NPORT-P false 0000756913 XXXXXXXX S000008273 C000022568 C000022569 C000022567 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Investment Quality Bond Trust S000008273 60Q7C9MVDY13ALSK8V97 2020-12-31 2020-03-31 N 374928837.220000000000 123532931.070000000000 251395906.150000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 120248156.280000000000 0.000000000000 0.000000000000 9652641.560000000000 USD AUD GBP EGP ARS MXN JPY NZD CAD EUR N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBU4 30000 PA USD 32462.77 0.0129130066 Long DBT CORP US N 2 2046-07-15 Fixed 3.400000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H022648 15400000 PA USD 16100059.36 6.4042647339 Long ABS-MBS USGA US N 2 N/A Fixed 2.500000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H030641 11500000 PA USD 12163168.2 4.8382522955 Long ABS-MBS USGA US N 2 N/A Fixed 3.000000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H042646 4600000 PA USD 4877363.44 1.9401125160 Long ABS-MBS USGA US N 2 N/A Fixed 4.500000000000 N N N N N N Exeter Automobile Receivables Trust 2019-4 N/A 30167GAG5 570000 PA USD 540722.86 0.2150881724 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.580000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES EART 2020 1A D 144A N/A 30167HAG3 170000 PA USD 137796.14 0.0548124041 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.730000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/28 FIXED 7.5 N/A 31292GVL7 606.79 PA USD 689.31 0.0002741930 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/29 FIXED 6.5 N/A 31293PE43 515.26 PA USD 585.44 0.0002328757 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/33 FIXED 6.5 N/A 31296QJW1 6269.4 PA USD 7290 0.0028998086 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 3 N/A 3132WKHA9 168339.76 PA USD 177258.7 0.0705097799 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/48 FIXED 3 N/A 3132XVUZ4 330411.49 PA USD 347091.26 0.1380655975 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 3.5 N/A 3132XXEU9 255581.42 PA USD 270541.47 0.1076157023 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2012 21 PQ N/A 3136A36C0 100870.45 PA USD 102995.41 0.0409694062 Long ABS-MBS USGSE US N 2 2041-09-25 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2012 18 GA N/A 3136A4TG4 198812.95 PA USD 203109.02 0.0807924930 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2012 52 PA N/A 3136A6AN4 116417.34 PA USD 125628.33 0.0499723054 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2012 75 KC N/A 3136A6Y57 203440.68 PA USD 211807.52 0.0842525733 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.500000000000 N N N N N N FANNIE MAE REMICS FNR 2015 48 QB N/A 3136APKJ0 274901.76 PA USD 287651.87 0.1144218593 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2016 11 GA N/A 3136ARQA9 180544.35 PA USD 188051.65 0.0748029882 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 2.500000000000 N N N N N N FANNIE MAE REMICS FNR 2016 38 NA N/A 3136ASMM5 77953.81 PA USD 82211.23 0.0327018969 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 26 CG N/A 3136AWCM7 293951.86 PA USD 313639.79 0.1247593069 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2017 35 AH N/A 3136AWNN3 335902.77 PA USD 355239.42 0.1413067641 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2017 34 JK N/A 3136AWTK3 154257.59 PA USD 162607.43 0.0646818130 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 49 JA N/A 3136AXJT3 259985.82 PA USD 282432.97 0.1123458907 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 72 B N/A 3136AXV44 253865.78 PA USD 270311.36 0.1075241694 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 72 CD N/A 3136AXX91 265295.57 PA USD 283112.77 0.1126163009 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 84 KA N/A 3136AYMB6 201865.14 PA USD 212990.09 0.0847229747 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFAN6 43783.54 PA USD 45643 0.0181558247 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WMHQ7 696324.61 PA USD 726107.39 0.2888302364 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YD4G1 64450.04 PA USD 67146.24 0.0267093610 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31395QFB1 320286.18 PA USD 345532.17 0.1374454243 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVJR9 3298758.38 PA USD 3515654.71 1.3984534449 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FDDV5 41553.88 PA USD 43279.69 0.0172157497 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FLS90 59630.71 PA USD 62088.65 0.0246975581 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.500000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AL3 130000 PA USD 111176 0.0442234727 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N Kaiser Aluminum Corporation N/A 483007AJ9 20000 PA USD 17750 0.0070605764 Long DBT CORP US N 2 2028-03-01 Fixed 4.625000000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 220000 PA USD 198293.56 0.0788770044 Long DBT CORP US N 2 2029-10-01 Fixed 2.550000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAD8 155000 PA USD 150621.58 0.0599140942 Long DBT CORP US N 2 2026-06-01 Fixed 3.000000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AB5 260000 PA USD 270482.85 0.1075923845 Long DBT CORP US N 2 2023-06-15 Fixed 3.850000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AF6 290000 PA USD 274011.94 0.1089961822 Long DBT CORP US N 2 2029-12-15 Fixed 2.900000000000 N N N N N N Lamar Media Corp. N/A 513075BQ3 10000 PA USD 9373.8 0.0037287003 Long DBT CORP US N 2 2028-02-15 Fixed 3.750000000000 N N N N N N Las Vegas Sands Corp. N/A 517834AE7 120000 PA USD 109785.5 0.0436703611 Long DBT CORP US N 2 2026-08-18 Fixed 3.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 160000 PA USD 138418.89 0.0550601210 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LS8 125000 PA USD 125163.29 0.0497873223 Long DBT CORP US N 2 2028-10-27 Variable 3.520000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 220000 PA USD 233320.89 0.0928101390 Long DBT CORP US N 2 2029-04-23 Variable 4.075000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 520000 PA USD 555883.84 0.2211188911 Long DBT CORP US N 2 2030-03-20 Variable 3.980000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 385000 PA USD 396431.7 0.1576921860 Long DBT CORP US N 2 2025-04-24 Variable 3.352000000000 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HBY0 5000 PA USD 5012.4 0.0019938272 Long DBT CORP US N 2 2027-09-01 Fixed 5.125000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAH4 250000 PA USD 249972.5 0.0994337990 Long DBT CORP US N 2 2020-06-15 Fixed 2.850000000000 N N N N N N STACR Trust 2018-HRP1 N/A 3137G0VC0 108747.84 PA USD 101756.27 0.0404765024 Long ABS-MBS CORP US N 2 2043-04-25 Floating 2.596630000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CL2 179000 PA USD 184950.78 0.0735695274 Long DBT CORP US N 2 2025-07-20 Fixed 3.875000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CN8 170000 PA USD 194928.76 0.0775385578 Long DBT CORP US N 2 2045-07-20 Fixed 5.125000000000 N N N N N N GMACM Mortgage Loan Trust 2006-AR1 N/A 36185MDN9 154373.91 PA USD 118818.65 0.0472635580 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.778595000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC20 A5 N/A 36252WAX6 395000 PA USD 418918.08 0.1666367947 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.998000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 185000 PA USD 210087.08 0.0835682184 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DJ6 125000 PA USD 129336.12 0.0514471862 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DK3 135000 PA USD 135710.84 0.0539829157 Long DBT CORP US N 2 2040-04-01 Fixed 4.125000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DL1 30000 PA USD 31188.91 0.0124062919 Long DBT CORP US N 2 2050-04-01 Fixed 4.250000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AY5 200000 PA USD 201261.85 0.0800577277 Long DBT CORP GB N 2 2021-05-25 Fixed 2.950000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BJ7 240000 PA USD 240349.52 0.0956059801 Long DBT CORP GB N 2 2023-03-13 Variable 3.262000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CF2 30000 PA USD 32607.06 0.0129704021 Long DBT CORP US N 2 2035-02-01 Fixed 4.800000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CH8 601000 PA USD 614587.29 0.2444698879 Long DBT CORP US N 2 2024-08-15 Fixed 3.150000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 705000 PA USD 672052.8 0.2673284582 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N Broadcom Inc. N/A 11135FAE1 226000 PA USD 229653.96 0.0913515115 Long DBT CORP US N 2 2026-04-15 Fixed 4.250000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 120111BM0 85000 PA USD 81605.1 0.0324607911 Long DBT CORP US N 2 2024-11-15 Fixed 5.375000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCE1 13000 PA USD 12740 0.0050677038 Long DBT CORP US N 2 2030-08-15 Fixed 4.500000000000 N N N N N N CDK Global Inc. 5493000L10CYRTHIJ385 12508EAJ0 5000 PA USD 5100 0.0020286727 Long DBT CORP US N 2 2029-05-15 Fixed 5.250000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 04/28 4.25 N/A 12513GBD0 20000 PA USD 20100 0.0079953569 Long DBT CORP US N 2 2028-04-01 Fixed 4.250000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BT5 200000 PA USD 212878.26 0.0846784911 Long DBT CORP GB N 2 2029-06-19 Variable 4.583000000000 N N N N N N IndyMac INDA Mortgage Loan Trust 2006-AR3 N/A 45662FAA8 59041.15 PA USD 48021.37 0.0191018902 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.829738000000 N N N N N N Cigna Corporation N/A 125523AH3 430000 PA USD 462525.04 0.1839827255 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 N N N N N N Cigna Corporation N/A 125523CL2 80000 PA USD 75674.41 0.0301016875 Long DBT CORP US N 2 2030-03-15 Fixed 2.400000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GGM0 90000 PA USD 124582.34 0.0495562326 Long DBT CORP US N 2 2041-02-01 Fixed 6.250000000000 N N N N N N Ingersoll-Rand Luxembourg Finance S.A. N/A 456873AF5 40000 PA USD 44731.38 0.0177932014 Long DBT CORP LU N 2 2049-03-21 Fixed 4.500000000000 N N N N N N Ingersoll-Rand Global Holding Company Limited 549300UCF0D858BIOV83 45687AAM4 110000 PA USD 109059.76 0.0433816770 Long DBT CORP US N 2 2021-02-21 Fixed 2.900000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BH2 305000 PA USD 310767.33 0.1236167027 Long DBT CORP US N 2 2029-11-15 Fixed 2.450000000000 N N N N N N J.P. Morgan Mortgage Trust 2006-A3 N/A 46628KAH3 14172.96 PA USD 12656.1 0.0050343302 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.866159000000 N N N N N N MTRO COMMERCIAL MORTGAGE TRUST MTRO 2019 TECH D 144A N/A 55378MAG4 300000 PA USD 276151.05 0.1098470752 Long ABS-MBS CORP US N 2 2033-12-15 Floating 2.504630000000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-13 N/A 576433UM6 25441.32 PA USD 24003.47 0.0095480751 Long ABS-MBS CORP US N 2 2034-11-21 Variable 4.683858000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BT0 70000 PA USD 83033.8 0.0330290979 Long DBT CORP US N 2 2046-08-08 Fixed 3.700000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HH9 180000 PA USD 184886.18 0.0735438309 Long DBT CORP US N 2 2027-06-01 Fixed 3.250000000000 N N N N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD -650.09 -0.0002585921 N/A DFE CORP JP N 2 JPMORGAN CHASE BANK N.A N/A 6450000.000000000000 JPY 59433.580000000000 USD 2020-05-07 -650.090000000000 N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BK5 175000 PA USD 189792.69 0.0754955373 Long DBT CORP US N 2 2060-02-15 Fixed 3.100000000000 N N N N N N International Airport Finance SA N/A 45900TAA0 330000 PA USD 188100 0.0748222208 Long DBT CORP ES N 2 2033-03-15 Fixed 12.000000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BU7 180000 PA USD 224885.37 0.0894546667 Long DBT CORP US N 2 2056-08-08 Fixed 3.950000000000 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AS4 45000 PA USD 48300.27 0.0192128308 Long DBT CORP US N 2 2048-08-01 Fixed 3.650000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 275000 PA USD 290689.03 0.1156299776 Long DBT CORP US N 2 2027-01-20 Fixed 3.625000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 55000 PA USD 56853.1 0.0226149665 Long DBT CORP US N 2 2026-07-27 Fixed 3.125000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAF1 195000 PA USD 202671.31 0.0806183812 Long DBT CORP US N 2 2030-04-01 Fixed 2.850000000000 N N N N N N MORTGAGE INSURANCE-LINKED NOTE TMIR 2019 1 M1 144A N/A 89600TAA1 407000 PA USD 386458.26 0.1537249615 Long ABS-MBS CORP BM N 2 2029-11-26 Floating 2.846630000000 N N N N N N Sedgwick Claims Management Services Inc. 549300BIN4DWJG5VWF64 81527CAM9 133987.5 PA USD 120086.3 0.0477678025 Long LON CORP US N 2 2026-09-03 Floating 4.99 N N N N N N United States Treasury Note/Bond N/A 912810FP8 3000 PA USD 4460.74 0.0017743885 Long DBT UST US N 2 2031-02-15 Fixed 5.375000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200JH5 100000 PA USD 116325.56 0.0462718593 Long DBT CORP US N 2 2046-02-19 Fixed 4.700000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200JY8 240000 PA USD 250953.05 0.0998238411 Long DBT CORP US N 2 2024-05-15 Fixed 3.000000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCM4 165000 PA USD 225724.79 0.0897885703 Long DBT CORP US N 2 2054-08-21 Fixed 5.012000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 225000 PA USD 263417.78 0.1047820484 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCV4 160000 PA USD 186921.82 0.0743535656 Long DBT CORP US N 2 2036-01-15 Fixed 4.272000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCZ5 180000 PA USD 229272.94 0.0911999497 Long DBT CORP US N 2 2055-03-15 Fixed 4.672000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KA8 375000 PA USD 409400.01 0.1628507068 Long DBT CORP US N 2 2029-05-15 Fixed 3.500000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KC4 100000 PA USD 121789.83 0.0484454309 Long DBT CORP US N 2 2049-05-15 Fixed 4.250000000000 N N N N N N International Finance Corporation QKL54NQY28TCDAI75F60 45950KCQ1 900000 PA 646781.07 0.2572758960 Long DBT CORP US N 2 2024-09-13 Fixed 1.375000000000 N N N N N N IPALCO Enterprises Inc. N/A 462613AM2 175000 PA USD 181394.42 0.0721548822 Long DBT CORP US N 2 2024-09-01 Fixed 3.700000000000 N N N N N N US LONG BONDCBT 0620 N/A ADI1FRGV0 14 NC USD -9744.37 -0.0038761053 N/A DIR CORP US N 1 CBT N/A Short US 20yr 6% US 20yr 6% 2020-06-19 -2505005.630000000000 USD -9744.370000000000 N N N US ULTRA BONDCBT 0620 N/A ADI1FRH98 27 NC USD -336894.21 -0.1340094257 N/A DIR CORP US N 1 CBT N/A Short US 30yr 6% US 30yr 6% 2020-06-19 -5665543.290000000000 USD -336894.210000000000 N N N Videotron Ltd. N/A 92660FAG9 40000 PA USD 40188 0.0159859405 Long DBT CORP CA N 2 2024-06-15 Fixed 5.375000000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 AO2624986 600000 PA USD 453600 0.1804325325 Long DBT CORP JP N 2 2023-07-19 Variable 6.000000000000 N N N N N N US 10YR NOTE CBT 0620 N/A ADI1FRQ80 26 NC USD 40155.53 0.0159730246 N/A DIR CORP US N 1 CBT N/A Long US 10yr 6% US 10yr 6% 2020-06-19 3570188.220000000000 USD 40155.530000000000 N N N EURO BUXL 30Y BND 0620 N/A ADI1FRQR8 1 NC 9086.90957658589 0.0036145814 N/A DIR CORP DE N 1 EUX N/A Short Euro 30yr 4% Bond Euro 30yr 4% Bond 2020-06-08 -218359.110000000000 EUR 9086.909576585890 N N N US 5YR NOTE CBT 0620 N/A ADI1G00H6 62 NC USD 171878.7 0.0683697291 N/A DIR CORP US N 1 CBT N/A Long US 5yr 6% US 5yr 6% 2020-06-30 7604277.550000000000 USD 171878.700000000000 N N N US 10YR ULTRA FUT 0620 N/A ADI1GFMF3 22 NC USD -116997.58 -0.0465391747 N/A DIR CORP US N 1 CBT N/A Short US 10yr 6% US 10yr 6% 2020-06-19 -3319814.920000000000 USD -116997.580000000000 N N N ATandT Inc. 549300Z40J86GGSTL398 00206RBX9 300000 PA 214107.87 0.0851676041 Long DBT CORP US N 2 2020-11-25 Fixed 3.825000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332AY8 210000 PA USD 212914.09 0.0846927435 Long DBT CORP US N 2 2025-04-15 Fixed 3.625000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332AZ5 320000 PA USD 326578.16 0.1299059181 Long DBT CORP US N 2 2030-04-15 Fixed 4.000000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBD6 70000 PA USD 64856.4 0.0257985108 Long DBT CORP US N 2 2037-08-15 Fixed 4.390000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBG9 250000 PA USD 246072.65 0.0978825207 Long DBT CORP US N 2 2024-09-06 Fixed 2.789000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBN4 270000 PA USD 276961.59 0.1101694909 Long DBT CORP US N 2 2030-04-02 Fixed 4.906000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBP9 125000 PA USD 127471.59 0.0507055154 Long DBT CORP US N 2 2027-04-02 Fixed 4.700000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJA8 640000 PA USD 726510.59 0.2889906209 Long DBT CORP US N 2 2051-03-20 Variable 4.083000000000 N N N N N N Bass Pro Group LLC N/A 07014QAK7 97500 PA USD 81412.5 0.0323841789 Long LON CORP US N 2 2024-09-25 Floating 5.99 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCR1 250000 PA USD 251107.2 0.0998851588 Long DBT CORP US N 2 2021-02-17 Fixed 2.800000000000 N N N N N AMERICAN HOME MORTGAGE ASSETS AHMA 2007 2 A1 N/A 026930AA5 23381.87 PA USD 16466.82 0.0065501544 Long ABS-MBS CORP US N 2 2047-03-25 Floating 1.071630000000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BA2 45000 PA USD 19927.62 0.0079267878 Long DBT CORP US N 2 2043-04-15 Fixed 4.750000000000 N N N N N N Apache Corporation 72ZZ1XRHOOU9P9X16K08 037411BG9 10000 PA USD 5035.43 0.0020029881 Long DBT CORP US N 2 2049-07-01 Fixed 5.350000000000 N N N N N N Boyd Gaming Corporation N/A 10330JAU2 70198 PA USD 60392.04 0.0240226824 Long LON CORP US N 2 2023-09-15 Floating 2.93 N N N N N N Brand Industrial Services Inc. 549300B658W2BPDQMW42 10524MAN7 194500 PA USD 154596.38 0.0614951860 Long LON CORP US N 2 2024-06-21 Floating 6.08 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BA7 45000 PA USD 50792.02 0.0202039965 Long DBT CORP US N 2 2045-02-09 Fixed 3.450000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BH2 35000 PA USD 44555.69 0.0177233157 Long DBT CORP US N 2 2045-05-13 Fixed 4.375000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AS5 570000 PA USD 574275 0.2284345075 Long DBT CORP US N 2 2023-11-15 Fixed 4.