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 2020-06-30 N 352881761.200000000000 105402321.730000000000 247479439.470000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 105027379.860000000000 7293.220000000000 0.000000000000 1844377.940000000000 USD ARS CAD GBP EUR MXN N FANNIE MAE CONNECTICUT AVENUE CAS 2015 C04 1M2 N/A 30711XBF0 56114.1 PA USD 58972.16 0.0238291149 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 5.884500000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2016 C02 1M2 N/A 30711XCB8 45892.01 PA USD 47588.48 0.0192292661 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 6.184500000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2016 C07 2M2 N/A 30711XEC4 321684.94 PA USD 332774.8 0.1344656351 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 4.534500000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2017 C01 1M2 N/A 30711XEP5 210584.7 PA USD 214095.21 0.0865103018 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.734500000000 N N N N N N MTRO COMMERCIAL MORTGAGE TRUST MTRO 2019 TECH D 144A N/A 55378MAG4 300000 PA USD 282736.35 0.1142463999 Long ABS-MBS CORP US N 2 2033-12-15 Floating 1.984750000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BH4 120000 PA USD 154016.58 0.0622340912 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 50330.55 0.0203372652 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 69409.87 0.0280467218 Long DBT CORP US N 2 2030-03-26 Fixed 3.350000000000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-13 N/A 576433UM6 23296.92 PA USD 23265.61 0.0094010274 Long ABS-MBS CORP US N 2 2034-11-21 Variable 4.088333000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFE9 180000 PA USD 192919.76 0.0779538536 Long DBT CORP US N 2 2023-04-01 Fixed 3.350000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFK5 210000 PA USD 232729.76 0.0940400384 Long DBT CORP US N 2 2049-09-01 Fixed 3.625000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFR0 160000 PA USD 193802 0.0783103438 Long DBT CORP US N 2 2050-04-01 Fixed 4.200000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 59023VAA8 300000 PA USD 491658.8 0.1986665240 Long DBT CORP US N 2 2038-05-14 Fixed 7.750000000000 N N N N N N EURO BUXL 30Y BND 0920 N/A ADI1HJM98 1 NC -9070.4613988019 -0.0036651374 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short Euro 30yr 4% Bond Euro 30yr 4% Bond 2020-09-08 -210286.600000000000 EUR -9070.461398801900 N N N EURO-BUND FUTURE 0920 N/A ADI1HJMC1 9 NC -1323.49372413142 -0.0005347894 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND N/A Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2020-09-08 -1584351.990000000000 EUR -1323.493724131420 N N N US 5YR NOTE CBT 0920 N/A ADI1HVCQ4 71 NC USD 12471.62 0.0050394570 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long US 5yr 6% US 5yr 6% 2020-09-30 8914669.010000000000 USD 12471.620000000000 N N N US ULTRA BONDCBT 0920 N/A ADI1JZCF7 51 NC USD -2812.01 -0.0011362600 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 30yr 6% US 30yr 6% 2020-09-21 -11116781.740000000000 USD -2812.010000000000 N N N US 10YR ULTRA FUT 0920 N/A ADI1JZD58 40 NC USD -8260.7 -0.0033379339 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2020-09-21 -6287989.300000000000 USD -8260.700000000000 N N N US 10YR NOTE CBT 0920 N/A ADI1JZD82 9 NC USD -4577.41 -0.0018496122 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 10yr 6% US 10yr 6% 2020-09-21 -1247688.220000000000 USD -4577.410000000000 N N N US LONG BONDCBT 0920 N/A ADI1JZDD1 14 NC USD -14935.53 -0.0060350589 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Short US 20yr 6% US 20yr 6% 2020-09-21 -2483626.970000000000 USD -14935.530000000000 N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BS4 335000 PA USD 339736.01 0.1372784789 Long DBT CORP US N 2 2030-06-03 Fixed 1.500000000000 N N N N N N ATRIUM XII ATRM 12A AR 144A N/A 04965CAJ7 758726.55 PA USD 751923.81 0.3038328403 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 1.927630000000 N N N N N N AVERY POINT IV CLO LTD AVERY 2014 1A AR 144A N/A 05363UAS2 190795.46 PA USD 190451.46 0.0769564778 Long ABS-CBDO CORP KY N 2 2026-04-25 Floating 2.091380000000 N N N N N N Carlyle Global Market Strategies CLO 2015-2 Ltd. N/A 14311FAN1 603633.32 PA USD 596917.9 0.2411989866 Long ABS-CBDO CORP KY N 2 2027-04-27 Floating 1.771380000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2014 C04 1M2 N/A 30711XAP9 113591.88 PA USD 116645.6 0.0471334509 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.084500000000 N N N N N N Freddie Mac Stacr Trust 2019-Hqa1 N/A 35563MAH9 448830.37 PA USD 439260.63 0.1774937873 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 2.534500000000 N N N N N N Freddie Mac STACR Trust 2019-DNA2 N/A 35564LAH0 330369.69 PA USD 325627.56 0.1315776214 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 2.634500000000 N N N N N N Freddie Mac Stacr Trust 2019-DNA3 N/A 35564TAH3 278466.78 PA USD 272227.37 0.1099999946 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 2.234500000000 N N N N N N FREDDIE MAC STACR 2019-HQA3 STACR 2019 HQA3 M2 144A N/A 35564XAH4 208647.2 PA USD 201497.57 0.0814199234 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 2.034500000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAB8 80000 PA USD 85679.99 0.0346210538 Long DBT CORP US N 2 2029-08-15 Fixed 3.200000000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAD4 185000 PA USD 193484.48 0.0781820423 Long DBT CORP US N 2 2030-05-15 Fixed 2.900000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GFD1 165000 PA USD 237921.65 0.0961379460 Long DBT CORP US N 2 2037-10-01 Fixed 6.750000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GGM0 90000 PA USD 134387.61 0.0543025353 Long DBT CORP US N 2 2041-02-01 Fixed 6.250000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWZ3 225000 PA USD 261749.88 0.1057663136 Long DBT CORP US N 2 2029-05-01 Variable 4.223000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38148YAA6 235000 PA USD 274546.92 0.1109372644 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 25531.25 0.0103165136 Long DBT CORP US N 2 2026-10-15 Fixed 5.375000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AY5 200000 PA USD 204223.76 0.0825215058 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 248638.08 0.1004681765 Long DBT CORP GB N 2 2023-03-13 Variable 3.262000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BT5 200000 PA USD 231019.26 0.0933488699 Long DBT CORP GB N 2 2029-06-19 Variable 4.583000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 40434LAA3 135000 PA USD 139512.02 0.0563731760 Long DBT CORP US N 2 2025-06-17 Fixed 2.200000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 40434LAB1 135000 PA USD 141503.25 0.0571777802 Long DBT CORP US N 2 2027-06-17 Fixed 3.000000000000 N N N N N N Halliburton Company ENYF8GB5SMQZ25S06U51 406216BL4 120000 PA USD 113808.38 0.0459870041 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 50375 0.0203552263 Long DBT CORP US N 2 2026-05-15 Fixed 4.875000000000 N N N N N State of Illinois 54930048FV8RWPR02D67 452151LE1 336818.18 PA USD 340246.99 0.1374849526 Long DBT MUN US N 2 2023-06-01 Fixed 4.950000000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152BK6 80000 PA USD 80494.4 0.0325256919 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 127594.8 0.0515577376 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 39397.2 0.0159193831 Long DBT MUN US N 2 2023-01-01 Fixed 5.000000000000 N N N N N N LCM XX LP LCM 20A AR 144A N/A 50188WAE8 490000 PA USD 482480.95 0.1949579937 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.175250000000 N N N N N N OCP CLO 2015-9 Ltd. N/A 67091YAJ3 431213.3 PA USD 428298.3 0.1730641951 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 2.018880000000 N N N N N N OZLM XII LTD OZLM 2015 12A A1R 144A N/A 67109WAJ7 1025000 PA USD 1014786.9 0.4100489730 Long ABS-CBDO CORP KY N 2 2027-04-30 Floating 1.810130000000 N N N N N N PALMER SQUARE LOAN FUNDING 201 PSTAT 2018 5A A1 144A N/A 69700PAA0 419615.23 PA USD 416244.04 0.1681933824 Long ABS-CBDO CORP KY N 2 2027-01-20 Floating 1.985250000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAJ2 75000 PA USD 79852.5 0.0322663168 Long DBT CORP US N 2 2025-10-01 Fixed 5.000000000000 N N N N N N SHACKLETON 2015-VIII CLO LTD SHACK 2015 8A A1R 144A N/A 81882EAL6 1259121.74 PA USD 1244949.07 0.5030515152 Long ABS-CBDO CORP KY N 2 2027-10-20 Floating 2.055250000000 N N N N N N TICP CLO III-2 LTD TICP 2018 3R A 144A N/A 87249FAC8 390000 PA USD 385527.09 0.1557814624 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.975250000000 N N N N N N Venture XXI CLO Limited 5493001C8B2BF8JNTO68 92330MAL3 800032.75 PA USD 790016.34 0.3192250401 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 2.098880000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AP5 280000 PA USD 311787.29 0.1259851286 Long DBT CORP GB N 2 2025-05-14 Fixed 4.875000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 480000 PA USD 518909.88 0.2096779761 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 251648.82 0.1016847381 Long DBT CORP US N 2 2026-04-15 Fixed 4.250000000000 N N N N N N Broadcom Inc. N/A 11135FAH4 785000 PA USD 902057.72 0.3644980455 Long DBT CORP US N 2 2030-04-15 Fixed 5.000000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 120111BM0 85000 PA USD 87337.5 0.0352908105 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 13266.5 0.0053606473 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 5192.1 0.0020979925 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 20381.2 0.0082355124 Long DBT CORP US N 2 2028-04-01 Fixed 4.250000000000 N N N N N N Cigna Corporation N/A 125523AH3 215000 PA USD 254437.86 0.1028117166 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 220000 PA USD 237700.91 0.0960487508 Long DBT CORP US N 2 2025-04-24 Variable 3.352000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 230000 PA USD 272018.21 0.1099154785 Long DBT CORP US N 2 2031-03-31 Variable 4.412000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC46 235000 PA USD 240006.71 0.0969804645 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 642187.5 0.2594912536 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N Clean Harbors Inc. N/A 184496AP2 5000 PA USD 5185.8 0.0020954468 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 57202.74 0.0231141383 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 10552.2 0.0042638694 Long DBT CORP US N 2 2046-05-01 Fixed 4.973000000000 N N N N N N Cleco Corporate Holdings LLC N/A 18551QAA5 140000 PA USD 145693.27 0.0588708582 Long DBT CORP US N 2 2029-09-15 Fixed 3.375000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CV0 265000 PA USD 269510.25 0.1089020771 Long DBT CORP US N 2 2030-06-01 Fixed 1.650000000000 N N N N N N Comcast Cable Communications LLC N/A 20029PAH2 96000 PA USD 137562.16 0.0555852883 Long DBT CORP US N 2 2027-05-01 Fixed 8.500000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBE0 35000 PA USD 45067.29 0.0182105189 Long DBT CORP US N 2 2042-07-15 Fixed 4.650000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBK6 20000 PA USD 26733.95 0.0108024934 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 61135.42 0.0247032320 Long DBT CORP US N 2 2036-07-15 Fixed 3.200000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBU4 30000 PA USD 33242.35 0.0134323684 Long DBT CORP US N 2 2046-07-15 Fixed 3.400000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PBE7 232000 PA USD 248713.1 0.1004984901 Long DBT CORP US N 2 2029-08-01 Fixed 3.150000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CH8 601000 PA USD 646655.61 0.2612967006 Long DBT CORP US N 2 2024-08-15 Fixed 3.150000000000 N N N N N Credit Agricole Corporate And Investment Bank 1VUV7VQFKUOQSJ21A208 22532XKA5 50000 PA USD 50051.75 0.0202246094 Long DBT CORP US N 2 2020-09-24 Floating 0.696630000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAB3 20000 PA USD 20109.4 0.0081256851 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 24000 0.0096977753 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 4762.5 0.0019244023 Long DBT CORP AE N 2 2022-08-01 Fixed 4.500000000000 N N N N N N DAE Funding LLC N/A 23371DAB0 5000 PA USD 4687.5 0.0018940967 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 236617.83 0.0956111063 Long DBT CORP DK N 2 2022-01-12 Fixed 5.000000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 235000 PA USD 261513.29 0.1056707137 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVE6 80000 PA USD 81471.05 0.0329203307 Long DBT CORP US N 2 2023-04-06 Fixed 1.200000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVF3 90000 PA USD 93573.41 0.0378105794 Long DBT CORP US N 2 2027-03-09 Fixed 1.750000000000 N N N N N N FREDDIE MAC FG 03/28 FIXED 7.5 N/A 31283G6Z5 1220.65 PA USD 1381.67 0.0005582969 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.500000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DQ7 495000 PA USD 523753.71 0.2116352417 Long DBT CORP US N 2 2025-06-30 Fixed 2.500000000000 N N N N N N FREDDIE MAC FG 05/27 FIXED 7.5 N/A 31283GX77 422.02 PA USD 476.55 0.0001925615 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC FG 08/34 FIXED 6.5 N/A 31283H4E2 3029.6 PA USD 3559.84 0.0014384387 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.500000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAZ3 135000 PA USD 141912.4 0.0573431071 Long DBT CORP US N 2 2025-03-15 Fixed 2.400000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBC3 120000 PA USD 120249.5 0.0485896930 Long DBT CORP US N 2 2030-06-15 Fixed 2.100000000000 N N N N N N FREDDIE MAC FG 12/25 FIXED 7.5 N/A 3128F5WP9 588.39 PA USD 658.88 0.0002662363 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC FG 02/28 FIXED 7.5 N/A 3128FV3U3 291.9 PA USD 295.23 0.0001192948 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.500000000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAV7 110000 PA USD 136260.5 0.0550593214 Long DBT CORP US N 2 2049-06-01 Fixed 4.150000000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAW5 85000 PA USD 92417.95 0.0373436881 Long DBT CORP US N 2 2030-05-01 Fixed 2.800000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/24 5.625 N/A 030981AH7 20000 PA USD 20744 0.0083821105 Long DBT CORP US N 2 2024-05-20 Fixed 5.625000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 08/26 5.875 N/A 030981AJ3 40000 PA USD 42200 0.0170519216 Long DBT CORP US N 2 2026-08-20 Fixed 5.875000000000 N N N N N N FREDDIE MAC FG 12/34 FIXED 5 N/A 3128M6Y28 140279.79 PA USD 160237.93 0.0647479768 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC FG 04/48 FIXED 3 N/A 3128MJ3R9 51350.75 PA USD 54075.5 0.0218505021 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.000000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CS7 130000 PA USD 142338.67 0.0575153517 Long DBT CORP US N 2 2050-02-21 Fixed 3.375000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CT5 120000 PA USD 126536.33 0.0511300374 Long DBT CORP US N 2 2027-02-21 Fixed 2.200000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CU2 170000 PA USD 179704.14 0.0726137656 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 67812.72 0.0274013551 Long DBT CORP US N 2 2025-02-21 Fixed 1.900000000000 N N N N N N FREDDIE MAC FG 06/48 FIXED 3.5 N/A 3128MJ4A5 2993310.11 PA USD 3151565.82 1.2734657177 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC FG 05/49 FIXED 3 N/A 3128MJ6Y1 1983717.39 PA USD 2088356.5 0.8438505051 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.000000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162CW8 600000 PA USD 627730.03 0.2536493663 Long DBT CORP US N 2 2031-02-25 Fixed 2.300000000000 N N N N N N B.A.T Capital Corporation N/A 05526DBD6 70000 PA USD 76355.73 0.0308533631 Long DBT CORP US N 2 2037-08-15 Fixed 4.390000000000 N N N N N N FREDDIE MAC FG 06/49 FIXED 3 N/A 3128MJ6Z8 660194.23 PA USD 695018.82 0.2808390149 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 12/46 FIXED 3 N/A 3128MJZB9 64801.09 PA USD 68361.04 0.0276229169 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 05/28 FIXED 7.5 N/A 31292GVL7 587.1 PA USD 670.37 0.0002708791 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC FG 04/29 FIXED 6.5 N/A 31293PE43 504.82 PA USD 576.71 0.0002330335 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.500000000000 N N N N N N B.A.T Capital Corporation N/A 05526DBG9 250000 PA USD 263437.58 0.1064482692 Long DBT CORP US N 2 2024-09-06 Fixed 2.789000000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AS5 570000 PA USD 589950 0.2383834396 Long DBT CORP US N 2 2023-11-15 Fixed 4.000000000000 N N N N N N FREDDIE MAC FG 11/33 FIXED 6.5 N/A 31296QJW1 5837.4 PA USD 6842.27 0.0027647832 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC FG 01/47 FIXED 3 N/A 3132WKHA9 161963.34 PA USD 172834.97 0.0698381128 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGL7 90000 PA USD 101715.13 0.0411004366 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 40031.08 0.0161755175 Long DBT CORP US N 2 2021-10-01 Floating 0.946130000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGZ6 740000 PA USD 808223.02 0.3265818856 Long DBT CORP US N 2 2026-01-23 Variable 3.366000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHW2 270000 PA USD 284047.3 0.1147761206 Long DBT CORP US N 2 2025-10-22 Variable 2.456000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJA8 640000 PA USD 798594.87 0.3226914008 Long DBT CORP US N 2 2051-03-20 Variable 4.083000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RAL1 260000 PA USD 274002.14 0.1107171329 Long DBT CORP US N 2 2024-10-24 Fixed 2.100000000000 N N N N N N FREDDIE MAC FG 01/48 FIXED 3 N/A 3132XVUZ4 307880.1 PA USD 324216.68 0.1310075216 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC FG 03/48 FIXED 3.5 N/A 3132XXEU9 218930.95 PA USD 230779.45 0.0932519689 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N NBM US Holdings Inc N/A 62877VAA9 420000 PA USD 420760.2 0.1700182451 Long DBT CORP US N 2 2026-05-14 Fixed 7.000000000000 N N N N N N NXP B.V. N/A 62947QAX6 115000 PA USD 136690.94 0.0552332510 Long DBT CORP NL N 2 2026-03-01 Fixed 5.350000000000 N N N N N N Bayview Mortgage Fund IVc Trust 2017-RT3 N/A 07326TAA6 348699.03 PA USD 352759.77 0.1425410413 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 261326.26 PA USD 269262.87 0.1088021173 Long ABS-MBS CORP US N 2 2057-06-28 Variable 3.500000000000 N N N N N N NXP B.V. N/A 62947QAY4 95000 PA USD 115404.31 0.0466318779 Long DBT CORP NL N 2 2028-12-01 Fixed 5.550000000000 N N N N N N NXP B.V. N/A 62947QAZ1 350000 PA USD 390892.23 0.1579493759 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2017 SPL4 A 144A N/A 07331YAA8 219897.91 PA USD 224155.24 0.0905752981 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 515339.47 PA USD 532056.05 0.2149900012 Long ABS-MBS CORP US N 2 2057-07-28 Variable 3.500000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/29 4.3 N/A 62954HAB4 25000 PA USD 28360.31 0.0114596631 Long DBT CORP NL N 2 2029-06-18 Fixed 4.300000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 05/27 3.15 N/A 62954HAC2 95000 PA USD 100787.41 0.0407255690 Long DBT CORP NL N 2 2027-05-01 Fixed 3.150000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAP0 625000 PA USD 653043.75 0.2638779817 Long DBT CORP US N 2 2026-01-15 Fixed 6.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264AAY1 140000 PA USD 164913 0.0666370509 Long DBT CORP US N 2 2050-04-15 Fixed 4.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABA2 320000 PA USD 348806.4 0.1409435874 Long DBT CORP US N 2 2025-04-15 Fixed 3.500000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABE4 395000 PA USD 440255.15 0.1778956470 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN BOMFT 2017 SPL1 A 144A N/A 07333NAA0 433331.61 PA USD 449049.24 0.1814491099 Long ABS-MBS CORP US N 2 2064-10-28 Variable 4.000000000000 N N N N N N CIG AUTO RECEIVABLES TRUST 201 CIGAR 2017 1A A 144A N/A 171787AA2 7564.37 PA USD 7577.36 0.0030618139 Long ABS-O CORP US N 2 2023-05-15 Fixed 2.710000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ABH7 345000 PA USD 345162.15 0.1394710408 Long DBT CORP US N 2 2028-02-15 Fixed 2.050000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AX4 200000 PA USD 197958.15 0.0799897359 Long DBT CORP JP N 2 2030-03-31 Fixed 2.050000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KA8 45000 PA USD 51281.83 0.0207216527 Long DBT CORP US N 2 2027-09-29 Fixed 4.450000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 225000 PA USD 246752.28 0.0997061738 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AZ9 200000 PA USD 200777.44 0.0811289376 Long DBT CORP JP N 2 2050-07-09 Fixed 3.175000000000 N N N N N N Telecom Italia Capital S.A. 549300777DJZOR5C4L39 87927VAM0 15000 PA USD 16305 0.0065884261 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 31456 0.0127105509 Long DBT CORP LU N 2 2038-06-04 Fixed 7.721000000000 N N N N N N Teleflex Incorporated UUL85LWXB4NGSWWXIQ25 879369AG1 5000 PA USD 5125 0.0020708791 Long DBT CORP US N 2 2028-06-01 Fixed 4.250000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCG4 45000 PA USD 55188.18 0.0223001071 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 146451.09 0.0591770736 Long DBT CORP US N 2 2038-10-15 Fixed 4.600000000000 N N N N N N Telefonica Celular del Paraguay S.A. N/A 87936VAB3 400000 PA USD 416000 0.1680947722 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 247088.25 0.0998419305 Long DBT CORP ES N 2 2036-06-20 Fixed 7.045000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCN9 120000 PA USD 170590.87 0.0689313304 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 48973.44 0.0197888924 Long DBT CORP US N 2 2030-10-15 Fixed 4.250000000000 N N N N N N Telefonica Emisiones S.A N/A 87938WAX1 230000 PA USD 302365.67 0.1221780972 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 217952.72 0.0880690212 Long DBT CORP CN N 2 2028-01-19 Fixed 3.595000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCY5 255000 PA USD 282905.05 0.1143145671 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 62630.6 0.0253073953 Long DBT CORP US N 2 2030-04-01 Fixed 3.400000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDX7 175000 PA USD 183165.36 0.0740123545 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDM0 315000 PA USD 320817.88 0.1296341549 Long DBT CORP US N 2 2031-01-15 Fixed 1.950000000000 N N N N N N Commercial Metals Company 549300OQS2LO07ZJ7N73 201723AL7 20000 PA USD 20250 0.0081824979 Long DBT CORP US N 2 2027-07-15 Fixed 5.375000000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 45000 PA USD 46276.8 0.0186992504 Long DBT CORP US N 2 2029-10-01 Fixed 3.347000000000 N N N N N N Commonwealth Edison Company D8YOXB8L2ZDC8P7Q0771 202795JJ0 175000 PA USD 204944.38 0.0828126896 Long DBT CORP US N 2 2046-06-15 Fixed 3.650000000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CA8 95000 PA USD 105060.96 0.0424523994 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 34579.26 0.0139725789 Long DBT CORP US N 2 2025-11-01 Fixed 4.600000000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CC4 198000 PA USD 238870.38 0.0965213031 Long DBT CORP US N 2 2028-11-01 Fixed 4.850000000000 N N N N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CE0 30000 PA USD 41407.58 0.0167317253 Long DBT CORP US N 2 2048-11-01 Fixed 5.400000000000 N N N N N N Connecticut Light And Power Company The N/A 207597EL5 45000 PA USD 54864.47 0.0221693043 Long DBT CORP US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAW8 155000 PA USD 161668.89 0.0653261905 Long DBT CORP US N 2 2022-11-07 Fixed 2.650000000000 N N N N N N Credit Acceptance Auto Loan Trust 2017-3 N/A 22534UAA0 78100.84 PA USD 78320.76 0.0316473806 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.650000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAJ9 363525 PA USD 386986.9 0.1563713336 Long ABS-O CORP US N 2 2048-07-25 Fixed 4.116000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 174125 PA USD 182411.61 0.0737077837 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 255566.64 0.1032678272 Long ABS-O CORP US N 2 2027-02-16 Fixed 2.700000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAQ6 105000 PA USD 103755.13 0.0419247475 Long DBT CORP US N 2 2030-05-15 Fixed 3.750000000000 N N N N N N NEW RESIDENTIAL ADVANCE RECEIV NRART 2019 T4 AT4 144A N/A 62942QCF8 625000 PA USD 616964.06 0.2492991181 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 487682.42 PA USD 520833.17 0.2104551276 Long ABS-MBS CORP US N 2 2057-04-25 Variable 4.000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-1 N/A 64829JAA1 671585.3 PA USD 718071.63 0.2901540554 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 638155 PA USD 623443.68 0.2519173639 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 564084.9 PA USD 601525.47 0.2430607857 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 235671.4 PA USD 249744.28 0.1009151631 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.000000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2H5 465000 PA USD 484064.18 0.1955977357 Long DBT CORP US N 2 2025-10-30 Variable 2.406000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2M4 105000 PA USD 145008.11 0.0585940029 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 20700 0.0083643312 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 10000 PA USD 9624.4 0.0038889695 Long DBT CORP US N 2 2030-02-01 Fixed 4.050000000000 N N N N N N Westlake Chemical Corporation GOXNEVUM0LL78B1OS344 960413AW2 65000 PA USD 66442.37 0.0268476323 Long DBT CORP US N 2 2030-06-15 Fixed 3.375000000000 N N N N N N The William Carter Company TGI2A0HXEYNQPU7TYV27 96926JAC1 15000 PA USD 15450 0.0062429429 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 27335.39 0.0110455196 Long DBT CORP US N 2 2045-09-15 Fixed 5.100000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAF1 27000 PA USD 32358.66 0.0130752923 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 34275.42 0.0138498051 Long DBT CORP US N 2 2043-11-15 Fixed 5.800000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAP9 8000 PA USD 8439.01 0.0034099843 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 124463.04 0.0502922749 Long DBT CORP US N 2 2024-05-15 Fixed 3.600000000000 N N N N N N Willis North America Inc. N/A 970648AG6 165000 PA USD 192474.87 0.0777740852 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 95350.53 0.0385286674 Long DBT CORP US N 2 2029-09-15 Fixed 2.950000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RGQ9 130000 PA USD 151880.34 0.0613708922 Long DBT CORP US N 2 2030-02-15 Fixed 4.300000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBJ4 205000 PA USD 240153.22 0.0970396654 Long DBT CORP US N 2 2029-05-21 Fixed 3.750000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 205000 PA USD 216085.09 0.0873143605 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 226896.03 0.0916827800 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738BB3 725000 PA USD 757993.57 0.3062854723 Long DBT CORP US N 2 2027-06-01 Fixed 2.250000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AN7 35000 PA USD 35308.68 0.0142673186 Long DBT CORP US N 2 2026-01-15 Fixed 1.600000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 300000 PA USD 343882.2 0.1389538463 Long DBT CORP US N 2 2030-03-20 Variable 3.980000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC20 A5 N/A 36252WAX6 395000 PA USD 427298 0.1726599999 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.998000000000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 377372AM9 325000 PA USD 366798.18 0.1482135974 Long DBT CORP US N 2 2025-05-15 Fixed 3.625000000000 N N N N N N Hungary Government International Bond N/A 445545AE6 86000 PA USD 89438.27 0.0361396770 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.375000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AP2 90000 PA USD 90181.03 0.0364398070 Long DBT CORP US N 2 2030-09-01 Fixed 2.250000000000 N N N N N N Florida Power and Light Company A89MY1K3YLIGJMYWVX50 341081FU6 45000 PA USD 57808.12 0.0233587566 Long DBT CORP US N 2 2049-03-01 Fixed 3.990000000000 N N N N N N Gardner Denver Inc. 549300MJL50HVCB7RP74 365556AT6 124007.73 PA USD 117730.46 0.0475718146 Long LON CORP US N 2 2027-03-01 Floating 1.93 N N N N N N Golden Entertainment Inc. 549300P8YYCKQVJ0Y638 38101JAC0 120625 PA USD 108662.62 0.0439077364 Long LON CORP US N 2 2024-10-21 Floating 3.75 N N N N N N Oaktown Re II Ltd. N/A 67400CAA6 38257.43 PA USD 38063.89 0.0153806272 Long ABS-MBS CORP US N 2 2028-07-25 Floating 1.734500000000 N N N N N N Oglethorpe Power Corporation N/A 677050AN6 135000 PA USD 152572.28 0.0616504871 Long DBT CORP US N 2 2048-10-01 Fixed 5.050000000000 N N N N N N HarborView Mortgage Loan Trust 2006-12 N/A 41162DAD1 197824 PA USD 175781.52 0.0710287369 Long ABS-MBS CORP US N 2 2036-12-19 Floating 0.433880000000 N N N N N N HarborView Mortgage Loan Trust 2006-12 N/A 41162DAF6 72677.92 PA USD 63882.16 0.0258131181 Long ABS-MBS CORP US N 2 2038-01-19 Floating 0.383880000000 N N N N N N PRESTON RIDGE PARTNERS MORTG 10/24 1 N/A 69359CAA3 186849.24 PA USD 185375.88 0.0749055681 Long ABS-MBS CORP US N 2 2024-10-25 Variable 3.500000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 25000 PA USD 27584.33 0.0111461098 Long DBT CORP US N 2 2048-02-01 Fixed 4.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-7 N/A 411640AC9 79854.72 PA USD 61485.2 0.0248445690 Long ABS-MBS CORP US N 2 2037-10-25 Floating 1.184500000000 N N N N N N HOME RE 2018-1 LTD HMIR 2018 1 M1 144A N/A 43730MAA6 108016.32 PA USD 107703.4 0.0435201406 Long ABS-MBS CORP BM N 2 2028-10-25 Floating 1.784500000000 N N N N N N IndyMac INDA Mortgage Loan Trust 2006-AR3 N/A 45662FAA8 53689.1 PA USD 47462.76 0.0191784659 Long ABS-MBS CORP US N 2 2036-12-25 Variable 3.809933000000 N N N N N N RBS Global Inc N/A 76168JAR7 50145.78 PA USD 49250.18 0.0199007158 Long LON CORP US N 2 2024-08-21 Floating 1.93 N N N N N N Reynolds Group Holdings Inc. 5493002QNV81KCX40V06 76173FAU1 115145.05 PA USD 109721.72 0.0443356912 Long LON CORP US N 2 2023-02-05 Floating 2.93 N N N N N N Sedgwick Claims Management Services Inc. 549300BIN4DWJG5VWF64 81527CAM9 133650 PA USD 127969.88 0.0517092977 Long LON CORP US N 2 2026-09-03 Floating 4.18 N N N N N N Staples Inc. XQM2JINI1UL7642TU573 855031AQ3 127091.24 PA USD 108980.74 0.0440362804 Long LON CORP US N 2 2026-04-16 Floating 5.69 N N N N N N MORTGAGE INSURANCE-LINKED NOTE TMIR 2019 1 M1 144A N/A 89600TAA1 407000 PA USD 396393.58 0.1601723282 Long ABS-MBS CORP BM N 2 2029-11-26 Floating 2.084500000000 N N N N N N Exeter Automobile Receivables Trust 2019-4 N/A 30167GAG5 570000 PA USD 568649.84 0.2297765993 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 169790.12 0.0686077681 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.730000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2019 3 MV N/A 35563PLK3 130605.04 PA USD 150241.78 0.0607087927 Long ABS-MBS CORP US N 2 2058-10-25 Fixed 3.500000000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST 2019-1R N/A 73021CAA3 332054.22 PA USD 326847.31 0.1320704907 Long ABS-MBS CORP US N 2 2024-03-27 Floating 2.183630000000 N N N N N N Romania N/A 77586TAE6 94000 PA USD 123140 0.0497576689 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.125000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 10/25 2.9 N/A 80413TAS8 240000 PA USD 254496 0.1028352095 Long DBT NUSS SA N 2 2025-10-22 Fixed 2.900000000000 N N N N N N Upjohn Inc. N/A 91533BAC4 70000 PA USD 72265.85 0.0292007490 Long DBT CORP US N 2 2027-06-22 Fixed 2.300000000000 N N N N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 91911KAK8 10000 PA USD 10375 0.0041922675 Long DBT CORP US N 2 2024-03-15 Fixed 7.000000000000 N N N N N N Valero Energy Corporation 549300XTO5VR8SKV1V74 91913YAW0 95000 PA USD 105701.94 0.0427114027 Long DBT CORP US N 2 2029-04-01 Fixed 4.000000000000 N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 92340LAF6 60000 PA USD 60362.78 0.0243910283 Long DBT CORP US N 2 2028-01-15 Fixed 3.400000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCM4 165000 PA USD 238995.38 0.0965718124 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 279584.03 0.1129726294 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 198087.17 0.0800418695 Long DBT CORP US N 2 2036-01-15 Fixed 4.272000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFE9 55000 PA USD 62168.06 0.0251204949 Long DBT CORP US N 2 2030-03-22 Fixed 3.150000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A 92564RAA3 10000 PA USD 9595.9 0.0038774534 Long DBT CORP US N 2 2026-12-01 Fixed 4.250000000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XBZ8 245000 PA USD 279757.01 0.1130425261 Long DBT CORP US N 2 2030-05-15 Fixed 4.250000000000 N N N N N N GINNIE MAE I POOL GN 02/42 FIXED 4 549300M8ZYFG0OCMTT87 36177JSM2 6857.78 PA USD 7506.76 0.0030332863 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 06/32 FIXED 7 549300M8ZYFG0OCMTT87 36241KJP4 2250.42 PA USD 2485.62 0.0010043743 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 70114.99 PA USD 79759.68 0.0322288107 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 07/33 FIXED 7 549300M8ZYFG0OCMTT87 36241KJR0 11144.13 PA USD 12534.96 0.0050650511 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 03/32 FIXED 7 549300M8ZYFG0OCMTT87 36241KJS8 6785.87 PA USD 7468.78 0.0030179396 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 04/35 FIXED 6 549300M8ZYFG0OCMTT87 36291LGV1 48772.36 PA USD 57031.47 0.0230449326 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 13521.85 PA USD 14864.86 0.0060065030 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.000000000000 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AS4 45000 PA USD 53277.92 0.0215282207 Long DBT CORP US N 2 2048-08-01 Fixed 3.650000000000 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AV7 115000 PA USD 126733.45 0.0512096885 Long DBT CORP US N 2 2050-04-15 Fixed 3.150000000000 N N N N N N Molson Coors Beverage Company 54930073LBBH6ZCBE225 60871RAG5 270000 PA USD 280330.12 0.1132741050 Long DBT CORP US N 2 2026-07-15 Fixed 3.000000000000 N N N N N N Mondelez International Inc. 549300DV9GIB88LZ5P30 609207AU9 140000 PA USD 142679.71 0.0576531571 Long DBT CORP US N 2 2025-05-04 Fixed 1.