000
        0.002733584786
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31389JZV9
        
          
        
        1657.38000000
        PA
        USD
        1779.70000000
        0.000040540532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-2
        81747YCF8
        
          
        
        1188985.59000000
        PA
        USD
        766897.85000000
        0.017469487863
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.55276800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2021-K131 Mortgage Trust
        30320UAN3
        
          
        
        81584964.24000000
        PA
        USD
        596696.11000000
        0.013592391023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-09-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
          
        
        18950000.00000000
        PA
        USD
        21871910.54000000
        0.498229426167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176HEP5
        
          
          
        
        1981.31000000
        PA
        USD
        2043.46000000
        0.000046548832
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297KGQ9
        
          
        
        48128.01000000
        PA
        USD
        51842.34000000
        0.001180938412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183CA55
        
          
        
        13979.22000000
        PA
        USD
        14415.01000000
        0.000328365560
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rate Mortgage Trust
        N/A
        Rate Mortgage Trust 2021-J1
        75409JDE4
        
          
        
        4421018.40000000
        PA
        USD
        3892775.67000000
        0.088675170132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.70774200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-10
        46654ABW8
        
          
        
        8861594.20000000
        PA
        USD
        7836029.50000000
        0.178500203449
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          2.81747200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Eagle BSL CLO LLC
        N/A
        First Eagle BSL CLO 2019-1 Ltd
        32010FAC1
        
          
        
        2250000.00000000
        PA
        USD
        2235375.00000000
        0.050920544937
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          4.60400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWOOD FINANCING PLC
        259400SSZWSSPNYW7K08
        Sherwood Financing PLC
        000000000
        
          
        
        5170000.00000000
        PA
        
        6418034.12000000
        0.146199091793
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371K2H3
        
          
        
        1917.03000000
        PA
        USD
        2121.83000000
        0.000048334055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505682
        
          
          
        
        6897.00000000
        NS
        USD
        9052312.50000000
        0.206206424176
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BRITISH AIR 19-1 A PTT
        635400GSHSFIWYIDXC76
        British Airways 2019-1 Class A Pass Through Trust
        11043XAB9
        
          
          
        
        4999139.36000000
        PA
        USD
        4738528.23000000
        0.107940922517
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E1M53
        
          
          
        
        4787303.50000000
        PA
        USD
        5011912.19000000
        0.114168450435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201BL38
        
          
        
        27403.60000000
        PA
        USD
        29284.76000000
        0.000667089833
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US Renal Care Inc
        07335BAA4
        
          
          
        
        3421000.00000000
        PA
        USD
        3258502.50000000
        0.074226795495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          10.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBGP7
        
          
        
        232129.51000000
        PA
        USD
        229450.28000000
        0.005226744189
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sussex Re 2020-1, 12/31/22
        N/A
        Sussex Re 2020-1, 12/31/22
        000000000
        
          
        
        3609700.00000000
        PA
        USD
        77247.58000000
        0.001759655032
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ACW0
        
          
        
        3608.00000000
        PA
        USD
        85642.93000000
        0.001950896232
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2024-03-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARDA WORLD SECURITY
        549300ZF1NDXLMCHNO20
        Garda World Security Corp
        36485MAL3
        
          
          
        
        3830000.00000000
        PA
        USD
        3450753.40000000
        0.078606159401
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newark BSL CLO 1 Ltd.
        549300R0C043JWD1XY94
        Newark BSL CLO 1 Ltd
        65023UAE9
        
          
        
        4500000.00000000
        PA
        USD
        4365000.00000000
        0.099432166259
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-12-21
          Floating
          6.51757000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407FF54
        
          
        
        793256.72000000
        PA
        USD
        858326.96000000
        0.019552189917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TBE8
        
          
        
        6250000.00000000
        PA
        USD
        6578585.00000000
        0.149856347645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          7.49900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413CSV2
        
          
        
        210.40000000
        PA
        USD
        214.41000000
        0.000004884135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A93H2
        
          
        
        228507.79000000
        PA
        USD
        246311.27000000
        0.005610827754
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MC BRAZIL DWNSTRM
        213800T2A7R9TYNXZI63
        MC Brazil Downstream Trading SARL
        55292WAA8
        
          
          
        
        8060000.00000000
        PA
        USD
        7404722.00000000
        0.168675268959
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-06-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2020-1, 12/31/23
        N/A
        Berwick Re 2020-1, 12/31/23
        000000000
        
          
        
        2000000.00000000
        PA
        USD
        200.00000000
        0.000004555883
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182NCD3
        
          
        
        69964.10000000
        PA
        USD
        72267.46000000
        0.001646210789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295C7F2
        