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGE3 35000 PA USD 35608.52 0.0141643198 Long DBT CORP US N 2 2023-01-20 Variable 3.124000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DP2 665000 PA USD 682376.45 0.2714349889 Long DBT CORP US N 2 2029-09-11 Fixed 2.200000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A N/A 042858AA8 719131.66 PA USD 683325.45 0.2718124811 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGL7 755000 PA USD 789480.56 0.3140387495 Long DBT CORP US N 2 2028-04-24 Variable 3.705000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGU7 40000 PA USD 39098.98 0.0155527513 Long DBT CORP US N 2 2021-10-01 Floating 2.083380000000 N N N N N N BrightView Landscapes LLC 549300OSAEQC89PVOW06 10801XAG2 170517.77 PA USD 159860.41 0.0635891063 Long LON CORP US N 2 2025-08-15 Floating 3.29 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A N/A 12482HAQ7 355000 PA USD 312064.03 0.1241325027 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.254630000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGZ6 740000 PA USD 769425.39 0.3060612250 Long DBT CORP US N 2 2026-01-23 Variable 3.366000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHQ5 215000 PA USD 232154.44 0.0923461498 Long DBT CORP US N 2 2030-02-07 Variable 3.974000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHV4 125000 PA USD 127646.13 0.0507749438 Long DBT CORP US N 2 2030-07-23 Variable 3.194000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAL1 425000 PA USD 432495.41 0.1720375708 Long DBT CORP US N 2 2024-10-24 Fixed 2.100000000000 N N N N N N Ashtead Capital Inc. N/A 045054AF0 605000 PA USD 559625 0.2226070458 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N Comcast Cable Communications LLC N/A 20029PAH2 96000 PA USD 130375.43 0.0518606019 Long DBT CORP US N 2 2027-05-01 Fixed 8.500000000000 N N N N N N CIM TRUST 2017-7 CIM 2017 7 A 144A N/A 12553HAA6 502355.84 PA USD 500847.77 0.1992267009 Long ABS-MBS CORP US N 2 2057-04-25 Variable 3.000000000000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAE1 480000 PA USD 507939.26 0.2020475463 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.051000000000 N N N N N N COMM 2015-3BP MORTGAGE TRUST COMM 2015 3BP A 144A N/A 12592TAA3 580000 PA USD 593841.87 0.2362177965 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.178000000000 N N N N N N COMM 2013-WWP Mortgage Trust 549300CJNWCNIHR7IT87 12625CAC7 800000 PA USD 823967.36 0.3277568727 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.424400000000 N N N N N N CIG AUTO RECEIVABLES TRUST 201 CIGAR 2017 1A A 144A N/A 171787AA2 15798.51 PA USD 15748.04 0.0062642388 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.710000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 230000 PA USD 253063.59 0.1006633695 Long DBT CORP US N 2 2031-03-31 Variable 4.412000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 485000 PA USD 482137.22 0.1917840379 Long DBT CORP US N 2 2022-11-04 Variable 2.312000000000 N N N N N N Clean Harbors Inc. N/A 184496AN7 625000 PA USD 611812.5 0.2433661349 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N Dominion Energy Gas Holdings LLC N/A 257375AN5 260000 PA USD 252625.57 0.1004891344 Long DBT CORP US N 2 2024-11-15 Fixed 2.500000000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAV9 395000 PA USD 418943.4 0.1666468665 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.996500000000 N N N N N N Clean Harbors Inc. N/A 184496AP2 5000 PA USD 4650 0.0018496721 Long DBT CORP US N 2 2029-07-15 Fixed 5.125000000000 N N N N N N Cleco Corporate Holdings LLC N/A 18551PAC3 54000 PA USD 52916.55 0.0210490898 Long DBT CORP US N 2 2026-05-01 Fixed 3.743000000000 N N N N N N Cleco Corporate Holdings LLC N/A 18551PAD1 10000 PA USD 9639.97 0.0038345772 Long DBT CORP US N 2 2046-05-01 Fixed 4.973000000000 N N N N N N Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 N/A 25151UAA5 61616.59 PA USD 48619.59 0.0193398495 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.096630000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A 46652BAY5 160000 PA USD 159073.58 0.0632761219 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N LSTAR SECURITIES INVESTMENT TR LSTRZ 2019 1 A1 144A N/A 50220CAA0 250080.66 PA USD 237504.63 0.0944743427 Long ABS-MBS CORP US N 2 2024-03-01 Floating 2.684500000000 N N N N N N LSTAR SECURITIES INVESTMENT LT LSTRZ 2019 3 A1 144A N/A 50220XAA4 246020.03 PA USD 227492.53 0.0904917401 Long ABS-MBS CORP US N 2 2024-04-01 Floating 2.484500000000 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AV7 115000 PA USD 116599.34 0.0463807632 Long DBT CORP US N 2 2050-04-15 Fixed 3.150000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 174562.5 PA USD 155678.33 0.0619255629 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.668000000000 N N N N N N Drive Auto Receivables Trust 2019-4 N/A 26209AAG6 255000 PA USD 236804.32 0.0941957742 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.700000000000 N N N N N N New York Life Global Funding N/A 64952WDL4 320000 PA USD 317999.48 0.1264934998 Long DBT CORP US N 2 2025-01-22 Fixed 2.000000000000 N N N N N Nokia Oyj 549300A0JPRWG1KI7U06 654902AC9 40000 PA USD 40520 0.0161180031 Long DBT CORP FI N 2 2039-05-15 Fixed 6.625000000000 N N N N N N Norfolk Southern Corporation N/A 655844CD8 50000 PA USD 48592.09 0.0193289106 Long DBT CORP US N 2 2049-11-01 Fixed 3.400000000000 N N N N N N Northern States Power Company N/A 665772CR8 50000 PA USD 49268.24 0.0195978689 Long DBT CORP US N 2 2050-03-01 Fixed 2.900000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P A1 144A 549300NMFC2YLCA2NF13 12625XAA5 260000 PA USD 268364.25 0.1067496500 Long ABS-MBS CORP US N 2 2030-08-10 Fixed 4.353000000000 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTG CSAIL 2015 C1 A4 549300UFJ8EKD81Y8R30 126281AZ7 15000 PA USD 15513.62 0.0061709915 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.505000000000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DBB8 390000 PA USD 409614.97 0.1629362134 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.977000000000 N N N N N N CSAIL 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAV0 5146893.32 PA USD 155900.43 0.0620139096 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.756500000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587CV7 180000 PA USD 181541.96 0.0722135705 Long DBT CORP US N 2 2026-07-01 Fixed 3.250000000000 N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587CX3 5000 PA USD 5226.54 0.0020790076 Long DBT CORP US N 2 2046-07-01 Fixed 4.400000000000 N N N N N N CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA 549300C2HE5FJAWYZL57 12636MAG3 1291244.05 PA USD 100761.71 0.0400808874 Long ABS-MBS CORP US N 2 2049-01-15 Variable 1.897351000000 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 112007.35 PA USD 105286.91 0.0418809167 Long LON CORP US N 2 2024-03-01 Floating 3.5 N N N N N N FREMF 2010-K8 Mortgage Trust N/A 30261VAA0 520000 PA USD 518687.52 0.2063229779 Long ABS-MBS CORP US N 2 2043-09-25 Variable 5.297645000000 N N N N N N HSBC Bank Canada N/A 4042ZPRG1 10000 PA 7102.96 0.0028254080 Long DBT CORP CA N 2 2020-04-15 None 0.000000000000 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 406216BL4 120000 PA USD 93600.08 0.0372321417 Long DBT CORP US N 2 2030-03-01 Fixed 2.920000000000 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AL6 50000 PA USD 49125 0.0195408910 Long DBT CORP US N 2 2026-05-15 Fixed 4.875000000000 N N N N N Hill-Rom Holdings Inc. JLZ01A0E2071OH26RE45 431475AD4 30000 PA USD 29550 0.0117543680 Long DBT CORP US N 2 2027-09-15 Fixed 4.375000000000 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AB7 426000 PA USD 398310 0.1584393342 Long DBT CORP US N 2 2024-09-01 Fixed 4.250000000000 N N N N N N Alpek S.A.B. de C.V. N/A 020564AD2 200000 PA USD 163104 0.0648793381 Long DBT CORP MX N 2 2029-09-18 Fixed 4.250000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAH8 85000 PA USD 93392.05 0.0371493917 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N N SPRINT SPECTRUM CO LLC / SPRIN SR SECURED 144A 09/29 5.152 N/A 85208NAE0 295000 PA USD 314175 0.1249722021 Long DBT CORP US N 2 2028-03-20 Fixed 5.152000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AX7 35000 PA USD 31963.68 0.0127144791 Long DBT CORP US N 2 2050-03-12 Fixed 3.350000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BE2 265000 PA USD 262284.47 0.1043312415 Long DBT CORP US N 2 2025-11-01 Variable 2.354000000000 N N N N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD -8227.66 -0.0032727900 N/A DFE CORP JP N 2 JPMORGAN CHASE BANK N.A N/A 62800000.000000000000 JPY 576475.220000000000 USD 2020-04-27 -8227.660000000000 N N N Coty Inc. 549300BO9IWPF3S48F93 22207EBG8 166853.08 PA USD 131939.07 0.0524825849 Long LON CORP US N 2 2025-04-07 Floating 3.26 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076CA8 105000 PA USD 106047.44 0.0421834395 Long DBT CORP US N 2 2027-04-15 Fixed 2.500000000000 N N N N N N Hydro One Inc. N/A 44810ZBA7 55000 PA 39208.95 0.0155964950 Long DBT CORP CA N 2 2020-06-01 Fixed 4.400000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BJ1 130000 PA USD 133095.18 0.0529424612 Long DBT CORP US N 2 2026-03-30 Variable 2.901000000000 N N N N N N US 2YR NOTE CBT 0620 N/A ADI1G04T6 69 NC USD 39131.58 0.0155657189 N/A DIR CORP US N 1 CBT N/A Long US 2yr 6% US 2yr 6% 2020-06-30 15167821.610000000000 USD 39131.580000000000 N N N DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2017 2A A1 144A N/A 24381CAA0 72021.26 PA USD 69926.8 0.0278154092 Long ABS-MBS CORP US N 2 2047-06-25 Variable 2.453000000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2019 3A A1 144A N/A 24381NAA6 667413.28 PA USD 637402.24 0.2535451948 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.964000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAG2 500000 PA USD 520240 0.2069405218 Long DBT CORP GB N 2 2023-08-01 Fixed 4.125000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LE1 414545.45 PA USD 418176.87 0.1663419570 Long DBT MUN US N 2 2023-06-01 Fixed 4.950000000000 N N N N N N DEEPHAVE RESIDENTIAL MORTGAGE 04/59 1 N/A 24381PAA1 290325.03 PA USD 282436.72 0.1123473824 Long ABS-MBS CORP US N 2 2059-04-25 Variable 3.558000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2019 GS7 A1 144A N/A 52474MAA7 533207.72 PA USD 538121.28 0.2140533186 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.250000000000 N N N N N N 99D0I4EB2 SWAPTION NOV20 1.7 PUT N/A N/A 1465000 PA USD 3937.04 0.0015660716 N/A DIR CORP US N 2 Bank of America N/A Put Purchased LCH N/A IRS USD 10Y P 1.70 NOV20 N/A N/A 1465000 PA USD 0 0.000000000000 DIR CORP US 2030-11-25 0 USD 0 USD 1465000 USD 1 USD 1.700000000000 N/A 2020-11-23 XXXX -32761.210000000000 N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 QZ5112391 255000 PA USD 232155.83 0.0923467027 Long DBT CORP LU N 2 2026-09-20 Fixed 6.500000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 185000 PA USD 205206.09 0.0816266634 Long DBT CORP US N 2 2044-01-31 Fixed 5.375000000000 N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAU7 80000 PA USD 76400.45 0.0303904909 Long DBT CORP US N 2 2026-09-16 Fixed 2.625000000000 N N N N N N NEW RESIDENTIAL ADVANCE RECEIV NRART 2019 T4 AT4 144A N/A 62942QCF8 625000 PA USD 605549.13 0.2408746981 Long ABS-O CORP US N 2 2051-10-15 Fixed 2.328600000000 N N N N N N New Residential Mortgage Loan Trust 2017-3 N/A 64828MAA5 519455.16 PA USD 537929.37 0.2139769809 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.000000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 06/59 3 N/A 52474VAA7 438502.78 PA USD 386434.17 0.1537153790 Long ABS-MBS CORP US N 2 2059-06-25 Variable 3.000000000000 N N N N N N Lehman XS Trust Series 2006-16N N/A 52522DAM3 157760.71 PA USD 126495.44 0.0503172235 Long ABS-MBS CORP US N 2 2046-11-25 Floating 1.136630000000 N N N N N N LSTAR SECURITIES INVESTMENT LT LSTRZ 2019 4 A1 144A N/A 54912JAA0 559865.22 PA USD 525376.4 0.2089836736 Long ABS-MBS CORP US N 2 2024-05-01 Floating 2.484500000000 N N N N N N LSTAR SECURITIES INVESTMENT TR LSTRZ 2019 2 A1 144A N/A 54912QAA4 72634.79 PA USD 69799.49 0.0277647680 Long ABS-MBS CORP US N 2 2024-04-01 Floating 2.484500000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-1 N/A 64829JAA1 710553.53 PA USD 735531.62 0.2925789967 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LLC 2 NZES 2018 FNT2 A 144A N/A 64829TAH4 674359.95 PA USD 673030.38 0.2677173190 Long ABS-MBS CORP US N 2 2054-07-25 Fixed 3.790000000000 N N N N N N New Residential Mortgage Loan Trust 2017-6 N/A 64830BAA5 587066.28 PA USD 607573.62 0.2416799976 Long ABS-MBS CORP US N 2 2057-08-27 Variable 4.000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A A1A N/A 64830GAB2 248336.98 PA USD 256724.91 0.1021197656 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.000000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 70000 PA USD 63271.07 0.0251678999 Long DBT CORP US N 2 2046-09-16 Fixed 3.875000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBC6 100000 PA USD 103554.74 0.0411918959 Long DBT CORP US N 2 2026-02-14 Fixed 4.400000000000 N N N N N N Luminent Mortgage Trust 2006-4 N/A 55027BAA6 150462.61 PA USD 114041.21 0.0453631930 Long ABS-MBS CORP US N 2 2046-05-25 Floating 1.136630000000 N N N N N N MFA 2017-RPL1 TRUST MFRA 2017 RPL1 A1 144A N/A 552759AA0 105035.29 PA USD 103341.68 0.0411071451 Long ABS-MBS CORP US N 2 2057-02-25 Variable 2.588000000000 N N N N N N PRETIUM MORTGAGE CREDIT 05/59 1 N/A 74142DAA3 575000 PA USD 404855.32 0.1610429248 Long ABS-MBS CORP US N 2 2059-05-27 Variable 2.857900000000 N N N N N N PRETIUM MORTGAGE CREDIT PART 01/59 1 N/A 74142QAA4 349688.91 PA USD 301075.86 0.1197616400 Long ABS-MBS CORP US N 2 2059-01-25 Variable 3.721100000000 N N N N N N PRETIUM MORTGAGE CREDIT PARTNE 07/59 1 N/A 74142RAA2 463148.98 PA USD 401811.98 0.1598323482 Long ABS-MBS CORP US N 2 2059-07-27 Variable 3.104900000000 N N N N N N RADNOR RE 2019-2 LTD RMIR 2019 2 M1A 144A N/A 75049TAA9 184648.02 PA USD 183968.16 0.0731786618 Long ABS-MBS CORP BM N 2 2029-06-25 Floating 2.146630000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 97622.46 PA USD 85988.79 0.0342045307 Long LON CORP US N 2 2023-06-07 Floating 4.2 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 160000 PA USD 177827.2 0.0707359172 Long DBT CORP US N 2 2030-01-23 Variable 4.431000000000 N N N N N N Rali Series 2007-Qh7 Trust N/A 75115LAA5 72971.62 PA USD 59839.25 0.0238027941 Long ABS-MBS CORP US N 2 2037-08-25 Floating 1.196630000000 N N N N N N Industrial and Commercial Bank of China Limited 5493002ERZU2K9PZDL40 AS6389892 200000 PA USD 200620 0.0798024133 Long DBT CORP AU N 2 2021-05-21 Floating 2.446000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 305000 PA USD 298462.12 0.1187219492 Long DBT CORP US N 2 2031-01-22 Variable 2.699000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 530000 PA USD 555482.51 0.2209592505 Long DBT CORP US N 2 2028-07-22 Variable 3.591000000000 N N N N N N Metro Bank PLC N/A AT0629978 300000 PA 165547.62 0.0658513587 Long DBT CORP GB N 2 2028-06-26 Variable 5.500000000000 N N N N N N Credit Suisse Group AG N/A EK3302669 475000 PA USD 437593.75 0.1740655831 Long DBT CORP CH N 2 2024-12-18 Variable 6.250000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 80000 PA USD 83706.16 0.0332965486 Long DBT CORP US N 2 2029-02-14 Fixed 4.800000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 30000 PA USD 32872.67 0.0130760562 Long DBT CORP US N 2 2039-02-14 Fixed 5.800000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 EK7554620 200000 PA USD 193000 0.0767713377 Long DBT CORP CH N 2 2025-02-19 Variable 7.000000000000 N N N N N N Kernel Holding S.A. 5493003GR6L4DZOS2U12 ZQ0628797 200000 PA USD 150627.11 0.0599162939 Long DBT CORP UA N 2 2024-10-17 Fixed 6.500000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 90000 PA USD 104712.67 0.0416524961 Long DBT CORP US N 2 2049-02-14 Fixed 5.950000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BF2 260000 PA USD 311612.6 0.1239529334 Long DBT CORP US N 2 2037-08-22 Fixed 3.875000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEA0 625000 PA USD 624559.69 0.2484366987 Long DBT CORP US N 2 2021-04-21 Fixed 2.500000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAK8 10000 PA USD 10250 0.0040772343 Long DBT CORP US N 2 2024-03-15 Fixed 7.000000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YAW0 265000 PA USD 258632.63 0.1028786164 Long DBT CORP US N 2 2029-04-01 Fixed 4.000000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HQ9 130000 PA USD 128020.83 0.0509239915 Long DBT CORP US N 2 2030-02-15 Fixed 2.400000000000 N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HR7 50000 PA USD 47347.86 0.0188339821 Long DBT CORP US N 2 2049-09-15 Fixed 3.350000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2047.06 0.0008142774 N/A DFE CORP CA N 2 DEUTSCHE BANK AG N/A 50000.000000000000 CAD 