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 160000 PA USD 190588.61 0.0770118966 Long DBT CORP US N 2 2030-01-23 Variable 4.431000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 305000 PA USD 323952.1 0.1309006117 Long DBT CORP US N 2 2031-01-22 Variable 2.699000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 440000 PA USD 494836.25 0.1999504488 Long DBT CORP US N 2 2028-07-22 Variable 3.591000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H022671 5000000 PA USD 5260681.5 2.1257044671 Long ABS-MBS USGA US N 2 N/A Fixed 2.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEA0 625000 PA USD 635464.55 0.2567746845 Long DBT CORP US N 2 2021-04-21 Fixed 2.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 55000 PA USD 60677.74 0.0245182954 Long DBT CORP US N 2 2026-07-27 Fixed 3.125000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H022689 4900000 PA USD 5144749.61 2.0788594079 Long ABS-MBS USGA US N 2 N/A Fixed 2.500000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H030674 11500000 PA USD 12177501.8 4.9206115167 Long ABS-MBS USGA US N 2 N/A Fixed 3.000000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H032670 2700000 PA USD 2848754.07 1.1511073712 Long ABS-MBS USGA US N 2 N/A Fixed 3.500000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H032688 2700000 PA USD 2848226.76 1.1508942990 Long ABS-MBS USGA US N 2 N/A Fixed 3.500000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H040673 2600000 PA USD 2755985.18 1.1136218774 Long ABS-MBS USGA US N 2 N/A Fixed 4.000000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H042679 4600000 PA USD 4912041.92 1.9848282874 Long ABS-MBS USGA US N 2 N/A Fixed 4.500000000000 N N N N N N Qorvo Inc. N/A 74736KAF8 20000 PA USD 20800 0.0084047386 Long DBT CORP US N 2 2026-07-15 Fixed 5.500000000000 N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CE2 507000 PA USD 545532 0.2204352819 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N FANNIE MAE REMICS FNR 2017 35 AH N/A 3136AWNN3 311013.7 PA USD 320737.67 0.1296017442 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.500000000000 N N N N N N First Franklin Mortgage Loan Trust 2006-FF12 N/A 32027GAE6 240000 PA USD 191242.46 0.0772761004 Long ABS-MBS CORP US N 2 2036-09-25 Floating 0.494500000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348AX4 55000 PA USD 66924.35 0.0270423879 Long DBT CORP US N 2 2047-06-01 Fixed 4.500000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BJ4 160000 PA USD 171967.62 0.0694876392 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 86665.24 0.0350191677 Long DBT CORP US N 2 2030-05-15 Fixed 2.300000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348BM7 60000 PA USD 60758.46 0.0245509122 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 209097.42 0.0844908250 Long DBT CORP IE N 2 2021-09-23 Fixed 2.400000000000 N N N N N N Dominion Energy South Carolina Inc. 3QRVFYR22IUIEOORTK28 837004CJ7 50000 PA USD 73632.05 0.0297527949 Long DBT CORP US N 2 2065-06-01 Fixed 5.100000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GG2 72000 PA USD 82217.43 0.0332219235 Long DBT CORP US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587CU9 70000 PA USD 73971.23 0.0298898487 Long DBT CORP US N 2 2023-07-01 Fixed 2.950000000000 N N N N N N GSAA Home Equity Trust 2006-15 N/A 3622E8AF2 407491.7 PA USD 172002.74 0.0695018303 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 237423.63 PA USD 148346.89 0.0599431170 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.274500000000 N N N N N N GSAA TRUST GSAA 2005 7 AF4 N/A 362341AQ2 275095.04 PA USD 275166.95 0.1111878023 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 288483.24 PA USD 178272.14 0.0720351316 Long ABS-MBS CORP US N 2 2046-12-25 Floating 0.234500000000 N N N N N N GSAA Home Equity Trust 2006-10 N/A 362375AC1 162752.25 PA USD 66792.16 0.0269889734 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.984580000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG35 255000 PA USD 282746.55 0.1142505214 Long DBT MUN US N 2 2045-11-15 Fixed 4.750000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587DE4 370000 PA USD 422289.2 0.1706360742 Long DBT CORP US N 2 2030-04-30 Fixed 3.700000000000 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAH8 85000 PA USD 95976.9 0.0387817672 Long DBT CORP US N 2 2024-06-15 Fixed 7.125000000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG76 705000 PA USD 822396.6 0.3323090604 Long DBT MUN US N 2 2049-11-15 Fixed 5.175000000000 N N N N N N PRETIUM MORTGAGE CREDIT 05/59 1 N/A 74142DAA3 540151.61 PA USD 534523.93 0.2159872073 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 343306.65 PA USD 340404.06 0.1375484205 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 426812.05 PA USD 424203.55 0.1714096132 Long ABS-MBS CORP US N 2 2059-07-27 Variable 3.104900000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2016 3 A 144A N/A 78471FAA0 8442.92 PA USD 8451.96 0.0034152170 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 142226.35 PA USD 64517.54 0.0260698586 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.274500000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAN6 80000 PA USD 82852.42 0.0334785064 Long DBT CORP US N 2 2029-06-15 Fixed 4.000000000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAP1 120000 PA USD 112107.54 0.0452997389 Long DBT CORP US N 2 2049-12-15 Fixed 4.500000000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAQ9 160000 PA USD 171856.83 0.0694428718 Long DBT CORP US N 2 2025-03-15 Fixed 4.500000000000 N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HBY0 5000 PA USD 5188.35 0.0020964772 Long DBT CORP US N 2 2027-09-01 Fixed 5.125000000000 N N N N N N The AES Corporation 2NUNNB7D43COUIRE5295 00130HCB9 175000 PA USD 180216.75 0.0728208979 Long DBT CORP US N 2 2025-07-15 Fixed 3.300000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RBK7 185000 PA USD 208110.22 0.0840919231 Long DBT CORP US N 2 2045-06-15 Fixed 4.350000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RBX9 300000 PA 223477.46 0.0903014248 Long DBT CORP US N 2 2020-11-25 Fixed 3.825000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCT7 255000 PA USD 290598.6 0.1174233304 Long DBT CORP US N 2 2026-02-17 Fixed 4.125000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RFZ0 45000 PA USD 45227.93 0.0182754293 Long DBT CORP US N 2 2021-06-01 Floating 1.100000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AR1 200000 PA USD 222565.5 0.0899329255 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBQ0 299000 PA USD 322059.21 0.1301357441 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 563000 PA USD 711135.11 0.2873511883 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 169274.45 0.0683993993 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 187094.03 0.0755998278 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 172795.43 0.0698221357 Long DBT CORP US N 2 2029-09-15 Fixed 2.875000000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 036752AN3 125000 PA USD 128600.04 0.0519639289 Long DBT CORP US N 2 2030-05-15 Fixed 2.250000000000 N N N N N N Aon Corporation N/A 037389BD4 185000 PA USD 192069.21 0.0776101685 Long DBT CORP US N 2 2022-11-15 Fixed 2.200000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BA7 45000 PA USD 52497.07 0.0212126996 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 46356.92 0.0187316248 Long DBT CORP US N 2 2045-05-13 Fixed 4.375000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DP2 665000 PA USD 714024.28 0.2885186267 Long DBT CORP US N 2 2029-09-11 Fixed 2.200000000000 N N N N N N APX Group Inc. 549300OMQVKPRU98OE64 00213NAF9 197006.25 PA USD 182538.11 0.0737588991 Long LON CORP US N 2 2025-12-31 Floating 5.18 N N N N N N AVSC Holding Corp. N/A 00241YAM6 73496.24 PA USD 52549.81 0.0212340104 Long LON CORP US N 2 2025-03-03 Floating 4.25 N N N N N N Adient US LLC N/A 00687MAB7 99000 PA USD 94834.08 0.0383199834 Long LON CORP US N 2 2024-05-06 Floating 4.25 N N N N N N AMERICAN HOME MORTGAGE ASSETS AHMA 2007 2 A1 N/A 026930AA5 22368.46 PA USD 17046.54 0.0068880631 Long ABS-MBS CORP US N 2 2047-03-25 Floating 0.309500000000 N N N N N N ANGEL OAK MORTGAGE TRUST 03/49 1 N/A 03463WAA1 138922.77 PA USD 142345.38 0.0575180630 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 579057.9 PA USD 585282.54 0.2364974405 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.930000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A N/A 042858AA8 671840.86 PA USD 687654.78 0.2778633981 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N Bahrain Kingdom of N/A 05675M2C7 200000 PA USD 227340 0.0918621767 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.375000000000 N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DT4 200000 PA USD 203573.99 0.0822589507 Long DBT CORP US N 2 2025-05-11 Fixed 1.125000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DW7 60000 PA USD 61855.62 0.0249942460 Long DBT CORP US N 2 2050-05-11 Fixed 2.650000000000 N N N N N N Bass Pro Group LLC N/A 07014QAK7 97500 PA USD 93564.9 0.0378071407 Long LON CORP US N 2 2024-09-25 Floating 6.07 N N N N N N BELLEMEADE RE 2019-1 LTD BMIR 2019 1A M1A 144A N/A 07876RAA4 25755.44 PA USD 25648.74 0.0103639882 Long ABS-MBS CORP BM N 2 2029-03-25 Floating 1.484500000000 N N N N N N BELLEMEADE RE 2019-3 LTD BMIR 2019 3A M1A 144A N/A 07877GAA7 48221.75 PA USD 48043.91 0.0194132935 Long ABS-MBS CORP US N 2 2029-07-25 Floating 1.284500000000 N N N N N N BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA N/A 08161HAG5 2387045.53 PA USD 71656.96 0.0289547124 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.688223000000 N N N N N N Archer-Daniels-Midland Company 549300LO13MQ9HYSTR83 039482AB0 110000 PA USD 124612.56 0.0503526920 Long DBT CORP US N 2 2030-03-27 Fixed 3.250000000000 N N N N N N Ashtead Capital Inc. N/A 045054AF0 605000 PA USD 621855.3 0.2512755408 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2019 B12 XA N/A 08162FAK9 1097455.49 PA USD 72145.63 0.0291521712 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.204824000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA N/A 08162PAY7 1341216.06 PA USD 40164.99 0.0162296270 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.657099000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VAV2 185391 PA USD 179056.19 0.0723519458 Long LON CORP US N 2 2023-11-03 Floating 3.18 N N N N N N BANK 2019-BNK23 BANK 2019 BN23 XA 144A N/A 06541RBC6 1932405.93 PA USD 106180.1 0.0429046147 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.817418000000 N N N N N N BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA N/A 08162UAY6 4916394.34 PA USD 221609.42 0.0895465985 Long ABS-MBS CORP US N 2 2052-01-15 Variable 0.828290000000 N N N N N N Boyd Gaming Corporation N/A 10330JAU2 69910.5 PA USD 65562.77 0.0264922089 Long LON CORP US N 2 2023-09-15 Floating 2.36 N N N N N N Brand Industrial Services Inc. 549300B658W2BPDQMW42 10524MAN7 194000 PA USD 177025 0.0715311948 Long LON CORP US N 2 2024-06-21 Floating 5.45 N N N N N N BrightView Landscapes LLC 549300OSAEQC89PVOW06 10801XAG2 170083.88 PA USD 164981.36 0.0666646734 Long LON CORP US N 2 2025-08-15 Floating 2.72 N N N N N N BANK 2017-BNK8 BANK 2017 BNK8 XA N/A 06650AAF4 4470276.03 PA USD 191599.61 0.0774204154 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.875032000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA N/A 07332VBJ3 3383230.29 PA USD 216257.43 0.0873839986 Long ABS-MBS CORP US N 2 2050-02-15 Variable 1.660703000000 N N N N N N Bear Stearns ALT-A Trust 2005-10 N/A 07386HYW5 147661.66 PA USD 168705.81 0.0681696267 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.684500000000 N N N N N N Bear Stearns Mortgage Funding Trust 2006-AR3 N/A 07400HAA1 14302.19 PA USD 12763.64 0.0051574547 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.364500000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HH9 180000 PA USD 201810.81 0.0815464955 Long DBT CORP US N 2 2027-06-01 Fixed 3.250000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HP1 20000 PA USD 25634.23 0.0103581251 Long DBT CORP US N 2 2049-03-15 Fixed 4.500000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HQ9 5000 PA USD 5281.07 0.0021339429 Long DBT CORP US N 2 2030-02-15 Fixed 2.400000000000 N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CL2 179000 PA USD 201016.7 0.0812256163 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 218965.15 0.0884781178 Long DBT CORP US N 2 2045-07-20 Fixed 5.125000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 55000 PA USD 71542.25 0.0289083611 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N Bellemeade Re 2019-4 Ltd. N/A 07876LAA7 230614.49 PA USD 229819.24 0.0928639731 Long ABS-MBS CORP BM N 2 2029-10-25 Floating 1.584500000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A N/A 12482HAQ7 355000 PA USD 335546.04 0.1355854210 Long ABS-MBS CORP US N 2 2037-12-15 Floating 2.734750000000 N N N N N N CIM TRUST 2017-7 CIM 2017 7 A 144A N/A 12553HAA6 465495.42 PA USD 472737.83 0.1910210525 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 523644.38 0.2115910643 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.051000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 023551AJ3 100000 PA USD 116781.62 0.0471884130 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 67669.65 0.0273435442 Long DBT CORP US N 2 2033-03-15 Fixed 7.125000000000 N N N N N N GMACM Mortgage Loan Trust 2006-AR1 N/A 36185MDN9 144441.34 PA USD 121817.78 0.0492233942 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.740616000000 N N N N N N COMM 2015-3BP MORTGAGE TRUST COMM 2015 3BP A 144A N/A 12592TAA3 580000 PA USD 613678.86 0.2479716543 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 850036.24 0.3434775195 Long ABS-MBS CORP US N 2 2031-03-10 Fixed 3.424400000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DK3 135000 PA USD 159221.7 0.0643373447 Long DBT CORP US N 2 2040-04-01 Fixed 4.125000000000 N N N N N N Caesars Resort Collection LLC N/A 12769LAB5 108508 PA USD 96198.85 0.0388714514 Long LON CORP US N 2 2024-12-23 Floating 2.93 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P A1 144A 549300NMFC2YLCA2NF13 12625XAA5 260000 PA USD 278742.57 0.1126326173 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 16171.25 0.0065343812 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.505000000000 N N N N N N GS Mortgage Securities Corporation Trust 2012-ALOHA N/A 36192HAA2 670000 PA USD 677789.96 0.2738772811 Long ABS-MBS CORP US N 2 2034-04-10 Fixed 3.551000000000 N N N N N N GSR Mortgage Loan Trust 2007-1F N/A 3622MPBG2 98443.03 PA USD 30747.68 0.0124243372 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.484500000000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DBB8 390000 PA USD 425598.15 0.1719731348 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.977000000000 N N N N N N CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA 549300C2HE5FJAWYZL57 12636MAG3 1286793.89 PA USD 95486.93 0.0385837830 Long ABS-MBS CORP US N 2 2049-01-15 Variable 2.060928000000 N N N N N N GSR Mortgage Loan Trust 2006-AR1 N/A 3623414A4 6001.48 PA USD 5840.68 0.0023600668 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.851757000000 N N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/27 6.375 N/A 37443GAG6 200000 PA USD 186750 0.0754608142 Long DBT NUSS GH N 2 2027-02-11 Fixed 6.375000000000 N N N N N N Change Healthcare Holdings LLC N/A 15911AAC7 112007.35 PA USD 107355.68 0.0433796360 Long LON CORP US N 2 2024-03-01 Floating 3.5 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/32 2.55 N/A 168863DN5 265000 PA USD 275600 0.1113627866 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.550000000000 N N N N N N Clear Channel Outdoor Holdings Inc. N/A 18452RAD7 138950 PA USD 125610.8 0.0507560548 Long LON CORP US N 2 2026-08-21 Floating 4.26 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2019 R03 1M2 144A N/A 20753MAF5 191673.99 PA USD 189271.45 0.0764796665 