0001752724-20-102409.txt : 20200526 0001752724-20-102409.hdr.sgml : 20200526 20200526113748 ACCESSION NUMBER: 0001752724-20-102409 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200526 PERIOD START: 20200331 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPTIMUM FUND TRUST CENTRAL INDEX KEY: 0001227523 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21335 FILM NUMBER: 20908734 BUSINESS ADDRESS: STREET 1: 2005 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19103 BUSINESS PHONE: 800.914.0278 MAIL ADDRESS: STREET 1: 2005 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19103 FORMER COMPANY: FORMER CONFORMED NAME: BOB TRUST DATE OF NAME CHANGE: 20030415 0001227523 S000002420 OPTIMUM FIXED INCOME FUND C000006443 OPTIMUM FIXED INCOME FUND CLASS A OAFIX C000006445 OPTIMUM FIXED INCOME FUND CLASS C OCFIX C000006446 OPTIMUM FIXED INCOME FUND INSTITUTIONAL CLASS OIFIX NPORT-P 1 primary_doc.xml NPORT-P false 0001227523 XXXXXXXX S000002420 C000006445 C000006446 C000006443 Optimum Fund Trust 811-21335 0001227523 54930035OPW530FG2N40 2005 Market St Philadelphia 19103 215-255-1200 Optimum Fixed Income Fund S000002420 6U6JL2K17ZLVNY2CVT93 2020-03-31 2020-03-31 N 3765789073.65 1276884055.11 2488905018.54 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 98414444.66000000 1162238882.39000000 0.00000000 6601225.92000000 EUR USD N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 1740000.00000000 PA USD 1265639.81000000 0.050851269958 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N COTT HOLDINGS INC N/A 221644AA5 260000.00000000 PA USD 253826.30000000 0.010198312033 Long DBT CORP US N 2 2025-04-01 Fixed 5.50000000 N N N N N N Sequoia Mortgage Trust N/A 81744FCF2 137895.80000000 PA USD 117750.92000000 0.004731033089 Long ABS-MBS CORP US N 2 2034-06-20 Floating 2.46488000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828S50 21524.40000000 PA USD 21733.37000000 0.000873210099 Long DBT UST US N 2 2026-07-15 Fixed 0.12500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 123000.33000000 0.004941945517 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -49078525.00000000 BRL 9566963.94000000 USD 2020-04-02 123000.33000000 N N N Countrywide Asset-Backed Certi N/A 12668HAE0 2000000.00000000 PA USD 1791131.20000000 0.071964626478 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.16663000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AT8 2300000.00000000 PA USD 2355486.81000000 0.094639481718 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N Freddie Mac - STACR N/A 3137G0UD9 948398.69000000 PA USD 798740.90000000 0.032092060325 Long ABS-MBS CORP US N 2 2030-09-25 Floating 3.24663000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 03852JAL5 359075.07000000 PA USD 336931.99000000 0.013537358295 Long LON CORP US N 2 2025-03-11 Floating 2.45460000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AK1 832000.00000000 PA USD 873604.17000000 0.035099940073 Long DBT CORP IL N 2 2024-11-12 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6EW3 2391728.72000000 PA USD 2752008.93000000 0.110571070792 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Social Professional Loan Progr N/A 78471AAB9 271093.83000000 PA USD 277622.37000000 0.011154397935 Long ABS-O CORP US N 2 2040-02-25 Fixed 3.02000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 268000.00000000 PA USD 234524.12000000 0.009422783041 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.87500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 560000.00000000 PA USD 550158.00000000 0.022104419248 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AJ4 2085000.00000000 PA USD 1292826.77000000 0.051943596094 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376ULK3 311027.08000000 PA USD 340439.88000000 0.013678299391 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VER1 3427000.00000000 PA USD 3957816.25000000 0.159018372357 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAT9 300000.00000000 PA USD 284852.91000000 0.011444908820 Long DBT CORP US N 2 2023-11-01 Fixed 2.70000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGL0 2276000.00000000 PA USD 2395771.09000000 0.096258036050 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDJ8 1655000.00000000 PA USD 1804851.31000000 0.072515877325 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAQ3 200000.00000000 PA USD 201519.04000000 0.008096694670 Long DBT CORP US N 2 2021-02-15 Fixed 3.75000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251TAA7 2907888.02000000 PA USD 1600208.16000000 0.064293661191 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.10163000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92553PAP7 2945000.00000000 PA USD 2625504.90000000 0.105488352526 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 300000.00000000 PA 293440.33000000 0.011789936852 Long DBT CORP IT N 2 N/A Fixed 7.00000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHV5 2915000.00000000 PA USD 3101731.40000000 0.124622328971 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N USIC HOLDINGS INC 5493009ZYUWB7X699U62 90290HAM4 479839.07000000 PA USD 405464.01000000 0.016290859111 Long LON CORP US N 2 2023-12-09 Floating 4.98090000 N N N N N N IRON MOUNTAIN US HLDNGS 549300RUAW0D4WBMPU54 46289RAA3 262000.00000000 PA USD 266858.14000000 0.010721909354 Long DBT CORP US N 2 2026-06-01 Fixed 5.37500000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BJ6 885000.00000000 PA USD 1101974.21000000 0.044275462574 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N CNH Equipment Trust N/A 12596JAB9 818245.90000000 PA USD 816769.70000000 0.032816427059 Long ABS-O CORP US N 2 2022-05-16 Fixed 2.96000000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CK9 400000.00000000 PA USD 412137.36000000 0.016558983043 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.04000000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 156830AA9 870000.00000000 PA USD 789135.68000000 0.031706138808 Long DBT CORP PE N 2 2027-08-16 Fixed 4.12500000 N N N N N N Freddie Mac N/A 3128QS6W1 14499.28000000 PA USD 14619.06000000 0.000587369139 Long ABS-MBS USGSE US N 2 2038-02-01 Floating 4.75000000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270YAG4 480000.00000000 PA USD 468583.01000000 0.018826873926 Long ABS-MBS CORP US N 2 2046-03-10 Variable 3.64870000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAP0 2050000.00000000 PA USD 2028004.73000000 0.081481804845 Long DBT CORP CA N 2 2020-06-15 Floating 1.44050000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 46650CAB5 385000.00000000 PA USD 375779.25000000 0.015098175591 Long DBT CORP AT N 2 2028-01-15 Fixed 5.75000000 N N N N N N ACRISURE LLC 549300R0Z1Q47XRTGO22 00488PAL9 627475.10000000 PA USD 533353.84000000 0.021429256481 Long LON CORP US N 2 2027-02-15 Floating 4.30010000 N N N N N N GS Mortgage Securities Trust N/A 36257UAL1 5000000.00000000 PA USD 5184633.00000000 0.208309797335 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.00050000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAZ1 3280000.00000000 PA USD 3508125.64000000 0.140950563153 Long DBT CORP NL N 2 2024-03-01 Fixed 4.87500000 N N N N N N DORIC NIMROD AIR 2012-1A N/A 258258AA0 780864.51000000 PA USD 793028.66000000 0.031862552170 Long DBT CORP GG N 2 2022-11-30 Fixed 5.12500000 N N N N N N First Franklin Mtg Loan Asset N/A 32027EAE1 873556.74000000 PA USD 760570.21000000 0.030558426470 Long ABS-MBS CORP US N 2 2036-04-25 Floating 1.10663000 N N N N N N Fannie Mae N/A 31396QD71 172877.95000000 PA USD 30003.24000000 0.001205479509 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 5.80337000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851CH5 400000.00000000 PA USD 385842.20000000 0.015502487926 Long DBT CORP US N 2 2021-07-06 Fixed 2.00000000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 000000000 500000.00000000 PA USD 499088.83000000 0.020052546251 Long DBT CORP JP N 2 2022-01-19 Fixed 3.20000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAK9 2900000.00000000 PA USD 2861654.17000000 0.114976431349 Long DBT CORP GB N 2 2023-03-17 Fixed 2.85800000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 228227BD5 1505000.00000000 PA USD 1598219.85000000 0.064213774253 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBU2 1335000.00000000 PA USD 1363370.22000000 0.054777912770 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N INFORMATICA CORP 5493007SV33RZV7RPS40 000000000 755000.00000000 PA USD 679500.00000000 0.027301162356 Long LON CORP US N 2 2027-02-14 Floating 4.20910000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHW3 1200000.00000000 PA USD 1199737.32000000 0.048203419217 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAD1 2200000.00000000 PA USD 2181501.08000000 0.087649028940 Long DBT CORP US N 2 2022-01-15 Fixed 3.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 206137.62000000 0.008282261414 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 8910000.00000000 EUR -9621261.36000000 USD 2020-04-02 206137.62000000 N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAA4 1805000.00000000 PA USD 1848929.01000000 0.074286844866 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N TECPETROL S.A. 529900C0GOV3UC7ZMZ16 87876TAE4 685000.00000000 PA USD 547020.45000000 0.021978357788 Long DBT CORP AR N 2 2022-12-12 Fixed 4.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 595000.00000000 PA USD 622935.25000000 0.025028486236 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YAU4 8967272.00000000 PA USD 9572267.84000000 0.384597554695 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AB5 725000.00000000 PA USD 755228.51000000 0.030343805985 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AG9 1297000.00000000 PA USD 1280357.29000000 0.051442593448 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19000000 N N N N N N Argent Securities Inc. N/A 04012MAQ2 1226732.86000000 PA USD 439717.73000000 0.017667115728 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.09663000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAZ1 314618.77000000 PA USD 297601.01000000 0.011957105947 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.59808100 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286F2 3700000.00000000 PA USD 4134027.39000000 0.166098238350 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N Arbor Realty Collateralized Lo N/A 03880GAA1 250000.00000000 PA USD 236731.50000000 0.009511471841 Long ABS-CBDO CORP KY N 2 2027-12-15 Floating 1.69463000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BZS4 3770072.25000000 PA USD 3714180.17000000 0.149229486152 Long ABS-MBS USGA US N 2 2062-10-20 Floating 2.17688000 N N N N N N UNIVERSAL HEALTH SVCS 549300YGMGQDO0NMJD09 913903AT7 210000.00000000 PA USD 211268.93000000 0.008488428783 Long DBT CORP US N 2 2026-06-01 Fixed 5.00000000 N N N N N N SHINHAN FINANCIAL GROUP 988400EB8A6G49E5KO54 82460P2A2 410000.00000000 PA USD 425352.49000000 0.017089944647 Long DBT CORP KR N 2 2030-02-05 Fixed 3.34000000 N N N N N N UGI ENERGY SERVICES LLC 5493001O7RUKEUP5XR11 90276DAB5 361185.00000000 PA USD 312425.03000000 0.012552710034 Long LON CORP US N 2 2026-08-13 Floating 4.55010000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 780347.57000000 PA USD 770395.56000000 0.030953192438 Long ABS-O CORP US N 2 2023-04-25 Floating 3.29413000 N N N N N N Sound Point CLO LTD 549300HOEGQTNS4MTZ12 83609YAC0 1000000.00000000 PA USD 933625.00000000 0.037511475650 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 2.96913000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415SST0 30984.53000000 PA USD 34329.03000000 0.001379282445 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAG0 875000.00000000 PA USD 779178.75000000 0.031306086178 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N NV ENERGY INC 549300WSWTEW6DURBO45 67073YAA4 825000.00000000 PA USD 848911.80000000 0.034107842351 Long DBT CORP US N 2 2020-11-15 Fixed 6.25000000 N N N N N N COMM Mortgage Trust 549300CJNWCNIHR7IT87 12625CAC7 1100000.00000000 PA USD 1132955.12000000 0.045520223213 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.42440000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CD2 680000.00000000 PA USD 741533.88000000 0.029793578882 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Cantor Commercial Real Estate N/A 12529MAF5 2340000.00000000 PA USD 2571081.08000000 0.103301695357 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78570000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298CF3 2242000.00000000 PA USD 2723161.67000000 0.109412036607 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 300000.00000000 PA USD 248062.50000000 0.009966732283 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAU2 5365000.00000000 PA USD 5417092.54000000 0.217649629039 Long DBT CORP NL N 2 2021-06-01 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DAR3 762611.51000000 PA USD 812868.52000000 0.032659684236 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AG5 3325000.00000000 PA USD 3566396.66000000 0.143291794320 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAR5 500000.00000000 PA USD 544161.20000000 0.021863477953 Long DBT CORP US N 2 2027-03-26 Fixed 3.30000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBG0 1276000.00000000 PA USD 1128475.90000000 0.045340255718 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Soundview Home Equity Loan Tru N/A 83611MLZ9 300000.00000000 PA USD 274821.78000000 0.011041874959 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.21663000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDP4 100000.00000000 PA USD 105355.42000000 0.004233002835 Long DBT CORP US N 2 2024-03-01 Fixed 3.80000000 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 94988J5P8 2250000.00000000 PA USD 2254096.58000000 0.090565793520 Long DBT CORP US N 2 2021-07-23 Fixed 3.32500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2E4 530000.00000000 PA USD 527685.49000000 0.021201511751 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N TIME WARNER ENT N/A 88731EAF7 1415000.00000000 PA USD 1555370.26000000 0.062492150098 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 35563XAA0 1610189.00000000 PA USD 1564814.68000000 0.062871610943 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 1.69663000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BR1 505000.00000000 PA USD 419427.75000000 0.016851898601 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N BAYAN RESOURCES TBK PT 254900UPPX8UP6LW9723 69375DAA1 455000.00000000 PA USD 336963.95000000 0.013538642394 Long DBT CORP ID N 2 2023-01-24 Fixed 6.12500000 N N N N N N BERRY PLASTICS GROUP INC 549300AP2Q7ERHX6RI89 08579JBF8 698490.00000000 PA USD 661470.03000000 0.026576748613 Long LON CORP US N 2 2026-07-01 Floating 2.98450000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FQ29 31018.08000000 PA USD 36665.91000000 0.001473174336 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N GRUPO CEMENTOS CHIHUAHUA 254900WY9XL8033CKX68 40053DAB9 530000.00000000 PA USD 492234.85000000 0.019777164911 Long DBT CORP MX N 2 2024-06-23 Fixed 5.25000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAA3 900000.00000000 PA USD 919871.19000000 0.036958870794 Long DBT CORP US N 2 2022-01-25 Fixed 3.66600000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 2.82000000 0.000000113302 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2021-06-20 0.00000000 USD -797.98000000 USD 100000.00000000 USD 800.80000000 N N N Countrywide Home Loans N/A 12669UCN8 924639.02000000 PA USD 837435.57000000 0.033646746812 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.28663000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BM7 200000.00000000 PA USD 213575.62000000 0.008581107692 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.62500000 N N N N N N REDE D'OR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 710000.00000000 PA USD 619652.50000000 0.024896590885 Long DBT CORP LU N 2 2030-01-22 Fixed 4.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEP5 3200000.00000000 PA USD 2918742.72000000 0.117270152868 Long DBT CORP US N 2 2025-05-15 Floating 2.79163000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAB9 4240000.00000000 PA USD 4237081.61000000 0.170238782855 Long DBT CORP US N 2 2029-09-23 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128MJ4Q0 115583.70000000 PA USD 122078.82000000 0.004904920802 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N JBS USA LUX SA P77IMDGVZE8EFBTF2M92 000000000 163350.00000000 PA USD 154249.12000000 0.006197469122 Long LON CORP US N 2 2026-05-01 Floating 2.70460000 N N N N N N Fannie Mae N/A 3136AYN82 452750.38000000 PA USD 451373.43000000 0.018135422068 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 2.00500000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320WAL0 1650000.00000000 PA USD 1538179.50000000 0.061801454396 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 2.83913000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2.82000000 0.000000113302 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2021-06-20 0.00000000 USD -807.70000000 USD 100000.00000000 USD 810.52000000 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134GBX56 2300000.00000000 PA USD 2325046.31000000 0.093416433840 Long DBT USGSE US N 2 2020-11-24 Fixed 2.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCQ3 1213000.00000000 PA USD 899136.25000000 0.036125775925 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N MARATHON OIL CORP 1FRVQX2CRLGC1XLP5727 565849AP1 2965000.00000000 PA USD 1983507.61000000 0.079693985717 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AX5 3300000.00000000 PA USD 3500330.13000000 0.140637352728 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 68218EAH7 1287712.32000000 PA USD 1214473.68000000 0.048795501272 Long LON CORP US N 2 2026-09-19 Floating 2.92360000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAC2 300000.00000000 PA USD 301784.61000000 0.012125195929 Long DBT CORP US N 2 2022-10-31 Fixed 2.87600000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAY0 1220000.00000000 PA USD 1200550.76000000 0.048236101862 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 37100000.00000000 PA USD 46344566.87000000 1.862046423016 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MWN8 25109.68000000 PA USD 23225.36000000 0.000933155738 Long ABS-MBS CORP US N 2 2033-08-25 Variable 4.22043300 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 1865000.00000000 PA USD 1567896.18000000 0.062995420408 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Countrywide Asset-Backed Certi N/A 12666VAC5 1391798.46000000 PA USD 1301029.82000000 0.052273180788 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.09663000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCH7 500000.00000000 PA USD 450181.30000000 0.018087524298 Long DBT CORP US N 2 2021-04-09 Floating 2.72800000 N N N N N N ITAU UNIBANCO HLDG SA/KY 5493002W2IVG62O3ZJ94 46556JAB5 620000.00000000 PA USD 581064.00000000 0.023346170129 Long DBT CORP KY N 2 2025-01-24 Fixed 3.25000000 N N N N N N Wells Fargo Commercial Mortgag 5493007CD1Q2V06I4172 94989AAU9 275000.00000000 PA USD 282078.36000000 0.011333432087 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.40500000 N N N N N N Mercedes-Benz Master Owner Tru N/A 58768UAL7 2825000.00000000 PA USD 2766677.88000000 0.111160444428 Long ABS-O CORP US N 2 2023-05-15 Floating 1.05463000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH54 3527122.04000000 PA USD 3792539.38000000 0.152377826865 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAG0 3200000.00000000 PA USD 3378523.20000000 0.135743356007 Long DBT CORP GB N 2 2028-11-03 Fixed 3.82300000 N N N N N N JP Morgan Mortgage Acquisition N/A 46629BAS8 500000.00000000 PA USD 455099.00000000 0.018285109178 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.18663000 N N N N N N FREMF Mortgage Trust N/A 30295AAN8 425000.00000000 PA USD 420427.09000000 0.016892050394 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.84337800 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 900000.00000000 PA USD 928559.34000000 0.037307945987 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193FLJ4 106141.18000000 PA USD 120167.06000000 0.004828109514 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.50000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAB8 4025000.00000000 PA USD 3955859.76000000 0.158939763893 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XTB6 1262537.03000000 PA USD 1383464.34000000 0.055585260574 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 413069.10000000 PA USD 409770.29000000 0.016463878169 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N Sequoia Mortgage Trust N/A 81746DCC2 3112589.27000000 PA USD 2904057.62000000 0.116680130353 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.84237500 N N N N N N Residential Accredit Loans, In N/A 749236AC9 3123893.55000000 PA USD 2415976.79000000 0.097069866949 Long ABS-MBS CORP US N 2 2037-09-25 Variable 6.10884200 N N N N N N Business Jet Securities, LLC N/A 12326RAA0 683641.76000000 PA USD 552460.14000000 0.022196915345 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.44700000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BH0 1530000.00000000 PA USD 1828733.57000000 0.073475426196 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N ULTIMATE SOFTWARE GROUP INC 529900FKHWSTQ1GXK240 90385KAB7 1277898.62000000 PA USD 1207614.20000000 0.048519898951 Long LON CORP US N 2 2026-05-03 Floating 5.49100000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 85208EAD2 311062.50000000 PA USD 308599.82000000 0.012399019556 Long LON CORP US N 2 2024-02-03 Floating 4.37460000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAD8 430000.00000000 PA USD 384412.48000000 0.015445044191 Long DBT CORP MO N 2 2027-10-01 Fixed 5.50000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAE9 620000.00000000 PA USD 607265.94000000 0.024398919825 Long DBT CORP US N 2 2021-10-01 Fixed 5.00000000 N N N N N N BROOKLYN UNION GAS CO 83BQ1DXS6VA5GZFK8S35 114259AT1 3230000.00000000 PA USD 3424169.51000000 0.137577347648 Long DBT CORP US N 2 2029-03-04 Fixed 3.86500000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CT5 500000.00000000 PA USD 478275.00000000 0.019216281715 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N DELL INT LLC / EMC CORP N/A 000000000 1600000.00000000 PA USD 1600205.25000000 0.064293544272 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 29246BAE8 760000.00000000 PA USD 654392.30000000 0.026292377375 Long DBT CORP CO N 2 2029-07-18 Fixed 4.25000000 N N N N N N Volvo Financial Equipment Mast N/A 92887MAA4 1075000.00000000 PA USD 1038796.37000000 0.041737083667 Long ABS-O CORP US N 2 2022-11-15 Floating 1.20463000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 300000.00000000 PA 275841.36000000 0.011082839961 Long DBT CORP NL N 2 2024-10-15 Fixed 1.12500000 N N N N N N Fannie Mae - CAS N/A 30711XC36 567826.69000000 PA USD 469120.47000000 0.018848468161 Long ABS-MBS CORP US N 2 2030-08-25 Floating 3.14663000 N N N N N N GOODMAN HK FINANCE 213800SL4LTTO1S5AU13 000000000 550000.00000000 PA USD 596456.30000000 0.023964606747 Long DBT CORP HK N 2 2024-06-19 Fixed 4.37500000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAC3 875000.00000000 PA USD 878042.38000000 0.035278259855 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032658 108700000.00000000 PA USD 114965131.03000000 4.619104794020 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO 549300BNZ44C797ZPY53 98877EAG8 2600000.00000000 PA USD 2528689.80000000 0.101598485324 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 2.79263000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 27927WAL6 883000.00000000 PA USD 253862.50000000 0.010199766488 Long DBT NUSS EC N 2 2029-01-31 Fixed 10.75000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAG8 2105000.00000000 PA USD 1786162.60000000 0.071764996522 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AK7 250000.00000000 PA USD 249869.65000000 0.010039340518 Long DBT CORP GG N 2 2020-12-10 Fixed 3.12500000 N N N N N N Fannie Mae N/A 3136AYXQ1 326438.87000000 PA USD 365885.48000000 0.014700660622 Long ABS-MBS USGSE US N 2 2047-11-25 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAA9 4130000.00000000 PA USD 4080609.74000000 0.163952007392 Long DBT CORP US N 2 2021-04-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P7H8 7594.77000000 PA USD 8311.03000000 0.000333923148 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAS9 1700000.00000000 PA USD 1698366.47000000 0.068237496302 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 200000.00000000 PA USD 242960.00000000 0.009761722451 Long DBT NUSS RU N 2 2047-06-23 Fixed 5.25000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CE6 1517000.00000000 PA USD 1413430.16000000 0.056789236610 Long DBT CORP US N 2 2050-08-01 Fixed 3.12500000 N N N N N N USI INC/NY N/A 90351NAF2 167280.75000000 PA USD 153061.89000000 0.006149768225 Long LON CORP US N 2 2026-12-02 Floating 4.98450000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBR4 597692.51000000 PA USD 558842.50000000 0.022453347790 Long LON CORP US N 2 2025-12-09 Floating 3.23450000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 1840000.00000000 PA USD 1590588.00000000 0.063907139410 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAA4 1000000.00000000 PA USD 947541.00000000 0.038070597027 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.09125000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 600000.00000000 PA 604419.42000000 0.024284551459 Long DBT CORP IT N 2 N/A Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406M6P6 4711.89000000 PA USD 5217.35000000 0.000209624311 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFK9 7976919.14000000 PA USD 8445746.61000000 0.339335834316 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N SOC QUIMICA Y MINERA DE TJ88LXZZW5PWIN93ZC81 833636AE3 495000.00000000 PA USD 474578.78000000 0.019067773838 Long DBT CORP CL N 2 2023-04-03 Fixed 3.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828W71 2010000.00000000 PA USD 2153055.52000000 0.086506134382 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 2700000.00000000 PA USD 2096951.22000000 0.084251958366 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 100000.00000000 PA 115556.66000000 0.004642871428 Long DBT CORP GB N 2 2027-09-03 Fixed 4.00000000 N N N N N N MHP SE 213800D7DXFXGA292757 55302TAD7 520000.00000000 PA USD 442319.28000000 0.017771641613 Long DBT CORP UA N 2 2024-05-10 Fixed 7.75000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AQ8 1930000.00000000 PA USD 1134836.33000000 0.045595807053 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -10129.32000000 -0.00040697896 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-03 0.00000000 USD 0.00000000 USD 2900000.00000000 CAD -10129.32000000 N N N CABLEVISION SYSTEMS CORP N/A 12686CBB4 564000.00000000 PA USD 572651.76000000 0.023008180534 Long DBT CORP US N 2 2022-09-15 Fixed 5.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAQ1 2000000.00000000 PA USD 2062208.60000000 0.082856058573 Long DBT CORP US N 2 2024-04-24 Fixed 3.73700000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565EBC8 300000.00000000 PA USD 299688.36000000 0.012040972145 Long DBT CORP US N 2 2021-08-13 Fixed 3.40000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46648KAU0 2395000.00000000 PA USD 2542737.25000000 0.102162888139 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251525AV3 100000.00000000 PA USD 98548.89000000 0.003959527955 Long DBT CORP US N 2 2020-07-13 Floating 2.81788000 N N N N N N JP Morgan Mortgage Trust N/A 46591TAC8 993054.23000000 PA USD 1002009.30000000 0.040259041326 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAP8 51814.68000000 PA USD 48935.57000000 0.001966148552 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.39878000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AK0 835000.00000000 PA USD 774451.65000000 0.031116159284 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N FANNIE MAE OR FREDDIE MAC N/A 000000000 75000000.00000000 PA USD 79344726.00000000 3.187937081124 Long ABS-MBS USGSE US N 3 2050-04-01 Fixed 3.50000000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AX2 1018321.90000000 PA USD 964860.00000000 0.038766445196 Long LON CORP US N 2 2024-02-07 Floating 3.68340000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 87.46000000 0.000003513995 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2021-06-20 0.00000000 USD -25383.29000000 USD 3100000.00000000 USD 25470.75000000 N N N TERRIER MEDIA BUYER INC N/A 88145LAB0 523000.00000000 PA USD 453375.63000000 0.018215867083 Long LON CORP US N 2 2026-12-17 Floating 5.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFZ0 2200000.00000000 PA USD 2136555.96000000 0.085843209929 Long DBT CORP US N 2 2021-06-01 Floating 2.33038000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAN9 1700000.00000000 PA USD 1624018.50000000 0.065250320438 Long DBT CORP NL N 2 2115-06-05 Fixed 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416KWM6 3940.11000000 PA USD 4249.29000000 0.000170729295 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 10931762.00000000 PA USD 11890959.62000000 0.477758674253 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BB4 500000.00000000 PA USD 491076.75000000 0.019730634409 Long DBT CORP US N 2 2020-09-28 Fixed 2.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DBG6 10633556.34000000 PA USD 11342278.62000000 0.455713598369 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAD7 1000000.00000000 PA USD 1035642.00000000 0.041610346408 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76400000 N N N N N N LISTRINDO CAPITAL BV N/A 536576AD3 540000.00000000 PA USD 474522.30000000 0.019065504567 Long DBT CORP NL N 2 2026-09-14 Fixed 4.95000000 N N N N N N VVC HOLDING CORP 549300Z86PUW4ENZCD61 04685YAK5 401962.50000000 PA USD 377844.75000000 0.015181163892 Long LON CORP US N 2 2026-02-11 Floating 6.20730000 N N N N N N GVC HOLDINGS PLC 213800GNI3K45LQR8L28 000000000 522340.00000000 PA USD 434412.94000000 0.017453978225 Long LON CORP IM N 2 2024-03-16 Floating 3.25000000 N N N N N N Freddie Mac N/A 3132Y2LC8 161628.09000000 PA USD 172039.83000000 0.006912269802 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285Z9 2790000.00000000 PA USD 3021373.86000000 0.121393698734 Long DBT UST US N 2 2024-01-31 Fixed 2.50000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AL0 705000.00000000 PA USD 652689.00000000 0.026223941658 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N INEOS US FINANCE LLC 5493008MHJ4R367SNK31 45672JAK6 253840.67000000 PA USD 229218.13000000 0.009209597324 Long LON CORP US N 2 2024-03-31 Floating 3.74100000 N N N N N N DP WORLD CRESCENT LTD 21380096JRTWB8TL9236 26139PAA1 400000.00000000 PA USD 382613.60000000 0.015372768231 Long DBT CORP KY N 2 2023-05-31 Fixed 3.90800000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AD3 1000000.00000000 PA USD 966042.50000000 0.038813956049 Long DBT CORP US N 2 2026-05-01 Fixed 5.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 700000.00000000 PA USD 668986.50000000 0.026878747682 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAF4 2190000.00000000 PA USD 2134871.79000000 0.085775542822 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F6Y9 313778.12000000 PA USD 270694.69000000 0.010876055453 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.75160000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAR0 170000.00000000 PA USD 171009.12000000 0.006870857615 Long DBT CORP NL N 2 2022-01-17 Fixed 6.12500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAA5 860000.00000000 PA USD 824157.87000000 0.033113271252 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N Freddie Mac N/A 31297UVE7 61548.38000000 PA USD 75484.16000000 0.003032826059 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 310000.00000000 PA USD 259917.95000000 0.010443064241 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LBX6 488535.20000000 PA USD 472250.86000000 0.018974241945 Long LON CORP US N 2 2027-02-01 Floating 2.67490000 N N N N N N T-MOBILE US INC N/A 000000000 50000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 2 2025-03-01 Fixed 6.37500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAA3 2450000.00000000 PA USD 1030131.17000000 0.041388930566 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N Towd Point Mortgage Trust N/A 89173UAC1 615000.00000000 PA USD 553420.48000000 0.022235500184 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46646RAJ2 1065000.00000000 PA USD 1118974.63000000 0.044958510737 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.14130000 N N N N N N Citigroup Commercial Mortgage N/A 17322YAD2 785000.00000000 PA USD 812198.37000000 0.032632758741 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.63500000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AC1 520000.00000000 PA USD 476823.10000000 0.019157946825 Long DBT CORP US N 2 2027-02-15 Fixed 5.00000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122BZ0 4010000.00000000 PA USD 4258231.83000000 0.171088562973 Long DBT CORP US N 2 2024-07-26 Fixed 2.90000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 1490000.00000000 PA USD 2113122.62000000 0.084901697905 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W69 261793.31000000 PA USD 286625.40000000 0.011516124475 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAB6 565000.00000000 PA USD 502567.50000000 0.020192313336 Long DBT CORP BR N 2 2030-02-04 Fixed 4.62500000 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 116984.32000000 PA USD 112010.03000000 0.004500373825 Long DBT CORP KY N 2 2023-02-12 Floating 6.94463000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BJ7 300000.00000000 PA USD 294077.13000000 0.011815522400 Long DBT CORP US N 2 2021-09-21 Fixed 3.65000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBX0 900000.00000000 PA USD 908604.00000000 0.036506174130 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46651XAF9 970203.18000000 PA USD 969463.30000000 0.038951398015 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BE3 2100000.00000000 PA USD 2334924.48000000 0.093813322027 Long DBT CORP US N 2 2026-01-29 Fixed 4.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YE4 25600000.00000000 PA USD 26617999.36000000 1.069466257720 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5E54 1177222.47000000 PA USD 1278788.52000000 0.051379562919 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251525AT8 500000.00000000 PA USD 490213.10000000 0.019695934410 Long DBT CORP US N 2 2020-07-13 Fixed 2.70000000 N N N N N N Freddie Mac N/A 31335BWN2 2965621.26000000 PA USD 3209556.36000000 0.128954553753 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Bluemountain CLO Ltd 549300CBYHI3C2Y5HE76 09627XAU5 191188.61000000 PA USD 189040.61000000 0.007595332428 Long ABS-CBDO CORP KY N 2 2027-04-13 Floating 3.17788000 N N N N N N Morgan Stanley Capital I Trust N/A 61763QAS0 2200000.00000000 PA USD 2168970.10000000 0.087145555328 Long ABS-MBS CORP US N 2 2029-07-13 Variable 3.40150000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBG4 1115000.00000000 PA USD 1143152.41000000 0.045929933102 Long DBT CORP US N 2 2024-04-01 Fixed 3.15000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 1100000.00000000 PA USD 1376501.50000000 0.055305505422 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G38 11030000.00000000 PA USD 11980906.23000000 0.481372577127 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N Countrywide Asset-Backed Certi N/A 12669LAE0 922899.43000000 PA USD 515399.19000000 0.020707868968 Long ABS-MBS CORP US N 2 2037-09-25 Floating 1.25663000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HNV1 815000.00000000 PA USD 858856.54000000 0.034507405208 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94983RAD6 21243.14000000 PA USD 18017.56000000 0.000723915129 Long ABS-MBS CORP US N 2 2036-04-25 Variable 4.13795000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 260000.00000000 PA USD 276781.05000000 0.011120595118 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RFW7 1825000.00000000 PA USD 2055459.18000000 0.082584878277 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JY8 4805000.00000000 PA USD 5034038.49000000 0.202259164271 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 1065000.00000000 PA USD 1080203.30000000 0.043400744180 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29279FAA7 2730000.00000000 PA USD 2318822.69000000 0.093166379300 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCZ3 600000.00000000 PA USD 415560.00000000 0.016696498938 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N FHLMC Multifamily Structured P N/A 3137F5LN7 1070000.00000000 PA USD 1186449.71000000 0.047669545489 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.00000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 2900000.00000000 PA USD 2606256.97000000 0.104715003207 Long DBT CORP US N 2 2027-06-01 Fixed 4.50000000 N N N N N N New Century Home Equity Loan T N/A 64352VKB6 233599.48000000 PA USD 186227.84000000 0.007482320081 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.66663000 N N N N N N OCP CLO Ltd 254900XV0U0WEM36A370 67091YAJ3 1323050.49000000 PA USD 1295476.79000000 0.052050069422 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 2.63125000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AL3 2200000.00000000 PA USD 2070397.78000000 0.083185085994 Long DBT CORP IT N 2 2022-01-14 Floating 5.73775000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 1200000.00000000 PA USD 1245484.20000000 0.050041451591 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -38750.49000000 -0.00155692924 N/A DCR CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 IHS MARKIT LTD CMBX.NA.AAA.8 Y Default Event 2057-10-17 0.00000000 USD -864140.30000000 USD 14200000.00000000 USD 825389.81000000 N N N JP Morgan Mortgage Trust N/A 46648CAY0 930744.32000000 PA USD 842102.46000000 0.033834254570 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.52857800 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 327.00000000 NC USD 1342995.54000000 0.053959292540 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2020-06-30 39649521.72000000 USD 1342995.54000000 N N N Jamestown CLO Ltd 549300UY2VE3PHVMFV71 47048BAK6 569209.78000000 PA USD 551625.75000000 0.022163390964 Long ABS-CBDO CORP KY N 2 2027-07-25 Floating 2.62413000 N N N N N N MITSUBISHI UFJ TR & BANK JBONEPAGQXF4QP29B387 60682VAD2 500000.00000000 PA USD 500060.85000000 0.020091600373 Long DBT CORP JP N 2 2020-10-19 Fixed 2.65000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAH9 500000.00000000 PA USD 519077.65000000 0.020855663278 Long DBT CORP US N 2 2025-03-01 Fixed 3.22000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 200000.00000000 PA USD 198330.40000000 0.007968580501 Long DBT NUSS SA N 2 2021-10-26 Fixed 2.37500000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAN1 670000.00000000 PA USD 674265.02000000 0.027090829701 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 00654GAA1 475000.00000000 PA USD 394893.86000000 0.015866168337 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAH2 1100000.00000000 PA USD 855360.00000000 0.034366920136 Long DBT CORP US N 2 2025-02-01 Fixed 6.12500000 N N N N N N Fannie Mae N/A 3136A13P8 785234.22000000 PA USD 866331.33000000 0.034807729646 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 857006AD2 312000.00000000 PA USD 312161.24000000 0.012542111397 Long DBT CORP VG N 2 2020-05-04 Fixed 2.25000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAF9 3600000.00000000 PA USD 2985402.60000000 0.119948434261 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.44663000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780099CJ4 1800000.00000000 PA USD 1659969.00000000 0.066694750809 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 67053NAK0 351847.29000000 PA USD 323699.51000000 0.013005699598 Long LON CORP FR N 2 2025-07-31 Floating 4.56910000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 000000000 86948.89000000 PA USD 83362.25000000 0.003349354410 Long LON CORP CA N 2 2025-07-10 Floating 5.33780000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAF6 1900000.00000000 PA USD 1845454.23000000 0.074147234074 Long DBT CORP JP N 2 2021-09-13 Floating 1.91250000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 2000000.00000000 PA USD 1709518.40000000 0.068685562014 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 5000.00000000 PA USD 5700.22000000 0.000229025212 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 28326.75000000 0.001138120972 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2022-06-17 17060.35000000 USD 0.00000000 USD 4000000.00000000 CAD 11266.40000000 N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 49229QAA2 350000.00000000 PA USD 302617.00000000 0.012158639953 Long DBT CORP UA N 2 2022-01-31 Fixed 8.75000000 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 331000.00000000 PA USD 338975.51000000 0.013619463477 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 1535389.69000000 PA USD 1622833.20000000 0.065202697086 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N BALL METALPACK FINCO LLC N/A 05850DAB7 79000.00000000 PA USD 57275.00000000 0.002301212765 Long LON CORP US N 2 2026-07-31 Floating 10.50110000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VAY0 804960.06000000 PA USD 769407.39000000 0.030913489436 Long LON CORP US N 2 2026-08-12 Floating 2.55010000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAB1 625000.00000000 PA USD 602810.00000000 0.024219887681 Long DBT CORP NL N 2 2022-03-03 Fixed 3.00000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 000000000 400000.00000000 PA 375958.32000000 0.015105370321 Long DBT CORP ES N 2 N/A Fixed 5.87500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAC9 300000.00000000 PA USD 255363.78000000 0.010260085382 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CW3 2315000.00000000 PA USD 1264003.89000000 0.050785541456 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 200000.00000000 PA USD 195285.70000000 0.007846249597 Long DBT CORP US N 2 2022-07-15 Fixed 2.85000000 N N N N N N COMED FINANCING III N/A 20035AAA2 680000.00000000 PA USD 788460.00000000 0.031678991127 Long DBT CORP US N 2 2033-03-15 Fixed 6.35000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 370000.00000000 PA USD 269456.20000000 0.010826295016 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N PETKIM PETROKIMYA HOLDIN 529900XZCVZOEYWNBQ67 71638YAA4 475000.00000000 PA USD 396397.00000000 0.015926561963 Long DBT CORP TR N 2 2023-01-26 Fixed 5.87500000 N N N N N N Holmes Master Issuer Plc 5493007HX9EKP3XR9846 43641NCA0 1359570.03000000 PA USD 1353490.04000000 0.054380943825 Long ABS-MBS CORP GB N 2 2054-10-15 Floating 2.25125000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 865000.00000000 PA USD 772012.50000000 0.031018158356 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AM8 1455000.00000000 PA USD 1337984.39000000 0.053757952996 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N CDK GLOBAL INC 5493000L10CYRTHIJ385 12508EAD3 840000.00000000 PA USD 846199.20000000 0.033998854664 Long DBT CORP US N 2 2024-10-15 Variable 5.00000000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAD0 469200.00000000 PA USD 428210.69000000 0.017204782296 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57300000 N N N N N N RADIATE HOLDCO LLC 5493000GQJ5RDX9DNJ71 75025KAB4 180897.51000000 PA USD 166425.71000000 0.006686703942 Long LON CORP US N 2 2024-02-01 Floating 4.37460000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409JXU9 18219.09000000 PA USD 22442.02000000 0.000901682460 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K9YC7 2964000.00000000 PA USD 3108901.36000000 0.124910405854 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526BX6 2000000.00000000 PA USD 1904007.80000000 0.076499817623 Long DBT CORP US N 2 2021-10-14 Fixed 4.25000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DV3 1100000.00000000 PA USD 1019836.18000000 0.040975295256 Long DBT CORP US N 2 2022-02-15 Floating 2.59175000 N N N N N N PENNSYLVANIA ST HGR EDU ASSIST N/A 709163GH6 449842.37000000 PA USD 443211.69000000 0.017807497140 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.92400000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAL5 1600000.00000000 PA USD 1581992.00000000 0.063561766649 Long DBT CORP NL N 2 2024-04-15 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1185000.00000000 PA USD 1038593.25000000 0.041728922649 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAS8 8400000.00000000 PA USD 8378973.96000000 0.336653022015 Long DBT CORP GB N 2 2022-08-14 Fixed 2.25000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590LAT9 1640000.00000000 PA USD 1714557.02000000 0.068888005256 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14390000 N N N N N N RUSSIAN FEDERATION 5493004EHVGF71PDBU58 000000000 800000.00000000 PA USD 840344.00000000 0.033763602618 Long DBT NUSS RU N 2 2027-06-23 Fixed 4.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617MN3S0 1567000.00000000 PA USD 1670935.66000000 0.067135372686 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 3.00000000 N N N N N N American Money Management Corp 549300DYK366J47FIO80 00178LAB5 2400000.00000000 PA USD 2264884.80000000 0.090999245978 Long ABS-CBDO CORP KY N 2 2030-11-02 Floating 3.01325000 N N N N N N PRECISION DRILLING CORP 549300WF2OE8T5BP4B84 740212AL9 165000.00000000 PA USD 55859.51000000 0.002244340767 Long DBT CORP CA N 2 2026-01-15 Fixed 7.12500000 N N N N N N TRANSCANADA TRUST N/A 89356BAE8 2465000.00000000 PA USD 1890026.43000000 0.075938069790 Long DBT CORP CA N 2 2079-09-15 Fixed 5.50000000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -195569.17000000 -0.00785763894 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.32.V1 Y Default Event 2024-06-20 150734.13000000 USD 0.00000000 USD 4074000.00000000 USD -346303.30000000 N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAP7 500000.00000000 PA USD 477670.75000000 0.019192003971 Long DBT CORP US N 2 2021-04-26 Floating 2.22413000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GEU9 716000.00000000 PA USD 742581.64000000 0.029835676109 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAF9 500000.00000000 PA USD 500486.45000000 0.020108700262 Long DBT CORP US N 2 2021-01-19 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3133A0K78 1694327.33000000 PA USD 1781407.79000000 0.071573956287 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4043.94000000 -0.00016247867 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-03 0.00000000 USD 0.00000000 USD 2600000.00000000 CAD -4043.94000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2G8 1600000.00000000 PA USD 1669774.40000000 0.067088715220 Long DBT CORP FR N 2 2025-01-10 Fixed 4.70500000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 4180000.00000000 PA USD 4290972.73000000 0.172404037037 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N SAMHALLSBYGGNADSBOLAGET 549300HX9MRFY47AH564 000000000 900000.00000000 PA 922345.12000000 0.037058269123 Long DBT CORP SE N 2 2026-09-04 Fixed 1.12500000 N N N N N N Freddie Mac N/A 31335H5F6 5438.96000000 PA USD 5950.84000000 0.000239094700 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.50000000 N N N N N N IndyMac Residential Asset Back N/A 43710BAD8 1383659.57000000 PA USD 930765.79000000 0.037396597422 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.18663000 N N N N N N DIGICEL GROUP ONE LTD N/A 25382DAA4 344000.00000000 PA USD 170280.00000000 0.006841562804 Long DBT CORP JM N 2 2022-12-30 Fixed 8.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBR9 3193000.00000000 PA USD 3364321.05000000 0.135172737607 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAW0 430000.00000000 PA USD 408707.78000000 0.016421188311 Long DBT CORP US N 2 2029-12-01 Fixed 2.60000000 N N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 1800000.00000000 PA 2109196.99000000 0.084743972722 Long DBT NUSS ES N 1 2021-09-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LXE7 9875967.16000000 PA USD 10433073.43000000 0.419183269441 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 16940.64000000 0.000680646303 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -455000.00000000 GBP 582110.44000000 USD 2020-04-02 16940.64000000 N N N SHIMAO PROPERTY HLDGS 254900WTJ6B5CU69ZD26 000000000 590000.00000000 PA USD 565201.36000000 0.022708836045 Long DBT CORP HK N 2 2026-07-15 Fixed 5.60000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAT5 300000.00000000 PA USD 310568.07000000 0.012478100517 Long DBT CORP NL N 2 2022-06-15 Fixed 4.62500000 N N N N N N TURK TELEKOMUNIKASYON AS 789000A2TXOI10JZLF90 90011QAC4 700000.00000000 PA USD 663040.00000000 0.026639827356 Long DBT CORP TR N 2 2025-02-28 Fixed 6.87500000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAE1 950000.00000000 PA USD 949248.55000000 0.038139203502 Long DBT CORP US N 2 2021-05-13 Fixed 2.55000000 N N N N N N Freddie Mac N/A 31335B5H5 9878187.59000000 PA USD 10597201.11000000 0.425777642419 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414SHK2 102668.51000000 PA USD 113945.80000000 0.004578149794 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AP9 3565000.00000000 PA USD 4001814.10000000 0.160786131659 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBF5 1205000.00000000 PA USD 1227617.49000000 0.049323597359 Long DBT CORP US N 2 2024-06-15 Fixed 2.95000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 000000000 500000.00000000 PA 496837.15000000 0.019962077552 Long DBT CORP NL N 2 2030-02-28 Fixed 3.37500000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DR2 500000.00000000 PA USD 486308.50000000 0.019539054177 Long DBT CORP US N 2 2022-02-22 Fixed 3.40000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1800000.00000000 PA 1915593.95000000 0.076965329561 Long DBT CORP GB N 2 N/A Fixed 7.12500000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAX3 98820.68000000 PA USD 87939.78000000 0.003533271834 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.18249000 N N N N N N Banc of America Funding Corpor N/A 05946XXT5 106998.01000000 PA USD 85735.93000000 0.003444724863 Long ABS-MBS CORP US N 2 2035-06-20 Floating 2.41400000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 91136EAJ4 49250.01000000 PA USD 45864.07000000 0.001842740870 Long LON CORP US N 2 2025-10-31 Floating 3.50110000 N N N N N N COMM Mortgage Trust N/A 12593ABA2 780000.00000000 PA USD 821288.52000000 0.032997985615 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.49700000 N N N N N N AMERICAN TOWER TRUST I 5493004YGM0MQZJOEJ36 03027WAJ1 1285000.00000000 PA USD 1282068.53000000 0.051511348181 Long DBT CORP US N 2 2023-03-15 Fixed 3.07000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAC2 351000.00000000 PA USD 350241.84000000 0.014072125589 Long DBT CORP US N 2 2022-09-30 Fixed 6.75000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AD6 690000.00000000 PA USD 828330.44000000 0.033280918067 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AZ7 1000000.00000000 PA USD 1036434.80000000 0.041642199773 Long DBT CORP US N 2 2025-03-10 Fixed 3.95000000 N N N N N N T-MOBILE USA INC N/A 000000000 760000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHF9 2100000.00000000 PA USD 2179878.54000000 0.087583838023 Long DBT CORP US N 2 2024-03-05 Fixed 3.55000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBB3 246000.00000000 PA USD 229319.63000000 0.009213675423 Long DBT CORP CL N 2 2030-01-14 Fixed 3.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409FPK8 54351.86000000 PA USD 62909.53000000 0.002527598664 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.50000000 N N N N N N J.P. Morgan Alternative Loan T N/A 466278AA6 4155270.04000000 PA USD 2506530.77000000 0.100708172924 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.12663000 N N N N N N ALTICE FRANCE HOLDING SA 529900FLJD3NC14A8I62 02156TAB0 1660000.00000000 PA USD 1759600.00000000 0.070697756117 Long DBT CORP LU N 2 2027-05-15 Fixed 10.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 36046.20000000 PA USD 44273.49000000 0.001778834052 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9SN2 4064986.55000000 PA USD 4258872.18000000 0.171114291155 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 290226.59000000 0.011660814206 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -4702000.00000000 GBP 6130728.56000000 USD 2020-04-02 290226.59000000 N N N EXAMWORKS GROUP INC VPQEY6SB0BUIVT13IV95 000000000 725653.34000000 PA USD 658530.41000000 0.026458639646 Long LON CORP US N 2 2023-07-27 Floating 4.68340000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 995000.00000000 PA USD 847302.30000000 0.034043175359 Long DBT CORP VN N 2 2029-05-07 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GCT8 56416.38000000 PA USD 61818.71000000 0.002483771358 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 4.50000000 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AG7 170000.00000000 PA USD 148963.35000000 0.005985095810 Long DBT CORP CA N 2 2025-01-15 Fixed 7.62500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AQ0 545000.00000000 PA USD 490799.75000000 0.019719505017 Long DBT CORP LU N 2 2029-03-25 Fixed 6.25000000 N N N N N N OREGON ST 549300R5SUGZRD8KP359 68607LXQ5 30000.00000000 PA USD 35259.60000000 0.001416671176 Long DBT MUN US N 2 2027-06-01 Fixed 5.89200000 N N N N N N Freddie Mac - STACR N/A 35565LAA4 2000000.00000000 PA USD 1930646.20000000 0.077570103544 Long ABS-MBS CORP US N 2 2050-03-25 Floating 1.91138000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 8496000.00000000 PA USD 7988132.06000000 0.320949654586 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FR4 9306276.00000000 PA USD 10323074.13000000 0.414763683350 Long DBT UST US N 2 2025-01-15 Fixed 2.37500000 N N N N N N Fannie Mae N/A 3136AWPE1 366520.01000000 PA USD 411675.57000000 0.016540429101 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002KAA1 647830.85000000 PA USD 642948.47000000 0.025832583614 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532RAA4 840000.00000000 PA USD 920400.85000000 0.036980151638 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.19000000 N N N N N N Sequoia Mortgage Trust N/A 81745XAA5 250169.59000000 PA USD 254003.29000000 0.010205423192 Long ABS-MBS CORP US N 2 2047-07-25 Variable 3.50000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAU1 960000.00000000 PA USD 975695.71000000 0.039201805723 Long DBT CORP US N 2 2024-02-01 Fixed 3.85000000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 500000.00000000 PA USD 501017.20000000 0.020130024901 Long DBT CORP GB N 2 2021-06-01 Fixed 3.40000000 N N N N N N Apex Credit CLO LLC N/A 03755HAE3 2400000.00000000 PA USD 2197615.20000000 0.088296467066 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 2.82413000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -123453.06000000 -0.00496013544 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.33.V1 Y Default Event 2024-12-20 775622.16000000 USD 0.00000000 USD 37900000.00000000 USD -899075.22000000 N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AH9 400000.00000000 PA USD 388258.68000000 0.015599578011 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBE7 3680000.00000000 PA USD 3451542.29000000 0.138677139717 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAQ9 300000.00000000 PA USD 279151.32000000 0.011215828563 Long DBT CORP US N 2 2022-08-10 Floating 2.55413000 N N N N N N ALLERGAN FINANCE LLC 2549006TBOV0H6GV7T12 942683AF0 300000.00000000 PA USD 301120.74000000 0.012098522754 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N SINOPEC GRP DEV 2018 549300C6OZZ8LTVR8209 82939GAF5 1100000.00000000 PA USD 1102855.06000000 0.044310853639 Long DBT CORP CN N 2 2024-08-08 Fixed 2.50000000 N N N N N N Option One Mortgage Loan Trust N/A 68403FAE6 6055083.41000000 PA USD 4059143.24000000 0.163089519678 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.25663000 N N N N N N Fidelity Government Portfolio N/A 316175108 6477040.00000000 NS USD 6477040.00000000 0.260236527780 Long STIV RF US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CT5 3835000.00000000 PA USD 3833512.79000000 0.154024069277 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N Morgan Stanley Institutional Liquidity Funds - Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 6477040.00000000 NS USD 6477040.00000000 0.260236527780 Long STIV RF US N 1 N N N Morgan Stanley Capital I Trust N/A 61691UBE8 1000000.00000000 PA USD 1047403.50000000 0.042082903614 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 59284BAG3 200000.00000000 PA USD 175463.00000000 0.007049806991 Long DBT CORP MX N 2 2048-01-15 Fixed 5.50000000 N N N N N N Bank N/A 06540BBD0 2100000.00000000 PA USD 2159463.18000000 0.086763583339 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N Hardee's Funding N/A 411707AD4 492500.00000000 PA USD 438305.30000000 0.017610366676 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.95900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 900000.00000000 PA USD 1244460.96000000 0.050000339536 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAD9 3100000.00000000 PA USD 3266288.96000000 0.131233973802 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83850000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W77 1435403.57000000 PA USD 1571637.15000000 0.063145726264 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 500000.00000000 PA USD 477847.50000000 0.019199105487 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N SLM Student Loan Trust 5493001M3I3E3XROS356 78442GJS6 202223.80000000 PA USD 199372.06000000 0.008010432640 Long ABS-O CORP US N 2 2025-12-15 Floating 1.29050000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 1300000.00000000 PA 1294948.09000000 0.052028827149 Long DBT CORP ES N 2 N/A Fixed 6.25000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 480000.00000000 PA USD 373920.00000000 0.015023474066 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 933014.18000000 PA USD 867719.24000000 0.034863493525 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAU0 900000.00000000 PA USD 943262.91000000 0.037898710596 Long DBT CORP US N 2 2024-07-23 Fixed 3.79700000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAG5 2675000.00000000 PA USD 2815807.99000000 0.113134409269 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N FREMF Mortgage Trust N/A 30292KAQ2 1290000.00000000 PA USD 1283836.77000000 0.051582393077 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62970300 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DQ7 470000.00000000 PA USD 468239.71000000 0.018813080712 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WPLH5 996328.86000000 PA USD 1053263.38000000 0.042318343695 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N TICP CLO Ltd N/A 87248BAQ7 1172044.28000000 PA USD 1138122.97000000 0.045727858697 Long ABS-CBDO CORP KY N 2 2027-07-20 Floating 2.61913000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BA0 1298599.38000000 PA USD 1246655.40000000 0.050088508428 Long LON CORP US N 2 2025-03-13 Floating 2.73450000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AD2 200000.00000000 PA USD 191749.00000000 0.007704150964 Long DBT CORP MX N 2 2024-01-15 Fixed 4.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GK1 150000.00000000 PA USD 152882.15000000 0.006142546576 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XQ1 4200000.00000000 PA USD 4079250.00000000 0.163897375336 Long DBT CORP US N 2 2021-01-15 Fixed 3.20000000 N N N N N N AEROPUERTOS ARGENT 2000 549300349K24AVAQ7B24 00786PAC8 673750.00000000 PA USD 392685.42000000 0.015777436948 Long DBT CORP AR N 2 2027-02-01 Fixed 6.87500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2569262.55625000 PA USD 2751393.21000000 0.110546332202 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05367AAD5 500000.00000000 PA USD 495749.65000000 0.019918383638 Long DBT CORP US N 2 2021-04-06 Fixed 6.75000000 N N N N N N DEVT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 495000.00000000 PA USD 428157.72000000 0.017202654051 Long DBT NUSS MN N 2 2023-10-23 Fixed 7.25000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAK7 2115000.00000000 PA USD 2123464.65000000 0.085317223203 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -60042.03000000 -0.00241238735 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-04 9484.88000000 USD 0.00000000 USD 20500000.00000000 CAD -69526.91000000 N N N GSR Mortgage Loan Trust N/A 362290AC2 596856.98000000 PA USD 451023.09000000 0.018121345999 Long ABS-MBS CORP US N 2 2047-03-25 Variable 3.80036700 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AC1 360000.00000000 PA USD 369708.30000000 0.014854255073 Long DBT CORP US N 2 2026-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LDH9 315522.64000000 PA USD 356527.14000000 0.014324658327 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3128MJ2D1 599757.65000000 PA USD 643160.85000000 0.025841116684 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 1935000.00000000 PA USD 1967739.04000000 0.079060431207 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N JP Morgan Chase Commercial Mor N/A 46646JAA9 705000.00000000 PA USD 603826.79000000 0.024260740586 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 2.79780000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 31428XBQ8 4985000.00000000 PA USD 4411732.98000000 0.177255979924 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N JP Morgan Mortgage Trust N/A 46628BAX8 342518.54000000 PA USD 280522.96000000 0.011270938742 Long ABS-MBS CORP US N 2 2036-10-25 Variable 4.04777800 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BL2 3000000.00000000 PA USD 2996405.70000000 0.120390520235 Long DBT CORP US N 2 2023-09-21 Fixed 3.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAY4 323358.18000000 PA USD 307600.74000000 0.012358878209 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.59808100 N N N N N N BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 000000000 1.00000000 NC USD 5.65000000 0.000000227007 N/A DCR CORP FR N 2 BNP PARIBAS SA QHSFEYI7HUOXXZ413E03 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2021-06-20 0.00000000 USD -1615.38000000 USD 200000.00000000 USD 1621.03000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 5.65000000 0.000000227007 N/A DCR CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2021-06-20 0.00000000 USD -1595.35000000 USD 200000.00000000 USD 1601.00000000 N N N Long Beach Mortgage Loan Trust N/A 542514RM8 3038573.44000000 PA USD 2478326.13000000 0.099574958125 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.24663000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBD0 89000.00000000 PA USD 87240.03000000 0.003505157061 Long DBT CORP NL N 2 2049-03-19 Fixed 6.90000000 N N N N N N UNITED AIR 2014-2 A PTT N/A 90932QAA4 0.00710000 PA USD 0.01000000 0.000000000401 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N TECTA AMERICA CORP 54930083ULRH07WCC129 000000000 280139.79000000 PA USD 247923.71000000 0.009961155936 Long LON CORP US N 2 2025-11-21 Floating 6.17930000 N N N N N N Freddie Mac N/A 31397FPF3 552807.15000000 PA USD 116081.43000000 0.004663955801 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 6.04537000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 056752AK4 565000.00000000 PA USD 586709.96000000 0.023573015266 Long DBT CORP CN N 2 2023-09-29 Fixed 3.87500000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU N/A 83404JAA4 399061.14000000 PA USD 395593.54000000 0.015894280298 Long ABS-O CORP US N 2 2026-05-25 Fixed 2.77000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BNQ1 4190509.44000000 PA USD 4163945.38000000 0.167300292658 Long ABS-MBS USGA US N 2 2061-10-20 Floating 2.36188000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 1066000.00000000 PA USD 1039936.30000000 0.041782884129 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLV2 4742036.41000000 PA USD 5011238.02000000 0.201343079895 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 5202849.13000000 PA USD 5659809.65000000 0.227401592581 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 1662973.00000000 PA USD 1928844.63000000 0.077497719504 Long DBT UST US N 2 2027-01-15 Fixed 2.37500000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AP7 500000.00000000 PA USD 494911.00000000 0.019884688098 Long DBT CORP US N 2 2021-11-12 Fixed 4.00000000 N N N N N N Cantor Commercial Real Estate N/A 12529TAX1 800000.00000000 PA USD 799304.16000000 0.032114691161 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00550000 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 24023MAA2 530000.00000000 PA USD 551682.14000000 0.022165656619 Long DBT CORP SG N 2 2028-12-11 Fixed 4.52000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GCU2 705000.00000000 PA USD 671512.50000000 0.026980238096 Long DBT CORP US N 2 2025-05-01 Fixed 5.12500000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 515000.00000000 PA USD 563543.90000000 0.022642242102 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AH4 300000.00000000 PA USD 297812.67000000 0.011965610088 Long DBT CORP US N 2 2020-11-13 Fixed 2.15000000 N N N N N N EUREX CLEARING AG 529900LN3S50JPU47S06 000000000 122.00000000 NC -835827.15000000 -0.03358212321 N/A DIR CORP DE N 1 EUREX CLEARING AG 529900LN3S50JPU47S06 Long BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2020-06-08 20057586.56000000 USD -835827.15000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J87H0 3746229.71000000 PA USD 4311581.10000000 0.173232046537 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YB36 11243.58000000 PA USD 12423.67000000 0.000499162077 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Freddie Mac N/A 3132DVKS3 4090077.07000000 PA USD 4478849.53000000 0.179952609546 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CV0 2320000.00000000 PA USD 2444841.75000000 0.098229612290 Long DBT CORP US N 2 2028-03-14 Fixed 3.95000000 N N N N N N Credit Suisse Mortgage Trust N/A 126378BN7 224201.78000000 PA USD 170879.35000000 0.006865643675 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380C6D0 230000.00000000 PA USD 260368.05000000 0.010461148499 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAX9 2310000.00000000 PA USD 2531364.99000000 0.101705969940 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAH9 670000.00000000 PA USD 703093.18000000 0.028249096480 Long DBT CORP US N 2 2024-02-15 Fixed 5.25000000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 340173.32000000 PA USD 322939.70000000 0.012975171715 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.87452400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5Z22 405298.00000000 PA USD 443769.98000000 0.017829928289 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N FREMF Mortgage Trust N/A 30263HAL5 75000.00000000 PA USD 74817.88000000 0.003006056054 Long ABS-MBS CORP US N 2 2044-08-25 Variable 4.96098700 N N N N N N CDK GLOBAL INC 5493000L10CYRTHIJ385 12508EAG6 1003000.00000000 PA USD 1065236.15000000 0.042799389372 Long DBT CORP US N 2 2026-06-15 Fixed 5.87500000 N N N N N N Equifirst Mortgage Loan Trust N/A 29445FBP2 662360.69000000 PA USD 564951.61000000 0.022698801512 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.94663000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 453000.00000000 PA USD 440769.00000000 0.017709353981 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 365000.00000000 PA USD 93976.55000000 0.003775819056 Long DBT CORP GB N 2 2025-03-01 Fixed 7.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVW1 1300000.00000000 PA USD 1292237.31000000 0.051919912587 Long DBT CORP US N 2 2021-04-23 Floating 3.15413000 N N N N N N Crown Point CLO Ltd N/A 22845LAA4 400000.00000000 PA USD 386026.00000000 0.015509872700 Long ABS-CBDO CORP KY N 2 2028-07-17 Floating 2.77613000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAD1 510000.00000000 PA USD 529681.87000000 0.021281722928 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.61700000 N N N N N N FANNIE MAE OR FREDDIE MAC N/A 01F030652 210200000.00000000 PA USD 220110047.16000000 8.843649939245 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFW4 1000000.00000000 PA USD 1006834.10000000 0.040452893641 Long DBT CORP US N 2 2021-04-19 Fixed 2.62500000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677AAB0 835000.00000000 PA USD 881791.15000000 0.035428879102 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BK8 4195000.00000000 PA USD 5154082.71000000 0.207082338281 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LZ2 1800000.00000000 PA USD 1903923.00000000 0.076496410502 Long DBT CORP US N 2 2024-06-01 Fixed 4.04400000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAJ4 145000.00000000 PA USD 126693.75000000 0.005090340895 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAK2 206000.00000000 PA USD 142140.00000000 0.005710945132 Long DBT NUSS LK N 2 2022-07-25 Fixed 5.87500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAB3 5200000.00000000 PA USD 5504622.76000000 0.221166445444 Long DBT CORP GB N 2 2029-03-08 Fixed 4.30200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHJ1 1800000.00000000 PA USD 1758719.70000000 0.070662387150 Long DBT CORP US N 2 2022-06-25 Floating 1.86563000 N N N N N N Freddie Mac N/A 3132DV4A0 4304869.57000000 PA USD 4547134.28000000 0.182696175471 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 16700000.00000000 PA USD 22334292.76000000 0.897354161514 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 1700000.00000000 PA USD 1809371.03000000 0.072697472041 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 7716939.32000000 PA USD 8732417.54000000 0.350853788109 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 745000.00000000 PA USD 600656.25000000 0.024133353644 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N Fannie Mae N/A 31359VH97 55670.94000000 PA USD 62990.34000000 0.002530845473 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 6.00000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 10552TAG2 475000.00000000 PA USD 401137.50000000 0.016117027247 Long DBT CORP BR N 2 2030-01-24 Fixed 4.87500000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AD7 700000.00000000 PA USD 698703.18000000 0.028072713695 Long DBT CORP GB N 2 2020-07-21 Fixed 2.95000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128284F4 12700000.00000000 PA USD 14101960.62000000 0.566592960155 Long DBT UST US N 2 2025-03-31 Fixed 2.62500000 N N N N N N UBS AG LONDON BFM8T61CT2L1QCEMIK50 902674XE5 2800000.00000000 PA USD 2791283.60000000 0.112149060699 Long DBT CORP GB N 2 2020-06-08 Floating 1.57888000 N N N N N N PRIME SECURITY SERVICES BOR 549300O6QPZVWXV2DC15 03765VAJ9 455954.89000000 PA USD 414918.95000000 0.016670742632 Long LON CORP US N 2 2026-09-23 Floating 4.25000000 N N N N N N AMERICAN AIRLINES INC IWUQB36BXD6OWD6X4T14 02376CBA2 898138.22000000 PA USD 750843.55000000 0.030167625699 Long LON CORP US N 2 2023-12-14 Floating 3.69180000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AB8 3800000.00000000 PA USD 3881925.34000000 0.155969203769 Long DBT CORP US N 2 2020-12-15 Fixed 6.50000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAB3 384704.27000000 PA USD 329691.56000000 0.013246450047 Long LON CORP US N 2 2025-10-02 Floating 5.68340000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 34540RAC0 1900000.00000000 PA USD 1805146.49000000 0.072527737159 Long DBT CORP US N 2 2020-09-24 Floating 2.13413000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 2600000.00000000 PA USD 2204195.50000000 0.088560852406 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEU4 1600000.00000000 PA USD 1814664.00000000 0.072910134636 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 983.11000000 0.000039499699 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -241000.00000000 EUR 267149.58000000 USD 2020-05-04 983.11000000 N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAC5 1000000.00000000 PA USD 935602.10000000 0.037590912189 Long DBT CORP US N 2 2023-05-01 Fixed 3.87500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 410000.00000000 PA USD 403599.57000000 0.016215949061 Long DBT CORP CH N 2 2024-06-12 Fixed 4.20700000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAH7 470000.00000000 PA USD 443283.23000000 0.017810371496 Long DBT CORP NL N 2 2023-04-24 Fixed 4.44100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 18290000.00000000 PA USD 21253193.99000000 0.853917438861 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RSG2 1705393.25000000 PA USD 1695604.80000000 0.068126537066 Long ABS-MBS USGA US N 2 2065-07-20 Floating 2.58188000 N N N N N N PENN NATIONAL GAMING INC N/A 70757DAV1 987500.00000000 PA USD 764215.39000000 0.030704883645 Long LON CORP US N 2 2025-10-15 Floating 4.08610000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAA6 315000.00000000 PA USD 241927.88000000 0.009720253613 Long DBT CORP KY N 2 N/A Fixed 6.75000000 N N N N N N Discover Card Execution Note T 549300CKCX1QE4RUW216 254683CF0 560000.00000000 PA USD 553123.54000000 0.022223569637 Long ABS-O CORP US N 2 2023-12-15 Floating 0.93463000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAA5 800000.00000000 PA USD 777608.80000000 0.031243008238 Long DBT CORP GB N 2 2024-03-08 Fixed 3.76600000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659AW1 835000.00000000 PA USD 956753.35000000 0.038440733691 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 31335BW77 1700762.42000000 PA USD 1928115.75000000 0.077468434337 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N ALLISON TRANSMISSION INC MWKQ3I0U1GXP2YDSZW75 019736AF4 175000.00000000 PA USD 172719.31000000 0.006939570160 Long DBT CORP US N 2 2029-06-01 Fixed 5.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 3770000.00000000 PA USD 5242950.69000000 0.210652903624 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N MARINER CLO LLC 635400SMPSPMTZRZQF40 56844YAA5 1800000.00000000 PA USD 1688121.00000000 0.067825850622 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 2.90413000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBF5 2048000.00000000 PA USD 1876480.00000000 0.075393797112 Long DBT CORP NL N 2 2030-01-15 Fixed 5.09300000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 46650CAA7 370000.00000000 PA USD 370754.80000000 0.014896301676 Long DBT CORP AT N 2 2026-01-15 Fixed 7.00000000 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 48300TAD4 455000.00000000 PA USD 394912.70000000 0.015866925296 Long DBT CORP CN N 2 2022-10-22 Fixed 11.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MGC5 100181.90000000 PA USD 109582.56000000 0.004402842180 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QADH0 2102479.89000000 PA USD 2261354.41000000 0.090857400871 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829229AQ6 1548000.00000000 PA USD 1486080.00000000 0.059708184479 Long LON CORP US N 2 2024-01-03 Floating 3.68340000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 852061AR1 200000.00000000 PA USD 201950.00000000 0.008114009915 Long DBT CORP US N 2 2020-08-15 Fixed 7.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 12255.00000000 0.000492385201 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -598800.76000000 USD 65700000.00000000 JPY 2020-04-02 12255.00000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -132304.73000000 -0.00531578059 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -9554838.79000000 USD 49078525.00000000 BRL 2020-05-05 -132304.73000000 N N N SCHLUMBERGER HLDGS CORP 529900IKZG65COT1D505 806851AH4 2125000.00000000 PA USD 2069756.16000000 0.083159306786 Long DBT CORP US N 2 2029-05-01 Fixed 4.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46649CAQ6 423451.51000000 PA USD 420463.89000000 0.016893528956 Long ABS-MBS CORP US N 2 2048-10-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VSB1 4770.40000000 PA USD 5689.58000000 0.000228597714 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DA9 1400000.00000000 PA USD 1349939.64000000 0.054238294749 Long DBT CORP US N 2 2021-02-12 Floating 2.14313000 N N N N N N GUSAP III LP 549300WY05UJ7WTHIN64 36258GAA5 2120000.00000000 PA USD 1878871.20000000 0.075489871489 Long DBT CORP US N 2 2030-01-21 Fixed 4.25000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAA3 1145000.00000000 PA USD 1085925.21000000 0.043630640860 Long DBT CORP US N 2 2025-04-10 Fixed 3.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397VR1 700000.00000000 PA USD 682500.00000000 0.027421697289 Long DBT CORP US N 2 2021-02-01 Fixed 5.75000000 N N N N N N AMERICAN MUNI PWR-OHIO INC OH EARKGGZJJEMVD66XQ486 02765UEK6 1500000.00000000 PA USD 2538300.00000000 0.101984606929 Long DBT MUN US N 2 2050-02-15 Fixed 8.08400000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAR9 200000.00000000 PA USD 192503.36000000 0.007734459875 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3128NHYH0 147040.88000000 PA USD 149568.23000000 0.006009398867 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 5.05500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 223000.00000000 PA 220958.02000000 0.008877720055 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N BIOCEANICO SOVEREIGN N/A 09076AAA5 590000.00000000 PA USD 336300.00000000 0.013511966004 Long DBT CORP KY N 2 2034-06-05 None 0.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBD0 1600000.00000000 PA USD 1571483.04000000 0.063139534385 Long DBT CORP JP N 2 2026-05-25 Fixed 2.22600000 N N N N N N Sequoia Mortgage Trust N/A 81744HAH6 424072.69000000 PA USD 298953.65000000 0.012011452738 Long ABS-MBS CORP US N 2 2046-09-20 Variable 3.64059000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YGC6 365792.98000000 PA USD 400357.38000000 0.016085683343 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N NEW YORK CITY NY TRANSITIONAL N/A 64971M4P4 700000.00000000 PA USD 916279.00000000 0.036814542667 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 2600000.00000000 PA USD 2472993.12000000 0.099360686791 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 480000.00000000 PA USD 517266.91000000 0.020782910804 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N Freddie Mac N/A 31396NG75 1259576.23000000 PA USD 1467767.30000000 0.058972411123 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N ISRAEL CHEMICALS LIMITED 529900FQVQD88SHIGM04 000000000 350000.00000000 PA USD 437013.50000000 0.017558464334 Long DBT CORP IL N 2 2038-05-31 Fixed 6.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 1009550.89000000 PA USD 1144318.56000000 0.045976787039 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 1640.60000000 PA USD 1818.06000000 0.000073046580 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EH2 29275000.00000000 PA USD 20989501.68000000 0.843322727209 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N CFIP CLO LTD 635400N9HTJKJSK1AS88 12528JAA4 2300000.00000000 PA USD 2191557.30000000 0.088053070875 Long ABS-CBDO CORP KY N 2 2030-01-18 Floating 3.03913000 N N N N N N DATTO INC N/A 23820PAD6 342412.50000000 PA USD 296828.84000000 0.011926081461 Long LON CORP US N 2 2026-04-02 Floating 5.68340000 N N N N N N Countrywide Asset-Backed Certi N/A 12666TAF3 124278.53000000 PA USD 121502.96000000 0.004881783719 Long ABS-MBS CORP US N 2 2046-09-25 Variable 6.15000000 N N N N N N RESORTS WORLD/RWLV CAP N/A 76120HAA5 600000.00000000 PA USD 531718.62000000 0.021363556103 Long DBT CORP US N 2 2029-04-16 Fixed 4.62500000 N N N N N N FannieMae Whole Loan N/A 31394AB47 34468.77000000 PA USD 40749.54000000 0.001637247693 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 69353FAX2 792534.92000000 PA USD 715262.77000000 0.028738050053 Long LON CORP US N 2 2027-02-07 Floating 3.23450000 N N N N N N BLUE RIBBON LLC N/A 09582EAB2 245722.62358700 PA USD 194530.49000000 0.007815906535 Long LON CORP US N 2 2021-11-13 Floating 5.71310000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 11102AAE1 1700000.00000000 PA USD 1667585.59000000 0.067000772531 Long DBT CORP GB N 2 2029-11-08 Fixed 3.25000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -31.00000000 NC -102069.70000000 -0.00410098815 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UK TSY 4 3/4% 2030 United Kingdom Gilt 2020-06-26 -5365484.47000000 USD -102069.70000000 N N N FREMF Mortgage Trust N/A 30261UAL8 945000.00000000 PA USD 942722.74000000 0.037877007478 Long ABS-MBS CORP US N 2 2046-04-25 Variable 3.49209300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PY3 4032931.51000000 PA USD 4269235.08000000 0.171530654974 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBL0 1300000.00000000 PA USD 1188214.30000000 0.047740443735 Long DBT CORP IT N 2 2029-09-23 Fixed 4.00000000 N N N N N N SCHAEFFLER FINANCE BV 529900KEH8410ESH1483 000000000 2600000.00000000 PA 2727753.16000000 0.109596514920 Long DBT CORP NL N 2 2025-05-15 Fixed 3.25000000 N N N N N N CNH Equipment Trust N/A 12596TAB7 1828275.12000000 PA USD 1830022.59000000 0.073527216843 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.55000000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 000000000 1.00000000 NC -453982.43000000 -0.01824024728 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2025-03-18 30943.21000000 USD 0.00000000 USD 31600000.00000000 GBP -484925.64000000 N N N Mercedes-Benz Auto Lease Trust N/A 58769QAB7 350000.00000000 PA USD 349649.23000000 0.014048315520 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.01000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -171581.65000000 -0.00689386090 N/A DFE CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 -4680518.73000000 USD 3630000.00000000 GBP 2020-04-02 -171581.65000000 N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 700000.00000000 PA USD 349902.21000000 0.014058479829 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KAH1 500000.00000000 PA USD 317600.75000000 0.012760661722 Long ABS-MBS CORP US N 2 2050-02-25 Floating 2.79663000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 3500000.00000000 PA USD 3725139.60000000 0.149669817540 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N Venture CDO Ltd 549300LQ92YS70N4PB21 92330JCC8 1558165.36000000 PA USD 1519670.88000000 0.061057809304 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.65125000 N N N N N N HOA Funding LLC N/A 40433JAA9 1250450.00000000 PA USD 1192641.70000000 0.047918329189 Long ABS-O CORP US N 2 2044-08-20 Fixed 4.84600000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 880000.00000000 PA USD 920523.38000000 0.036985074687 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164QMS4 251000.00000000 PA USD 249616.59000000 0.010029172995 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34200000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AD9 270000.00000000 PA USD 252617.40000000 0.010149740472 Long DBT CORP TR N 2 2022-09-13 Fixed 5.25000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAW1 1075000.00000000 PA USD 1041464.95000000 0.041844302705 Long DBT CORP US N 2 2022-06-01 Variable 3.49700000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 2445000.00000000 PA USD 2396100.00000000 0.096271251098 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CB3 5700000.00000000 PA USD 5281049.43000000 0.212183646650 Long DBT CORP US N 2 2025-11-26 Fixed 3.96100000 N N N N N N MidOcean Credit CLO 549300XXQYQPW7OQNX23 59802MAA5 1250000.00000000 PA USD 1156451.25000000 0.046464258032 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 2.96913000 N N N N N N Freddie Mac - STACR N/A 3137G0MD8 750000.00000000 PA USD 659998.95000000 0.026517643103 Long ABS-MBS CORP US N 2 2029-07-25 Floating 4.19663000 N N N N N N Atrium CDO Corp 549300O252OCTN35RH57 04965CAJ7 2500000.00000000 PA USD 2442867.50000000 0.098150290260 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 2.63213000 N N N N N N GAZPROM PJSC (GAZ FN) N/A 000000000 935000.00000000 PA USD 865810.00000000 0.034786783487 Long DBT CORP GB N 2 2030-02-25 Fixed 3.25000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BJ9 310000.00000000 PA USD 234825.00000000 0.009434871891 Long DBT CORP CA N 2 2022-10-15 Fixed 6.00000000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CM0 200000.00000000 PA USD 148043.00000000 0.005948117702 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AD9 200000.00000000 PA USD 144000.00000000 0.005785676790 Long DBT CORP NL N 2 2023-04-23 Fixed 7.75000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89114QBH0 950000.00000000 PA USD 944338.95000000 0.037941944066 Long DBT CORP CA N 2 2021-04-07 Floating 2.87388000 N N N N N N Freddie Mac N/A 31329QHG9 2092399.44000000 PA USD 2265786.33000000 0.091035467931 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAD2 200000.00000000 PA USD 201585.60000000 0.008099368939 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 545000.00000000 PA USD 340736.73000000 0.013690226322 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 1000000.00000000 PA USD 929305.00000000 0.037337905347 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415M5X9 1875.55000000 PA USD 2024.09000000 0.000081324517 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DC1 266000.00000000 PA USD 267922.20000000 0.010764661487 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEF9 4000000.00000000 PA USD 4238418.40000000 0.170292492820 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46648HAC7 244587.78000000 PA USD 248826.98000000 0.009997447799 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 456829AA8 225000.00000000 PA USD 197672.06000000 0.007942129511 Long DBT CORP MX N 2 2028-01-14 Fixed 3.75000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAE4 825000.00000000 PA USD 777654.32000000 0.031244837155 Long DBT CORP NL N 2 2021-04-23 Fixed 3.93300000 N N N N N N GS Mortgage-Backed Securities N/A 36258FAA7 784620.51000000 PA USD 792804.73000000 0.031853555041 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AF4 400000.00000000 PA USD 414700.00000000 0.016661945590 Long DBT CORP US N 2 2021-11-15 Fixed 6.75000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAD2 400000.00000000 PA USD 379312.48000000 0.015240134805 Long DBT CORP IE N 2 2021-03-15 Fixed 3.62500000 N N N N N N USB CAPITAL IX N/A 91731KAA8 525000.00000000 PA USD 392041.13000000 0.015751550464 Long DBT CORP US N 2 N/A Floating 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 6752.54000000 0.000271305652 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1589000.00000000 EUR -1745855.43000000 USD 2020-04-02 6752.54000000 N N N BOISE CASCADE COMPANY 549300Z8B8LSRHC7XA55 09739DAC4 137000.00000000 PA USD 131005.57000000 0.005263582540 Long DBT CORP US N 2 2024-09-01 Fixed 5.62500000 N N N N N N AMBAC ASSURANCE CORP 549300RYYRVPPB8NC636 023138AA8 29742.97000000 PA USD 41302.95000000 0.001659482772 Long DBT CORP US N 2 2020-06-07 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGN4 15571.16000000 PA USD 17258.89000000 0.000693433050 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YJD1 320707.77000000 PA USD 353850.99000000 0.014217135140 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 43145000.00000000 PA USD 66321954.69000000 2.664704124744 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAG3 250000.00000000 PA USD 253489.08000000 0.010184763103 Long DBT CORP US N 2 2022-11-01 Fixed 2.70000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 1.00000000 NC USD -1742534.92000000 -0.07001211002 N/A DFE CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 -11186498.53000000 USD 49078525.00000000 BRL 2020-04-02 -1742534.92000000 N N N Countrywide Alternative Loan T N/A 021482AE4 1070531.64000000 PA USD 798133.04000000 0.032067637537 Long ABS-MBS CORP US N 2 2037-08-25 Variable 6.00000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BD0 451000.00000000 PA USD 427272.53000000 0.017167088611 Long DBT CORP US N 2 2021-01-15 Floating 2.33125000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7MQ5 114084.34000000 PA USD 126501.04000000 0.005082598132 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N CRESTWOOD MIDSTREAM PART N/A 226373AL2 410000.00000000 PA USD 232246.55000000 0.009331274125 Long DBT CORP US N 2 2023-04-01 Variable 6.25000000 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BV1 72618.89996100 PA USD 88918.84000000 0.003572608811 Long DBT CORP US N 2 2033-01-10 Fixed 5.77300000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAG7 230000.00000000 PA USD 213611.35000000 0.008582543263 Long DBT CORP US N 2 2025-07-01 Fixed 5.87500000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAH6 300000.00000000 PA USD 308185.29000000 0.012382364441 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HRU6 2900000.00000000 PA USD 2889097.16000000 0.116079044337 Long DBT CORP US N 2 2021-06-07 Floating 2.09888000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAL4 205000.00000000 PA USD 207111.50000000 0.008321390268 Long DBT CORP IE N 2 2025-02-15 Fixed 6.00000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 1000000.00000000 PA USD 1030514.70000000 0.041404340154 Long DBT CORP NL N 2 2023-06-01 Fixed 4.62500000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAD1 185000.00000000 PA USD 181356.43000000 0.007286595054 Long DBT CORP ID N 2 2047-05-15 Fixed 5.25000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AE9 500000.00000000 PA USD 526498.50000000 0.021153820498 Long DBT CORP BM N 2 2025-05-15 Fixed 4.45000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAB6 600000.00000000 PA USD 600892.56000000 0.024142848181 Long ABS-O CORP US N 2 2022-04-20 Fixed 2.13000000 N N N N N N PENNSYLVANIA ELECTRIC CO O1PLQWO3TX952VMBJ146 708696BW8 200000.00000000 PA USD 200000.00000000 0.008035662209 Long DBT CORP US N 2 2020-04-01 Fixed 5.20000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 000000000 200000.00000000 PA USD 199065.71000000 0.007998124015 Long DBT CORP JP N 2 2021-07-21 Fixed 1.90000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 53944VAK5 1500000.00000000 PA USD 1481812.35000000 0.059536717510 Long DBT CORP GB N 2 2020-08-17 Fixed 2.70000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 3076.87000000 0.000123623439 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CDS INDEX COMPANY CDX.NA.HY.29 Y Default Event 2020-12-20 4038.98000000 USD 0.00000000 USD 800000.00000000 EUR -962.11000000 N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAA7 200000.00000000 PA USD 115249.00000000 0.004630510169 Long DBT CORP CL N 2 2024-09-21 Fixed 6.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBB5 400000.00000000 PA USD 405228.60000000 0.016281400735 Long DBT CORP US N 2 2022-02-25 Fixed 3.20000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAE9 494000.00000000 PA USD 503880.00000000 0.020245047370 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCE3 1220000.00000000 PA USD 1072550.80000000 0.043093279655 Long DBT CORP US N 2 2028-03-01 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380VND9 196000.00000000 PA USD 213217.82000000 0.008566731892 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAC9 384000.00000000 PA USD 364349.95000000 0.014638965620 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MEB4 32978.03000000 PA USD 30237.95000000 0.001214909760 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.75000000 N N N N N N Washington Mutual Mortgage Pas N/A 9393362P7 2750.84000000 PA USD 215.07000000 0.000008641149 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89178BAA2 11238936.53000000 PA USD 10995561.86000000 0.441783104541 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N LATAM AIR 2015-1 PTT A N/A 51817TAB8 382585.03000000 PA USD 347594.76000000 0.013965770385 Long DBT CORP CL N 2 2027-11-15 Fixed 4.20000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 15047.11000000 0.000604567465 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2022-03-03 0.00000000 USD 0.00000000 USD 8800000.00000000 CAD 15047.11000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 1000000.00000000 PA USD 1038097.00000000 0.041708984162 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N PENARTH MASTER ISSUER 213800F8FTNP3LEAW656 70659PAK7 1625000.00000000 PA USD 1614918.50000000 0.064884697807 Long ABS-O CORP GB N 2 2022-09-18 Floating 1.06163000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -821.57000000 -0.00003300929 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-03 0.00000000 USD 0.00000000 USD 800000.00000000 CAD -821.57000000 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BF6 2400000.00000000 PA USD 2685414.48000000 0.107895418266 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAL0 645000.00000000 PA USD 669881.71000000 0.026914715708 Long DBT CORP CN N 2 2024-04-11 Fixed 3.28000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EA66 2440000.00000000 PA USD 2454779.57000000 0.098628897113 Long DBT CORP US N 2 2020-06-15 Fixed 6.00000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAE5 205000.00000000 PA USD 158741.75000000 0.006377975407 Long DBT CORP US N 2 2027-04-28 Fixed 5.62500000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AA2 1955000.00000000 PA USD 2080892.81000000 0.083606758574 Long DBT CORP US N 2 2022-01-15 Fixed 5.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCT7 934000.00000000 PA USD 680671.18000000 0.027348218390 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N JP Morgan Mortgage Trust N/A 46644XBD3 604758.85000000 PA USD 573393.64000000 0.023037988019 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.05301500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BZF8 5621.12000000 PA USD 6472.50000000 0.000260054118 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Structured Asset Mortgage Inve N/A 86359LPE3 257713.47000000 PA USD 221891.43000000 0.008915222893 Long ABS-MBS CORP US N 2 2035-07-19 Floating 1.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BUL4 412457.85000000 PA USD 408269.71000000 0.016403587399 Long ABS-MBS USGA US N 2 2062-08-20 Floating 2.18188000 N N N N N N KIA MOTORS CORP 988400V8MJK9N7OI5X76 493738AE8 235000.00000000 PA USD 236045.70000000 0.009483917555 Long DBT CORP KR N 2 2023-04-25 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 30711XDP6 1088938.03000000 PA USD 1078616.97000000 0.043337008120 Long ABS-MBS CORP US N 2 2029-04-25 Floating 2.24663000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AT3 300000.00000000 PA USD 316318.95000000 0.012709161162 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5EJ8 9447734.71000000 PA USD 10132400.71000000 0.407102747373 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 403000.00000000 PA USD 411064.03000000 0.016515858457 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 635000.00000000 PA USD 594467.95000000 0.023884718202 Long DBT CORP US N 2 2028-02-01 Fixed 5.00000000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AA0 295000.00000000 PA USD 289322.73000000 0.011624498638 Long DBT CORP MX N 2 2024-10-02 Fixed 3.95000000 N N N N N N Argent Securities Inc. N/A 040104TG6 648747.16000000 PA USD 208957.96000000 0.008395577912 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.10663000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 1600000.00000000 PA USD 1597992.32000000 0.064204632482 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABN47 53181.45000000 PA USD 57854.86000000 0.002324510560 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 200000.00000000 PA USD 207000.00000000 0.008316910386 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 5300000.00000000 PA USD 5560343.95000000 0.223405228748 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBA2 3300000.00000000 PA USD 3265804.74000000 0.131214518660 Long DBT CORP US N 2 2021-05-14 Floating 2.20375000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112CAT0 378615.40000000 PA USD 355267.32000000 0.014274040887 Long LON CORP US N 2 2024-01-26 Floating 3.20410000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282F6 13800000.00000000 PA USD 13981933.68000000 0.561770480426 Long DBT UST US N 2 2021-08-31 Fixed 1.12500000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AQ3 101044.49000000 PA USD 81214.51000000 0.003263061844 Long LON CORP US N 2 2026-04-12 Floating 6.82660000 N N N N N N OCTAGON INVESTMENT PARTNERS XI 2549008P71BPJX6F5757 67590LAN8 162298.63000000 PA USD 161396.25000000 0.006484628734 Long ABS-CBDO CORP KY N 2 2026-04-15 Floating 2.93125000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AE5 470000.00000000 PA USD 470417.45000000 0.018900578627 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAY5 500000.00000000 PA USD 519135.55000000 0.020857989603 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N JBS USA LLC/JBS USA FINA N/A 466112AP4 320000.00000000 PA USD 325200.00000000 0.013065986752 Long DBT CORP US N 2 2024-07-15 Fixed 5.87500000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925VAK6 196494.09000000 PA USD 157330.81000000 0.006321286221 Long ABS-MBS CORP US N 2 2037-02-25 Variable 3.65526300 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RHJ4 1810000.00000000 PA USD 1950399.89000000 0.078363773445 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N FHLMC Multifamily Structured P N/A 3137BSP72 685000.00000000 PA USD 734680.38000000 0.029518216827 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 2.65300000 N N N N N N ZELIS PAYMENTS BUYER INC 549300U8NGLZN5R1Y309 98932TAC7 226800.00000000 PA USD 209790.00000000 0.008429007874 Long LON CORP US N 2 2026-09-30 Floating 5.73450000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 3952435.79000000 PA USD 4221931.44000000 0.169630074613 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 2670000.00000000 PA USD 2504980.65000000 0.100645891721 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N CHICAGO IL TRANSIT AUTH SALES 549300CB8XLRGIPN3E12 167725AC4 1800000.00000000 PA USD 2420352.00000000 0.097245655497 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AL7 600000.00000000 PA USD 596070.78000000 0.023949117204 Long DBT CORP AU N 2 2021-05-10 Fixed 4.60000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAS1 1395000.00000000 PA USD 1372749.89000000 0.055154772069 Long DBT CORP US N 2 2026-01-15 Fixed 3.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 1020000.00000000 PA USD 1161016.63000000 0.046647687290 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 361448BB8 2100000.00000000 PA USD 2059092.42000000 0.082730855724 Long DBT CORP US N 2 2021-11-05 Floating 2.46100000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2A4 605000.00000000 PA USD 555843.75000000 0.022332863080 Long DBT CORP PE N 2 2025-01-11 Fixed 2.70000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBU3 1070000.00000000 PA USD 1103777.76000000 0.044347926167 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 8775000.00000000 PA USD 9030938.67000000 0.362847862924 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91200000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 1133418.50000000 PA USD 1073168.69000000 0.043118105432 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30291YAJ9 500000.00000000 PA USD 499249.75000000 0.020059011745 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.95180500 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -103821.23000000 -0.00417136167 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2020-06-21 49341.04000000 USD 0.00000000 USD 32700000.00000000 USD -153162.27000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZC7 17880000.00000000 PA USD 18550500.00000000 0.745327759067 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 4700000.00000000 PA USD 5028695.44000000 0.202044489546 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 625000.00000000 PA USD 634812.50000000 0.025505694081 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Arbour CLO 635400DBGXHI7ZJXYU29 000000000 2600000.00000000 PA 2740940.98000000 0.110126379254 Long ABS-CBDO CORP IE N 2 2030-01-15 Floating 0.87000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282U3 2170000.00000000 PA USD 2313423.55000000 0.092949450974 Long DBT UST US N 2 2024-08-31 Fixed 1.87500000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 1200000.00000000 PA 1410240.07000000 0.056661064182 Long DBT NUSS CY N 2 2022-05-06 Fixed 3.87500000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 700000.00000000 PA USD 719640.74000000 0.028913949493 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BR9 1000000.00000000 PA USD 933183.00000000 0.037493716837 Long DBT CORP GB N 2 2024-05-18 Floating 2.69175000 N N N N N N INFOR US INC CIOT8TLNSHRE7MIBDR09 45672NAG6 70000.00000000 PA USD 68576.20000000 0.002755275893 Long DBT CORP US N 2 2022-05-15 Fixed 6.50000000 N N N N N N PERSTORP HOLDING AB 549300ES84TRW7EWGU35 000000000 449602.50000000 PA USD 306853.71000000 0.012328863806 Long LON CORP SE N 2 2026-02-26 Floating 6.21280000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 8300000.00000000 PA USD 8885539.27000000 0.357005960605 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 9455000.00000000 PA USD 10061103.32000000 0.404238138661 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAC0 90000.00000000 PA USD 88705.98000000 0.003564056456 Long DBT CORP US N 2 2026-04-15 Fixed 5.75000000 N N N N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -66205.55000000 -0.00266002718 N/A DCR CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2023-12-20 0.00000000 USD -25161.30000000 USD 700000.00000000 USD -41044.25000000 N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 835000.00000000 PA USD 874190.98000000 0.035123517108 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAL9 400000.00000000 PA USD 403500.00000000 0.016211948507 Long DBT CORP US N 2 2028-02-01 Fixed 7.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 12300000.00000000 PA USD 13261658.28000000 0.532831031365 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BG8 500000.00000000 PA USD 507309.00000000 0.020382818798 Long DBT CORP JP N 2 2022-03-07 Fixed 3.21800000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBQ8 757306.92000000 PA USD 707137.68000000 0.028411597659 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.62167000 N N N N N N BANK OF CHINA 54930053HGCFWVHYZX42 061202AA5 710000.00000000 PA USD 752519.98000000 0.030234981825 Long DBT CORP CN N 2 2024-11-13 Fixed 5.00000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 1265000.00000000 PA USD 1284433.31000000 0.051606361047 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Mauser Packaging Solutions Holding Co 549300DNGHXL0OMHW304 05604XAP1 156391.63000000 PA USD 129805.05000000 0.005215347674 Long LON CORP US N 2 2024-04-03 Floating 4.89660000 N N N N N N Countrywide Home Loans N/A 12544RAA6 947495.35000000 PA USD 646754.36000000 0.025985497846 Long ABS-MBS CORP US N 2 2037-05-25 Fixed 6.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAX8 2870000.00000000 PA USD 2562555.84000000 0.102959165613 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 120111BN8 145000.00000000 PA USD 143589.15000000 0.005769169531 Long DBT CORP US N 2 2025-10-15 Fixed 6.00000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04621HAN3 955044.03000000 PA USD 852376.80000000 0.034247060199 Long LON CORP US N 2 2027-02-13 Floating 4.30010000 N N N N N N WAHA AEROSPACE BV 724500LWXEPYZZML5113 000000000 105000.00000000 PA USD 105262.50000000 0.004229269466 Long DBT CORP NL N 2 2020-07-28 Fixed 3.92500000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBE4 1445000.00000000 PA USD 1480798.29000000 0.059495974292 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.32500000 N N N N N N Structured Asset Investment Lo N/A 86358EAN6 15777.50000000 PA USD 13720.32000000 0.000551259284 Long ABS-MBS CORP US N 2 2033-04-25 Floating 2.32663000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 000000000 300000.00000000 PA USD 309232.79000000 0.012424451222 Long DBT CORP SG N 2 2022-05-23 Fixed 3.00000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAJ8 500000.00000000 PA USD 494679.60000000 0.019875390837 Long DBT CORP US N 2 2020-06-05 Floating 2.01425000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 1500000.00000000 PA USD 1367571.00000000 0.054946693016 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375Y3P5 1566911.32000000 PA USD 276826.22000000 0.011122409972 Long ABS-MBS USGA US N 2 2039-01-20 Floating 5.04712000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 000000000 2200000.00000000 PA 2258805.55000000 0.090754991981 Long DBT CORP GB N 2 N/A Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C5Z3 262413.40000000 PA USD 279696.26000000 0.011237723332 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N CLP POWER HK FINANCING 254900SBJOP9O3YV1271 000000000 240000.00000000 PA USD 248446.11000000 0.009982145085 Long DBT CORP HK N 2 2023-04-26 Fixed 2.87500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHU7 2820000.00000000 PA USD 3066400.60000000 0.123202797099 Long DBT CORP US N 2 2025-11-17 Fixed 3.95000000 N N N N N N STYROLUTION 5299003M4PGUGL48LS74 000000000 500000.00000000 PA 425912.41000000 0.017112441287 Long DBT CORP DE N 2 2027-01-16 Fixed 2.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 7005000.00000000 PA USD 7620560.17000000 0.306181236858 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAA6 3250000.00000000 PA USD 3167898.50000000 0.127280811296 Long DBT CORP NL N 2 2026-06-18 Fixed 3.87500000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AK2 440000.00000000 PA USD 410847.80000000 0.016507170701 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 530000.00000000 PA USD 478484.00000000 0.019224678982 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N CORPORATE OFFICE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAG1 690000.00000000 PA USD 676487.11000000 0.027180109524 Long DBT CORP US N 2 2023-05-15 Fixed 3.60000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 456829AB6 595000.00000000 PA USD 463918.53000000 0.018639462998 Long DBT CORP MX N 2 2048-01-14 Fixed 4.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVQ4 1700000.00000000 PA USD 1698909.96000000 0.068259332812 Long DBT CORP US N 2 2020-09-15 Floating 1.94050000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 1455000.00000000 PA USD 1433941.20000000 0.057613335555 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432NK7 314000.00000000 PA USD 299639.74000000 0.012039018675 Long DBT CORP US N 2 2046-04-20 Fixed 5.25000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BV4 475000.00000000 PA USD 387243.75000000 0.015558799838 Long DBT CORP MX N 2 2029-11-19 Fixed 5.45000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAA9 309000.00000000 PA USD 230305.43000000 0.009253283202 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RBH8 6338719.92000000 PA USD 6232088.07000000 0.250394772945 Long ABS-MBS USGA US N 2 2065-05-20 Floating 2.26188000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290SXD8 3529.86000000 PA USD 3956.01000000 0.000158945800 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 6.00000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 617000.00000000 PA USD 515549.78000000 0.020713919420 Long DBT CORP US N 2 2033-01-18 Fixed 5.12500000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DN1 300000.00000000 PA USD 297622.53000000 0.011957970584 Long DBT CORP US N 2 2021-11-05 Fixed 3.75000000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -2326689.25000000 -0.09348244439 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2022-12-16 432353.45000000 USD 0.00000000 USD 41600000.00000000 USD -2759042.70000000 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBX5 2940000.00000000 PA USD 3176784.66000000 0.127637842197 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AJ6 440000.00000000 PA USD 409777.32000000 0.016464160622 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFB0 200000.00000000 PA USD 213604.36000000 0.008582262416 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAX7 900000.00000000 PA USD 913458.24000000 0.036701209294 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 06740L8C2 1800000.00000000 PA USD 1842282.00000000 0.074019779231 Long DBT CORP GB N 2 2022-11-21 Fixed 7.62500000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AF6 2310000.00000000 PA USD 2196343.38000000 0.088245367486 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N OCP CLO Ltd 254900FZYL5HDKV64882 67092DAL3 2630278.50000000 PA USD 2556080.97000000 0.102699016272 Long ABS-CBDO CORP KY N 2 2027-10-26 Floating 2.61413000 N N N N N N DBUBS Mortgage Trust N/A 233050AG8 600000.00000000 PA USD 588773.94000000 0.023655942497 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.68860900 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -351434.26000000 -0.01412003501 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2021-06-20 188276.24000000 USD 0.00000000 USD 17800000.00000000 USD -539710.50000000 N N N Freddie Mac N/A 3137BWY73 360312.37000000 PA USD 375545.73000000 0.015088793152 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 2.50000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06416CAC2 4500000.00000000 PA USD 4503204.45000000 0.180931149097 Long DBT CORP CA N 2 2021-04-26 Fixed 1.87500000 N N N N N N Voya CLO Ltd 5493000X4YEVJOIVRG48 92912QAG1 455556.93000000 PA USD 447280.83000000 0.017970988312 Long ABS-CBDO CORP KY N 2 2026-07-25 Floating 2.51413000 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AN3 400000.00000000 PA USD 391173.16000000 0.015716676895 Long DBT CORP AU N 2 2026-09-15 Fixed 3.70000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZJ0 500000.00000000 PA USD 468338.40000000 0.018817045910 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N Wells Fargo Mortgage Backed Se N/A 94984CAF3 238341.88000000 PA USD 211599.68000000 0.008501717760 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.83891300 N N N N N N NEW JERSEY ST TRANSPRTN TRUST 549300YUVD5TEXR6L889 646136XS5 1590000.00000000 PA USD 1875118.80000000 0.075339106395 Long DBT MUN US N 2 2028-12-15 Fixed 5.75400000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851CK8 200000.00000000 PA USD 191926.58000000 0.007711285829 Long DBT CORP US N 2 2021-10-30 Fixed 2.20000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 2000000.00000000 PA USD 1809688.80000000 0.072710239503 Long DBT CORP IE N 2 2022-08-15 Fixed 5.25000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AW4 2500000.00000000 PA USD 2537057.25000000 0.101934675333 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N CUSHMAN & WAKEFIELD N/A 000000000 296250.00000000 PA USD 266625.00000000 0.010712542182 Long LON CORP US N 2 2025-08-21 Floating 3.73450000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468P7 930000.00000000 PA USD 969917.46000000 0.038969645397 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N JP Morgan Chase Commercial Mor N/A 46646JAD3 690000.00000000 PA USD 582912.41000000 0.023420436121 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 3.20120000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 1545000.00000000 PA USD 1585897.70000000 0.063718691078 Long DBT CORP CH N 2 2031-04-01 Variable 4.19400000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 301000.00000000 PA USD 274587.25000000 0.011032451939 Long DBT NUSS TG N 2 2031-10-22 Fixed 4.70000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AA6 2000000.00000000 PA USD 1955225.80000000 0.078557670358 Long DBT CORP CH N 2 2030-08-13 Fixed 3.12600000 N N N N N N RENEW POWER PVT LTD 335800BITJZHVZ1CN475 75975AAA8 620000.00000000 PA USD 443296.28000000 0.017810895823 Long DBT CORP IN N 2 2027-03-05 Fixed 5.87500000 N N N N N N CALIFORNIA ST N/A 13063A5G5 395000.00000000 PA USD 642514.90000000 0.025815163504 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 -5170000.00000000 NC -88977.20000000 -0.00357495361 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Written GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2031-02-26 0.00000000 USD 0.00000000 USD 0.00000000 GBP -5170000.00000000 USD 0.78000000 GBP 2021-02-26 XXXX 19804.93000000 N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 367000.00000000 PA USD 320941.50000000 0.012894887414 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N Goldman Sachs Financial Square Government Fund N/A 38141W273 6477040.00000000 NS USD 6477040.00000000 0.260236527780 Long STIV RF US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 4945000.00000000 PA USD 4762832.63000000 0.191362570870 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BF2 900000.00000000 PA USD 912213.90000000 0.036651213815 Long DBT CORP US N 2 2022-06-12 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30292KAN9 1225000.00000000 PA USD 1216504.01000000 0.048877076503 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62970300 N N N N N N IQVIA INC 549300PLWY28YB00C717 44969CBJ8 545287.50000000 PA USD 518023.13000000 0.020813294446 Long LON CORP US N 2 2025-06-11 Floating 2.52250000 N N N N N N VEDANTA RESOURCES 8945002DGA3BBXO3N634 92243XAA9 510000.00000000 PA USD 216750.00000000 0.008708648919 Long DBT CORP GB N 2 2026-04-23 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TWV3 11335.76000000 PA USD 12581.46000000 0.000505501813 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAG8 600000.00000000 PA USD 616467.48000000 0.024768622161 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AD2 209000.00000000 PA USD 87257.50000000 0.003505858976 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AX4 3850000.00000000 PA USD 3691035.81000000 0.148299584857 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N Freddie Mac N/A 3132XCSJ5 2476331.03000000 PA USD 2674660.88000000 0.107463356780 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N TRANSOCEAN PROTEUS LTD 5493000CTMQ2LH21VM89 893829AA9 227500.00000000 PA USD 183989.49000000 0.007392386958 Long DBT CORP KY N 2 2024-12-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F3XV5 96793.85000000 PA USD 104658.41000000 0.004204998150 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 5705000.00000000 PA USD 5297708.64000000 0.212852985571 Long DBT CORP CH N 2 N/A Fixed 6.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAQ4 1000000.00000000 PA USD 970143.50000000 0.038978727302 Long DBT CORP IE N 2 2020-10-30 Fixed 4.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWJ9 600000.00000000 PA USD 602143.92000000 0.024193125712 Long DBT CORP US N 2 2023-06-05 Fixed 2.90800000 N N N N N N RIO OIL FINANCE TRUST 549300V5D1W52HY8NO65 000000000 139359.65000000 PA USD 137444.15000000 0.005522273810 Long DBT CORP BR N 2 2024-07-06 Fixed 9.25000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AZ5 57000.00000000 PA USD 60705.29000000 0.002439036023 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 1500000.00000000 PA USD 1492620.00000000 0.059970950634 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N USI INC/NY N/A 90351NAE5 1421834.18000000 PA USD 1297423.69000000 0.052128292575 Long LON CORP US N 2 2024-05-16 Floating 4.46280000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286S4 10900000.00000000 PA USD 12122843.75000000 0.487075386955 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N JP Morgan Mortgage Trust N/A 46647JAZ3 227584.65000000 PA USD 217843.87000000 0.008752598768 Long ABS-MBS CORP US N 2 2046-10-25 Variable 4.05004200 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 710000.00000000 PA USD 679038.68000000 0.027282627297 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 5397724.35000000 PA USD 5694754.10000000 0.228805601562 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 6200000.00000000 PA USD 5276322.76000000 0.211993737032 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AX2 500000.00000000 PA USD 498476.30000000 0.020027935830 Long DBT CORP US N 2 2020-07-23 Fixed 3.57900000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAC4 88000.00000000 PA USD 101599.96000000 0.004082114795 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 727064.19000000 PA USD 823589.81000000 0.033090447560 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RT27 90769.62000000 PA USD 100705.92000000 0.004046193777 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 3200000.00000000 PA USD 2712286.08000000 0.108975073769 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAD4 200000.00000000 PA USD 204035.50000000 0.008197801783 Long DBT CORP US N 2 2021-08-16 Fixed 4.50000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 3155000.00000000 PA USD 2377199.11000000 0.095511845260 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HR4 214000.00000000 PA USD 56444.64000000 0.002267850302 Long DBT NUSS AR N 2 2048-01-11 Fixed 6.87500000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BA8 5000000.00000000 PA USD 4980044.00000000 0.200089756857 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 245000.00000000 PA USD 222592.91000000 0.008943407174 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N Barclays Dryrock Issuance Trus N/A 06742LAN3 220000.00000000 PA USD 219610.40000000 0.008823574960 Long ABS-O CORP US N 2 2023-03-15 Floating 1.03463000 N N N N N N Countrywide Asset-Backed Certi N/A 126670TH1 161412.59000000 PA USD 156718.00000000 0.006296664550 Long ABS-MBS CORP US N 2 2036-07-25 Variable 4.70130700 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BH8 304000.00000000 PA USD 309742.32000000 0.012444923277 Long DBT CORP US N 2 2022-03-15 Fixed 5.95000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 000000000 1200000.00000000 PA 1296394.98000000 0.052086960745 Long DBT CORP ES N 2 N/A Fixed 8.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 200000.00000000 PA 204510.75000000 0.008216896525 Long DBT CORP IT N 2 N/A Fixed 7.75000000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 872540AU3 510000.00000000 PA USD 548900.00000000 0.022053874933 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N APPLIED SYSTEMS INC 549300NSKGF0SY5SWQ62 03827FAZ4 608922.00000000 PA USD 563252.85000000 0.022630548205 Long LON CORP US N 2 2025-09-19 Floating 8.19510000 N N N N N N HERCULES MERGER SUB LLC 549300C1PQJLVEIUBK50 11823LAH8 798000.00000000 PA USD 742140.00000000 0.029817931760 Long LON CORP US N 2 2026-11-01 Floating 4.41190000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 320000.00000000 PA USD 285052.77000000 0.011452938857 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Morgan Stanley Capital Inc N/A 617526AE8 4771433.00000000 PA USD 2666693.31000000 0.107143233274 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.09663000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 1670000.00000000 PA USD 879338.50000000 0.035330335768 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDV1 500000.00000000 PA USD 491458.25000000 0.019745962434 Long DBT CORP US N 2 2021-07-15 Floating 2.78125000 N N N N N N GTP ACQUISITION PARTNERS N/A 36246MAT6 530000.00000000 PA USD 536141.32000000 0.021541252719 Long DBT CORP US N 2 2020-06-15 Fixed 2.35000000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 565000.00000000 PA USD 284786.39000000 0.011442236159 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 N N N N N N FREMF Mortgage Trust N/A 30261NAG5 500000.00000000 PA USD 486871.15000000 0.019561660504 Long ABS-MBS CORP US N 2 2045-11-25 Variable 3.61932500 N N N N N N KANSAS CITY POWER & LT 1128SIJQ26096WL7IO82 485134BP4 1350000.00000000 PA USD 1406960.55000000 0.056529298608 Long DBT CORP US N 2 2025-08-15 Fixed 3.65000000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 90014QAB3 270000.00000000 PA USD 251549.28000000 0.010106825215 Long DBT CORP TR N 2 2023-03-16 Fixed 5.87500000 N N N N N N Fremont Home Loan Trust N/A 35729PDQ0 2471644.49000000 PA USD 2149722.68000000 0.086372226500 Long ABS-MBS CORP US N 2 2034-05-25 Floating 1.81663000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 3000000.00000000 PA USD 2475036.00000000 0.099442766259 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XX3 7700000.00000000 PA USD 8234788.87000000 0.330859908620 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N GOVERNOR & CO OF THE BAN Q2GQA2KF6XJ24W42G291 000000000 300000.00000000 PA 319929.78000000 0.012854238213 Long DBT CORP IE N 2 N/A Fixed 7.37500000 N N N N N N Morgan Stanley BAML Trust N/A 61690AAB0 2200000.00000000 PA USD 2286961.82000000 0.091886263355 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.55700000 N N N N N N MASTR Alternative Loans Trust N/A 576434RL0 27810.43000000 PA USD 28764.82000000 0.001155721885 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 7.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AW3 1500000.00000000 PA USD 1225607.85000000 0.049242853418 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AV2 1700000.00000000 PA USD 1673365.59000000 0.067233003169 Long DBT CORP US N 2 2020-12-20 Floating 1.66575000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PAY7 2200000.00000000 PA USD 2678544.00000000 0.107619373983 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284NAQ2 623752.77000000 PA USD 601921.42000000 0.024184186038 Long LON CORP US N 2 2026-01-02 Floating 3.12460000 N N N N N N CYDSA SAB DE CV 4469000001BNTACN9916 232553AA5 545000.00000000 PA USD 407955.66000000 0.016390969400 Long DBT CORP MX N 2 2027-10-04 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412ERR9 6365.62000000 PA USD 7002.78000000 0.000281359873 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 45112EAG4 535000.00000000 PA USD 517522.78000000 0.020793191228 Long DBT CORP AE N 2 2026-03-18 Fixed 4.00000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 2642.72000000 0.000106180026 N/A DFE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 -128438975.00000000 KRW 108309.63000000 USD 2020-06-17 2642.72000000 N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 714264AD0 1800000.00000000 PA USD 1850438.52000000 0.074347494428 Long DBT CORP FR N 2 2022-01-15 Fixed 4.45000000 N N N N N N KAZTRANSGAS JSC 635400YGLXBBSVHONW39 48668NAA9 1220000.00000000 PA USD 1095511.20000000 0.044015789748 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2A4 448000.00000000 PA USD 445876.48000000 0.017914563901 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N CRED SUIS GP FUN LTD 549300PXR5FKNXF0OH19 225433AH4 3350000.00000000 PA USD 3410273.54000000 0.137019031043 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Adelphia Recovery Trust N/A 00685R102 1.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1740000.00000000 PA USD 1444200.00000000 0.058025516813 Long DBT CORP LU N 2 2026-10-01 Fixed 6.75000000 N N N N N N HILTON WORLDWIDE FINANCE 549300406TN7EY0NPH20 43289DAH6 1172386.87000000 PA USD 1099112.69000000 0.044160491533 Long LON CORP US N 2 2026-06-21 Floating 2.95410000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AV4 1405000.00000000 PA USD 1347549.69000000 0.054142270595 Long DBT CORP US N 2 2045-05-15 Fixed 5.37500000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AB8 250000.00000000 PA USD 214950.63000000 0.008636353271 Long DBT CORP MX N 2 2026-10-06 Fixed 3.87500000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 5182000.00000000 PA USD 4970263.48000000 0.199696792082 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAH3 200000.00000000 PA USD 187950.00000000 0.007551513561 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 1200000.00000000 PA USD 1220823.12000000 0.049050611048 Long DBT CORP US N 2 2022-05-15 Fixed 2.50000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAA6 870000.00000000 PA USD 992163.05000000 0.039863435631 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N ZEKELMAN INDUSTRIES INC 549300S5LMRAKDWWI425 98931YAC7 280000.00000000 PA USD 261800.00000000 0.010518681831 Long LON CORP US N 2 2027-01-24 Floating 3.17490000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 74432QCF0 1660000.00000000 PA USD 1562554.02000000 0.062780781442 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N Citigroup Commercial Mortgage N/A 17291DAD5 1700000.00000000 PA USD 1890391.67000000 0.075952744516 Long ABS-MBS CORP US N 2 2051-06-10 Variable 4.22800000 N N N N N N PREGIS TOPCO CORP 549300LJXHJYHS1GM034 74045BAC1 266332.50000000 PA USD 234372.60000000 0.009416695223 Long LON CORP US N 2 2026-08-01 Floating 4.98450000 N N N N N N Asset Backed Funding Certifica N/A 00075WAD1 336362.69000000 PA USD 192363.64000000 0.007728846161 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.16663000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432MT9 315000.00000000 PA USD 314187.30000000 0.012623515066 Long DBT CORP US N 2 2043-04-30 Fixed 4.75000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AQ0 800000.00000000 PA USD 826016.24000000 0.033187937420 Long DBT CORP US N 2 2022-05-15 Fixed 3.37500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 3500000.00000000 PA USD 3409175.00000000 0.136974893561 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N Citigroup Commercial Mortgage N/A 17328CAD4 1450000.00000000 PA USD 1500804.09000000 0.060299773547 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N FREMF Mortgage Trust N/A 30261UAJ3 52608.95000000 PA USD 52483.97000000 0.002108717271 Long ABS-MBS CORP US N 2 2046-04-25 Variable 3.49209300 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 91911KAN2 1342000.00000000 PA USD 1364216.81000000 0.054811927326 Long DBT CORP US N 2 2025-11-01 Fixed 5.50000000 N N N N N N FannieMae Grantor Trust N/A 31393XFT9 5151.71000000 PA USD 6065.37000000 0.000243696322 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 6.50000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170AV6 500000.00000000 PA USD 474032.60000000 0.019045829248 Long DBT CORP US N 2 2023-05-15 Fixed 3.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CB6 780000.00000000 PA USD 795948.58000000 0.031979869624 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N PEDERNALES ELECTRIC COOP N/A 705322AK1 620000.00000000 PA USD 831910.42000000 0.033424755617 Long DBT CORP US N 2 2032-11-15 Fixed 6.20200000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MFG4 2300000.00000000 PA USD 2263769.48000000 0.090954434304 Long DBT CORP US N 2 2021-10-28 Floating 2.22538000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 1900000.00000000 PA 1925000.45000000 0.077343266844 Long DBT CORP FR N 2 2025-02-15 Fixed 2.12500000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAV0 235000.00000000 PA USD 248857.86000000 0.009998688505 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAA0 900000.00000000 PA USD 766589.67000000 0.030800278206 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CE9 104000.00000000 PA USD 93856.88000000 0.003771010918 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N TITAN ACQUISITION LTD N/A 000000000 57329.06000000 PA USD 48873.02000000 0.001963635399 Long LON CORP CA N 2 2025-03-28 Floating 4.45010000 N N N N N N Freddie Mac N/A 3132DMDC6 500136.21000000 PA USD 554696.62000000 0.022286773334 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AX5 420000.00000000 PA USD 439937.40000000 0.017675941698 Long DBT CORP US N 2 2025-07-15 Fixed 7.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828D56 1820000.00000000 PA USD 1979605.45000000 0.079537203519 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N GS Mortgage Securities Trust 5493006UCJFJVDKIY756 36251GAA2 2300000.00000000 PA USD 2285387.64000000 0.091823015461 Long ABS-MBS CORP US N 2 2029-02-10 Fixed 3.20300000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 7171212.00000000 PA USD 7383750.95000000 0.296666642358 Long DBT UST US N 2 2027-07-15 Fixed 0.37500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 1700000.00000000 PA USD 1866182.82000000 0.074980073811 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAF7 905000.00000000 PA USD 944520.26000000 0.037949228795 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45300000 N N N N N N Freddie Mac N/A 3132Y2FT8 5142397.58000000 PA USD 5491906.29000000 0.220655519157 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RBB1 1513810.94000000 PA USD 1484908.05000000 0.059661097508 Long ABS-MBS USGA US N 2 2065-05-20 Floating 2.21188000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 300000.00000000 PA USD 295687.50000000 0.011880224347 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N MONGOLIA INTL BOND N/A 60937LAB1 306000.00000000 PA USD 275390.06000000 0.011064707489 Long DBT NUSS MN N 2 2023-05-01 Fixed 5.62500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 1185000.00000000 PA USD 1071469.77000000 0.043049845695 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRP9 3000000.00000000 PA USD 2923895.10000000 0.117477166795 Long DBT CORP US N 2 2021-04-26 Floating 2.13413000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RAB2 12306119.13000000 PA USD 12094085.93000000 0.485919946318 Long ABS-MBS USGA US N 2 2065-04-20 Floating 2.26188000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 100000.00000000 PA USD 159031.25000000 0.006389607028 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AY0 430000.00000000 PA USD 464063.57000000 0.018645290460 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Navistar Financial Dealer Note 549300S28N49H5RT4J50 63938PBD0 450000.00000000 PA USD 436489.43000000 0.017537408087 Long ABS-O CORP US N 2 2023-09-25 Floating 1.57663000 N N N N N N FannieMae Whole Loan N/A 31393X3J4 32793.15000000 PA USD 32902.87000000 0.001321981745 Long ABS-MBS USGSE US N 2 2034-06-25 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDY7 1500000.00000000 PA USD 1672731.15000000 0.067207512441 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YJ6 400000.00000000 PA USD 325204.44000000 0.013066165144 Long DBT CORP US N 2 2022-03-28 Floating 2.64463000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467X1 3125000.00000000 PA USD 3460346.88000000 0.139030893273 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Bear Stearns Asset Backed Secu N/A 07389QAN8 135968.72000000 PA USD 89308.73000000 0.003588273933 Long ABS-MBS CORP US N 2 2036-10-25 Variable 3.15722300 N N N N N N Monarch Grove CLO LTD N/A 60909GAA8 5100000.00000000 PA USD 4934596.80000000 0.198263765119 Long ABS-CBDO CORP KY N 2 2028-01-25 Floating 2.67413000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 3400000.00000000 PA USD 3435770.38000000 0.138043451011 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Bank N/A 06541WAX0 1430000.00000000 PA USD 1514713.06000000 0.060858612470 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.39000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAZ1 960000.00000000 PA USD 992967.07000000 0.039895739797 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CB4 233000.00000000 PA USD 215187.15000000 0.008645856245 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Mercedes-Benz Master Owner Tru N/A 58768UAK9 500000.00000000 PA USD 498653.15000000 0.020035041364 Long ABS-O CORP US N 2 2023-05-15 Floating 1.04463000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -446115.28000000 -0.01792415848 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2021-06-28 0.00000000 USD 0.00000000 USD 30100000.00000000 USD -446115.28000000 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBT7 1730000.00000000 PA USD 1833184.81000000 0.073654269501 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJA9 3612319.77000000 PA USD 3906442.07000000 0.156954244573 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Bank N/A 06540AAD3 8000000.00000000 PA USD 8332828.00000000 0.334798955280 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N SPRINT COMMUNICATIONS 549300JKU50UT08ZWD77 85208EAB6 1486901.33000000 PA USD 1481325.45000000 0.059517154691 Long LON CORP US N 2 2024-02-03 Floating 3.48450000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419H4A7 17018.28000000 PA USD 18417.65000000 0.000739990070 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -160454.78000000 -0.00644680205 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2045-02-12 0.00000000 USD -10845.03000000 USD 600000.00000000 USD -149609.75000000 N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAT3 453000.00000000 PA USD 276344.86000000 0.011103069741 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N N N N N N FRONT RANGE BIDCO INC N/A 98919VAB1 725000.00000000 PA USD 692828.13000000 0.027836664108 Long DBT CORP US N 2 2028-03-01 Fixed 6.12500000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681LAC4 415000.00000000 PA USD 415992.60000000 0.016713880075 Long DBT CORP SG N 2 2021-09-15 Fixed 2.37500000 N N N N N N GE-WMC Mortgage Securities LLC N/A 36829JAB7 2056247.05000000 PA USD 997392.30000000 0.040073538064 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.09663000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 413875AU9 3100000.00000000 PA USD 3095730.99000000 0.124381242632 Long DBT CORP US N 2 2020-04-30 Floating 2.24950000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 480000.00000000 PA USD 434520.00000000 0.017458279715 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N FHLMC Structured Pass Through N/A 31393LFK4 12014.67000000 PA USD 14628.38000000 0.000587743601 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FQ2 900000.00000000 PA USD 775125.00000000 0.031143213349 Long DBT CORP US N 2 N/A Fixed 4.30000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788KAA4 2095000.00000000 PA USD 1923429.56000000 0.077280151137 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N PFS Financing Corp. N/A 69335PCX1 2315000.00000000 PA USD 2231641.25000000 0.089663576286 Long ABS-O CORP US N 2 2022-10-17 Floating 1.15463000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAD8 1000000.00000000 PA USD 964950.00000000 0.038770061244 Long DBT CORP US N 2 2023-04-25 Floating 2.69413000 N N N N N N BMC EAST LLC N/A 055604AA0 250000.00000000 PA USD 243436.25000000 0.009780857372 Long DBT CORP US N 2 2024-10-01 Fixed 5.50000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36417JAY5 210313.11000000 PA USD 208230.48000000 0.008366348994 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 1680.23000000 0.000067508803 N/A DFE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 -610481.32000000 USD 65700000.00000000 JPY 2020-05-07 1680.23000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A29 1175000.00000000 PA USD 1063375.00000000 0.042724611509 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 39530VAB4 540000.00000000 PA USD 448066.94000000 0.018002572884 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 695000.00000000 PA USD 662199.48000000 0.026606056682 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHR3 6045000.00000000 PA USD 6243790.43000000 0.250864954005 Long DBT CORP US N 2 2025-03-15 Fixed 3.45800000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAS9 939000.00000000 PA USD 824988.69000000 0.033146652196 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N RAAC Series N/A 76112BF54 323099.83000000 PA USD 263983.03000000 0.010606392290 Long ABS-MBS CORP US N 2 2044-06-25 Floating 1.24663000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AE4 165000.00000000 PA USD 175429.82000000 0.007048473874 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N CK HUTCHISON INTL 17 LTD 254900TNOJOSKVTDPK87 12563UAA5 405000.00000000 PA USD 405636.46000000 0.016297787861 Long DBT CORP KY N 2 2022-04-05 Fixed 2.87500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAK5 900000.00000000 PA USD 918994.50000000 0.036923646870 Long DBT CORP NL N 2 2044-03-17 Fixed 7.25000000 N N N N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 92556HAB3 805000.00000000 PA USD 798499.46000000 0.032082359674 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -1539.37000000 -0.00006184928 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2022-06-20 0.00000000 USD -2808.28000000 USD 100000.00000000 USD 1268.91000000 N N N STATE BANK INDIA/LONDON 5493001JZ37UBBZF6L49 000000000 900000.00000000 PA USD 899896.50000000 0.036156321486 Long DBT CORP GB N 2 2020-04-06 Floating 2.85025000 N N N N N N AES ANDRS/DMCN PWR/ITABO N/A 00809YAB4 840000.00000000 PA USD 786660.00000000 0.031606670167 Long DBT CORP NL N 2 2026-05-11 Fixed 7.95000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 74733LAE2 270000.00000000 PA USD 285643.80000000 0.011476685444 Long DBT CORP BM N 2 2025-10-19 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J83Y7 1778349.45000000 PA USD 2046852.30000000 0.082239068375 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N LUX HOLDCO III N/A 46184GAB1 219520.62000000 PA USD 173787.23000000 0.006982477382 Long LON CORP US N 2 2025-03-28 Floating 4.45010000 N N N N N N Chase Mortgage Finance Corpora N/A 16159GAC3 549517.04000000 PA USD 556685.43000000 0.022366680361 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.50000000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 1100000.00000000 PA USD 932250.00000000 0.037456230473 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N Apex Credit CLO LLC 549300RQCC84IFW6Y440 46619UAA7 1275000.00000000 PA USD 1214746.05000000 0.048806444639 Long ABS-CBDO CORP KY N 2 2029-04-24 Floating 3.27088000 N N N N N N CD&R WATERWORKS MERGER 549300ZSLF8Q660SCD17 40416VAB1 543872.20000000 PA USD 481326.90000000 0.019338901903 Long LON CORP US N 2 2024-08-01 Floating 4.75110000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 1800000.00000000 PA 1910655.14000000 0.076766896517 Long DBT CORP NL N 2 N/A Fixed 5.50000000 N N N N N N VIVAT NV 724500MKKXKEVWMN9E13 000000000 2100000.00000000 PA 2335880.99000000 0.093851752983 Long DBT CORP NL N 2 2024-05-17 Fixed 2.37500000 N N N N N N Fannie Mae - CAS N/A 20753WAF3 3250000.00000000 PA USD 2618633.23000000 0.105212260431 Long ABS-MBS CORP US N 2 2039-10-25 Floating 3.04663000 N N N N N N Residential Accredit Loans, In N/A 74924EAA5 1924955.34000000 PA USD 1521235.80000000 0.061120685147 Long ABS-MBS CORP US N 2 2037-10-25 Variable 2.90959600 N N N N N N Freddie Mac N/A 31346YFR9 5519745.50000000 PA USD 5788122.70000000 0.232556994215 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGD8 6100000.00000000 PA USD 5668760.50000000 0.227761222616 Long DBT CORP US N 2 2024-06-12 Floating 1.96413000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 59501NAJ8 511653.55000000 PA USD 485217.95000000 0.019495237720 Long LON CORP US N 2 2025-05-29 Floating 3.46280000 N N N N N N PANDA PATRIOT LLC 549300B93KXN86RHX930 62471MAB7 349000.00000000 PA USD 296068.22000000 0.011895521034 Long LON CORP US N 2 2020-12-19 Floating 6.94510000 N N N N N N Morgan Stanley Capital Inc N/A 61753KAE6 3334067.70000000 PA USD 1551315.36000000 0.062329231065 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.28663000 N N N N N N EMC CORP KDMDXRWU7UTJ30FC8R59 268648AQ5 570000.00000000 PA USD 568888.50000000 0.022856979103 Long DBT CORP US N 2 2020-06-01 Fixed 2.65000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 436000.00000000 PA USD 84392.16000000 0.003390734454 Long DBT NUSS LB N 2 2022-05-27 Fixed 6.25000000 Y N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAP1 200000.00000000 PA USD 196020.32000000 0.007875765388 Long DBT CORP CN N 2 2024-04-11 Floating 2.75788000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 955000.00000000 PA USD 900745.30000000 0.036190424837 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K0SW9 6728572.96000000 PA USD 7080609.21000000 0.284486919237 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30261HAN3 1000000.00000000 PA USD 986837.50000000 0.039649464027 Long ABS-MBS CORP US N 2 2045-01-25 Variable 4.24899700 N N N N N N WOORI BANK 549300VUVMRL6RE7R376 98105FAC8 800000.00000000 PA USD 852277.28000000 0.034243061653 Long DBT CORP KR N 2 2024-04-30 Fixed 4.75000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040651 113000000.00000000 PA USD 120616245.20000000 4.846157016901 Long ABS-MBS USGSE US N 2 2050-05-15 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBR6 323673.33000000 PA USD 301120.58000000 0.012098516325 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.62167000 N N N N N N LB-UBS Commercial Mortgage Tru N/A 50179MAH4 435328.98000000 PA USD 254623.92000000 0.010230359057 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45200000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AM6 325000.00000000 PA USD 335295.19000000 0.013471594436 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46645JAD4 570000.00000000 PA USD 609006.98000000 0.024468871871 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.76970000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380KSV8 3583198.07000000 PA USD 3912165.39000000 0.157184197904 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N GRANITE GENERATION LLC 549300ERB8DGZI3MXK42 38750BAB3 279765.84000000 PA USD 241997.45000000 0.009723048818 Long LON CORP US N 2 2026-11-07 Floating 4.75000000 N N N N N N TRIDENT TPI HOLDINGS INC 549300TPLK304J3RNC85 00216EAB5 269361.94000000 PA USD 226264.03000000 0.009090906575 Long LON CORP US N 2 2024-10-05 Floating 5.06910000 N N N N N N FREMF Mortgage Trust N/A 30290XAN3 3675000.00000000 PA USD 3624296.76000000 0.145618122547 Long ABS-MBS CORP US N 2 2045-11-25 Variable 3.50157100 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 4730000.00000000 PA USD 5019065.44000000 0.201657572410 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 200000.00000000 PA 208631.84000000 0.008382474961 Long DBT CORP IT N 2 N/A Fixed 9.25000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBF6 2315000.00000000 PA USD 2338256.49000000 0.093947196561 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DL9 200000.00000000 PA USD 208500.00000000 0.008377177853 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CYN8 1187502.78000000 PA USD 1278996.07000000 0.051387901927 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31335CAJ3 15089029.44000000 PA USD 15927572.07000000 0.639942944843 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAG8 200000.00000000 PA USD 187052.00000000 0.007515433437 Long DBT CORP CL N 2 2025-01-09 Fixed 2.70400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WRW5 173000.00000000 PA USD 188064.18000000 0.007556101120 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 30711XYX6 1500000.00000000 PA USD 1295272.20000000 0.052041849341 Long ABS-MBS CORP US N 2 2030-07-25 Floating 3.19663000 N N N N N N Jamestown CLO Ltd 2549008V3F2S2MZWTX88 470474AU1 322292.49000000 PA USD 318272.21000000 0.012787639850 Long ABS-CBDO CORP KY N 2 2026-07-15 Floating 2.52125000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332CAA7 2500000.00000000 PA USD 2335407.50000000 0.093832728955 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 3.06125000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AQ83 93239.91000000 PA USD 100891.66000000 0.004053656497 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N CPI HOLDCO LLC 549300RZMZYU7GPVZ531 12594WAJ5 151000.00000000 PA USD 132880.00000000 0.005338893971 Long LON CORP US N 2 2026-11-04 Floating 5.23450000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BF7 1000000.00000000 PA USD 950150.60000000 0.038175446347 Long DBT CORP GB N 2 2023-05-15 Floating 3.16175000 N N N N N N Freddie Mac N/A 31335BZT6 2639775.61000000 PA USD 2993048.60000000 0.120255637627 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 337.00000000 NC USD 4491131.60000000 0.180446082375 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2020-06-19 55852930.90000000 USD 4491131.60000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 7866378.00000000 PA USD 8177756.77000000 0.328568455167 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851BE3 150000.00000000 PA USD 148512.44000000 0.005966979008 Long DBT CORP US N 2 2021-03-10 Fixed 2.87500000 N N N N N N Structured Adjustable Rate Mor N/A 863579Q92 252054.50000000 PA USD 211765.78000000 0.008508391377 Long ABS-MBS CORP US N 2 2036-02-25 Variable 3.80667800 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828X39 3394432.00000000 PA USD 3346438.13000000 0.134454232084 Long DBT UST US N 2 2022-04-15 Fixed 0.12500000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -300160.27000000 -0.01205993269 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -45104000.00000000 EUR 49447876.03000000 USD 2020-04-02 -300160.27000000 N N N AMC NETWORKS INC 549300VGG9K75226LR46 00164VAE3 382000.00000000 PA USD 373884.41000000 0.015022044120 Long DBT CORP US N 2 2025-08-01 Fixed 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXJ8 550000.00000000 PA USD 558725.20000000 0.022448634875 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636QAQ7 355000.00000000 PA USD 435349.67000000 0.017491614455 Long DBT CORP US N 2 2050-03-26 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K16M3 6325406.75000000 PA USD 6689965.88000000 0.268791530016 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 391164AE0 225000.00000000 PA USD 227433.71000000 0.009137902342 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAF1 645000.00000000 PA USD 632053.30000000 0.025394834085 Long DBT CORP US N 2 2025-02-15 Fixed 2.24200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285P1 2500000.00000000 PA USD 2734082.00000000 0.109850797022 Long DBT UST US N 2 2023-11-30 Fixed 2.87500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 250000.00000000 PA USD 102716.03000000 0.004126956602 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Cantor Commercial Real Estate N/A 12528YAF0 4000000.00000000 PA USD 4104225.60000000 0.164900852761 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBE2 395483.97000000 PA USD 381971.47000000 0.015346968532 Long LON CORP US N 2 2024-01-15 Floating 3.17850000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 291312.50000000 PA USD 282087.51000000 0.011333799719 Long LON CORP US N 2 2027-04-15 Floating 3.48450000 N N N N N N KRONOS INC/MA 5493000E2HBSA8M27B95 50105JAM9 863777.81000000 PA USD 800074.20000000 0.032145630067 Long LON CORP US N 2 2023-11-01 Floating 4.20410000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AT9 550000.00000000 PA USD 491548.04000000 0.019749570045 Long DBT CORP HK N 2 2034-09-25 Fixed 3.73300000 N N N N N N Residential Asset Mortgage Pro N/A 74923PAB9 111010.36000000 PA USD 109758.52000000 0.004409911956 Long ABS-MBS CORP US N 2 2037-02-25 Floating 1.10663000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414KAU4 18603.74000000 PA USD 21573.49000000 0.000866786391 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F030645 10600000.00000000 PA USD 11115507.68000000 0.446602325006 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Countrywide Asset-Backed Certi N/A 126673C26 4200000.00000000 PA USD 3440524.50000000 0.138234463523 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.89663000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y61 46200000.00000000 PA USD 49957358.22000000 2.007202277622 Long DBT UST US N 2 2023-07-31 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409YUT2 48931.98000000 PA USD 57380.08000000 0.002305434702 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Fannie Mae N/A 3136AYFY4 520551.66000000 PA USD 580635.87000000 0.023328968589 Long ABS-MBS USGSE US N 2 2047-10-25 Fixed 3.50000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 2000000.00000000 PA USD 2052679.40000000 0.082473191411 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N Fannie Mae N/A 31359SWU0 3262.25000000 PA USD 3647.59000000 0.000146554005 Long ABS-MBS USGSE US N 2 2031-05-25 Fixed 6.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW30 2620000.00000000 PA USD 2435800.90000000 0.097866366207 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.57700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412MCZ9 1548.27000000 PA USD 1715.33000000 0.000068919062 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 88233FAK6 525892.51000000 PA USD 473303.26000000 0.019016525599 Long LON CORP US N 2 2025-12-31 Floating 2.55010000 N N N N N N FannieMae Grantor Trust N/A 31359VYH0 5578.00000000 PA USD 6136.56000000 0.000246556616 Long ABS-MBS USGSE US N 2 2039-01-19 Variable 7.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAN8 400000.00000000 PA USD 409653.48000000 0.016459184940 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAB8 400000.00000000 PA USD 403402.96000000 0.016208049603 Long DBT CORP IE N 2 2022-07-15 Fixed 3.00000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203BZ3 2900000.00000000 PA USD 2900148.77000000 0.116523079362 Long DBT CORP US N 2 2020-11-10 Floating 2.28413000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5FW8 1804497.94000000 PA USD 1902973.90000000 0.076458277267 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -232134.34000000 -0.00932676571 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-09-16 0.00000000 USD -3204.97000000 USD 15800000.00000000 GBP -228929.37000000 N N N FREMF Mortgage Trust N/A 30288LAN3 280000.00000000 PA USD 272874.50000000 0.010963636537 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.02015200 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAQ6 51814.68000000 PA USD 48814.11000000 0.001961268495 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.39878000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2F7 700000.00000000 PA USD 704693.92000000 0.028313411510 Long DBT CORP US N 2 2022-07-01 Floating 3.13838000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AV1 400000.00000000 PA USD 402329.40000000 0.016164915776 Long DBT CORP GB N 2 2021-03-08 Fixed 3.40000000 N N N N N N MUNI ELEC AUTH OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 1785000.00000000 PA USD 2389829.40000000 0.096019308981 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N Bear Stearns Asset Backed Secu N/A 073879G69 1762171.05000000 PA USD 1612799.39000000 0.064799555546 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.95163000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAF2 1000000.00000000 PA USD 1064849.70000000 0.042783862464 Long DBT CORP HK N 2 2028-04-06 Fixed 3.90000000 N N N N N N Citigroup Commercial Mortgage N/A 29429CAD7 1305000.00000000 PA USD 1337567.06000000 0.053741185382 Long ABS-MBS CORP US N 2 2049-04-15 Fixed 3.32900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RFJ0 1675296.62000000 PA USD 1645178.81000000 0.066100505955 Long ABS-MBS USGA US N 2 2065-08-20 Floating 2.26188000 N N N N N N USI INC/NY N/A 91739VAA6 328000.00000000 PA USD 307490.16000000 0.012354435292 Long DBT CORP US N 2 2025-05-01 Fixed 6.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 2940000.00000000 PA USD 3060422.40000000 0.122962603120 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AN5 1405000.00000000 PA USD 853520.36000000 0.034293006508 Long DBT CORP US N 2 2047-08-15 Fixed 4.95000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBG3 3846000.00000000 PA USD 4125238.45000000 0.165745113584 Long DBT CORP US N 2 2029-06-15 Fixed 3.45000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 16384YAF4 1399707.37000000 PA USD 1270234.44000000 0.051035874432 Long LON CORP US N 2 2025-04-03 Floating 3.18340000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DS3 4310000.00000000 PA USD 4789346.13000000 0.192427838520 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 200000.00000000 PA USD 213949.74000000 0.008596139202 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412PMN8 167873.01000000 PA USD 183818.01000000 0.007385497181 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -604405.00000000 -0.02428397208 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.33.V1 Y Default Event 2024-12-20 636283.93000000 USD 0.00000000 USD 10192000.00000000 USD -1240688.93000000 N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAA7 298000.00000000 PA USD 270426.06000000 0.010865262353 Long DBT CORP US N 2 2025-08-15 Fixed 7.00000000 N N N N N N Flagstar Mortgage Trust N/A 33849NAG0 184278.49000000 PA USD 182357.96000000 0.007326834838 Long ABS-MBS CORP US N 2 2048-09-25 Variable 4.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HK9 1172000.00000000 PA USD 345740.00000000 0.013891249261 Long DBT NUSS AR N 2 2022-01-26 Fixed 5.62500000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962G5J9 89000.00000000 PA USD 90805.17000000 0.003648398364 Long DBT CORP US N 2 2021-10-17 Fixed 4.65000000 N N N N N N ESH HOSPITALITY INC 54930042FMK7X7SQ2896 26908BAK9 463810.96000000 PA USD 405254.83000000 0.016282454612 Long LON CORP US N 2 2026-09-18 Floating 2.77290000 N N N N N N Freddie Mac N/A 3128E3A20 11669.99000000 PA USD 12757.17000000 0.000512561544 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.50000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BD1 510000.00000000 PA USD 495745.25000000 0.019918206854 Long DBT CORP US N 2 2024-10-01 Fixed 5.50000000 N N N N N N AMER AIRLN PT TRS 11-1 N/A 023767AA4 195274.92000000 PA USD 193338.63000000 0.007768019613 Long DBT CORP US N 2 2021-01-31 Fixed 5.25000000 N N N N N N JOSEPH T RYERSON & SON I 54930086XMNNXPXPWJ34 48088LAA5 160000.00000000 PA USD 149996.64000000 0.006026611657 Long DBT CORP US N 2 2022-05-15 Fixed 11.00000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAN3 3200000.00000000 PA USD 2809679.68000000 0.112888184123 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Y79 15500000.00000000 PA USD 17499258.20000000 0.703090639041 Long DBT UST US N 2 2025-07-31 Fixed 2.87500000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 2650000.00000000 PA USD 2649382.02000000 0.106447694880 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N FHLMC Structured Pass Through N/A 31394JY35 5432.43000000 PA USD 6285.41000000 0.000252537158 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N Fannie Mae - CAS N/A 30711XY24 545000.00000000 PA USD 457692.80000000 0.018389323682 Long ABS-MBS CORP US N 2 2031-01-25 Floating 3.29663000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1030000.00000000 PA USD 1135317.40000000 0.045615135633 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BE0 500000.00000000 PA USD 494095.90000000 0.019851938756 Long DBT CORP GB N 2 2023-05-15 Fixed 3.49800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAG3 2010000.00000000 PA USD 1928335.51000000 0.077477263922 Long DBT CORP US N 2 2024-05-08 Floating 2.95413000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBC8 1800000.00000000 PA USD 1586121.84000000 0.063727696645 Long DBT CORP GB N 2 2024-05-16 Floating 3.07175000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BQN5 732080.01000000 PA USD 726809.18000000 0.029201965305 Long ABS-MBS USGA US N 2 2062-03-20 Floating 2.26188000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 1465000.00000000 PA USD 1507111.43000000 0.060553191816 Long DBT CORP US N 2 2025-03-20 Fixed 4.73800000 N N N N N N DELAWARE MASTER REPURCHASE ACCOUNT/NBK N/A 000000000 38400000.00000000 PA USD 38400000.00000000 1.542847144184 Long RA CORP US N 2 Repurchase N 0.01000000 2020-04-01 38400000.00000000 USD 26244000.00000000 USD UST N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAL6 540000.00000000 PA USD 476550.00000000 0.019146974129 Long DBT CORP CO N 2 2029-12-18 Fixed 4.62500000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAT7 500000.00000000 PA USD 503242.50000000 0.020219433696 Long DBT CORP US N 2 2024-05-15 Fixed 3.37500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 133312.50000000 PA USD 126202.54000000 0.005070604906 Long LON CORP FR N 2 2026-08-14 Floating 5.69180000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380GGW8 270000.00000000 PA USD 293360.48000000 0.011786728614 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 2.50000000 N N N N N N TOYOTA INDUSTRIES CORP 35380000WKGEAHEMW830 892330AD3 1600000.00000000 PA USD 1618902.72000000 0.065044777038 Long DBT CORP JP N 2 2022-03-12 Fixed 3.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKT8 5051903.76000000 PA USD 5295897.58000000 0.212780220239 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAH0 600000.00000000 PA USD 598440.00000000 0.024044308462 Long DBT CORP GB N 2 2024-05-01 Fixed 3.62500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94974BGR5 2800000.00000000 PA USD 2808043.56000000 0.112822447585 Long DBT CORP US N 2 2020-12-07 Fixed 2.55000000 N N N N N N JEFFERIES GRP LLC / CAP N/A 47233JBH0 780000.00000000 PA USD 748537.61000000 0.030074976924 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BB9 4330000.00000000 PA USD 4477948.31000000 0.179916400049 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286G0 4000000.00000000 PA USD 4322031.20000000 0.173651913906 Long DBT UST US N 2 2024-02-29 Fixed 2.37500000 N N N N N N SINOPEC GRP OVERSEA 2015 5299002Z28NLP3WPFH36 000000000 1200000.00000000 PA USD 1201450.93000000 0.048272269172 Long DBT CORP VG N 2 2020-04-28 Fixed 2.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHK9 1275000.00000000 PA USD 1311326.66000000 0.052686890428 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 1500000.00000000 PA USD 1125931.50000000 0.045238026024 Long ABS-MBS CORP US N 2 2049-10-25 Floating 2.89663000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 150000.00000000 PA USD 128882.28000000 0.005178272334 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N Fannie Mae - CAS N/A 20754CAB5 2500000.00000000 PA USD 1487500.50000000 0.059765257770 Long ABS-MBS CORP US N 2 2040-01-25 Floating 2.99663000 N N N N N N Opteum Mortgage Acceptance Cor N/A 68383NDZ3 32704.16000000 PA USD 32562.76000000 0.001308316699 Long ABS-MBS CORP US N 2 2036-04-25 Variable 5.75000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 06326BAA7 470000.00000000 PA USD 430050.00000000 0.017278682665 Long DBT CORP IL N 2 2031-01-29 Fixed 3.27500000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AV7 900000.00000000 PA USD 916914.60000000 0.036840080001 Long DBT CORP US N 2 2050-04-15 Fixed 3.15000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CK0 328000.00000000 PA USD 313885.34000000 0.012611382823 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 3000000.00000000 PA USD 3243046.50000000 0.130300131015 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N Bank N/A 06541XAF7 1110000.00000000 PA USD 1176643.73000000 0.047275557774 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.43500000 N N N N N N COMM Mortgage Trust N/A 12592LBL5 2225000.00000000 PA USD 2261081.27000000 0.090846426567 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.93800000 N N N N N N SANTANDER UK PLC PTCQB104N23FMNK2RZ28 80283LAV5 200000.00000000 PA USD 194799.40000000 0.007826710884 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 400000.00000000 PA USD 426469.40000000 0.017134820204 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FH54 2834.67000000 PA USD 2944.47000000 0.000118303831 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 22546MAQ9 983469.12000000 PA USD 865265.47000000 0.034764905191 Long ABS-MBS CORP US N 2 2035-12-26 Fixed 5.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M80 7700000.00000000 PA USD 8053117.38000000 0.323560654987 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZF0 26345000.00000000 PA USD 26514287.70000000 1.065299298385 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N UK TSY 1.75% 2022 ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 129050.61000000 0.005185035549 Long DBT NUSS GB N 2 2022-09-07 Fixed 1.75000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 2120000.00000000 PA USD 2611221.38000000 0.104914464816 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBA8 490000.00000000 PA USD 526059.10000000 0.021136166148 Long DBT NUSS QA N 2 2029-03-14 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDN9 100000.00000000 PA USD 101523.84000000 0.004079056422 Long DBT CORP US N 2 2022-03-01 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHWD0 895342.60000000 PA USD 1011786.83000000 0.040651885968 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N COMM Mortgage Trust N/A 12593YBE2 2330000.00000000 PA USD 2440802.45000000 0.098067320039 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.76200000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAD3 55000.00000000 PA USD 54866.63000000 0.002204448526 Long DBT CORP US N 2 2026-05-01 Fixed 7.00000000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAL5 2745000.00000000 PA USD 2852557.06000000 0.114610924834 Long DBT CORP US N 2 2029-02-15 Fixed 4.30000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BB6 5900000.00000000 PA USD 5783917.50000000 0.232388036382 Long DBT CORP GB N 2 N/A Fixed 8.62500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BQ7 495000.00000000 PA USD 502751.70000000 0.020199714181 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93364FAL5 393832.23000000 PA USD 307934.47000000 0.012372286917 Long ABS-MBS CORP US N 2 2037-07-25 Variable 3.98270700 N N N N N N GRANITE US HOLDINGS CORP N/A 38740TAB7 137505.01000000 PA USD 99691.13000000 0.004005421229 Long LON CORP US N 2 2026-09-30 Floating 6.23450000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAD9 835000.00000000 PA USD 819125.15000000 0.032911065062 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 3400000.00000000 PA USD 3613318.04000000 0.145177016120 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N HSI Asset Securitization Corpo N/A 44328AAB6 26730.13000000 PA USD 12045.38000000 0.000483963024 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.99663000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JAW7 970000.00000000 PA USD 1079138.68000000 0.043357969547 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.11700000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00972BAB5 560000.00000000 PA USD 477862.56000000 0.019199710573 Long DBT CORP TR N 2 2027-03-16 Fixed 7.20000000 N N N N N N BANK OF GEORGIA JSC 549300RPLD8RXL49Z691 47973XAA9 890000.00000000 PA USD 926004.95000000 0.037205314911 Long DBT CORP GE N 2 2023-07-26 Fixed 6.00000000 N N N N N N Toyota Auto Receivables Owner N/A 89239JAB0 1758131.14000000 PA USD 1761407.59000000 0.070770382030 Long ABS-O CORP US N 2 2022-02-15 Fixed 2.59000000 N N N N N N CITYCENTER HOLDINGS LLC 54930012KUDSU3GT0X08 17875LAL3 912368.30000000 PA USD 808586.41000000 0.032487636288 Long LON CORP US N 2 2024-04-18 Floating 3.96310000 N N N N N N CIT GROUP INC N8O96ZZJQRFYQUJY7K79 125581GV4 400000.00000000 PA USD 396184.00000000 0.015918003983 Long DBT CORP US N 2 2021-03-09 Fixed 4.12500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 366000.00000000 PA USD 320965.53000000 0.012895852899 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415MEW1 1895.97000000 PA USD 2043.90000000 0.000082120449 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.00000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBK4 224000.00000000 PA USD 258734.87000000 0.010395530085 Long DBT CORP US N 2 2049-07-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413FLK6 8342.20000000 PA USD 8899.74000000 0.000357576521 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Freddie Mac - STACR N/A 3137G0QQ5 315000.00000000 PA USD 271165.07000000 0.010894954527 Long ABS-MBS CORP US N 2 2030-03-25 Floating 3.44663000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAU5 1000000.00000000 PA USD 933750.00000000 0.037516497939 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAB4 655000.00000000 PA USD 674342.87000000 0.027093957582 Long DBT CORP NL N 2 2029-06-18 Fixed 4.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SP7 1300000.00000000 PA USD 1275329.90000000 0.051240601409 Long DBT CORP US N 2 2022-02-11 Floating 2.66088000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 213194.01000000 0.008565775247 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2025-06-20 248729.77000000 USD 0.00000000 USD 3330000.00000000 USD -35535.76000000 N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AF6 400000.00000000 PA USD 391417.00000000 0.015726473974 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.87500000 N N N N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAF3 1735000.00000000 PA USD 1621324.36000000 0.065142074443 Long DBT CORP US N 2 2030-02-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128L4E83 17778.02000000 PA USD 21026.71000000 0.000844817694 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 7.00000000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AY3 2685000.00000000 PA USD 3067851.47000000 0.123261090606 Long DBT CORP US N 2 2049-04-01 Fixed 4.25000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036TH9 137625.50000000 PA USD 117492.17000000 0.004720636951 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.54526300 N N N N N N BANCO GENERAL SA 549300B5C08LGDFB7205 059597AE4 865000.00000000 PA USD 803197.91000000 0.032271135459 Long DBT CORP PA N 2 2027-08-07 Fixed 4.12500000 N N N N N N OFSI Fund LTD 5493003TQHS9OKKCKV08 67106MAN3 545817.87000000 PA USD 540961.18000000 0.021734906554 Long ABS-CBDO CORP KY N 2 2026-10-18 Floating 2.71913000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 1350000.00000000 PA USD 1303708.50000000 0.052380805626 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724BV3 515000.00000000 PA USD 502696.65000000 0.020197502365 Long DBT NUSS UA N 2 2028-11-01 Fixed 9.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286L9 24500000.00000000 PA USD 27047617.80000000 1.086727601034 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N Verizon Owner Trust 549300P0XXSIS1ESEJ26 92349GAB7 1000000.00000000 PA USD 982790.10000000 0.039486846331 Long ABS-O CORP US N 2 2023-12-20 Floating 1.22288000 N N N N N N Lehman Mortgage Trust N/A 52522QAE2 1469421.49000000 PA USD 801290.67000000 0.032194505777 Long ABS-MBS CORP US N 2 2038-01-25 Fixed 6.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 1800000.00000000 PA USD 1701994.50000000 0.068383264420 Long DBT CORP MO N 2 2028-08-08 Fixed 5.40000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAA0 1784000.00000000 PA USD 1849950.02000000 0.074327867323 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 220000.00000000 PA USD 155650.00000000 0.006253754114 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N Freddie Mac N/A 3132A5HR9 5377201.45000000 PA USD 5790620.59000000 0.232657355217 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAP6 1100000.00000000 PA USD 891844.47000000 0.035832804520 Long DBT CORP IE N 2 2022-07-01 Fixed 4.62500000 N N N N N N UBS AG STAMFORD CT BFM8T61CT2L1QCEMIK50 90261AAB8 500000.00000000 PA USD 515245.00000000 0.020701673875 Long DBT CORP US N 2 2022-08-17 Fixed 7.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAE7 400000.00000000 PA USD 391783.20000000 0.015741187272 Long DBT CORP CH N 2 2021-04-14 Floating 3.61775000 N N N N N N Venture CDO Ltd 549300NQPL9XHZ20E278 92330YAA1 1250000.00000000 PA USD 1169536.25000000 0.046989991232 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.97125000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAQ3 600000.00000000 PA USD 601561.08000000 0.024169708185 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042657 6100000.00000000 PA USD 6561312.50000000 0.263622454498 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828N71 8794008.00000000 PA USD 9088145.58000000 0.365146339948 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UAC9 3320.94000000 PA USD 3101.45000000 0.000124611022 Long ABS-MBS CORP US N 2 2034-02-25 Variable 3.86936700 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2200000.00000000 PA USD 2899703.18000000 0.116505176308 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N NORTONLIFELOCK INC YF6ZV0M6AU4FY94MK914 871503AH1 2000000.00000000 PA USD 1987508.20000000 0.079854722666 Long DBT CORP US N 2 2020-09-15 Fixed 4.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 500000.00000000 PA USD 492812.50000000 0.019800373912 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BR4 1800000.00000000 PA USD 1736723.70000000 0.069778625020 Long DBT CORP JP N 2 2030-02-25 Fixed 2.55900000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BAY9 550000.00000000 PA USD 608047.17000000 0.024430308327 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 4.02500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 900000.00000000 PA USD 969195.15000000 0.038940624201 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048BC1 700000.00000000 PA USD 701309.98000000 0.028177450516 Long DBT NUSS JP N 2 2020-06-01 Fixed 2.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375YBB7 490502.80000000 PA USD 80901.91000000 0.003250502104 Long ABS-MBS USGA US N 2 2038-08-20 Floating 5.22712000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 268270AD7 515000.00000000 PA USD 509733.71000000 0.020480239551 Long DBT CORP CL N 2 2025-01-29 Fixed 4.50000000 N N N N N N GARDA WORLD SECURITY N/A 000000000 275513.22000000 PA USD 263115.13000000 0.010571521534 Long LON CORP CA N 2 2026-10-30 Floating 5.73450000 N N N N N N Sequoia Mortgage Trust N/A 81747GAD4 346566.05000000 PA USD 344509.70000000 0.013841817885 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.50000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 5735000.00000000 PA USD 5570770.25000000 0.223824139872 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -9730.18000000 -0.00039094219 N/A DCR CORP US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2024-12-20 702.01000000 USD 0.00000000 USD 200000.00000000 USD -10432.19000000 N N N DELEK US HOLDINGS INC 5493003O53JMENV1N385 24664GAD3 328311.73000000 PA USD 243497.98000000 0.009783337579 Long LON CORP US N 2 2025-03-30 Floating 4.04540000 N N N N N N Chase Mortgage Finance Corpora N/A 16162WPJ2 73803.34000000 PA USD 62616.27000000 0.002515815972 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.80288500 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 1883000.00000000 PA USD 1884171.23000000 0.075702817743 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAX6 2000000.00000000 PA USD 1959155.80000000 0.078715571120 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433ME3 58454.51000000 PA USD 49911.32000000 0.002005352539 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.76307300 N N N N N N GS Mortgage Securities Trust N/A 36255NAT2 570000.00000000 PA USD 611317.82000000 0.024561717520 Long ABS-MBS CORP US N 2 2051-03-10 Variable 3.99200000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBE8 2000000.00000000 PA USD 1905176.60000000 0.076546778033 Long DBT CORP JP N 2 2031-05-25 Fixed 2.59100000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAA8 200000.00000000 PA USD 178102.00000000 0.007155837553 Long DBT CORP BR N 2 2025-02-04 Fixed 3.62500000 N N N N N N MURPHY OIL USA INC N32S6DTR2ZZ5222WHV58 626738AD0 190000.00000000 PA USD 187785.08000000 0.007544887354 Long DBT CORP US N 2 2027-05-01 Fixed 5.62500000 N N N N N N Structured Asset Securities Co N/A 86359YAH4 1520425.24000000 PA USD 1224323.18000000 0.049191237547 Long ABS-MBS CORP US N 2 2036-03-25 Floating 1.21663000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 699000.00000000 PA USD 655850.73000000 0.026350974629 Long DBT NUSS TG N 2 2027-07-27 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAD9 2400000.00000000 PA USD 2405363.04000000 0.096643424400 Long DBT CORP CH N 2 2021-04-15 Fixed 3.00000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAA3 250000.00000000 PA USD 248753.85000000 0.009994509559 Long DBT CORP US N 2 2020-04-29 Fixed 4.00000000 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AD5 400000.00000000 PA USD 384600.00000000 0.015452578428 Long DBT CORP US N 2 2026-09-01 Fixed 5.00000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AW8 2595000.00000000 PA USD 2551131.53000000 0.102500156132 Long DBT CORP AU N 2 2075-10-19 Fixed 6.25000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BF5 200000.00000000 PA USD 199853.72000000 0.008029784925 Long DBT CORP GB N 2 2022-01-05 Fixed 2.65000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAS4 121000.00000000 PA USD 120334.50000000 0.004834836970 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAE2 316062.58000000 PA USD 306580.70000000 0.012317894725 Long LON CORP US N 2 2025-07-17 Floating 3.09310000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHC6 1896000.00000000 PA USD 1934199.28000000 0.077712860297 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 109724.10000000 PA USD 107485.65000000 0.004318591878 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N CHICAGO IL TRANSIT AUTH SALES 549300CB8XLRGIPN3E12 167725AF7 1800000.00000000 PA USD 2420352.00000000 0.097245655497 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FSU9 2353.54000000 PA USD 2685.57000000 0.000107901666 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -157744.44000000 -0.00633790517 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.34 Y Default Event 2025-06-20 0.00000000 USD -399384.55000000 USD 23600000.00000000 USD 241640.11000000 N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332EAP1 738749.95000000 PA USD 698118.70000000 0.028049230275 Long LON CORP US N 2 2025-04-25 Floating 4.79540000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAD3 197000.00000000 PA USD 183205.13000000 0.007360872698 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N Fannie Mae N/A 31396VJP4 1998366.93000000 PA USD 1735113.26000000 0.069713920261 Long ABS-MBS USGSE US N 2 2037-04-25 None 0.00000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAK1 200000.00000000 PA USD 227470.00000000 0.009139360413 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200000.00000000 PA USD 202000.00000000 0.008116018831 Long DBT CORP CH N 2 2024-05-15 Fixed 5.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEA0 3500000.00000000 PA USD 3498618.20000000 0.140568570272 Long DBT CORP US N 2 2021-04-21 Fixed 2.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAV2 1250000.00000000 PA USD 1223673.50000000 0.049165134502 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.05560000 N N N N N N MidOcean Credit CLO 549300T32RO3I7BJ4V26 59801MAA6 1750000.00000000 PA USD 1629208.00000000 0.065458825783 Long ABS-CBDO CORP KY N 2 2031-02-20 Floating 2.84463000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 188645.45000000 PA USD 179684.79000000 0.007219431382 Long LON CORP US N 2 2025-04-16 Floating 2.73450000 N N N N N N REPUBLIC OF GABON N/A 362420AD3 200000.00000000 PA USD 123767.16000000 0.004972755451 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.62500000 N N N N N N GSAMP Trust N/A 36245TAE5 976483.38000000 PA USD 503533.81000000 0.020231138040 Long ABS-MBS CORP US N 2 2036-11-25 Floating 1.17663000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 16900000.00000000 PA USD 17571379.54000000 0.705988352673 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 900000.00000000 PA USD 1162511.73000000 0.046707757883 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 540000.00000000 PA USD 529749.72000000 0.021284449026 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N Lanark Master Issuer plc 213800KIOPB5OYXIVY33 513770BB2 656000.00000000 PA USD 651329.28000000 0.026169310405 Long ABS-MBS CORP GB N 2 2069-12-22 Floating 2.45275000 N N N N N N Whitehorse Ltd 5493006SRQWF2ZFME608 965249AF2 144776.58000000 PA USD 142934.88000000 0.005742882068 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 2.99613000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 2970000.00000000 PA USD 3193611.00000000 0.128313896119 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 000000000 306271.71000000 PA USD 293510.29000000 0.011792747726 Long LON CORP US N 2 2025-06-01 Floating 4.46280000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2C8 395000.00000000 PA USD 384435.53000000 0.015445970301 Long DBT CORP SA N 2 2024-04-16 Fixed 2.87500000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -71274.95000000 -0.00286370711 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T Inc Y Default Event 2024-06-20 0.00000000 USD -4144.62000000 USD 1800000.00000000 USD -67130.33000000 N N N NFP CORP VO2L9FZNXDJNQNEYH039 62910PAF0 443928.68000000 PA USD 388437.60000000 0.015606766714 Long LON CORP US N 2 2027-02-13 Floating 4.05010000 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 23636TAD2 1500000.00000000 PA USD 1489392.60000000 0.059841279153 Long DBT CORP FR N 2 2023-11-02 Fixed 2.58900000 N N N N N N OJSC NOVO(STEEL FUNDING) 549300RUD5HLLXOVGU89 85812RAA7 715000.00000000 PA USD 711685.98000000 0.028594340671 Long DBT CORP IE N 2 2024-09-21 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9T29 1013052.90000000 PA USD 1088031.68000000 0.043715275267 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CL2 675000.00000000 PA USD 642705.37000000 0.025822816267 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AH8 565000.00000000 PA USD 466934.02000000 0.018760620293 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007034BN0 559369.81000000 PA USD 480637.61000000 0.019311207395 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.07412300 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 16516FAH2 292000.00000000 PA USD 118552.00000000 0.004763219131 Long LON CORP US N 2 2024-06-23 Floating 8.94660000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040640 6000000.00000000 PA USD 6374402.40000000 0.256112722362 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 4.00000000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 501499AC1 3400000.00000000 PA USD 3425619.00000000 0.137635585708 Long DBT NUSS KW N 2 2022-03-20 Fixed 2.75000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AD5 350000.00000000 PA USD 307125.00000000 0.012339763780 Long DBT CORP CL N 2 2030-03-06 Fixed 3.15000000 N N N N N N Sequoia Mortgage Trust N/A 81747MAA7 493489.96000000 PA USD 492561.36000000 0.019790283531 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.50000000 N N N N N N Freddie Mac N/A 31296QAD2 20141.07000000 PA USD 23519.36000000 0.000944968161 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 67778M2C3 200000.00000000 PA USD 181000.00000000 0.007272274299 Long DBT CORP BH N 2 2024-11-07 Fixed 7.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGN3 900000.00000000 PA USD 894896.01000000 0.035955410244 Long DBT CORP US N 2 2021-07-21 Floating 2.47913000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AS9 560000.00000000 PA USD 295983.80000000 0.011892129181 Long DBT CORP AR N 2 2029-06-27 Fixed 8.50000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 207473.28000000 PA USD 208411.27000000 0.008373612831 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 000000000 1600000.00000000 PA 1884800.30000000 0.075728092713 Long DBT CORP US N 2 2028-06-05 Fixed 3.69200000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW89 359000.00000000 PA USD 299718.33000000 0.012042176289 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N NATIONSTAR MTG HLD INC N/A 93369KAA3 2000000.00000000 PA USD 1968110.00000000 0.079075335753 Long DBT CORP US N 2 2023-07-15 Fixed 8.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 2264298.40000000 PA USD 2414429.31000000 0.097007691816 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36249KAJ9 375000.00000000 PA USD 366801.49000000 0.014737464357 Long ABS-MBS CORP US N 2 2043-08-10 Variable 5.63500000 N N N N N N GS Mortgage Securities Trust N/A 36260JAD9 1250000.00000000 PA USD 1306572.38000000 0.052495871488 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 000000000 649000.00000000 PA USD 530557.50000000 0.021316904263 Long LON CORP LU N 2 2026-12-12 Floating 5.50000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAM1 1300000.00000000 PA USD 1271230.35000000 0.051075888414 Long DBT CORP US N 2 2023-01-15 Fixed 2.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 2200000.00000000 PA USD 2247934.48000000 0.090318210749 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828H45 9584608.00000000 PA USD 9672802.69000000 0.388636875169 Long DBT UST US N 2 2025-01-15 Fixed 0.25000000 N N N N N N FREMF Mortgage Trust N/A 30288BAG0 475000.00000000 PA USD 463058.55000000 0.018604910454 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.56522300 N N N N N N ARABIAN CENTRES SUKUK 5493003T55GS691ILI42 03847PAA3 560000.00000000 PA USD 431200.00000000 0.017324887723 Long DBT CORP SA N 2 2024-11-26 Fixed 5.37500000 N N N N N N Ludgate Funding Plc 213800LADM2GPWI3P269 000000000 1375449.60000000 PA 1503124.91000000 0.060393020175 Long ABS-MBS CORP GB N 2 2060-12-01 Floating 0.79138000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAB4 390000.00000000 PA USD 273489.45000000 0.010988344190 Long DBT CORP BR N 2 2023-02-13 Fixed 7.62500000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AD0 1517000.00000000 PA USD 1272391.34000000 0.051122535031 Long DBT CORP US N 2 2025-05-15 Fixed 7.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282P4 39700000.00000000 PA USD 41184097.16000000 1.654707465862 Long DBT UST US N 2 2022-07-31 Fixed 1.87500000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 638150.57000000 PA USD 545575.34000000 0.021920295709 Long ABS-MBS CORP US N 2 2031-04-25 Floating 3.34663000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556CF7 1545000.00000000 PA USD 1657318.56000000 0.066588260606 Long DBT CORP US N 2 2025-03-25 Fixed 4.13300000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAC5 1000000.00000000 PA USD 991471.60000000 0.039835654338 Long DBT CORP US N 2 2022-10-15 Fixed 3.12500000 N N N N N N NOBLE ENERGY INC 02VFQXG2D1LR5ZH3K186 655044AR6 685000.00000000 PA USD 373141.42000000 0.014992192037 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAK5 1300000.00000000 PA USD 1283478.56000000 0.051568000805 Long DBT CORP US N 2 2021-01-15 Fixed 2.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285N6 8100000.00000000 PA USD 9191285.46000000 0.369290326128 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CJ7 645000.00000000 PA USD 597133.71000000 0.023991823936 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 12429TAD6 460000.00000000 PA USD 426636.20000000 0.017141521947 Long DBT CORP US N 2 2024-04-15 Fixed 5.50000000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAL6 300000.00000000 PA USD 300197.82000000 0.012061441387 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAD9 635000.00000000 PA USD 657629.18000000 0.026422429747 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N USB REALTY CORP N/A 903312AA4 500000.00000000 PA USD 375872.50000000 0.015101922218 Long DBT CORP US N 2 N/A Floating 2.97825000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 2150000.00000000 PA USD 1985387.19000000 0.079769504067 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHL6 2200000.00000000 PA USD 2311706.54000000 0.092880464412 Long DBT CORP US N 2 2024-07-23 Fixed 3.86400000 N N N N N N Fannie Mae N/A 31397NAL9 417450.00000000 PA USD 68477.04000000 0.002751291812 Long ABS-MBS USGSE US N 2 2039-02-25 Floating 4.75337000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GR8 2330000.00000000 PA USD 2703325.42000000 0.108615049584 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 19767QAQ8 30000.00000000 PA USD 31050.00000000 0.001247536557 Long DBT CORP US N 2 2025-09-15 Fixed 7.58000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CA5 3100000.00000000 PA USD 3059513.69000000 0.122926092687 Long DBT CORP US N 2 2022-02-14 Fixed 5.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BK9 200000.00000000 PA USD 200902.00000000 0.008071903045 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 000000000 3400000.00000000 PA 3747865.07000000 0.150582888542 Long DBT CORP LU N 2 2028-11-13 Fixed 3.25000000 N N N N N N DELTA AIR LINES 2007-1 A N/A 247367BH7 198228.30000000 PA USD 209610.19000000 0.008421783412 Long DBT CORP US N 2 2022-08-10 Fixed 6.82100000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAC8 715000.00000000 PA USD 679643.25000000 0.027306917899 Long DBT CORP IM N 2 2029-05-15 Fixed 6.12500000 N N N N N N Harley-Davidson Motorcycle Tru N/A 41284UAB0 850000.00000000 PA USD 843892.33000000 0.033906168524 Long ABS-O CORP US N 2 2023-01-17 Fixed 1.83000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650035TD0 800000.00000000 PA USD 875944.00000000 0.035193950491 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N Centex Home Equity N/A 152314EL0 578.07000000 PA USD 568.39000000 0.000022836950 Long ABS-MBS CORP US N 2 2032-01-25 Fixed 5.54000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAH7 745000.00000000 PA USD 714564.37000000 0.028709989520 Long DBT CORP US N 2 2027-02-15 Fixed 2.49300000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906EAJ9 717000.00000000 PA USD 679954.76000000 0.027319433844 Long LON CORP US N 2 2024-06-15 Floating 4.59310000 N N N N N N FREMF Mortgage Trust N/A 30290UAJ8 665000.00000000 PA USD 658582.68000000 0.026460739766 Long ABS-MBS CORP US N 2 2045-08-25 Variable 3.68724300 N N N N N N BERRY PLASTICS GROUP INC 549300AP2Q7ERHX6RI89 08579JBD3 1075000.00000000 PA USD 1037912.50000000 0.041701571264 Long LON CORP US N 2 2022-10-01 Floating 2.77290000 N N N N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 80875AAP6 1108389.53000000 PA USD 900566.49000000 0.036183240553 Long LON CORP US N 2 2024-08-14 Floating 4.44180000 N N N N N N SAUDI ELEC GLB SUKUK 549300KSEZC1HOYC2778 000000000 715000.00000000 PA USD 719979.98000000 0.028927579583 Long DBT CORP SA N 2 2024-01-27 Fixed 4.22200000 N N N N N N Fannie Mae N/A 31397LAF6 8196482.40000000 PA USD 9325276.55000000 0.374673861820 Long ABS-MBS USGSE US N 2 2038-04-25 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380TB96 235049.83000000 PA USD 252339.53000000 0.010138576125 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2432.22000000 -0.00009772249 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-03 0.00000000 USD 0.00000000 USD 1600000.00000000 CAD -2432.22000000 N N N SPRINGLEAF FINANCE CORP 5493008I795YYBFWFU90 85172FAJ8 2600000.00000000 PA USD 2617550.00000000 0.105168738079 Long DBT CORP US N 2 2020-12-15 Fixed 8.25000000 N N N N N N FRONTIER COMMUNICATIONS 549300ZCZ76HYCS0H445 35906ABC1 1058000.00000000 PA USD 1049356.14000000 0.042161357391 Long DBT CORP US N 2 2027-04-01 Fixed 8.00000000 N N N N N N Bank N/A 06541WBB7 605000.00000000 PA USD 567970.55000000 0.022820097423 Long ABS-MBS CORP US N 2 2060-06-15 Variable 3.89600000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 34540XAB9 1500000.00000000 PA USD 1406250.00000000 0.056500749909 Long DBT CORP US N 2 2022-10-07 Fixed 3.55000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036EQ5 114658.84000000 PA USD 110098.01000000 0.004423552091 Long ABS-MBS CORP US N 2 2035-04-25 Variable 3.89414400 N N N N N N Venture CDO Ltd 549300OT41NOT6O55015 92329XAQ1 1200000.00000000 PA USD 1162654.80000000 0.046713506194 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 2.68125000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5TL7 2372207.87000000 PA USD 2563010.01000000 0.102977413396 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 200000.00000000 PA USD 201702.00000000 0.008104045694 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 14924446.80000000 PA USD 16989118.65000000 0.682594093524 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740AV1 200000.00000000 PA USD 190717.28000000 0.007662698197 Long DBT CORP US N 2 2022-01-13 Fixed 2.80000000 N N N N N N ENPRO INDUSTRIES INC 549300Y5CFT2LKCFDN54 29355XAG2 105000.00000000 PA USD 103084.54000000 0.004141762712 Long DBT CORP US N 2 2026-10-15 Fixed 5.75000000 N N N N N N New Residential Mortgage Loan N/A 64830NAA9 5679739.88000000 PA USD 5655968.46000000 0.227247260054 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AR4 2840000.00000000 PA USD 2831545.60000000 0.113766719859 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N TELENET FINANCING USD LLC N/A 000000000 545000.00000000 PA USD 506168.75000000 0.020337005479 Long LON CORP NL N 2 2028-04-30 Floating 3.74530000 N N N N N N BENCHMARK Mortgage Trust N/A 08160JAE7 7865000.00000000 PA USD 8704112.13000000 0.349716524542 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 491176.29000000 PA USD 407049.83000000 0.016354574681 Long ABS-MBS CORP US N 2 2031-07-25 Floating 3.39663000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GJA2 234205.90000000 PA USD 264652.71000000 0.010633298901 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18451QAN8 1675000.00000000 PA USD 1450977.13000000 0.058297810450 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HKBG2 6074850.72000000 PA USD 6486295.50000000 0.260608398138 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RLJ3 114249.39000000 PA USD 113210.98000000 0.004548625968 Long ABS-MBS USGA US N 2 2065-10-20 Floating 2.26188000 N N N N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 49229QAB0 375000.00000000 PA USD 283316.25000000 0.011383168417 Long DBT CORP UA N 2 2024-10-17 Fixed 6.50000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550BK3 1475000.00000000 PA USD 1554939.99000000 0.062474862576 Long DBT CORP US N 2 2025-04-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416M2B9 213321.70000000 PA USD 233233.23000000 0.009370917261 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AX3 2845000.00000000 PA USD 2879957.94000000 0.115711845914 Long DBT CORP US N 2 2026-07-23 Fixed 2.60000000 N N N N N N New Residential Mortgage Loan N/A 64829VAA4 321811.99000000 PA USD 321582.99000000 0.012920661399 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHL9 6915285.13000000 PA USD 7249586.61000000 0.291276145774 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAB1 1220000.00000000 PA USD 1190754.65000000 0.047842510707 Long DBT CORP US N 2 2022-06-29 Fixed 2.87500000 N N N N N N Bear Stearns Asset Backed Secu N/A 07389YAT8 112103.20000000 PA USD 206881.07000000 0.008312131980 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.11663000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AE3 2300000.00000000 PA USD 2302306.67000000 0.092502793511 Long DBT CORP CA N 2 2021-03-22 Fixed 2.30000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 780000.00000000 PA USD 808703.22000000 0.032492329517 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 038461AF6 100000.00000000 PA USD 78249.20000000 0.003143920696 Long DBT NUSS EG N 2 2040-04-30 Fixed 6.87500000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 1000000.00000000 PA USD 991439.50000000 0.039834364614 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N Marathon CLO LTD 635400LRBGQZIPTCBI09 56576QAN8 1086109.11000000 PA USD 1048790.40000000 0.042138626913 Long ABS-CBDO CORP KY N 2 2027-11-21 Floating 2.56600000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312LAS7 900000.00000000 PA USD 947379.15000000 0.038064094167 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 69795858.70000000 PA USD 72014327.05000000 2.893414032016 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AH7 300000.00000000 PA USD 312310.68000000 0.012548115644 Long DBT CORP US N 2 2022-07-11 Fixed 4.87500000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 1591000.00000000 PA USD 1624705.34000000 0.065277916509 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38502JAA9 580000.00000000 PA USD 151525.00000000 0.006088018581 Long DBT CORP CA N 2 2027-05-23 Fixed 7.75000000 N N N N N N Mountain View CLO Ltd 549300RHYK4B5L898W39 62432CAQ4 1901121.20000000 PA USD 1839823.35000000 0.073920994826 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 2.66788000 N N N N N N Bear Stearns Second Lien Trust N/A 07401UAD5 528788.85000000 PA USD 524291.29000000 0.021065138528 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.29663000 N N N N N N JP Morgan Mortgage Trust N/A 46651HAC1 866543.28000000 PA USD 872253.37000000 0.035045667211 Long ABS-MBS CORP US N 2 2050-03-25 Variable 3.50000000 N N N N N N COMM Mortgage Trust N/A 12592TAA3 605000.00000000 PA USD 619438.51000000 0.024887993128 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.17800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCEW2 471989.41000000 PA USD 494974.78000000 0.019887250670 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z52 15560000.00000000 PA USD 16305177.74000000 0.655114502905 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X44J2 3696831.29000000 PA USD 3876576.77000000 0.155754307260 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N FannieMae Whole Loan 549300KIT83OL5QXFU28 31394BZ64 29649.77000000 PA USD 34328.70000000 0.001379269186 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.00000000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F040644 111921000.00000000 PA USD 119499495.48000000 4.801287899290 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XRG0 59.28000000 PA USD 59.68000000 0.000002397841 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5SQ7 6417146.63000000 PA USD 6723309.34000000 0.270131213924 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PBV0 166937.12000000 PA USD 126298.87000000 0.005074475283 Long ABS-MBS CORP US N 2 2037-04-25 Floating 1.19663000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UAR7 350000.00000000 PA USD 351165.50000000 0.014109236687 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 49836AAB0 460000.00000000 PA USD 425040.00000000 0.017077389327 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822AF1 1354000.00000000 PA USD 1333826.75000000 0.053590906043 Long DBT CORP JP N 2 2021-09-13 Floating 1.83250000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAG4 1600000.00000000 PA USD 1204032.00000000 0.048375972205 Long DBT CORP US N 2 2030-02-01 Fixed 7.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46647JBA7 386893.90000000 PA USD 364115.72000000 0.014629554655 Long ABS-MBS CORP US N 2 2046-10-25 Variable 4.05004200 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAD7 210000.00000000 PA USD 173853.96000000 0.006985158481 Long DBT NUSS SN N 2 2048-03-13 Fixed 6.75000000 N N N N N N SOUTH CAROLINA ST PUBLIC SVC A EMBXY64GWKA9MZGFUD26 837151NP0 145000.00000000 PA USD 176802.85000000 0.007103639901 Long DBT MUN US N 2 2045-12-01 Fixed 4.77000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CAA2 462000.00000000 PA USD 427803.64000000 0.017188427714 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAK1 1300000.00000000 PA USD 1281439.51000000 0.051486075220 Long DBT CORP US N 2 2021-01-15 Fixed 2.85000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828F96 1600000.00000000 PA USD 1644875.04000000 0.066088300989 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N SOCIALIST REP OF VIETNAM 5493008AE7RS4XK4BZ08 92671CAA6 200000.00000000 PA USD 202987.56000000 0.008155697324 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.80000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406HDE6 300000.00000000 PA USD 300063.00000000 0.012056024547 Long DBT CORP US N 2 2020-08-17 Floating 2.56175000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 1900000.00000000 PA USD 1669216.50000000 0.067066299740 Long DBT CORP CH N 2 N/A Fixed 6.37500000 N N N N N N CALIFORNIA ST N/A 13063DAF5 1250000.00000000 PA USD 1259975.00000000 0.050623667460 Long DBT MUN US N 2 2047-04-01 Floating 2.29500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 4189.05000000 0.000168308953 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2022-03-03 0.00000000 USD 0.00000000 USD 2400000.00000000 CAD 4189.05000000 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MAD2 2300000.00000000 PA USD 2275543.41000000 0.091427490926 Long DBT CORP JP N 2 2021-03-09 Floating 2.67888000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 300000.00000000 PA USD 291647.25000000 0.011717893926 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BN3 1700000.00000000 PA USD 1686722.83000000 0.067769674512 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N MONTREAL EXCHANGE N/A 000000000 2.00000000 NC 4529.95000000 0.000182005740 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Long THOMSON REUTERS CORP 3 MONTH CANADIAN BANKERS ACCEPTANCE 2020-09-14 364603.84000000 USD 4529.95000000 N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 365556AT6 679316.56000000 PA USD 641954.15000000 0.025792633516 Long LON CORP US N 2 2027-02-28 Floating 2.73940000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36250SAL3 465000.00000000 PA USD 366028.33000000 0.014706400094 Long ABS-MBS CORP US N 2 2051-07-10 Variable 4.41173100 N N N N N N MASTR Alternative Loans Trust N/A 576434PB4 1429.84000000 PA USD 1479.02000000 0.000059424525 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 7.00000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAT8 200000.00000000 PA USD 198160.74000000 0.007961763848 Long DBT CORP US N 2 2021-04-15 Fixed 2.45000000 N N N N N N RUSSELL INVESTMENTS US 5493008YG7V0FQCJQI74 000000000 425673.27000000 PA USD 394811.96000000 0.015862877733 Long LON CORP US N 2 2023-06-01 Floating 3.75000000 N N N N N N WEA FINANCE LLC/WESTFIEL N/A 92890HAE2 1800000.00000000 PA USD 1782393.48000000 0.071613559646 Long DBT CORP US N 2 2020-10-05 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BNF5 6406987.50000000 PA USD 6390913.65000000 0.256776116500 Long ABS-MBS USGA US N 2 2061-10-20 Floating 2.20000000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC -22163.28000000 -0.00089048315 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOMMUNICATIONS PLC Y Default Event 2024-12-20 7863.91000000 USD 0.00000000 USD 2800000.00000000 EUR -30027.19000000 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 620000.00000000 PA USD 646527.57000000 0.025976385807 Long DBT CORP HK N 2 2023-03-13 Fixed 3.12500000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 912698.29000000 PA USD 913065.56000000 0.036685432075 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N Fannie Mae - CAS N/A 30711XLT9 420000.00000000 PA USD 366524.42000000 0.014726332152 Long ABS-MBS CORP US N 2 2029-11-25 Floating 3.79663000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286BN6 543000.00000000 PA USD 622144.26000000 0.024996705594 Long DBT NUSS PH N 2 2026-03-30 Fixed 5.50000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 6477040.00000000 NS USD 6477040.00000000 0.260236527780 Long STIV RF US N 1 N N N Freddie Mac N/A 3133A0E34 1585903.93000000 PA USD 1663516.01000000 0.066837263680 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 410000.00000000 PA USD 197825.00000000 0.007948274382 Long DBT CORP CL N 2 2027-01-17 Fixed 5.50000000 N N N N N N FREMF Mortgage Trust N/A 35708WAS9 470000.00000000 PA USD 441859.74000000 0.017753178072 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.75322400 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 1280000.00000000 PA USD 1340490.88000000 0.053858659531 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N Barclays Commercial Mortgage S N/A 05547GAA1 2469441.05000000 PA USD 2458345.85000000 0.098772184221 Long ABS-MBS CORP US N 2 2028-09-10 Fixed 3.32280000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 100000.00000000 PA 114292.23000000 0.004592068767 Long DBT CORP GB N 2 2026-04-24 Fixed 3.37500000 N N N N N N GIP III STETSON I LP 549300MLKSDQYN3TMQ54 36173DAB2 0.00600000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2025-07-18 Floating 6.06910000 N N N N N N CHANGE HEALTHCARE HOLDINGS 549300GHXFJ3EKF50583 15911AAC7 196571.87000000 PA USD 181501.29000000 0.007292415284 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 6440.23000000 0.000258757564 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -216000.00000000 EUR 245402.41000000 USD 2020-06-19 6440.23000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBQ5 248750.00000000 PA USD 240043.75000000 0.009644552452 Long LON CORP US N 2 2026-04-01 Floating 3.17850000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAD1 2200000.00000000 PA USD 2202662.00000000 0.088499238966 Long DBT NUSS SA N 2 2023-03-04 Fixed 2.87500000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PCB3 166937.12000000 PA USD 26301.68000000 0.001056757080 Long ABS-MBS CORP US N 2 2037-04-25 Floating 5.80337000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAP0 540000.00000000 PA USD 569997.00000000 0.022901516761 Long DBT CORP US N 2 2026-01-15 Fixed 6.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285X4 19600000.00000000 PA USD 19993530.76000000 0.803306297792 Long DBT UST US N 2 2021-01-31 Fixed 2.50000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 44328MAC8 500000.00000000 PA USD 501483.95000000 0.020148778127 Long DBT CORP GB N 2 2020-08-12 Fixed 4.12500000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 000000000 1400000.00000000 PA 1355321.83000000 0.054454542053 Long DBT CORP US N 2 2027-01-22 Fixed 1.45000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBE4 1200000.00000000 PA USD 1222012.92000000 0.049098415202 Long DBT CORP GB N 2 2023-02-15 Fixed 4.61000000 N N N N N N BRASKEM NETHERLANDS N/A 000000000 800000.00000000 PA USD 646242.00000000 0.025964912087 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAG0 1200000.00000000 PA USD 1058681.40000000 0.042536030588 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAR9 2400000.00000000 PA USD 2610715.20000000 0.104894127359 Long DBT CORP US N 2 2028-07-26 Fixed 4.05000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AW2 1500000.00000000 PA USD 1374135.90000000 0.055210459610 Long DBT CORP US N 2 2021-09-24 Floating 2.06413000 N N N N N N RUTAS 2 AND 7 FINANCE N/A 78319MAA1 610000.00000000 PA USD 360086.05000000 0.014467649320 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N CHINA OVERSEAS FIN KY V N/A 000000000 480000.00000000 PA USD 486426.22000000 0.019543783968 Long DBT CORP KY N 2 2022-11-15 Fixed 3.95000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAK6 350000.00000000 PA USD 316418.31000000 0.012713153279 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Catamaran CLO Ltd 549300MB476AHX5W1918 14889EAL0 3493601.67000000 PA USD 3390515.97000000 0.136225205250 Long ABS-CBDO CORP KY N 2 2028-01-27 Floating 2.64413000 N N N N N N ENSEMBLE RCM LLC N/A 29359BAB7 366160.00000000 PA USD 341139.19000000 0.013706396485 Long LON CORP US N 2 2026-08-01 Floating 5.50110000 N N N N N N Ludgate Funding Plc 213800LADM2GPWI3P269 000000000 593800.64000000 PA 664710.26000000 0.026706935582 Long ABS-MBS CORP GB N 2 2061-01-01 Floating 1.39625000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 421924BT7 370000.00000000 PA USD 358435.65000000 0.014401339035 Long DBT CORP US N 2 2025-09-15 Fixed 5.75000000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAC3 300000.00000000 PA USD 306648.03000000 0.012320599931 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N BANCO INTERNAC DEL PERU 5493001TRCGXJLRLHN14 05968DAB6 505000.00000000 PA USD 481641.23000000 0.019351531151 Long DBT CORP PE N 2 2023-01-18 Fixed 3.37500000 N N N N N N MERRILL COMMUNICATIONS L 549300WSJZQ06QBBKG35 59017HAQ2 211470.00000000 PA USD 174462.75000000 0.007009618635 Long LON CORP US N 2 2026-10-03 Floating 6.00000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 750000.00000000 PA USD 674820.00000000 0.027113127860 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Nissan Auto Lease Trust N/A 65479NAB0 1000000.00000000 PA USD 1002039.10000000 0.040260238640 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.80000000 N N N N N N Freddie Mac N/A 31335BZS8 1051895.19000000 PA USD 1166070.52000000 0.046850744054 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 1820000.00000000 NC 88181.89000000 0.003542999405 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2051-02-26 0.00000000 USD 0.00000000 USD 0.00000000 GBP 1820000.00000000 USD 0.86000000 GBP 2021-02-26 XXXX -22600.49000000 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AP0 700000.00000000 PA USD 683291.00000000 0.027453478333 Long DBT CORP US N 2 2021-08-15 Floating 2.56175000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J87F4 415095.27000000 PA USD 461323.93000000 0.018535216352 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Mansard Mortgages Plc 213800JK7REF83LDFT15 000000000 656503.88000000 PA 717689.74000000 0.028835561608 Long ABS-MBS CORP GB N 2 2047-04-15 Floating 0.90500000 N N N N N N JP Morgan Mortgage Trust N/A 46629DAK1 68416.08000000 PA USD 55636.40000000 0.002235376584 Long ABS-MBS CORP US N 2 2037-01-25 Variable 3.80265200 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58770FAB8 500000.00000000 PA USD 500447.55000000 0.020107137326 Long ABS-O CORP US N 2 2022-03-15 Fixed 1.82000000 N N N N N N Fannie Mae - CAS N/A 30711XJ70 740000.00000000 PA USD 615017.70000000 0.024710372449 Long ABS-MBS CORP US N 2 2030-10-25 Floating 3.09663000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLLH5 5241878.52000000 PA USD 5740125.36000000 0.230628542159 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022659 60800000.00000000 PA USD 62907072.64000000 2.527499931552 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 500000.00000000 PA USD 473179.05000000 0.019011535051 Long DBT CORP GB N 2 2026-02-05 Variable 2.43800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXN0 589267.67000000 PA USD 639007.81000000 0.025674254551 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N EDGEWATER GENERATION LLC 5493004PLDT1L28SWG83 28031FAD2 212312.50000000 PA USD 174803.89000000 0.007023325064 Long LON CORP US N 2 2025-12-13 Floating 5.58780000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAB4 1100000.00000000 PA USD 1064842.79000000 0.042783584832 Long DBT CORP NL N 2 2022-05-25 Fixed 2.87500000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AH9 715000.00000000 PA USD 696450.25000000 0.027982194772 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BB4 2050000.00000000 PA USD 2020470.16000000 0.081179078548 Long DBT CORP US N 2 2021-03-15 Floating 1.19050000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFD1 330000.00000000 PA USD 393445.73000000 0.015807984919 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERT42 719671.68000000 PA USD 807349.93000000 0.032437956610 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5.00000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 183000.00000000 PA USD 160138.73000000 0.006434103704 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312VAF3 945000.00000000 PA USD 978594.66000000 0.039318280637 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 85207UAE5 300000.00000000 PA USD 310848.00000000 0.012489347632 Long DBT CORP US N 2 2021-09-15 Fixed 7.25000000 N N N N N N Citigroup Commercial Mortgage N/A 17323CAE7 1400000.00000000 PA USD 1420166.72000000 0.057059900213 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.13700000 N N N N N N J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1383.47000000 0.000055585487 N/A DCR CORP US N 2 J.P. MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 Senior PLC Senior PLC Y Default Event 2020-12-20 2640.96000000 USD 0.00000000 USD 700000.00000000 USD -1257.49000000 N N N AEROVIAS DE MEXICO S.A. 549300TK6ZHQ3FJ26B03 008065AD6 855000.00000000 PA USD 262912.50000000 0.010563380203 Long DBT CORP MX N 2 2025-02-05 Fixed 7.00000000 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 880000.00000000 PA USD 732826.78000000 0.029443742310 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 235000.00000000 PA USD 151747.02000000 0.006096938969 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1905.28000000 -0.00007655093 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2022-06-20 0.00000000 USD -1688.69000000 USD 250000.00000000 USD -216.59000000 N N N AES GENER SA 549300IF4IFG0FS0RM26 00105DAF2 605000.00000000 PA USD 476816.77000000 0.019157692497 Long DBT CORP CL N 2 2079-03-26 Fixed 7.12500000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 714264AH1 150000.00000000 PA USD 151391.75000000 0.006082664821 Long DBT CORP FR N 2 2022-07-15 Fixed 4.25000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 300000.00000000 PA USD 303319.26000000 0.012186855574 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 619000.00000000 PA USD 402161.21000000 0.016158158186 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N EUREX CLEARING AG 529900LN3S50JPU47S06 000000000 -76.00000000 NC 193544.66000000 0.007776297550 N/A DIR CORP DE N 1 EUREX CLEARING AG 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2020-06-08 -14792907.45000000 USD 193544.66000000 N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AN2 800000.00000000 PA USD 797510.40000000 0.032042620913 Long DBT CORP US N 2 2020-11-13 Fixed 3.87500000 N N N N N N GSAMP Trust N/A 3622MLAA5 790652.91000000 PA USD 714312.53000000 0.028699871014 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.24663000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 6325000.00000000 PA USD 7629631.82000000 0.306545720433 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 3600000.00000000 PA USD 3523847.04000000 0.141582222453 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3133TLEK0 48377.43000000 PA USD 55012.47000000 0.002210308131 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 6.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAV9 355000.00000000 PA USD 344314.22000000 0.013833963828 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.49860000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBD3 1000000.00000000 PA USD 1026842.90000000 0.041256813432 Long DBT CORP US N 2 2022-11-15 Fixed 5.12500000 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AN9 1405000.00000000 PA USD 934430.38000000 0.037543834458 Long DBT CORP US N 2 2027-10-01 Fixed 7.75000000 N N N N N N VIRGIN MONEY UK PLC 213800ZK9VGCYYR6O495 000000000 800000.00000000 PA 929145.73000000 0.037331506147 Long DBT CORP GB N 2 2026-09-25 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZL0 1900000.00000000 PA USD 1805298.87000000 0.072533859530 Long DBT CORP US N 2 2021-01-07 Floating 4.42388000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9JV4 1546186.23000000 PA USD 1778488.19000000 0.071456651690 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AC4 830000.00000000 PA USD 772225.94000000 0.031026734015 Long DBT CORP US N 2 2023-07-15 Floating 2.72125000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAV9 2618000.00000000 PA USD 2690876.74000000 0.108114882647 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KB6 3200000.00000000 PA USD 3210891.20000000 0.129008185369 Long DBT CORP US N 2 2020-10-26 Fixed 2.65000000 N N N N N N Banc of America Funding Corpor N/A 05951VAA7 170912.14000000 PA USD 155881.44000000 0.006263052982 Long ABS-MBS CORP US N 2 2036-12-20 Variable 4.01986200 N N N N N N OFFICE CHERIFIEN DES PHO N/A 67091TAB1 210000.00000000 PA USD 230475.00000000 0.009260096238 Long DBT CORP MA N 2 2044-04-25 Fixed 6.87500000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -7696.83000000 -0.00030924562 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2022-06-20 0.00000000 USD -14414.71000000 USD 500000.00000000 USD 6717.88000000 N N N ALLERGAN FUNDING SCS 222100FLFVOSKCBCAR54 00507UAR2 1000000.00000000 PA USD 1038938.00000000 0.041742774121 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N MINERA MEXICO SA DE CV N/A 60284MAB8 770000.00000000 PA USD 654734.85000000 0.026306140456 Long DBT CORP MX N 2 2050-01-26 Fixed 4.50000000 N N N N N N Venture CDO Ltd 549300SNYYGJ2M6QEK53 92329YAL0 400000.00000000 PA USD 386810.40000000 0.015541388567 Long ABS-CBDO CORP KY N 2 2027-04-15 Floating 2.71125000 N N N N N N Countrywide Asset-Backed Certi N/A 1266714M5 52062.86000000 PA USD 44971.02000000 0.001806859629 Long ABS-MBS CORP US N 2 2034-08-25 Floating 1.34663000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CX6 790000.00000000 PA USD 823095.00000000 0.033070566930 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 1221000.00000000 PA USD 1065383.55000000 0.042805311655 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N Atlas Senior Loan Fund LTD N/A 04942JAC5 1500000.00000000 PA USD 1407460.50000000 0.056549385754 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 2.92125000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -645.00000000 NC USD -969712.35000000 -0.03896140442 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-06-30 -79887087.75000000 USD -969712.35000000 N N N Option One Mortgage Loan Trust N/A 68389FGK4 1920298.66000000 PA USD 1745695.70000000 0.070139104827 Long ABS-MBS CORP US N 2 2035-02-25 Floating 1.72663000 N N N N N N VEON HOLDINGS BV 5493000XDKGUH5NQGE22 92334VAA3 363000.00000000 PA USD 346211.25000000 0.013910183290 Long DBT CORP NL N 2 2025-04-09 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414S3B7 9296.88000000 PA USD 10056.48000000 0.000404052381 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 4590000.00000000 PA USD 4933543.60000000 0.198221449322 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N Freddie Mac - STACR 5493005LAQ76UDHPEE03 35565CAH9 1500000.00000000 PA USD 1108150.95000000 0.044523633555 Long ABS-MBS CORP US N 2 2049-11-25 Floating 2.99663000 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389375AJ5 380000.00000000 PA USD 367973.00000000 0.014784533650 Long DBT CORP US N 2 2026-07-15 Fixed 5.87500000 N N N N N N TJX COS INC V167QI9I69W364E2DY52 872540AT6 950000.00000000 PA USD 985010.92000000 0.039576075127 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N U.S. FOODSERVICE 5493000JOOFAOUY1JZ87 90351HAD0 813461.25000000 PA USD 757875.00000000 0.030450137484 Long LON CORP US N 2 2026-09-13 Floating 2.84310000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DEM7 2.99000000 PA USD 2.99000000 0.000000120133 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N SOLENIS INTERNATIONAL LP 549300P0XTH2Z2N7QB86 83420LAK7 590000.00000000 PA USD 473966.47000000 0.019043172257 Long LON CORP US N 2 2025-06-26 Floating 5.37460000 N N N N N N LATAM FINANCE LTD N/A 51818KAC4 605000.00000000 PA USD 278920.13000000 0.011206539740 Long DBT CORP KY N 2 2026-03-01 Fixed 7.00000000 N N N N N N Citicorp Residential Mortgage N/A 17310NAE8 793109.83000000 PA USD 757877.43000000 0.030450235117 Long ABS-MBS CORP US N 2 2036-11-25 Variable 5.20308000 N N N N N N Hardee's Funding N/A 411707AB8 640250.00000000 PA USD 614505.55000000 0.024689795127 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.25000000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681MAC2 600000.00000000 PA USD 601435.08000000 0.024164645718 Long DBT CORP SG N 2 2021-09-15 Fixed 2.37500000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAC7 480000.00000000 PA USD 447099.60000000 0.017963706797 Long DBT CORP MX N 2 2028-10-01 Fixed 5.95000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128284H0 3053395.80000000 PA USD 3076942.06000000 0.123626335158 Long DBT UST US N 2 2023-04-15 Fixed 0.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HPVB0 5607053.32000000 PA USD 5981600.00000000 0.240330585355 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAF7 1700000.00000000 PA USD 1666446.25000000 0.066954995774 Long DBT CORP US N 2 2021-11-15 Floating 2.86175000 N N N N N N JBS USA LLC/JBS USA FINA N/A 466112AR0 150000.00000000 PA USD 152811.75000000 0.006139718023 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 00401MAB2 330000.00000000 PA USD 328776.03000000 0.013209665597 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661DW4 1840000.00000000 PA USD 2225485.15000000 0.089416234585 Long DBT CORP US N 2 2050-04-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DCY6 16521348.87000000 PA USD 17464947.54000000 0.701712094672 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N AEGEA FINANCE SARL N/A 00775CAA4 590000.00000000 PA USD 547965.45000000 0.022016326292 Long DBT CORP BR N 2 2024-10-10 Fixed 5.75000000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 87936VAB3 395000.00000000 PA USD 359630.71000000 0.014449354528 Long DBT CORP PY N 2 2027-04-15 Fixed 5.87500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAM3 745000.00000000 PA USD 768281.25000000 0.030868243033 Long DBT CORP US N 2 2026-08-15 Fixed 5.37500000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -1876.34000000 -0.00007538817 N/A DFE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 -65700000.00000000 JPY 609179.42000000 USD 2020-04-02 -1876.34000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHM7 11127926.92000000 PA USD 11756086.15000000 0.472339686023 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAJ8 4200000.00000000 PA USD 4554627.00000000 0.182997220306 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AT9 726000.00000000 PA USD 670642.50000000 0.026945282965 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N FREMF Mortgage Trust N/A 30261YAL0 550000.00000000 PA USD 549947.20000000 0.022095949660 Long ABS-MBS USGSE US N 2 2049-11-25 Variable 4.62224400 N N N N N N SURF HOLDINGS LLC N/A 000000000 320000.00000000 PA USD 287200.00000000 0.011539210932 Long LON CORP US N 2 2027-03-05 Floating 4.48450000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -19176.53000000 -0.00077048058 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -322507.65000000 USD 23338266.00000000 INR 2020-06-17 -19176.53000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 1400000.00000000 PA USD 1809007.76000000 0.072682876466 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAB2 260000.00000000 PA USD 239988.45000000 0.009642330591 Long DBT CORP IE N 2 2026-10-15 Fixed 7.50000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 2900000.00000000 PA USD 3100784.69000000 0.124584291762 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83000000 N N N N N N Man GLG US CLO 2018-1 Ltd N/A 26829CAY3 3000000.00000000 PA USD 2781303.00000000 0.111748057048 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 2.95913000 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 290876AD3 57000.00000000 PA USD 52824.47000000 0.002122397986 Long DBT CORP CA N 2 2076-06-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407NQC0 100207.01000000 PA USD 109570.85000000 0.004402371692 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02587AAN4 1000000.00000000 PA USD 1027685.30000000 0.041290659641 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.67000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 1105000.00000000 PA USD 1051706.07000000 0.042255773609 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59300000 N N N N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 05477LAA4 547000.00000000 PA USD 535889.34000000 0.021531128589 Long DBT NUSS AZ N 2 2024-03-18 Fixed 4.75000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 1307110.36000000 PA USD 1081704.41000000 0.043461056245 Long ABS-MBS CORP US N 2 2031-08-25 Floating 3.24663000 N N N N N N DISH DBS CORP N/A 25470XAQ8 200000.00000000 PA USD 199161.00000000 0.008001952606 Long DBT CORP US N 2 2020-05-01 Fixed 5.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YZ7 2605000.00000000 PA USD 2668954.83000000 0.107234097328 Long DBT UST US N 2 2021-12-31 Fixed 1.62500000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 264368.95000000 PA USD 251811.42000000 0.010117357557 Long LON CORP US N 2 2025-04-16 Floating 2.73450000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -556.00000000 NC USD -1923184.49000000 -0.07727030463 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2020-06-19 -75187065.51000000 USD -1923184.49000000 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 4385000.00000000 PA USD 4903596.41000000 0.197018221807 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PCQ0 74125.32000000 PA USD 68062.22000000 0.002734625045 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.50000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 05607MAA5 200000.00000000 PA USD 211315.28000000 0.008490291048 Long DBT CORP GB N 2 2021-07-15 Fixed 4.87500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 2525000.00000000 PA USD 2507936.30000000 0.100764644746 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Banc of America Mortgage Secur N/A 05948XBS9 114797.74000000 PA USD 104567.61000000 0.004201349959 Long ABS-MBS CORP US N 2 2033-05-25 Variable 5.21308400 N N N N N N F-TECH INC N/A 000000000 1975000.00000000 NS USD 0.00000000 0.000000 Long EC CORP US N 3 N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AH6 400000.00000000 PA USD 382000.00000000 0.015348114819 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283J7 11130000.00000000 PA USD 12034747.68000000 0.483535835652 Long DBT UST US N 2 2024-11-30 Fixed 2.12500000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBE1 340000.00000000 PA USD 281707.00000000 0.011318511469 Long DBT CORP US N 2 2027-02-01 Fixed 5.37500000 N N N N N N INTL LEASE FINANCE CORP N/A 459745GK5 2865000.00000000 PA USD 2780885.61000000 0.111731287023 Long DBT CORP US N 2 2022-01-15 Fixed 8.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 12900000.00000000 PA USD 13812574.38000000 0.554965909792 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAC3 800000.00000000 PA USD 815260.80000000 0.032755802006 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 3400000.00000000 PA USD 3678166.24000000 0.147782507271 Long DBT CORP US N 2 2030-02-07 Fixed 3.97400000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639AY2 2110000.00000000 PA USD 1956590.97000000 0.078612520583 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N IHS NETHERLANDS HOLDCO 5493006Z6YQYCCN2XI74 44963LAB2 565000.00000000 PA USD 500025.00000000 0.020090159981 Long DBT CORP NL N 2 2025-03-18 Fixed 7.12500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAB3 515000.00000000 PA USD 507837.07000000 0.020404035759 Long DBT CORP US N 2 2050-02-15 Fixed 3.36200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 1355000.00000000 PA USD 1366007.21000000 0.054883862575 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N American Express Credit Accoun 549300Y4SA5G3GIJTP18 02582JJB7 530000.00000000 PA USD 503914.94000000 0.020246451200 Long ABS-O CORP US N 2 2025-12-15 Floating 1.04463000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZJ6 482805.13000000 PA USD 520646.82000000 0.020918709879 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N PERNOD RICARD SA 52990097YFPX9J0H5D87 714264AA6 2000000.00000000 PA USD 2058505.20000000 0.082707262216 Long DBT CORP FR N 2 2021-04-07 Fixed 5.75000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 2815000.00000000 PA USD 2747237.88000000 0.110379378061 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492649 6477040.00000000 NS USD 6477040.00000000 0.260236527780 Long STIV RF US N 1 N N N 2020-05-20 Optimum Fund Trust Dan Geatans Dan Geatans Head of US and EMEA Fund Administration