          
        
        45835.12000000
        PA
        USD
        48955.82000000
        0.001115185162
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        USD CALL VERSUS EUR PUT
        000000000
        
          
        
        42000000.00000000
        NC
        
        1641731.53000000
        0.037397691281
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    USD CALL VERSUS EUR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  EUR
                  N/A
                  USD
                  2022-10-19
                
              
            
            42000000.00000000
            USD
            1.14500000
            EUR
            2022-10-19
            XXXX
            996294.94000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ARVL2
        
          
        
        3147.58000000
        PA
        USD
        3321.87000000
        0.000075670270
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176KZ91
        
          
        
        773.42000000
        PA
        USD
        798.15000000
        0.000018181393
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        ABN AMRO Bank NV
        00084DAV2
        
          
          
        
        20800000.00000000
        PA
        USD
        18905991.31000000
        0.430667507727
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2037-03-13
          Fixed
          3.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183E3P5
        
          
        
        10169.03000000
        PA
        USD
        10774.21000000
        0.000245430249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36202SGX0
        
          
        
        13742.03000000
        PA
        USD
        15015.40000000
        0.000342042096
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viribus Re 2020, 12/31/23
        N/A
        Viribus Re 2020, 12/31/23
        000000000
        
          
        
        4139570.00000000
        PA
        USD
        182141.08000000
        0.004149068075
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1640325.62000000
        -0.03736566546
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -739600000.00000000
            MXN
            35361972.29000000
            USD
            2022-04-28
            -1640325.62000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XUZP3
        
          
        
        122509.09000000
        PA
        USD
        121832.61000000
        0.002775276135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B5TL9
        
          
        
        2283133.60000000
        PA
        USD
        342453.37000000
        0.007800888985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Floating
          5.59343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417BZ91
        
          
          
        
        1685382.95000000
        PA
        USD
        1764452.76000000
        0.040193209665
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAC0
        
          
          
        
        3795000.00000000
        PA
        USD
        3871564.13000000
        0.088191983564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        N/A
        Westgate Resorts 2022-1 LLC
        96034JAC0
        
          
        
        4565933.49000000
        PA
        USD
        4433426.45000000
        0.100990881070
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          2.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176UJ71
        
          
        
        5919.54000000
        PA
        USD
        6272.66000000
        0.000142887553
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 10 Year US Treasury Note
        000000000
        
          
          
        
        626.00000000
        NC
        USD
        -1017870.35000000
        -0.02318649573
        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
                
                  
                  
                  
                
              
            
            2022-06-21
            77937620.35000000
            USD
            -1017870.35000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XBJM7
        
          
        
        607906.24000000
        PA
        USD
        635622.27000000
        0.014479106352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YBE9
        
          
          
        
        6425000.00000000
        PA
        USD
        6034909.66000000
        0.137471738985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        Carvana Auto Receivables Trust 2019-4
        14686YAH0
        
          
        
        2750000.00000000
        PA
        USD
        2743558.68000000
        0.062496674183
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KPN3
        
          
        
        8890000.00000000
        PA
        USD
        7990288.44000000
        0.182014132560
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-25
          Floating
          3.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162DF4
        
          
          
        
        2100000.00000000
        PA
        USD
        2170612.58000000
        0.049445294602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-22
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FITNESS & SPORTS CLUBS LLC
        N/A
        Fitness International LLC
        33818XAH3
        
          
          
        
        2711800.32000000
        PA
        USD
        2521296.35000000
        0.057433667322
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-18
          Floating
          4.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        La Hipotecaria SA
        N/A
        La Hipotecaria Panamanian Mortgage Trust 2021-1
        50347JAA3
        
          
        
        7028328.59000000
        PA
        USD
        7098611.88000000
        0.161702258112
        Long
        ABS-MBS
        CORP
        PA
        N
        
        2
        
          2052-07-13
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QG7J0
        
          
        
        127448.06000000
        PA
        USD
        130497.32000000
        0.002972653200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CZK/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        353420.34000000
        0.008050710196
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -20949217.08000000
            EUR
            520000000.00000000
            CZK
            2022-04-11
            353420.34000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        040114HX1
        
          
          
        
        351880.00000000
        PA
        USD
        119329.55000000
        0.002718257882
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2029-07-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES CMPC SA
        549300G475ACIABB4385
        Inversiones CMPC SA
        46128MAN1
        
          
          
        
        3004000.00000000
        PA
        USD
        2918416.04000000
        0.066479823345
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2030-01-13
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ62
        
          
        
        4420000.00000000
        PA
        USD
        4364653.20000000
        0.099424266356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          4.20657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLANTRONICS INC
        5493006O3W5M472F6668
        Plantronics Inc
        727493AC2
        
          
          
        
        12551000.00000000
        PA
        USD
        12925772.86000000
        0.294441602759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JUWR1
        
          
        
        53380.69000000
        PA
        USD
        54928.00000000
        0.001251227956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYWG0
        
          
        
        994329.50000000
        PA
        USD
        901539.74000000
        0.020536551962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Connecticut Avenue
        549300HG8ZEWVWVSN227
        Multifamily Connecticut Avenue Securities Trust 2019-01
        62547NAB5
        
          
        
        11900000.00000000
        PA
        USD
        11257927.17000000
        0.256449046071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Floating
          3.70657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371HE53
        
          
        
        147.47000000
        PA
        USD
        159.45000000
        0.000003632178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        000000000
        
          
          
        
        660000.00000000
        PA
        
        746917.87000000
        0.017014355517
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C9
        90291JAY3
        
          
        
        67584000.00000000
        PA
        USD
        1380592.44000000
        0.031449094394
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-15
          Variable
          0.32400800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200WYE5
        
          
        
        2334.66000000
        PA
        USD
        2494.93000000
        0.000056833057
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RMF Buyout Issuance Trust
        N/A
        RMF Buyout Issuance Trust 2021-HB1
        74969TAF7
        
          
        
        6000000.00000000
        PA
        USD
        5646000.00000000
        0.128612602680
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-11-25
          Variable
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2019-1, 12/31/22
        N/A
        Berwick Re 2019-1, 12/31/22
        000000000
        
          
        
        9947951.00000000
        PA
        USD
        1188780.14000000
        0.027079721540
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182Q2N5
        
          
        
        73246.92000000
        PA
        USD
        75655.17000000
        0.001723380857
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183LAA4
        
          
        
        7107.20000000
        PA
        USD
        7365.34000000
        0.000167778169
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        549300KDXV3I7WKXA522
        Commonbond Student Loan Trust 2017-B-GS
        20268KAD2
        
          
        
        83852.33000000
        PA
        USD
        84242.30000000
        0.001918990694
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-09-25
          Fixed
          4.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
        03880KAJ3
        
          
        
        3975000.00000000
        PA
        USD
        3866764.73000000
        0.088082656018
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-08-15
          Floating
          2.59657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
          
        
        8145000.00000000
        PA
        USD
        8491162.50000000
        0.193423752905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        049362AA4
        
          
          
        
        1025000.00000000
        PA
        USD
        958067.50000000
        0.021824221522
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vermillion Re 2022
        N/A
        Vermillion Re 2022
        000000000
        
          
        
        1750000.00000000
        PA
        USD
        1691542.81000000
        0.038532363326
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grupo Aeromexico SAB de CV
        N/A
        Grupo Aeromexico SAB de CV
        000000000
        
          
          
          
        
        128171.00000000
        NS
        
        2191794.98000000
        0.049927817378
        Long
        EC
        CORP
        MX
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176SQV5
        
          
          
        
        12396.57000000
        PA
        USD
        12775.26000000
        0.000291013007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71643VAB1
        
          
        
        4435000.00000000
        PA
        USD
        4213250.00000000
        0.095975389345
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-5
        81748XCG7
        
          
        
        1551028.70000000
        PA
        USD
        1073283.01000000
        0.024448763961
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          3.05414600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31288GSX1
        
          
        
        11551.60000000
        PA
        USD
        12342.79000000
        0.000281161591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        682691AB6
        
          
          
        
        5575000.00000000
        PA
        USD
        5156875.00000000
        0.117470619101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198WTY1
        
          
        
        35662.95000000
        PA
        USD
        36784.69000000
        0.000837933885
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provident Funding Mortgage Tru
        N/A
        Provident Funding Mortgage Trust 2021-2
        74388JAW5
        
          
        
        2837096.28000000
        PA
        USD
        2408481.96000000
        0.054863821003
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.36526000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        Sands China Ltd
        80007RAL9
        
          
          
        
        4500000.00000000
        PA
        USD
        4063455.00000000
        0.092563146196
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-18
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENLINK MIDSTREAM PARTNER
        88CPW63VL7KHJWS0NY83
        EnLink Midstream Partners LP
        29336UAG2
        
          
          
        
        15145000.00000000
        PA
        USD
        12797525.00000000
        0.291520190952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        254900L82OLW9QTLJ788
        Eagle RE 2019-1 Ltd
        269822AD4
        
          
        
        11200000.00000000
        PA
        USD
        11064228.00000000
        0.252036691414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-04-25
          Floating
          4.95657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit
        N/A
        Freddie Mac Multifamily Structured Credit Risk
        35563FAC5
        
          
        
        1455000.00000000
        PA
        USD
        1556354.28000000
        0.035452847085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Floating
          7.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        CBOT 2 Year US Treasury Note
        000000000
        
          
          
        
        343.00000000
        NC
        USD
        -946742.22000000
        -0.02156623821
        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
                
                  
                  
                  
                
              
            
            2022-06-30
            73635945.69000000
            USD
            -946742.22000000
          
        
        
          N
          N
          N
        
      
      
        CNTL AMR BOTTLING CORP
        N/A
        Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL
        15239XAA6
        
          
          
        
        5655000.00000000
        PA
        USD
        5626725.00000000
        0.128173529368
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2029-04-27
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCD3
        
          
          
        
        6000000.00000000
        PA
        USD
        5757870.00000000
        0.131160936343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622A25J7
        
          
        
        1822773.34000000
        PA
        USD
        1926172.11000000
        0.043877082585
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198W6X8
        
          
        
        97082.56000000
        PA
        USD
        101355.53000000
        0.002308820139
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        x-caliber funding llc
        N/A
        XCALI 2020-5 Mortgage Trust
        98401JAA5
        
          
        
        2400000.00000000
        PA
        USD
        2398139.04000000
        0.054628215289
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-10-15
          Floating
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2018-RP3
        17327DAF8
        
          
        
        5264850.00000000
        PA
        USD
        4274517.50000000
        0.097371027431
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-03-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR INC
        254900OFQDXZRKRCV808
        KBR Inc
        48242WAC0
        
          
          
        
        3915000.00000000
        PA
        USD
        3814345.35000000
        0.086888572969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182UWX1
        
          
        
        122436.97000000
        PA
        USD
        127064.55000000
        0.002894456692
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GR5B6
        
          
        
        170364.42000000
        PA
        USD
        172180.24000000
        0.003922165922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-10
        46654ABS7
        
          
        
        152563780.44000000
        PA
        USD
        804178.94000000
        0.018318729453
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          0.12997200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201YHV1
        
          
        
        63632.93000000
        PA
        USD
        68042.59000000
        0.001549970703
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XHQH7
        
          
        
        728013.86000000
        PA
        USD
        761131.20000000
        0.017338126924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWCR2
        
          
        
        1464323.54000000
        PA
        USD
        1496729.30000000
        0.034094624651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179QT68
        
          
        
        1637018.49000000
        PA
        USD
        1749280.34000000
        0.039847590744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-11-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STAPLES INC
        XQM2JINI1UL7642TU573
        Staples Inc
        855031AR1
        
          
          
        
        1361500.00000000
        PA
        USD
        1328596.63000000
        0.030264660024
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-12
          Floating
          4.81657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290TC72
        
          
        
        79807.33000000
        PA
        USD
        86085.50000000
        0.001960977720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Asset Funding, LLC
        N/A
        Towd Point HE Trust 2021- HE1
        89180DAD8
        
          
        
        5000000.00000000
        PA
        USD
        4775467.00000000
        0.108782366256
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-02-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2020-1, 2/1/24
        N/A
        Pangaea Re 2020-1, 2/1/24
        000000000
        
          
        
        3850570.00000000
        PA
        USD
        81716.63000000
        0.001861457397
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-02-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36184NEC1
        
          
        
        1176192.94000000
        PA
        USD
        1192758.21000000
        0.027170339666
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YUSH5
        
          
        
        32708.43000000
        PA
        USD
        33629.08000000
        0.000766050921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P29
        
          
          
        
        110000000.00000000
        PA
        USD
        109993446.20000000
        2.505586856812
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        AUD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        121623.69000000
        0.002770517059
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -34322015.46000000
            NZD
            31850000.00000000
            AUD
            2022-06-28
            121623.69000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36204DXR5
        
          
        
        61700.75000000
        PA
        USD
        64369.99000000
        0.001466311007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NCL FINANCE LTD
        N/A
        NCL Finance Ltd
        62888HAA7
        
          
          
        
        1130000.00000000
        PA
        USD
        1047899.85000000
        0.023870550311
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-03-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2021-8
        46592TCC5
        
          
        
        8539482.67000000
        PA
        USD
        7091331.58000000
        0.161536417104
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          2.86877300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
          
        
        8250000.00000000
        PA
        USD
        7438151.16000000
        0.169436765819
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HB3D8
        
          
        
        61757.29000000
        PA
        USD
        61131.86000000
        0.001392548285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINIDAD & TOBAGO
        N/A
        Trinidad & Tobago Government International Bond
        896292AK5
        
          
          
        
        4440000.00000000
        PA
        USD
        4306800.00000000
        0.098106404042
        Long
        DBT
        NUSS
        TT
        N
        
        2
        
          2030-06-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B5SU0
        
          
        
        2461011.49000000
        PA
        USD
        387386.59000000
        0.008824441654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Floating
          5.59343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alturas Re 2019-2,  3/10/22
        N/A
        Alturas Re 2019-2,  3/10/22
        000000000
        
          
        
        33410.00000000
        PA
        USD
        11506.40000000
        0.000262109112
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-03-10
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SECTOR RE V LTD
        549300QS6XPZQHTCEJ97
        Sector Re V Ltd
        81369ACR1
        
          
        
        1800000.00000000
        PA
        USD
        218989.42000000
        0.004988451871
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292JUH0
        
          
        
        25093.39000000
        PA
        USD
        26824.14000000
        0.000611038338
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WMM50
        
          
        
        999018.07000000
        PA
        USD
        1035796.06000000
        0.023594833000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONANZA RE LTD
        5493003F0CXUQ2C83105
        Bonanza RE Ltd
        09785EAJ0
        
          
        
        250000.00000000
        PA
        USD
        249875.00000000
        0.005692007455
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2025-03-16
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XDMH0
        
          
        
        51555.24000000
        PA
        USD
        52708.34000000
        0.001200665389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re 2022-1 Ltd
        078774AC0
        
          
        
        5270000.00000000
        PA
        USD
        5062046.33000000
        0.115310477043
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2032-01-26
          Floating
          3.79900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ATXA0
        
          
        
        30676.39000000
        PA
        USD
        32109.61000000
        0.000731438277
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
          
        
        6200000.00000000
        PA
        USD
        5184998.00000000
        0.118111244717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36182XT43
        
          
        
        30456.46000000
        PA
        USD
        31565.55000000
        0.000719044906
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180STE4
        
          
        
        87034.12000000
        PA
        USD
        89992.55000000
        0.002049978051
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2022-1 Ltd
        69701CAG5
        
          
        
        1900000.00000000
        PA
        USD
        1889054.10000000
        0.043031555863
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          2.83424000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX ONE RE, 1/4/27
        N/A
        PHOENIX ONE RE, 1/4/27
        000000000
        
          
        
        1000000.00000000
        PA
        USD
        1068000.00000000
        0.024328420060
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-01-04
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        ContourGlobal Power Holdings SA
        000000000
        
          
          
        
        1635000.00000000
        PA
        
        1672721.19000000
        0.038103617747
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merion Re 2018-2, 12/31/21
        N/A
        Merion Re 2018-2, 12/31/21
        000000000
        
          
        
        8500000.00000000
        PA
        USD
        1406750.00000000
        0.032044948427
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESB Multifamily Mortgage Pas
        N/A
        FRESB 2020-SB79 Mortgage Trust
        30316VAF4
        
          
        
        23937229.74000000
        PA
        USD
        1450407.02000000
        0.033039430001
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          Variable
          1.10210600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PATRICK INDUSTRIES INC
        549300FZ5ZTCCJ3Z5W14
        Patrick Industries Inc
        703343AD5
        
          
          
        
        4365000.00000000
        PA
        USD
        3753900.00000000
        0.085511662982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9QP0
        
          
        
        2177839.93000000
        PA
        USD
        2281829.09000000
        0.051978742142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2018-3, 7/1/22
        N/A
        Pangaea Re 2018-3, 7/1/22
        000000000
        
          
        
        7100000.00000000
        PA
        USD
        147278.15000000
        0.003354910766
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2022-07-01
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36201BAJ5
        
          
        
        874.56000000
        PA
        USD
        934.60000000
        0.000021289645
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROMIGAS/GASES PACIFICO
        N/A
        Promigas SA ESP / Gases del Pacifico SAC
        74348DAA5
        
          
          
        
        2195000.00000000
        PA
        USD
        1987594.45000000
        0.045276247836
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-10-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F8M83
        
          
        
        3404343.99000000
        PA
        USD
        656822.90000000
        0.014962044397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36184XM22
        
          
        
        517055.87000000
        PA
        USD
        526555.31000000
        0.011994624313
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LORCA TELECOM BONDCO
        9598004HFBAS82YM7X35
        Lorca Telecom Bondco SA
        000000000
        
          
          
        
        6915000.00000000
        PA
        
        7362854.30000000
        0.167721547056
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-09-18
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176EZG9
        
          
        
        17554.63000000
        PA
        USD
        18602.16000000
        0.000423746406
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CDA9
        
          
        
        75053.13000000
        PA
        USD
        74881.51000000
        0.001705757331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAS2
        
          
          
        
        5445000.00000000
        PA
        USD
        4944060.00000000
        0.112622816933
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2033-09-28
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EKZS7
        
          
        
        115539.14000000
        PA
        USD
        124887.73000000
        0.002844869996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2020-SBT1
        20753VCZ9
        
          
        
        4940000.00000000
        PA
        USD
        4917836.69000000
        0.112025465153
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-02-25
          Floating
          4.10657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
          
        
        1345000.00000000
        PA
        USD
        1333231.25000000
        0.030370233977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ACS5
        
          
        
        127546.27000000
        PA
        USD
        134715.68000000
        0.003068744992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIMBO BAKERIES USA INC
        549300HOXXHHT7926W92
        Bimbo Bakeries USA Inc
        09031WAA1
        
          
          
        
        1510000.00000000
        PA
        USD
        1411865.10000000
        0.032161467436
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-05-17
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ASVB2
        
          
        
        211920.22000000
        PA
        USD
        223656.76000000
        0.005094771167
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRMI Securitization Trust
        N/A
        PRMI Securitization Trust 2021-1
        69359DBX0
        
          
        
        3726019.91000000
        PA
        USD
        3126231.31000000
        0.071213734566
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.47893700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KSJ9
        
          
        
        21610000.00000000
        PA
        USD
        20231381.41000000
        0.460859124859
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-02-25
          Floating
          4.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCOSA INC
        549300WFHLTCZV7D6V29
        Arcosa Inc
        039653AA8
        
          
          
        
        1930000.00000000
        PA
        USD
        1831087.50000000
        0.041711110363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS THRU TR 2009
        N/A
        CVS Pass-Through Trust Series 2009
        126659AA9
        
          
          
        
        793171.27000000
        PA
        USD
        952133.77000000
        0.021689054597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-10
          Fixed
          8.35300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        000000000
        
          
          
        
        2500000.00000000
        PA
        USD
        2416200.00000000
        0.055039633474
        Long
        DBT
        NUSS
        CI
        N
        
        2
        
          2033-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent 2015-SFR1
        02666AAC2
        
          
        
        2950000.00000000
        PA
        USD
        2937361.32000000
        0.066911385826
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292H5Q3
        
          
        
        23470.16000000
        PA
        USD
        26054.70000000
        0.000593510942
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382BHB2
        
          
        
        13592536.10000000
        PA
        USD
        2136175.79000000
        0.048660844515
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31401HES7
        
          
        
        3631.10000000
        PA
        USD
        3874.75000000
        0.000088264555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade MH Asset Trust
        N/A
        Cascade MH Asset Trust 2021-MH1
        14731QAE9
        
          
        
        2150000.00000000
        PA
        USD
        2033025.60000000
        0.046311143062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          4.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET BANK AND TRUST COMPANY
        571474TGEMMWANRLN572
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -108117.82000000
        -0.00246286118
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STATE STREET BANK AND TRUST COMPANY
              571474TGEMMWANRLN572
            
            -69200000.00000000
            EUR
            76705918.27000000
            USD
            2022-06-24
            -108117.82000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HJJS1
        
          
        
        451199.13000000
        PA
        USD
        462516.47000000
        0.010535856710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YBC3
        
          
          
        
        1735000.00000000
        PA
        USD
        1798310.15000000
        0.040964461356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FASST 2021-S3 A2
        N/A
        FASST 2021-S3 A2
        000000000
        
          
        
        15032184.94000000
        PA
        USD
        14255479.46000000
        0.324731547255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-25
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36183E6M9
        
          
        
        57579.96000000
        PA
        USD
        59392.57000000
        0.001352928269
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300RWLR7W4OBRM426
        Freddie Mac STACR Trust 2019-HRP1
        35564RCB8
        
          
        
        5510000.00000000
        PA
        USD
        5372186.64000000
        0.122375293279
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          4.50657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTURAS RE 2019-1,  3/10/23 (144A)
        N/A
        ALTURAS RE 2019-1,  3/10/23 (144A)
        000000000
        
          
        
        2201.00000000
        PA
        USD
        10065.39000000
        0.000229283741
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2023-03-10
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2021-9
        81748CCG3
        
          
        
        1783000.00000000
        PA
        USD
        1055528.87000000
        0.024044334958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.86660800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Funding Mortgage Trust
        N/A
        Capital Funding Mortgage Trust
        14019QAB8
        
          
        
        4500000.00000000
        PA
        USD
        4462452.00000000
        0.101652066251
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-11-06
          Floating
          16.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINCLAIR TELEVISION GROU
        549300CQGEN0CH65UD62
        Sinclair Television Group Inc
        829259BA7
        
          
          
        
        2025000.00000000
        PA
        USD
        1805631.75000000
        0.041131243154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 21-1B PTT
        N/A
        American Airlines 2021-1 Class B Pass Through Trust
        02376LAA3
        
          
          
        
        1630000.00000000
        PA
        USD
        1476484.32000000
        0.033633455758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-11
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KBD0
        
          
        
        9920000.00000000
        PA
        USD
        8784290.94000000
        0.200101048617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          2.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Berwick Re 2022, 12/31/27
        N/A
        Berwick Re 2022, 12/31/27
        000000000
        
          
        
        3500000.00000000
        PA
        USD
        3551501.51000000
        0.080901142866
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36198KGR6
        
          
        
        251013.82000000
        PA
        USD
        262643.31000000
        0.005982862145
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36209SAF8
        
          
        
        2024.63000000
        PA
        USD
        2116.56000000
        0.000048214008
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-K88 Mortgage Trust
        302971AT3
        
          
        
        2900000.00000000
        PA
        USD
        2929171.97000000
        0.066724837187
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          4.38182500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TMS INTERNATIONAL CORP
        549300L4K0F1YF8WKF23
        TMS International Corp/DE
        87261QAC7
        
          
          
        
        4375000.00000000
        PA
        USD
        4156250.00000000
        0.094676962431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESORTS WORLD/RWLV CAP
        N/A
        Resorts World Las Vegas LLC / RWLV Capital Inc
        76120HAC1
        
          
          
        
        3400000.00000000
        PA
        USD
        2982968.72000000
        0.067950295925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-06
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        N/A
        Sound Point CLO XXV Ltd
        83614JAJ1
        
          
        
        2000000.00000000
        PA
        USD
        1973186.00000000
        0.044948031709
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-25
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHG97
        
          
        
        80710.95000000
        PA
        USD
        80338.41000000
        0.001830062345
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36205VUV8
        
          
        
        2813.07000000
        PA
        USD
        3052.04000000
        0.000069523699
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIDRON AIDA FINCO SARL
        98450036A07991DEBF10
        Cidron Aida Finco Sarl
        000000000
        
          
          
        
        2405000.00000000
        PA
        
        2491374.67000000
        0.056752068820
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKHA9
        
          
        
        447681.06000000
        PA
        USD
        457624.32000000
        0.010424416373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312938NF6
        
          
        
        1170.09000000
        PA
        USD
        1267.74000000
        0.000028878381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        5520000.00000000
        PA
        
        6690543.25000000
        0.152406691591
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397YT4
        
          
          
        
        15325000.00000000
        PA
        USD
        14551317.38000000
        0.331470563349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-02
          Fixed
          3.81500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-K1507 Mortgage Trust
        30297EAQ1
        
          
        
        1875000.00000000
        PA
        USD
        1855522.50000000
        0.042267725479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          4.30256700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36176MW74
        
          
        
        191870.05000000
        PA
        USD
        206488.48000000
        0.004703687714
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VAC BOR ESC
        N/A
        Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc
        43284MAA6
        
          
          
        
        3125000.00000000
        PA
        USD
        2994483.44000000
        0.068212594562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        54930047IR7X5WWFY307
        Freddie Mac Stacr Trust 2019-HQA1
        35563MBD7
        
          
        
        3000000.00000000
        PA
        USD
        3039226.50000000
        0.069231815497
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-02-25
          Floating
          4.85657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYPATIA LTD
        98450041F85DB4C2C372
        Hypatia Ltd
        44914CAB2
        
          
          
        
        1000000.00000000
        PA
        USD
        1038900.00000000
        0.023665538952
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-06-07
          Floating
          10.90546500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gullane Re 2022
        N/A
        Gullane Re 2022
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        5186061.40000000
        0.118135468351
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2027-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KKZC1
        
          
        
        179360.80000000
        PA
        USD
        184245.15000000
        0.004196997568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        JG Wentworth XXII LLC
        46616MAA8
        
          
        
        562540.36000000
        PA
        USD
        566586.38000000
        0.012906508851
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180DG50
        
          
        
        2316.55000000
        PA
        USD
        2388.47000000
        0.000054407960
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGWV2
        
          
        
        824294.05000000
        PA
        USD
        877835.85000000
        0.019996591107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2020-1 Ltd
        43731WAE5
        
          
        
        1220000.00000000
        PA
        USD
        1246054.08000000
        0.028384388648
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2030-10-25
          Floating
          7.45657000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS UNITED AIRLINES HOLDINGS, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -31143.72000000
        -0.00070943586
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                UNITED AIRLINES HOLDINGS
                United Airlines Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -52457.66000000
            USD
            1455000.00000000
            USD
            21313.94000000
          
        
        
          N
          N
          N
        
      
      
        ALTURAS RE LTD
        549300FZNJS17ZR1BR73
        Alturas RE Ltd
        000000000
        
          
        
        357085.00000000
        PA
        USD
        12283.72000000
        0.000279816011
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2023-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd
        N/A
        Palmer Square Loan Funding 2020-1 Ltd
        69701DAA6
        
          
        
        5600000.00000000
        PA
        USD
        5542588.80000000
        0.126256955571
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-02-20
          Floating
          5.32957000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CL4
        
          
          
        
        20059000.00000000
        PA
        USD
        20080961.19000000
        0.457432639562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        9325000.00000000
        PA
        USD
        8579000.00000000
        0.195424640169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDEN RE II LTD
        549300LKX8PCP3SC3F42
        Eden Re II Ltd
        27955KAB9
        
          
        
        4400000.00000000
        PA
        USD
        4400000.00000000
        0.100229445942
        Long
        DBT
        CORP
        BM
        Y
        
        2
        
          2026-03-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hundred Acre Wood Trust
        N/A
        Hundred Acre Wood Trust 2021-INV1
        44590HBJ4
        
          
        
        84394760.03000000
        PA
        USD
        754303.49000000
        0.017182595653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          0.23110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-HB5 LLC
        12526PAE4
        
          
        
        1250000.00000000
        PA
        USD
        1215807.75000000
        0.027695394808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-02-25
          Variable
          5.68250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177KPE0
        
          
        
        27098.50000000
        PA
        USD
        28089.14000000
        0.000639854304
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EBLT0
        
          
        
        87819.98000000
        PA
        USD
        91732.46000000
        0.002089612191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2019-GS1
        59981BAJ3
        
          
        
        6145000.00000000
        PA
        USD
        5695757.49000000
        0.129746049419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36290RUG6
        
          
        
        26165.53000000
        PA
        USD
        28058.59000000
        0.000639158393
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS UNITED AIRLINES HOLDINGS, INC.
        000000000
        
          
        
        1.00000000
        NC
        USD
        -42809.24000000
        -0.00097516963
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                UNITED AIRLINES HOLDINGS
                United Airlines Holdings Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -94562.13000000
            USD
            2000000.00000000
            USD
            51752.89000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36180BJR3
        
          
        
        117488.57000000
        PA
        USD
        122070.24000000
        0.002780689209
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pangaea Re 2021-1, 12/31/24
        N/A
        Pangaea Re 2021-1, 12/31/24
        000000000
        
          
        
        4500000.00000000
        PA
        USD
        129828.97000000
        0.002957428575
        Long
        DBT
        CORP
        BM
        
        Y
        
        2
        
          2024-12-31
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137ATFZ0
        
          
        
        5689723.44000000
        PA
        USD
        1056500.85000000
        0.024066476098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-15
          Floating
          6.15343000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
          
        
        3940000.00000000
        PA
        USD
        3605888.00000000
        0.082140035539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        Nordea Bank Abp
        65559CAD3
        
          
          
        
        9814000.00000000
        PA
        USD
        8423650.62000000
        0.191885871467
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          N/A
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amur Equipment Finance Receiva
        5493008OAETJ1UTO4Q72
        Amur Equipment Finance Receivables VII LLC
        03237MAF7
        
          
        
        3000000.00000000
        PA
        USD
        2952086.10000000
        0.067246807767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Watson Bridge Loan 5% 03/25/2022
        N/A
        Project Watson Bridge Loan 5% 03/25/2022
        000000000
        
          
        
        8751600.00000000
        PA
        USD
        8751600.00000000
        0.199356367980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36211LE65
        
          
        
        6957.96000000
        PA
        USD
        7313.84000000
        0.000166605029
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-KS12 Mortgage Trust
        30311XAC2
        
          
        
        8500000.00000000
        PA
        USD
        7518795.70000000
        0.171273801629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Floating
          7.14143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHU31
        
          
        
        4000000.00000000
        PA
        USD
        3926507.80000000
        0.089443568473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3620AR2D2
        
          
        
        1926.25000000
        PA
        USD
        2046.78000000
        0.000046624460
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411UUC3
        
          
        
        44.96000000
        PA
        USD
        44.88000000
        0.000001022340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2022-04-01
      Pioneer Series Trust XIV
      Anthony J. Koenig, Jr
      Anthony J. Koenig, Jr
      Managing Director, Chief Operations Officer & Treasurer of the Funds
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Form NPORT-P PIONEER SERIES TRUST For: Mar 31

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