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 2.334500000000 N N N N N N CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A N/A 12651RAA5 244069.8 PA USD 251602.75 0.1016661225 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 375441.01 0.1517059400 Long ABS-MBS CORP US N 2 2039-11-13 Fixed 2.865000000000 N N N N N N HarborView Mortgage Loan Trust 2005-8 N/A 41161PQU0 34824.96 PA USD 29008.88 0.0117217334 Long ABS-MBS CORP US N 2 2035-09-19 Floating 0.853880000000 N N N N N N Panama Government International Bond N/A 698299BM5 200000 PA USD 244702 0.0988777090 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.500000000000 N N N N N N COMM 2019-WCM MORTGAGE TRUST COMM 2019 WCM A 144A N/A 12655HAA3 560000 PA USD 547075.48 0.2210589620 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.084750000000 N N N N N N Alternative Loan Trust 2005-7CB N/A 12667F4T9 139690.27 PA USD 118113.78 0.0477267042 Long ABS-MBS CORP US N 2 2038-03-01 Floating 0.634500000000 N N N N N N Peruvian Government International Bond N/A 715638DE9 70000 PA USD 72695 0.0293741574 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.392000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/25 3.4 N/A 74727PBC4 400000 PA USD 435003.2 0.1757734707 Long DBT NUSS QA N 2 2025-04-16 Fixed 3.400000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/30 3.75 N/A 74727PBD2 470000 PA USD 535185.24 0.2162544255 Long DBT NUSS QA N 2 2030-04-16 Fixed 3.750000000000 N N N N N N Ville de Quebec N/A 747874MP7 85000 PA 62630.52 0.0253073630 Long DBT NUSS CA N 2 2020-07-07 Fixed 2.000000000000 N N N N N N RADNOR RE 2019-2 LTD RMIR 2019 2 M1A 144A N/A 75049TAA9 42939.7 PA USD 42903.88 0.0173363412 Long ABS-MBS CORP BM N 2 2029-06-25 Floating 1.384500000000 N N N N N N Rali Series 2007-Qh7 Trust N/A 75115LAA5 65397.81 PA USD 58380.84 0.0235901779 Long ABS-MBS CORP US N 2 2037-08-25 Floating 0.434500000000 N N N N N N Alternative Loan Trust 2005-27 N/A 12667GN33 159919.49 PA USD 138287.95 0.0558785612 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.853820000000 N N N N N N Alternative Loan Trust 2005-72 N/A 12668A3N3 23396.85 PA USD 21726.24 0.0087790081 Long ABS-MBS CORP US N 2 2036-01-25 Floating 0.724500000000 N N N N N N SG COMMERCIAL MORTGAGE SEC 03/37 2.632 N/A 78397FAA1 645000 PA USD 645422.28 0.2607983440 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.632000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2C6 330000 PA USD 360573.93 0.1456985400 Long DBT CORP US N 2 2024-01-24 Fixed 3.750000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2019 R04 2M2 144A N/A 20753TAB9 338713.48 PA USD 328819.02 0.1328672074 Long ABS-MBS USGSE US N 2 2039-06-25 Floating 2.284500000000 N N N N N N Connecticut Avenue Securities Trust 2019-HRP1 N/A 20754PAC4 164474.34 PA USD 150658.41 0.0608771421 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 2.334500000000 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 CWALT 2005 56 5A1 N/A 12668AHE8 74139.14 PA USD 63172.9 0.0255265246 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.504500000000 N N N N N N Alternative Loan Trust 2006-9T1 N/A 12668BVA8 91834.67 PA USD 63221.48 0.0255461545 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.750000000000 N N N N N N Coty Inc. 549300BO9IWPF3S48F93 22207EBG8 166428.52 PA USD 148953.53 0.0601882445 Long LON CORP US N 2 2025-04-07 Floating 2.43 N N N N N N Diageo Capital PLC N/A 25243YBD0 400000 PA USD 413868.57 0.1672335168 Long DBT CORP GB N 2 2030-04-29 Fixed 2.000000000000 N N N N N N DEUTSCHE TRI PARTY REPO TRI PARTY REPO N/A 253999007 11800000 PA USD 11800000 4.7680728651 Long RA CORP US N 2 Repurchase Y 0.090000000000000 2020-07-01 12043700 USD 12036009.6 USD UST N N N The Walt Disney Company N/A 254687FX9 360000 PA USD 381511.59 0.1541589034 Long DBT CORP US N 2 2031-01-13 Fixed 2.650000000000 N N N N N N CHL Mortgage Pass-Through Trust 2005-2 N/A 12669GPT2 36691.59 PA USD 32333.88 0.0130652793 Long ABS-MBS CORP US N 2 2035-03-25 Floating 0.864500000000 N N N N N N Chase Mortgage Finance Trust Series 2005-S3 N/A 16162WNL9 161427.31 PA USD 150904.48 0.0609765726 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.500000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 175000 PA USD 235475.6 0.0951495609 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 85734.74 0.0346431769 Long DBT CORP US N 2 2024-03-13 Fixed 3.800000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAR0 80000 PA USD 89379.08 0.0361157598 Long DBT CORP US N 2 2028-03-20 Fixed 3.950000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAS8 25000 PA USD 29581.13 0.0119529647 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 13235.87 0.0053482706 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 121976.69 0.0492876056 Long DBT CORP US N 2 2049-05-15 Fixed 5.300000000000 N N N N N N CHL Mortgage Pass-Through Trust 2007-HY4 N/A 17025RAA3 99173.18 PA USD 89690.92 0.0362417663 Long ABS-MBS CORP US N 2 2047-09-25 Variable 3.771600000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC23 N/A 17322VAY2 1961017.56 PA USD 62387.42 0.0252091326 Long ABS-MBS CORP US N 2 2047-07-10 Variable 1.092731000000 N N N N N N DISH DBS Corporation N/A 25470XAE5 66000 PA USD 67237.5 0.0271689237 Long DBT CORP US N 2 2021-06-01 Fixed 6.750000000000 N N N N N N DOMINICAN REPUBLIC INTERNATION SR UNSECURED 144A 06/49 6.4 N/A 25714PEB0 425000 PA USD 387812.5 0.1567049371 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.400000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC29 XA N/A 17323VBF1 1689134.23 PA USD 70591.79 0.0285243049 Long ABS-MBS CORP US N 2 2048-04-10 Variable 1.185099000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE 11/70 1 N/A 17328DAA8 257821.68 PA USD 258419.72 0.1044206826 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 230900.35 PA USD 233646.19 0.0944103439 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 376744.76 PA USD 380455.39 0.1537321205 Long ABS-MBS CORP US N 2 2049-11-25 Variable 2.579000000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2017 2A A1 144A N/A 24381CAA0 64705.8 PA USD 64660.26 0.0261275281 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 599227.31 PA USD 608329.09 0.2458099514 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.964000000000 N N N N N N DEEPHAVE RESIDENTIAL MORTGAGE 04/59 1 N/A 24381PAA1 255566.01 PA USD 256492.77 0.1036420523 Long ABS-MBS CORP US N 2 2059-04-25 Variable 3.558000000000 N N N N N N Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 N/A 25151UAA5 59917.01 PA USD 54931.75 0.0221964904 Long ABS-MBS CORP US N 2 2037-03-25 Floating 0.334500000000 N N N N N N Hayward Industries Inc. N/A 421300AG9 100000 PA USD 96000 0.0387911013 Long LON CORP US N 2 2024-08-05 Floating 3.68 N N N N N N ION Media Networks Inc. N/A 46205DAK3 204458.1 PA USD 192599.53 0.0778244570 Long LON CORP US N 2 2024-12-18 Floating 3.81 N N N N N N Leidos Inc. N/A 52532XAC9 130000 PA USD 141667.5 0.0572441494 Long DBT CORP US N 2 2025-05-15 Fixed 3.625000000000 N N N N N N Lennar Corporation N/A 526057CD4 25000 PA USD 27125 0.0109605065 Long DBT CORP US N 2 2027-11-29 Fixed 4.750000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 536797AE3 30000 PA USD 29700 0.0120009970 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAE1 97622.46 PA USD 92619.31 0.0374250524 Long LON CORP US N 2 2023-06-07 Floating 3.75 N N N N N N Dominion Energy Gas Holdings LLC N/A 257375AN5 260000 PA USD 274098.23 0.1107559604 Long DBT CORP US N 2 2024-11-15 Fixed 2.500000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 310000 PA USD 342931.64 0.1385697498 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543CV3 66000 PA USD 78558.61 0.0317434895 Long DBT CORP US N 2 2049-05-15 Fixed 4.800000000000 N N N N N N DuPont de Nemours Inc. N/A 26078JAB6 340000 PA USD 373132.08 0.1507729615 Long DBT CORP US N 2 2023-11-15 Fixed 4.205000000000 N N N N N N The Dun and Bradstreet Corporation RI37BMPWE56BCJ747E14 26483NAN0 99750 PA USD 97006.88 0.0391979553 Long LON CORP US N 2 2026-02-06 Floating 4.18 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/25 2.5 N/A 29135LAG5 245000 PA USD 257448.45 0.1040282177 Long DBT NUSS AE N 2 2025-04-16 Fixed 2.500000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2014 MP A 144A N/A 61764JAA4 475000 PA USD 485602.19 0.1962192055 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 1069595.72 PA USD 35637 0.0143999841 Long ABS-MBS CORP US N 2 2047-12-15 Variable 1.150449000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 1776 C 144A N/A 63875BAE5 185000 PA USD 180575.13 0.0729657100 Long ABS-MBS CORP US N 2 2036-10-15 Fixed 2.906400000000 N N N N N N New Residential Mortgage Loan Trust 2019-NQM4 N/A 64828EAA3 239379.47 PA USD 241036.14 0.0973964304 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.491880000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/30 3.125 N/A 29135LAH3 200000 PA USD 219862.8 0.0888408348 Long DBT NUSS AE N 2 2030-04-16 Fixed 3.125000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875 N/A 29135LAJ9 200000 PA USD 236150 0.0954220684 Long DBT NUSS AE N 2 2050-04-16 Fixed 3.875000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBJ7 305000 PA USD 317148.47 0.1281514419 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 161054.48 0.0650779234 Long DBT CORP US N 2 2028-06-15 Fixed 4.950000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A N/A 64828FCQ3 510424.17 PA USD 505170.22 0.2041261371 Long ABS-MBS CORP US N 2 2048-01-25 Floating 0.934500000000 N N N N N N New Residential Mortgage Loan Trust 2016-2 N/A 64829GAA7 366784.18 PA USD 391809.57 0.1583200491 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.750000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAG8 225000 PA USD 245536.47 0.0992148966 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 108410.8 0.0438059825 Long DBT CORP US N 2 2024-04-15 Fixed 4.500000000000 N N N N N N New Residential Mortgage Loan Trust 2017-2 N/A 64829KBV1 629313.43 PA USD 676133.34 0.2732078840 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.000000000000 N N N N N N New Residential Mortgage Loan Trust 2016-4 N/A 64829LAA6 371715.94 PA USD 395088.58 0.1596450117 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.750000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MAY2 60000 PA USD 70816.04 0.0286149185 Long DBT CORP US N 2 2028-05-15 Fixed 4.250000000000 N N N N N N LSTAR SECURITIES INVESTMENT TR LSTRZ 2019 1 A1 144A N/A 50220CAA0 238304 PA USD 237346.33 0.0959054742 Long ABS-MBS CORP US N 2 2024-03-01 Floating 1.871000000000 N N N N N N LSTAR SECURITIES INVESTMENT LT LSTRZ 2019 3 A1 144A N/A 50220XAA4 233674.06 PA USD 222227.02 0.0897961546 Long ABS-MBS CORP US N 2 2024-04-01 Floating 1.671000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2019 GS7 A1 144A N/A 52474MAA7 526493.6 PA USD 523642.06 0.2115901269 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.250000000000 N N N N N N EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 05/32 7.625 N/A 03846JX54 210000 PA USD 204699.6 0.0827137804 Long DBT NUSS EG N 2 2032-05-29 Fixed 7.625000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2019 3 D N/A 03066NAG9 295000 PA USD 293078.9 0.1184255551 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.580000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332AY8 210000 PA USD 234658.62 0.0948194406 Long DBT CORP US N 2 2025-04-15 Fixed 3.625000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAJ2 75000 PA USD 76607.64 0.0309551534 Long DBT CORP US N 2 2030-07-01 Fixed 4.050000000000 N N N N N N FANNIE MAE REMICS FNR 2012 21 PQ N/A 3136A36C0 94851.76 PA USD 97597.62 0.0394366579 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 182457.16 PA USD 188323.16 0.0760964872 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 109907.48 PA USD 118920.18 0.0480525494 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.500000000000 N N N N N N STACR Trust 2018-HRP1 N/A 3137G0VC0 86356.97 PA USD 85338.77 0.0344831757 Long ABS-MBS CORP US N 2 2043-04-25 Floating 1.834500000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XBM7 90000 PA USD 96828.71 0.0391259614 Long DBT CORP US N 2 2027-03-15 Fixed 3.300000000000 N N N N N N FANNIE MAE REMICS FNR 2012 75 KC N/A 3136A6Y57 186242.44 PA USD 192193.11 0.0776602333 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 259187.16 PA USD 268896.65 0.1086541373 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.000000000000 N N N N N N New Residential Mortgage Loan Trust 2017-4 N/A 64829NAA2 386859.97 PA USD 415095.56 0.1677293115 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 406061.8 PA USD 423053.82 0.1709450373 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2016 11 GA N/A 3136ARQA9 171134.48 PA USD 179054.31 0.0723511862 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 74647.43 PA USD 80170.41 0.0323947760 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.000000000000 N N N N N N OBX 2019-INV1 TRUST OBX 2019 INV1 A8 144A N/A 67098AAH2 302524.45 PA USD 304275.19 0.1229496845 Long ABS-MBS CORP US N 2 2048-11-25 Variable 4.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87265VAF5 100000 PA USD 99784 0.0403201172 Long LON CORP US N 2 2027-04-01 Floating 3.18 N N N N N N LEGACY MORTGAGE ASSET TRUST 06/59 3 N/A 52474VAA7 428798.24 PA USD 428464.98 0.1731315462 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 151380.38 PA USD 133098.29 0.0537815547 Long ABS-MBS CORP US N 2 2046-11-25 Floating 0.374500000000 N N N N N N Terrier Media Buyer Inc. N/A 88145LAB0 109450 PA USD 104160.28 0.0420884580 Long LON CORP US N 2 2026-12-17 Floating 4.43 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 89364MBQ6 97444.3 PA USD 87274.04 0.0352651680 Long LON CORP US N 2 2025-05-30 Floating 2.43 N N N N N N FANNIE MAE REMICS FNR 2017 34 JK N/A 3136AWTK3 139940.61 PA USD 144862.21 0.0585350485 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 242137.13 PA USD 254252.61 0.1027368619 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 26 CG N/A 3136AWCM7 271119.17 PA USD 284828.04 0.1150915974 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.500000000000 N N N N N N Kaiser Aluminum Corporation N/A 483007AJ9 20000 PA USD 19126.4 0.0077284804 Long DBT CORP US N 2 2028-03-01 Fixed 4.625000000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XBY1 245000 PA USD 272337.84 0.1100446326 Long DBT CORP US N 2 2025-05-15 Fixed 3.800000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BE2 265000 PA USD 280906.57 0.1135070334 Long DBT CORP US N 2 2025-11-01 Variable 2.354000000000 N N N N N N LSTAR SECURITIES INVESTMENT LT LSTRZ 2019 4 A1 144A N/A 54912JAA0 536657.9 PA USD 494972.78 0.2000056171 Long ABS-MBS CORP US N 2 2024-05-01 Floating 1.671000000000 N N N N N N LSTAR SECURITIES INVESTMENT TR LSTRZ 2019 2 A1 144A N/A 54912QAA4 69759.21 PA USD 68611.73 0.0277242142 Long ABS-MBS CORP US N 2 2024-04-01 Floating 1.671000000000 N N N N N N Kellogg Company LONOZNOJYIBXOHXWDB86 487836BU1 150000 PA USD 168383.31 0.0680393128 Long DBT CORP US N 2 2027-11-15 Fixed 3.400000000000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 60000 PA USD 66375.81 0.0268207372 Long DBT CORP US N 2 2030-05-01 Fixed 3.200000000000 N N N N N N FANNIE MAE REMICS FNR 2017 72 B N/A 3136AXV44 237312.14 PA USD 253791.21 0.1025504222 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 248654.74 PA USD 266459.31 0.1076692717 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 3.000000000000 N N N N N N The Ultimate Software Group Inc. N/A 90385KAB7 99250 PA USD 95990.63 0.0387873151 Long LON CORP US N 2 2026-05-04 Floating 3.93 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCZ5 180000 PA USD 244573.99 0.0988259835 Long DBT CORP US N 2 2055-03-15 Fixed 4.672000000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 220000 PA USD 227672.65 0.0919965919 Long DBT CORP US N 2 2029-10-01 Fixed 2.550000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550BT2 240000 PA USD 242989.63 0.0981857849 Long DBT CORP US N 2 2021-03-01 Fixed 3.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDR2 120000 PA USD 156758.76 0.0633421347 Long DBT CORP US N 2 2039-03-15 Fixed 4.812000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDU5 70000 PA USD 94736.99 0.0382807518 Long DBT CORP US N 2 2037-03-16 Fixed 5.250000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BJ1 130000 PA USD 141043.02 0.0569918133 Long DBT CORP US N 2 2026-03-30 Variable 2.901000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BK8 25000 PA USD 28014.27 0.0113198373 Long DBT CORP US N 2 2031-03-30 Variable 3.152000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEA8 55000 PA USD 68490.57 0.0276752566 Long DBT CORP US N 2 2033-08-10 Fixed 4.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFD1 55000 PA USD 69239.54 0.0279778959 Long DBT CORP US N 2 2050-03-22 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 84 KA N/A 3136AYMB6 192386.02 PA USD 198019.2 0.0800144046 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2017 96 PA N/A 3136B0AP1 307602.27 PA USD 321411.83 0.1298741547 Long ABS-MBS USGSE US N 2 2054-12-25 Fixed 3.000000000000 N N N N N N Mexico Government International Bond N/A 91087BAK6 235000 PA USD 259087.5 0.1046905151 Long DBT NUSS MX N 2 2032-04-27 Fixed 4.750000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 AM2317544 5530000 PA 243445.59 0.0983700264 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 55406.02 0.0223881306 Long DBT NUSS AR N 2 2028-01-15 None 0 Y N N N N N GHANA GOVERNMENT INTERNATIONAL SR UNSECURED REGS 05/29 7.625 N/A AS6138877 265000 PA USD 249153.86 0.1006765898 Long DBT NUSS GH N 2 2029-05-16 Fixed 7.625000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AF6 290000 PA USD 312218.68 0.1261594420 Long DBT CORP US N 2 2029-12-15 Fixed 2.900000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AJ8 260000 PA USD 282684.89 0.1142256062 Long DBT CORP US N 2 2023-06-15 Fixed 3.850000000000 N N N N N N FANNIE MAE REMICS FNR 2018 19 DC N/A 3136B1PJ7 148329.53 PA USD 155829.44 0.0629666207 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 218684.87 PA USD 224976.32 0.0909070751 Long ABS-MBS USGSE US N 2 2045-03-25 Fixed 3.500000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAT9 185000 PA USD 201233.81 0.0813133448 Long DBT CORP US N 2 2023-09-01 Fixed 4.250000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92556HAA5 150000 PA USD 170900.48 0.0690564357 Long DBT CORP US N 2 2025-05-15 Fixed 4.750000000000 N N N N N N LYB International Finance III LLC N/A 50249AAB9 105000 PA USD 111815.84 0.0451818706 Long DBT CORP US N 2 2025-05-01 Fixed 2.875000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AV0 125000 PA USD 127736.34 0.0516149302 Long DBT CORP US N 2 2030-06-15 Fixed 1.900000000000 N N N N N N FANNIE MAE REMICS FNR 2018 23 LA N/A 3136B1WE0 237804.58 PA USD 257702.33 0.1041308040 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 72 BA N/A 3136B27F3 345131.85 PA USD 363410.21 0.1468446069 Long ABS-MBS USGSE US N 2 2054-07-25 Fixed 3.500000000000 N N N N N N Luminent Mortgage Trust 2006-4 N/A 55027BAA6 144824.17 PA USD 121798.47 0.0492155915 Long ABS-MBS CORP US N 2 2046-05-25 Floating 0.374500000000 N N N N N N MFA 2017-RPL1 TRUST MFRA 2017 RPL1 A1 144A N/A 552759AA0 97717.27 PA USD 98377.57 0.0397518154 Long ABS-MBS CORP US N 2 2057-02-25 Variable 2.588000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92556HAB3 710000 PA USD 830281.27 0.3354950503 Long DBT CORP US N 2 2031-01-15 Fixed 4.950000000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 96208UAP6 143443.74 PA USD 137090.62 0.0553947513 Long LON CORP US N 2 2026-05-15 Floating 2.43 N N N N N N Lamar Media Corp. N/A 513075BQ3 10000 PA USD 9428 0.0038096094 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 119660.02 0.0483514995 Long DBT CORP US N 2 2026-08-18 Fixed 3.500000000000 N N N N N N BANQUE CENTRALE DE TUNISIE INT SR UNSECURED 144A 10/23 6.75 N/A AV1420414 190000 PA 201681.99 0.0814944427 Long DBT NUSS TN N 2 2023-10-31 Fixed 6.750000000000 N N N N N N ITALY CERTIFICATI DI CREDITO D BONDS 11/20 0.00000 N/A AV2200567 25000 PA 28104.47 0.0113562848 Long DBT NUSS IT N 2 2020-11-27 None 0.000000000000 N N N N N N FANNIE MAE REMICS FNR 2019 7 CA N/A 3136B32G4 263401.15 PA USD 286162.28 0.1156307290 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 15 AB N/A 3136B36J4 275682.05 PA USD 289786.47 0.1170951699 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 3.500000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA N/A 61691JAW4 765988.9 PA USD 48915.67 0.0197655491 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.585466000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A N/A 61764BAA1 610000 PA USD 657087.85 0.2655120973 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.912000000000 N N N N N N California Resources Corporation 5493003Q8F0T4F4YMR48 962JELII6 110000 PA USD 4950 0.0020001662 Long LON CORP US N 2 2021-12-31 Floating 11.38 N N N N N N Foresight Energy LLC N/A 962VHLII6 121337.83 PA USD 7280.27 0.0029417676 Long LON CORP US N 2 2022-03-28 None 0 Y N N N N N FANNIE MAE REMICS FNR 2018 80 GD N/A 3136B3BA7 266358.05 PA USD 282425.86 0.1141209389 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 265638.89 PA USD 286045.85 0.1155836827 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.500000000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAK8 98503.13 PA USD 93244.05 0.0376774936 Long LON CORP US N 2 2027-04-15 Floating 2.68 N N N N N N Olin Corporation 549300GKK294V7W57P06 680665AJ5 45000 PA USD 42075 0.0170014124 Long DBT CORP US N 2 2027-09-15 Fixed 5.125000000000 N N N N N N MADISON PARK FUNDING XII LTD MDPK 2014 12A B1R 144A N/A 55818PAN0 530000 PA USD 528898.66 0.2137141821 Long ABS-CBDO CORP KY N 2 2026-07-20 Floating 2.785250000000 N N N N N N Qualcomm Incorporated H1J8DDZKZP6H7RWC0H53 747525AJ2 50000 PA USD 66438.63 0.0268461211 Long DBT CORP US N 2 2035-05-20 Fixed 4.650000000000 N N N N N N FANNIE MAE REMICS FNR 2018 77 PA N/A 3136B3JN1 116559.18 PA USD 122353.35 0.0494398041 Long ABS-MBS USGSE US N 2 2048-02-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 7 JA N/A 3136B3Z94 262539.18 PA USD 282183.62 0.1140230561 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 3.500000000000 N N N N N N PATHWAY VET ALLIANCE LLC 2020 TERM LOAN 1 N/A N/A 92483.62 PA USD 89709.11 0.0362491164 Long LON CORP US N 2 2027-03-31 Floating 0 N N N N N N Romania N/A AX8956937 317000 PA 405835.72 0.1639876512 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625000000000 N N N N N N Romania N/A BJ5968141 180000 PA 217360.42 0.0878296882 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.624000000000 N N N N N N Clarios Global LP N/A C8000CAB9 99250 PA USD 94287.5 0.0380991246 Long LON CORP US N 2 2026-04-30 Floating 3.68 N N N N N N Bausch Health Americas Inc. KOO0397YRO83WY5MGD97 C9413PAZ6 76623.77 PA USD 74354.17 0.0300445848 Long LON CORP US N 2 2025-06-02 Floating 3.19 N N N N N N FANNIE MAE REMICS FNR 2019 12 HA N/A 3136B4EJ3 286984.49 PA USD 311234.31 0.1257616837 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 275363.86 PA USD 301320.18 0.1217556419 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 262834.41 PA USD 292224.87 0.1180804638 Long ABS-MBS USGSE US N 2 2059-06-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 45 PT N/A 3136B5PK5 391586.43 PA USD 420097.8 0.1697505865 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 306103.47 PA USD 315933.83 0.1276606375 Long ABS-MBS USGSE US N 2 2053-03-25 Fixed 2.500000000000 N N N N N N GE Capital Funding LLC N/A 36166NAB9 235000 PA USD 244349.75 0.0987353739 Long DBT CORP US N 2 2030-05-15 Fixed 4.400000000000 N N N N N N NORTH MACEDONIA GOVERNMENT INT SR UNSECURED 144A 06/26 3.675 N/A BJ7363895 265000 PA 302061.09 0.1220550243 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.675000000000 N N N N N N SENEGAL GOVERNMENT INTERNATION UNSECURED REGS 05/33 6.25 N/A V7691DAX4 255000 PA USD 258877.46 0.1046056434 Long DBT NUSS DE N 2 2033-05-23 Fixed 6.250000000000 N N N N N N Indonesia Government International Bond N/A Y20721BD0 200000 PA USD 208032.63 0.0840605710 Long DBT NUSS ID N 2 2023-04-15 Fixed 3.375000000000 N N N N N N Qualcomm Incorporated H1J8DDZKZP6H7RWC0H53 747525AK9 160000 PA USD 209136.02 0.0845064222 Long DBT CORP US N 2 2045-05-20 Fixed 4.800000000000 N N N N N N WPX Energy Inc. ZXZE9GCS2BB547GJW219 98212BAE3 45000 PA USD 44325 0.0179105788 Long DBT CORP US N 2 2024-09-15 Fixed 5.250000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 2 A1 144A N/A 92537GAA1 304406.05 PA USD 310412.71 0.1254296966 Long ABS-MBS CORP US N 2 2059-05-25 Variable 3.211000000000 N N N N N N Videotron Ltd. N/A 92660FAG9 40000 PA USD 42600 0.0172135512 Long DBT CORP CA N 2 2024-06-15 Fixed 5.375000000000 N N N N N N Wynn Las Vegas LLC N/A 983130AX3 25000 PA USD 21612.5 0.0087330487 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 94768.48 0.0382934761 Long DBT CORP US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WAQ3 190000 PA USD 265929.68 0.1074552620 Long DBT CORP GB N 2 2037-02-27 Fixed 6.150000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRA VOLT 2019 NPL9 A1A 144A N/A 92870EAA1 208318.23 PA USD 207953.28 0.0840285078 Long ABS-MBS CORP US N 2 2049-11-26 Variable 3.326900000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AK5 130000 PA USD 143221 0.0578718783 Long DBT CORP US N 2 2028-06-01 Fixed 5.750000000000 N N N N N N BAYVIEW KOITERE FUND TRUST 201 BOMFT 2017 SPL3 A 144A N/A 500274AA3 199547.87 PA USD 206602.19 0.0834825675 Long ABS-MBS CORP US N 2 2053-11-28 Variable 4.000000000000 N N N N N N Delta 2 (Lux) Sarl 549300BBG8Z3D6QSYP53 L2465BAQ9 131828.9 PA USD 125155.72 0.0505721689 Long LON CORP LU N 2 2024-02-01 Floating 3.500000000000 N N N N N N Endo International plc N/A L2968EAB8 145500 PA USD 137133.75 0.0554121790 Long LON CORP IE N 2 2024-04-29 Floating 5 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2018 GS1 A1 144A N/A 52473DAA8 788954.71 PA USD 808194.63 0.3265704140 Long ABS-MBS CORP US N 2 2058-03-25 Variable 4.000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBJ8 15000 PA USD 15182.61 0.0061348975 Long DBT CORP US N 2 2022-10-15 Fixed 6.250000000000 N N N N N N Sunshine Luxembourg VII SARL N/A L8908YAB4 149250 PA USD 142596.44 0.0576195098 Long LON CORP LU N 2 2026-10-01 Floating 5.32 N N N N N N YPF Sociedad Anonima 5493003N7447U18U5U53 984245AP5 6797946 PA 50171.05 0.0202728154 Long DBT CORP AR N 2 2022-05-09 Fixed 16.500000000000 N N N N N N Zimmer Biomet Holdings Inc. 2P2YLDVPES3BXQ1FRB91 98956PAS1 385000 PA USD 413979.52 0.1672783488 Long DBT CORP US N 2 2026-01-15 Fixed 3.050000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBN9 160000 PA USD 173435.83 0.0700809046 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAF7 565000 PA USD 599606.25 0.2422852788 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N SoftBank Group Corp. 5493003BZYYYCDIO0R13 AO2624986 600000 PA USD 546528 0.2208377396 Long DBT CORP JP N 2 2023-07-19 Variable 6.000000000000 N N N N N N Metro Bank PLC N/A AT0629978 300000 PA 199678.58 0.0806849169 Long DBT CORP GB N 2 2028-06-26 Variable 5.500000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAH3 25000 PA USD 25500 0.0103038863 Long DBT CORP US N 2 2029-11-15 Fixed 4.000000000000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585ABH4 260000 PA USD 291059.33 0.1176094994 Long DBT CORP US N 2 2025-05-01 Fixed 4.700000000000 N N N N N N Voya Financial Inc. 549300T065Z4KJ686G75 929089AC4 5000 PA USD 5954.85 0.0024061999 Long DBT CORP US N 2 2046-06-15 Fixed 4.800000000000 N N N N N N WaMu Mortgage Pass-Through Certificates Series 2007-HY6 Trust N/A 92927XAA2 19417.78 PA USD 17399.28 0.0070305962 Long ABS-MBS CORP US N 2 2037-06-25 Variable 3.130850000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAK0 10000 PA USD 10125 0.0040912490 Long DBT CORP US N 2 2023-08-01 Fixed 5.000000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAQ7 20000 PA USD 20201 0.0081626983 Long DBT CORP US N 2 2030-07-15 Fixed 3.875000000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAQ8 304634 PA USD 330986.36 0.1337429730 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.101000000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust N/A 93934NAA3 29771.85 PA USD 18775.96 0.0075868767 Long ABS-MBS CORP US N 2 2036-07-25 Floating 0.784500000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBK4 30000 PA USD 37600.33 0.0151933147 Long DBT CORP US N 2 2049-07-15 Fixed 4.150000000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 94973VAY3 130000 PA USD 161743.39 0.0653562940 Long DBT CORP US N 2 2042-05-15 Fixed 4.625000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BF8 175000 PA USD 193608.74 0.0782322525 Long DBT CORP US N 2 2024-03-15 Fixed 3.875000000000 N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EW9 90000 PA USD 99009.74 0.0400072589 Long DBT CORP US N 2 2030-04-01 Fixed 2.625000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EY5 195000 PA USD 198403.5 0.0801696902 Long DBT CORP US N 2 2030-05-28 Fixed 1.700000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 270000 PA USD 278135.22 0.1123872030 Long DBT CORP US N 2 2030-05-01 Fixed 2.100000000000 N N N N N N Anthem Inc. 8MYN82XMYQH89CTMTH67 94973VBJ5 165000 PA USD 180556.9 0.0729583437 Long DBT CORP US N 2 2024-08-15 Fixed 3.500000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RF0 15000 PA USD 20784.67 0.0083985442 Long DBT CORP US N 2 2044-01-15 Fixed 5.606000000000 N N N N N N Phillips 66 N/A 718546AV6 65000 PA USD 72046.87 0.0291122649 Long DBT CORP US N 2 2025-04-09 Fixed 3.850000000000 N N N N N N Phillips 66 N/A 718546AW4 80000 PA USD 77421.03 0.0312838231 Long DBT CORP US N 2 2030-12-15 Fixed 2.150000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RW3 175000 PA USD 191100.37 0.0772186855 Long DBT CORP US N 2 2026-04-22 Fixed 3.000000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SH5 135000 PA USD 147237.39 0.0594947969 Long DBT CORP US N 2 2026-10-23 Fixed 3.000000000000 N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746SK8 380000 PA USD 393613.88 0.1590491238 Long DBT CORP US N 2 2023-01-24 Fixed 3.069000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 94974BGQ7 15000 PA USD 19248.96 0.0077780037 Long DBT CORP US N 2 2045-11-17 Fixed 4.900000000000 N N N N N N Power Finance Corporation Limited N/A 73928QAB4 515000 PA USD 487536.07 0.1970006361 Long DBT CORP IN N 2 2030-04-23 Fixed 3.950000000000 N N N N N N The Progressive Corporation N/A 743315AW3 155000 PA USD 175957.66 0.0710999105 Long DBT CORP US N 2 2030-03-26 Fixed 3.200000000000 N N N N N N PROVINCE OF BRIT 20200702 00000.0000000000 N/A 743989RC1 100000 PA 73658.66 0.0297635473 Long DBT NUSS CA N 2 2020-07-02 None 0.000000000000 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QBQ8 50000 PA USD 59952.63 0.0242252973 Long DBT CORP US N 2 2046-03-01 Fixed 3.800000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 94974BGT1 60000 PA USD 72513.18 0.0293006886 Long DBT CORP US N 2 2046-06-14 Fixed 4.400000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2014 LC16 A5 549300PX4QZK7CUM8D08 94988XAU0 310000 PA USD 333820 0.1348879732 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.817000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AN6 220000 PA USD 234717.16 0.0948430950 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 267101.36 0.1079287074 Long DBT CORP US N 2 2025-05-15 Fixed 3.650000000000 N N N N N N Puget Energy Inc. N/A 745310AJ1 205000 PA USD 226273.23 0.0914311227 Long DBT CORP US N 2 2030-06-15 Fixed 4.100000000000 N N N N N N PulteGroup Inc. N/A 745867AW1 615000 PA USD 670719 0.2710200902 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 30400 0.0122838487 Long DBT CORP US N 2 2022-10-01 Fixed 5.375000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 3 A1 144A N/A 89169DAA9 302133.27 PA USD 309364.71 0.1250062270 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 346970.93 PA USD 343854.02 0.1389424595 Long ABS-MBS CORP US N 2 2057-02-25 Floating 0.784500000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 4 A1B 144A N/A 89171UAU3 61808.29 PA USD 62288.14 0.0251690161 Long ABS-MBS CORP US N 2 2055-04-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 3 A1B 144A 549300ZHISOOIT5VZP03 89172HAK3 14243.7 PA USD 14351.11 0.0057989100 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 215750.68 PA USD 220723.09 0.0891884556 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 248184.17 PA USD 249599.19 0.1008565360 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 661707.48 PA USD 677095.55 0.2735966881 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.750000000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAZ3 1636341.71 PA USD 66527.27 0.0268819382 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.251601000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HBM1 40000 PA USD 31098.95 0.0125662762 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.296098000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A 89173HAA4 161535.72 PA USD 164380.02 0.0664216875 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 462645.58 PA USD 476314.86 0.1924664372 Long ABS-MBS CORP US N 2 2057-06-25 Variable 2.750000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAM1 130000 PA USD 149380.59 0.0603608083 Long DBT CORP CA N 2 2034-03-01 Fixed 4.625000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BD5 45000 PA USD 46181.25 0.0186606411 