37596.300000000000 USD 2020-06-01 2047.060000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2551.89 0.0010150881 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 50000.000000000000 CAD 38098.920000000000 USD 2020-05-22 2551.890000000000 N N N Hess Corporation UASVRYNXNK17ULIGK870 023551AJ3 100000 PA USD 85663.09 0.0340749741 Long DBT CORP US N 2 2031-08-15 Fixed 7.300000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 023551AM6 58000 PA USD 46658.96 0.0185599522 Long DBT CORP US N 2 2033-03-15 Fixed 7.125000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 1707.69 0.0006792831 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 40000.000000000000 CAD 30159.890000000000 USD 2020-08-14 1707.690000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 744.24 0.0002960430 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 15000.000000000000 CAD 11413.810000000000 USD 2020-08-14 744.240000000000 N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAZ3 135000 PA USD 133021.1 0.0529129937 Long DBT CORP US N 2 2025-03-15 Fixed 2.400000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CP3 155000 PA USD 156797.01 0.0623705503 Long DBT CORP US N 2 2022-05-11 Fixed 2.650000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CS7 130000 PA USD 135543.81 0.0539164746 Long DBT CORP US N 2 2050-02-21 Fixed 3.375000000000 N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHW2 270000 PA USD 272284.37 0.1083089913 Long DBT CORP US N 2 2025-10-22 Variable 2.456000000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 225000 PA USD 232391.65 0.0924405069 Long DBT CORP US N 2 2046-10-01 Fixed 3.400000000000 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865BE9 25000 PA USD 28460.75 0.0113210873 Long DBT CORP US N 2 2030-03-24 Fixed 4.800000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBJ7 305000 PA USD 253256.15 0.1007399658 Long DBT CORP US N 2 2045-12-15 Fixed 6.125000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAF0 150000 PA USD 124183.78 0.0493976938 Long DBT CORP US N 2 2028-06-15 Fixed 4.950000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 3642.77 0.0014490172 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 85000.000000000000 CAD 64095.970000000000 USD 2020-07-07 3642.770000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 5507.56 0.0021907914 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 100000.000000000000 CAD 76627.770000000000 USD 2020-07-02 5507.560000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD 126171.1 0.0501882079 N/A DFE CORP AU N 2 NATWEST MARKETS PLC N/A 2791000.000000000000 AUD 1843246.180000000000 USD 2020-05-29 126171.100000000000 N N N FANNIE MAE REMICS FNR 2019 7 CA N/A 3136B32G4 279514.62 PA USD 304455.04 0.1211058066 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.500000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAG8 225000 PA USD 190526.91 0.0757875945 Long DBT CORP US N 2 2029-04-15 Fixed 5.250000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAH6 100000 PA USD 89203.1 0.0354831156 Long DBT CORP US N 2 2024-04-15 Fixed 4.500000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAQ6 105000 PA USD 82240.75 0.0327136393 Long DBT CORP US N 2 2030-05-15 Fixed 3.750000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAR4 40000 PA USD 30876.9 0.0122821809 Long DBT CORP US N 2 2050-05-15 Fixed 5.000000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29279FAA7 65000 PA USD 55010.16 0.0218818838 Long DBT CORP US N 2 2049-04-15 Fixed 6.250000000000 N N N N N N Entegris Inc. IYX6OWO7BT5DKO3BYG52 29362UAB0 25000 PA USD 23750 0.0094472501 Long DBT CORP US N 2 2026-02-10 Fixed 4.625000000000 N N N N N N Evergy Inc. N/A 30034WAA4 90000 PA USD 88300.58 0.0351241121 Long DBT CORP US N 2 2024-09-15 Fixed 2.450000000000 N N N N N N Evergy Inc. N/A 30034WAB2 225000 PA USD 213143.96 0.0847841810 Long DBT CORP US N 2 2029-09-15 Fixed 2.900000000000 N N N N N N FANNIE MAE REMICS FNR 2019 15 AB N/A 3136B36J4 283500.29 PA USD 303939.22 0.1209006243 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 80 GD N/A 3136B3BA7 301754.48 PA USD 322216.81 0.1281710649 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 70 HA N/A 3136B3BD1 286200.09 PA USD 307429.84 0.1222891195 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 77 PA N/A 3136B3JN1 131682.65 PA USD 141086.69 0.0561213156 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 3.500000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A N/A 40423XAB8 368721.79 PA USD 367658.91 0.1462469758 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.193000000000 N N N N N N PRESTON RIDGE PARTNERS MORTG 10/24 1 N/A 69359CAA3 196619.39 PA USD 195496.04 0.0777642098 Long ABS-MBS CORP US N 2 2024-10-25 Variable 3.500000000000 N N N N N N Power Finance Corporation Limited N/A 73928QAB4 515000 PA USD 432849.79 0.1721785357 Long DBT CORP IN N 2 2030-04-23 Fixed 3.950000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BK8 25000 PA USD 25616.09 0.0101895414 Long DBT CORP US N 2 2031-03-30 Variable 3.152000000000 N N N N N N Suzano Austria GmbH N/A 86964WAH5 500000 PA USD 440000 0.1750227387 Long DBT CORP BR N 2 2030-01-15 Fixed 5.000000000000 N N N N N N VOLT LXIV LLC VOLT 2017 NP11 A1 144A N/A 91830UAA6 255896.72 PA USD 233040.72 0.0926986933 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.375000000000 N N N N N N FANNIE MAE REMICS FNR 2019 7 JA N/A 3136B3Z94 280216.92 PA USD 299917.18 0.1193007414 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 12 HA N/A 3136B4EJ3 299965.49 PA USD 332540.45 0.1322775916 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 14 CA N/A 3136B4FP8 286062.39 PA USD 311882.72 0.1240603814 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 28 JA N/A 3136B4VA3 274148.64 PA USD 302480.86 0.1203205194 Long ABS-MBS USGSE US N 2 2059-06-25 Fixed 3.500000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRU 11/49 1 N/A 91833HAA2 553352.85 PA USD 492362.46 0.1958514232 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.277500000000 N N N N N N VERICREST OPPORTUNITY LOAN TRA 10/49 1 N/A 91834YAA4 540737.53 PA USD 494978.7 0.1968921084 Long ABS-MBS CORP US N 2 2049-10-25 Variable 3.228200000000 N N N N N N FANNIE MAE REMICS FNR 2019 45 PT N/A 3136B5PK5 425857.54 PA USD 456077.75 0.1814181293 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2019 41 AC N/A 3136B5TS4 322882.75 PA USD 334352.26 0.1329982915 Long ABS-MBS USGSE US N 2 2053-03-25 Fixed 2.500000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AK0 140000 PA USD 66649.54 0.0265117841 Long DBT CORP US N 2 2028-08-15 Fixed 4.750000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AL8 15000 PA USD 5704.87 0.0022692772 Long DBT CORP US N 2 2048-08-15 Fixed 5.500000000000 N N N N N N FREDDIE MAC REMICS FHR 3883 PB N/A 3137ABM24 118358.94 PA USD 126790.2 0.0504344728 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4139 PA N/A 3137AWY41 424717.73 PA USD 442861.63 0.1761610349 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 2.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 X1 N/A 3137BXR20 2302204.54 PA USD 82804.31 0.0329378116 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.606497000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2 N/A 3137FBBX3 545000 PA USD 615019.04 0.2446416290 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.244000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K104 X1 N/A 3137FREK3 1324831.54 PA USD 116107.57 0.0461851475 Long ABS-MBS USGSE US N 2 2052-02-25 Variable 1.127110000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138L84V3 815000 PA USD 880885.25 0.3503976113 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.660000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138L9A85 738975.63 PA USD 799900.85 0.3181837215 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.720000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MQSX2 465083.41 PA USD 484975.68 0.1929131176 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.500000000000 N N N N N N Freddie Mac Stacr Trust 2019-Hqa1 N/A 35563MAH9 615489.35 PA USD 519576.48 0.2066765875 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 3.296630000000 N N N N N N Freddie Mac STACR Trust 2019-DNA2 N/A 35564LAH0 436898.17 PA USD 362144.59 0.1440534954 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 3.396630000000 N N N N N N Freddie Mac Stacr Trust 2019-DNA3 N/A 35564TAH3 368380.56 PA USD 300150.25 0.1193934518 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.996630000000 N N N N N N FREDDIE MAC STACR 2019-HQA3 STACR 2019 HQA3 M2 144A N/A 35564XAH4 255000 PA USD 206796.92 0.0822594620 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.796630000000 N N N N N N GINNIE MAE I POOL GN 04/35 FIXED 6 549300M8ZYFG0OCMTT87 36291LGV1 49362.42 PA USD 56430.7 0.0224469447 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 01/41 FIXED 4 549300M8ZYFG0OCMTT87 36296GJF9 13645.95 PA USD 14944.94 0.0059447826 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.000000000000 N N N N N N Otis Worldwide Corporation N/A 68902VAF4 965000 PA USD 934634.05 0.3717777526 Long DBT CORP US N 2 2030-02-15 Fixed 2.565000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AY1 405000 PA USD 419540.42 0.1668843484 Long DBT CORP US N 2 2024-11-01 Fixed 2.200000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AZ8 355000 PA USD 343841.39 0.1367728677 Long DBT CORP US N 2 2030-01-22 Fixed 2.550000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 45000 PA USD 50606.1 0.0201300414 Long DBT CORP US N 2 2050-02-15 Fixed 4.150000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448ER5 80000 PA USD 83575.4 0.0332445350 Long DBT CORP US N 2 2027-03-19 Fixed 2.625000000000 N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 455000 PA USD 539949.68 0.2147806177 Long DBT CORP US N 2 2050-03-19 Fixed 3.625000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 172000 PA USD 109975.08 0.0437457720 Long DBT CORP MX N 2 2047-09-21 Fixed 6.750000000000 N N N N N N Springleaf Funding Trust 2016-A N/A 85172NAA0 72918.08 PA USD 72299.92 0.0287593864 Long ABS-O CORP US N 2 2029-11-15 Fixed 2.900000000000 N N N N N N Springleaf Funding Trust 2017-A N/A 85172PAA5 900000 PA USD 862293.78 0.3430023158 Long ABS-O CORP US N 2 2030-07-15 Fixed 2.680000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 3 A1B 144A 549300ZHISOOIT5VZP03 89172HAK3 18366.06 PA USD 18305.27 0.0072814511 Long ABS-MBS CORP US N 2 2054-03-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2016 TPMT 2016 2 A1A 144A N/A 89172PAJ8 234819.22 PA USD 231632.75 0.0921386325 Long ABS-MBS CORP US N 2 2055-08-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2016 TPMT 2016 3 A1 144A N/A 89172YAA8 276094 PA USD 273147.22 0.1086522148 Long ABS-MBS CORP US N 2 2056-04-25 Variable 2.250000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A N/A 89173FAA8 717085.76 PA USD 717374.32 0.2853564050 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A 89173HAA4 175071.03 PA USD 171499.46 0.0682188754 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 4 A1 144A N/A 89173UAA5 490893.7 PA USD 475341.55 0.1890808634 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.750000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 AQ6578779 1935000 PA 1217646.42 0.4843541164 Long DBT NUSS PH N 2 2023-01-17 Fixed 3.000000000000 N N N N N N Connecticut Avenue Securities Trust 2019-HRP1 N/A 20754PAC4 184001.85 PA USD 162546.02 0.0646573854 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 3.096630000000 N N N N N N DEUTSCHE TRI PARTY REPO TRI PARTY REPO N/A 253999007 2700000 PA USD 2700000 1.0740031695 Long RA CORP US N 2 Repurchase Y 0.020000000000000 2020-04-01 2573882.16739326 USD 2754000.73 USD AMBS N N N FREDDIE MAC GOLD POOL FG 04/48 FIXED 3 N/A 3128MJ3R9 58394.3 PA USD 61305.65 0.0243860972 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5 N/A 3128MJ4A5 3721129.16 PA USD 3938939.5 1.5668272250 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/49 FIXED 3 N/A 3128MJ6Y1 2482797.68 PA USD 2605030.28 1.0362262138 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/49 FIXED 3 N/A 3128MJ6Z8 821258.83 PA USD 861690.88 0.3427624949 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 96 PA N/A 3136B0AP1 319374.09 PA USD 335656.48 0.1335170827 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2018 72 BA N/A 3136B27F3 366305.74 PA USD 388438.15 0.1545125201 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 3.500000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MAY2 60000 PA USD 66664.46 0.0265177190 Long DBT CORP US N 2 2028-05-15 Fixed 4.250000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 205000 PA USD 199658.06 0.0794197738 Long DBT CORP US N 2 2025-01-28 Fixed 2.375000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 205000 PA USD 211000.99 0.0839317526 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N Florida Power and Light Company A89MY1K3YLIGJMYWVX50 341081FU6 45000 PA USD 50750.1 0.0201873216 Long DBT CORP US N 2 2049-03-01 Fixed 3.990000000000 N N N N N N Fluor Corporation CQ7WZ4NOFWT7FAE6Q943 343412AF9 245000 PA USD 165289.99 0.0657488789 Long DBT CORP US N 2 2028-09-15 Fixed 4.250000000000 N N N N N APX Group Inc. 549300OMQVKPRU98OE64 00213NAF9 197500 PA USD 161456.25 0.0642238979 Long LON CORP US N 2 2025-12-31 Floating 6.70 N N N N N N AVSC Holding Corp. N/A 00241YAM6 73684.21 PA USD 46052.63 0.0183187669 Long LON CORP US N 2 2025-03-03 Floating 4.89 N N N N N N Adient US LLC N/A 00687MAB7 99500 PA USD 86067.5 0.0342358399 Long LON CORP US N 2 2024-05-06 Floating 5.52 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAV2 185391 PA USD 176121.45 0.0700574057 Long LON CORP US N 2 2023-11-03 Floating 3.99 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 25000 PA USD 30565.15 0.0121581733 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BC7 40000 PA USD 47378.69 0.0188462456 Long DBT CORP US N 2 2055-10-23 Fixed 6.834000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 125000 PA USD 141904.02 0.0564464323 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BS2 75000 PA USD 79778.68 0.0317342797 Long DBT CORP US N 2 2049-07-01 Fixed 5.125000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BT0 85000 PA USD 88563.96 0.0352288792 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543CV3 66000 PA USD 68223.6 0.0271379121 Long DBT CORP US N 2 2049-05-15 Fixed 4.800000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CS7 55000 PA USD 31036.5 0.0123456664 Long DBT CORP US N 2 2046-12-08 Fixed 5.291000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2019 3 MV N/A 35563PLK3 132211.43 PA USD 142939.77 0.0568584319 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.500000000000 N N N N N N GTP Acquisition Partners I LLC N/A 36246MAU3 730000 PA USD 734180.86 0.2920416928 Long DBT CORP US N 2 2025-06-16 Fixed 3.482000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAF7 85000 PA USD 67502.78 0.0268511851 Long DBT CORP US N 2 2043-10-02 Fixed 6.250000000000 N N N N N N DuPont de Nemours Inc. N/A 26078JAB6 340000 PA USD 356751.53 0.1419082496 Long DBT CORP US N 2 2023-11-15 Fixed 4.205000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAS4 100000 PA USD 99239.84 0.0394755195 Long DBT CORP US N 2 2026-09-01 Fixed 2.650000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 70000 PA USD 75461.63 0.0300170481 Long DBT CORP US N 2 2046-10-15 Fixed 3.700000000000 N N N N N N Duke Energy Indiana LLC N/A 26443TAB2 155000 PA USD 156644.6 0.0623099248 Long DBT CORP US N 2 2049-10-01 Fixed 3.250000000000 N N N N N N GSAA Home Equity Trust 2006-15 N/A 3622E8AF2 414412.21 PA USD 155885.55 0.0620079907 Long ABS-MBS CORP US N 2 2036-09-25 Variable 5.875650000000 N N N N N N GSAMP Trust 2007-FM2 N/A 3622MHAC0 240165.82 PA USD 134998.22 0.0536994504 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.036630000000 N N N N N N GSR Mortgage Loan Trust 2007-1F N/A 3622MPBG2 99392.9 PA USD 31474.33 0.0125198260 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.246630000000 N N N N N N GSR Mortgage Loan Trust 2006-AR1 N/A 3623414A4 6386.41 PA USD 5802.32 0.0023080408 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.931600000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAJ9 125000 PA USD 99075.27 0.0394100570 Long DBT CORP US N 2 2045-04-01 Fixed 5.200000000000 N N N N N N General Motors Financial of Canada Ltd. N/A 37045YAB0 150000 PA 105593.69 0.0420029473 Long DBT CORP CA N 2 2020-05-22 Fixed 3.080000000000 N N N N N N GSAA TRUST GSAA 2005 7 AF4 N/A 362341AQ2 282416.81 PA USD 288997.86 0.1149572658 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.058000000000 N N N N N N GSAA Home Equity Trust 2006-20 N/A 362351AC2 299342.65 PA USD 174085.5 0.0692475477 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.996630000000 N N N N N N GSAA Home Equity Trust 2006-10 N/A 362375AC1 164913.6 PA USD 63615.19 0.0253047836 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.984580000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDR2 120000 PA USD 147879.6 0.0588233923 Long DBT CORP US N 2 2039-03-15 Fixed 4.812000000000 N N N N N N Genworth Holdings Inc. PXDECZED7L8SRUP41R09 372491AF7 50000 PA USD 43000 0.0171044949 Long DBT CORP US N 2 2023-08-15 Fixed 4.900000000000 N N N N N MGIC Investment Corporation N/A 552848AF0 30000 PA USD 27774.6 0.0110481513 Long DBT CORP US N 2 2023-08-15 Fixed 5.750000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDU5 70000 PA USD 89539.49 0.0356169245 Long DBT CORP US N 2 2037-03-16 Fixed 5.250000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDZ4 55000 PA USD 54992.01 0.0218746641 Long DBT CORP US N 2 2020-05-22 Floating 2.232750000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEA8 55000 PA USD 66207.14 0.0263358067 Long DBT CORP US N 2 2033-08-10 Fixed 4.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VES9 135000 PA USD 151111.23 0.0601088667 Long DBT CORP US N 2 2029-02-08 Fixed 3.875000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEU4 180000 PA USD 202936.98 0.0807240592 Long DBT CORP US N 2 2029-12-03 Fixed 4.016000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFE9 135000 PA USD 145175.75 0.0577478576 Long DBT CORP US N 2 2030-03-22 Fixed 3.150000000000 N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 2 A1 144A N/A 92537GAA1 320878.49 PA USD 314177.36 0.1249731409 Long ABS-MBS CORP US N 2 2059-05-25 Variable 3.211000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAA3 10000 PA USD 9175 0.0036496219 Long DBT CORP US N 2 2026-12-01 Fixed 4.250000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 94974BGQ7 15000 PA USD 17785.66 0.0070747612 Long DBT CORP US N 2 2045-11-17 Fixed 4.900000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 94974BGT1 60000 PA USD 67520.22 0.0268581223 Long DBT CORP US N 2 2046-06-14 Fixed 4.400000000000 N N N N N N ABFC 2006-HE1 Trust N/A 00075WAD1 126136.08 PA USD 72136.4 0.0286943416 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.166630000000 N N N N N N AASET 2020-1 TRUST AASET 2020 1A A 144A N/A 00255UAA3 244876.55 PA USD 175515.83 0.0698165029 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.351000000000 N N N N N N ATRIUM XII ATRM 12A AR 144A N/A 04965CAJ7 765000 PA USD 735724.22 0.2926556089 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 2.632130000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2A0 325000 PA USD 340321.1 0.1353725704 Long DBT CORP US N 2 2028-05-22 Variable 3.584000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2B8 175000 PA USD 177043.84 0.0704243131 Long DBT CORP US N 2 2022-07-22 Fixed 2.625000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2C6 330000 PA USD 349359.77 0.1389679631 Long DBT CORP US N 2 2024-01-24 Fixed 3.750000000000 N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2H5 465000 PA USD 458199.96 0.1822622997 Long DBT CORP US N 2 2025-10-30 Variable 2.406000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 40000 PA USD 31916.53 0.0126957238 Long DBT CORP US N 2 2047-03-01 Fixed 5.200000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 130000 PA USD 100636.95 0.0400312605 Long DBT CORP US N 2 2048-04-15 Fixed 4.700000000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 15000 PA USD 12663.72 0.0050373613 Long DBT CORP US N 2 2049-02-15 Fixed 5.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAW0 15000 PA USD 13499.76 0.0053699204 Long DBT CORP US N 2 2022-10-15 Fixed 6.250000000000 N N N N N N SG COMMERCIAL MORTGAGE SEC 03/37 2.632 N/A 78397FAA1 645000 PA USD 630657.91 0.2508624423 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.632000000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAR1 50000 PA USD 47500 0.0188945002 Long DBT CORP US N 2 2025-11-15 Fixed 4.875000000000 N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2M4 105000 PA USD 133127.5 0.0529553174 Long DBT CORP US N 2 2051-04-04 Variable 5.013000000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 958102AM7 20000 PA USD 20330 0.0080868461 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N AVERY POINT IV CLO LTD AVERY 2014 1A AR 144A N/A 05363UAS2 288878.9 PA USD 286130.8 0.1138168097 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 2.894130000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122CB2 170000 PA USD 186813.36 0.0743104225 Long DBT CORP US N 2 2029-07-26 Fixed 3.400000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AH7 15000 PA USD 7278.02 0.0028950432 Long DBT CORP US N 2 2028-03-01 Fixed 4.500000000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAP6 143806.89 PA USD 123961.54 0.0493092914 Long LON CORP US N 2 2026-05-15 Floating 3.24 N N N N N N California Resources Corporation 5493003Q8F0T4F4YMR48 962JELII6 110000 PA USD 5185.4 0.0020626430 Long LON CORP US N 2 2021-12-31 Floating 11.99 N N N N N N Foresight Energy LLC N/A 962VHLII6 121337.83 PA USD 15773.92 0.0062745334 Long LON CORP US N 2 2022-03-28 Floating 7.36 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HP1 20000 PA USD 23034.93 0.0091628103 Long DBT CORP US N 2 2049-03-15 Fixed 4.500000000000 N N N N N N Caesars Resort Collection LLC N/A 12769LAB5 108786.23 PA USD 87464.13 0.0347913899 Long LON CORP US N 2 2024-12-23 Floating 3.74 N N N N N N Trade and Development Bank of Mongolia LLC N/A 89253YAA0 400000 PA USD 380000 0.1511560016 Long DBT CORP MN N 2 2020-05-19 Fixed 9.375000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAM1 130000 PA USD 123530.71 0.0491379163 Long DBT CORP CA N 2 2034-03-01 Fixed 4.625000000000 N N N N N N Baxalta Inc. 5493000JW8DCO3T45R55 07177MAL7 11000 PA USD 11226.43 0.0044656376 Long DBT CORP US N 2 2022-06-23 Fixed 3.600000000000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813BW8 55000 PA USD 59470.68 0.0236561847 Long DBT CORP US N 2 2030-04-01 Fixed 3.950000000000 N N N N N N Bayer US Finance II LLC N/A 07274NAJ2 260000 PA USD 270104.96 0.1074420678 Long DBT CORP US N 2 2025-12-15 Fixed 4.250000000000 N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BV0 490000 PA USD 491059.93 0.1953333042 Long DBT CORP US N 2 2024-06-06 Fixed 3.363000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788KAA4 620000 PA USD 568476.81 0.2261281095 Long DBT CORP US N 2 2030-03-11 Fixed 2.250000000000 N N N N N N Tullow Oil PLC N/A 899415AE3 200000 PA USD 50000 0.0198889476 Long DBT CORP GB N 2 2025-03-01 Fixed 7.000000000000 N N N N N N Carlyle Global Market Strategies CLO 2015-2 Ltd. N/A 14311FAN1 619285.86 PA USD 599059.36 0.2382932042 Long ABS-CBDO CORP KY N 2 2027-04-27 Floating 2.574130000000 N N N N N N Clear Channel Outdoor Holdings Inc. N/A 18452RAD7 139300 PA USD 117012 0.0465449107 Long LON CORP US N 2 2026-08-21 Floating 4.49 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CP8 95000 PA USD 82484.01 0.0328104030 Long DBT CORP US N 2 2035-02-01 Fixed 3.250000000000 N N N N N N Hungary Government International Bond N/A 445545AE6 86000 PA USD 89140.44 0.0354581908 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.375000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 AM2317544 5530000 PA 234760.13 0.0933826384 Long DBT NUSS US N 2 2021-06-10 Fixed 7.250000000000 N N N N N N Argentine Republic Government International Bond N/A AP7608387 135000 PA 34542.64 0.0137403351 Long DBT NUSS AR N 2 2028-01-15 Fixed 5.250000000000 N N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/29 7.625 N/A AS6138877 265000 PA USD 189599.22 0.0754185790 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.625000000000 N N N N N N BANQUE CENTRALE DE TUNISIE INT SR UNSECURED 144A 10/23 6.75 N/A AV1420414 190000 PA 189165.56 0.0752460781 Long DBT NUSS TN N 2 2023-10-31 Fixed 6.750000000000 N N N N N N Cleco Corporate Holdings LLC N/A 18551QAA5 140000 PA USD 139068.7 0.0553186017 Long DBT CORP US N 2 2029-09-15 Fixed 3.375000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBE0 35000 PA USD 44498.3 0.0177004871 Long DBT CORP US N 2 2042-07-15 Fixed 4.650000000000 N N N N N N ITALY CERTIFICATI DI CREDITO D BONDS 11/20 0.00000 N/A AV2200567 25000 PA 27548.14 0.0109580702 Long DBT NUSS IT N 2 2020-11-27 None 0.000000000000 N N N N N N Romania N/A AX8956937 317000 PA 369205.99 0.1468623716 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625000000000 N N N N N N JAPAN TREASURY DISCOUNT BILL BILLS 06/20 0.00000 N/A BG2071119 110350000 PA 1026644.41 0.4083775371 Long DBT NUSS JP N 2 2020-06-01 None 0.000000000000 N N N N N N JAPAN TREASURY DISCOUNT BILL BILLS 06/20 0.00000 N/A BG5969228 8250000 PA 76760.39 0.0305336675 Long DBT NUSS JP N 2 2020-06-15 None 0.000000000000 N N N N N N Clarios Global LP N/A C8000CAB9 99500 PA USD 90545 0.0360168952 Long LON CORP US N 2 2026-04-30 Floating 4.44 N N N N N N Bausch Health Americas Inc. KOO0397YRO83WY5MGD97 C9413PAZ6 82500 PA USD 78065.63 0.0310528645 Long LON CORP US N 2 2025-06-02 Floating 3.61 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBK6 20000 PA USD 25277.46 0.0100548415 Long DBT CORP US N 2 2044-03-01 Fixed 4.750000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBT7 55000 PA USD 58063.12 0.0230962870 Long DBT CORP US N 2 2036-07-15 Fixed 3.200000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 EK8694128 1740000 PA 1164325.54 0.4631441927 Long DBT NUSS US N 2 2025-10-30 Fixed 2.750000000000 N N N N N N SENEGAL GOVERNMENT INTERNATION UNSECURED REGS 05/33 6.25 N/A V7691DAX4 255000 PA USD 228141.56 0.0907499106 Long DBT NUSS DE N 2 2033-05-23 Fixed 6.250000000000 N N N N N N JAPAN TREASURY DISCOUNT BILL BILLS 04/20 0.00000 N/A ZP5623498 62800000 PA 584134.91 0.2323565721 Long DBT NUSS JP N 2 2020-04-27 None 0.000000000000 N N N N N N JAPAN TREASURY DISCOUNT BILL BILLS 05/20 0.00000 N/A ZP6812280 6450000 PA 59998.88 0.0238662916 Long DBT NUSS JP N 2 2020-05-07 None 0.000000000000 N N N N N N GINNIE MAE I POOL GN 10/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36208QSN7 13057.31 PA USD 14615.86 0.0058138815 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 06/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36208WDY6 3631.25 PA USD 3983.08 0.0015843854 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.500000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAH0 380000 PA USD 379431.25 0.1509297649 Long DBT CORP CH N 2 2022-02-01 Fixed 2.650000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CW7 155000 PA USD 177618.12 0.0706527496 Long DBT CORP US N 2 2038-11-16 Fixed 4.450000000000 N N N N N N Formula One Management Limited N/A L2465BAQ9 131828.9 PA USD 117045.61 0.0465582800 Long LON CORP LU N 2 2024-02-01 Floating 3.50 N N N N N N Endo International plc N/A L2968EAB8 145875 PA USD 130193.44 0.0517882101 Long LON CORP IE N 2 2024-04-29 Floating 5.25 N N N N N N Sunshine Luxembourg VII SARL N/A L8908YAB4 149625 PA USD 133764.75 0.0532088020 Long LON CORP LU N 2 2026-10-01 Floating 5.32 N N N N N N EGYPT GOVERNMENT BOND BONDS 05/29 16.1 N/A ZS5175204 6145000 PA 432718.6 0.1721263511 Long DBT NUSS EG N 2 2029-05-07 Fixed 16.100000000000 N N N N N N GINNIE MAE I POOL GN 11/40 FIXED 4 549300M8ZYFG0OCMTT87 3620ARQM6 9379.99 PA USD 10272.89 0.0040863394 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 08/41 FIXED 4 549300M8ZYFG0OCMTT87 3620AV7L0 7104.74 PA USD 7778.83 0.0030942548 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.000000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CX5 35000 PA USD 41418.28 0.0164753200 Long DBT CORP US N 2 2048-11-16 Fixed 4.625000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DB2 14000 PA USD 14719.95 0.0058552863 Long DBT CORP US N 2 2023-08-16 Fixed 3.650000000000 N N N N N N JAPAN TREASURY DISCOUNT BILL BILLS 05/20 0.00000 N/A ZP9649234 21850000 PA 203265.22 0.0808546261 Long DBT NUSS JP N 2 2020-05-18 None 0.000000000000 N N N N N N Italy Buoni Ordinari del Tesoro BOT N/A ZQ7647030 55000 PA 60672.91 0.0241344065 Long DBT NUSS IT N 2 2020-05-29 None 0.000000000000 N N N N N N Italy Buoni Ordinari del Tesoro BOT N/A ZS5356051 35000 PA 38605.98 0.0153566463 Long DBT NUSS IT N 2 2020-05-14 None 0.000000000000 N N N N N N GINNIE MAE I POOL GN 12/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36210GTQ7 1395.54 PA USD 1549.74 0.0006164540 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 08/32 FIXED 6 549300M8ZYFG0OCMTT87 36225BUH9 12077.25 PA USD 13596.25 0.0054083021 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.000000000000 N N N N N N GINNIE MAE I POOL GN 10/41 FIXED 4 549300M8ZYFG0OCMTT87 36230TGX4 12695.77 PA USD 13900.34 0.0055292627 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 02/35 FIXED 6.5 549300M8ZYFG0OCMTT87 36241KFR4 7104.3 PA USD 7941.28 0.0031588740 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 11/33 FIXED 7 549300M8ZYFG0OCMTT87 36241KJ66 28738.73 PA USD 32456.12 0.0129103614 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 11/31 FIXED 7 549300M8ZYFG0OCMTT87 36241KJ74 16177.05 PA USD 17696.69 0.0070393708 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 06/32 FIXED 7 549300M8ZYFG0OCMTT87 36241KJP4 2421.6 PA USD 2663.05 0.0010593052 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 05/33 FIXED 7 549300M8ZYFG0OCMTT87 36241KJQ2 73265.29 PA USD 82678.83 0.0328878983 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.000000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DD8 185000 PA USD 202416.61 0.0805170669 Long DBT CORP US N 2 2025-08-16 Fixed 3.950000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PCR1 50000 PA USD 63751.91 0.0253591679 Long DBT CORP US N 2 2045-07-15 Fixed 4.750000000000 N N N N N GINNIE MAE I POOL GN 07/33 FIXED 7 549300M8ZYFG0OCMTT87 36241KJR0 11896.68 PA USD 13305.72 0.0052927354 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 7.000000000000 N N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/27 6.375 N/A 37443GAG6 200000 PA USD 146500 0.0582746164 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWM2 215000 PA USD 216025.02 0.0859302060 Long DBT CORP US N 2 2023-07-24 Variable 2.905000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWV2 140000 PA USD 144732.09 0.0575713790 Long DBT CORP US N 2 2029-04-23 Variable 3.814000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDR0 170000 PA USD 174289.63 0.0693287463 Long DBT CORP US N 2 2024-08-15 Fixed 2.375000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDS8 150000 PA USD 158081.85 0.0628816326 Long DBT CORP US N 2 2029-08-15 Fixed 2.875000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWZ3 225000 PA USD 240240.17 0.0955624830 Long DBT CORP US N 2 2029-05-01 Variable 4.223000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GXG4 180000 PA USD 169120.63 0.0672726269 Long DBT CORP US N 2 2030-02-07 Fixed 2.600000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDT6 100000 PA USD 107547.95 0.0427803108 Long DBT CORP US N 2 2039-08-15 Fixed 3.500000000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAN6 80000 PA USD 76824.28 0.0305590816 Long DBT CORP US N 2 2029-06-15 Fixed 4.000000000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAP1 125000 PA USD 96958.04 0.0385678675 Long DBT CORP US N 2 2049-12-15 Fixed 4.500000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAJ1 35000 PA USD 35350 0.0140614859 Long DBT CORP US N 2 2022-03-15 Fixed 6.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38148YAA6 235000 PA USD 235983.17 0.0938691380 Long DBT CORP US N 2 2038-10-31 Variable 4.017000000000 N N N N N N HD Supply Inc. N/A 40415RAS4 25000 PA USD 24303 0.0096672219 Long DBT CORP US N 2 2026-10-15 Fixed 5.375000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAF1 27000 PA USD 27252.86 0.0108406141 Long DBT CORP US N 2 2040-04-15 Fixed 6.300000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAK0 30000 PA USD 29547.99 0.0117535685 Long DBT CORP US N 2 2043-11-15 Fixed 5.800000000000 N N N N N N BAYVIEW KOITERE FUND TRUST 201 BOMFT 2017 SPL3 A 144A N/A 500274AA3 214055.64 PA USD 213661.14 0.0849899043 Long ABS-MBS CORP US N 2 2053-11-28 Variable 4.000000000000 N N N N N N LCM XX LP LCM 20A AR 144A N/A 50188WAE8 490000 PA USD 475696.9 0.1892222142 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.859130000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 98750 PA USD 94141.34 0.0374474435 Long LON CORP US N 2 2027-04-15 Floating 3.11 N N N N N N OCP CLO 2015-9 Ltd. N/A 67091YAJ3 481968.39 PA USD 464717.3 0.1848547604 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 2.631250000000 N N N N N N OZLM XII LTD OZLM 2015 12A A1R 144A N/A 67109WAJ7 1025000 PA USD 998256.73 0.3970855155 Long ABS-CBDO CORP KY N 2 2027-04-30 Floating 2.819500000000 N N N N N N PALMER SQUARE LOAN FUNDING 201 PSTAT 2018 5A A1 144A N/A 69700PAA0 464839.76 PA USD 449114.7 0.1786483745 Long ABS-CBDO CORP KY N 2 2027-01-20 Floating 2.669130000000 N N N N N N Romania N/A 77586TAE6 94000 PA USD 108024.8 0.0429699917 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.125000000000 N N N N N N SHACKLETON 2015-VIII CLO LTD SHACK 2015 8A A1R 144A N/A 81882EAL6 1279318.35 PA USD 1216654.78 0.4839596629 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.746630000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AJ8 350000 PA USD 356498.43 0.1418075718 Long DBT CORP IT N 2 2022-01-14 Fixed 6.572000000000 N N N N N Union Electric Company QMPJLLDULY5C1M8PNY21 906548CN0 45000 PA USD 50184.44 0.0199623139 Long DBT CORP US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAP9 8000 PA USD 7006.43 0.0027870104 Long DBT CORP US N 2 2045-01-15 Fixed 4.900000000000 N N N N N N Willis North America Inc. N/A 970648AF8 115000 PA USD 118691.51 0.0472129844 Long DBT CORP US N 2 2024-05-15 Fixed 3.600000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818EV6 345000 PA USD 392205.33 0.1560110250 Long DBT CORP US N 2 2038-09-10 Fixed 4.375000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FF0 15000 PA USD 16052.32 0.0063852750 Long DBT CORP US N 2 2060-03-20 Fixed 3.839000000000 N N N N N N Willis North America Inc. N/A 970648AG6 165000 PA USD 181147.68 0.0720567342 Long DBT CORP US N 2 2028-09-15 Fixed 4.500000000000 N N N N N N Willis North America Inc. N/A 970648AJ0 90000 PA USD 85549.99 0.0340299853 Long DBT CORP US N 2 2029-09-15 Fixed 2.950000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBU2 305000 PA USD 310751.48 0.1236103979 Long DBT CORP US N 2 2026-11-21 Fixed 2.950000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBW8 515000 PA USD 525389.42 0.2089888527 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N WINGSTOP FUNDING 2018-1 LLC WSTOP 2018 1 A2 144A N/A 974153AA6 212850 PA USD 204661.66 0.0814101006 Long ABS-O CORP US N 2 2048-12-05 Fixed 4.970000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAE3 45000 PA USD 27450 0.0109190322 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 30000 PA USD 27150 0.0107996985 Long DBT CORP US N 2 2027-05-15 Fixed 5.250000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAX8 85000 PA USD 74900.21 0.0297937270 Long DBT CORP US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N Alcon Finance Corporation N/A 01400EAB9 200000 PA USD 199126.96 0.0792085134 Long DBT CORP US N 2 2029-09-23 Fixed 3.000000000000 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609WAT9 235000 PA USD 246557.78 0.0980754953 Long DBT CORP CN N 2 2027-12-06 Fixed 3.400000000000 N N N N N N Venture XXI CLO Limited 5493001C8B2BF8JNTO68 92330MAL3 852071.46 PA USD 812192.81 0.3230732045 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 2.711250000000 N N N N N N Wendy's Funding LLC N/A 95058XAE8 229712.5 PA USD 207951.83 0.0827188609 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.884000000000 N N N N N N The William Carter Company TGI2A0HXEYNQPU7TYV27 96926JAC1 15000 PA USD 14378.48 0.0057194567 Long DBT CORP US N 2 2027-03-15 Fixed 5.625000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAC9 25000 PA USD 23748.26 0.0094465580 Long DBT CORP US N 2 2045-09-15 Fixed 5.100000000000 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609WAV4 200000 PA USD 244190.51 0.0971338451 Long DBT CORP CN N 2 2047-12-06 Fixed 4.200000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KA8 45000 PA USD 47185.06 0.0187692237 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N Connecticut Light And Power Company The N/A 207597EL5 45000 PA USD 50239.78 0.0199843270 Long DBT CORP US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2699.69 0.0010738799 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 50000.000000000000 CAD 38264.940000000000 USD 2020-08-14 2699.690000000000 N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H032647 5400000 PA USD 5696482.68 2.2659409086 Long ABS-MBS USGA US N 2 N/A Fixed 3.500000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 175000 PA USD 202497.34 0.0805491796 Long DBT CORP US N 2 2040-06-01 Fixed 6.350000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAM1 80000 PA USD 79518.74 0.0316308810 Long DBT CORP US N 2 2024-03-13 Fixed 3.800000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAS8 25000 PA USD 24754.81 0.0098469424 Long DBT CORP US N 2 2037-09-20 Fixed 5.000000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBE8 12000 PA USD 11712.91 0.0046591491 Long DBT CORP US N 2 2025-06-15 Fixed 3.950000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBG3 100000 PA USD 101294.39 0.0402927763 Long DBT CORP US N 2 2049-05-15 Fixed 5.300000000000 N N N N N N GINNIE MAE I POOL GN 02/42 FIXED 4 549300M8ZYFG0OCMTT87 36177JSM2 6916.33 PA USD 7570.39 0.0030113418 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 07/49 FIXED 4 549300M8ZYFG0OCMTT87 36179UV90 3234760.2 PA USD 3430941.61 1.3647563568 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 03/32 FIXED 7 549300M8ZYFG0OCMTT87 36241KJS8 7320.62 PA USD 8025.43 0.0031923471 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.000000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334JW2 200000 PA USD 217408.54 0.0864805411 Long DBT CORP US N 2 2042-03-15 Fixed 4.300000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KM2 255000 PA USD 248669.29 0.0989154095 Long DBT CORP US N 2 2023-07-30 Fixed 2.100000000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 377372AM9 325000 PA USD 350264.55 0.1393278655 Long DBT CORP US N 2 2025-05-15 Fixed 3.625000000000 N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAB8 80000 PA USD 78154.48 0.0310882071 Long DBT CORP US N 2 2029-08-15 Fixed 3.200000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GFD1 165000 PA USD 221896.97 0.0882659441 Long DBT CORP US N 2 2037-10-01 Fixed 6.750000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152BK6 80000 PA USD 82448.8 0.0327963972 Long DBT MUN US N 2 2021-02-01 Fixed 5.563000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GE5 120000 PA USD 128466 0.0511010708 Long DBT MUN US N 2 2022-04-01 Fixed 5.947000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152KJ9 40000 PA USD 42891.6 0.0170613757 Long DBT MUN US N 2 2023-01-01 Fixed 5.000000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BG6 115000 PA USD 127745.67 0.0508145387 Long DBT CORP US N 2 2029-03-15 Fixed 4.375000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BH4 120000 PA USD 141371.68 0.0562346787 Long DBT CORP US N 2 2039-03-15 Fixed 4.750000000000 N N N N N N Massachusetts Mutual Life Insurance Company R6ZXK5P01NP6HXSY1S07 575767AN8 49000 PA USD 45425.97 0.0180694947 Long DBT CORP US N 2 2070-10-15 Fixed 3.729000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636QAP9 60000 PA USD 66672.82 0.0265210444 Long DBT CORP US N 2 2030-03-26 Fixed 3.350000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFE9 180000 PA USD 185944.05 0.0739646293 Long DBT CORP US N 2 2023-04-01 Fixed 3.350000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFK5 150000 PA USD 151967.42 0.0604494410 Long DBT CORP US N 2 2049-09-01 Fixed 3.625000000000 N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFR0 10000 PA USD 11079.29 0.0044071084 Long DBT CORP US N 2 2050-04-01 Fixed 4.200000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCT7 255000 PA USD 272072.28 0.1082246263 Long DBT CORP US N 2 2026-02-17 Fixed 4.125000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 59023VAA8 300000 PA USD 446816.52 0.1777342069 Long DBT CORP US N 2 2038-05-14 Fixed 7.750000000000 N N N N N N Methanex Corporation 549300TSJHRXT9QXRD13 59151KAJ7 45000 PA USD 27246.57 0.0108381121 Long DBT CORP CA N 2 2044-12-01 Fixed 5.650000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RFZ0 45000 PA USD 43697.54 0.0173819617 Long DBT CORP US N 2 2021-06-01 Floating 2.330380000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RGQ9 130000 PA USD 139921.74 0.0556579231 Long DBT CORP US N 2 2030-02-15 Fixed 4.300000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHJ4 275000 PA USD 295687.81 0.1176183871 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659AM3 135000 PA USD 139648.97 0.0555494209 Long DBT CORP US N 2 2028-04-15 Fixed 3.250000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599CT0 10000 PA USD 7925 0.0031523982 Long DBT CORP US N 2 2021-02-08 Floating 2.684130000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2016 3 A 144A N/A 78471FAA0 35450.78 PA USD 35108.63 0.0139654740 Long ABS-O CORP US N 2 2025-12-26 Fixed 3.050000000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 2006-HE1 N/A 81376YAC5 145872.85 PA USD 60226.42 0.0239568022 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.036630000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 85000 PA USD 79802.26 0.0317436593 Long DBT CORP US N 2 2038-02-01 Fixed 3.800000000000 N N N N N N California State of N/A 13063A5G5 175000 PA USD 283972.5 0.1129582834 Long DBT MUN US N 2 2039-04-01 Fixed 7.550000000000 N N N N N N California State of N/A 13063A7D0 30000 PA USD 46096.5 0.0183362174 Long DBT MUN US N 2 2039-10-01 Fixed 7.300000000000 N N N N N N California State of N/A 13063BBU5 15000 PA USD 23185.35 0.0092226442 Long DBT MUN US N 2 2039-11-01 Fixed 7.350000000000 N N N N N N California State of N/A 13063BFR8 20000 PA USD 32266 0.0128347357 Long DBT MUN US N 2 2040-03-01 Fixed 7.625000000000 N N N N N N California State of N/A 13063BJC7 15000 PA USD 24961.8 0.0099292786 Long DBT MUN US N 2 2040-11-01 Fixed 7.600000000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KG0 30000 PA USD 29937.9 0.0119086665 Long DBT MUN US N 2 2029-12-01 Fixed 6.038000000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KH8 155000 PA USD 152132.5 0.0605151064 Long DBT MUN US N 2 2039-12-01 Fixed 6.138000000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505NG7 185000 PA USD 185791.8 0.0739040674 Long DBT MUN US N 2 2029-11-01 Fixed 6.319000000000 N N N N N N Credit Acceptance Auto Loan Trust 2017-3 N/A 22534UAA0 156911.56 PA USD 156062.94 0.0620785527 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.650000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 3128MJZB9 69752.61 PA USD 73339.24 0.0291728060 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N GS Mortgage Securities Corporation Trust 2012-ALOHA N/A 36192HAA2 670000 PA USD 664232.91 0.2642178706 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.551000000000 N N N N N N MADISON PARK FUNDING XII LTD MDPK 2014 12A B1R 144A N/A 55818PAN0 530000 PA USD 525307.91 0.2089564297 Long ABS-CBDO CORP KY N 2 2026-07-20 Floating 3.469130000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FMM7 126247.15 PA USD 131646.92 0.0523663738 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CS47 6719606.03 PA USD 7117328.76 2.8311235728 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHT2 70000 PA USD 71859.11 0.0285840414 Long DBT CORP US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHV7 280000 PA USD 275438.97 0.1095638247 Long DBT CORP US N 2 2026-07-15 Fixed 2.950000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHW5 5000 PA USD 5195 0.0020664617 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBS7 300000 PA USD 323600.72 0.1287215552 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N BANK 2019-BNK22 BANK 2019 BN22 XA N/A 06540XBH3 2457713.54 PA USD 111106.84 0.0441959623 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.604348000000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 60871RAG5 270000 PA USD 253616.84 0.1008834407 Long DBT CORP US N 2 2026-07-15 Fixed 3.000000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA N/A 61691JAW4 767943.95 PA USD 51235.68 0.0203804751 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.431645000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 25000 PA USD 23964.13 0.0095324265 Long DBT CORP US N 2 2048-02-01 Fixed 4.000000000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAJ2 75000 PA USD 71062.5 0.0282671668 Long DBT CORP US N 2 2025-10-01 Fixed 5.000000000000 N N N N N N BANK 2019-BNK23 BANK 2019 BN23 XA 144A N/A 06541RBC6 1933693.95 PA USD 102096.53 0.0406118507 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.701252000000 N N N N N N BANK 2017-BNK8 BANK 2017 BNK8 XA N/A 06650AAF4 4475304.29 PA USD 200501.69 0.0797553521 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.741158000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CE2 486000 PA USD 495720 0.1971869819 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348AX4 55000 PA USD 59759.98 0.0237712622 Long DBT CORP US N 2 2047-06-01 Fixed 4.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 68000 PA USD 72776.45 0.0289489400 Long DBT CORP US N 2 2025-07-23 Fixed 4.000000000000 N N N N N N NBM US Holdings Inc N/A 62877VAA9 420000 PA USD 381150 0.1516134474 Long DBT CORP US N 2 2026-05-14 Fixed 7.000000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BJ4 160000 PA USD 157075.93 0.0624814988 Long DBT CORP US N 2 2029-08-15 Fixed 2.950000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BL9 85000 PA USD 79853.56 0.0317640654 Long DBT CORP US N 2 2030-05-15 Fixed 2.300000000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA N/A 07332VBJ3 3391455.22 PA USD 254511.42 0.1012392858 Long ABS-MBS CORP US N 2 2050-02-15 Variable 1.498155000000 N N N N N N Bear Stearns ALT-A Trust 2005-10 N/A 07386HYW5 154452.24 PA USD 185505.62 0.0737902311 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.446630000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BM7 60000 PA USD 56227.4 0.0223660762 Long DBT CORP US N 2 2050-05-15 Fixed 3.300000000000 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company N/A 82481LAB5 205000 PA USD 204232.83 0.0812395210 Long DBT CORP IE N 2 2021-09-23 Fixed 2.400000000000 N N N N N N The Progressive Corporation N/A 743315AW3 155000 PA USD 168388.85 0.0669815402 Long DBT CORP US N 2 2030-03-26 Fixed 3.200000000000 N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QBQ8 50000 PA USD 53097.53 0.0211210798 Long DBT CORP US N 2 2046-03-01 Fixed 3.800000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CWS9 194159.63 PA USD 205469.6 0.0817314821 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.500000000000 N N N N N N First Franklin Mortgage Loan Trust 2006-FF12 N/A 32027GAE6 240000 PA USD 179061.91 0.0712270588 Long ABS-MBS CORP US N 2 2036-09-25 Floating 1.256630000000 N N N N N N Bear Stearns Mortgage Funding Trust 2006-AR3 N/A 07400HAA1 14434.15 PA USD 11928.14 0.0047447630 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.126630000000 N N N N N N Bellemeade Re 2019-4 Ltd. N/A 07876LAA7 839090.33 PA USD 833874.29 0.3316976409 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 2.346630000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GG2 72000 PA USD 74943.89 0.0298111020 Long DBT CORP US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GK3 38000 PA USD 40569.67 0.0161377608 Long DBT CORP US N 2 2048-03-01 Fixed 4.125000000000 N N N N N N BELLEMEADE RE 2019-3 LTD BMIR 2019 3A M1A 144A N/A 07877GAA7 120960.55 PA USD 120366.8 0.0478793795 Long ABS-MBS CORP US N 2 2029-07-25 Floating 2.046630000000 N N N N N N Lennar Corporation N/A 526057CD4 25000 PA USD 24937.5 0.0099196126 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AN6 220000 PA USD 219301.24 0.0872334173 Long DBT CORP US N 2 2024-06-15 Fixed 2.875000000000 N N N N N N Puget Energy Inc. N/A 745310AH5 250000 PA USD 244478.94 0.0972485765 Long DBT CORP US N 2 2025-05-15 Fixed 3.650000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 30000 PA USD 27003 0.0107412250 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DH7 370000 PA USD 369746.56 0.1470773990 Long DBT CORP US N 2 2025-09-15 Fixed 3.375000000000 N N N N N N PulteGroup Inc. N/A 745867AW1 615000 PA USD 606429.98 0.2412250817 Long DBT CORP US N 2 2026-03-01 Fixed 5.500000000000 N N N N N N QEP Resources Inc. Q6JQDZPXKEDQKVK58165 74733VAB6 40000 PA USD 18800 0.0074782443 Long DBT CORP US N 2 2022-10-01 Fixed 5.375000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374NQG5 52016.71 PA USD 7326.6 0.0029143673 Long ABS-MBS USGA US N 2 2035-09-16 Floating 6.545370000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JNS7 298694.24 PA USD 309273.24 0.1230223852 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 2.000000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GS6 150000 PA USD 144705.44 0.0575607782 Long DBT CORP US N 2 2029-08-01 Fixed 2.850000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GT4 130000 PA USD 125180.41 0.0497941323 Long DBT CORP US N 2 2050-02-01 Fixed 3.650000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DN4 15000 PA USD 13898.77 0.0055286382 Long DBT CORP US N 2 2046-04-15 Fixed 3.700000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DS3 125000 PA USD 138328.24 0.0550240623 Long DBT CORP US N 2 2049-04-05 Fixed 4.550000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GU1 210000 PA USD 194893.65 0.0775245918 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587CU9 70000 PA USD 70411 0.0280080138 Long DBT CORP US N 2 2023-07-01 Fixed 2.950000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAK0 10000 PA USD 9925 0.0039479561 Long DBT CORP US N 2 2023-08-01 Fixed 5.000000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAM6 65000 PA USD 63375 0.0252092411 Long DBT CORP US N 2 2024-11-01 Fixed 4.875000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 200000 PA USD 200588.21 0.0797897679 Long DBT CORP US N 2 2028-02-01 Fixed 3.400000000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004CJ7 50000 PA USD 62576.26 0.0248915191 Long DBT CORP US N 2 2065-06-01 Fixed 5.100000000000 N N N N N Oglethorpe Power Corporation N/A 677050AN6 135000 PA USD 136599.41 0.0543363701 Long DBT CORP US N 2 2048-10-01 Fixed 5.050000000000 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AJ5 45000 PA USD 40210.43 0.0159948627 Long DBT CORP US N 2 2027-09-15 Fixed 5.125000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBG3 50000 PA USD 53506.05 0.0212835805 Long DBT CORP US N 2 2029-06-15 Fixed 3.450000000000 N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBH1 155000 PA USD 161314.15 0.0641673735 Long DBT CORP US N 2 2026-06-15 Fixed 3.200000000000 N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBK9 70000 PA USD 85381.96 0.0339631465 Long DBT CORP US N 2 2029-03-15 Fixed 5.750000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBR4 45000 PA USD 43713.34 0.0173882466 Long DBT CORP US N 2 2049-09-15 Fixed 3.100000000000 N N N N N N TICP CLO III-2 LTD TICP 2018 3R A 144A N/A 87249FAC8 390000 PA USD 378303.9 0.1504813288 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 2.659130000000 N N N N N N United States Treasury Note/Bond N/A 912810QD3 2205000 PA USD 3488809.56 1.3877750093 Long DBT UST US N 2 2039-11-15 Fixed 4.375000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 95000 PA USD 104350.09 0.0415082694 Long DBT CORP US N 2 2047-11-15 Fixed 4.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 540000 PA USD 551270.21 0.2192836862 Long DBT CORP US N 2 2025-04-01 Fixed 2.500000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBK4 30000 PA USD 34499.72 0.0137232625 Long DBT CORP US N 2 2049-07-15 Fixed 4.150000000000 N N N N N N Allergan Finance LLC N/A 942683AH6 135000 PA USD 168926.86 0.0671955493 Long DBT CORP US N 2 2042-10-01 Fixed 4.625000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 540000 PA USD 543275.52 0.2161035668 Long DBT CORP US N 2 2060-04-01 Fixed 3.850000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU SCLP 2016 2A A 144A N/A 83402QAA0 30180.46 PA USD 29622.93 0.0117833780 Long ABS-O CORP US N 2 2025-10-27 Fixed 3.090000000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 94973VAY3 130000 PA USD 144596.87 0.0575175914 Long DBT CORP US N 2 2042-05-15 Fixed 4.625000000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 94973VBJ5 165000 PA USD 169322.11 0.0673527714 Long DBT CORP US N 2 2024-08-15 Fixed 3.500000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2017 3 A 144A N/A 83404JAA4 30151.29 PA USD 29889.29 0.0118893304 Long ABS-O CORP US N 2 2026-05-25 Fixed 2.770000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2017 1 A 144A N/A 83405AAA2 42249.85 PA USD 41489.08 0.0165034827 Long ABS-O CORP US N 2 2026-01-26 Fixed 3.280000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RF0 15000 PA USD 18335.48 0.0072934680 Long DBT CORP US N 2 2044-01-15 Fixed 5.606000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RW3 175000 PA USD 180124.64 0.0716497905 Long DBT CORP US N 2 2026-04-22 Fixed 3.000000000000 N N N N N United States Treasury Note/Bond N/A 912810RB6 1170000 PA USD 1541749.22 0.6132753885 Long DBT UST US N 2 2043-05-15 Fixed 2.875000000000 N N N N N N United States Treasury Note/Bond N/A 912810RC4 680000 PA USD 1002681.25 0.3988454965 Long DBT UST US N 2 2043-08-15 Fixed 3.625000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SH5 135000 PA USD 138295.87 0.0550111862 Long DBT CORP US N 2 2026-10-23 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810RD2 3789000 PA USD 5697116.72 2.2661931164 Long DBT UST US N 2 2043-11-15 Fixed 3.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810RH3 5535000 PA USD 7630300.21 3.0351728184 Long DBT UST US N 2 2044-08-15 Fixed 3.125000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2017 4 A 144A N/A 83405JAA3 61147.3 PA USD 58255.75 0.0231729112 Long ABS-O CORP US N 2 2026-05-26 Fixed 2.500000000000 N N N N N N Soundview Home Loan Trust 2007-OPT2 N/A 83613DAD8 35421.34 PA USD 29950.89 0.0119138336 Long ABS-MBS CORP US N 2 2037-07-25 Floating 1.126630000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBF6 40000 PA USD 33481.84 0.0133183712 Long DBT CORP US N 2 2047-12-01 Fixed 5.200000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 10000 PA USD 9449.35 0.0037587525 Long DBT CORP US N 2 2021-09-09 Floating 1.898880000000 N N N N N N United States Treasury Note/Bond N/A 912810RJ9 3000 PA USD 4061.48 0.0016155713 Long DBT UST US N 2 2044-11-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810RK6 1204000 PA USD 1503636.1 0.5981147915 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810RP5 3372000 PA USD 4613580.92 1.8351853818 Long DBT UST US N 2 2045-11-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810RQ3 648000 PA USD 814505.62 0.3239931916 Long DBT UST US N 2 2046-02-15 Fixed 2.500000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAF7 565000 PA USD 573475 0.2281162843 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAH3 25000 PA USD 24834.5 0.0098786414 Long DBT CORP US N 2 2029-11-15 Fixed 4.000000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAM8 50000 PA USD 46477.47 0.0184877593 Long DBT CORP CA N 2 2030-01-25 Fixed 2.950000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAN6 110000 PA USD 96589.66 0.0384213337 Long DBT CORP CA N 2 2050-01-25 Fixed 3.800000000000 N N N N N N United States Treasury Note/Bond N/A 912810RT7 975000 PA USD 1173656.25 0.4668557527 Long DBT UST US N 2 2046-08-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810RV2 765000 PA USD 1057463.09 0.4206365594 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 871503AU2 490000 PA USD 494743.16 0.1967984155 Long DBT CORP US N 2 2025-04-15 Fixed 5.000000000000 N N N N N N Syngenta Finance N.V. N/A 87164KAG9 200000 PA USD 196131.67 0.0780170501 Long DBT CORP NL N 2 2025-04-24 Fixed 4.892000000000 N N N N N N United States Treasury Note/Bond N/A 912810SA7 2120000 PA USD 2934626.56 1.1673326766 Long DBT UST US N 2 2048-02-15 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/48 1 N/A 912810SB5 460240 PA USD 567077.93 0.2255716645 Long DBT UST US N 2 2048-02-15 Fixed 1.000000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BF8 175000 PA USD 183277.6 0.0729039716 Long DBT CORP US N 2 2024-03-15 Fixed 3.875000000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 200000 PA USD 261848 0.1041576229 Long DBT MUN US N 2 2057-04-01 Fixed 6.637000000000 N N N N N N Philadelphia Authority for Industrial Development N/A 71781LBH1 675000 PA USD 884034 0.3516501178 Long DBT MUN US N 2 2028-10-15 Fixed 6.550000000000 N N N N N N VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 N/A 92857WAQ3 230000 PA USD 266995.3 0.1062051105 Long DBT CORP GB N 2 2037-02-27 Fixed 6.150000000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAV7 110000 PA USD 121406.73 0.0482930418 Long DBT CORP US N 2 2049-06-01 Fixed 4.150000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/24 5.625 N/A 030981AH7 20000 PA USD 18625 0.0074086330 Long DBT CORP US N 2 2024-05-20 Fixed 5.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810SC3 2360000 PA USD 3346221.86 1.3310566235 Long DBT UST US N 2 2048-05-15 Fixed 3.125000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/49 1 N/A 912810SG4 312640.25 PA USD 388989.44 0.1547318117 Long DBT UST US N 2 2049-02-15 Fixed 1.000000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 08/26 5.875 N/A 030981AJ3 40000 PA USD 38312 0.0152397072 Long DBT CORP US N 2 2026-08-20 Fixed 5.875000000000 N N N N N N Archer-Daniels-Midland Company 549300LO13MQ9HYSTR83 039482AB0 110000 PA USD 116529.49 0.0463529784 Long DBT CORP US N 2 2030-03-27 Fixed 3.250000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BL0 50000 PA USD 52649.4 0.0209428231 Long DBT CORP US N 2 2030-04-01 Fixed 5.950000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAP0 625000 PA USD 656250 0.2610424370 Long DBT CORP US N 2 2026-01-15 Fixed 6.500000000000 N N N N N N United States Treasury Note/Bond N/A 9128282R0 950000 PA USD 1066375 0.4241815296 Long DBT UST US N 2 2027-08-15 Fixed 2.250000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/28 0.5 N/A 9128283R9 397366 PA USD 414340.8 0.1648160491 Long DBT UST US N 2 2028-01-15 Fixed 0.500000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 13638ZCE3 105000 PA 73908.87 0.0293993928 Long DBT CORP CA N 2 2020-08-14 Fixed 2.890000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 13638ZDB8 50000 PA 35326.51 0.0140521421 Long DBT CORP CA N 2 2020-06-01 Fixed 2.050000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAM0 15000 PA USD 14850 0.0059070174 Long DBT CORP LU N 2 2034-09-30 Fixed 6.000000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAV0 25000 PA USD 26430.25 0.0105133971 Long DBT CORP LU N 2 2038-06-04 Fixed 7.721000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBU3 90000 PA USD 91653.31 0.0364577576 Long DBT CORP GB N 2 2050-09-17 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 9128284V9 2090000 PA USD 2472241.4 0.9834055923 Long DBT UST US N 2 2028-08-15 Fixed 2.875000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/29 0.875 N/A 9128285W6 1353527.25 PA USD 1471978.97 0.5855222516 Long DBT UST US N 2 2029-01-15 Fixed 0.875000000000 N N N N N N Telefonica Celular del Paraguay S.A. N/A 87936VAB3 400000 PA USD 360766 0.1435051213 Long DBT CORP PY N 2 2027-04-15 Fixed 5.875000000000 N N N N N N Telefonica Emisiones S.A N/A 87938WAC7 170000 PA USD 202731.15 0.0806421843 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045000000000 N N N N N N Telefonica Emisiones S.A N/A 87938WAX1 230000 PA USD 269893.76 0.1073580569 Long DBT CORP ES N 2 2049-03-01 Fixed 5.520000000000 N N N N N N Tencent Holdings Limited N/A 88032WAG1 200000 PA USD 211693.65 0.0842072782 Long DBT CORP CN N 2 2028-01-19 Fixed 3.595000000000 N N N N N N Tencent Holdings Limited N/A 88032WAN6 400000 PA USD 443068.62 0.1762433712 Long DBT CORP CN N 2 2029-04-11 Fixed 3.975000000000 N N N N N N Terrier Media Buyer Inc. N/A 88145LAB0 109725 PA USD 96832.31 0.0385178548 Long LON CORP US N 2 2026-12-17 Floating 5.7 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCA1 205000 PA USD 205577.39 0.0817743587 Long DBT CORP US N 2 2024-01-29 Fixed 3.900000000000 N N N N N N Carrier Global Corporation N/A 14448CAA2 85000 PA USD 78207.85 0.0311094366 Long DBT CORP US N 2 2030-02-15 Fixed 2.722000000000 N N N N N N Carrier Global Corporation N/A 14448CAH7 95000 PA USD 90693.36 0.0360759097 Long DBT CORP US N 2 2027-02-15 Fixed 2.493000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAQ4 10000 PA USD 10019 0.0039853473 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 9128286B1 4335000 PA USD 5068901.97 2.0163025117 Long DBT UST US N 2 2029-02-15 Fixed 2.625000000000 N N N N N N United States Treasury Note/Bond N/A 912828B66 66000 PA USD 72164.3 0.0287054396 Long DBT UST US N 2 2024-02-15 Fixed 2.750000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAS0 10000 PA USD 10050 0.0039976785 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAU5 5000 PA USD 4650 0.0018496721 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAE1 345000 PA USD 290610.75 0.1155988395 Long DBT CORP NL N 2 2026-10-01 Fixed 3.150000000000 N N N N N N Texas Eastern Transmission LP N/A 882384AC4 50000 PA USD 49106.52 0.0195335400 Long DBT CORP US N 2 2022-10-15 Fixed 2.800000000000 N N N N N N United States Treasury Note/Bond N/A 912828J27 7467000 PA USD 8047734.28 3.2012193051 Long DBT UST US N 2 2025-02-15 Fixed 2.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/26 0.625 N/A 912828N71 2008267.5 PA USD 2075143.75 0.8254485054 Long DBT UST US N 2 2026-01-15 Fixed 0.625000000000 N N N N N N Centrais Eletricas Brasileiras S.A. N/A 15236FAA8 200000 PA USD 177652 0.0706662263 Long DBT CORP BR N 2 2025-02-04 Fixed 3.625000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175AY0 30000 PA USD 32318.41 0.0128555832 Long DBT CORP US N 2 2025-07-23 Fixed 4.908000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A N/A 89169DAA9 321242.21 PA USD 315015.96 0.1253067183 Long ABS-MBS CORP US N 2 2057-07-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 5 A1 144A N/A 89169EAA7 373050.64 PA USD 359942.91 0.1431777134 Long ABS-MBS CORP US N 2 2057-02-25 Floating 1.546630000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 4 A1B 144A N/A 89171UAU3 74779.49 PA USD 74413.97 0.0296003110 Long ABS-MBS CORP US N 2 2055-04-25 Variable 2.750000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SK8 605000 PA USD 614945.61 0.2446124201 Long DBT CORP US N 2 2023-01-24 Fixed 3.069000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/27 0.375 N/A 912828V49 1356118.7 PA USD 1388996.79 0.5525136870 Long DBT UST US N 2 2027-01-15 Fixed 0.375000000000 N N N N N N United States Treasury Note/Bond N/A 912828XX3 3420000 PA USD 3656995.33 1.4546757686 Long DBT UST US N 2 2024-06-30 Fixed 2.000000000000 N N N N N N The Chemours Company 549300M1BOLNXL8DOV14 163851AE8 45000 PA USD 34418.25 0.0136908554 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCG4 45000 PA USD 53632.13 0.0213337324 Long DBT CORP US N 2 2052-11-01 Fixed 4.049000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCL3 115000 PA USD 143277.11 0.0569926186 Long DBT CORP US N 2 2038-10-15 Fixed 4.600000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCM1 60000 PA USD 77571.78 0.0308564213 Long DBT CORP US N 2 2048-10-15 Fixed 4.700000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCN9 120000 PA USD 165726.83 0.0659226447 Long DBT CORP US N 2 2058-10-15 Fixed 4.950000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCU3 40000 PA USD 46897.59 0.0186548742 Long DBT CORP US N 2 2030-10-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 912828YK0 1810000 PA USD 1860976.95 0.7402574602 Long DBT UST US N 2 2022-10-15 Fixed 1.375000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFD1 55000 PA USD 65274.35 0.0259647625 Long DBT CORP US N 2 2050-03-22 Fixed 4.000000000000 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HCA1 15000 PA USD 14700 0.0058473506 Long DBT CORP US N 2 2023-03-15 Fixed 4.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RBK7 185000 PA USD 195612.79 0.0778106505 Long DBT CORP US N 2 2045-06-15 Fixed 4.350000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAT9 185000 PA USD 188643.05 0.0750382347 Long DBT CORP US N 2 2023-09-01 Fixed 4.250000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92556HAB3 680000 PA USD 673117.21 0.2677518581 Long DBT CORP US N 2 2031-01-15 Fixed 4.950000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCY5 255000 PA USD 269108.48 0.1070456891 Long DBT CORP US N 2 2039-11-01 Fixed 3.250000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDG3 55000 PA USD 59585.63 0.0237019094 Long DBT CORP US N 2 2030-04-01 Fixed 3.400000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 03/49 1 N/A 03463WAA1 157338.61 PA USD 158436.79 0.0630228202 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.628000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 05/59 1 N/A 03464QAA3 643382.4 PA USD 618634.57 0.2460798107 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.930000000000 N N N N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 201723AL7 20000 PA USD 18400 0.0073191327 Long DBT CORP US N 2 2027-07-15 Fixed 5.375000000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 145000 PA USD 136397.8 0.0542561739 Long DBT CORP US N 2 2029-10-01 Fixed 3.347000000000 N N N N N N BBCMS TRUST 2013-TYSN BBCMS 2013 TYSN A2 144A N/A 05529SAC3 330000 PA USD 328905.03 0.1308314980 Long ABS-MBS CORP US N 2 2032-09-05 Fixed 3.756200000000 N N N N N N BCAP LLC Trust 2006-AA2 N/A 05530MAA7 128627.42 PA USD 115440.86 0.0459199443 Long ABS-MBS CORP US N 2 2037-01-25 Floating 1.116630000000 N N N N N N BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017 DELC A 144A N/A 05552EAA8 949000 PA USD 777577.39 0.3093039190 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.554630000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A N/A 056054AA7 630564.36 PA USD 599783.11 0.2385810967 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.624630000000 N N N N N N Commonwealth Edison Company D8YOXB8L2ZDC8P7Q0771 202795JJ0 175000 PA USD 185327.2 0.0737192593 Long DBT CORP US N 2 2046-06-15 Fixed 3.650000000000 N N N N N N Commonwealth Edison Company D8YOXB8L2ZDC8P7Q0771 202795JM3 45000 PA USD 50568.75 0.0201151844 Long DBT CORP US N 2 2048-03-01 Fixed 4.000000000000 N N N N N BANK 2019-BNK24 BANK 2019 BN24 XA N/A 06540VBC8 1193961.92 PA USD 59472.8 0.0236570280 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.767810000000 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/32 2.55 N/A 168863DN5 265000 PA USD 264735 0.1053060108 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.550000000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887BX9 16000 PA USD 15830.67 0.0062971073 Long DBT CORP US N 2 2020-10-22 Floating 2.552130000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CA8 95000 PA USD 98636.9 0.0392356827 Long DBT CORP US N 2 2024-05-01 Fixed 4.300000000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CB6 30000 PA USD 31763.39 0.0126348080 Long DBT CORP US N 2 2025-11-01 Fixed 4.600000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAW8 155000 PA USD 148125.03 0.0589210191 Long DBT CORP US N 2 2022-11-07 Fixed 2.650000000000 N N N N N N Credit Agricole Corporate And Investment Bank 1VUV7VQFKUOQSJ21A208 22532XKA5 50000 PA USD 49917.06 0.0198559558 Long DBT CORP US N 2 2020-09-24 Floating 1.604130000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAB3 20000 PA USD 16400 0.0065235748 Long DBT CORP US N 2 2022-04-01 Fixed 4.950000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAF4 30000 PA USD 13280.4 0.0052826636 Long DBT CORP US N 2 2044-04-01 Fixed 5.600000000000 N N N N N N DAE Funding LLC N/A 23371DAA2 5000 PA USD 4637.5 0.0018446999 Long DBT CORP AE N 2 2022-08-01 Fixed 4.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 19 DC N/A 3136B1PJ7 153247.46 PA USD 164044.62 0.0652534970 Long ABS-MBS USGSE US N 2 2056-05-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 38 PC N/A 3136B1R48 259212.67 PA USD 270254.07 0.1075013806 Long ABS-MBS USGSE US N 2 2045-03-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 23 LA N/A 3136B1WE0 248343.62 PA USD 268088.28 0.1066398750 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.500000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAH9 295000 PA USD 305806.2 0.1216432696 Long DBT CORP US N 2 2025-03-01 Variable 3.220000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 285000 PA USD 293689.7 0.1168235810 Long DBT CORP US N 2 2029-01-23 Variable 3.509000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAR7 225000 PA USD 241796.82 0.0961816856 Long DBT CORP US N 2 2029-04-23 Variable 4.005000000000 N N N N N N DAE Funding LLC N/A 23371DAB0 5000 PA USD 4525 0.0017999498 Long DBT CORP AE N 2 2024-08-01 Fixed 5.000000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 225000 PA USD 230370.4 0.0916364962 Long DBT CORP DK N 2 2022-01-12 Fixed 5.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 295000 PA USD 308748.22 0.1228135433 Long DBT CORP US N 2 2024-07-23 Variable 3.797000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBA3 595000 PA USD 642607.07 0.2556155666 Long DBT CORP US N 2 2027-01-29 Variable 3.960000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 235000 PA USD 247376.98 0.0984013558 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375000000000 N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVE6 80000 PA USD 78320.13 0.0311540992 Long DBT CORP US N 2 2023-04-06 Fixed 1.200000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBD7 280000 PA USD 300728.11 0.1196233123 Long DBT CORP US N 2 2030-05-06 Variable 3.702000000000 N N N N N N OnDeck Asset Securitization Trust II LLC N/A 68235RAJ3 515000 PA USD 510535.1 0.2030801169 Long ABS-O CORP US N 2 2024-11-18 Fixed 2.650000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVF3 90000 PA USD 86589.93 0.0344436516 Long DBT CORP US N 2 2027-03-09 Fixed 1.750000000000 N N N N N N DISH DBS Corporation N/A 25470XAE5 66000 PA USD 66924 0.0266209586 Long DBT CORP US N 2 2021-06-01 Fixed 6.750000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 09/49 3.125 N/A 29135LAF7 330000 PA USD 306900 0.1220783603 Long DBT NUSS AE N 2 2049-09-30 Fixed 3.125000000000 N N N N N N HarborView Mortgage Loan Trust 2005-8 N/A 41161PQU0 38618.1 PA USD 30075.56 0.0119634247 Long ABS-MBS CORP US N 2 2035-09-19 Floating 1.410000000000 N N N N N N OneMain Financial Issuance Trust 2017-1 N/A 68267LAA6 544183.43 PA USD 534719.86 0.2127003053 Long ABS-O CORP US N 2 2032-09-14 Fixed 2.370000000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAS6 150000 PA USD 103667.66 0.0412368131 Long DBT CORP US N 2 2025-05-15 Fixed 3.600000000000 N N N N N N HarborView Mortgage Loan Trust 2006-12 N/A 41162DAD1 203289.69 PA USD 163539.56 0.0650525947 Long ABS-MBS CORP US N 2 2036-12-19 Floating 0.990000000000 N N N N N N HarborView Mortgage Loan Trust 2006-12 N/A 41162DAF6 75567.35 PA USD 60246.23 0.0239646822 Long ABS-MBS CORP US N 2 2038-01-19 Floating 0.940000000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAT4 150000 PA USD 89838.48 0.0357358564 Long DBT CORP US N 2 2030-05-15 Fixed 4.800000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 7800Z8RX0 40000 PA 28400.48 0.0112971132 Long DBT CORP CA N 2 2020-04-30 None 0.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-7 N/A 411640AC9 83258.02 PA USD 59007.59 0.0234719773 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.946630000000 N N N N N N HOME RE 2018-1 LTD HMIR 2018 1 M1 144A N/A 43730MAA6 177125.34 PA USD 176450.56 0.0701883188 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 2.546630000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XZU5 235000 PA USD 239316.3 0.0951949869 Long DBT CORP CA N 2 2024-07-16 Fixed 2.550000000000 N N N N N N SBA Tower Trust N/A 78403DAL4 530000 PA USD 527008.52 0.2096328966 Long DBT CORP US N 2 2022-04-11 Fixed 3.168000000000 N N N N N N PROVINCE OF BRIT 20200702 00000.0000000000 N/A 743989RC1 100000 PA 70983.44 0.0282357183 Long DBT NUSS CA N 2 2020-07-02 None 0.000000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRA VOLT 2019 NPL9 A1A 144A N/A 92870EAA1 217154.91 PA USD 192102.7 0.0764144106 Long ABS-MBS CORP US N 2 2049-11-26 Variable 3.326900000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust N/A 92927XAA2 19910.02 PA USD 16246.4 0.0064624760 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.720804000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAQ8 304634 PA USD 323111.94 0.1285271288 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.101000000000 N N N N N N SBA Tower Trust N/A 78403DAM2 435000 PA USD 439839.98 0.1749590861 Long DBT CORP US N 2 2023-03-15 Fixed 3.448000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 300000 PA USD 289769.97 0.1152643949 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust N/A 93934NAA3 30543.22 PA USD 18235.85 0.0072538373 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.546630000000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 78442FEL8 50000 PA USD 48847.5 0.0194305073 Long DBT CORP US N 2 2022-01-25 Fixed 7.250000000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAK6 35000 PA USD 14809.48 0.0058908994 Long DBT CORP US N 2 2022-11-15 Fixed 6.125000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAT3 200000 PA USD 197985.3 0.0787543851 Long DBT CORP US N 2 2022-03-28 Fixed 3.700000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BD5 45000 PA USD 44100 0.0175420518 Long DBT CORP US N 2 2025-07-15 Fixed 5.500000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BF0 65000 PA USD 63365.25 0.0252053627 Long DBT CORP US N 2 2027-05-15 Fixed 5.500000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BN3 35000 PA USD 31325 0.0124604257 Long DBT CORP US N 2 2030-07-15 Fixed 4.000000000000 N N N N N N Metinvest B.V. N/A ZR8877386 195000 PA 145848.74 0.0580155589 Long DBT CORP NL N 2 2025-06-17 Fixed 5.625000000000 N N N N N N BNG Bank N.V. N/A ZS8778442 910000 PA 582978.65 0.2318966362 Long DBT CORP NL N 2 2025-11-26 Fixed 1.900000000000 N N N N N N Bayview Mortgage Fund IVc Trust 2017-RT3 N/A 07326TAA6 369973.21 PA USD 363056.56 0.1444162578 Long ABS-MBS CORP US N 2 2058-01-28 Variable 3.500000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2017 SPL5 A 144A N/A 07331UAA6 278903.66 PA USD 272696.6 0.1084729677 Long ABS-MBS CORP US N 2 2057-06-28 Variable 3.500000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2017 SPL4 A 144A N/A 07331YAA8 236249.35 PA USD 234292.19 0.0931965017 Long ABS-MBS CORP US N 2 2055-01-28 Variable 3.500000000000 N N N N N N BAYVIEW KOITERE FUND TRUST 201 BOMFT 2017 RT4 A 144A N/A 07332CAA5 544646.35 PA USD 542480.45 0.2157873047 Long ABS-MBS CORP US N 2 2057-07-28 Variable 3.500000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2017 SPL1 A 144A N/A 07333NAA0 463850.07 PA USD 463427.87 0.1843418523 Long ABS-MBS CORP US N 2 2064-10-28 Variable 4.000000000000 N N N N N N CAL Funding II Limited 54930028MHWK34KZT715 12479LAA8 51666.87 PA USD 51126.37 0.0203369939 Long ABS-O CORP BM N 2 2027-10-25 Fixed 3.470000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2019 R03 1M2 144A N/A 20753MAF5 241454.03 PA USD 197682.91 0.0786341007 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 3.096630000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2019 R04 2M2 144A N/A 20753TAB9 380000 PA USD 309046.93 0.1229323638 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 3.046630000000 N N N N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 52925.94 0.0210528249 N/A DFE CORP MX N 2 GOLDMAN SACHS INTERNATIONAL N/A 5530000.000000000000 MXN 272467.480000000000 USD 2021-06-10 52925.940000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 564.71 0.0002246298 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 35000.000000000000 EUR 39228.740000000000 USD 2020-05-14 564.710000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 1118.42 0.0004448839 N/A DFE CORP DE N 2 GOLDMAN SACHS INTERNATIONAL N/A 55000.000000000000 EUR 61911.470000000000 USD 2020-05-29 1118.420000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 555.36 0.0002209105 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 10000.000000000000 CAD 7662.330000000000 USD 2020-04-15 555.360000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 118758.1 0.0472394725 N/A DFE CORP NZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 2061000.000000000000 NZD 1348277.350000000000 USD 2020-04-30 118758.100000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 189.13 0.0000752319 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 25000.000000000000 EUR 27979.500000000000 USD 2020-11-27 189.130000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 1366.27 0.0005434734 N/A DFE CORP CA N 2 NATWEST MARKETS PLC N/A 30000.000000000000 CAD 22694.490000000000 USD 2020-05-22 1366.270000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 6739.06 0.0026806562 N/A DFE CORP CA N 2 HSBC BANK USA N/A 150000.000000000000 CAD 113468.720000000000 USD 2020-11-25 6739.060000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 1794.72 0.0007139018 N/A DFE CORP CA N 2 BNP PARIBAS SA N/A 40000.000000000000 CAD 30228.270000000000 USD 2020-04-30 1794.720000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 5932.72 0.0023599111 N/A DFE CORP CA N 2 HSBC BANK USA N/A 150000.000000000000 CAD 112662.380000000000 USD 2020-11-25 5932.720000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2848.27 0.0011329819 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 70000.000000000000 CAD 52614.120000000000 USD 2020-05-22 2848.270000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD -3656.53 -0.0014544907 N/A DFE CORP JP N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 21850000.000000000000 JPY 199971.080000000000 USD 2020-05-18 -3656.530000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2386.78 0.0009494108 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 55000.000000000000 CAD 41490.940000000000 USD 2020-06-01 2386.780000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 37645.36 0.0149745318 N/A DFE CORP CA N 2 HSBC BANK USA N/A 892000.000000000000 CAD 671831.940000000000 USD 2020-05-29 37645.360000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD -13519.66 -0.0053778362 N/A DFE CORP JP N 2 JPMORGAN CHASE BANK N.A N/A 110350000.000000000000 JPY 1015438.160000000000 USD 2020-06-01 -13519.660000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 22282.14 0.0088633663 N/A DFE CORP DE N 2 DEUTSCHE BANK AG N/A 1621000.000000000000 EUR 1815276.850000000000 USD 2020-06-17 22282.140000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 1925.12 0.0007657722 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK N/A 251000.000000000000 GBP 314107.680000000000 USD 2020-06-17 1925.120000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -702.18 -0.0002793124 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 127904.150000000000 USD 115000.000000000000 EUR 2020-06-17 -702.180000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -685.71 -0.0002727610 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 78113.000000000000 USD 70000.000000000000 EUR 2020-06-17 -685.710000000000 N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 1954.65 0.0007775186 N/A DFE CORP JP N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 8250000.000000000000 JPY 78923.960000000000 USD 2020-06-15 1954.650000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 1153.2 0.0004587187 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 87335.130000000000 USD 80000.000000000000 EUR 2020-06-17 1153.200000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC 6006.31 0.0023891837 N/A DFE CORP GB N 2 JPMORGAN CHASE BANK N.A N/A 110906.680000000000 USD 94000.000000000000 GBP 2020-06-17 6006.310000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 2449.79 0.0009744749 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 97099.580000000000 USD 90000.000000000000 EUR 2020-06-17 2449.790000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 5614.22 0.0022332185 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 349445.190000000000 USD 321000.000000000000 EUR 2020-06-17 5614.220000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 1717.31 0.0006831098 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 142076.220000000000 USD 130000.000000000000 EUR 2020-06-17 1717.310000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -534.3 -0.0002125333 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 180829.270000000000 USD 163000.000000000000 EUR 2020-06-17 -534.300000000000 N N N Domino's Pizza Master Issuer LLC N/A 25755TAJ9 364450 PA USD 351883.76 0.1399719532 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.116000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F022444 4300000 PA USD 4463725.94 1.7755762249 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022642 1680000 PA USD 1741475.4 0.6927222590 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022659 10200000 PA USD 10554118.5 4.1982061926 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE POOL MBS 15YR TBA N/A 01F030447 7300000 PA USD 7643784.01 3.0405363902 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F030645 3400000 PA USD 3565431.08 1.4182534372 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F030652 3400000 PA USD 3561845.1 1.4168270099 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F040644 5800000 PA USD 6191092.84 2.4626864195 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F042640 3300000 PA USD 3548565.24 1.4115445611 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F050643 1800000 PA USD 1942600.5 0.7727255904 Long ABS-MBS USGSE US N 2 N/A Fixed 5.000000000000 N N N N N N AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 2A11 N/A 02660UAE0 45559.22 PA USD 32686.12 0.0130018505 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.905850000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2014 C04 1M2 N/A 30711XAP9 121245.74 PA USD 115373.03 0.0458929629 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.846630000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2015 C04 1M2 N/A 30711XBF0 61893.89 PA USD 61196.85 0.0243428188 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 6.646630000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2016 C02 1M2 N/A 30711XCB8 52272.69 PA USD 51006.88 0.0202894633 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 6.946630000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2016 C07 2M2 N/A 30711XEC4 372774 PA USD 355416.38 0.1413771550 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 5.296630000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2017 C01 1M2 N/A 30711XEP5 238528.41 PA USD 218207.84 0.0867984858 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 4.496630000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/28 FIXED 7.5 N/A 31283G6Z5 1293.29 PA USD 1459.05 0.0005803794 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/27 FIXED 7.5 N/A 31283GX77 446.78 PA USD 502.95 0.0002000629 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/34 FIXED 6.5 N/A 31283H4E2 3129.72 PA USD 3645.49 0.0014500992 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.500000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2019 3 D N/A 03066NAG9 295000 PA USD 277861.09 0.1105272931 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.580000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AP5 280000 PA USD 271685.78 0.1080708847 Long DBT CORP GB N 2 2025-05-14 Fixed 4.875000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AR1 200000 PA USD 195400.85 0.0777263453 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 200000 PA USD 203032.98 0.0807622459 Long DBT CORP GB N 2 2030-04-01 Fixed 5.625000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBQ0 299000 PA USD 283189.1 0.1126466633 Long DBT CORP US N 2 2042-07-15 Fixed 3.750000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBU1 668000 PA USD 777665.67 0.3093390350 Long DBT CORP US N 2 2039-01-23 Fixed 5.450000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 145000 PA USD 153602.34 0.0610997778 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AP5 155000 PA USD 159202.83 0.0633275348 Long DBT CORP US N 2 2058-04-15 Fixed 4.750000000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752AL7 160000 PA USD 155775.29 0.0619641316 Long DBT CORP US N 2 2029-09-15 Fixed 2.875000000000 N N N N N N Aon Corporation N/A 037389BD4 185000 PA USD 184093.57 0.0732285473 Long DBT CORP US N 2 2022-11-15 Fixed 2.200000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/25 FIXED 7.5 N/A 3128F5WP9 609.82 PA USD 681.31 0.0002710108 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/28 FIXED 7.5 N/A 3128FV3U3 460.17 PA USD 468.17 0.0001862282 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.500000000000 N N N N N N BANK 2019-BNK18 BANK 2019 BN18 XA N/A 065402BD0 1426428.02 PA USD 90545.8 0.0360172134 Long ABS-MBS CORP US N 2 2062-05-15 Variable 0.905146000000 N N N N N N BANK 2019-BNK20 BANK 2019 BN20 XA N/A 06540AAE1 2459909.11 PA USD 149839.95 0.0596031782 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.840677000000 N N N N N N BELLEMEADE RE 2019-1 LTD BMIR 2019 1A M1A 144A N/A 07876RAA4 73110.93 PA USD 72741.59 0.0289350734 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 2.246630000000 N N N N N N BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA N/A 08161HAG5 2389556.42 PA USD 74600.04 0.0296743257 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.537594000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/34 FIXED 5 N/A 3128M6Y28 146475.63 PA USD 162473.3 0.0646284589 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 N N N N N N MFRA TRUST MFRA 2017 NPL1 A1 144A N/A 552761AA6 420759.42 PA USD 428459.91 0.1704323338 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.351500000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2019 B12 XA N/A 08162FAK9 1098218.7 PA USD 73609.54 0.0292803257 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.068078000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA N/A 08162PAY7 1342821.12 PA USD 41822.84 0.0166362455 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.521696000000 N N N N N N NXP B.V. N/A 62947QAZ1 310000 PA USD 330980.94 0.1316572513 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875000000000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAE8 35000 PA USD 34300 0.0136438180 Long DBT CORP US N 2 2023-09-25 Fixed 7.250000000000 N N N N N N BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA N/A 08162UAY6 4918743.39 PA USD 219303.16 0.0872341811 Long ABS-MBS CORP US N 2 2052-01-15 Variable 0.666467000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HK2 50000 PA USD 54876.11 0.0218285615 Long DBT CORP US N 2 2048-03-01 Fixed 4.300000000000 N N N N N N Qorvo Inc. N/A 74736KAF8 20000 PA USD 20905 0.0083155690 Long DBT CORP US N 2 2026-07-15 Fixed 5.500000000000 N N N N N N Qualcomm Incorporated H1J8DDZKZP6H7RWC0H53 747525AJ2 50000 PA USD 63277.28 0.0251703701 Long DBT CORP US N 2 2035-05-20 Fixed 4.650000000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 225000 PA USD 233040.23 0.0926984984 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAN1 300000 PA USD 301371.21 0.1198791240 Long DBT CORP US N 2 2025-06-15 Fixed 3.950000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAT8 50000 PA USD 49525.14 0.0197000583 Long DBT CORP US N 2 2021-04-15 Fixed 2.450000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBF8 245000 PA USD 283745.41 0.1128679517 Long DBT CORP US N 2 2040-03-19 Fixed 4.227000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBG6 190000 PA USD 232500.94 0.0924839802 Long DBT CORP US N 2 2050-03-19 Fixed 4.327000000000 N N N N N N Fair Isaac Corporation RI6HET5SJUEY30V1PS26 303250AF1 28000 PA USD 26880 0.0106922982 Long DBT CORP US N 2 2028-06-15 Fixed 4.000000000000 N N N N N N Qualcomm Incorporated H1J8DDZKZP6H7RWC0H53 747525AK9 160000 PA USD 212999.54 0.0847267337 Long DBT CORP US N 2 2045-05-20 Fixed 4.800000000000 N N N N N N Rede D'Or Finance Sarl N/A 75735GAA6 680000 PA USD 589900 0.2346498036 Long DBT CORP LU N 2 2030-01-22 Fixed 4.500000000000 N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A N/A 40423XAF9 229305.22 PA USD 228269.93 0.0908009735 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.265000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2018 GS1 A1 144A N/A 52473DAA8 800875.81 PA USD 771923.43 0.3070548927 Long ABS-MBS CORP US N 2 2058-03-25 Variable 4.000000000000 N N N N N N New Residential Mortgage Loan Trust 2016-4 N/A 64829LAA6 391594.35 PA USD 402746.29 0.1602039970 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.750000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCT7 120000 PA USD 86822.4 0.0345361233 Long DBT CORP MX N 2 2030-01-23 Fixed 6.840000000000 N N N N N N YPF Sociedad Anonima 5493003N7447U18U5U53 984245AP5 6797946 PA 57079.05 0.0227048447 Long DBT CORP AR N 2 2022-05-09 Fixed 16.500000000000 N N N N N N Zimmer Biomet Holdings Inc. 2P2YLDVPES3BXQ1FRB91 98956PAS1 175000 PA USD 171982.71 0.0684111021 Long DBT CORP US N 2 2026-01-15 Fixed 3.050000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCW0 50000 PA USD 34750 0.0138228186 Long DBT CORP MX N 2 2050-01-23 Fixed 7.690000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EW9 90000 PA USD 94440.71 0.0375665266 Long DBT CORP US N 2 2030-04-01 Fixed 2.625000000000 N N N N N N RBS Global Inc. N/A 76168JAR7 50145.78 PA USD 45569.98 0.0181267789 Long LON CORP US N 2 2024-08-21 Floating 2.68 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAU1 115444.49 PA USD 108806.43 0.0432809077 Long LON CORP US N 2 2023-02-05 Floating 3.74 N N N N N N JH COLLATERAL N/A N/A 447815.17 NS USD 4477032.18 1.7808691671 Long EC RF US N 1 N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2014 LC16 A5 549300PX4QZK7CUM8D08 94988XAU0 310000 PA USD 322070.78 0.1281129772 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.817000000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAZ3 1645694.33 PA USD 70926.63 0.0282131205 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.114187000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HBM1 40000 PA USD 31855.68 0.0126715190 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.158081000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 XA 549300ZVNWG0TX42H716 94989VAG4 3762100.78 PA USD 139595.01 0.0555279567 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.106377000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CT5 120000 PA USD 119383.01 0.0474880486 Long DBT CORP US N 2 2027-02-21 Fixed 2.200000000000 N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CU2 170000 PA USD 168678.85 0.0670968961 Long DBT CORP US N 2 2030-02-21 Fixed 2.450000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CV0 65000 PA USD 65417.72 0.0260217921 Long DBT CORP US N 2 2025-02-21 Fixed 1.900000000000 N N N N N N CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A N/A 12651RAA5 248830.36 PA USD 238672.86 0.0949390400 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.250000000000 N N N N N N CENTURY PLAZA TOWERS 2019-CPT CPTS 2019 CPT A 144A N/A 12654YAA7 345000 PA USD 337950.17 0.1344294643 Long ABS-MBS CORP US N 2 2039-11-13 Fixed 2.865000000000 N N N N N N COMM 2019-WCM MORTGAGE TRUST COMM 2019 WCM A 144A N/A 12655HAA3 560000 PA USD 503787.98 0.2003962545 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.604630000000 N N N N N N Alternative Loan Trust 2005-7CB N/A 12667F4T9 145765.44 PA USD 118279.02 0.0470489046 Long ABS-MBS CORP US N 2 2038-03-01 Floating 1.396630000000 N N N N N N Alternative Loan Trust 2005-27 N/A 12667GN33 165387.61 PA USD 131284.09 0.0522220477 Long ABS-MBS CORP US N 2 2035-08-25 Floating 3.315850000000 N N N N N N Alternative Loan Trust 2005-72 N/A 12668A3N3 23860.07 PA USD 19853.54 0.0078973203 Long ABS-MBS CORP US N 2 2036-01-25 Floating 1.486630000000 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 CWALT 2005 56 5A1 N/A 12668AHE8 79367.67 PA USD 61244.25 0.0243616736 Long ABS-MBS CORP US N 2 2035-11-25 Floating 1.266630000000 N N N N N N Alternative Loan Trust 2006-9T1 N/A 12668BVA8 93542.5 PA USD 59680.1 0.0237394876 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.750000000000 N N N N N N CHL Mortgage Pass-Through Trust 2005-2 N/A 12669GPT2 38366.14 PA USD 31281.82 0.0124432496 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.626630000000 N N N N N N Chase Mortgage Finance Trust Series 2005-S3 N/A 16162WNL9 170292.42 PA USD 147481.24 0.0586649330 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.500000000000 N N N N N N CHL Mortgage Pass-Through Trust 2007-HY4 N/A 17025RAA3 105377.1 PA USD 87351.7 0.0347466677 Long ABS-MBS CORP US N 2 2047-09-25 Variable 3.791929000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC23 N/A 17322VAY2 1970382.46 PA USD 63447.1 0.0252379209 Long ABS-MBS CORP US N 2 2047-07-10 Variable 0.953126000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC29 XA N/A 17323VBF1 1741264.28 PA USD 72925.19 0.0290081056 Long ABS-MBS CORP US N 2 2048-04-10 Variable 1.077218000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE 11/70 1 N/A 17328DAA8 260811.65 PA USD 267988.4 0.1066001448 Long ABS-MBS CORP US N 2 2070-11-25 Variable 3.228000000000 N N N N N N COLT FUNDING LLC 05/49 1 N/A 19685TAA6 267340.02 PA USD 261573.31 0.1040483570 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.337000000000 N N N N N N COLT FUNDING LLC 11/49 2.579 N/A 196860AA8 434133.05 PA USD 421062.35 0.1674897402 Long ABS-MBS CORP US N 2 2049-11-25 Variable 2.579000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/49 6.4 N/A 25714PEB0 425000 PA USD 374000 0.1487693279 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.400000000000 N N N N N N Gardner Denver Inc. 549300MJL50HVCB7RP74 365556AT6 124318.53 PA USD 116237.83 0.0462369622 Long LON CORP US N 2 2027-03-01 Floating 2.74 N N N N N N Golden Entertainment Inc. 549300P8YYCKQVJ0Y638 38101JAC0 120625 PA USD 90468.75 0.0359865645 Long LON CORP US N 2 2024-10-21 Floating 3.96 N N N N N N ION Media Networks Inc. N/A 46205DAK3 204973.11 PA USD 186525.53 0.0741959298 Long LON CORP US N 2 2024-12-18 Floating 4.00 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A N/A 61764BAA1 610000 PA USD 614233.1 0.2443289986 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.912000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2014 MP A 144A N/A 61764JAA4 475000 PA USD 476706.11 0.1896236567 Long ABS-MBS CORP US N 2 2033-08-11 Fixed 3.469000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2014 C19 XA N/A 61764PBV3 1077267.27 PA USD 37968.5 0.0151030701 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.002713000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 1776 C 144A N/A 63875BAE5 185000 PA USD 162777.37 0.0647494116 Long ABS-MBS CORP US N 2 2036-10-15 Fixed 2.906400000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOA 09/59 1 N/A 64828EAA3 250922.34 PA USD 247099.61 0.0982910238 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.491880000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A N/A 64828FCQ3 545740.58 PA USD 506966.2 0.2016604836 Long ABS-MBS CORP US N 2 2048-01-25 Floating 1.696630000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A N/A 64828NAA3 428762.92 PA USD 406284.68 0.1616114941 Long ABS-MBS CORP US N 2 2057-06-25 Floating 2.446630000000 N N N N N N New Residential Mortgage Loan Trust 2016-2 N/A 64829GAA7 386421.8 PA USD 397841.45 0.1582529549 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.750000000000 N N N N N N New Residential Mortgage Loan Trust 2017-2 N/A 64829KBV1 663205.08 PA USD 688718.25 0.2739576235 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.000000000000 N N N N N N New Residential Mortgage Loan Trust 2017-4 N/A 64829NAA2 412289 PA USD 427494.51 0.1700483180 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A A1B 144A N/A 64830MAG8 429610.82 PA USD 437115.56 0.1738753692 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.500000000000 N N N N N N OBX 2019-INV1 TRUST OBX 2019 INV1 A8 144A N/A 67098AAH2 422399.59 PA USD 419625.19 0.1669180682 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.000000000000 N N N N N N Oaktown Re II Ltd. N/A 67400CAA6 188112.04 PA USD 187123.19 0.0744336663 Long ABS-MBS CORP US N 2 2028-07-25 Floating 2.496630000000 N N N N N N Oaktown Re III Ltd N/A 67400KAA8 326117.63 PA USD 324588.07 0.1291143022 Long ABS-MBS CORP US N 2 2029-07-25 Floating 2.346630000000 N N N N N N Panama Government International Bond N/A 698299BM5 200000 PA USD 216500 0.0861191430 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.500000000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST 2019-1R N/A 73021CAA3 362292.04 PA USD 348118.49 0.1384742080 Long ABS-MBS CORP US N 2 2024-03-27 Floating 3.612630000000 N N N N N N Ville de Quebec N/A 747874MP7 85000 PA 60583.56 0.0240988650 Long DBT NUSS CA N 2 2020-07-07 Fixed 2.000000000000 N N N N N N Uruguay Government International Bond N/A 760942BD3 25000 PA USD 28312.75 0.0112622160 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.975000000000 N N N N N N Sprint Communications Inc. 549300JKU50UT08ZWD77 85208EAB6 135800 PA USD 134781.5 0.0536132438 Long LON CORP US N 2 2024-02-02 Floating 3.5 N N N N N N Staples Inc. XQM2JINI1UL7642TU573 855031AQ3 127412.18 PA USD 100018.56 0.0397852779 Long LON CORP US N 2 2026-04-16 Floating 6.52 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BN1 40000 PA USD 41028.82 0.0163204010 Long DBT CORP US N 2 2023-04-15 Fixed 3.000000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 80000 PA USD 89826.02 0.0357309001 Long DBT CORP US N 2 2037-05-01 Fixed 6.550000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 195000 PA USD 205481.4 0.0817361759 Long DBT CORP US N 2 2040-11-15 Fixed 5.875000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 415000 PA USD 390107.82 0.1551766797 Long DBT CORP US N 2 2042-09-15 Fixed 4.500000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 89364MBQ6 97689.14 PA USD 88652.89 0.0352642536 Long LON CORP US N 2 2025-05-30 Floating 3.24 N N N N N N The Ultimate Software Group Inc. N/A 90385KAB7 99500 PA USD 92368.84 0.0367423803 Long LON CORP US N 2 2026-05-04 Floating 4.74 N N N N N N VERICREST OPPORTUNITY LOAN TRU 10/49 3.1789 N/A 92870DAA3 405588.81 PA USD 359043.84 0.1428200823 Long ABS-MBS CORP US N 2 2049-10-25 Variable 3.178900000000 N N N N N N VERICREST OPPORTUNITY LOAN 12/49 3.4255 N/A 92870FAA8 754743.01 PA USD 694045.22 0.2760765800 Long ABS-MBS CORP US N 2 2049-12-27 Variable 3.425500000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 3A D 144A N/A 96042HAL4 420000 PA USD 388320.07 0.1544655504 Long ABS-O CORP US N 2 2024-11-15 Fixed 2.720000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2017 2A D 144A N/A 96042MAL3 535000 PA USD 532932.6 0.2119893709 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.280000000000 N N N N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 69000 PA USD -15154.58 -0.0060281729 N/A DCR CORP US N 2 MORGAN STANLEY N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 11172.760000000000 USD 69000 USD -3981.82 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 255000 PA USD -56006.06 -0.0222780318 N/A DCR CORP US N 2 MORGAN STANLEY N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 39832.590000000000 USD 255000 USD -16173.47 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 1390000 PA USD -305287.92 -0.1214371088 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 86621.010000000000 USD 1390000 USD -218666.91 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 1335000 PA USD -293208.19 -0.1166320464 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 82324.690000000000 USD 1335000 USD -210883.5 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 115000 PA USD -25257.63 -0.0100469536 N/A DCR CORP US N 2 MORGAN STANLEY N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 18611.850000000000 USD 115000 USD -6645.78 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 110000 PA USD -24159.48 -0.0096101326 N/A DCR CORP US N 2 DEUTSCHE BANK AG N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 17777.250000000000 USD 110000 USD -6382.23 N N N CDS CDX.NA.IG.33 R 100 20241220 N/A N/A 2535000 PA USD -9080.62 -0.0036120795 N/A DCR CORP US N 2 ICE N/A CDX IG CDSI S33 CDX.NA.IG.33 Y Selling protection on reference asset 2024-12-20 61028.320000000000 USD 0.000000000000 USD 2535000 USD -70108.94 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 130000 PA USD -28552.11 -0.0113574284 N/A DCR CORP US N 2 MORGAN STANLEY N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 20645.950000000000 USD 130000 USD -7906.16 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 140000 PA USD -30748.42 -0.0122310743 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 22469.780000000000 USD 140000 USD -8278.64 N N N CDS CDX.EM.33 R 100 20250620 N/A N/A 2125000 PA USD -247569.3 -0.0984778566 N/A DCR CORP US N 2 ICE N/A CDX EM CDSI S33 CDX.EM.33 Y Selling protection on reference asset 2025-06-20 0.000000000000 USD 254066.910000000000 USD 2125000 USD 6497.61 N N N CDS CDX.NA.HY.33 P 500 20241220 N/A N/A 78400 PA USD -5009.75 -0.0019927731 N/A DCR CORP US N 2 ICE N/A CDX HY CDSI S33 CDX.NA.HY.33 Y Buying protection on reference asset 2024-12-20 4947.730000000000 USD 0.000000000000 USD 78400 USD -9957.48 N N N IRS USD R 0.48 20200401-20250401 N/A N/A 520000 PA USD -915.41 -0.0003641308 N/A DIR CORP US N 2 LCH N/A Y 2025-04-01 0.000000000000 USD 0.000000000000 USD 520000 USD -915.41 N N N IRS USD P 4.32 20081217-20281217 N/A N/A 5100000 PA USD -1603881.15 -0.6379901624 N/A DIR CORP US N 2 JPMORGAN CHASE BANK N.A. N/A Y 2028-12-17 0.000000000000 USD 0.000000000000 USD 5100000 USD -1603881.15 N N N IRS USD P 3.43 20090617-20390617 N/A N/A 2100000 PA USD -986005.02 -0.3922120432 N/A DIR CORP US N 2 JPMORGAN CHASE BANK N.A. N/A Y 2039-06-17 0.000000000000 USD 0.000000000000 USD 2100000 USD -986005.02 N N N IRS USD P 1.63 20161114-20261114 N/A N/A 1620000 PA USD -142739.16 -0.0567786334 N/A DIR CORP US N 2 LCH N/A Y 2026-11-14 0.000000000000 USD 0.000000000000 USD 1620000 USD -142739.16 N N N IRS USD P 2.75 20171220-20471220 N/A N/A 1640000 PA USD -779595.32 -0.3101066091 N/A DIR CORP US N 2 LCH N/A Y 2047-12-20 0.000000000000 USD 34178.780000000000 USD 1640000 USD -745416.54 N N N IRS USD P 1.72 20191029-20291029 N/A N/A 445000 PA USD -42311.98 -0.0168308150 N/A DIR CORP US N 2 LCH N/A Y 2029-10-29 0.000000000000 USD 0.000000000000 USD 445000 USD -42311.98 N N N IRS USD P 1.77 20191030-20291030 N/A N/A 720000 PA USD -72107.57 -0.0286828736 N/A DIR CORP US N 2 LCH N/A Y 2029-10-30 0.000000000000 USD 0.000000000000 USD 720000 USD -72107.57 N N N IRS USD P 1.77 20191030-20291030 N/A N/A 650000 PA USD -64882.42 -0.0258088610 N/A DIR CORP US N 2 LCH N/A Y 2029-10-30 0.000000000000 USD 0.000000000000 USD 650000 USD -64882.42 N N N IRS USD P 1.73 20191029-20291029 N/A N/A 1440000 PA USD -138413.38 -0.0550579292 N/A DIR CORP US N 2 LCH N/A Y 2029-10-29 0.000000000000 USD 0.000000000000 USD 1440000 USD -138413.38 N N N IRS USD P 1.72 20191029-20291029 N/A N/A 865000 PA USD -82654.73 -0.0328783118 N/A DIR CORP US N 2 LCH N/A Y 2029-10-29 0.000000000000 USD 0.000000000000 USD 865000 USD -82654.73 N N N IRS USD P 0.84 20200319-20300320 N/A N/A 1390000 PA USD -16775.77 -0.0066730482 N/A DIR CORP US N 2 LCH N/A Y 2030-03-20 0.000000000000 USD 0.000000000000 USD 1390000 USD -16775.77 N N N IRS USD P 2.36 20190409-20240409 N/A N/A 4720000 PA USD -355969.66 -0.1415972382 N/A DIR CORP US N 2 LCH N/A Y 2024-04-09 0.000000000000 USD 0.000000000000 USD 4720000 USD -355969.66 N N N IRS USD P 2.36 20190409-20240409 N/A N/A 3540000 PA USD -267261.15 -0.1063108601 N/A DIR CORP US N 2 LCH N/A Y 2024-04-09 0.000000000000 USD 0.000000000000 USD 3540000 USD -267261.15 N N N IRS USD P 2.36 20190409-20240409 N/A N/A 3445000 PA USD -260434.08 -0.1035951953 N/A DIR CORP US N 2 LCH N/A Y 2024-04-09 0.000000000000 USD 0.000000000000 USD 3445000 USD -260434.08 N N N 2020-04-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX