0001752724-21-102313.txt : 20210520 0001752724-21-102313.hdr.sgml : 20210520 20210520105711 ACCESSION NUMBER: 0001752724-21-102313 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210520 PERIOD START: 20210331 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: 21943136 BUSINESS ADDRESS: STREET 1: 100 INDEPENDENCE STREET 2: 610 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19106-2354 BUSINESS PHONE: 800.914.0278 MAIL ADDRESS: STREET 1: 100 INDEPENDENCE STREET 2: 610 MARKET STREET CITY: PHILADELPHIA STATE: PA ZIP: 19106-2354 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 100 Independence 610 Market Street Philadelphia 19106 215-255-1200 Optimum Fixed Income Fund S000002420 6U6JL2K17ZLVNY2CVT93 2021-03-31 2021-03-31 N 3644886863.27 809729894.47 2835156968.80 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23126459.51000000 766308532.14000000 0.00000000 10055328.14000000 EUR GBP USD N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 5182000.00000000 PA USD 5434777.96000000 0.191692312623 Long DBT CORP US N 2 2029-09-17 Fixed 2.63600000 N N N N N N Whitehorse Ltd 5493006SRQWF2ZFME608 965249AF2 6659.53000000 PA USD 6658.04000000 0.000234838496 Long ABS-CBDO CORP KY N 2 2026-07-17 Floating 1.38338000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 48658.80000000 0.001716264761 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2022-06-17 9284.23000000 USD 0.00000000 USD 4000000.00000000 CAD 39374.57000000 N N N JPMDB Commercial Mortgage Secu N/A 46590LAT9 1640000.00000000 PA USD 1749637.94000000 0.061712207093 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14390000 N N N N N N Countrywide Asset-Backed Certi N/A 12668HAE0 1707720.50000000 PA USD 1654166.90000000 0.058344808354 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.32863000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAG5 610000.00000000 PA USD 610262.30000000 0.021524815264 Long DBT CORP TR N 2 2026-02-06 Fixed 6.80000000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAD4 695000.00000000 PA USD 701896.07000000 0.024756868057 Long DBT CORP US N 2 2030-04-15 Fixed 2.70400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414KAU4 17433.68000000 PA USD 20195.23000000 0.000712314352 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.50000000 N N N N N N Citicorp Residential Mortgage N/A 17310NAE8 588249.49000000 PA USD 605490.02000000 0.021356490193 Long ABS-MBS CORP US N 2 2036-11-25 Variable 5.07635000 N N N N N N Freddie Mac - STACR 5493007ZK0X40BI7UF30 35565KAH1 500000.00000000 PA USD 498062.10000000 0.017567355369 Long ABS-MBS CORP US N 2 2050-02-25 Floating 1.95863000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 900000.00000000 PA USD 1004595.57000000 0.035433507952 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABJ3 550000.00000000 PA USD 539517.00000000 0.019029528380 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 06326BAA7 1370000.00000000 PA USD 1397220.53000000 0.049281946127 Long DBT CORP IL N 2 2031-01-29 Fixed 3.27500000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAC2 475000.00000000 PA USD 554531.63000000 0.019559115636 Long DBT CORP MX N 2 N/A Fixed 8.37500000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PCQ0 64068.40000000 PA USD 60567.54000000 0.002136302880 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAH2 1100000.00000000 PA USD 1267508.00000000 0.044706801561 Long DBT CORP US N 2 2025-02-01 Variable 7.62500000 N N N N N N Fannie Mae N/A 31396QD71 140981.47000000 PA USD 24066.40000000 0.000848855998 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 6.64137000 N N N N N N Freddie Mac - STACR N/A 3137G0QQ5 315000.00000000 PA USD 320979.68000000 0.011321407722 Long ABS-MBS CORP US N 2 2030-03-25 Floating 2.60863000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAF5 410000.00000000 PA USD 422830.95000000 0.014913846205 Long DBT CORP MX N 2 2033-01-18 Fixed 5.12500000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAQ4 2500000.00000000 PA USD 2643205.75000000 0.093229608769 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHU7 2820000.00000000 PA USD 3155526.14000000 0.111299874212 Long DBT CORP US N 2 2025-11-17 Fixed 3.95000000 N N N N N N LYONDELLBASELL IND NV BN6WCCZ8OVP3ITUUVN49 552081AM3 2615000.00000000 PA USD 2917943.83000000 0.102920009795 Long DBT CORP NL N 2 2055-02-26 Fixed 4.62500000 N N N N N N GMAC Mortgage Corporation Loan N/A 36185MEB4 23144.18000000 PA USD 23014.04000000 0.000811737771 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 5.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 57007.00000000 PA USD 20551.03000000 0.000724863922 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591TAC8 472136.15000000 PA USD 481376.33000000 0.016978824639 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBE3 165111.85300000 PA USD 163677.36000000 0.005773132204 Long LON CORP US N 2 2025-04-16 Floating 1.86510000 N N N N N N Fannie Mae - CAS N/A 30711XC36 408078.89000000 PA USD 407559.81000000 0.014375211478 Long ABS-MBS CORP US N 2 2030-08-25 Floating 2.30863000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 300000.00000000 PA USD 310862.46000000 0.010964559049 Long DBT CORP GB N 2 2026-02-05 Fixed 2.43800000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 69353FBA1 410861.96000000 PA USD 411632.33000000 0.014518855023 Long LON CORP US N 2 2027-02-07 Floating 4.00000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAC7 301000.00000000 PA USD 321638.37000000 0.011344640650 Long DBT NUSS N/A N 2 2031-10-22 Fixed 4.70000000 N N N N N N ULTIMATE SOFTWARE GROUP INC 529900FKHWSTQ1GXK240 90385KAB7 1956609.04720000 PA USD 1956474.04000000 0.069007609156 Long LON CORP US N 2 2026-05-03 Floating 3.94510000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCT4 300000.00000000 PA USD 310392.78000000 0.010947992771 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAR9 2400000.00000000 PA USD 2684661.12000000 0.094691798356 Long DBT CORP US N 2 2028-07-26 Fixed 4.05000000 N N N N N N Dryden Senior Loan Fund 549300XLLT7H0EYXK263 26249KAZ4 3600000.00000000 PA USD 3601674.00000000 0.127036140842 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 1.26125000 N N N N N N Freddie Mac N/A 3128MJ2D1 304337.18000000 PA USD 328632.02000000 0.011591316587 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 825000.00000000 PA USD 763963.37000000 0.026946069597 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N AMERICAN TOWER TRUST I 5493004YGM0MQZJOEJ36 03027WAJ1 1285000.00000000 PA USD 1301588.32000000 0.045908862695 Long DBT CORP US N 2 2023-03-15 Fixed 3.07000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAP4 1500000.00000000 PA USD 1621875.00000000 0.057205827326 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N TOBACCO SETTLEMENT FIN AUTH WV N/A 88880LAH6 250000.00000000 PA USD 251760.00000000 0.008879931614 Long DBT MUN US N 2 2026-06-01 Fixed 1.82000000 N N N N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 45112EAG4 535000.00000000 PA USD 577666.25000000 0.020375106435 Long DBT CORP IN N 2 2026-03-18 Fixed 4.00000000 N N N N N N TENGIZCHEVROIL FIN CO IN 5493001VEV2XTJIBZH31 88034QAB3 484000.00000000 PA USD 489898.99000000 0.017279430923 Long DBT CORP BM N 2 2025-08-15 Fixed 2.62500000 N N N N N N PQ CORP 2H1FRGMQKKSWC9PFJY28 69353FAX2 534032.21000000 PA USD 531028.28000000 0.018730119208 Long LON CORP US N 2 2027-02-07 Floating 2.36510000 N N N N N N PTTEP TREASURY CENTER CO 2549006WFOUPZX6TZG08 69371MAF4 695000.00000000 PA USD 715717.74000000 0.025244377926 Long DBT CORP TH N 2 2027-06-10 Fixed 2.58700000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788KAA4 2095000.00000000 PA USD 2046663.95000000 0.072188734963 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD -42552.66000000 -0.00150089255 N/A DFE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 -1000856.07000000 USD 106100000.00000000 JPY 2021-04-07 -42552.66000000 N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 525000.00000000 PA USD 533531.25000000 0.018818402503 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAY0 1220000.00000000 PA USD 1281657.95000000 0.045205890330 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 000000000 3400000.00000000 PA 4641244.14000000 0.163703251392 Long DBT CORP LU N 2 2028-11-13 Fixed 3.25000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46646JAA9 705000.00000000 PA USD 706960.18000000 0.024935486386 Long ABS-MBS CORP US N 2 2031-10-05 Fixed 2.79780000 N N N N N N GSR Mortgage Loan Trust N/A 362290AC2 475803.98000000 PA USD 384090.86000000 0.013547428386 Long ABS-MBS CORP US N 2 2047-03-25 Variable 2.90763200 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 760000.00000000 PA USD 788658.84000000 0.027817113785 Long DBT CORP KY N 2 2025-05-12 Fixed 2.62500000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 268270AD7 515000.00000000 PA USD 561504.71000000 0.019805066039 Long DBT CORP CL N 2 2025-01-29 Fixed 4.50000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002KAA1 330159.01000000 PA USD 335351.16000000 0.011828310167 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N PEARL DEBT MERGR SUB 1 N/A 000000000 1355000.00000000 PA USD 1352459.38000000 0.047703156999 Long LON CORP US N 2 2028-03-19 Floating 5.00000000 N N N N N N Freddie Mac - STACR N/A 35564KAH2 7000000.00000000 PA USD 6903615.60000000 0.243500295608 Long ABS-MBS CORP US N 2 2051-01-25 Floating 1.81667000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 2675000.00000000 PA USD 2506342.32000000 0.088402241836 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N Fremont Home Loan Trust N/A 35729PDQ0 2355931.33000000 PA USD 2309725.86000000 0.081467300943 Long ABS-MBS CORP US N 2 2034-05-25 Floating 0.97863000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AH7 300000.00000000 PA USD 316382.22000000 0.011159248799 Long DBT CORP US N 2 2022-07-11 Fixed 4.87500000 N N N N N N Asset Backed Funding Certifica N/A 00075WAD1 308626.12000000 PA USD 218819.47000000 0.007718072487 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.32863000 N N N N N N FREMF Mortgage Trust N/A 35708WAS9 470000.00000000 PA USD 505776.21000000 0.017839442950 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.75310600 N N N N N N JP Morgan Mortgage Trust N/A 46645GAY4 279540.82000000 PA USD 289629.34000000 0.010215636847 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.54991200 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 -29700000.00000000 NC USD -259209.72000000 -0.00914269378 N/A DIR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Put Written MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-10-01 0.00000000 USD 0.00000000 USD 0.00000000 USD -29700000.00000000 USD 2.30000000 USD 2021-09-29 XXXX -23094.72000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAE2 312812.58000000 PA USD 308980.63000000 0.010898184241 Long LON CORP US N 2 2025-07-17 Floating 2.43200000 N N N N N N B2W DIGITAL LUX SARL 222100KMO43GQ28M6N31 05609AAA9 740000.00000000 PA USD 724186.20000000 0.025543072498 Long DBT CORP LU N 2 2030-12-20 Fixed 4.37500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284NAQ2 617387.93400000 PA USD 610056.45000000 0.021517554643 Long LON CORP US N 2 2026-01-02 Floating 1.94900000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 183.57000000 0.000006474773 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 -143.46000000 USD 100000.00000000 USD 327.03000000 N N N AVIENT CORP SM8L9RZYIB34LNTWO040 73179PAM8 60000.00000000 PA USD 63825.00000000 0.002251198106 Long DBT CORP US N 2 2025-05-15 Fixed 5.75000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 403000.00000000 PA USD 455998.53000000 0.016083713706 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Freddie Mac N/A 3132AATX2 702155.76000000 PA USD 778415.14000000 0.027455803984 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N DELAWARE MASTER REPURCHASE ACCOUNT/NBK N/A 000000000 54600000.00000000 PA USD 54600000.00000000 1.925819296809 Long RA CORP US N 2 Repurchase N 0.02000000 2021-04-01 54600000.00000000 USD 49487000.00000000 USD UST N N N Morgan Stanley BAML Trust N/A 61690VAZ1 960000.00000000 PA USD 1050935.04000000 0.037067966661 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N Sound Point CLO LTD 549300HOEGQTNS4MTZ12 83609YAC0 1000000.00000000 PA USD 997860.00000000 0.035195934862 Long ABS-CBDO CORP KY N 2 2031-04-18 Floating 1.37338000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 89960000.00000000 PA USD 85005174.12000000 2.998252832398 Long DBT UST US N 2 2031-02-15 Fixed 1.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 1300000.00000000 PA 1557858.66000000 0.054947880387 Long DBT CORP ES N 2 N/A Fixed 6.25000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAF6 1900000.00000000 PA USD 1909113.92000000 0.067337150676 Long DBT CORP JP N 2 2021-09-13 Floating 1.32388000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 445000.00000000 PA USD 488918.21000000 0.017244837424 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112CAT0 271615.39000000 PA USD 271785.15000000 0.009586247004 Long LON CORP US N 2 2024-01-26 Floating 2.19690000 N N N N N N CYRUSONE LP/CYRUSONE FIN N/A 23283PAS3 1400000.00000000 PA 1656895.87000000 0.058441062989 Long DBT CORP US N 2 2027-01-22 Fixed 1.45000000 N N N N N N SHINHAN FINANCIAL GROUP 988400EB8A6G49E5KO54 82460P2A2 410000.00000000 PA USD 428433.40000000 0.015111452547 Long DBT CORP KR N 2 2030-02-05 Fixed 3.34000000 N N N N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 000000000 1.00000000 NC 62915.66000000 0.002219124397 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 BRITISH TELECOMMUNICATIONS PLC BRITISH TELECOMMUNICATIONS PLC Y Default Event 2024-12-20 6093.91000000 USD 0.00000000 USD 2800000.00000000 EUR 56821.75000000 N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 1000000.00000000 PA USD 1065300.00000000 0.037574639137 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAQ6 38713.69000000 PA USD 39632.88000000 0.001397907785 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.41095500 N N N N N N Venture CDO Ltd 549300XGJ8CFTLD6FC04 92331MAE8 3400000.00000000 PA USD 3399143.20000000 0.119892592805 Long ABS-CBDO CORP KY N 2 2029-01-20 Floating 1.32400000 N N N N N N Freddie Mac N/A 31335H5F6 3560.01000000 PA USD 3969.86000000 0.000140022582 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 36550.80000000 PA USD 46796.14000000 0.001650566106 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAK9 400000.00000000 PA USD 473951.96000000 0.016716956599 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 1025000.00000000 PA USD 1001841.56000000 0.035336370120 Long DBT CORP GB N 2 2032-03-10 Fixed 2.66700000 N N N N N N ISRAEL TREASURY BILL MOF 213800T8ZHTFZIBYPE21 000000000 5300000.00000000 PA 1585830.52000000 0.055934487488 Long DBT NUSS IL N 2 2021-11-30 None 0.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CZ6 2000000.00000000 PA USD 2050286.00000000 0.072316489794 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 1350000.00000000 PA USD 1473740.73000000 0.051980921910 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 745000.00000000 PA USD 720663.98000000 0.025418838813 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -7000000.00000000 NC USD -27974.32000000 -0.00098669386 N/A DIR CORP US N 1 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 1.00000000 USD 98.45312500 USD 2021-05-06 XXXX 21244.43000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K9YC7 2433594.33000000 PA USD 2552200.17000000 0.090019713126 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 29700000.00000000 NC USD 761115.96000000 0.026845637415 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-10-01 0.00000000 USD 0.00000000 USD 0.00000000 USD 29700000.00000000 USD 1.80000000 USD 2021-09-29 XXXX 107715.96000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 400000.00000000 PA USD 394452.44000000 0.013912895982 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BZF8 4538.08000000 PA USD 5414.57000000 0.000190979549 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW30 2620000.00000000 PA USD 2733197.10000000 0.096403731083 Long DBT NUSS EG N 2 2023-02-21 Fixed 5.57700000 N N N N N N Freddie Mac N/A 31397FPF3 434037.36000000 PA USD 89308.48000000 0.003150036522 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 6.64400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 765000.00000000 PA USD 735930.00000000 0.025957292950 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AK7 200000.00000000 PA USD 206114.00000000 0.007269932574 Long DBT NUSS JO N 2 2025-07-07 Fixed 4.95000000 N N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 05988HAE7 339490.09520000 PA USD 338429.19000000 0.011936876642 Long LON CORP US N 2 2025-10-02 Floating 3.86030000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828G38 11030000.00000000 PA USD 11708388.02000000 0.412971420942 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N FREMF Mortgage Trust N/A 30261HAN3 1000000.00000000 PA USD 1025762.90000000 0.036180109647 Long ABS-MBS CORP US N 2 2045-01-25 Variable 4.18375300 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58770FAB8 159007.20000000 PA USD 159336.00000000 0.005620006290 Long ABS-O CORP US N 2 2022-03-15 Fixed 1.82000000 N N N N N N Cantor Commercial Real Estate N/A 12529TAX1 800000.00000000 PA USD 845634.48000000 0.029826725267 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00550000 N N N N N N CLEAN RENEWABLE POWER 2138003P9CSDW7P4MT75 18452NAB0 815000.00000000 PA USD 823150.00000000 0.029033665827 Long DBT CORP MU N 2 2027-03-25 Fixed 4.25000000 N N N N N N Palmer Square European Loan Fu 549300B72ID7FETGWG11 000000000 2000000.00000000 PA 2366328.00000000 0.083463738552 Long ABS-CBDO CORP IE N 2 2030-02-15 Floating 0.87000000 N N N N N N New Century Home Equity Loan T N/A 64352VKB6 233599.48000000 PA USD 231579.43000000 0.008168134341 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.82863000 N N N N N N Connect Finco SARL 2594001KNYIQ456J2792 000000000 642510.00020000 PA USD 640903.73000000 0.022605581879 Long LON CORP LU N 2 2026-12-12 Floating 4.50000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AP4 2600000.00000000 PA USD 2709525.00000000 0.095568782604 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBC4 200000.00000000 PA USD 217625.00000000 0.007675941840 Long DBT NUSS QA N 2 2025-04-16 Fixed 3.40000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAB6 1475000.00000000 PA USD 1414237.23000000 0.049882149227 Long DBT CORP JE N 2 2036-03-31 Fixed 2.62500000 N N N N N N Structured Asset Securities Co N/A 86359YAH4 1303721.76000000 PA USD 1234354.11000000 0.043537416925 Long ABS-MBS CORP US N 2 2036-03-25 Floating 0.37863000 N N N N N N SAUDI ELEC GLB SUKUK 549300KSEZC1HOYC2778 000000000 715000.00000000 PA USD 774023.25000000 0.027300895806 Long DBT CORP KY N 2 2024-01-27 Fixed 4.22200000 N N N N N N Freddie Mac N/A 3137BWY73 369424.11000000 PA USD 376304.67000000 0.013272798442 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 1280000.00000000 PA USD 1410476.42000000 0.049749500134 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N MILANO ACQUISITION CORP N/A 59909TAC8 1206975.00000000 PA USD 1203957.56000000 0.042465287574 Long LON CORP US N 2 2027-10-01 Floating 4.75000000 N N N N N N AUNA SA 549300C3XBVL3X4TME11 05151VAA5 690000.00000000 PA USD 736806.15000000 0.025988196001 Long DBT CORP PE N 2 2025-11-20 Fixed 6.50000000 N N N N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AY3 2685000.00000000 PA USD 3064396.14000000 0.108085590100 Long DBT CORP US N 2 2049-04-01 Fixed 4.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 4045000.00000000 PA USD 4405224.24000000 0.155378495387 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 565000.00000000 PA USD 464339.60000000 0.016377915054 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAD4 200000.00000000 PA USD 203014.22000000 0.007160598945 Long DBT CORP US N 2 2021-08-16 Fixed 4.50000000 N N N N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 000000000 555000.00000000 PA USD 555208.13000000 0.019582976749 Long DBT CORP IL N 2 2031-04-07 Fixed 3.07700000 N N N N N N C&W SENIOR FINANCING DAC 5493009O8OIWZPZRY516 12674TAB2 1125000.00000000 PA USD 1194361.88000000 0.042126834356 Long DBT CORP IE N 2 2026-10-15 Fixed 7.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBU3 2800000.00000000 PA USD 2809483.88000000 0.099094473812 Long DBT CORP US N 2 2023-03-01 Fixed 0.65000000 N N N N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22282EAJ1 590000.00000000 PA USD 596637.50000000 0.021044249280 Long DBT CORP US N 2 2030-09-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 10900000.00000000 PA USD 11282990.03000000 0.397967031602 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X85M5 1653612.79000000 PA USD 1753863.23000000 0.061861239053 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36260JAD9 1250000.00000000 PA USD 1365383.88000000 0.048159022411 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1270000.00000000 PA USD 1277937.50000000 0.045074664791 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBQ3 19200000.00000000 PA USD 18826500.48000000 0.664037324464 Long DBT UST US N 2 2026-02-28 Fixed 0.50000000 N N N N N N American Money Management Corp 549300I1YCI83LUUYL82 00176JAT3 1400000.00000000 PA USD 1399648.60000000 0.049367587594 Long ABS-CBDO CORP KY N 2 2029-04-14 Floating 1.16663000 N N N N N N ISRAEL MAKAM BILL M8LYVLF5DOB9X0LZOW72 000000000 13700000.00000000 PA 4118073.05000000 0.145250266398 Long DBT NUSS IL N 2 2022-03-02 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HPVB0 2640929.39000000 PA USD 2835860.88000000 0.100024827944 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Ford Credit Auto Lease Trust N/A 34532QAE8 1300000.00000000 PA USD 1295181.68000000 0.045682891432 Long ABS-O CORP US N 2 2024-05-15 Fixed 0.47000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 2425000.00000000 PA USD 2790149.23000000 0.098412513335 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N REPUBLIC OF GABON N/A 362420AD3 200000.00000000 PA USD 193760.60000000 0.006834210667 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.62500000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 1065000.00000000 PA USD 1054864.18000000 0.037206552991 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N PDC ENERGY INC 5493008W8H2T511J5Y59 69327RAJ0 1205000.00000000 PA USD 1251392.50000000 0.044138385061 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WAP1 200000.00000000 PA USD 200230.00000000 0.007062395564 Long DBT CORP KY N 2 2024-04-11 Floating 1.13475000 N N N N N N PERATON CORP N/A 71360HAD9 672740.71000000 PA USD 673021.24000000 0.023738411925 Long LON CORP US N 2 2028-02-01 Floating 4.50000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 200000.00000000 PA USD 196500.00000000 0.006930833183 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N FREMF Mortgage Trust N/A 30291YAJ9 500000.00000000 PA USD 502424.10000000 0.017721209285 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.90344300 N N N N N N BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 000000000 -4000000.00000000 NC -828.86000000 -0.00002923506 N/A DCR CORP CH N 2 BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 Put Written BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP CH US IHS MARKIT LTD ITRAXX.EUR.34.V1 Default Event 2025-12-20 0.00000000 USD 0.00000000 USD N/A N/A -4000000.00000000 USD 0.80000000 EUR 2021-05-19 XXXX 3514.72000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 500000.00000000 PA USD 580347.50000000 0.020469677918 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 400000.00000000 PA USD 426868.00000000 0.015056238673 Long DBT CORP KY N 2 2026-01-08 Fixed 3.80000000 N N N N N N Towd Point Mortgage Trust N/A 89173HAA4 71719.00000000 PA USD 72792.22000000 0.002567484650 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHK9 1275000.00000000 PA USD 1392970.01000000 0.049132024269 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L3GC9 3774984.43000000 PA USD 3770483.52000000 0.132990291595 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABG9 2915000.00000000 PA USD 2892015.23000000 0.102005471366 Long DBT CORP US N 2 2026-02-15 Fixed 1.50000000 N N N N N N TELFON CELUAR DEL PARAGU 254900R8A8IKGF4THL54 87936VAB3 395000.00000000 PA USD 418698.03000000 0.014768072265 Long DBT CORP PY N 2 2027-04-15 Fixed 5.87500000 N N N N N N Residential Asset Mortgage Pro N/A 74923PAB9 15611.29000000 PA USD 15601.92000000 0.000550301805 Long ABS-MBS CORP US N 2 2037-02-25 Floating 0.26863000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QHPN9 4000000.00000000 PA USD 4127726.80000000 0.145590767827 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N Jamestown CLO Ltd 549300UY2VE3PHVMFV71 47048BAK6 275705.89000000 PA USD 275636.96000000 0.009722105796 Long ABS-CBDO CORP KY N 2 2027-07-25 Floating 1.04775000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 1.00000000 NC USD 5570.13000000 0.000196466370 N/A DFE CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 -1300000.00000000 ILS 394746.83000000 USD 2021-06-02 5570.13000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BJ2 580000.00000000 PA USD 623711.70000000 0.021999194642 Long DBT NUSS PA N 2 2026-04-17 Fixed 3.75000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AG5 245000.00000000 PA USD 258934.38000000 0.009132982154 Long DBT CORP KY N 2 2027-09-07 Fixed 5.75000000 N N N N N N LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -147830.32000000 -0.00521418466 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE 213800O8SCO4XJGBU385 Y 2021-06-20 33847.41000000 USD 0.00000000 USD 17800000.00000000 USD -181677.73000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CT5 3300000.00000000 PA USD 3387094.92000000 0.119467632913 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 995000.00000000 PA USD 1002626.68000000 0.035364062414 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N Trinity Square 6354001L6FRKQUMWRQ12 000000000 4200000.00000000 PA 5790693.22000000 0.204245947710 Long ABS-MBS CORP GB N 2 2059-07-15 Floating 0.89900000 N N N N N N TRINIDAD & TOBAGO N/A 896292AK5 200000.00000000 PA USD 202752.00000000 0.007151350074 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N Nissan Auto Lease Trust N/A 65479NAB0 485657.48000000 PA USD 486532.25000000 0.017160681237 Long ABS-O CORP US N 2 2022-05-16 Fixed 1.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WPLH5 709988.93000000 PA USD 754855.26000000 0.026624813663 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31329QHG9 402323.93000000 PA USD 439676.65000000 0.015508017892 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A 58769QAB7 32603.08000000 PA USD 32624.41000000 0.001150709126 Long ABS-O CORP US N 2 2021-12-15 Fixed 2.01000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 1017716.24000000 PA USD 991335.30000000 0.034965799456 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAP6 1100000.00000000 PA USD 1150827.37000000 0.040591310557 Long DBT CORP IE N 2 2022-07-01 Fixed 4.62500000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAT9 300000.00000000 PA USD 315062.91000000 0.011112714867 Long DBT CORP US N 2 2023-11-01 Fixed 2.70000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 685000.00000000 PA USD 686520.36000000 0.024214544998 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397YJ6 400000.00000000 PA USD 397456.80000000 0.014018864012 Long DBT CORP US N 2 2022-03-28 Floating 1.46300000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCA9 4365000.00000000 PA USD 3993035.65000000 0.140840020286 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N JP Morgan Mortgage Trust N/A 46648CAY0 905830.83000000 PA USD 920662.81000000 0.032473080684 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.50866600 N N N N N N SLM Student Loan Trust 5493001M3I3E3XROS356 78442GJS6 135144.64000000 PA USD 135126.72000000 0.004766110712 Long ABS-O CORP US N 2 2025-12-15 Floating 0.73388000 N N N N N N COOPERAT RABOBANK UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAP7 500000.00000000 PA USD 500155.60000000 0.017641196078 Long DBT CORP NL N 2 2021-04-26 Floating 0.64525000 N N N N N N FREMF Mortgage Trust N/A 30295AAN8 425000.00000000 PA USD 448075.12000000 0.015804243818 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.84694900 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7929.78000000 0.000279694566 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 7929.78000000 N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB34 1200000.00000000 PA USD 1258554.00000000 0.044390981305 Long DBT NUSS IL N 2 2030-07-03 Fixed 2.75000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BJ6 2380000.00000000 PA USD 2709986.29000000 0.095585052955 Long DBT CORP US N 2 2025-05-04 Fixed 5.25000000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002TAA2 2693851.00000000 PA USD 2739089.92000000 0.096611579187 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286L9 24500000.00000000 PA USD 26088192.90000000 0.920167496441 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407NQC0 73165.28000000 PA USD 81375.68000000 0.002870235436 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAH8 2337000.00000000 PA USD 2531263.13000000 0.089281234085 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 1670000.00000000 PA USD 2012116.20000000 0.070970186911 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N BCCE 2018-2A AR 635400CJJQJHYAMATG34 000000000 1300000.00000000 PA 1524510.00000000 0.053771625937 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 0.01000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 05607MAA5 200000.00000000 PA USD 201975.20000000 0.007123951238 Long DBT CORP JE N 2 2021-07-15 Fixed 4.87500000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAG0 3200000.00000000 PA USD 3496896.00000000 0.123340472449 Long DBT CORP GB N 2 2028-11-03 Fixed 3.82300000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAB3 5200000.00000000 PA USD 5761013.96000000 0.203199118193 Long DBT CORP GB N 2 2029-03-08 Fixed 4.30200000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AD3 200000.00000000 PA USD 219604.06000000 0.007745746088 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAE1 595000.00000000 PA USD 604544.81000000 0.021323151298 Long DBT CORP IM N 2 2030-10-01 Fixed 3.75000000 N N N N N N Freddie Mac - STACR N/A 3137G0UD9 747796.30000000 PA USD 747795.78000000 0.026375815809 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.40863000 N N N N N N FREMF Mortgage Trust N/A 30263HAL5 75000.00000000 PA USD 75743.96000000 0.002671596699 Long ABS-MBS CORP US N 2 2044-08-25 Variable 4.98565400 N N N N N N Fannie Mae or Freddie Mac N/A 01F042640 6100000.00000000 PA USD 6640422.18000000 0.234217091084 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 4.50000000 N N N N N N AQUEDUCT EUROPEAN CLO 635400YJYBL2NFWMSU86 000000000 1900000.00000000 PA 2249357.39000000 0.079338019543 Long ABS-CBDO CORP IE N 2 2030-07-20 Floating 0.64000000 N N N N N N CENTRAIS ELETRICAS BRASI 254900I8KYDELP4B4Z08 15236FAA8 200000.00000000 PA USD 201756.00000000 0.007116219744 Long DBT CORP BR N 2 2025-02-04 Fixed 3.62500000 N N N N N N J.P. Morgan Alternative Loan T N/A 466278AA6 3780675.11000000 PA USD 2683111.48000000 0.094637140360 Long ABS-MBS CORP US N 2 2037-06-25 Floating 0.28863000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 512000.00000000 PA USD 521098.24000000 0.018379872639 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N FREMF Mortgage Trust N/A 30290UAJ8 665000.00000000 PA USD 690882.47000000 0.024368402794 Long ABS-MBS CORP US N 2 2045-08-25 Variable 3.68637900 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BNF5 5293301.32000000 PA USD 5274935.68000000 0.186054449120 Long ABS-MBS USGA US N 2 2061-10-20 Floating 0.79000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 13800000.00000000 PA USD 12508406.94000000 0.441189220831 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RFJ0 1543903.84000000 PA USD 1558564.91000000 0.054972790824 Long ABS-MBS USGA US N 2 2065-08-20 Floating 0.71950000 N N N N N N Chase Mortgage Finance Corpora N/A 16162WPJ2 53691.35000000 PA USD 52814.82000000 0.001862853470 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.97008400 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 745000.00000000 PA USD 818136.35000000 0.028856827293 Long DBT CORP IE N 2 2027-10-15 Fixed 4.62500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 44767.33000000 0.001579007105 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2022-01-03 19.07000000 USD 0.00000000 USD 23200000.00000000 BRL 44748.26000000 N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAK7 1660000.00000000 PA USD 1655670.22000000 0.058397832579 Long DBT CORP US N 2 2030-04-30 Fixed 2.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2200000.00000000 PA USD 2407625.00000000 0.084920342206 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBG6 689741.32000000 PA USD 684298.57000000 0.024136179320 Long LON CORP US N 2 2026-07-01 Floating 1.86510000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BE0 500000.00000000 PA USD 515478.90000000 0.018181670562 Long DBT CORP GB N 2 2023-05-15 Fixed 3.49800000 N N N N N N GE-WMC Mortgage Securities LLC N/A 36829JAB7 1919836.43000000 PA USD 1172334.68000000 0.041349903829 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.40863000 N N N N N N PRETIUM PKG HOLDINGS INC N/A 74142KAB5 598500.00000000 PA USD 598749.57000000 0.021118744979 Long LON CORP US N 2 2027-11-05 Floating 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAS4 590000.00000000 PA USD 573440.29000000 0.020226050843 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 000000000 -17900000.00000000 NC -4294.83000000 -0.00015148473 N/A DCR CORP CH N 2 BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 Put Written BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 BNP PARIBAS (SUISSE) SA QHSFEYI7HUOXXZ413E03 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP CH US IHS MARKIT LTD ITRAXX.EUR.34.V1 Default Event 2025-12-20 0.00000000 USD 0.00000000 USD N/A N/A -17900000.00000000 USD 0.75000000 EUR 2021-05-19 XXXX 13126.17000000 N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DR2 500000.00000000 PA USD 513165.95000000 0.018100089541 Long DBT CORP US N 2 2022-02-22 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 2428494.45000000 PA USD 2843542.37000000 0.100295764971 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650035TD0 800000.00000000 PA USD 976240.00000000 0.034433366855 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N ENABLE MIDSTREAM PARTNER 549300TLGDBYE711G509 292480AL4 700000.00000000 PA USD 772333.45000000 0.027241294168 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 200000.00000000 PA USD 184661.00000000 0.006513254893 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 90631.03000000 0.003196684733 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.36.V1 Y Default Event 2026-06-20 84896.59000000 USD 0.00000000 USD 1000000.00000000 USD 5734.44000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414SHK2 72101.68000000 PA USD 83823.08000000 0.002956558699 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 1800000.00000000 PA USD 1358929.62000000 0.047931371523 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Countrywide Home Loans N/A 12669UCN8 767053.69000000 PA USD 744888.68000000 0.026273278276 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.45763000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 2631031.11000000 PA USD 2825246.99000000 0.099650461018 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N HSI Asset Securitization Corpo N/A 44328AAB6 24931.96000000 PA USD 12986.94000000 0.000458067759 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.15863000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAB8 400000.00000000 PA USD 409895.76000000 0.014457603741 Long DBT CORP IE N 2 2022-07-15 Fixed 3.00000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06416CAC2 4500000.00000000 PA USD 4504428.45000000 0.158877568317 Long DBT CORP CA N 2 2021-04-26 Fixed 1.87500000 N N N N N N ENSEMBLE RCM LLC N/A 29359BAB7 362480.00000000 PA USD 362404.60000000 0.012782523295 Long LON CORP US N 2 2026-08-01 Floating 3.94550000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAJ0 925000.00000000 PA USD 941715.86000000 0.033215651562 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 30404060.00000000 NS USD 30404060.00000000 1.072394238999 Long STIV RF US N 1 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 635000.00000000 PA USD 774325.35000000 0.027311551301 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N CRESTWOOD MID PARTNER LP N/A 226373AR9 1737000.00000000 PA USD 1714201.88000000 0.060462327090 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 725000.00000000 PA USD 687735.87000000 0.024257417757 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N GRANITE US HOLDINGS CORP N/A 38740TAE1 136468.55000000 PA USD 136297.96000000 0.004807422005 Long LON CORP US N 2 2026-09-30 Floating 4.10720000 N N N N N N TICP CLO Ltd N/A 87248BAQ7 766834.22000000 PA USD 765311.29000000 0.026993612643 Long ABS-CBDO CORP KY N 2 2027-07-20 Floating 1.02400000 N N N N N N US AIRWAYS 2012-2A PTT N/A 90345WAD6 368368.18000000 PA USD 348279.04000000 0.012284294796 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N Credit Suisse Mortgage Trust N/A 126378BN7 185215.24000000 PA USD 164480.21000000 0.005801449860 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAA0 480000.00000000 PA USD 506246.40000000 0.017856027217 Long DBT CORP TH N 2 N/A Fixed 5.00000000 N N N N N N Bank N/A 06540BBD0 2100000.00000000 PA USD 2181597.39000000 0.076948028416 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N MASTR Adjustable Rate Mortgage N/A 576433ME3 46221.58000000 PA USD 47301.81000000 0.001668401803 Long ABS-MBS CORP US N 2 2034-05-25 Variable 2.85091300 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 1100000.00000000 PA USD 1118103.47000000 0.039437092277 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N HERCULES MERGER SUB LLC 549300C1PQJLVEIUBK50 11823LAK1 304205.78750000 PA USD 302959.46000000 0.010685809051 Long LON CORP US N 2 2026-11-01 Floating 2.36510000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 695000.00000000 PA USD 737054.45000000 0.025996953893 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CB4 233000.00000000 PA USD 212162.81000000 0.007483282665 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAQ6 1690000.00000000 PA USD 1767140.06000000 0.062329531643 Long DBT CORP KY N 2 2030-07-08 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXN0 402813.49000000 PA USD 444843.13000000 0.015690246956 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAE2 470000.00000000 PA USD 467358.60000000 0.016484399458 Long DBT CORP US N 2 2026-01-14 Fixed 2.37500000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 985000.00000000 PA USD 943411.72000000 0.033275466945 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 1300000.00000000 PA USD 1299675.00000000 0.045841377190 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 0.01000000 N N N N N N Morgan Stanley Capital I Trust N/A 61763QAS0 2200000.00000000 PA USD 2199748.54000000 0.077588245173 Long ABS-MBS CORP US N 2 2029-07-13 Variable 3.40150000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYPB4 1658115.84000000 PA USD 1656670.13000000 0.058433100820 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAB4 142000.00000000 PA USD 159087.33000000 0.005611235347 Long DBT CORP N/A N 2 2029-06-18 Fixed 4.30000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BA0 1285548.13750000 PA USD 1286954.53000000 0.045392708204 Long LON CORP US N 2 2025-03-13 Floating 1.86510000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABK0 1400000.00000000 PA USD 1302035.00000000 0.045924617731 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Invesco Euro CLO 549300GHZE7CYFQDBC40 000000000 250000.00000000 PA 292985.61000000 0.010334017242 Long ABS-CBDO CORP IE N 2 2031-07-15 Floating 0.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J87H0 2983613.26000000 PA USD 3564581.84000000 0.125727847848 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 829229AQ6 1306423.36000000 PA USD 1300544.45000000 0.045872043922 Long LON CORP US N 2 2024-01-03 Floating 2.45160000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 473319.51000000 PA USD 474059.83000000 0.016720761327 Long ABS-MBS CORP US N 2 2031-04-25 Floating 2.50863000 N N N N N N Bear Stearns Second Lien Trust N/A 07401UAD5 115737.47000000 PA USD 115536.34000000 0.004075130275 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.45863000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAX3 61939.59000000 PA USD 63066.91000000 0.002224459199 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.15507000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 735000.00000000 PA USD 694070.13000000 0.024480836074 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298CF3 2242000.00000000 PA USD 2688258.89000000 0.094818696798 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -103338.37000000 -0.00364489060 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2031-10-01 0.00000000 USD 0.00000000 USD 8600000.00000000 USD -103338.37000000 N N N Towd Point Mortgage Trust N/A 89173UAC1 615000.00000000 PA USD 643716.99000000 0.022704809542 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828D56 1820000.00000000 PA USD 1937482.46000000 0.068337749243 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6TD3 814107.92000000 PA USD 904928.33000000 0.031918103299 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31335B5H5 7112137.66000000 PA USD 7673956.00000000 0.270671292081 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 4739000.00000000 PA USD 4867544.90000000 0.171685199569 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N UNITED AIR 2020-1 A PTT N/A 90931GAA7 1463737.50000000 PA USD 1626034.08000000 0.057352523965 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Signal Peak CLO, LLC N/A 56844YAA5 1800000.00000000 PA USD 1803146.40000000 0.063599526228 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 1.32775000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAM9 202000.00000000 PA USD 197870.57000000 0.006979175127 Long DBT CORP US N 2 2050-02-15 Fixed 3.36200000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 54425.51000000 0.001919664787 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2022-01-03 1007.14000000 USD 0.00000000 USD 28300000.00000000 BRL 53418.37000000 N N N RUSSELL INVESTMENTS US 5493008YG7V0FQCJQI74 78249LAD2 425673.27000000 PA USD 424183.41000000 0.014961549383 Long LON CORP US N 2 2025-05-30 Floating 4.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 278501.00000000 PA USD 121147.94000000 0.004273059352 Long DBT NUSS EC N 2 2040-07-31 Variable 0.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 150000.00000000 PA USD 162469.14000000 0.005730516574 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N LUKOIL SECURITIES BV 724500IVNQ6LF8OFIO42 54988LAB2 2230000.00000000 PA USD 2302586.50000000 0.081215485609 Long DBT CORP NL N 2 2030-05-06 Fixed 3.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290BZ5 600000.00000000 PA USD 586830.00000000 0.020698324870 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N UK TSY 1.75% 2022 ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 141263.43000000 0.004982561161 Long DBT NUSS GB N 2 2022-09-07 Fixed 1.75000000 N N N N N N Fannie Mae - CAS N/A 30711XY24 425703.17000000 PA USD 425702.87000000 0.015015142889 Long ABS-MBS CORP US N 2 2031-01-25 Floating 2.45863000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 21825000.00000000 PA USD 18193184.69000000 0.641699379971 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N FannieMae Whole Loan 549300KIT83OL5QXFU28 31394BZ64 23337.68000000 PA USD 26835.28000000 0.000946518316 Long ABS-MBS USGSE US N 2 2044-08-25 Fixed 6.00000000 N N N N N N PFS Financing Corp. N/A 69335PDZ5 1800000.00000000 PA USD 1790814.42000000 0.063164559835 Long ABS-O CORP US N 2 2026-04-15 Fixed 0.71000000 N N N N N N FHLMC Structured Pass Through N/A 31393LFK4 11253.78000000 PA USD 13205.91000000 0.000465791141 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAC3 800000.00000000 PA USD 882468.00000000 0.031125895663 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAD9 3100000.00000000 PA USD 3415024.17000000 0.120452737099 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83850000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6EW3 1909678.15000000 PA USD 2283626.93000000 0.080546754734 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N ENFRAGEN ENERGIA SUR SA N/A 29280LAA1 845000.00000000 PA USD 833588.28000000 0.029401838740 Long DBT CORP ES N 2 2030-12-30 Fixed 5.37500000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 000000000 500000.00000000 PA USD 510420.00000000 0.018003235997 Long DBT CORP JP N 2 2022-01-19 Fixed 3.20000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BF7 1000000.00000000 PA USD 1011736.80000000 0.035685389244 Long DBT CORP GB N 2 2023-05-15 Floating 1.66375000 N N N N N N Freddie Mac N/A 31296QAD2 17461.46000000 PA USD 20089.86000000 0.000708597803 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Venture CDO Ltd 549300EDZDHKTKE7JV77 92330WBJ5 500000.00000000 PA USD 499875.00000000 0.017631298919 Long ABS-CBDO CORP KY N 2 2028-10-20 Floating 0.01000000 N N N N N N ULKER BISKUVI SANAYI AS 7890009HEU9BS7J3DA93 903742AA2 1055000.00000000 PA USD 1109290.30000000 0.039126239294 Long DBT CORP TR N 2 2025-10-30 Fixed 6.95000000 N N N N N N KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 485170AV6 500000.00000000 PA USD 521618.10000000 0.018398208837 Long DBT CORP US N 2 2023-05-15 Fixed 3.00000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875BZ4 275000.00000000 PA USD 246812.50000000 0.008705426285 Long DBT NUSS SV N 2 2050-01-20 Fixed 7.12460000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 869000.00000000 PA USD 874974.38000000 0.030861585077 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 2818.39000000 0.000099408605 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 2818.39000000 N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GT4 1525000.00000000 PA USD 1511247.86000000 0.053303851484 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 200000.00000000 PA 287931.86000000 0.010155764325 Long DBT CORP IT N 2 N/A Fixed 7.75000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 2587000.00000000 PA USD 2537691.78000000 0.089507981671 Long DBT CORP US N 2 2027-12-01 Fixed 5.87500000 N N N N N N REPUBLIC OF TURKEY 5493000PCHOG3B6S3Q85 900123CM0 200000.00000000 PA USD 163015.00000000 0.005749769829 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW89 359000.00000000 PA USD 360893.37000000 0.012729220073 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N FannieMae Grantor Trust N/A 31359VYH0 4600.88000000 PA USD 5000.04000000 0.000176358489 Long ABS-MBS USGSE US N 2 2039-01-19 Variable 7.50000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CH2 25000.00000000 PA USD 25619.61000000 0.000903639914 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414S3B7 6016.56000000 PA USD 6672.19000000 0.000235337587 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N GRUPO AEROMEXICO SAB N/A 000000000 1057614.32000000 PA USD 1057614.32000000 0.037303554323 Long LON CORP MX N 3 2022-08-19 Floating 12.60840000 N N N N N N STYROLUTION 5299003M4PGUGL48LS74 000000000 500000.00000000 PA 572399.56000000 0.020189342822 Long DBT CORP DE N 2 2027-01-16 Fixed 2.25000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 24700252.50000000 PA USD 26832709.28000000 0.946427643170 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N SOUTH CAROLINA ST PUBLIC SVC A EMBXY64GWKA9MZGFUD26 837151NP0 145000.00000000 PA USD 174271.15000000 0.006146790174 Long DBT MUN US N 2 2045-12-01 Fixed 4.77000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -190174.45000000 -0.00670772208 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2022-01-03 0.00000000 USD -40943.36000000 USD 198000000.00000000 BRL -149231.09000000 N N N SOCIALIST REP OF VIETNAM 5493008AE7RS4XK4BZ08 92671CAA6 200000.00000000 PA USD 224478.56000000 0.007917676603 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.80000000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 16482.30000000 0.000581354054 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2022-01-03 0.00000000 USD 0.00000000 USD 9000000.00000000 BRL 16482.30000000 N N N CUBESMART LP 549300MPHKO3I3FJRA97 22966RAF3 1153000.00000000 PA USD 1172784.67000000 0.041365775613 Long DBT CORP US N 2 2030-02-15 Fixed 3.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 1465000.00000000 PA USD 1591356.25000000 0.056129387808 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3814.33000000 0.000134536819 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 3814.33000000 N N N Fannie Mae or Freddie Mac N/A 01F030645 18800000.00000000 PA USD 19582110.08000000 0.690688744767 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286G0 4000000.00000000 PA USD 4237265.60000000 0.149454356377 Long DBT UST US N 2 2024-02-29 Fixed 2.37500000 N N N N N N Countrywide Asset-Backed Certi N/A 1266714M5 39030.29000000 PA USD 37686.00000000 0.001329238571 Long ABS-MBS CORP US N 2 2034-08-25 Floating 0.50863000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VAY0 796890.29620000 PA USD 793293.13000000 0.027980571754 Long LON CORP US N 2 2026-08-12 Floating 1.85610000 N N N N N N LAURELIN 2016-1 DAC 5493000IP0JWCUCF6H56 000000000 2100000.00000000 PA 2462670.00000000 0.086861857283 Long ABS-CBDO CORP IE N 2 2031-10-20 Floating 0.01000000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 899415AE3 365000.00000000 PA USD 310250.00000000 0.010942956718 Long DBT CORP GB N 2 2025-03-01 Fixed 7.00000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 200000.00000000 PA 255773.61000000 0.009021497321 Long DBT CORP IT N 2 N/A Fixed 9.25000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 571179.42000000 PA USD 580929.05000000 0.020490190010 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDJ6 1815000.00000000 PA USD 1896675.00000000 0.066898412358 Long DBT CORP US N 2 2028-10-01 Fixed 6.12500000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAS4 121000.00000000 PA USD 155020.97000000 0.005467809073 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.37500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 3115000.00000000 PA USD 3024073.77000000 0.106663363026 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N Fannie Mae or Freddie Mac N/A 01F020661 15600000.00000000 PA USD 15510421.68000000 0.547074530641 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAW0 685000.00000000 PA USD 744225.37000000 0.026249882394 Long DBT CORP US N 2 2023-10-02 Fixed 5.40000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 700000.00000000 PA USD 698510.40000000 0.024637450683 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 18917.81000000 0.000667257940 N/A DFE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 3561000.00000000 GBP -4890383.62000000 USD 2021-04-07 18917.81000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAE9 741000.00000000 PA USD 806723.00000000 0.028454262281 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZJ6 243246.11000000 PA USD 264401.95000000 0.009325831088 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFK9 4621335.79000000 PA USD 4845791.76000000 0.170917935526 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 1535000.00000000 PA USD 1500462.50000000 0.052923436568 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AR8 410000.00000000 PA USD 427140.05000000 0.015065834262 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAC1 1275000.00000000 PA USD 1208238.20000000 0.042616271807 Long DBT CORP KR N 2 2031-01-19 Fixed 2.37500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AR4 2840000.00000000 PA USD 3239941.30000000 0.114277316411 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBE4 1445000.00000000 PA USD 1559154.42000000 0.054993583676 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.32500000 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAC9 445000.00000000 PA USD 485147.90000000 0.017111853253 Long DBT CORP NL N 2 2026-11-03 Fixed 4.25000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBK4 1525000.00000000 PA USD 1503858.32000000 0.053043211947 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Social Professional Loan Progr N/A 78471AAB9 181643.82000000 PA USD 187448.97000000 0.006611590541 Long ABS-O CORP US N 2 2040-02-25 Fixed 3.02000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 150000.00000000 PA 177211.97000000 0.006250517059 Long DBT NUSS MA N 2 2026-03-30 Fixed 1.37500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 1630000.00000000 PA USD 1637862.96000000 0.057769745309 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 1045614.52000000 PA USD 1044634.15000000 0.036845725351 Long ABS-MBS CORP US N 2 2049-10-25 Floating 2.05863000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -203167.90000000 -0.00716601945 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Y 2021-06-28 0.00000000 USD 0.00000000 USD 30100000.00000000 USD -203167.90000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 3095000.00000000 PA USD 2909706.99000000 0.102629484787 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BF8 1000000.00000000 PA USD 1093385.80000000 0.038565265064 Long DBT CORP CA N 2 2030-04-29 Fixed 4.62500000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 227256.75000000 PA USD 233467.90000000 0.008234743351 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.89304000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DAT6 2655000.00000000 PA USD 3152462.04000000 0.111191799067 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAG6 2390000.00000000 PA USD 2397468.75000000 0.084562116891 Long DBT CORP US N 2 N/A Fixed 4.10000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AL0 705000.00000000 PA USD 761280.15000000 0.026851428629 Long DBT CORP US N 2 2029-08-01 Fixed 5.62500000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 1.00000000 NC USD 58071.47000000 0.002048262958 N/A DFE CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 -13700190.00000000 ILS 4182701.61000000 USD 2022-03-02 58071.47000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RAB2 11034654.05000000 PA USD 11134852.02000000 0.392741994271 Long ABS-MBS USGA US N 2 2065-04-20 Floating 0.71950000 N N N N N N TITAN ACQUISITION LTD N/A 000000000 56890.15000000 PA USD 55859.02000000 0.001970226714 Long LON CORP CA N 2 2025-03-28 Floating 3.19900000 N N N N N N REDE D'OR FINANCE SARL 549300FDE772OLJUCP79 75735GAA6 710000.00000000 PA USD 698043.60000000 0.024620985987 Long DBT CORP LU N 2 2030-01-22 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAY5 3500000.00000000 PA USD 3850000.00000000 0.135794950416 Long DBT CORP NL N 2 2028-01-27 Fixed 5.99900000 N N N N N N HOA Funding LLC N/A 40433JAA9 1222350.00000000 PA USD 1208574.12000000 0.042628120181 Long ABS-O CORP US N 2 2044-08-20 Fixed 4.84600000 N N N N N N Ludgate Funding Plc 213800LADM2GPWI3P269 000000000 1289214.72000000 PA 1716996.57000000 0.060560899763 Long ABS-MBS CORP GB N 2 2060-12-01 Floating 0.26025000 N N N N N N AMBAC LSNI LLC N/A 02315QAA6 108935.42000000 PA USD 109343.93000000 0.003856715208 Long DBT CORP KY N 2 2023-02-12 Floating 6.00000000 N N N N N N BANCO BTG PACTUAL/CAYMAN ZXLTQRYIK6IJH3R0IK66 05971AAG6 215000.00000000 PA USD 203927.50000000 0.007192811623 Long DBT CORP BR N 2 2026-01-11 Fixed 2.75000000 N N N N N N COTY INC 549300BO9IWPF3S48F93 22207EBJ2 1700000.00000000 PA 1942089.59000000 0.068500249240 Long LON CORP US N 2 2023-04-05 Floating 1.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AX3 2845000.00000000 PA USD 3007573.83000000 0.106081386783 Long DBT CORP US N 2 2026-07-23 Fixed 2.60000000 N N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 69375MAA1 454000.00000000 PA USD 477312.26000000 0.016835479137 Long DBT CORP ID N 2 2030-05-11 Fixed 3.75000000 N N N N N N MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 9862.17000000 0.000347852697 N/A DCR CORP US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 BARCLAYS BANK PLC BARCLAYS BANK PLC Y Default Event 2021-12-20 6843.86000000 USD 0.00000000 USD 1400000.00000000 EUR 3018.31000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 3240000.00000000 PA USD 3077619.62000000 0.108552000960 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FQ2 900000.00000000 PA USD 904500.00000000 0.031902995493 Long DBT CORP US N 2 N/A Fixed 4.30000000 N N N N N N BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 000000000 1.00000000 NC USD 301793.42000000 0.010644681170 N/A DFE CORP US N 2 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 -16208000.00000000 EUR 19311670.38000000 USD 2021-04-07 301793.42000000 N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAE9 620000.00000000 PA USD 626696.37000000 0.022104468179 Long DBT CORP US N 2 2021-10-01 Fixed 5.00000000 N N N N N N Goldman Sachs Financial Square Government Fund N/A 38141W273 30404060.00000000 NS USD 30404060.00000000 1.072394238999 Long STIV RF US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 54590.48000000 0.001925483512 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -3457000.00000000 EUR 4109202.07000000 USD 2021-04-07 54590.48000000 N N N MEITUAN 21380033K525E5JLIA77 58533EAC7 785000.00000000 PA USD 764449.01000000 0.026963198807 Long DBT CORP KY N 2 2030-10-28 Fixed 3.05000000 N N N N N N IHS MARKIT LTD 549300HLPTRASHS0E726 44962LAH0 600000.00000000 PA USD 644634.00000000 0.022737153783 Long DBT CORP BM N 2 2024-05-01 Fixed 3.62500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 118072.83000000 0.004164595868 Long DBT CORP US N 2 2024-07-19 Fixed 1.74400000 N N N N N N JBS INVESTMENTS II GMBH 529900V1Q46CPWIWT649 46650CAB5 385000.00000000 PA USD 406717.85000000 0.014345514356 Long DBT CORP AT N 2 2028-01-15 Fixed 5.75000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 2740000.00000000 PA USD 2832475.00000000 0.099905403163 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 500000.00000000 PA 603855.48000000 0.021298837653 Long DBT CORP US N 2 2026-02-17 Fixed 2.38600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABN47 38985.50000000 PA USD 43413.13000000 0.001531242554 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAD3 197000.00000000 PA USD 206850.00000000 0.007295892335 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 223000.00000000 PA USD 216724.78000000 0.007644189806 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.87500000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 1740000.00000000 PA USD 1855344.60000000 0.065440630639 Long DBT CORP N/A N 2 2026-10-01 Fixed 6.75000000 N N N N N N Fannie Mae N/A 3136AYN82 342822.56000000 PA USD 342094.82000000 0.012066168602 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 0.47288000 N N N N N N Ares Euro CLO N/A 000000000 1300000.00000000 PA 1524510.00000000 0.053771625937 Long ABS-CBDO CORP IE N 2 2030-10-15 Floating 0.01000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 760942AZ5 57000.00000000 PA USD 61846.43000000 0.002181411141 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 200000.00000000 PA USD 185960.00000000 0.006559072462 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 150000.00000000 PA 187709.98000000 0.006620796734 Long DBT NUSS AL N 2 2027-06-16 Fixed 3.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 2560000.00000000 PA USD 2780032.00000000 0.098055664310 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Apex Credit CLO LLC N/A 03755HAE3 2400000.00000000 PA USD 2344689.60000000 0.082700521551 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 1.24775000 N N N N N N BANCO LATINOAMERICANO SA 549300CN3134K4LC0651 05968CAC6 200000.00000000 PA USD 204578.00000000 0.007215755679 Long DBT NUSS PA N 2 2025-09-14 Fixed 2.37500000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 91533BAF7 450000.00000000 PA USD 459751.82000000 0.016216097558 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N ISRAEL FLOATING RATE 213800T8ZHTFZIBYPE21 000000000 8900000.00000000 PA 2662332.86000000 0.093904249016 Long DBT NUSS IL N 2 2021-11-30 Floating 0.05000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AS8 1100000.00000000 PA USD 1392664.90000000 0.049121262608 Long DBT CORP MY N 2 2060-04-21 Fixed 4.80000000 N N N N N N Sequoia Mortgage Trust N/A 81744FCF2 112172.53000000 PA USD 111101.28000000 0.003918699430 Long ABS-MBS CORP US N 2 2034-06-20 Floating 0.82000000 N N N N N N VOLCAN CIA MINERA SAA-CM 549300XKJ91C4SZLG750 92863UAB2 615000.00000000 PA USD 631122.23000000 0.022260574527 Long DBT CORP PE N 2 2026-02-11 Fixed 4.37500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAS9 1700000.00000000 PA USD 1714716.90000000 0.060480492574 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N Mountain View CLO Ltd 549300RHYK4B5L898W39 62432CAQ4 1483879.19000000 PA USD 1484484.61000000 0.052359873768 Long ABS-CBDO CORP KY N 2 2027-10-13 Floating 1.04450000 N N N N N N Ludgate Funding Plc 213800LADM2GPWI3P269 000000000 536148.80000000 PA 725927.14000000 0.025604477917 Long ABS-MBS CORP GB N 2 2061-01-01 Floating 0.62713000 N N N N N N Argent Securities Inc. N/A 04012MAQ2 1194578.22000000 PA USD 514532.20000000 0.018148279113 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.25863000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AG2 616000.00000000 PA USD 665148.42000000 0.023460726419 Long DBT CORP NL N 2 2027-10-01 Fixed 7.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQL34 2846514.11000000 PA USD 3190511.36000000 0.112533852450 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 14345000.00000000 PA USD 12206698.44000000 0.430547534910 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N KERNEL HOLDING SA 5493003GR6L4DZOS2U12 49229QAB0 375000.00000000 PA USD 399165.00000000 0.014079114644 Long DBT CORP LU N 2 2024-10-17 Fixed 6.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 685000.00000000 PA USD 806289.59000000 0.028438975297 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N SCIENTIFIC GAMES INTERNA RLTHESQ0RNFQJWPBJN60 80874YBA7 1890000.00000000 PA USD 2030247.45000000 0.071609701767 Long DBT CORP US N 2 2026-03-15 Fixed 8.25000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 1085000.00000000 PA USD 1120859.25000000 0.039534292539 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282F6 13800000.00000000 PA USD 13863104.64000000 0.488971326545 Long DBT UST US N 2 2021-08-31 Fixed 1.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128286F2 3700000.00000000 PA USD 3984798.99000000 0.140549501627 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 36305.07000000 0.001280531215 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-03-04 7537.64000000 USD 0.00000000 USD 20500000.00000000 CAD 28767.43000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CM9 2200000.00000000 PA USD 2166657.46000000 0.076421075934 Long DBT CORP GB N 2 2027-05-24 Fixed 1.58900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAH9 500000.00000000 PA USD 533662.55000000 0.018823033640 Long DBT CORP US N 2 2025-03-01 Fixed 3.22000000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAD1 510000.00000000 PA USD 558289.61000000 0.019691664911 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.61700000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270YAG4 480000.00000000 PA USD 487326.34000000 0.017188689916 Long ABS-MBS CORP US N 2 2046-03-10 Variable 3.64870000 N N N N N N FHLMC Multifamily Structured P N/A 3137F5LN7 1070000.00000000 PA USD 1150181.41000000 0.040568526633 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.00000000 N N N N N N ASSUREDPARTNERS INC 549300HNDSDQWQ3L2P80 04624VAA7 978000.00000000 PA USD 1013907.27000000 0.035761944793 Long DBT CORP US N 2 2025-08-15 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17323CAE7 1400000.00000000 PA USD 1494362.66000000 0.052708286576 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.13700000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAB9 406000.00000000 PA USD 450046.94000000 0.015873792701 Long DBT NUSS N/A N 2 2027-07-27 Fixed 5.00000000 N N N N N N BANCO DE BOGOTA SA 549300LYHE7LWSKDZT53 059514AC3 405000.00000000 PA USD 455118.75000000 0.016052682620 Long DBT CORP CO N 2 2026-05-12 Fixed 6.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290SXD8 2894.36000000 PA USD 3203.07000000 0.000112976813 Long ABS-MBS USGA US N 2 2034-04-20 Fixed 6.00000000 N N N N N N Mauser Packaging Solutions Holding Co 549300DNGHXL0OMHW304 05604XAP1 154783.48000000 PA USD 151577.29000000 0.005346345605 Long LON CORP US N 2 2024-04-03 Floating 3.43980000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 1784000.00000000 PA USD 1850900.00000000 0.065283863305 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N DEVT BANK OF MONGOLIA 254900HRWK3OKXS9UW60 25161AAA7 710000.00000000 PA USD 771074.49000000 0.027196888866 Long DBT NUSS MN N 2 2023-10-23 Fixed 7.25000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBG3 640000.00000000 PA USD 684336.01000000 0.024137499882 Long DBT CORP NL N 2 2050-06-03 Fixed 6.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 90000.00000000 PA USD 84077.33000000 0.002965526456 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 2850000.00000000 PA USD 2793604.49000000 0.098534385247 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 31346YFR9 4138974.06000000 PA USD 4317548.44000000 0.152286045799 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Catamaran CLO Ltd 549300MB476AHX5W1918 14889EAL0 2464321.50000000 PA USD 2463956.78000000 0.086907243835 Long ABS-CBDO CORP KY N 2 2028-01-27 Floating 1.06288000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6FL0 2458699.60000000 PA USD 2601174.36000000 0.091747102140 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 590000.00000000 PA USD 604779.50000000 0.021331429146 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N ZEKELMAN INDUSTRIES INC 549300S5LMRAKDWWI425 98931YAC7 271816.87000000 PA USD 268815.47000000 0.009481502186 Long LON CORP US N 2 2027-01-24 Floating 2.36030000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 21520.69000000 0.000759065202 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2025-12-20 0.00000000 USD -6259.96000000 USD 2090000.00000000 USD 27780.65000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 1000000.00000000 PA 1249249.17000000 0.044062786778 Long DBT CORP US N 2 2025-09-15 Fixed 3.25000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAA3 1145000.00000000 PA USD 1251709.53000000 0.044149567158 Long DBT CORP US N 2 2025-04-10 Fixed 3.87500000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -22.00000000 NC USD -7012.50000000 -0.00024734080 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2024-06-17 0.00000000 USD 1000000.00000000 98.50000000 USD 2021-04-16 XXXX -2220.62000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAL5 1052000.00000000 PA USD 1151902.13000000 0.040629218864 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N CHICAGO IL TRANSIT AUTH SALES N/A 167725AF7 1800000.00000000 PA USD 2517318.00000000 0.088789369608 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBJ7 3600000.00000000 PA USD 3901069.80000000 0.137596254561 Long DBT CORP FR N 2 2025-04-14 Fixed 4.25000000 N N N N N N AVANTOR INC 10/29/27 5493003VM0XB4U8YD238 05350NAG9 832912.50000000 PA USD 834265.98000000 0.029425742178 Long LON CORP US N 2 2027-11-06 Floating 3.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 117930.29000000 0.004159568281 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5468995.13000000 USD 83311967.35000000 ZAR 2021-06-15 117930.29000000 N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 1350000.00000000 PA USD 1574388.90000000 0.055530925353 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJQ3 1900000.00000000 PA USD 1907087.00000000 0.067265658338 Long DBT CORP US N 2 2027-03-11 Fixed 1.65800000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 2330000.00000000 PA USD 2467470.00000000 0.087031160078 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 450000.00000000 PA USD 460125.00000000 0.016229260145 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 000000000 268192.44000000 PA USD 267599.20000000 0.009438602622 Long LON CORP US N 2 2025-06-01 Floating 3.18420000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAE6 1018000.00000000 PA USD 1043025.49000000 0.036788985635 Long LON CORP US N 2 2025-02-25 Fixed 7.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HHZ6 1565000.00000000 PA USD 1587337.56000000 0.055987642923 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69338CAH4 1960187.50000000 PA USD 1961412.62000000 0.069181799864 Long LON CORP US N 2 2025-06-23 Floating 3.50000000 N N N N N N LB-UBS Commercial Mortgage Tru N/A 50179MAH4 420352.35000000 PA USD 243602.68000000 0.008592211390 Long ABS-MBS CORP US N 2 2039-09-15 Variable 5.45200000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 125307.00000000 PA USD 73619.12000000 0.002596650584 Long DBT NUSS EC N 2 2030-07-31 Variable 0.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 700000.00000000 PA USD 812486.50000000 0.028657549086 Long DBT CORP FR N 2 N/A Fixed 7.37500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 1490000.00000000 PA USD 1709309.38000000 0.060289761689 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAL1 1173000.00000000 PA USD 1158040.85000000 0.040845740209 Long DBT CORP US N 2 2040-02-15 Fixed 3.11200000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 300000.00000000 PA USD 290956.80000000 0.010262458241 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.37500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 39160.71000000 0.001381253681 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -5301590.00000000 ILS 1632262.93000000 USD 2021-11-30 39160.71000000 N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 358070AB6 380000.00000000 PA USD 374053.00000000 0.013193378854 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BE6 748000.00000000 PA USD 793968.34000000 0.028004387366 Long DBT CORP US N 2 2026-03-15 Fixed 6.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 12638PBV0 144287.99000000 PA USD 123256.88000000 0.004347444651 Long ABS-MBS CORP US N 2 2037-04-25 Floating 0.35863000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 17401QAE1 950000.00000000 PA USD 950448.59000000 0.033523667312 Long DBT CORP US N 2 2021-05-13 Fixed 2.55000000 N N N N N N Equifirst Mortgage Loan Trust N/A 29445FBP2 662360.69000000 PA USD 691135.82000000 0.024377338807 Long ABS-MBS CORP US N 2 2034-10-25 Floating 3.10863000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415SST0 30023.19000000 PA USD 33896.15000000 0.001195565197 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAY2 4730000.00000000 PA USD 5133644.48000000 0.181070908471 Long DBT CORP US N 2 2024-12-05 Fixed 4.02300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2F9 900000.00000000 PA USD 965333.52000000 0.034048679865 Long DBT CORP US N 2 2027-06-17 Fixed 3.19600000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 1000000.00000000 PA USD 1011100.00000000 0.035662928406 Long DBT NUSS SA N 2 2021-10-26 Fixed 2.37500000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 5735000.00000000 PA USD 6342866.99000000 0.223721898286 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380C6D0 230000.00000000 PA USD 251045.71000000 0.008854737595 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N NEW JERSEY ST TRANSPRTN TRUST 549300YUVD5TEXR6L889 646136XS5 1590000.00000000 PA USD 1896440.70000000 0.066890148265 Long DBT MUN US N 2 2028-12-15 Fixed 5.75400000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEA8 6325000.00000000 PA USD 7353747.34000000 0.259377079326 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 67778M2C3 200000.00000000 PA USD 223280.00000000 0.007875401695 Long DBT CORP BH N 2 2024-11-07 Fixed 7.62500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAL5 2745000.00000000 PA USD 3079932.55000000 0.108633581275 Long DBT CORP US N 2 2029-02-15 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WRW5 173000.00000000 PA USD 183057.93000000 0.006456712344 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 453000.00000000 PA USD 457484.70000000 0.016136133026 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 1798000.00000000 PA USD 1784523.99000000 0.062942687464 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 37443GAL5 230000.00000000 PA USD 228275.00000000 0.008051582417 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 2465000.00000000 PA USD 2646793.75000000 0.093356162608 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677AAB0 835000.00000000 PA USD 920420.17000000 0.032464522427 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CR89 747964.33000000 PA USD 793546.77000000 0.027989517996 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30288LAN3 280000.00000000 PA USD 308067.14000000 0.010865964156 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.02120000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 453140AE5 470000.00000000 PA USD 485705.94000000 0.017131536114 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAX7 900000.00000000 PA USD 939038.76000000 0.033121226455 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N VERTICAL US NEWCO INC 549300C2AFWPAYWS5574 000000000 1182037.50430000 PA USD 1185977.24000000 0.041831096233 Long LON CORP US N 2 2027-07-31 Floating 4.36510000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AT9 804000.00000000 PA USD 874030.01000000 0.030828275810 Long DBT NUSS UA N 2 2026-09-01 Fixed 7.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QADH0 540158.37000000 PA USD 588501.25000000 0.020757272224 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAN9 1700000.00000000 PA USD 1750150.00000000 0.061730268174 Long DBT CORP NL N 2 2115-06-05 Fixed 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 573377.70000000 PA USD 670752.54000000 0.023658391665 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036EQ5 3707.97000000 PA USD 3703.04000000 0.000130611463 Long ABS-MBS CORP US N 2 2035-04-25 Variable 2.45832000 N N N N N N REYNOLDS GROUP HOLDINGS 5493002QNV81KCX40V06 76173FAW7 473537.61000000 PA USD 468949.98000000 0.016540529683 Long LON CORP US N 2 2026-02-05 Floating 3.36510000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1185000.00000000 PA USD 1199812.50000000 0.042319085440 Long DBT CORP US N 2 N/A Fixed 4.60000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BE3 2100000.00000000 PA USD 2354317.14000000 0.083040098516 Long DBT CORP US N 2 2026-01-29 Fixed 4.45000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 3300000.00000000 PA 4575084.00000000 0.161369689592 Long DBT CORP GB N 2 2026-02-16 Fixed 3.25000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137AQ0 400000.00000000 PA USD 413009.84000000 0.014567441751 Long DBT CORP US N 2 2022-05-15 Fixed 3.37500000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBE8 1000000.00000000 PA USD 1054702.10000000 0.037200836200 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N MARATHON CLO LTD 549300VP041FQCCCOP44 56580KAA3 1250000.00000000 PA USD 1249687.50000000 0.044078247298 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 0.01000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAD2 200000.00000000 PA USD 205479.18000000 0.007247541573 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BJ7 300000.00000000 PA USD 303986.04000000 0.010722017981 Long DBT CORP US N 2 2021-09-21 Fixed 3.65000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAN1 2353000.00000000 PA USD 2526548.81000000 0.089114953344 Long DBT CORP US N 2 2026-09-15 Fixed 3.45900000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAF7 905000.00000000 PA USD 985323.82000000 0.034753766046 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45300000 N N N N N N CALIFORNIA ST N/A 13063DAF5 1250000.00000000 PA USD 1251187.50000000 0.044131154421 Long DBT MUN US N 2 2047-04-01 Variable 0.89900000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEP5 3200000.00000000 PA USD 3273256.96000000 0.115452406904 Long DBT CORP US N 2 2025-05-15 Floating 1.29763000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 2700000.00000000 PA USD 2703505.68000000 0.095356472666 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAP6 1789936.57140000 PA USD 1757717.71000000 0.061997192019 Long LON CORP US N 2 2024-08-14 Floating 2.85610000 N N N N N N Morgan Stanley Capital Inc N/A 61753KAE6 3197313.68000000 PA USD 1788236.44000000 0.063073630831 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.44863000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XP5 7826330.30000000 PA USD 8055680.13000000 0.284135242550 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 2.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCR0 2970000.00000000 PA USD 3244533.73000000 0.114439297919 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DN5 258000.00000000 PA USD 260631.60000000 0.009192845506 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N AMBAC ASSURANCE CORP 549300RYYRVPPB8NC636 023138AA8 29742.97000000 PA USD 40896.58000000 0.001442480273 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAV0 235000.00000000 PA USD 254999.21000000 0.008994183137 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N Mansard Mortgages Plc 213800JK7REF83LDFT15 000000000 598557.87000000 PA 793295.49000000 0.027980654994 Long ABS-MBS CORP GB N 2 2047-04-15 Floating 0.20800000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 1680000.00000000 PA USD 1660785.17000000 0.058578244106 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 930000.00000000 PA USD 945464.60000000 0.033347874929 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 3000000.00000000 PA USD 3452670.60000000 0.121780579981 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N ISRAEL MAKAM BILL M8LYVLF5DOB9X0LZOW72 000000000 1300000.00000000 PA 388918.97000000 0.013717722661 Long DBT NUSS IL N 2 2021-06-02 None 0.00000000 N N N N N N GLG Euro CLO N/A 000000000 250000.00000000 PA 292955.12000000 0.010332941816 Long ABS-CBDO CORP IE N 2 2032-10-15 Floating 0.90000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 740000.00000000 PA USD 749871.60000000 0.026449032919 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JXN6 200000.00000000 PA USD 202500.00000000 0.007142461677 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 2200000.00000000 PA USD 2787919.20000000 0.098333857020 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.10300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LW9 3400000.00000000 PA USD 3784839.54000000 0.133496648744 Long DBT CORP US N 2 2029-04-23 Fixed 4.07500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406M6P6 3019.90000000 PA USD 3396.68000000 0.000119805712 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 2900000.00000000 PA USD 3381898.80000000 0.119284358404 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83000000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 1.00000000 NC USD -28928.50000000 -0.00102034914 N/A DFE CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 -18350000.00000000 TRY 2191699.01000000 USD 2021-04-01 -28928.50000000 N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 15669GAH7 994962.22000000 PA USD 984779.78000000 0.034734576985 Long LON CORP US N 2 2027-03-15 Floating 2.36510000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 804176.77000000 PA USD 940772.95000000 0.033182393791 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AS7 820000.00000000 PA USD 770800.00000000 0.027187207215 Long DBT CORP CH N 2 N/A Fixed 4.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BR4 1800000.00000000 PA USD 1800847.80000000 0.063518451352 Long DBT CORP JP N 2 2030-02-25 Fixed 2.55900000 N N N N N N Sequoia Mortgage Trust N/A 81747MAA7 150478.25000000 PA USD 152346.18000000 0.005373465443 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.50000000 N N N N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 68218EAH7 1274770.48190000 PA USD 1273894.71000000 0.044932069864 Long LON CORP US N 2 2026-09-19 Floating 2.10840000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AK1 532000.00000000 PA USD 598726.11000000 0.021117917511 Long DBT CORP IL N 2 2024-11-12 Fixed 5.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBT9 258177.52160000 PA USD 257025.79000000 0.009065663482 Long LON CORP US N 2 2027-12-16 Floating 2.60810000 N N N N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 40390000000.00000000 PA 2700109.73000000 0.095236692702 Long DBT NUSS ID N 2 2028-05-15 Fixed 6.12500000 N N N N N N Harvest CLO 635400UREZHY9PWJR290 000000000 250000.00000000 PA 293175.00000000 0.010340697295 Long ABS-CBDO CORP IE N 2 2031-07-15 Fixed 1.04000000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 12769LAB5 1600000.00000000 PA USD 1577000.00000000 0.055623022547 Long LON CORP US N 2 2024-12-22 Floating 2.94050000 N N N N N N MGM GROWTH/MGM FINANCE N/A 55303XAJ4 145000.00000000 PA USD 160080.00000000 0.005646248224 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 9195000.00000000 PA USD 9015828.99000000 0.318001052118 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DR3 272000.00000000 PA USD 266898.64000000 0.009413892879 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAG3 250000.00000000 PA USD 258784.83000000 0.009127707313 Long DBT CORP US N 2 2022-11-01 Fixed 2.70000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMF6 2673000.00000000 PA USD 2540433.10000000 0.089604671909 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -942.07000000 -0.00003322814 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2772000.00000000 MXN 134470.12000000 USD 2021-04-14 -942.07000000 N N N Freddie Mac N/A 3132Y2FT8 3112783.28000000 PA USD 3317313.69000000 0.117006350142 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.50000000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAQ7 735000.00000000 PA USD 761950.25000000 0.026875064004 Long LON CORP US N 2 2028-07-31 Floating 8.75000000 N N N N N N UEP PENONOME II SA 549300DS6G5XB230S845 90363PAA4 555000.00000000 PA USD 561598.95000000 0.019808390017 Long DBT CORP PA N 2 2038-10-01 Fixed 6.50000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAG8 850000.00000000 PA USD 997373.60000000 0.035178778846 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022659 16600000.00000000 PA USD 16998788.44000000 0.599571333335 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3132DVLR4 1786031.46000000 PA USD 1849139.81000000 0.065221778912 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380KSV8 3710641.51000000 PA USD 3959330.93000000 0.139651207096 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBW5 700000.00000000 PA USD 683054.89000000 0.024092312965 Long DBT CORP US N 2 2027-02-04 Fixed 1.04000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 440000.00000000 PA USD 460757.00000000 0.016251551680 Long DBT CORP KY N 2 2028-08-26 Fixed 5.62500000 N N N N N N Freddie Mac N/A 3133L8CR4 5687949.41000000 PA USD 5727770.18000000 0.202026563009 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 1.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 1100000.00000000 PA 1620704.49000000 0.057164541781 Long DBT CORP US N 2 2025-03-06 Fixed 4.53500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128285Z9 2790000.00000000 PA USD 2962140.77000000 0.104478898438 Long DBT UST US N 2 2024-01-31 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BZS4 3443181.19000000 PA USD 3463071.76000000 0.122147443619 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.63450000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 1840000.00000000 PA USD 1839939.10000000 0.064897256844 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYH9 1607000.00000000 PA USD 1628924.30000000 0.057454466116 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 985000.00000000 PA USD 954720.02000000 0.033674326695 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N USIC HOLDINGS INC 5493009ZYUWB7X699U62 90290HAM4 473860.70220000 PA USD 472577.49000000 0.016668477096 Long LON CORP US N 2 2023-12-09 Floating 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J83Y7 1440519.87000000 PA USD 1720766.53000000 0.060693871589 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 6.00000000 N N N N N N BRASKEM NETHERLANDS N/A 000000000 800000.00000000 PA USD 823288.00000000 0.029038533282 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAJ8 3500000.00000000 PA USD 4153068.50000000 0.146484605462 Long DBT NUSS SA N 2 2049-04-17 Fixed 5.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AH9 400000.00000000 PA USD 415508.12000000 0.014655559624 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N KLABIN AUSTRIA GMBH 984500578YEA8DD41B09 49836AAB0 460000.00000000 PA USD 550896.00000000 0.019430881819 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAA9 1185000.00000000 PA USD 1204026.83000000 0.042467730825 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 5205000.00000000 PA USD 5514437.25000000 0.194502008554 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N Freddie Mac N/A 3132CWQB3 5932823.69000000 PA USD 6121419.85000000 0.215911144157 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 2.00000000 N N N N N N FREMF Mortgage Trust N/A 30290XAN3 3675000.00000000 PA USD 3821383.70000000 0.134785613003 Long ABS-MBS CORP US N 2 2045-11-25 Variable 3.50702100 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 645050.00000000 PA USD 217091.58000000 0.007657127361 Long DBT NUSS AR N 2 2030-07-09 Variable 0.12500000 N N N N N N COMM Mortgage Trust 549300CJNWCNIHR7IT87 12625CAC7 1100000.00000000 PA USD 1155431.86000000 0.040753717438 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.42440000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46646RAJ2 1065000.00000000 PA USD 1144836.23000000 0.040379994568 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.14130000 N N N N N N Freddie Mac N/A 3133A0K78 1036373.14000000 PA USD 1089439.18000000 0.038426062189 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 540000.00000000 PA USD 550936.08000000 0.019432295497 Long DBT CORP CH N 2 N/A Fixed 7.12500000 N N N N N N Banc of America Funding Corpor N/A 05946XXT5 88135.37000000 PA USD 77446.55000000 0.002731649458 Long ABS-MBS CORP US N 2 2035-06-20 Floating 1.88700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJA9 2001475.38000000 PA USD 2197068.36000000 0.077493711430 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae N/A 3136A13P8 466050.80000000 PA USD 498924.58000000 0.017597776260 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 4.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 674580.00000000 PA USD 202718.04000000 0.007150152257 Long DBT NUSS AR N 2 2035-07-09 Variable 0.12500000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 1500000.00000000 PA USD 1483125.00000000 0.052311918398 Long DBT CORP US N 2 2024-02-15 Fixed 1.62500000 N N N N N N Tesla Auto Lease Trust N/A 88161FAB2 310000.00000000 PA USD 309966.37000000 0.010932952686 Long ABS-O CORP US N 2 2025-03-20 Fixed 0.36000000 N N N N N N U.S. FOODSERVICE 5493000JOOFAOUY1JZ87 90351HAB4 3290508.04000000 PA USD 3251907.09000000 0.114699366764 Long LON CORP US N 2 2023-06-27 Floating 1.85720000 N N N N N N ESSENTIAL UTILITIES INC 549300ILTEOF3E3QY357 29670GAE2 675000.00000000 PA USD 654966.14000000 0.023101582988 Long DBT CORP US N 2 2050-04-15 Fixed 3.35100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 5300000.00000000 PA USD 5783205.77000000 0.203981854748 Long DBT CORP US N 2 2028-05-22 Fixed 3.58400000 N N N N N N JBS USA LUX SA P77IMDGVZE8EFBTF2M92 46611VAU9 162112.50000000 PA USD 161160.09000000 0.005684344527 Long LON CORP LU N 2 2026-05-01 Floating 2.10610000 N N N N N N ARRAY TECHNOLOGIES INC N/A 04270YAB6 811391.30000000 PA USD 811898.42000000 0.028636806671 Long LON CORP US N 2 2027-10-14 Floating 3.75000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBR4 591700.59380000 PA USD 580135.81000000 0.020462211312 Long LON CORP US N 2 2025-12-09 Floating 2.36510000 N N N N N N PENNSYLVANIA ST HGR EDU ASSIST N/A 709163GH6 373694.63000000 PA USD 367073.77000000 0.012947211531 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.34775000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 975000.00000000 PA USD 920156.25000000 0.032455213595 Long DBT CORP US N 2 2031-02-15 Fixed 3.37500000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681LAS9 580000.00000000 PA USD 559207.93000000 0.019724055357 Long DBT CORP SG N 2 2030-09-17 Fixed 2.62500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 549091.22000000 0.019367224673 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 ITRAXX.EU.34.V1 ITRAXX.EU.34.V1 Y Default Event 2025-12-20 442149.94000000 USD 0.00000000 USD 17500000.00000000 EUR 106941.28000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 420000.00000000 PA USD 419041.10000000 0.014780172830 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 10859000.00000000 PA 2759807.01000000 0.097342300280 Long DBT NUSS MY N 2 2025-09-15 Fixed 3.95500000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAA4 1000000.00000000 PA USD 1001142.00000000 0.035311695649 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.50125000 N N N N N N Freddie Mac N/A 31335BWN2 1667846.96000000 PA USD 1831036.45000000 0.064583247776 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N TOYOTA INDUSTRIES CORP 35380000WKGEAHEMW830 892330AD3 1600000.00000000 PA USD 1638307.04000000 0.057785408639 Long DBT CORP JP N 2 2022-03-12 Fixed 3.11000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922F6Y9 238640.27000000 PA USD 240818.44000000 0.008494007303 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.74217200 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93364FAL5 325898.76000000 PA USD 326065.20000000 0.011500781212 Long ABS-MBS CORP US N 2 2037-07-25 Variable 3.32454600 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 300000.00000000 PA 334427.07000000 0.011795716204 Long DBT CORP NL N 2 2024-10-15 Fixed 1.12500000 N N N N N N Cantor Commercial Real Estate N/A 12528YAF0 4000000.00000000 PA USD 4175100.80000000 0.147261715874 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 1900000.00000000 PA 2155715.77000000 0.076035147038 Long DBT CORP FR N 2 2025-02-15 Fixed 2.12500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AG2 200000.00000000 PA USD 203077.28000000 0.007162823160 Long DBT CORP US N 2 2022-07-15 Variable 3.35000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAS8 200000.00000000 PA USD 212360.20000000 0.007490244890 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.90000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46513JB42 200000.00000000 PA USD 220403.80000000 0.007773954050 Long DBT NUSS IL N 2 2050-07-03 Fixed 3.87500000 N N N N N N Marathon CLO LTD 635400LRBGQZIPTCBI09 56576QAN8 641009.89000000 PA USD 638681.10000000 0.022527186573 Long ABS-CBDO CORP KY N 2 2027-11-21 Floating 1.05238000 N N N N N N Venture CDO Ltd 549300MYRV6PEDBLPL32 92332CAA7 2500000.00000000 PA USD 2504267.50000000 0.088329059997 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 1.47125000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 1300000.00000000 PA USD 1014812.50000000 0.035793873537 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N BANCO INDUSTRIAL SA 529900GF99QF67JEQU85 05991CAA1 695000.00000000 PA USD 717062.78000000 0.025291819390 Long DBT CORP GT N 2 2031-01-29 Fixed 4.87500000 N N N N N N SS&C TECHNOLOGIES INC 549300KY09TR3J12JU49 78466DBD5 221136.01380000 PA USD 219201.07000000 0.007731532060 Long LON CORP US N 2 2025-04-16 Floating 1.86510000 N N N N N N Freddie Mac - STACR 5493005RUXPCBST1N217 35563XAA0 249692.56000000 PA USD 249692.54000000 0.008807009373 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 0.85863000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200000.00000000 PA USD 220651.00000000 0.007782673143 Long DBT CORP CH N 2 2024-05-15 Fixed 5.12500000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 000000000 1331662.50000000 PA USD 1329859.43000000 0.046906024768 Long LON CORP US N 2 2027-07-31 Floating 4.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAD9 635000.00000000 PA USD 692239.22000000 0.024416257287 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128283J7 11130000.00000000 PA USD 11767584.28000000 0.415059356836 Long DBT UST US N 2 2024-11-30 Fixed 2.12500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JR9 2200000.00000000 PA USD 2204408.14000000 0.077752595861 Long DBT CORP US N 2 2021-11-15 Floating 1.57263000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 000000000 3400000.00000000 PA USD 3477248.00000000 0.122647459673 Long DBT NUSS KW N 2 2022-03-20 Fixed 2.75000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796F53 46200000.00000000 PA USD 46194668.52000000 1.629351356145 Long DBT UST US N 2 2021-09-23 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 17405000.00000000 PA USD 15449657.90000000 0.544931306097 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AM8 1455000.00000000 PA USD 1664512.58000000 0.058709715134 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N UBS AG STAMFORD CT 254900R882POXXVAK772 90261AAB8 500000.00000000 PA USD 545176.50000000 0.019229146957 Long DBT CORP CH N 2 2022-08-17 Fixed 7.62500000 N N N N N N Countrywide Asset-Backed Certi N/A 126673C26 4200000.00000000 PA USD 4303871.46000000 0.151803639352 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.05863000 N N N N N N SYSTEMS RESOURCE N/A 871911AT0 800000.00000000 PA USD 781760.00000000 0.027573781931 Long DBT CORP US N 2 2025-12-09 Fixed 2.14000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29279FAA7 4420000.00000000 PA USD 5199255.72000000 0.183385109791 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 37100000.00000000 PA USD 37889825.61000000 1.336427789606 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3128L4E83 7198.08000000 PA USD 7911.10000000 0.000279035696 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 7.00000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAB6 755000.00000000 PA USD 804792.25000000 0.028386161995 Long DBT CORP MU N 2 2025-12-18 Fixed 7.00000000 N N N N N N Monarch Grove CLO LTD N/A 60909GAA8 3320857.89000000 PA USD 3309703.13000000 0.116737914916 Long ABS-CBDO CORP KY N 2 2028-01-25 Floating 1.09775000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 780000.00000000 PA USD 851831.68000000 0.030045309285 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N GOODMAN HK FINANCE 213800SL4LTTO1S5AU13 000000000 1095000.00000000 PA USD 1192526.18000000 0.042062086618 Long DBT CORP KY N 2 2024-06-19 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGPL5 4010876.67000000 PA USD 4119671.30000000 0.145306638938 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Bear Stearns Asset Backed Secu N/A 073879G69 1502634.23000000 PA USD 1490919.69000000 0.052586848150 Long ABS-MBS CORP US N 2 2035-06-25 Floating 1.11363000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC 60729.10000000 0.002142001330 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2023-03-24 9767.37000000 USD 0.00000000 USD 1450000000.00000000 MXN 50961.73000000 N N N Venture CDO Ltd 549300OT41NOT6O55015 92329XAQ1 849298.50000000 PA USD 847154.02000000 0.029880321594 Long ABS-CBDO CORP KY N 2 2028-01-15 Floating 1.09125000 N N N N N N GTCR AP FINANCE INC N/A 40060QAA3 417000.00000000 PA USD 448796.25000000 0.015829679094 Long DBT CORP US N 2 2027-05-15 Fixed 8.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BA8 5000000.00000000 PA USD 5675725.50000000 0.200190873466 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N Vibrant CLO Ltd 5493007DQ2IM8HOLV582 92558BAJ7 4500000.00000000 PA USD 4500000.00000000 0.158721370616 Long ABS-CBDO CORP KY N 2 2030-09-15 Floating 1.23513000 N N N N N N Lanark Master Issuer plc 213800KIOPB5OYXIVY33 513770BB2 453333.36000000 PA USD 453984.80000000 0.016012686598 Long ABS-MBS CORP GB N 2 2069-12-22 Floating 0.95238000 N N N N N N Fannie Mae - CAS N/A 20754CAB5 2500000.00000000 PA USD 2496373.75000000 0.088050636260 Long ABS-MBS CORP US N 2 2040-01-25 Floating 2.15863000 N N N N N N ASG FINANCE DESIGNATED 5493005UOB0OMEJ4WK10 00217AAA4 545000.00000000 PA USD 519112.50000000 0.018309832778 Long DBT CORP IE N 2 2024-12-03 Fixed 7.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABA2 895000.00000000 PA USD 966492.60000000 0.034089562258 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 12900000.00000000 PA USD 13277174.07000000 0.468304725844 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1213000.00000000 PA USD 1269501.54000000 0.044777116539 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49000000 N N N N N N JUBILEE CLO 2014-XI BV 724500MATXW1XY22MV32 000000000 1700000.00000000 PA 1993091.60000000 0.070299162336 Long ABS-CBDO CORP NL N 2 2030-04-15 Floating 0.01000000 N N N N N N Freddie Mac - STACR N/A 35564KBS7 7000000.00000000 PA USD 6921233.90000000 0.244121717991 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.26667000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QED41 14550449.15000000 PA USD 15256994.22000000 0.538135785351 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Credit Suisse Mortgage Trust N/A 22546MAQ9 794291.86000000 PA USD 705115.44000000 0.024870419795 Long ABS-MBS CORP US N 2 2035-12-26 Fixed 5.75000000 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 DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CB3 5700000.00000000 PA USD 6177120.78000000 0.217875794814 Long DBT CORP DE N 2 2025-11-26 Fixed 3.96100000 N N N N N N Z CAPITAL CREDIT PARTNERS CLO 549300BNZ44C797ZPY53 98877EAG8 1146388.35000000 PA USD 1144315.68000000 0.040361634032 Long ABS-CBDO CORP KY N 2 2027-07-16 Floating 1.17338000 N N N N N N TRANS-ALLEGHENY INTERSTA N/A 893045AE4 165000.00000000 PA USD 177210.07000000 0.006250450043 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAP8 38713.69000000 PA USD 39789.20000000 0.001403421413 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.41095500 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AA2 1955000.00000000 PA USD 2016622.38000000 0.071129126259 Long DBT CORP US N 2 2022-01-15 Fixed 5.25000000 N N N N N N CIKARANG LISTRINDO PT N/A 536576AD3 540000.00000000 PA USD 553527.00000000 0.019523680914 Long DBT CORP ID N 2 2026-09-14 Fixed 4.95000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 288399.38000000 PA USD 285592.68000000 0.010073258135 Long LON CORP US N 2 2027-04-15 Floating 2.61510000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 456829AA8 225000.00000000 PA USD 239906.25000000 0.008461833070 Long DBT CORP MX N 2 2028-01-14 Fixed 3.75000000 N N N N N N POWERTEAM SERVICES LLC 549300J2G34D0WX8Z443 73939VAA2 1680000.00000000 PA USD 1856400.00000000 0.065477856091 Long DBT CORP US N 2 2025-12-04 Fixed 9.03300000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAC7 7625000.00000000 PA USD 7411249.90000000 0.261405276023 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N AMER AIRLINE 16-3 AA PTT N/A 023771R91 1068413.28000000 PA USD 1080174.27000000 0.038099275697 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3133KYU98 3668000.00000000 PA USD 3718043.99000000 0.131140675134 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 2.00000000 N N N N N N JUBILEE CLO 2014-XII BV 7245008I6K3V8B27WG25 000000000 600000.00000000 PA 703444.09000000 0.024811468914 Long ABS-CBDO CORP NL N 2 2030-04-15 Floating 0.60000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZJ0 500000.00000000 PA USD 505662.75000000 0.017835441055 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N LS GROUP OPCO ACQUISITIO N/A 50220KAB0 840000.00000000 PA USD 842799.72000000 0.029726739269 Long LON CORP US N 2 2027-11-02 Floating 4.25000000 N N N N N N KENAN ADVANTAGE GROUP 549300GVUXCXDWYPIY65 000000000 465000.00000000 PA USD 463692.42000000 0.016355088099 Long LON CORP US N 2 2026-03-18 Floating 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W69 189351.09000000 PA USD 213200.37000000 0.007519878876 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABE4 4540000.00000000 PA USD 4933209.40000000 0.174001279445 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967GK1 150000.00000000 PA USD 156802.16000000 0.005530634166 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 12900000.00000000 PA USD 12313705.32000000 0.434321819056 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N SLM Student Loan Trust 549300MTK92VF84VT259 78445JAA5 669276.54000000 PA USD 674548.90000000 0.023792294656 Long ABS-O CORP US N 2 2023-04-25 Floating 1.71775000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWT7 2200000.00000000 PA USD 2302772.78000000 0.081222055968 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 10300000.00000000 PA USD 9375414.32000000 0.330684135770 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 967383.06000000 0.034120970043 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-06-16 0.00000000 USD -14595.98000000 USD 28400000.00000000 GBP 981979.04000000 N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAA8 1385000.00000000 PA USD 1386501.76000000 0.048903879935 Long DBT CORP JE N 2 2027-09-30 Fixed 1.75000000 N N N N N N Structured Adjustable Rate Mor N/A 863579Q92 169370.22000000 PA USD 163166.12000000 0.005755100045 Long ABS-MBS CORP US N 2 2036-02-25 Variable 3.12342800 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBV1 100000.00000000 PA USD 100279.07000000 0.003536984763 Long DBT CORP US N 2 2023-03-01 Floating 0.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YGC6 191311.64000000 PA USD 212524.83000000 0.007496051623 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 1800000.00000000 PA 2160992.92000000 0.076221279589 Long DBT NUSS ES N 1 2021-09-15 Fixed 4.90000000 N N N N N N Residential Accredit Loans, In N/A 74924EAA5 1588607.47000000 PA USD 1524657.28000000 0.053776820711 Long ABS-MBS CORP US N 2 2037-10-25 Variable 1.27152900 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2E4 530000.00000000 PA USD 572848.01000000 0.020205160289 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409JXU9 17544.37000000 PA USD 21107.74000000 0.000744499871 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 300000.00000000 PA USD 334140.00000000 0.011785590839 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.37500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2M6 505000.00000000 PA USD 449199.72000000 0.015843910053 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AG3 410000.00000000 PA USD 438065.12000000 0.015451176947 Long DBT CORP CH N 2 2024-06-12 Fixed 4.20700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407FQ29 29275.90000000 PA USD 34350.20000000 0.001211580183 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N CIT Mortgage Loan Trust N/A 12559QAF9 3600000.00000000 PA USD 3666061.80000000 0.129307189702 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.60863000 N N N N N N JP Morgan Mortgage Trust N/A 46647JAZ3 210274.71000000 PA USD 219848.12000000 0.007754354429 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.84703000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 127631.20000000 0.004501733110 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 -841139.40000000 USD 14200000.00000000 USD 968770.60000000 N N N GARDA WORLD SECURITY N/A 000000000 191971.22000000 PA USD 192291.24000000 0.006782384260 Long LON CORP CA N 2 2026-10-30 Floating 4.35840000 N N N N N N TERRIER MEDIA BUYER INC N/A 88146LAA1 2285000.00000000 PA USD 2463058.63000000 0.086875564813 Long DBT CORP US N 2 2027-12-15 Fixed 8.87500000 N N N N N N Ares Euro CLO 635400CPKWIBFGMQTE81 000000000 3750000.00000000 PA 4440501.84000000 0.156622786281 Long ABS-CBDO CORP IE N 2 2033-10-21 Floating 1.12000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AF6 400000.00000000 PA USD 442000.00000000 0.015589965736 Long DBT NUSS GT N 2 2028-02-13 Fixed 4.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 8300000.00000000 PA USD 8551431.90000000 0.301621109310 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N LEVEL 3 FINANCING INC N/A 527298BS1 1165000.00000000 PA USD 1130778.13000000 0.039884145479 Long DBT CORP US N 2 2029-01-15 Fixed 3.62500000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EH2 4290000.00000000 PA USD 2443166.15000000 0.086173928882 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 9634428.00000000 PA USD 11055633.30000000 0.389947837868 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBC2 1200000.00000000 PA USD 1293110.76000000 0.045609847152 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599AZ7 1000000.00000000 PA USD 1092451.90000000 0.038532325088 Long DBT CORP US N 2 2025-03-10 Fixed 3.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CP2 400000.00000000 PA USD 399000.00000000 0.014073294861 Long DBT CORP GB N 2 N/A Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828M80 7700000.00000000 PA USD 7938820.12000000 0.280013424560 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 23856.78000000 0.000841462404 N/A DFE CORP US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 -1190000.00000000 EUR 1420180.51000000 USD 2021-04-28 23856.78000000 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAF8 775000.00000000 PA USD 716153.40000000 0.025259744270 Long DBT CORP US N 2 2031-02-02 Fixed 1.80000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 287.00000000 NC USD -951086.43000000 -0.03354616483 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2021-06-21 38530148.93000000 USD -951086.43000000 N N N CLP POWER HK FINANCING 254900SBJOP9O3YV1271 000000000 240000.00000000 PA USD 249652.79000000 0.008805607334 Long DBT CORP VG N 2 2023-04-26 Fixed 2.87500000 N N N N N N COMM Mortgage Trust N/A 12593ABA2 780000.00000000 PA USD 847438.88000000 0.029890369010 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.49700000 N N N N N N NUTRITION & BIOSCIENCES N/A 67079BAE0 3330000.00000000 PA USD 3288419.96000000 0.115987227380 Long DBT CORP US N 2 2040-11-15 Fixed 3.26800000 N N N N N N JUBILEE CLO 2016-XVII BV 724500LKGG9F37RI2D49 000000000 500000.00000000 PA 586203.41000000 0.020676224154 Long ABS-CBDO CORP NL N 2 2031-04-15 Floating 0.65000000 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAG2 2500000.00000000 PA USD 2497545.00000000 0.088091947905 Long LON CORP US N 2 2027-12-15 Floating 4.25000000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 2086000.00000000 PA USD 2130025.03000000 0.075128998268 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36257UAL1 5000000.00000000 PA USD 5265816.00000000 0.185732785096 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.00050000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAB4 1100000.00000000 PA USD 1128393.97000000 0.039800052780 Long DBT CORP NL N 2 2022-05-25 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38376RLJ3 92781.17000000 PA USD 93395.67000000 0.003294197500 Long ABS-MBS USGA US N 2 2065-10-20 Floating 0.71950000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AQ83 61798.46000000 PA USD 68047.46000000 0.002400130248 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 200000.00000000 PA USD 224033.06000000 0.007901963188 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375YBB7 380801.00000000 PA USD 57302.33000000 0.002021134301 Long ABS-MBS USGA US N 2 2038-08-20 Floating 5.88912000 N N N N N N RUTAS 2 AND 7 FINANCE N/A 78319MAA1 410000.00000000 PA USD 293150.00000000 0.010339815510 Long DBT CORP KY N 2 2036-09-30 None 0.00000000 N N N N N N FannieMae Whole Loan N/A 31394AB47 30064.38000000 PA USD 35311.89000000 0.001245500351 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFB0 200000.00000000 PA USD 218715.60000000 0.007714408846 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 934000.00000000 PA USD 945147.29000000 0.033336682956 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 300000.00000000 PA USD 283875.00000000 0.010012673129 Long DBT CORP US N 2 N/A Floating 3.51388000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 500000.00000000 PA USD 493750.00000000 0.017415261498 Long DBT CORP GB N 2 N/A Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVMP2 1554963.33000000 PA USD 1553586.25000000 0.054797186437 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N VTR COMUNICACIONES SPA 213800XDZJKMC1AEUV94 918367AC7 685000.00000000 PA USD 689795.00000000 0.024330046187 Long DBT CORP CL N 2 2029-04-15 Fixed 4.37500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZZ4 1734000.00000000 PA USD 2029606.77000000 0.071587104076 Long DBT CORP US N 2 2026-01-15 Fixed 7.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMC3 1590000.00000000 PA USD 1472130.92000000 0.051924141633 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N REYNOLDS GRP ISS/REYNOLD N/A 76174LAA1 2730000.00000000 PA USD 2678812.50000000 0.094485509249 Long DBT CORP US N 2 2027-10-15 Fixed 4.00000000 N N N N N N GC TREASURY CENTRE CO 549300LUFQBC2EQNAR40 36830BAC9 635000.00000000 PA USD 649911.51000000 0.022923299032 Long DBT CORP TH N 2 2051-03-18 Fixed 4.30000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAH5 1185000.00000000 PA USD 1125846.10000000 0.039710185798 Long DBT CORP IN N 2 2031-02-02 Fixed 3.10000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 320000.00000000 PA USD 300838.66000000 0.010611005433 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 1527539.79000000 0.053878490919 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -36417000.00000000 EUR 44239062.06000000 USD 2021-04-06 1527539.79000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H040640 6000000.00000000 PA USD 6405000.00000000 0.225913417510 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLLH5 3453992.45000000 PA USD 3841356.67000000 0.135490087930 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N TURK SISE VE CAM FABRIKA 789000KWOK751Q6R8875 90016AAB6 570000.00000000 PA USD 611005.23000000 0.021551019457 Long DBT CORP TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N Long Beach Mortgage Loan Trust N/A 54251TAA7 2709392.85000000 PA USD 1727224.12000000 0.060921639930 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.26363000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38375BNQ1 3470016.76000000 PA USD 3499858.21000000 0.123444953789 Long ABS-MBS USGA US N 2 2061-10-20 Floating 0.81950000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 000000000 2700000.00000000 PA USD 2688330.60000000 0.094821226111 Long DBT CORP US N 2 2028-03-20 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBCC0 1012097.89000000 PA USD 1102081.79000000 0.038871984942 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30292KAN9 1225000.00000000 PA USD 1237882.59000000 0.043661871410 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.62528900 N N N N N N Fannie Mae N/A 31359VH97 42482.46000000 PA USD 48003.70000000 0.001693158457 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 1400000.00000000 PA USD 1500953.16000000 0.052940742841 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BB6 5900000.00000000 PA USD 6053223.00000000 0.213505744712 Long DBT CORP GB N 2 N/A Fixed 8.62500000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46645JAD4 570000.00000000 PA USD 627438.16000000 0.022130632162 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.76970000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 5820958.50000000 PA USD 6809320.58000000 0.240174376760 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -645.00000000 NC USD 1017023.10000000 0.035871844528 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2021-06-30 -80609016.90000000 USD 1017023.10000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61746BEA0 3500000.00000000 PA USD 3503445.40000000 0.123571479059 Long DBT CORP US N 2 2021-04-21 Fixed 2.50000000 N N N N N N USB REALTY CORP N/A 903312AA4 500000.00000000 PA USD 388750.00000000 0.013711762850 Long DBT CORP US N 2 N/A Floating 1.38825000 N N N N N N AZUL INVESTMENTS LLP 549300C6XNC8IDH04C74 05502FAA6 830000.00000000 PA USD 732952.25000000 0.025852263492 Long DBT CORP US N 2 2024-10-26 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C5Z3 105869.90000000 PA USD 113559.01000000 0.004005387047 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAM7 965000.00000000 PA USD 922781.25000000 0.032547801061 Long DBT CORP US N 2 2031-04-01 Fixed 3.75000000 N N N N N N US BANK NA CINCINNATI 6BYL5QZYBDK8S7L73M02 90331HNV1 815000.00000000 PA USD 870729.62000000 0.030711866382 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 88233FAK6 518690.24760000 PA USD 515648.13000000 0.018187639544 Long LON CORP US N 2 2025-12-31 Floating 1.85750000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5E54 816342.29000000 PA USD 896732.33000000 0.031629018776 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N TERRIER MEDIA BUYER INC N/A 88145LAE4 516475.57000000 PA USD 512561.72000000 0.018078777494 Long LON CORP US N 2 2026-12-17 Floating 3.61510000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X44J2 2339080.01000000 PA USD 2442269.23000000 0.086142293244 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N CHICAGO IL TRANSIT AUTH SALES N/A 167725AC4 1800000.00000000 PA USD 2517318.00000000 0.088789369608 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N ATHORA NETHERLANDS 724500MKKXKEVWMN9E13 000000000 2100000.00000000 PA 2551687.59000000 0.090001633704 Long DBT CORP NL N 2 2024-05-17 Fixed 2.37500000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAG0 875000.00000000 PA USD 904531.25000000 0.031904097725 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F3XV5 75437.47000000 PA USD 82371.07000000 0.002905344251 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 91822Q2A4 448000.00000000 PA USD 491133.44000000 0.017322971722 Long DBT NUSS UZ N 2 2029-02-20 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409FPK8 51666.85000000 PA USD 59024.83000000 0.002081889315 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAR9 200000.00000000 PA USD 217115.28000000 0.007657963294 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 135000.00000000 PA USD 141769.67000000 0.005000416963 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 328383.90000000 PA USD 151056.59000000 0.005327979778 Long DBT NUSS EC N 2 2035-07-31 Variable 0.50000000 N N N N N N ZIGGO BOND CO BV 213800JYI4P7V5QDOG59 98953GAD7 300000.00000000 PA USD 307125.00000000 0.010832733544 Long DBT CORP NL N 2 2030-02-28 Fixed 5.12500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCA6 2600000.00000000 PA USD 2603818.10000000 0.091840350592 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N JEFFERIES GROUP LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 880000.00000000 PA USD 1127410.42000000 0.039765361579 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAC8 715000.00000000 PA USD 840125.00000000 0.029632398108 Long DBT CORP VG N 2 2029-05-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9JV4 1227812.27000000 PA USD 1466878.61000000 0.051738885223 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N Sequoia Mortgage Trust N/A 81746DCC2 3032017.65000000 PA USD 3180680.81000000 0.112187115034 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.82783400 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 5120000.00000000 PA USD 4803870.21000000 0.169439303109 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Q38 3002709.83000000 PA USD 3252244.93000000 0.114711282859 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 126.65000000 0.000004467124 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 -1542.81000000 USD 100000.00000000 USD 1669.46000000 N N N PRIME SECSRVC BRW/FINANC N/A 74166MAE6 3020000.00000000 PA USD 3148048.00000000 0.111036109627 Long DBT CORP US N 2 2028-01-15 Fixed 6.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 2940000.00000000 PA USD 3265952.21000000 0.115194758030 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAK7 2115000.00000000 PA USD 2306754.57000000 0.081362499339 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312LAS7 900000.00000000 PA USD 967690.71000000 0.034131821294 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -197209.84000000 -0.00695587024 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2022-01-03 10770.44000000 USD 0.00000000 USD 147400000.00000000 BRL -207980.28000000 N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 580000.00000000 PA USD 593137.00000000 0.020920781689 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 1839000.00000000 PA USD 1933243.60000000 0.068188238650 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 3193000.00000000 PA USD 3579599.50000000 0.126257541977 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 1686243.00000000 PA USD 2065602.65000000 0.072856729723 Long DBT UST US N 2 2027-01-15 Fixed 2.37500000 N N N N N N MASTR Alternative Loans Trust N/A 576434PB4 1336.91000000 PA USD 1364.28000000 0.000048120087 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TWV3 10824.49000000 PA USD 12266.60000000 0.000432660347 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 1000000.00000000 PA USD 1075366.20000000 0.037929688261 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N HUNTSMAN INTERNATIONAL L 3YTEJFW18LGIUQ2N5J61 44701QBD3 1000000.00000000 PA USD 1055184.60000000 0.037217854658 Long DBT CORP US N 2 2022-11-15 Fixed 5.12500000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAG8 3195000.00000000 PA USD 2939575.73000000 0.103682997532 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N Countrywide Asset-Backed Certi N/A 12666VAC5 1061139.27000000 PA USD 1044019.70000000 0.036824052829 Long ABS-MBS CORP US N 2 2047-03-25 Floating 0.25863000 N N N N N N Banc of America Funding Corpor N/A 05951VAA7 137869.62000000 PA USD 142820.19000000 0.005037470290 Long ABS-MBS CORP US N 2 2036-12-20 Variable 2.45533400 N N N N N N Freddie Mac N/A 3128NHYH0 90191.95000000 PA USD 96934.05000000 0.003419001172 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.93000000 N N N N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAD7 1000000.00000000 PA USD 1096490.90000000 0.038674786336 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76400000 N N N N N N GREENKO SOLAR MAURITIUS 2138007S1PL541B3KP92 39530VAB4 540000.00000000 PA USD 578745.00000000 0.020413155474 Long DBT CORP MU N 2 2026-07-29 Fixed 5.95000000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AK2 1840000.00000000 PA USD 1931632.00000000 0.068131395236 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N N USB CAPITAL IX N/A 91731KAA8 415000.00000000 PA USD 399437.50000000 0.014088726105 Long DBT CORP US N 2 N/A Floating 3.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 000000000 2200000.00000000 PA 3183822.93000000 0.112297942055 Long DBT CORP GB N 2 N/A Fixed 7.37500000 N N N N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 95058XAD0 464400.00000000 PA USD 477361.40000000 0.016837212374 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.57300000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225436AA2 2000000.00000000 PA USD 2134222.00000000 0.075277031342 Long DBT CORP CH N 2 N/A Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7D97 1394841.17000000 PA USD 1456322.84000000 0.051366568272 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Harvest CLO 635400HU8ASOJYEX2I14 000000000 2000000.00000000 PA 2368267.65000000 0.083532152754 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 0.64000000 N N N N N N DRYDEN XXVII-R EURO CLO 2017 BV 724500YWB3WUXQIRPR06 000000000 2200000.00000000 PA 2579295.01000000 0.090975386491 Long ABS-CBDO CORP NL N 2 2033-04-15 Floating 0.66000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 1796000.00000000 PA USD 1631242.32000000 0.057536225963 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 000000000 100000.00000000 PA 120585.81000000 0.004253232231 Long DBT CORP US N 2 2025-11-25 Fixed 2.33000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAA0 900000.00000000 PA USD 977129.19000000 0.034464729845 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N Freddie Mac N/A 31335BZT6 2095661.67000000 PA USD 2459582.96000000 0.086752973012 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PED6 367000.00000000 PA USD 371587.50000000 0.013106417178 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FR4 9436564.00000000 PA USD 11057953.48000000 0.390029673901 Long DBT UST US N 2 2025-01-15 Fixed 2.37500000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 1521210.41000000 PA USD 1523658.34000000 0.053741586683 Long ABS-MBS CORP US N 2 2031-08-25 Floating 2.40863000 N N N N N N Freddie Mac - STACR N/A 35566CAH8 3600000.00000000 PA USD 3584473.56000000 0.126429456973 Long ABS-MBS CORP US N 2 2050-12-25 Floating 2.01667000 N N N N N N JUBILEE CLO 2016-XVII BV 724500LKGG9F37RI2D49 000000000 1400000.00000000 PA 1641369.55000000 0.057893427703 Long ABS-CBDO CORP NL N 2 2031-04-15 Floating 0.65000000 N N N N N N Fannie Mae N/A 3136AWPE1 379556.01000000 PA USD 406620.59000000 0.014342083859 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 5800000.00000000 PA USD 6686161.70000000 0.235830388707 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GJA2