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 66950 0.0270527524 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 33853.05 0.0136791364 Long DBT CORP US N 2 2030-07-15 Fixed 4.000000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 XA 549300ZVNWG0TX42H716 94989VAG4 3663045.81 PA USD 132653.54 0.0536018428 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.217994000000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CW7 155000 PA USD 189567.71 0.0765993775 Long DBT CORP US N 2 2038-11-16 Fixed 4.450000000000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CX5 35000 PA USD 45320.61 0.0183128789 Long DBT CORP US N 2 2048-11-16 Fixed 4.625000000000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DB2 4000 PA USD 4327.52 0.0017486382 Long DBT CORP US N 2 2023-08-16 Fixed 3.650000000000 N N N N N N Raytheon Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DD8 185000 PA USD 211229.01 0.0853521450 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 67319.39 0.0272020133 Long DBT CORP US N 2 2045-07-15 Fixed 4.750000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDR0 170000 PA USD 180894.52 0.0730947671 Long DBT CORP US N 2 2024-08-15 Fixed 2.375000000000 N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDS8 150000 PA USD 167422.69 0.0676511513 Long DBT CORP US N 2 2029-08-15 Fixed 2.875000000000 N N N N N N Wendy's Funding LLC N/A 95058XAE8 229125 PA USD 241992.66 0.0977829352 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.884000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 3A D 144A N/A 96042HAL4 420000 PA USD 421063.4 0.1701407603 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 540399.11 0.2183612146 Long ABS-O CORP US N 2 2022-12-15 Fixed 3.280000000000 N N N N N N WINGSTOP FUNDING 2018-1 LLC WSTOP 2018 1 A2 144A N/A 974153AA6 212850 PA USD 221874.84 0.0896538478 Long ABS-O CORP US N 2 2048-12-05 Fixed 4.970000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BS2 75000 PA USD 86585.34 0.0349868822 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 45000 PA USD 51003.23 0.0206090777 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BU7 220000 PA USD 222910.54 0.0900723472 Long DBT CORP US N 2 2031-04-01 Fixed 2.800000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAS4 100000 PA USD 108417.59 0.0438087262 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 81769.66 0.0330409913 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 105000 PA USD 116345.23 0.0470120792 Long DBT CORP US N 2 2049-10-01 Fixed 3.250000000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 225000 PA USD 253461.58 0.1024172273 Long DBT CORP US N 2 2046-10-01 Fixed 3.400000000000 N N N N N N EOG Resources Inc. XWTZDRYZPBUHIQBKDB46 26875PAU5 100000 PA USD 119037.94 0.0481001332 Long DBT CORP US N 2 2030-04-15 Fixed 4.375000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAH3 5000 PA USD 5121.65 0.0020695255 Long DBT CORP US N 2 2027-07-01 Fixed 6.500000000000 N N N N N N Ecolab Inc. 82DYEISM090VG8LTLS26 278865BE9 25000 PA USD 31695.58 0.0128073589 Long DBT CORP US N 2 2030-03-24 Fixed 4.800000000000 N N N N N N FREDDIE MAC REMICS FHR 3883 PB N/A 3137ABM24 112083.03 PA USD 120748.52 0.0487913340 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 399946.89 PA USD 418336.97 0.1690390809 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 2298467.47 PA USD 81378.62 0.0328829822 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.742151000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2 N/A 3137FBBX3 545000 PA USD 625175.5 0.2526171472 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 1324377.48 PA USD 117439.44 0.0474542209 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.127110000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138L84V3 811510.63 PA USD 889196.95 0.3593013431 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.660000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138L9A85 735377.88 PA USD 771311.16 0.3116667638 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.720000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MQSX2 461088.88 PA USD 488781.92 0.1975040517 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFAN6 41108.86 PA USD 43134.98 0.0174297227 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WMHQ7 671495.2 PA USD 711825.27 0.2876300639 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YD4G1 60258 PA USD 63481.66 0.0256512865 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 294954.54 PA USD 316180.05 0.1277601285 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVJR9 2965039.17 PA USD 3147734.21 1.2719174638 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FDDV5 37326.51 PA USD 39166.21 0.0158260460 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FLS90 58480.66 PA USD 61344.7 0.0247877966 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FMM7 118825.43 PA USD 125962.1 0.0508980060 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CS47 5907025.89 PA USD 6230384.76 2.5175363147 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CWS9 162480.67 PA USD 171222.76 0.0691866607 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.500000000000 N N N N N N ABFC 2006-HE1 Trust N/A 00075WAD1 123932.45 PA USD 81617.7 0.0329795882 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.404500000000 N N N N N N AASET 2020-1 TRUST AASET 2020 1A A 144A N/A 00255UAA3 242675.41 PA USD 213713.48 0.0863560547 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.351000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830BP3 75000 PA USD 76856.09 0.0310555455 Long DBT CORP US N 2 2030-06-15 Fixed 1.850000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DH7 370000 PA USD 414447.3 0.1674673665 Long DBT CORP US N 2 2025-09-15 Fixed 3.375000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AQ2 180000 PA USD 177856.2 0.0718670611 Long DBT CORP US N 2 2031-01-15 Fixed 4.000000000000 N N N N N N MFRA TRUST MFRA 2017 NPL1 A1 144A N/A 552761AA6 384120.45 PA USD 384824.62 0.1554976126 Long ABS-MBS CORP US N 2 2047-11-25 Variable 3.351500000000 N N N N N N Quest Diagnostics Incorporated 8MCWUBXQ0WE04KMXBX50 74834LBC3 110000 PA USD 115393.54 0.0466275260 Long DBT CORP US N 2 2031-06-30 Fixed 2.800000000000 N N N N N N Rede D'or Finance Sarl N/A 75735GAA6 680000 PA USD 600100 0.2424847904 Long DBT CORP LU N 2 2030-01-22 Fixed 4.500000000000 N N N N N N SBA Tower Trust N/A 78403DAL4 530000 PA USD 535349.98 0.2163209926 Long DBT CORP US N 2 2022-04-11 Fixed 3.168000000000 N N N N N N SBA Tower Trust N/A 78403DAM2 435000 PA USD 452518.97 0.1828511374 Long DBT CORP US N 2 2023-03-15 Fixed 3.448000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DN4 15000 PA USD 16771.84 0.0067770640 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 158269.12 0.0639524319 Long DBT CORP US N 2 2049-04-05 Fixed 4.550000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 300000 PA USD 309303.99 0.1249816917 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 78442FEL8 50000 PA USD 50125 0.0202542078 Long DBT CORP US N 2 2022-01-25 Fixed 7.250000000000 N N N N N N MGIC Investment Corporation N/A 552848AF0 30000 PA USD 30975 0.0125161913 Long DBT CORP US N 2 2023-08-15 Fixed 5.750000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 85000 PA USD 90680.02 0.0366414358 Long DBT CORP US N 2 2027-03-01 Fixed 4.125000000000 N N N N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAK6 35000 PA USD 25550 0.0103240900 Long DBT CORP US N 2 2022-11-15 Fixed 6.125000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AW6 200000 PA USD 220835.62 0.0892339260 Long DBT CORP US N 2 2030-05-15 Fixed 4.500000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAT3 200000 PA USD 205978.16 0.0832304132 Long DBT CORP US N 2 2022-03-28 Fixed 3.700000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 200000 PA USD 219737.42 0.0887901720 Long DBT CORP US N 2 2028-02-01 Fixed 3.400000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 40000 PA USD 42939.1 0.0173505727 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 133276.74 0.0538536617 Long DBT CORP US N 2 2048-04-15 Fixed 4.700000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 15000 PA USD 17019.5 0.0068771370 Long DBT CORP US N 2 2049-02-15 Fixed 5.500000000000 N N N N N N National Rural Utilities Cooperative Finance Corporation 4NYF266XZC35SCTGX023 637432NP6 55000 PA USD 61673.62 0.0249207046 Long DBT CORP US N 2 2028-02-07 Fixed 3.400000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHJ4 275000 PA USD 320572.38 0.1295349548 Long DBT CORP US N 2 2029-03-01 Fixed 4.350000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHT2 70000 PA USD 78763.79 0.0318263974 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 302781.04 0.1223459374 Long DBT CORP US N 2 2026-07-15 Fixed 2.950000000000 N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHW5 5000 PA USD 5630.43 0.0022751102 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 85000 PA USD 91764.85 0.0370797874 Long DBT CORP US N 2 2038-02-01 Fixed 3.800000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GS6 150000 PA USD 158478.05 0.0640368551 Long DBT CORP US N 2 2029-08-01 Fixed 2.850000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RJX1 335000 PA USD 345871.92 0.1397578404 Long DBT CORP US N 2 2027-06-01 Fixed 2.300000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBS7 220000 PA USD 263716.59 0.1065610099 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAE8 35000 PA USD 34208.65 0.0138228251 Long DBT CORP US N 2 2023-09-25 Fixed 7.250000000000 N N N N N N New York Life Global Funding N/A 64952WDL4 320000 PA USD 336045.53 0.1357872520 Long DBT CORP US N 2 2025-01-22 Fixed 2.000000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBW8 630000 PA USD 700622.1 0.2831031545 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCL1 135000 PA USD 165225.85 0.0667634654 Long DBT CORP US N 2 2042-10-01 Fixed 4.625000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GT4 130000 PA USD 142797.48 0.0577007449 Long DBT CORP US N 2 2050-02-01 Fixed 3.650000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GU1 210000 PA USD 213244.83 0.0861666854 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBR0 370000 PA USD 380090.71 0.1535847628 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N NiSource Inc. N/A 65473PAJ4 315000 PA USD 359914.9 0.1454322431 Long DBT CORP US N 2 2030-05-01 Fixed 3.600000000000 N N N N N N SPRINT SPECTRUM CO LLC / SPRIN SR SECURED 144A 09/29 5.152 N/A 85208NAE0 295000 PA USD 339250 0.1370820949 Long DBT CORP US N 2 2028-03-20 Fixed 5.152000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AG2 35000 PA USD 34639.15 0.0139967789 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000 N N N N N N NiSource Inc. N/A 65473QBE2 210000 PA USD 237442.57 0.0959443623 Long DBT CORP US N 2 2027-05-15 Fixed 3.490000000000 N N N N N Nokia Oyj 549300A0JPRWG1KI7U06 654902AC9 40000 PA USD 47160 0.0190561285 Long DBT CORP FI N 2 2039-05-15 Fixed 6.625000000000 N N N N N N Air Products and Chemicals Inc. 7QEON6Y1RL5XR3R1W237 009158AY2 70000 PA USD 73332.74 0.0296318515 Long DBT CORP US N 2 2027-05-15 Fixed 1.850000000000 N N N N N N Air Products and Chemicals Inc. 7QEON6Y1RL5XR3R1W237 009158BB1 35000 PA USD 36193.27 0.0146247584 Long DBT CORP US N 2 2025-10-15 Fixed 1.500000000000 N N N N N N Steel Dynamics Inc. 549300HGGKEL4FYTTQ83 858119BJ8 201000 PA USD 209183.49 0.0845256036 Long DBT CORP US N 2 2024-12-15 Fixed 2.800000000000 N N N N N N Tencent Holdings Limited N/A 88032WAU0 200000 PA USD 199702.55 0.0806946025 Long DBT CORP CN N 2 2030-06-03 Fixed 2.390000000000 N N N N N N Northern States Power Company N/A 665772CR8 50000 PA USD 54657.04 0.0220854872 Long DBT CORP US N 2 2050-03-01 Fixed 2.900000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAF1 195000 PA USD 216866.11 0.0876299504 Long DBT CORP US N 2 2030-04-01 Fixed 2.850000000000 N N N N N N Credit Suisse Group AG N/A EK3302669 475000 PA USD 494798 0.1999349930 Long DBT CORP CH N 2 2024-12-18 Variable 6.250000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 EK7554620 200000 PA USD 219840 0.0888316219 Long DBT CORP CH N 2 2025-02-19 Variable 7.000000000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FL7 160000 PA USD 191249.53 0.0772789572 Long DBT CORP US N 2 2044-08-15 Fixed 4.150000000000 N N N N N N Alcon Finance Corporation N/A 01400EAA1 400000 PA USD 430309.79 0.1738769859 Long DBT CORP US N 2 2026-09-23 Fixed 2.750000000000 N N N N N N Teva Pharmaceutical Finance Netherlands III B.V. N/A 88167AAE1 345000 PA USD 308043.6 0.1244724009 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 50890.16 0.0205633891 Long DBT CORP US N 2 2022-10-15 Fixed 2.800000000000 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609WAT9 235000 PA USD 261026.86 0.1054741600 Long DBT CORP CN N 2 2027-12-06 Fixed 3.400000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659AM3 135000 PA USD 152646.66 0.0616805422 Long DBT CORP US N 2 2028-04-15 Fixed 3.250000000000 N N N N N N BlackRock Inc. 549300LRIF3NWCU26A80 09247XAR2 390000 PA USD 398444.7 0.1610011324 Long DBT CORP US N 2 2031-01-28 Fixed 1.900000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2L7 240000 PA USD 245193.97 0.0990765013 Long DBT CORP FR N 2 2026-06-09 Variable 2.219000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556BN1 40000 PA USD 42364.2 0.0171182705 Long DBT CORP US N 2 2023-04-15 Fixed 3.000000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 195000 PA USD 240161.92 0.0970431808 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 445702.28 0.1800966904 Long DBT CORP US N 2 2042-09-15 Fixed 4.500000000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAR1 50000 PA USD 53323 0.0215464364 Long DBT CORP US N 2 2025-11-15 Fixed 4.875000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HBA6 200000 PA USD 227716.16 0.0920141732 Long DBT CORP CA N 2 2030-04-15 Fixed 4.100000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788KAA4 620000 PA USD 626156.76 0.2530136489 Long DBT CORP US N 2 2030-03-11 Fixed 2.250000000000 N N N N N N VOLT LXIV LLC VOLT 2017 NP11 A1 144A N/A 91830UAA6 251346.41 PA USD 251195.15 0.1015014219 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.375000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRU 11/49 1 N/A 91833HAA2 532352.88 PA USD 531758.03 0.2148695791 Long ABS-MBS CORP US N 2 2049-11-25 Variable 3.277500000000 N N N N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 QZ5112391 255000 PA USD 256912.5 0.1038116542 Long DBT CORP LU N 2 2026-09-20 Fixed 6.500000000000 N N N N N N Kernel Holding S.A. 5493003GR6L4DZOS2U12 ZQ0628797 200000 PA USD 197993.7 0.0800041007 Long DBT CORP UA N 2 2024-10-17 Fixed 6.500000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CP8 95000 PA USD 86592.94 0.0349899532 Long DBT CORP US N 2 2035-02-01 Fixed 3.250000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CU7 375000 PA USD 413486.25 0.1670790312 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N VERICREST OPPORTUNITY LOAN TRA 10/49 1 N/A 91834YAA4 516833.94 PA USD 514426.79 0.2078664761 Long ABS-MBS CORP US N 2 2049-10-25 Variable 3.228200000000 N N N N N N JH COLLATERAL N/A N/A 168962.39 NS USD 1691533.12 0.6835045059 Long EC RF US N 1 N N VERICREST OPPORTUNITY LOAN TRU 10/49 3.1789 N/A 92870DAA3 384772.2 PA USD 381072.88 0.1539816321 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 727880.82 PA USD 725940.58 0.2933336933 Long ABS-MBS CORP US N 2 2049-12-27 Variable 3.425500000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 170000 PA USD 189666.44 0.0766392717 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AW7 415000 PA USD 471242.23 0.1904167195 Long DBT CORP US N 2 2026-03-01 Fixed 3.750000000000 N N N N N N Metinvest B.V. N/A ZR8877386 195000 PA 197174.17 0.0796729500 Long DBT CORP NL N 2 2025-06-17 Fixed 5.625000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AZ0 125000 PA USD 129449.32 0.0523071009 Long DBT CORP US N 2 2025-06-01 Fixed 1.900000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBK5 140000 PA USD 155213.32 0.0627176627 Long DBT CORP US N 2 2027-04-06 Fixed 3.543000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBL3 115000 PA USD 129879.38 0.0524808769 Long DBT CORP US N 2 2030-04-06 Fixed 3.633000000000 N N N N N N Brighthouse Financial Inc. N/A 10922NAG8 610000 PA USD 675889.18 0.2731092253 Long DBT CORP US N 2 2030-05-15 Fixed 5.625000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AL3 130000 PA USD 140670.4 0.0568412472 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N GINNIE MAE I POOL GN 10/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36208QSN7 12734.15 PA USD 14366.83 0.0058052621 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 3507.98 PA USD 3863.25 0.0015610388 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.500000000000 N N N N N N GINNIE MAE I POOL GN 11/40 FIXED 4 549300M8ZYFG0OCMTT87 3620ARQM6 8647.43 PA USD 9506.31 0.0038412524 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 6847.55 PA USD 7514.82 0.0030365432 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 12/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36210GTQ7 1357.13 PA USD 1516.53 0.0006127903 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 11452.23 PA USD 13211.2 0.0053383021 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 12306.73 PA USD 13505.98 0.0054574150 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 6765.66 PA USD 7626.74 0.0030817671 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 27062.22 PA USD 30784.77 0.0124393243 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374NQG5 48990.49 PA USD 6797.93 0.0027468666 Long ABS-MBS USGA US N 2 2035-09-16 Floating 7.054870000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JNS7 277111.7 PA USD 286007.84 0.1155683238 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 2.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAH9 295000 PA USD 317481.89 0.1282861682 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 318289.84 0.1286126398 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 259982.23 0.1050520522 Long DBT CORP US N 2 2029-04-23 Variable 4.005000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 295000 PA USD 319862.08 0.1292479410 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 677733.19 0.2738543418 Long DBT CORP US N 2 2027-01-29 Variable 3.960000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBD7 280000 PA USD 321576.01 0.1299404955 Long DBT CORP US N 2 2030-05-06 Variable 3.702000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBM7 110000 PA USD 118412.55 0.0478474294 Long DBT CORP US N 2 2041-04-22 Variable 3.109000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBN5 150000 PA USD 161433.98 0.0652312695 Long DBT CORP US N 2 2051-04-22 Variable 3.109000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 50000 PA USD 53168.94 0.0214841848 Long DBT CORP US N 2 2031-05-13 Variable 2.956000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBG4 10000 PA USD 9920.73 0.0040087088 Long DBT CORP US N 2 2021-09-09 Floating 1.212880000000 N N N N N N BBCMS TRUST 2013-TYSN BBCMS 2013 TYSN A2 144A N/A 05529SAC3 330000 PA USD 330115.96 0.1333912671 Long ABS-MBS CORP US N 2 2032-09-05 Fixed 3.756200000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BT0 70000 PA USD 87797.17 0.0354765512 Long DBT CORP US N 2 2046-08-08 Fixed 3.700000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BU7 149000 PA USD 191409.59 0.0773436332 Long DBT CORP US N 2 2056-08-08 Fixed 3.950000000000 N N N N N N BCAP LLC Trust 2006-AA2 N/A 05530MAA7 125553.98 PA USD 126369.7 0.0510627066 Long ABS-MBS CORP US N 2 2037-01-25 Floating 0.354500000000 N N N N N N BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017 DELC A 144A N/A 05552EAA8 949000 PA USD 906242.71 0.3661890911 Long ABS-MBS CORP US N 2 2036-08-15 Floating 1.034750000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2019 XL A 144A N/A 056054AA7 630564.36 PA USD 626828.01 0.2532848835 Long ABS-MBS CORP US N 2 2036-10-15 Floating 1.104750000000 N N N N N N BANK 2019-BNK18 BANK 2019 BN18 XA N/A 065402BD0 1425042.87 PA USD 93311.66 0.0377048131 Long ABS-MBS CORP US N 2 2062-05-15 Variable 1.049345000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CD4 31000 PA USD 32349.43 0.0130715627 Long DBT CORP US N 2 2060-06-01 Fixed 2.675000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AQ7 245000 PA USD 252119.07 0.1018747539 Long DBT CORP US N 2 2023-09-01 Fixed 2.670000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AS3 10000 PA USD 10082.39 0.0040740314 Long DBT CORP US N 2 2025-09-01 Fixed 4.250000000000 N N N N N N OnDeck Asset Securitization Trust II LLC N/A 68235RAJ3 376196.93 PA USD 376284.17 0.1520466390 Long ABS-O CORP US N 2 2024-11-18 Fixed 2.650000000000 N N N N N N BANK 2019-BNK20 BANK 2019 BN20 XA N/A 06540AAE1 2457358.76 PA USD 155932.19 0.0630081393 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.963432000000 N N N N N N BANK 2019-BNK24 BANK 2019 BN24 XA N/A 06540VBC8 1192937.13 PA USD 58298.24 0.0235568014 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.767810000000 N N N N N N OneMain Financial Issuance Trust 2017-1 N/A 68267LAA6 409796.47 PA USD 411008.28 0.1660777481 Long ABS-O CORP US N 2 2032-09-14 Fixed 2.370000000000 N N N N N N PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 11/24 2.7 N/A 709599BG8 250000 PA USD 257204.15 0.1039295024 Long DBT CORP US N 2 2024-11-01 Fixed 2.700000000000 N N N N N N BANK 2019-BNK22 BANK 2019 BN22 XA N/A 06540XBH3 2455344.9 PA USD 115127.44 0.0465200019 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.718906000000 N N N N N N Baxalta Inc. 5493000JW8DCO3T45R55 07177MAL7 11000 PA USD 11582.17 0.0046800534 Long DBT CORP US N 2 2022-06-23 Fixed 3.600000000000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813BW8 115000 PA USD 136346.02 0.0550938778 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 298508.43 0.1206194869 Long DBT CORP US N 2 2025-12-15 Fixed 4.250000000000 N N N N N N PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 07/25 4 N/A 709599BJ2 230000 PA USD 251564.21 0.1016505495 Long DBT CORP US N 2 2025-07-15 Fixed 4.000000000000 N N N N N N Philadelphia Authority for Industrial Development N/A 71781LBH1 675000 PA USD 872437.5 0.3525292856 Long DBT MUN US N 2 2028-10-15 Fixed 6.550000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BV0 490000 PA USD 528334.1 0.2134860581 Long DBT CORP US N 2 2024-06-06 Fixed 3.363000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887CJ6 125000 PA USD 132499.81 0.0535397245 Long DBT CORP US N 2 2030-05-20 Fixed 2.823000000000 N N N N N N County of Riverside N/A 76913CBB4 600000 PA USD 636582 0.2572262170 Long DBT MUN US N 2 2027-02-15 Fixed 2.963000000000 N N N N N N County of Riverside N/A 76913CBC2 600000 PA USD 642030 0.2594276120 Long DBT MUN US N 2 2028-02-15 Fixed 3.070000000000 N N N N N N CSAIL 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAV0 5122371.23 PA USD 144280.29 0.0582999098 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.893386000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAY4 323000 PA USD 357819.11 0.1445853889 Long DBT CORP US N 2 2028-02-15 Fixed 3.600000000000 N N N N N N United States Treasury Note/Bond N/A 912810FP8 3000 PA USD 4457.34 0.0018010951 Long DBT UST US N 2 2031-02-15 Fixed 5.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810QD3 1170000 PA USD 1839322.26 0.7432222507 Long DBT UST US N 2 2039-11-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810RB6 1170000 PA USD 1528129.69 0.6174774330 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 992959.38 0.4012290403 Long DBT UST US N 2 2043-08-15 Fixed 3.625000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PBC1 70000 PA USD 82315.02 0.0332613571 Long DBT CORP US N 2 2028-11-15 Fixed 4.650000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PBF4 50000 PA USD 52965.76 0.0214020850 Long DBT CORP US N 2 2030-05-01 Fixed 2.875000000000 N N N N N N GTP Acquisition Partners I LLC N/A 36246MAU3 730000 PA USD 764615.21 0.3089611047 Long DBT CORP US N 2 2025-06-16 Fixed 3.482000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BW2 210000 PA USD 210187.92 0.0849314676 Long DBT CORP US N 2 2030-05-01 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810RD2 2908000 PA USD 4326672.34 1.7482956763 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 7545329.27 3.0488711653 Long DBT UST US N 2 2044-08-15 Fixed 3.125000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAJ9 125000 PA USD 120884.45 0.0488462598 Long DBT CORP US N 2 2045-04-01 Fixed 5.200000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAV2 70000 PA USD 78666.34 0.0317870204 Long DBT CORP US N 2 2025-10-01 Fixed 6.125000000000 N N N N N N United States Treasury Note/Bond N/A 912810RJ9 3000 PA USD 4015.31 0.0016224823 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 1484635.47 0.5999025508 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 4543374.84 1.8358595161 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 802178.44 0.3241394282 Long DBT UST US N 2 2046-02-15 Fixed 2.500000000000 N N N N N N Genworth Holdings Inc. PXDECZED7L8SRUP41R09 372491AF7 50000 PA USD 40000 0.0161629589 Long DBT CORP US N 2 2023-08-15 Fixed 4.900000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334JW2 200000 PA USD 232341.5 0.0938831527 Long DBT CORP US N 2 2042-03-15 Fixed 4.300000000000 N N N N N N United States Treasury Note/Bond N/A 912810RT7 975000 PA USD 1155870.11 0.4670570260 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 1041684.96 0.4209177790 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KM2 255000 PA USD 265342.8 0.1072181190 Long DBT CORP US N 2 2023-07-30 Fixed 2.100000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A N/A 64828NAA3 403805.44 PA USD 404383.77 0.1634009560 Long ABS-MBS CORP US N 2 2057-06-25 Floating 1.684500000000 N N N N N N Steel Dynamics Inc. 549300HGGKEL4FYTTQ83 858119BM1 15000 PA USD 15244.18 0.0061597764 Long DBT CORP US N 2 2031-01-15 Fixed 3.250000000000 N N N N N N Suzano Austria GmbH N/A 86964WAH5 500000 PA USD 506500 0.2046634666 Long DBT CORP BR N 2 2030-01-15 Fixed 5.000000000000 N N N N N N NortonLifeLock Inc. YF6ZV0M6AU4FY94MK914 871503AU2 530000 PA USD 537950 0.2173715930 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 210262.43 0.0849615752 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 2901004.69 1.1722204868 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 457573.6 PA USD 605382.52 0.2446193192 Long DBT UST US N 2 2048-02-15 Fixed 1.000000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BL0 110000 PA USD 137837.77 0.0556966552 Long DBT CORP US N 2 2030-04-01 Fixed 5.950000000000 N N N N N N 99D0I4EB2 SWAPTION NOV20 1.7 PUT N/A N/A 1465000 PA USD 527.11 0.0002129914 N/A DIR CORP US N 2 Bank of America Corporation N/A Put Purchased London Clearing House 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 -36171.140000000000 N N N United States Treasury Note/Bond N/A 912810SC3 3205000 PA USD 4489378.72 1.8140410895 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 310831.6 PA USD 415130.57 0.1677434582 Long DBT UST US N 2 2049-02-15 Fixed 1.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/28 0.5 N/A 9128283R9 187137 PA USD 205080.15 0.0828675507 Long DBT UST US N 2 2028-01-15 Fixed 0.500000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/29 0.875 N/A 9128285W6 1528508.1 PA USD 1742542.29 0.7041159838 Long DBT UST US N 2 2029-01-15 Fixed 0.875000000000 N N N N N N Industrial and Commercial Bank of China Limited 5493002ERZU2K9PZDL40 AS6389892 200000 PA USD 199688.01 0.0806887273 Long DBT CORP AU N 2 2021-05-21 Floating 1.124130000000 N N N N N N UNITED STATES TREASURY INFLATI 01/26 0.625 N/A 912828N71 1996649.5 PA USD 2164151.1 0.8744771302 Long DBT UST US N 2 2026-01-15 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/27 0.375 N/A 912828V49 1348270.1 PA USD 1454381.15 0.5876775675 Long DBT UST US N 2 2027-01-15 Fixed 0.375000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDT6 100000 PA USD 116244.13 0.0469712273 Long DBT CORP US N 2 2039-08-15 Fixed 3.500000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAM8 65000 PA USD 67379.62 0.0272263507 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 113981.31 0.0460568806 Long DBT CORP CA N 2 2050-01-25 Fixed 3.800000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F020471 5400000 PA USD 5583976.92 2.2563397315 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE POOL MBS 15YR TBA N/A 01F022477 1500000 PA USD 1569960.9 0.6343803361 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 01F022675 10300000 PA USD 10733726.82 4.3372196264 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 01F022683 10200000 PA USD 10609196.46 4.2869001492 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 01F030470 2700000 PA USD 2837109.24 1.1464019985 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 01F030678 3400000 PA USD 3579429.56 1.4463543184 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 01F040677 5800000 PA USD 6145054.76 2.4830566827 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F042673 3300000 PA USD 3545437.5 1.4326190117 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 01F050676 1800000 PA USD 1965847.5 0.7943478069 Long ABS-MBS USGSE US N 2 N/A Fixed 5.000000000000 N N N N N N Alpek S.A.B. de C.V. N/A 020564AD2 200000 PA USD 197500 0.0798046094 Long DBT CORP MX N 2 2029-09-18 Fixed 4.250000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAR4 185000 PA USD 221707.7 0.0895863109 Long DBT CORP US N 2 2044-01-31 Fixed 5.375000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAU7 80000 PA USD 85311.94 0.0344723344 Long DBT CORP US N 2 2026-09-16 Fixed 2.625000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAV5 70000 PA USD 69784.05 0.0281979182 Long DBT CORP US N 2 2046-09-16 Fixed 3.875000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 145000 PA USD 169026.23 0.0682991001 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 37403.8 0.0151139020 Long DBT CORP US N 2 2039-02-14 Fixed 5.800000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBF9 90000 PA USD 117999.93 0.0476807004 Long DBT CORP US N 2 2049-02-14 Fixed 5.950000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBH5 100000 PA USD 105222.04 0.0425174876 Long DBT CORP US N 2 2025-05-06 Fixed 2.350000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 135000 PA USD 145218.98 0.0586792100 Long DBT CORP US N 2 2030-05-06 Fixed 3.400000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BF2 260000 PA USD 321835.46 0.1300453325 Long DBT CORP US N 2 2037-08-22 Fixed 3.875000000000 N N N N N N AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 2A11 N/A 02660UAE0 44419.81 PA USD 35335.71 0.0142782407 Long ABS-MBS CORP US N 2 2046-10-25 Floating 2.443820000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 13638ZCE3 105000 PA 77510.2 0.0313198544 Long DBT CORP CA N 2 2020-08-14 Fixed 2.890000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCA1 205000 PA USD 222934.25 0.0900819278 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 85199.16 0.0344267630 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 96759.66 0.0390980601 Long DBT CORP US N 2 2027-02-15 Fixed 2.493000000000 N N N N N N Carrier Global Corporation N/A 14448CAK0 185000 PA USD 183920.8 0.0743176081 Long DBT CORP US N 2 2031-02-15 Fixed 2.700000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 10000 PA USD 10319.1 0.0041696797 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 10000 PA USD 10587.7 0.0042782140 Long DBT CORP US N 2 2029-12-15 Fixed 4.625000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAV3 5000 PA USD 5048.55 0.0020399876 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 693.08 0.0002800556 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 40000.000000000000 CAD 30159.890000000000 USD 2020-08-14 693.080000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 363.76 0.0001469859 N/A DFE CORP CA N 2 CITIBANK N.A. N/A 15000.000000000000 CAD 11413.810000000000 USD 2020-08-14 363.760000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 1484.49 0.0005998438 N/A DFE CORP CA N 2 STATE STREET BANK AND TRUST COMPANY N/A 85000.000000000000 CAD 64095.970000000000 USD 2020-07-07 1484.490000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 41432.31 0.0167417181 N/A DFE CORP MX N 2 GOLDMAN SACHS INTERNATIONAL N/A 5530000.000000000000 MXN 272467.480000000000 USD 2021-06-10 41432.310000000000 N N N Centrais Eletricas Brasileiras S.A. N/A 15236FAA8 200000 PA USD 195500 0.0789964615 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 34401.94 0.0139009285 Long DBT CORP US N 2 2025-07-23 Fixed 4.908000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2968.37 0.0011994411 N/A DFE CORP CA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 100000.000000000000 CAD 76627.770000000000 USD 2020-07-02 2968.370000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 1431.42 0.0005783996 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A N/A 50000.000000000000 CAD 38264.940000000000 USD 2020-08-14 1431.420000000000 N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 280000 PA USD 372019.84 0.1503235343 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 53876.04 0.0217699055 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 155549.99 0.0628537022 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N The Chemours Company 549300M1BOLNXL8DOV14 163851AE8 45000 PA USD 40666.05 0.0164320923 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAR4 20000 PA USD 18896.31 0.0076355070 Long DBT CORP US N 2 2050-05-15 Fixed 5.000000000000 N N N N N N Entegris Inc. IYX6OWO7BT5DKO3BYG52 29362UAB0 25000 PA USD 25375 0.0102533770 Long DBT CORP US N 2 2026-02-10 Fixed 4.625000000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -206.6 -0.0000834817 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC N/A 25000.000000000000 EUR 27979.500000000000 USD 2020-11-27 -206.600000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2945.12 0.0011900463 N/A DFE CORP CA N 2 HSBC BANK USA N/A 150000.000000000000 CAD 113468.720000000000 USD 2020-11-25 2945.120000000000 N N N Entegris Inc. IYX6OWO7BT5DKO3BYG52 29362UAC8 40000 PA USD 40700 0.0164458106 Long DBT CORP US N 2 2028-04-15 Fixed 4.375000000000 N N N N N N Equifax Inc. 5493004MCF8JDC86VS77 294429AR6 133000 PA USD 141674.79 0.0572470951 Long DBT CORP US N 2 2025-12-15 Fixed 2.600000000000 N N N N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD 2138.78 0.0008642253 N/A DFE CORP CA N 2 HSBC BANK USA N/A 150000.000000000000 CAD 112662.380000000000 USD 2020-11-25 2138.780000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 4291.46 0.0017340673 N/A DFE CORP GB N 2 BNP PARIBAS SA N/A 157000.000000000000 GBP 198916.280000000000 USD 2020-09-16 4291.460000000000 N N N Equifax Inc. 5493004MCF8JDC86VS77 294429AS4 40000 PA USD 42519.68 0.0171810960 Long DBT CORP US N 2 2030-05-15 Fixed 3.100000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBG0 40000 PA USD 40041.2 0.0161796067 Long DBT CORP US N 2 2027-07-15 Fixed 1.800000000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 3528.49 0.0014257710 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 1171000.000000000000 EUR 1321347.030000000000 USD 2020-09-16 3528.490000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 673.43 0.0002721155 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A N/A 76000.000000000000 EUR 86202.220000000000 USD 2020-09-16 673.430000000000 N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBH8 115000 PA USD 113600.45 0.0459029850 Long DBT CORP US N 2 2030-07-15 Fixed 2.150000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAG7 160000 PA USD 179494.87 0.0725292050 Long DBT CORP NO N 2 2040-04-06 Fixed 3.625000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAH5 105000 PA USD 120701.26 0.0487722375 Long DBT CORP NO N 2 2050-04-06 Fixed 3.700000000000 N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAJ1 245000 PA USD 250952.26 0.1014032764 Long DBT CORP NO N 2 2026-01-22 Fixed 1.750000000000 N N N N N N Evergy Inc. N/A 30034WAA4 90000 PA USD 95085.46 0.0384215595 Long DBT CORP US N 2 2024-09-15 Fixed 2.450000000000 N N N N N N Evergy Inc. N/A 30034WAB2 240000 PA USD 257118.43 0.1038948652 Long DBT CORP US N 2 2029-09-15 Fixed 2.900000000000 N N N N N N Evergy Metro Inc. N/A 30037DAA3 70000 PA USD 73323.1 0.0296279562 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAN1 300000 PA USD 337040.39 0.1361892490 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 50688.65 0.0204819641 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 296092.73 0.1196433654 Long DBT CORP US N 2 2040-03-19 Fixed 4.227000000000 N N N N N N Exxon Mobil Corporation J3WHBG0MTS7O8ZVMDC91 30231GBG6 80000 PA USD 100225.14 0.0404983704 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 28070 0.0113423564 Long DBT CORP US N 2 2028-06-15 Fixed 4.000000000000 N N N N N N GINNIE MAE I POOL GN 11/31 FIXED 7 549300M8ZYFG0OCMTT87 36241KJ74 14923.73 PA USD 16392.5 0.0066237826 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.000000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KA8 375000 PA USD 433342.37 0.1751023725 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 125179.52 0.0505817858 Long DBT CORP US N 2 2049-05-15 Fixed 4.250000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KJ9 570000 PA USD 582874.48 0.2355244061 Long DBT CORP US N 2 2030-05-15 Fixed 1.950000000000 N N N N N N IPALCO Enterprises Inc. N/A 462613AM2 175000 PA USD 187092.32 0.0755991368 Long DBT CORP US N 2 2024-09-01 Fixed 3.700000000000 N N N N N N IPALCO Enterprises Inc. N/A 462613AN0 635000 PA USD 687835.09 0.2779362566 Long DBT CORP US N 2 2030-05-01 Fixed 4.250000000000 N N N N N N ITC Holdings Corp. N/A 465685AQ8 220000 PA USD 233468.44 0.0943385198 Long DBT CORP US N 2 2030-05-14 Fixed 2.950000000000 N N N N N N J.P. Morgan Mortgage Trust 2006-A3 N/A 46628KAH3 11554.89 PA USD 10087.92 0.0040762659 Long ABS-MBS CORP US N 2 2036-05-25 Variable 3.620278000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAV9 395000 PA USD 427872.37 0.1728920879 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.996500000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A 46652BAY5 160000 PA USD 162579.33 0.0656940756 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBK9 70000 PA USD 91813.88 0.0370995991 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 49587.87 0.0200371676 Long DBT CORP US N 2 2049-09-15 Fixed 3.100000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680AZ6 105000 PA USD 97387.71 0.0393518388 Long DBT CORP US N 2 2049-09-01 Fixed 4.450000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BA0 35000 PA USD 34351.83 0.0138806804 Long DBT CORP US N 2 2025-09-15 Fixed 2.200000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BB8 30000 PA USD 28695.88 0.0115952582 Long DBT CORP US N 2 2030-03-15 Fixed 3.100000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BD4 125000 PA USD 142738.66 0.0576769772 Long DBT CORP US N 2 2026-01-15 Fixed 5.850000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 540000 PA USD 580793.29 0.2346834514 Long DBT CORP US N 2 2025-04-01 Fixed 2.500000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 540000 PA USD 631804.03 0.2552955637 Long DBT CORP US N 2 2060-04-01 Fixed 3.850000000000 N N N N N N Otis Worldwide Corporation N/A 68902VAF4 875000 PA USD 917562.12 0.3707629700 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 185000 PA USD 196228.5 0.0792908293 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 381984.84 0.1543501314 Long DBT CORP US N 2 2030-01-22 Fixed 2.550000000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308JG3 430000 PA USD 420368 0.1698597673 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CT3 33000 PA USD 40831.22 0.0164988332 Long DBT CORP US N 2 2049-01-15 Fixed 4.125000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 45000 PA USD 56273.95 0.0227388385 Long DBT CORP US N 2 2050-02-15 Fixed 4.150000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 335000 PA USD 407388.42 0.1646150569 Long DBT CORP US N 2 2050-03-19 Fixed 3.625000000000 N N N N N N Tullow Oil PLC N/A 899415AE3 200000 PA USD 125500 0.0507112834 Long DBT CORP GB N 2 2025-03-01 Fixed 7.000000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAH0 380000 PA USD 391403.8 0.1581560880 Long DBT CORP CH N 2 2022-02-01 Fixed 2.650000000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AJ8 350000 PA USD 369808.46 0.1494299732 Long DBT CORP IT N 2 2022-01-14 Fixed 6.572000000000 N N N N N N Union Electric Company QMPJLLDULY5C1M8PNY21 906548CN0 45000 PA USD 55053.48 0.0222456783 Long DBT CORP US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818EV6 305000 PA USD 375561.35 0.1517545663 Long DBT CORP US N 2 2038-09-10 Fixed 4.375000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FG8 15000 PA USD 17618.87 0.0071193268 Long DBT CORP US N 2 2060-03-20 Fixed 3.839000000000 N N N N N N Upjohn Inc. N/A 91533BAB6 85000 PA USD 86653.64 0.0350144805 Long DBT CORP US N 2 2025-06-22 Fixed 1.650000000000 N N N N N N California State of N/A 13063A5G5 70000 PA USD 124648.3 0.0503671336 Long DBT MUN US N 2 2039-04-01 Fixed 7.550000000000 N N N N N California State of N/A 13063A7D0 30000 PA USD 50155.2 0.0202664109 Long DBT MUN US N 2 2039-10-01 Fixed 7.300000000000 N N N N N N California State of N/A 13063BFR8 20000 PA USD 35303.8 0.0142653467 Long DBT MUN US N 2 2040-03-01 Fixed 7.625000000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KG0 30000 PA USD 30739.8 0.0124211531 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 157766.75 0.0637494373 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 191582.3 0.0774134209 Long DBT MUN US N 2 2029-11-01 Fixed 6.319000000000 N N N N N N State of Connecticut N/A 20772KJT7 20000 PA USD 20430 0.0082552312 Long DBT MUN US N 2 2021-07-01 Fixed 3.000000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A N/A 40423XAB8 341693.27 PA USD 343591.75 0.1388364830 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.193000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A N/A 40423XAF9 213583.72 PA USD 214799.87 0.0867950366 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.265000000000 N N N N N N Hill-Rom Holdings Inc. JLZ01A0E2071OH26RE45 431475AD4 30000 PA USD 30712.5 0.0124101219 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 413305.2 0.1670058737 Long DBT CORP US N 2 2024-09-01 Fixed 4.250000000000 N N N N N N Trane Technologies Luxembourg Finance S.A. N/A 456873AF5 40000 PA USD 47831.04 0.0193272783 Long DBT CORP LU N 2 2049-03-21 Fixed 4.500000000000 N N N N N N Trane Technologies Global Holding Company Limited 549300UCF0D858BIOV83 45687AAM4 110000 PA USD 111217.84 0.0449402343 Long DBT CORP US N 2 2021-02-21 Fixed 2.900000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BK5 175000 PA USD 192313.3 0.0777087989 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 261525 0.1056754454 Long DBT CORP ES N 2 2033-03-15 Fixed 12.000000000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 198000 PA USD 287947.44 0.1163520657 Long DBT MUN US N 2 2057-04-01 Fixed 6.637000000000 N N N N N N New York Transportation Development Corporation N/A 650117AA2 825000 PA USD 899208.75 0.3633468509 Long DBT MUN US N 2 2035-09-01 Fixed 4.248000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRU SCLP 2016 2A A 144A N/A 83402QAA0 10907.88 PA USD 10927.44 0.0044154941 Long ABS-O CORP US N 2 2025-10-27 Fixed 3.090000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2017 3 A 144A N/A 83404JAA4 21543.56 PA USD 21670.39 0.0087564406 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 23701.46 PA USD 23786.59 0.0096115419 Long ABS-O CORP US N 2 2026-01-26 Fixed 3.280000000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 201 SCLP 2017 4 A 144A N/A 83405JAA3 46718.94 PA USD 47166.4 0.0190587146 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 34728.55 PA USD 32039.96 0.0129465139 Long ABS-MBS CORP US N 2 2037-07-25 Floating 0.364500000000 N N N N N N Springleaf Funding Trust 2017-A N/A 85172PAA5 900000 PA USD 899185.86 0.3633376017 Long ABS-O CORP US N 2 2030-07-15 Fixed 2.680000000000 N N N N N N Tencent Holdings Limited N/A 88032WAN6 400000 PA USD 451200 0.1823181760 Long DBT CORP CN N 2 2029-04-11 Fixed 3.975000000000 N N N N N N Tencent Holdings Limited N/A 88032WAT3 200000 PA USD 202244.04 0.0817215525 Long DBT CORP CN N 2 2026-01-26 Fixed 1.810000000000 N N N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 140000 PA USD -44449.3 -0.0179608052 N/A DCR CORP US N 2 GOLDMAN SACHS N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 22339.910000000000 USD 140000 USD -22109.39 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 255000 PA USD -80961.22 -0.0327143217 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 39602.380000000000 USD 255000 USD -41358.84 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 69000 PA USD -21907.15 -0.0088521091 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 11108.190000000000 USD 69000 USD -10798.96 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 130000 PA USD -41274.35 -0.0166778905 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 20526.620000000000 USD 130000 USD -20747.73 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 115000 PA USD -36511.92 -0.0147535165 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 18504.280000000000 USD 115000 USD -18007.64 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 110000 PA USD -34924.45 -0.0141120612 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 17674.510000000000 USD 110000 USD -17249.94 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 1390000 PA USD -441318.05 -0.1783251372 N/A DCR CORP US N 2 GOLDMAN SACHS N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 86120.380000000000 USD 1390000 USD -355197.67 N N N CDS Cmbx.Na.Bbb-.6 R 300 20630511 N/A N/A 1335000 PA USD -423855.82 -0.1712691046 N/A DCR CORP US N 2 GOLDMAN SACHS N/A CMBX BBB- CDSI S6 CMBX.NA.BBB-.6 Y Selling protection on reference asset 2063-05-11 0.000000000000 USD 81848.890000000000 USD 1335000 USD -342006.93 N N N CDS Russian Federation R 100 20250620 N/A N/A 105000 PA USD -521.5 -0.0002107246 N/A DCR CORP RU N 2 Intercontinental Exchange N/A Russian Federation Russian Federation Y Selling protection on reference asset 2025-06-20 0.000000000000 USD 39.920000000000 USD 105000 USD -481.58 N N N CDS Republic of South Africa R 100 20250620 N/A N/A 115000 PA USD -10812.24 -0.0043689448 N/A DCR CORP ZA N 2 Intercontinental Exchange N/A Republic of South Africa Republic of South Africa Y Selling protection on reference asset 2025-06-20 0.000000000000 USD 10250.000000000000 USD 115000 USD -562.23 N N N CDS Republic of Turkey R 100 20250620 N/A N/A 125000 PA USD -20796.6 -0.0084033648 N/A DCR CORP TR N 2 Intercontinental Exchange N/A Republic of Turkey Republic of Turkey Y Selling protection on reference asset 2025-06-20 0.000000000000 USD 20159.190000000000 USD 125000 USD -637.41 N N N CDS CDX.EM.33 R 100 20250620 N/A N/A 2807250 PA USD -124924.03 -0.0504785490 N/A DCR CORP US N 2 Intercontinental Exchange N/A CDX EM CDSI S33 CDX.EM.33 Y Selling protection on reference asset 2025-06-20 0.000000000000 USD 315352.570000000000 USD 2807250 USD 190428.54 N N N CDS CDX.NA.IG.34 P 100 20250620 N/A N/A 675000 PA USD 8044.58 0.0032506054 N/A DCR CORP US N 2 Intercontinental Exchange N/A CDX IG CDSI S34 CDX.NA.IG.34 Y Selling protection on reference asset 2025-06-20 8952.270000000000 USD 0.000000000000 USD 675000 USD -907.69 N N N CDS Federative Republic of Brazil R 100 20250620 N/A N/A 110000 PA USD -7763.83 -0.0031371616 N/A DCR CORP BR N 2 Intercontinental Exchange N/A Federative Republic of Brazil Federative Republic of Brazil Y Selling protection on reference asset 2025-06-20 0.000000000000 USD 7356.690000000000 USD 110000 USD -407.14 N N N CDS Cmbx.Na.Aaa.12 P 50 20610817 N/A N/A 1360000 PA USD 5743.28 0.0023207100 N/A DCR CORP US N 2 GOLDMAN SACHS N/A CMBX AAA CDSI S12 CMBX.NA.AAA.12 Y Buying protection on reference asset 2061-08-17 24871.780000000000 USD 0.000000000000 USD 1360000 USD -19128.5 N N N CDS Cmbx.Na.Aaa.12 P 50 20610817 N/A N/A 335000 PA USD 1414.7 0.0005716434 N/A DCR CORP US N 2 GOLDMAN SACHS N/A CMBX AAA CDSI S12 CMBX.NA.AAA.12 Y Buying protection on reference asset 2061-08-17 803.390000000000 USD 0.000000000000 USD 335000 USD 611.31 N N N IRS USD P 4.32 20081217-20281217 N/A N/A 5100000 PA USD -1610983.92 -0.6509566708 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 -1610983.92 N N N IRS USD P 3.43 20090617-20390617 N/A N/A 2100000 PA USD -970161.15 -0.3920168690 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 -970161.15 N N N IRS USD P 1.63 20161114-20261114 N/A N/A 1620000 PA USD -158100.04 -0.0638841111 N/A DIR CORP US N 2 London Clearing House N/A Y 2026-11-14 0.000000000000 USD 0.000000000000 USD 1620000 USD -158100.04 N N N IRS USD P 2.75 20171220-20471220 N/A N/A 1640000 PA USD -760966.23 -0.3074866468 N/A DIR CORP US N 2 London Clearing House N/A Y 2047-12-20 0.000000000000 USD 33871.570000000000 USD 1640000 USD -727094.66 N N N IRS USD P 2.36 20190409-20240409 N/A N/A 1470000 PA USD -116270.68 -0.0469819555 N/A DIR CORP US N 2 London Clearing House N/A Y 2024-04-09 0.000000000000 USD 0.000000000000 USD 1470000 USD -116270.68 N N N IRS USD P 2.36 20190409-20240409 N/A N/A 3540000 PA USD -280265.69 -0.1132480705 N/A DIR CORP US N 2 London Clearing House N/A Y 2024-04-09 0.000000000000 USD 0.000000000000 USD 3540000 USD -280265.69 N N N IRS USD P 1.77 20191030-20291030 N/A N/A 650000 PA USD -69421.56 -0.0280514455 N/A DIR CORP US N 2 London Clearing House N/A Y 2029-10-30 0.000000000000 USD 0.000000000000 USD 650000 USD -69421.56 N N N IRS USD P 1.72 20191029-20291029 N/A N/A 445000 PA USD -45460.31 -0.0183693280 N/A DIR CORP US N 2 London Clearing House N/A Y 2029-10-29 0.000000000000 USD 0.000000000000 USD 445000 USD -45460.31 N N N IRS USD P 0.84 20200319-20300320 N/A N/A 1390000 PA USD -27934.14 -0.0112874589 N/A DIR CORP US N 2 London Clearing House N/A Y 2030-03-20 0.000000000000 USD 0.000000000000 USD 1390000 USD -27934.14 N N N 2020-07-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer