NPORT-P false 0000756913 XXXXXXXX S000008273 C000022568 C000022569 C000022567 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-543-9634 Investment Quality Bond Trust S000008273 60Q7C9MVDY13ALSK8V97 2024-12-31 2024-12-31 N 242070750.770000000000 27378086.040000000000 214692664.730000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 26869869.310000000000 0.000000000000 0.000000000000 167851.900000000000 AUD EUR CAD BRL USD N Bloomberg US Aggregate Bond Index BA1 Alternative Loan Trust 2006-9T1 N/A 12668BVA8 62672.07 PA USD 23402.36 0.0109004004 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 5.750000000000 N N N N N N CHL Mortgage Pass-Through Trust 2005-2 N/A 12669GPT2 19435.8 PA USD 17926.92 0.0083500384 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.133220000000 N N N N N N COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM B 144A N/A 12674GAG9 137000 PA USD 138547.05 0.0645327357 Long ABS-MBS CORP US N 2 2041-12-10 Variable 6.511000000000 N N N N N N Coterra Energy Inc. FCNMH6O7VWU7LHXMK351 127097AM5 65000 PA USD 63029.91 0.0293582038 Long DBT CORP US N 2 2035-02-15 Fixed 5.400000000000 N N N N N N Corebridge Financial Inc. N/A 21871XAF6 20000 PA USD 19098.14 0.0088955717 Long DBT CORP US N 2 2029-04-05 Fixed 3.850000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H030617 2800000 PA USD 2425484.32 1.1297471775 Long ABS-MBS USGA US N 2 N/A Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H032613 4200000 PA USD 3750445.44 1.7468903489 Long ABS-MBS USGA US N 2 N/A Fixed 3.500000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H040616 2600000 PA USD 2392592.8 1.1144268962 Long ABS-MBS USGA US N 2 N/A Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H050615 2900000 PA USD 2812648.81 1.3100814662 Long ABS-MBS USGA US N 2 N/A Fixed 5.000000000000 N N N N N N COSTA RICA GOVERNMENT INTERNAT SR UNSECURED 144A 04/34 6.55 N/A 221597CR6 200000 PA USD 203100 0.0946003443 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.550000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CN5 130000 PA USD 109533.55 0.0510187668 Long DBT CORP US N 2 2031-06-15 Fixed 2.600000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CU9 210000 PA USD 203362.87 0.0947227844 Long DBT CORP US N 2 2034-09-01 Fixed 5.450000000000 N N N N N N Credit Agricole SA N/A 225313AQ8 250000 PA USD 251014.82 0.1169182097 Long DBT CORP FR N 2 2035-01-10 Variable 6.251000000000 N N N N N N Credit Acceptance Auto Loan Trust 2024-1 N/A 22537GAA8 180000 PA USD 182315.92 0.0849194919 Long ABS-O CORP US N 2 2034-03-15 Fixed 5.680000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AV0 250000 PA USD 258336.6 0.1203285638 Long DBT CORP CH N 2 2028-08-11 Variable 6.442000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AZ1 270000 PA USD 286265.69 0.1333374339 Long DBT CORP CH N 2 2033-08-12 Variable 6.537000000000 N N N N N N DLLAA 2023-1 LLC DLLAA 2023 1A A3 144A N/A 23292HAC5 135000 PA USD 137027.01 0.0638247283 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.640000000000 N N N N N N DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 XA N/A 233063AW6 518472.39 PA USD 23434.69 0.0109154591 Long ABS-MBS CORP US N 2 2053-09-15 Variable 1.700331000000 N N N N N N DT AUTO OWNER TRUST 2023-2 DTAOT 2023 2A B 144A N/A 23346CAC2 135000 PA USD 135318.84 0.0630290933 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.410000000000 N N N N N N DC TRUST 2024-HLTN DC 2024 HLTN A 144A N/A 24022FAA8 90000 PA USD 90582.46 0.0421916883 Long ABS-MBS CORP US N 2 2040-04-13 Variable 5.727000000000 N N N N N N DC TRUST 2024-HLTN DC 2024 HLTN C 144A N/A 24022FAG5 45000 PA USD 45536.41 0.0212100446 Long ABS-MBS CORP US N 2 2040-04-13 Variable 7.036000000000 N N N N N N Deephaven Residential Mortgage Trust 2021-2 N/A 24381WAA6 70371.8 PA USD 61403.19 0.0286005067 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.899000000000 N N N N N N Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2 N/A 25151UAA5 32577.64 PA USD 29789.98 0.0138756394 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.753220000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 80000 PA USD 84530.56 0.0393728217 Long DBT CORP US N 2 2030-12-01 Fixed 6.400000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 45000 PA USD 45214.19 0.0210599603 Long DBT CORP US N 2 2029-07-01 Fixed 5.250000000000 N N N N N N ENTERPRISE FLEET FINANCING 202 EFF 2024 1 A3 144A N/A 29375PAC4 75000 PA USD 75800.93 0.0353067163 Long ABS-O CORP US N 2 2030-09-20 Fixed 5.160000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCB7 40000 PA USD 26294.72 0.0122476099 Long DBT CORP US N 2 2053-02-15 Fixed 3.300000000000 N N N N N N Freddie Mac STACR REMIC Trust 2023-HQA2 N/A 35564K2G3 460000 PA USD 482950.23 0.2249495718 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.918790000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-HQA2 N/A 35564KB32 180000 PA USD 191716.29 0.0892980160 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 8.568790000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-HQA3 N/A 35564KE47 70000 PA USD 73568.89 0.0342670720 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 8.118790000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA6 N/A 35564KH44 200000 PA USD 211222.36 0.0983835942 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 8.268790000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAM2 192000 PA USD 171924.46 0.0800793358 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N MADISON PARK FUNDING LXVII LTD MDPK 2024 67A A1 144A N/A 55821YAA4 420000 PA USD 423111.78 0.1970778930 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 6.135870000000 N N N N N N WarnerMedia Holdings Inc. N/A 55903VBB8 80000 PA USD 74435.96 0.0346709377 Long DBT CORP US N 2 2029-03-15 Fixed 4.054000000000 N N N N N N WarnerMedia Holdings Inc. N/A 55903VBC6 325000 PA USD 286392.32 0.1333964159 Long DBT CORP US N 2 2032-03-15 Fixed 4.279000000000 N N N N N N Mexico Government International Bond N/A 91087BAR1 200000 PA USD 159103.08 0.0741073665 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.500000000000 N N N N N N Mexico Government International Bond N/A 91087BAV2 200000 PA USD 195349.73 0.0909904073 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.350000000000 N N N N N N Mexico Government International Bond N/A 91087BAZ3 940000 PA USD 884570.37 0.4120170436 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.000000000000 N N N N N N Verus Securitization Trust 2021-2 N/A 92538FAA2 82162.68 PA USD 73033.46 0.0340176783 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.031000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A N/A 92538GAA0 210103.26 PA USD 186962.97 0.0870840046 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.824000000000 N N N N N N Verus Securitization Trust 2021-5 N/A 92538KAA1 111727.96 PA USD 92905.94 0.0432739237 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2022 3 A1 144A N/A 92538UAA9 72863.62 PA USD 68581.53 0.0319440490 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.130000000000 N N N N N N Verus Securitization Trust 2022-1 N/A 92538WAA5 319199.59 PA USD 289242.33 0.1347238996 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.724000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAU6 80000 PA USD 69517.32 0.0323799232 Long DBT CORP US N 2 2043-09-01 Fixed 5.850000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAW2 115000 PA USD 89353.89 0.0416194424 Long DBT CORP US N 2 2044-04-01 Fixed 5.250000000000 N N N N N N CAN 10YR BOND FUT 0325 N/A ADI2R99V3 35 NC -55269.5398100804 -0.0257435623 N/A DIR CORP CA N 1 MONTREAL EXCHANGE THE - BOURSE DE MONTREAL 549300DKBYNOI0B1NP44 Short Can 10yr 6% Can 10yr 6% 2025-03-20 -4213652.800000000000 CAD -55269.539810080400 N N N NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75 N/A AQ6167367 210000 PA 216645.06 0.1009093908 Long DBT NUSS MK N 2 2025-01-18 Fixed 2.750000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED REGS 07/39 2 N/A AZ4612521 155000 PA 124390.87 0.0579390405 Long DBT NUSS SA N 2 2039-07-09 Fixed 2.000000000000 N N N N N N Hungary Government International Bond N/A BJ0850450 465000 PA 411850.35 0.1918325205 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.625000000000 N N N N N N NORTH MACEDONIA GOVERNMENT INT SR UNSECURED 144A 06/26 3.675 N/A BJ7363895 265000 PA 270516.22 0.1260016127 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.675000000000 N N N N N N Leviathan Bond Ltd. N/A BK6709046 235000 PA USD 227375.9 0.1059076239 Long DBT CORP IL N 2 2027-06-30 Fixed 6.500000000000 N N N N N N IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/32 4.875 N/A BM7280613 225000 PA 204955.62 0.0954646589 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875000000000 N N N N N N Romania N/A BM7280910 335000 PA 220958.92 0.1029187095 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.625000000000 N N N N N N Indonesia Government International Bond N/A BN3328919 380000 PA 322429.9 0.1501820756 Long DBT NUSS ID N 2 2033-03-12 Fixed 1.100000000000 N N N N N N CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 01/51 1.25 N/A BN6167926 165000 PA 97416.54 0.0453748805 Long DBT NUSS CL N 2 2051-01-22 Fixed 1.250000000000 N N N N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 BO3950298 245000 PA USD 205560.95 0.0957466107 Long DBT CORP LU N 2 2031-03-18 Fixed 4.375000000000 N N N N N N Romania N/A BO9736261 815000 PA 544973.88 0.2538390777 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.750000000000 N N N N N N Philippines Government International Bond N/A BP1537425 205000 PA 176249.83 0.0820940158 Long DBT NUSS PH N 2 2033-04-28 Fixed 1.200000000000 N N N N N N NBM US Holdings Inc. N/A 62877VAA9 68000 PA USD 67997.59 0.0316720602 Long DBT CORP US N 2 2026-05-14 Fixed 7.000000000000 N N N N N N NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A N/A 62923JAA0 332974.15 PA USD 279515.85 0.1301934793 Long ABS-MBS CORP US N 2 2056-05-25 Variable 1.185000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2023 A A 144A N/A 638961AA0 235484.82 PA USD 235899.6 0.1098778108 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.510000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A N/A 63942EAA6 126981.1 PA USD 111822.92 0.0520851144 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.970000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A N/A 63942GAA1 183789.9 PA USD 160480.69 0.0747490326 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.110000000000 N N N N N N New Economy Assets - Phase 1 Sponsor LLC N/A 643821AA9 310000 PA USD 285827.44 0.1331333049 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.910000000000 N N N N N N New Residential Mortgage Loan Trust 2019-NQM4 N/A 64828EAA3 35412.99 PA USD 33207.55 0.0154674823 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.491880000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 4A A1S 144A N/A 64828FCQ3 133554.75 PA USD 131038.62 0.0610354435 Long ABS-MBS CORP US N 2 2048-01-25 Floating 5.203220000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2017 5A A1 144A N/A 64828NAA3 105888.12 PA USD 107626.93 0.0501306974 Long ABS-MBS CORP US N 2 2057-06-25 Floating 5.953220000000 N N N N N N New Residential Mortgage Loan Trust 2016-2 N/A 64829GAA7 122238.08 PA USD 115906.87 0.0539873452 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.750000000000 N N N N N N New Residential Mortgage Loan Trust 2016-4 N/A 64829LAA6 134356.27 PA USD 125784.49 0.0585881638 Long ABS-MBS CORP US N 2 2056-11-25 Variable 3.750000000000 N N N N N N New Residential Mortgage Loan Trust 2017-4 N/A 64829NAA2 123762.35 PA USD 117281.74 0.0546277350 Long ABS-MBS CORP US N 2 2057-05-25 Variable 4.000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 1A A1A 144A N/A 64830GAB2 89684.84 PA USD 85711.04 0.0399226681 Long ABS-MBS CORP US N 2 2057-12-25 Variable 4.000000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 5A A1B 144A N/A 64830MAG8 124580.91 PA USD 115759.46 0.0539186842 Long ABS-MBS CORP US N 2 2059-08-25 Variable 3.500000000000 N N N N N N New Residential Mortgage Loan Trust 2021-NQM2R N/A 64831EAA8 55138.26 PA USD 51724.54 0.0240923648 Long ABS-MBS CORP US N 2 2058-10-25 Variable 0.940540000000 N N N N N N New York Transportation Development Corporation N/A 650117AA2 485000 PA USD 464274.11 0.2162505694 Long DBT MUN US N 2 2035-09-01 Fixed 4.248000000000 N N N N N N NOVA Chemicals Corporation N/A 66977WAV1 90000 PA USD 89570.05 0.0417201259 Long DBT CORP CA N 2 2031-12-01 Fixed 7.000000000000 N N N N N N NSTAR Electric Company 54930080R72Y2Z31UR68 67021CAV9 85000 PA USD 85419.76 0.0397869951 Long DBT CORP US N 2 2034-06-01 Fixed 5.400000000000 N N N N N N OCP S.A. N/A 67091TAF2 210000 PA USD 214200 0.0997705256 Long DBT CORP MA N 2 2034-05-02 Fixed 6.750000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AG2 410000 PA USD 375645.96 0.1749691637 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 853496AH0 10000 PA USD 8574.1 0.0039936623 Long DBT CORP US N 2 2031-01-15 Fixed 3.375000000000 N N N N N N STAR 2021-1 TRUST STAR 2021 1 A1 144A N/A 85573GAA0 144994.3 PA USD 134187.08 0.0625019398 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.219000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A N/A 85573HAA8 48577.21 PA USD 45007.2 0.0209635481 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.943000000000 N N N N N N SUMMIT ISSUER LLC FIBER 2020 1A A2 144A N/A 86613XAA3 155000 PA USD 150648.58 0.0701694118 Long ABS-O CORP US N 2 2050-12-20 Fixed 2.290000000000 N N N N N N Gen Digital Inc. YF6ZV0M6AU4FY94MK914 871503AU2 360000 PA USD 359178.08 0.1672987200 Long DBT CORP US N 2 2025-04-15 Fixed 5.000000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ACA1 150000 PA USD 137750.78 0.0641618474 Long DBT CORP US N 2 2028-02-15 Fixed 2.050000000000 N N N N N N TotalEnergies Capital N/A 89157XAC5 170000 PA USD 162492.09 0.0756859067 Long DBT CORP FR N 2 2064-04-05 Fixed 5.638000000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBJ6 165000 PA USD 152023.85 0.0708099879 Long DBT CORP US N 2 2028-07-15 Fixed 4.000000000000 N N N N N N Smith and Nephew plc N/A 83192PAA6 105000 PA USD 88003.03 0.0409902360 Long DBT CORP GB N 2 2030-10-14 Fixed 2.032000000000 N N N N N N Smith and Nephew plc N/A 83192PAD0 65000 PA USD 64520.6 0.0300525405 Long DBT CORP GB N 2 2034-03-20 Fixed 5.400000000000 N N N N N N Solventum Corporation N/A 83444MAC5 185000 PA USD 185464.99 0.0863862723 Long DBT CORP US N 2 2029-03-01 Fixed 5.400000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ADM4 25000 PA USD 23645.23 0.0110135249 Long DBT CORP US N 2 2035-01-15 Fixed 4.700000000000 N N N N N N TYSN 2023-CRNR MORTGAGE TRUST TYSN 2023 CRNR A 144A N/A 87332PAA8 410000 PA USD 427531.19 0.1991363750 Long ABS-MBS CORP US N 2 2033-12-10 Variable 6.579745000000 N N N N N N Taco Bell Funding LLC N/A 87342RAH7 878355 PA USD 778973.87 0.3628320842 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.294000000000 N N N N N N Tapestry Inc. 549300LJNVY5SW3VTN33 876030AK3 65000 PA USD 64283.81 0.0299422479 Long DBT CORP US N 2 2030-03-11 Fixed 5.100000000000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759AX8 25000 PA USD 20276.12 0.0094442537 Long DBT CORP US N 2 2031-02-15 Fixed 1.450000000000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759BB5 60000 PA USD 59860.51 0.0278819540 Long DBT CORP US N 2 2029-04-01 Fixed 4.875000000000 N N N N N N Republic Services Inc. NKNQHM6BLECKVOQP7O46 760759BK5 80000 PA USD 79234.04 0.0369057975 Long DBT CORP US N 2 2034-11-15 Fixed 5.200000000000 N N N N N N Retained Vantage Data Centers Issuer LLC N/A 76134KAA2 395000 PA USD 388666.57 0.1810339308 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.000000000000 N N N N N N County of Riverside N/A 76913CBC2 600000 PA USD 570715.38 0.2658290076 Long DBT MUN US N 2 2028-02-15 Fixed 3.070000000000 N N N N N N Romania N/A 77586RAT7 86000 PA USD 83740.35 0.0390047560 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.875000000000 N N N N N N Royalty Pharma plc N/A 78081BAN3 205000 PA USD 168023.08 0.0782621429 Long DBT CORP US N 2 2031-09-02 Fixed 2.150000000000 N N N N N N SCF EQUIPMENT LEASING 2024-1 L SCFET 2024 1A B 144A N/A 783896AD5 130000 PA USD 131900.87 0.0614370641 Long ABS-O CORP US N 2 2032-04-20 Fixed 5.560000000000 N N N N N N SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE A 144A N/A 78397FAA1 645000 PA USD 601901.1 0.2803547577 Long ABS-MBS CORP US N 2 2037-03-15 Fixed 2.632000000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A B 144A N/A 78398AAF0 115000 PA USD 117298.95 0.0546357511 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.710000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 300000 PA USD 299692.2 0.1395912619 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N SG RESIDENTIAL MORTGAGE TRUST SGR 2021 1 A1 144A N/A 784212AA0 305282.22 PA USD 244563.72 0.1139134028 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.160000000000 N N N N N N SSandC Technologies Inc. N/A 78466CAC0 532000 PA USD 526898.97 0.2454201082 Long DBT CORP US N 2 2027-09-30 Fixed 5.500000000000 N N N N N N Sabey Data Center Issuer LLC N/A 78520EAG1 65000 PA USD 65792.69 0.0306450572 Long ABS-O CORP US N 2 2049-04-20 Fixed 6.000000000000 N N N N N N Santander Drive Auto Receivables Trust 2023-3 N/A 80285XAD7 235000 PA USD 237151.47 0.1104609095 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.610000000000 N N N N N N Santander Drive Auto Receivables Trust 2023-1 N/A 80287GAD2 132163.89 PA USD 132267.18 0.0616076847 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.980000000000 N N N N N N Soundview Home Loan Trust 2007-OPT2 N/A 83613DAD8 19817.94 PA USD 17921.03 0.0083472950 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.633220000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ACY9 35000 PA USD 34271.52 0.0159630605 Long DBT CORP US N 2 2033-07-15 Fixed 5.050000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264ADC6 55000 PA USD 56388.07 0.0262645536 Long DBT CORP US N 2 2034-01-15 Fixed 5.750000000000 N N N N N N ABFC 2006-HE1 Trust N/A 00075WAD1 84994.5 PA USD 46849.26 0.0218215467 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.893220000000 N N N N N N AGCO Corporation LYOM0B2GCF1JWXK5ZG04 001084AR3 25000 PA USD 25236.96 0.0117549242 Long DBT CORP US N 2 2027-03-21 Fixed 5.450000000000 N N N N N N AGCO Corporation LYOM0B2GCF1JWXK5ZG04 001084AS1 35000 PA USD 35178.29 0.0163854178 Long DBT CORP US N 2 2034-03-21 Fixed 5.800000000000 N N N N N N Corebridge Global Funding N/A 00138CBA5 115000 PA USD 115595.35 0.0538422447 Long DBT CORP US N 2 2029-06-24 Fixed 5.200000000000 N N N N N N Corebridge Global Funding N/A 00138CBC1 110000 PA USD 109202.69 0.0508646582 Long DBT CORP US N 2 2029-12-03 Fixed 4.900000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RLJ9 163000 PA USD 109631.39 0.0510643389 Long DBT CORP US N 2 2055-09-15 Fixed 3.550000000000 N N N N N N AFFIRM ASSET SECURITIZATION TR AFFRM 2023 A 1A 144A N/A 00834JAE0 185000 PA USD 185120.14 0.0862256474 Long ABS-O CORP US N 2 2028-01-18 Fixed 6.610000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAM5 175000 PA USD 175759.88 0.0818658058 Long DBT CORP NO N 2 2033-06-13 Fixed 6.000000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAP8 150000 PA USD 135864.38 0.0632831961 Long DBT CORP NO N 2 2054-10-01 Fixed 5.800000000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FL7 105000 PA USD 86299.08 0.0401965666 Long DBT CORP US N 2 2044-08-15 Fixed 4.150000000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FT0 120000 PA USD 84695.34 0.0394495732 Long DBT CORP US N 2 2049-10-01 Fixed 3.450000000000 N N N N N N Rio Tinto Alcan Inc. N/A 013716AU9 115000 PA USD 121294.6 0.0564968534 Long DBT CORP CA N 2 2033-12-15 Fixed 6.125000000000 N N N N N N Alcon Finance Corporation N/A 01400EAD5 285000 PA USD 251795.17 0.1172816828 Long DBT CORP US N 2 2030-05-27 Fixed 2.600000000000 N N N N N N ALIGNED DATA CENTERS ISSUER LL ADC 2023 1A A2 144A N/A 01627AAD0 265000 PA USD 268847.48 0.1252243435 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022618 3100000 PA USD 2521171.41 1.1743165111 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 01F030611 1400000 PA USD 1187593.54 0.5531598117 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F040610 3700000 PA USD 3378562.13 1.5736737602 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F042616 1500000 PA USD 1409765.4 0.6566434870 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F060618 6469000 PA USD 6497807.1 3.0265622294 Long ABS-MBS USGSE US N 2 N/A Fixed 6.000000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 023551AJ3 55000 PA USD 61081.66 0.0284507438 Long DBT CORP US N 2 2031-08-15 Fixed 7.300000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 023551AM6 200000 PA USD 221654.79 0.1032428333 Long DBT CORP US N 2 2033-03-15 Fixed 7.125000000000 N N N N N N AMERICAN CREDIT ACCEPTANCE REC ACAR 2023 3 B 144A N/A 02530EAC8 148003.43 PA USD 148326.33 0.0690877493 Long ABS-O CORP US N 2 2027-11-12 Fixed 6.090000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XBM1 30000 PA USD 25899.19 0.0120633791 Long DBT CORP US N 2 2031-04-15 Fixed 2.700000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XCL2 20000 PA USD 19884.87 0.0092620165 Long DBT CORP US N 2 2030-01-31 Fixed 5.000000000000 N N N N N N Cencora Inc. AI8GXW8LG5WK7E9UD086 03073EAW5 170000 PA USD 168895.01 0.0786682723 Long DBT CORP US N 2 2029-12-15 Fixed 4.850000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A2 144A N/A 03464EAB8 108319.73 PA USD 88681.15 0.0413060922 Long ABS-MBS CORP US N 2 2065-01-20 Variable 1.241000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A N/A 034651AA7 70044.09 PA USD 66046.52 0.0307632867 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.990000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A N/A 03465DAA1 111480.75 PA USD 94822.48 0.0441666138 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.985000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A N/A 03465HAA2 263366.34 PA USD 222790.86 0.1037719944 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.951000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A N/A 03465JAA8 416494.55 PA USD 342823.62 0.1596811053 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.458000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 8 A1 144A N/A 03465MAA1 189712.29 PA USD 164753.67 0.0767393102 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.820000000000 N N N N N N Anheuser Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AQ3 45000 PA USD 44982.16 0.0209518849 Long DBT CORP US N 2 2029-01-23 Fixed 4.750000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAE7 150000 PA USD 149979.01 0.0698575381 Long DBT CORP US N 2 2028-03-15 Fixed 5.700000000000 N N N N N N Arroyo Mortgage Trust 2019-2 N/A 042858AA8 125848.51 PA USD 120331.31 0.0560481701 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 04316JAL3 25000 PA USD 24885.3 0.0115911273 Long DBT CORP US N 2 2029-12-15 Fixed 4.850000000000 N N N N N N Athene Global Funding N/A 04685A3E9 225000 PA USD 188948.73 0.0880089360 Long DBT CORP US N 2 2031-10-04 Fixed 2.646000000000 N N N N N N Athene Global Funding N/A 04685A3G4 55000 PA USD 49889.7 0.0232377292 Long DBT CORP US N 2 2029-01-07 Fixed 2.717000000000 N N N N N N Athene Global Funding N/A 04685A4C2 140000 PA USD 136537.39 0.0635966721 Long DBT CORP US N 2 2029-10-08 Fixed 4.721000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332BB7 20000 PA USD 19345.72 0.0090108901 Long DBT CORP US N 2 2032-08-01 Fixed 4.750000000000 N N N N N N BX TRUST 2024-PAT BX 2024 PAT B 144A N/A 05612FAC9 39000 PA USD 39084.28 0.0182047580 Long ABS-MBS CORP US N 2 2041-03-15 Floating 7.436090000000 N N N N N N Ball Corporation 0BGI85ALH27ZJP15DY16 058498AZ9 735000 PA USD 740327.68 0.3448313807 Long DBT CORP US N 2 2029-06-15 Fixed 6.000000000000 N N N N N N Baltimore Gas and Electric Company N/A 059165ES5 100000 PA USD 98452.93 0.0458576124 Long DBT CORP US N 2 2054-06-01 Fixed 5.650000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJB6 225000 PA USD 198217.34 0.0923260887 Long DBT CORP US N 2 2031-04-29 Variable 2.592000000000 N N N N N N FANNIE MAE REMICS FNR 2012 52 PA B1V7KEBTPIMZEU4LTD58 3136A6AN4 40251.88 PA USD 38164.35 0.0177762710 Long ABS-MBS USGSE US N 2 2042-05-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2015 48 QB B1V7KEBTPIMZEU4LTD58 3136APKJ0 43393.3 PA USD 42333.61 0.0197182377 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2016 11 GA B1V7KEBTPIMZEU4LTD58 3136ARQA9 66047.19 PA USD 60204.11 0.0280419967 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 B1V7KEBTPIMZEU4LTD58 3136ASMM5 34871.79 PA USD 31671.94 0.0147522227 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 16 PB B1V7KEBTPIMZEU4LTD58 3136AVZX0 270000 PA USD 230024.64 0.1071413596 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 26 CG B1V7KEBTPIMZEU4LTD58 3136AWCM7 29197.89 PA USD 28946.11 0.0134825799 Long ABS-MBS USGSE US N 2 2044-07-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2017 35 AH B1V7KEBTPIMZEU4LTD58 3136AWNN3 36520.41 PA USD 36121.66 0.0168248226 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 70 HA B1V7KEBTPIMZEU4LTD58 3136B3BD1 65566.29 PA USD 63496.78 0.0295756635 Long ABS-MBS USGSE US N 2 2056-10-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2019 12 HA B1V7KEBTPIMZEU4LTD58 3136B4EJ3 118664.31 PA USD 111687.77 0.0520221639 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 B1V7KEBTPIMZEU4LTD58 3136B4FP8 116057.59 PA USD 109368.07 0.0509416892 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2022 90 AY B1V7KEBTPIMZEU4LTD58 3136BPRL7 640000 PA USD 598030.53 0.2785519155 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374CSS6 403271.94 PA USD 367102.72 0.1709898754 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC REMICS FHR 3883 PB S6XOOCT0IEG5ABCC6L87 3137ABM24 43366.21 PA USD 40859.64 0.0190316889 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 3.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEG7 195000 PA USD 198850.65 0.0926210731 Long DBT CORP US N 2 2030-04-22 Variable 5.581000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEJ1 185000 PA USD 184199.93 0.0857970300 Long DBT CORP US N 2 2030-07-22 Variable 4.995000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEK8 215000 PA USD 212692.13 0.0990681867 Long DBT CORP US N 2 2035-07-22 Variable 5.294000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEP7 185000 PA USD 183363.93 0.0854076362 Long DBT CORP US N 2 2028-10-22 Variable 4.505000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A 46652BAY5 160000 PA USD 142408 0.0663310971 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N Jersey Central Power and Light Company N/A 476556DE2 35000 PA USD 34140.08 0.0159018381 Long DBT CORP US N 2 2035-01-15 Fixed 5.100000000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 45000 PA USD 31832.96 0.0148272229 Long DBT CORP US N 2 2041-06-01 Fixed 2.810000000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAG8 50000 PA USD 32481.13 0.0151291289 Long DBT CORP US N 2 2051-06-01 Fixed 3.002000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AR0 50000 PA USD 48399.53 0.0225436347 Long DBT CORP US N 2 2053-07-31 Fixed 5.600000000000 N N N N N N Niagara Mohawk Power Corporation N/A 65364UAT3 65000 PA USD 63555.97 0.0296032331 Long DBT CORP US N 2 2034-01-17 Fixed 5.290000000000 N N N N N N NJ TRUST 2023-GSP NJ 2023 GSP A 144A N/A 65486XAA1 225000 PA USD 234145.24 0.1090606613 Long ABS-MBS CORP US N 2 2029-01-06 Variable 6.480758000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BT8 95000 PA USD 90889.67 0.0423347813 Long DBT CORP US N 2 2040-05-01 Fixed 5.150000000000 N N N N N N Gen Digital Inc. YF6ZV0M6AU4FY94MK914 668771AK4 220000 PA USD 223310.81 0.1040141778 Long DBT CORP US N 2 2027-09-30 Fixed 6.750000000000 N N N N N N OBX 2021-NQM4 TRUST OBX 2021 NQM4 A1 144A N/A 67115DAA0 118003.06 PA USD 97468.14 0.0453989148 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.957000000000 N N N N N N OCP CLO 2021-22 LTD OCP 2021 22A AR 144A N/A 67117TAN5 500000 PA USD 500964 0.2333400634 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.907280000000 N N N N N N Oglethorpe Power Corporation (An Electric Membership Corporation) N/A 677050AV8 15000 PA USD 14717.11 0.0068549664 Long DBT CORP US N 2 2054-06-01 Fixed 5.800000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BF9 10000 PA USD 10855.3 0.0050562044 Long DBT CORP US N 2 2051-01-15 Fixed 7.150000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BG7 45000 PA USD 46567.36 0.0216902427 Long DBT CORP US N 2 2032-11-15 Fixed 6.100000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AX4 50000 PA USD 52100.41 0.0242674383 Long DBT CORP US N 2 2033-10-15 Fixed 6.125000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AZ9 35000 PA USD 34908.3 0.0162596612 Long DBT CORP US N 2 2034-04-01 Fixed 5.450000000000 N N N N N N Puget Energy Inc. N/A 745310AH5 180000 PA USD 178897.78 0.0833273835 Long DBT CORP US N 2 2025-05-15 Fixed 3.650000000000 N N N N N N Puget Energy Inc. N/A 745310AK8 22000 PA USD 20742.04 0.0096612709 Long DBT CORP US N 2 2030-06-15 Fixed 4.100000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AN3 30000 PA USD 30860.15 0.0143741054 Long DBT CORP US N 2 2030-02-15 Fixed 6.300000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BN3 35000 PA USD 31861.25 0.0148403999 Long DBT CORP US N 2 2030-07-15 Fixed 4.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/43 0.625 N/A 912810RA8 96105.1 PA USD 70361.17 0.0327729734 Long DBT UST US N 2 2043-02-15 Fixed 0.625000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/50 0.25 N/A 912810SM1 1356685.85 PA USD 790577.42 0.3682368100 Long DBT UST US N 2 2050-02-15 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810SN9 4170000 PA USD 1976934.03 0.9208204819 Long DBT UST US N 2 2050-05-15 Fixed 1.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810TB4 4890000 PA USD 2697039.6 1.2562327657 Long DBT UST US N 2 2051-11-15 Fixed 1.875000000000 N N N N N N United States Treasury Note/Bond N/A 912810TJ7 2105000 PA USD 1510266.77 0.7034552261 Long DBT UST US N 2 2052-08-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810TK4 800000 PA USD 660361.69 0.3075846540 Long DBT UST US N 2 2042-08-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810TR9 620000 PA USD 503999.37 0.2347538844 Long DBT UST US N 2 2053-05-15 Fixed 3.625000000000 N N N N N N United States Treasury Note/Bond N/A 912810UC0 2256000 PA USD 2060181.05 0.9595954536 Long DBT UST US N 2 2054-08-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CCB5 4810000 PA USD 4057886.9 1.8900910774 Long DBT UST US N 2 2031-05-15 Fixed 1.625000000000 N N N N N N United States Treasury Note/Bond N/A 91282CDY4 3110000 PA USD 2615793.07 1.2183895865 Long DBT UST US N 2 2032-02-15 Fixed 1.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CFF3 2945000 PA USD 2611711.94 1.2164886692 Long DBT UST US N 2 2032-08-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CHC8 1025000 PA USD 941951.85 0.4387443098 Long DBT UST US N 2 2033-05-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CHT1 1805000 PA USD 1717853.32 0.8001453250 Long DBT UST US N 2 2033-08-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJJ1 2525000 PA USD 2513570.18 1.1707759942 Long DBT UST US N 2 2033-11-15 Fixed 4.500000000000 N N N N N N Philippines Government International Bond N/A BP1537458 200000 PA 148918.94 0.0693637764 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.750000000000 N N N N N N mBank S.A. N/A BR3963468 100000 PA 98576.12 0.0459149921 Long DBT CORP PL N 2 2027-09-21 Variable 0.966000000000 N N N N N N ENERGO - PRO a.s. N/A BT5968685 315000 PA USD 318775.16 0.1484797631 Long DBT CORP CZ N 2 2027-02-04 Fixed 8.500000000000 N N N N N N State of Israel N/A ZH8877685 200000 PA USD 208328.4 0.0970356394 Long DBT NUSS IL N 2 2031-11-06 Fixed 6.500000000000 N N N N N N BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 05/36 4.875 N/A ZH9728515 150000 PA 170176.89 0.0792653490 Long DBT NUSS BG N 2 2036-05-13 Fixed 4.875000000000 N N N N N N Banca Transilvania S.A. N/A ZK2917159 100000 PA 109499.03 0.0510026880 Long DBT CORP RO N 2 2027-04-27 Variable 8.875000000000 N N N N N N Banca Comerciala Romana SA N/A ZK5596562 100000 PA 108871.95 0.0507106054 Long DBT CORP RO N 2 2027-05-19 Variable 7.625000000000 N N N N N N OTP Bank Nyrt. N/A ZK6544124 200000 PA USD 205932 0.0959194392 Long DBT CORP HU N 2 2027-05-25 Variable 7.500000000000 N N N N N N OTP Bank Nyrt. N/A ZN5393063 185000 PA 192613.55 0.0897159436 Long DBT CORP HU N 2 2026-03-04 Variable 7.350000000000 N N N N N N BULGARIA GOVERNMENT INTERNATIO SR UNSECURED REGS 09/50 1.375 N/A ZO4964284 105000 PA 66364.01 0.0309111679 Long DBT NUSS BG N 2 2050-09-23 Fixed 1.375000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 N/A ZP2084801 4983000 PA 642704.65 0.2993603209 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.000000000000 N N N N N N Network i2i Limited N/A ZQ0096177 215000 PA USD 214430.68 0.0998779722 Long DBT CORP IN N 2 2025-04-15 Variable 5.650000000000 N N N N N N Cardinal Health Inc. CCU46N3GJMF4OK4N7U60 14149YBR8 215000 PA USD 213660.09 0.0995190452 Long DBT CORP US N 2 2029-11-15 Fixed 5.000000000000 N N N N N N Caterpillar Financial Services Corporation EDBQKYOPJUCJKLOJDE72 14913UAU4 220000 PA USD 219184.18 0.1020920674 Long DBT CORP US N 2 2029-11-15 Fixed 4.700000000000 N N N N N N Cencosud S.A. 549300NLTGCFV7482429 15132HAJ0 200000 PA USD 199677.54 0.0930062237 Long DBT CORP CL N 2 2031-05-28 Fixed 5.950000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 50000 PA USD 48435.19 0.0225602445 Long DBT CORP US N 2 2027-12-15 Fixed 4.250000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAT8 585000 PA USD 553269.65 0.2577030988 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 4453.4 0.0020743140 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 50000 PA USD 44479.95 0.0207179645 Long DBT CORP US N 2 2030-05-15 Fixed 3.625000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 20000 PA USD 18396.48 0.0085687511 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAJ9 350575 PA USD 348484.1 0.1623176555 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 168000 PA USD 155626.78 0.0724881682 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.668000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAN0 598087.46 PA USD 543278.96 0.2530496143 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.662000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBL8 305000 PA USD 260406.47 0.1212926722 Long DBT CORP US N 2 2031-06-15 Fixed 2.550000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBU8 25000 PA USD 21817.22 0.0101620705 Long DBT CORP US N 2 2052-08-15 Fixed 5.000000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CCE3 5000 PA USD 4991.92 0.0023251470 Long DBT CORP US N 2 2034-06-15 Fixed 5.450000000000 N N N N N N Duke Energy Ohio Inc. N/A 26442EAL4 60000 PA USD 58010.88 0.0270204294 Long DBT CORP US N 2 2054-03-15 Fixed 5.550000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 125000 PA USD 92648.61 0.0431540640 Long DBT CORP US N 2 2046-10-15 Fixed 3.700000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAP9 65000 PA USD 49675.09 0.0231377677 Long DBT CORP US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N Duke Energy Indiana LLC N/A 26443TAB2 105000 PA USD 70453.03 0.0328157602 Long DBT CORP US N 2 2049-10-01 Fixed 3.250000000000 N N N N N N Duke Energy Indiana LLC N/A 26443TAC0 80000 PA USD 48319.24 0.0225062370 Long DBT CORP US N 2 2050-04-01 Fixed 2.750000000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 115000 PA USD 97565.35 0.0454441935 Long DBT CORP US N 2 2030-06-15 Fixed 1.750000000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAN8 225000 PA USD 222383.21 0.1035821183 Long DBT CORP IT N 2 2034-05-15 Fixed 5.500000000000 N N N N N N EOG Resources Inc. XWTZDRYZPBUHIQBKDB46 26875PAW1 75000 PA USD 73444.67 0.0342092125 Long DBT CORP US N 2 2054-12-01 Fixed 5.650000000000 N N N N N N EQM Midstream Partners LP N/A 26885BAH3 15000 PA USD 15194.52 0.0070773354 Long DBT CORP US N 2 2027-07-01 Fixed 6.500000000000 N N N N N N Edison International N/A 281020AM9 40000 PA USD 38786.15 0.0180658944 Long DBT CORP US N 2 2028-03-15 Fixed 4.125000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKD0 75000 PA USD 63282.86 0.0294760234 Long DBT CORP US N 2 2032-10-20 Variable 2.572000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKK4 115000 PA USD 98846.68 0.0460410141 Long DBT CORP US N 2 2033-02-04 Variable 2.972000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKP3 135000 PA USD 133566.43 0.0622128521 Long DBT CORP US N 2 2028-04-27 Variable 4.376000000000 N N N N N N Bear Stearns Mortgage Funding Trust 2006-AR3 N/A 07400HAA1 5785.58 PA USD 5135.89 0.0023922056 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.813220000000 N N N N N N BENCHMARK 2018-B4 MORTGAGE TRU BMARK 2018 B4 XA N/A 08161HAG5 2023391.04 PA USD 25289.76 0.0117795175 Long ABS-MBS CORP US N 2 2051-07-15 Variable 0.469025000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 XA N/A 08162FAK9 1001332.79 PA USD 31936.91 0.0148756410 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.068086000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 XA N/A 08162PAY7 855302.41 PA USD 11168.88 0.0052022644 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.528739000000 N N N N N N BENCHMARK 2018-B8 MORTGAGE TRU BMARK 2018 B8 XA N/A 08162UAY6 4390003.75 PA USD 84750.78 0.0394753962 Long ABS-MBS CORP US N 2 2052-01-15 Variable 0.619891000000 N N N N N N BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 XA N/A 08162VAF5 2634693.42 PA USD 113144.54 0.0527007013 Long ABS-MBS CORP US N 2 2062-03-15 Variable 1.220659000000 N N N N N N BENCHMARK 2020-B18 MORTGAGE TR BMARK 2020 B18 XA N/A 08163AAF0 671618.63 PA USD 35241.04 0.0164146456 Long ABS-MBS CORP US N 2 2053-07-15 Variable 1.782489000000 N N N N N N BENCHMARK 2020-B22 MORTGAGE TR BMARK 2020 B22 XA N/A 08163BBF7 1153725.72 PA USD 81565.52 0.0379917591 Long ABS-MBS CORP US N 2 2054-01-15 Variable 1.505107000000 N N N N N N Benefit Street Partners ClO XXXI Ltd. N/A 08183DAE3 270000 PA USD 271465.83 0.1264439241 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 6.975870000000 N N N N N N BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 08/30 2.375 N/A 085209AG9 200000 PA USD 169700 0.0790432222 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.375000000000 N N N N N N BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 07/32 5 N/A 085209AJ3 200000 PA USD 192600 0.0897096323 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.000000000000 N N N N N N BLUE OWL ASSET LEASING TRUST 2 OWLEF 2024 1A B 144A N/A 095921AC6 100000 PA USD 99951.47 0.0465556055 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.410000000000 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST BOCA 2024 BOCA B 144A N/A 096817AC5 420000 PA USD 420393.2 0.1958116271 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.737170000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CN3 45000 PA USD 40190.49 0.0187200108 Long DBT CORP US N 2 2030-02-01 Fixed 2.950000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CQ6 10000 PA USD 6820.38 0.0031768109 Long DBT CORP US N 2 2050-02-01 Fixed 3.750000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 110000 PA USD 108458.08 0.0505178321 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023DR3 55000 PA USD 57503.64 0.0267841661 Long DBT CORP US N 2 2031-05-01 Fixed 6.388000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023DS1 20000 PA USD 20952.17 0.0097591457 Long DBT CORP US N 2 2034-05-01 Fixed 6.528000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBP4 15000 PA USD 9286.43 0.0043254529 Long DBT CORP US N 2 2051-06-04 Fixed 2.939000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DQ0 30000 PA USD 24183.87 0.0112644137 Long DBT CORP US N 2 2031-02-28 Fixed 1.875000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DR8 30000 PA USD 24026.88 0.0111912906 Long DBT CORP US N 2 2031-09-15 Fixed 2.125000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650EG1 60000 PA USD 58832.28 0.0274030229 Long DBT CORP US N 2 2054-12-10 Variable 6.750000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/54 5.75 N/A 80413TBH1 200000 PA USD 186780 0.0869987804 Long DBT NUSS SA N 2 2054-01-16 Fixed 5.750000000000 N N N N N N Securitized Asset Backed Receivables LLC Trust 2006-HE1 N/A 81376YAC5 114619.48 PA USD 39396.04 0.0183499702 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.633220000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CE2 282000 PA USD 272830.85 0.1270797260 Long DBT CORP US N 2 2029-06-01 Fixed 5.125000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CF9 335000 PA USD 293125.57 0.1365326432 Long DBT CORP US N 2 2030-08-15 Fixed 3.375000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 817565CH5 105000 PA USD 101848.22 0.0474390777 Long DBT CORP US N 2 2032-10-15 Fixed 5.750000000000 N N N N N N Shell International Finance B.V. N/A 822582CK6 55000 PA USD 38874.17 0.0181068925 Long DBT CORP NL N 2 2041-11-26 Fixed 2.875000000000 N N N N N N Shell International Finance B.V. N/A 822582CL4 50000 PA USD 31640.62 0.0147376344 Long DBT CORP NL N 2 2051-11-26 Fixed 3.000000000000 N N N N N N Shell Finance US Inc. N/A 822905AG0 75000 PA USD 50531.95 0.0235368777 Long DBT CORP US N 2 2050-04-06 Fixed 3.250000000000 N N N N N N Sirius XM Radio LLC WP5O65E6BMU84LNO4227 82967NBG2 400000 PA USD 349099.01 0.1626040696 Long DBT CORP US N 2 2030-07-01 Fixed 4.125000000000 N N N N N N TotalEnergies Capital N/A 89157XAE1 10000 PA USD 9245.45 0.0043063651 Long DBT CORP FR N 2 2054-09-10 Fixed 5.275000000000 N N N N N N TotalEnergies Capital N/A 89157XAF8 140000 PA USD 129842.89 0.0604784938 Long DBT CORP FR N 2 2064-09-10 Fixed 5.425000000000 N N N N N N Tyson Foods Inc. WD6L6041MNRW1JE49D58 902494BL6 20000 PA USD 20216.33 0.0094164046 Long DBT CORP US N 2 2029-03-15 Fixed 5.400000000000 N N N N N N United States Treasury Note/Bond N/A 912810RT7 4745000 PA USD 3063184.1 1.4267763195 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 2125000 PA USD 1574632.03 0.7334354120 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SA7 2120000 PA USD 1555128.78 0.7243511472 Long DBT UST US N 2 2048-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SC3 3205000 PA USD 2400753.93 1.1182282045 Long DBT UST US N 2 2048-05-15 Fixed 3.125000000000 N N N N N N JH COLLATERAL N/A N/A 19203.44 NS USD 192107.37 0.0894801740 Long STIV RF US N 1 N N American Electric Power Company Inc. 1B4S6S7G0TW5EE83BO58 025537BA8 120000 PA USD 123812.76 0.0576697672 Long DBT CORP US N 2 2054-12-15 Variable 6.950000000000 N N N N N N AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 2A11 N/A 02660UAE0 29267.68 PA USD 19106.02 0.0088992421 Long ABS-MBS CORP US N 2 2046-10-25 Floating 5.765220000000 N N N N N N AMERICAN HOME MORTGAGE ASSETS AHMA 2007 2 A1 N/A 026930AA5 10078.19 PA USD 8777.27 0.0040882952 Long ABS-MBS CORP US N 2 2047-03-25 Floating 4.578220000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 30000 PA USD 28400.09 0.0132282535 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAG7 125000 PA USD 100990.89 0.0470397487 Long DBT CORP NO N 2 2040-04-06 Fixed 3.625000000000 N N N N N N Equitable Financial Life Global Funding N/A 29449WAF4 150000 PA USD 135570.14 0.0631461444 Long DBT CORP US N 2 2028-03-08 Fixed 1.800000000000 N N N N N N Evergy Inc. N/A 30034WAB2 175000 PA USD 159229.76 0.0741663718 Long DBT CORP US N 2 2029-09-15 Fixed 2.900000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAU2 230000 PA USD 223455.32 0.1040814880 Long DBT CORP US N 2 2033-05-15 Fixed 5.125000000000 N N N N N N Fair Isaac Corporation RI6HET5SJUEY30V1PS26 303250AF1 386000 PA USD 364241.63 0.1696572309 Long DBT CORP US N 2 2028-06-15 Fixed 4.000000000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2016 C07 2M2 B1V7KEBTPIMZEU4LTD58 30711XEC4 114019.3 PA USD 118523.05 0.0552059150 Long ABS-MBS USGSE US N 2 2029-05-25 Floating 9.033270000000 N N N N N N FANNIE MAE CONNECTICUT AVENUE CAS 2017 C01 1M2 B1V7KEBTPIMZEU4LTD58 30711XEP5 65583.7 PA USD 67498.83 0.0314397467 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 8.233270000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/28 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 31283G6Z5 244.85 PA USD 250.79 0.0001168135 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/27 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 31283GX77 77.49 PA USD 79.15 0.0000368667 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/34 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 31283H4E2 1013.72 PA USD 1056.29 0.0004920010 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/25 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 3128F5WP9 74.71 PA USD 75.04 0.0000349523 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/34 FIXED 5 S6XOOCT0IEG5ABCC6L87 3128M6Y28 57148.57 PA USD 57273.73 0.0266770782 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/48 FIXED 3 S6XOOCT0IEG5ABCC6L87 3128MJ3R9 13167.48 PA USD 11397.93 0.0053089518 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/48 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3128MJ4A5 521436.24 PA USD 468149.42 0.2180556195 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 3128MJZB9 20419 PA USD 17719.6 0.0082534725 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N O'Reilly Automotive Inc. 549300K2RLMQL149Q332 67103HAL1 26000 PA USD 25116.99 0.0116990443 Long DBT CORP US N 2 2032-06-15 Fixed 4.700000000000 N N N N N N OBX 2021-NQM1 Trust N/A 67114BAA5 217435.99 PA USD 184943.96 0.0861435859 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.072000000000 N N N N N N OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A N/A 67114JAA8 203226.36 PA USD 163615.16 0.0762090126 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.054000000000 N N N N N N OBX 2022-NQM1 Trust N/A 67114VAA1 563450.14 PA USD 493652.98 0.2299347212 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.305000000000 N N N N N N Open Text Corporation N/A 683715AF3 100000 PA USD 103332.8 0.0481305685 Long DBT CORP CA N 2 2027-12-01 Fixed 6.900000000000 N N N N N N Open Text Holdings Inc. N/A 683720AC0 60000 PA USD 53202.27 0.0247806650 Long DBT CORP US N 2 2031-12-01 Fixed 4.125000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 10000 PA USD 9027.11 0.0042046662 Long DBT CORP US N 2 2030-04-01 Fixed 2.950000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 205000 PA USD 140632.69 0.0655041895 Long DBT CORP US N 2 2060-04-01 Fixed 3.850000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XCB9 60000 PA USD 43074.05 0.0200631214 Long DBT CORP US N 2 2061-03-25 Fixed 4.100000000000 N N N N N N Otis Worldwide Corporation N/A 68902VAK3 160000 PA USD 142124.75 0.0661991644 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 693475CA1 130000 PA USD 126525.46 0.0589332943 Long DBT CORP US N 2 2032-10-21 Variable 4.812000000000 N N N N N N PRPM 2021-4 LLC PRPM 2021 4 A1 144A N/A 693583AA4 206046.47 PA USD 205595.45 0.0957626802 Long ABS-MBS CORP US N 2 2026-04-25 Variable 4.867000000000 N N N N N N PRPM 2020-6 LLC PRPM 2020 6 A1 144A N/A 693587AA5 51030.82 PA USD 51179.45 0.0238384716 Long ABS-MBS CORP US N 2 2025-11-25 Variable 6.363000000000 N N N N N N PRPM 2021-9 LLC PRPM 2021 9 A1 144A N/A 69360XAA4 333861.7 PA USD 332950.02 0.1550821592 Long ABS-MBS CORP US N 2 2026-10-25 Variable 5.363000000000 N N N N N N PRET 2022-NPL1 LLC PRET 2022 NPL1 A1 144A N/A 69362NAA4 295143.22 PA USD 294941.37 0.1373784104 Long ABS-MBS CORP US N 2 2052-01-25 Variable 5.981400000000 N N N N N N PRPM 2024-3 PRPM 2024 3 A1 144A N/A 693986AA9 285466.11 PA USD 286108.95 0.1332644272 Long ABS-MBS CORP US N 2 2029-05-25 Variable 6.994000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JG3 340000 PA USD 290726.4 0.1354151528 Long DBT CORP US N 2 2031-02-01 Fixed 2.500000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308JM0 90000 PA USD 87102.23 0.0405706595 Long DBT CORP US N 2 2030-07-01 Fixed 4.550000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KF3 25000 PA USD 25286.29 0.0117779012 Long DBT CORP US N 2 2027-06-15 Fixed 5.450000000000 N N N N N N Vantage Data Centers Issuer LLC N/A 92212KAG1 465000 PA USD 456351 0.2125601266 Long ABS-O CORP US N 2 2054-09-15 Fixed 5.100000000000 N N N N N N Venture 42 CLO Limited N/A 923260AC7 655000 PA USD 655818.75 0.3054686339 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.047510000000 N N N N N N Veralto Corp N/A 92338CAB9 45000 PA USD 45519.4 0.0212021217 Long DBT CORP US N 2 2026-09-18 Fixed 5.500000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 925524AX8 30000 PA USD 30373.3 0.0141473394 Long DBT CORP US N 2 2036-04-30 Fixed 6.875000000000 N N N N N N Clean Harbors Inc. N/A 184496AN7 620000 PA USD 607388.38 0.2829106345 Long DBT CORP US N 2 2027-07-15 Fixed 4.875000000000 N N N N N N Cleco Corporate Holdings LLC N/A 18551PAE9 90000 PA USD 80918.33 0.0376903096 Long DBT CORP US N 2 2029-09-15 Fixed 3.375000000000 N N N N N N CNO Global Funding N/A 18977W2G4 140000 PA USD 139363.5 0.0649130235 Long DBT CORP US N 2 2027-12-10 Fixed 4.875000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDH1 215000 PA USD 172931.37 0.0805483365 Long DBT CORP US N 2 2040-04-01 Fixed 3.750000000000 N N N N N N FREDDIE MAC POOL FR 07/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DWL35 2527202.08 PA USD 2493245.58 1.1613091594 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 05/54 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132DWLL5 2534808.32 PA USD 2500749.62 1.1648044069 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132WKHA9 101285 PA USD 86945.53 0.0404976715 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/48 FIXED 3 S6XOOCT0IEG5ABCC6L87 3132XVUZ4 85261.36 PA USD 73803.26 0.0343762373 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 3132XXEU9 65259.74 PA USD 58611.08 0.0272999919 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 01/52 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133KNL92 1795412.34 PA USD 1465232.24 0.6824789481 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 05/52 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 3133KPWH7 1959612.87 PA USD 1599235.95 0.7448954775 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.500000000000 N N N N N N FANNIE MAE REMICS FNR 2012 21 PQ B1V7KEBTPIMZEU4LTD58 3136A36C0 24772.42 PA USD 23017.1 0.0107209531 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 B1V7KEBTPIMZEU4LTD58 3136A4TG4 43939.91 PA USD 40403.67 0.0188193062 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 2.000000000000 N N N N N N FREDDIE MAC REMICS FHR 5055 DG S6XOOCT0IEG5ABCC6L87 3137F7GL3 368152.75 PA USD 285853.82 0.1331455923 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 1.500000000000 N N N N N N FREDDIE MAC REMICS FHR 5170 DP S6XOOCT0IEG5ABCC6L87 3137H4FG0 353968.96 PA USD 301948.51 0.1406422108 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138L84V3 741471.84 PA USD 713058.42 0.3321298475 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.660000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YD4G1 17207.74 PA USD 14489.53 0.0067489637 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 86886.83 PA USD 78147.06 0.0363995016 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140EVJR9 766011.95 PA USD 690153.86 0.3214613135 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FDDV5 13902.65 PA USD 13211.88 0.0061538572 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FLS90 8531.66 PA USD 8118.54 0.0037814706 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CWS9 33472.4 PA USD 30011.19 0.0139786751 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DYB2 1754438.38 PA USD 1369478.46 0.6378785515 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DYX4 3419240.98 PA USD 2668989.07 1.2431673310 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418EXU9 5059825.66 PA USD 4993421.01 2.3258461188 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418FDA2 2587559.67 PA USD 2496149.21 1.1626616182 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.000000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A N/A 31572LAA4 80010.13 PA USD 65221.81 0.0303791516 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.931000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 1 A1 144A N/A 31573CAA3 237770.23 PA USD 204730.18 0.0953596530 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.206000000000 N N N N N N FirstCash Inc. 549300V2X3UU7K0DG350 31944TAA8 220000 PA USD 211954.69 0.0987247004 Long DBT CORP US N 2 2030-01-01 Fixed 5.625000000000 N N N N N N First Franklin Mortgage Loan Trust 2006-FF12 N/A 32027GAE6 156881.68 PA USD 148587.5 0.0692093976 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.763220000000 N N N N N N FirstCash Inc. 549300V2X3UU7K0DG350 33767DAB1 250000 PA USD 236948.8 0.1103665094 Long DBT CORP US N 2 2028-09-01 Fixed 4.625000000000 N N N N N N FIRSTKEY HOMES 2022-SFR2 TRUST FKH 2022 SFR2 A 144A N/A 33767PAA6 570807.72 PA USD 559286.59 0.2605056818 Long ABS-O CORP US N 2 2039-07-17 Fixed 4.250000000000 N N N N N N FIRSTKEY HOMES 2022-SFR1 TRUST FKH 2022 SFR1 A 144A N/A 33768NAA0 138618.36 PA USD 135830.73 0.0632675225 Long ABS-O CORP US N 2 2039-05-19 Fixed 4.145000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2023 1 B 144A N/A 337955AG3 66000 PA USD 66092.53 0.0307847173 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.050000000000 N N N N N N FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2022 3 B 144A N/A 33845PAE4 239000 PA USD 238634.4 0.1111516317 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.690000000000 N N N N N N State Board of Administration Finance Corporation 549300S34SOJ0RULXM35 341271AD6 510000 PA USD 501493.35 0.2335866252 Long DBT MUN US N 2 2025-07-01 Fixed 1.258000000000 N N N N N N Foundry JV Holdco LLC N/A 350930AC7 400000 PA USD 403569.94 0.1879756537 Long DBT CORP US N 2 2032-01-25 Fixed 6.150000000000 N N N N N N FREDDIE MAC SEASONED CREDIT RI SCRT 2019 3 MV N/A 35563PLK3 106864.33 PA USD 96706.15 0.0450439935 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.500000000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA6 N/A 35564KLU1 205000 PA USD 211625.4 0.0985713230 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.968790000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA7 N/A 35564KND7 194000 PA USD 201672 0.0939352075 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 8.218790000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-HQA1 N/A 35564KTB5 55000 PA USD 57500.9 0.0267828899 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.068790000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA3 N/A 35564KUX5 168000 PA USD 173984.55 0.0810388889 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.468790000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA4 N/A 35564KWT2 235000 PA USD 245838.2 0.1145070328 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.918790000000 N N N N N N Freddie Mac STACR REMIC Trust 2023-HQA1 N/A 35564KX87 445000 PA USD 472580.7 0.2201196304 Long ABS-MBS USGSE US N 2 2043-05-25 Floating 8.068790000000 N N N N N N Freddie Mac Stacr Remic Trust 2022-Dna5 N/A 35564KYP8 285000 PA USD 305610.89 0.1423480818 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 9.234030000000 N N N N N N GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A N/A 36166XAA9 160178.65 PA USD 133950.28 0.0623916426 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.036000000000 N N N N N N GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A N/A 36167HAA3 207384.14 PA USD 176319.22 0.0821263364 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.091000000000 N N N N N N GCAT 2021-NQM7 TRUST GCAT 2021 NQM7 A1 144A N/A 36167YAA6 139009.62 PA USD 126768.92 0.0590466936 Long ABS-MBS CORP US N 2 2066-08-25 Variable 1.915000000000 N N N N N N GINNIE MAE I POOL GN 02/42 FIXED 4 549300M8ZYFG0OCMTT87 36177JSM2 909.83 PA USD 873.37 0.0004068001 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL G2 12/50 FIXED 2 549300M8ZYFG0OCMTT87 36179VZQ6 2376463.51 PA USD 1900263.71 0.8851088193 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.000000000000 N N N N N N GINNIE MAE II POOL G2 05/52 FIXED 4.5 549300M8ZYFG0OCMTT87 36179W5F1 2284151.74 PA USD 2162084.39 1.0070602052 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL G2 04/51 FIXED 3 549300M8ZYFG0OCMTT87 36179WDS4 1584463.69 PA USD 1377678.98 0.6416982069 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 05/51 FIXED 3 549300M8ZYFG0OCMTT87 36179WFH6 341842.29 PA USD 297229.24 0.1384440593 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 3.000000000000 N N N N N N GINNIE MAE II POOL G2 09/52 FIXED 4.5 549300M8ZYFG0OCMTT87 36179XFH4 1948687.46 PA USD 1843938.69 0.8588736333 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.500000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AL3 30000 PA USD 29782.52 0.0138721647 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N GMACM Mortgage Loan Trust 2006-AR1 N/A 36185MDN9 86503.43 PA USD 70209.52 0.0327023376 Long ABS-MBS CORP US N 2 2036-04-19 Variable 3.789694000000 N N N N N N GINNIE MAE I POOL GN 10/28 FIXED 6.5 549300M8ZYFG0OCMTT87 36208QSN7 4808.33 PA USD 4890.87 0.0022780797 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 768.17 PA USD 781.36 0.0003639435 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 2420.56 PA USD 2296.39 0.0010696174 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 3103.89 PA USD 2938.51 0.0013687054 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 560.44 PA USD 570.06 0.0002655237 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 4441.47 PA USD 4520.91 0.0021057589 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.000000000000 N N N N N N GSAA Home Equity Trust 2006-15 N/A 3622E8AF2 330895.56 PA USD 83508.24 0.0388966433 Long ABS-MBS CORP US N 2 2036-09-25 Variable 6.375650000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PCC8 40000 PA USD 34312.58 0.0159821855 Long DBT CORP US N 2 2032-04-22 Variable 2.580000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PCR5 115000 PA USD 97004.42 0.0451829224 Long DBT CORP US N 2 2032-11-08 Variable 2.545000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PDU7 175000 PA USD 176759.68 0.0823314948 Long DBT CORP US N 2 2029-07-24 Variable 5.299000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PDW3 115000 PA USD 117699.31 0.0548222317 Long DBT CORP US N 2 2027-10-22 Variable 6.070000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 911365BF0 32000 PA USD 31809.03 0.0148160768 Long DBT CORP US N 2 2027-05-15 Fixed 5.500000000000 N N N N N N Edison International N/A 281020AW7 305000 PA USD 325711.62 0.1517106420 Long DBT CORP US N 2 2029-11-15 Fixed 6.950000000000 N N N N N N Edison International N/A 281020AY3 185000 PA USD 185422.04 0.0863662670 Long DBT CORP US N 2 2028-11-15 Fixed 5.250000000000 N N N N N N Edison International N/A 281020BB2 80000 PA USD 79138.93 0.0368614969 Long DBT CORP US N 2 2032-03-15 Fixed 5.250000000000 N N N N N N EIG Pearl Holdings S.a r.l. N/A 28249NAA9 200000 PA USD 171271.2 0.0797750590 Long DBT CORP LU N 2 2036-08-31 Fixed 3.545000000000 N N N N N N ELMWOOD CLO 23 LTD ELM23 2023 2A B 144A N/A 29003YAC5 250000 PA USD 250993.25 0.1169081628 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 6.897300000000 N N N N N N ELMWOOD CLO 19 LTD ELM19 2022 6A BR 144A N/A 29004JAN3 365000 PA USD 368060.53 0.1714360062 Long ABS-CBDO CORP KY N 2 2036-10-17 Floating 7.047450000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAZ8 105000 PA USD 96123.17 0.0447724519 Long DBT CORP CA N 2 2029-11-15 Fixed 3.125000000000 N N N N N N FANNIE MAE REMICS FNR 2019 45 PT B1V7KEBTPIMZEU4LTD58 3136B5PK5 106608.92 PA USD 94049.77 0.0438066993 Long ABS-MBS USGSE US N 2 2049-08-25 Fixed 3.000000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 X1 S6XOOCT0IEG5ABCC6L87 3137BXR20 2055354.06 PA USD 22346.01 0.0104083714 Long ABS-MBS USGSE US N 2 2027-03-25 Variable 0.590901000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1 S6XOOCT0IEG5ABCC6L87 3137F82T9 472794.08 PA USD 19332.36 0.0090046672 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.874198000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K121 X1 S6XOOCT0IEG5ABCC6L87 3137F83S0 836730.03 PA USD 38630.32 0.0179933115 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.018836000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K124 X1 S6XOOCT0IEG5ABCC6L87 3137F9YZ8 1898423.97 PA USD 65963.02 0.0307243939 Long ABS-MBS USGSE US N 2 2030-12-25 Variable 0.716759000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K068 A2 S6XOOCT0IEG5ABCC6L87 3137FBBX3 545000 PA USD 526825.34 0.2453858126 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 S6XOOCT0IEG5ABCC6L87 3137FREK3 1274248.81 PA USD 57685.88 0.0268690503 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.111400000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K111 X1 S6XOOCT0IEG5ABCC6L87 3137FUZE7 545875.09 PA USD 36887.13 0.0171813648 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.568512000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K114 X1 S6XOOCT0IEG5ABCC6L87 3137FVNJ7 1590909.88 PA USD 78630.56 0.0366247073 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.114049000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MQSX2 209960.33 PA USD 180240.34 0.0839527239 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WFAN6 11309.42 PA USD 10807.94 0.0050341450 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WMHQ7 267914.41 PA USD 230310.61 0.1072745593 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.500000000000 N N N N N N GSAA Home Equity Trust 2006-10 N/A 362375AC1 132517.83 PA USD 32042.93 0.0149250232 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.984580000000 N N N N N N GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 12/27 5.25 N/A 38016LAA3 454000 PA USD 445952.38 0.2077166356 Long DBT CORP US N 2 2027-12-01 Fixed 5.250000000000 N N N N N N GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 03/29 3.5 N/A 38016LAC9 55000 PA USD 50246.12 0.0234037432 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GA87 90000 PA USD 91854.74 0.0427842936 Long DBT CORP US N 2 2030-04-25 Variable 5.727000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GB29 185000 PA USD 183900.6 0.0856576075 Long DBT CORP US N 2 2030-07-23 Variable 5.049000000000 N N N N N N HarborView Mortgage Loan Trust 2006-12 N/A 41162DAF6 37207.26 PA USD 32633.04 0.0151998859 Long ABS-MBS CORP US N 2 2038-01-19 Floating 4.860830000000 N N N N N N HarborView Mortgage Loan Trust 2007-7 N/A 411640AC9 38718.26 PA USD 34012.55 0.0158424369 Long ABS-MBS CORP US N 2 2037-10-25 Floating 6.453220000000 N N N N N N Hertz Vehicle Financing III LLC N/A 42806MCA5 475000 PA USD 482592.54 0.2247829662 Long ABS-O CORP US N 2 2028-02-25 Fixed 5.940000000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 50000 PA USD 46096.07 0.0214707242 Long DBT CORP US N 2 2030-02-15 Fixed 4.250000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AS8 65000 PA USD 64985.19 0.0302689382 Long DBT CORP US N 2 2029-06-01 Fixed 5.050000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AU3 22000 PA USD 21907.53 0.0102041353 Long DBT CORP US N 2 2034-06-01 Fixed 5.350000000000 N N N N N N L3Harris Technologies Inc. 549300UTE50ZMDBG8A20 502431AV1 58000 PA USD 55710.55 0.0259489769 Long DBT CORP US N 2 2054-08-15 Fixed 5.500000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS3 A1 144A N/A 52474XAA3 158606.81 PA USD 158406.35 0.0737828422 Long ABS-MBS CORP US N 2 2061-07-25 Variable 4.750000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS4 A1 144A N/A 52475WAA4 78966.56 PA USD 78967.52 0.0367816572 Long ABS-MBS CORP US N 2 2060-11-25 Variable 4.650000000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 20 LMAT 2021 GS2 A1 144A N/A 52476DAA5 117944.63 PA USD 117905.65 0.0549183411 Long ABS-MBS CORP US N 2 2061-04-25 Variable 4.750000000000 N N N N N N Lehman XS Trust Series 2006-16N N/A 52522DAM3 91018.6 PA USD 79369.7 0.0369689855 Long ABS-MBS CORP US N 2 2046-11-25 Floating 4.833220000000 N N N N N N Luminent Mortgage Trust 2006-4 N/A 55027BAA6 80085.29 PA USD 68014.71 0.0316800344 Long ABS-MBS CORP US N 2 2046-05-25 Floating 4.833220000000 N N N N N N MandT Bank Corporation N/A 55261FAS3 40000 PA USD 42877.56 0.0199715999 Long DBT CORP US N 2 2029-10-30 Variable 7.413000000000 N N N N N N MFA 2020-NQM3 TRUST MFRA 2020 NQM3 A1 144A N/A 552757AA4 17760.43 PA USD 16497.1 0.0076840539 Long ABS-MBS CORP US N 2 2065-01-26 Variable 1.014000000000 N N N N N N MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A N/A 55283FAA6 80659.86 PA USD 74489.49 0.0346958710 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.153000000000 N N N N N N MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A N/A 55283WAA9 112552.58 PA USD 98424.92 0.0458445658 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.029000000000 N N N N N N MF1 2022-FL8 LTD MF1 2022 FL8 AS 144A N/A 55284JAC3 335000 PA USD 329357.39 0.1534087764 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 6.116350000000 N N N N N N WarnerMedia Holdings Inc. N/A 55903VBD4 55000 PA USD 44158.52 0.0205682481 Long DBT CORP US N 2 2042-03-15 Fixed 5.050000000000 N N N N N N WarnerMedia Holdings Inc. N/A 55903VBE2 335000 PA USD 248906.43 0.1159361594 Long DBT CORP US N 2 2052-03-15 Fixed 5.141000000000 N N N N N N WarnerMedia Holdings Inc. N/A 55903VBF9 175000 PA USD 128681.11 0.0599373575 Long DBT CORP US N 2 2062-03-15 Fixed 5.391000000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BH4 70000 PA USD 64801.88 0.0301835557 Long DBT CORP US N 2 2039-03-15 Fixed 4.750000000000 N N N N N N Marvell Technology Inc. N/A 573874AF1 100000 PA USD 92244.33 0.0429657576 Long DBT CORP US N 2 2028-04-15 Fixed 2.450000000000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-13 N/A 576433UM6 9138.51 PA USD 8604.86 0.0040079898 Long ABS-MBS CORP US N 2 2034-11-21 Variable 6.415129000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAZ0 150000 PA USD 149762.62 0.0697567475 Long DBT CORP US N 2 2027-11-15 Fixed 4.900000000000 N N N N N N Metropolitan Life Global Funding I N/A 59217GET2 240000 PA USD 200726.4 0.0934947639 Long DBT CORP US N 2 2032-01-11 Fixed 2.400000000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261A2P1 25000 PA USD 21471.27 0.0100009332 Long DBT MUN US N 2 2049-11-15 Fixed 5.175000000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59261AG35 255000 PA USD 260376.24 0.1212785916 Long DBT MUN US N 2 2045-11-15 Fixed 4.750000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017BK9 135000 PA USD 134519.62 0.0626568309 Long DBT CORP US N 2 2028-03-15 Fixed 4.900000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017BL7 85000 PA USD 84410.53 0.0393169138 Long DBT CORP US N 2 2030-02-15 Fixed 5.050000000000 N N N N N N Monongahela Power Company N/A 609935AA9 25000 PA USD 25554.55 0.0119028519 Long DBT CORP US N 2 2034-02-15 Fixed 5.850000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 H1 XA N/A 61691JAW4 617761.29 PA USD 12300.99 0.0057295809 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.296511000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 45000 PA USD 36712.51 0.0171000300 Long DBT CORP US N 2 2032-02-13 Variable 1.794000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468X0 200000 PA USD 163586.79 0.0761957984 Long DBT CORP US N 2 2032-04-28 Variable 1.928000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 85000 PA USD 70381.38 0.0327823869 Long DBT CORP US N 2 2032-07-21 Variable 2.239000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YER2 155000 PA USD 152780.87 0.0711625943 Long DBT CORP US N 2 2028-04-20 Variable 4.210000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 55000 PA USD 55614.46 0.0259042199 Long DBT CORP US N 2 2029-07-20 Variable 5.449000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFH3 270000 PA USD 282020.7 0.1313601936 Long DBT CORP US N 2 2029-11-01 Variable 6.407000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFQ3 160000 PA USD 162874.15 0.0758638634 Long DBT CORP US N 2 2030-04-18 Variable 5.656000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2014 150E A 144A N/A 61764BAA1 610000 PA USD 535275 0.2493215130 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.912000000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 88000 PA USD 93894.26 0.0437342655 Long DBT MUN US N 2 2057-04-01 Fixed 6.637000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBR0 145000 PA USD 125367.13 0.0583937649 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KBY5 125000 PA USD 118111.49 0.0550142177 Long DBT CORP US N 2 2027-01-15 Fixed 1.875000000000 N N N N N N NiSource Inc. N/A 65473PAP0 80000 PA USD 80078.78 0.0372992622 Long DBT CORP US N 2 2033-06-30 Fixed 5.400000000000 N N N N N N NiSource Inc. N/A 65473QBE2 85000 PA USD 82738.05 0.0385379026 Long DBT CORP US N 2 2027-05-15 Fixed 3.490000000000 N N N N N N TRICON RESIDENTIAL 2022-SFR2 T TCN 2022 SFR2 A 144A N/A 89616TAA3 373595.86 PA USD 370282.74 0.1724710718 Long ABS-O CORP US N 2 2040-07-17 Fixed 4.849000000000 N N N N N N TRICOLOR AUTO SECURITIZATION T TAST 2024 3A A 144A N/A 89617AAA3 130368.8 PA USD 130755.43 0.0609035386 Long ABS-O CORP US N 2 2028-06-15 Fixed 5.220000000000 N N N N N N 280 PARK AVENUE 2017-280P MORT PRK 2017 280P E 144A N/A 90205FAN0 214000 PA USD 201644.32 0.0939223146 Long ABS-MBS CORP US N 2 2034-09-15 Floating 6.901890000000 N N N N N N United States Treasury Note/Bond N/A 912810QD3 1170000 PA USD 1121365.23 0.5223118505 Long DBT UST US N 2 2039-11-15 Fixed 4.375000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GP3 170000 PA USD 165338.05 0.0770115040 Long DBT CORP US N 2 2034-01-15 Fixed 5.000000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GQ1 50000 PA USD 47021.53 0.0219017869 Long DBT CORP US N 2 2054-01-15 Fixed 5.350000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GR9 50000 PA USD 48754.19 0.0227088289 Long DBT CORP US N 2 2034-08-15 Fixed 5.050000000000 N N N N N N VOLT XCIV LLC VOLT 2021 NPL3 A1 144A N/A 92873AAA6 86529.04 PA USD 86422.09 0.0402538625 Long ABS-MBS CORP US N 2 2051-02-27 Variable 5.239500000000 N N N N N N VOLT CII LLC VOLT 2021 NP11 A1 144A N/A 92873HAA1 420712.79 PA USD 420225.56 0.1957335434 Long ABS-MBS CORP US N 2 2051-08-25 Variable 4.867800000000 N N N N N N VOLT CIII LLC VOLT 2021 CF1 A1 144A N/A 92873JAA7 180166.49 PA USD 179972.07 0.0838277685 Long ABS-MBS CORP US N 2 2051-08-25 Variable 4.991800000000 N N N N N N Wamu Mortgage Pass-Through Certificates Series 2007-HY6 Trust N/A 92927XAA2 10185.79 PA USD 8744.03 0.0040728126 Long ABS-MBS CORP US N 2 2037-06-25 Variable 4.218960000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAQ7 450000 PA USD 410032.53 0.1909858124 Long DBT CORP US N 2 2030-07-15 Fixed 3.875000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAR5 75000 PA USD 65457.5 0.0304889317 Long DBT CORP US N 2 2031-02-15 Fixed 3.000000000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 92933BAT1 85000 PA USD 78314.39 0.0364774409 Long DBT CORP US N 2 2029-12-01 Fixed 3.750000000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust N/A 93934NAA3 15635.61 PA USD 11286.77 0.0052571754 Long ABS-MBS CORP US N 2 2036-07-25 Floating 5.053220000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LBZ1 110000 PA USD 105996.72 0.0493713747 Long DBT CORP US N 2 2029-01-15 Fixed 3.875000000000 N N N N N N Waste Management Inc. 549300YX8JIID70NFS41 94106LCE7 135000 PA USD 131617.95 0.0613052850 Long DBT CORP US N 2 2035-03-15 Fixed 4.950000000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAZ3 1045711.19 PA USD 517.52 0.0002410516 Long ABS-MBS CORP US N 2 2048-05-15 Variable 0.949995000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HBM1 40000 PA USD 36852.69 0.0171653233 Long ABS-MBS CORP US N 2 2048-05-15 Variable 4.068575000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 XA 549300ZVNWG0TX42H716 94989VAG4 2411174.77 PA USD 8025.6 0.0037381808 Long ABS-MBS CORP US N 2 2057-09-15 Variable 0.863685000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2G7 290000 PA USD 261586.98 0.1218425326 Long DBT CORP US N 2 2030-10-30 Variable 2.879000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2J1 100000 PA USD 88188.22 0.0410764942 Long DBT CORP US N 2 2031-02-11 Variable 2.572000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2U6 250000 PA USD 219161.84 0.1020816618 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 N N N N N N Wendy's Funding LLC N/A 95058XAE8 218514.15 PA USD 209348.84 0.0975109421 Long ABS-O CORP US N 2 2048-03-15 Fixed 3.884000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 1A B 144A N/A 96042XAE5 75000 PA USD 75256.29 0.0350530327 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.410000000000 N N N N N N Whistler Pipeline LLC N/A 96337RAA0 10000 PA USD 9959.63 0.0046390174 Long DBT CORP US N 2 2029-09-30 Fixed 5.400000000000 N N N N N N Whistler Pipeline LLC N/A 96337RAB8 85000 PA USD 84875.53 0.0395335025 Long DBT CORP US N 2 2031-09-30 Fixed 5.700000000000 N N N N N N Whistler Pipeline LLC N/A 96337RAC6 45000 PA USD 45126.79 0.0210192510 Long DBT CORP US N 2 2034-09-30 Fixed 5.950000000000 N N N N N N The William Carter Company TGI2A0HXEYNQPU7TYV27 96926JAC1 105000 PA USD 104109.67 0.0484924206 Long DBT CORP US N 2 2027-03-15 Fixed 5.625000000000 N N N N N N Wingstop Funding LLC N/A 974153AB4 197000 PA USD 184182 0.0857886785 Long ABS-O CORP US N 2 2050-12-05 Fixed 2.841000000000 N N N N N N Wingstop Funding LLC N/A 974153AE8 110000 PA USD 110225.84 0.0513412231 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.858000000000 N N N N N N Wisconsin Power and Light Company N/A 976826BS5 30000 PA USD 29871.68 0.0139136938 Long DBT CORP US N 2 2034-03-30 Fixed 5.375000000000 N N N N N N World Omni Auto Receivables Trust 2023-A N/A 98164JAF1 125000 PA USD 125521.15 0.0584655047 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.030000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 85000 PA USD 80891.53 0.0376778266 Long DBT CORP US N 2 2032-06-01 Fixed 4.600000000000 N N N N N N US 2YR NOTE CBT 0325 N/A ADI2Q4YT2 7 NC USD 2095.91 0.0009762374 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 2yr 6% US 2yr 6% 2025-03-31 -1441416.230000000000 USD 2095.910000000000 N N N US 5YR NOTE CBT 0325 N/A ADI2Q96Y1 7 NC USD 1084.86 0.0005053084 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 5yr 6% US 5yr 6% 2025-03-31 743102.640000000000 USD 1084.860000000000 N N N US LONG BONDCBT 0325 N/A ADI2Q9TB6 1 NC USD 2779.76 0.0012947624 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 20yr 6% US 20yr 6% 2025-03-20 -116498.510000000000 USD 2779.760000000000 N N N US 10YR NOTE CBT 0325 N/A ADI2Q9W14 96 NC USD 100566.8 0.0468422152 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 10yr 6% US 10yr 6% 2025-03-20 -10540566.800000000000 USD 100566.800000000000 N N N EURO BUXL 30Y BND 0325 N/A ADI2QB0K2 4 NC 35713.1980720765 0.0166345684 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro 30yr 4% Bond Euro 30yr 4% Bond 2025-03-06 -563277.200000000000 EUR 35713.198072076500 N N N EURO-BUND FUTURE 0325 N/A ADI2QB0L0 11 NC 41321.1848877812 0.0192466682 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2025-03-06 -1505861.100000000000 EUR 41321.184887781200 N N N EURO-OAT FUTURE 0325 N/A ADI2R3474 20 NC 61970.7455321212 0.0288648639 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-OAT 10yr 6% Euro-OAT 10yr 6% 2025-03-06 -2526626.000000000000 EUR 61970.745532121200 N N N DEUTSCHE TRIPARTY MTGE REPO - 02Jan25 N/A N/A 5400000 PA USD 5400000 2.5152233342 Long RA CORP US N 2 Repurchase Y 4.45 2025-01-02 5545900 USD 5508076.96 USD UST N N N BP Capital Markets America Inc. N/A 10373QCA6 60000 PA USD 59093.03 0.0275244755 Long DBT CORP US N 2 2034-11-17 Fixed 5.227000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM2 A1 144A N/A 10569EAA9 46492.32 PA USD 44801.33 0.0208676575 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.970000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A N/A 10569TAA6 61597.92 PA USD 56999.01 0.0265491185 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.941000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EK0 80000 PA USD 77606.33 0.0361476393 Long DBT CORP US N 2 2054-02-22 Fixed 5.550000000000 N N N N N N Broadcom Inc. N/A 11135FBX8 65000 PA USD 65246.99 0.0303908800 Long DBT CORP US N 2 2029-07-12 Fixed 5.050000000000 N N N N N N Broadcom Inc. N/A 11135FCA7 190000 PA USD 186805.03 0.0870104390 Long DBT CORP US N 2 2028-02-15 Fixed 4.150000000000 N N N N N N The Brooklyn Union Gas Company N/A 114259AT1 130000 PA USD 123084.26 0.0573304450 Long DBT CORP US N 2 2029-03-04 Fixed 3.865000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 12008RAN7 225000 PA USD 213888.78 0.0996255649 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A N/A 12482HAQ7 355000 PA USD 352557.74 0.1642150841 Long ABS-MBS CORP US N 2 2037-12-15 Floating 7.245000000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 104127.76 PA USD 101739.45 0.0473884146 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.690000000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAB1 126291.27 PA USD 113392.79 0.0528163317 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.990000000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAL9 100644.44 PA USD 100604.44 0.0468597472 Long ABS-O CORP US N 2 2062-08-15 Fixed 5.970000000000 N N N N N N CSAIL 2016-C6 COMMERCIAL MORTG CSAIL 2016 C6 XA 549300C2HE5FJAWYZL57 12636MAG3 999211.89 PA USD 13727.47 0.0063940098 Long ABS-MBS CORP US N 2 2049-01-15 Variable 1.853188000000 N N N N N N Csmc 2022-Nqm1 Trust N/A 126416AA4 527119.12 PA USD 468794.23 0.2183559604 Long ABS-MBS CORP US N 2 2066-11-25 Variable 2.265000000000 N N N N N N CSMC 2017-FHA1 TRUST CSMC 2017 FHA1 A1 144A N/A 12651RAA5 126608.83 PA USD 113162.68 0.0527091506 Long ABS-MBS CORP US N 2 2047-04-25 Variable 3.250000000000 N N N N N N COMM 2022-HC MORTGAGE TRUST COMM 2022 HC A 144A N/A 12659DAA8 100000 PA USD 91787.75 0.0427530908 Long ABS-MBS CORP US N 2 2039-01-10 Fixed 2.819000000000 N N N N N N COMM 2022-HC MORTGAGE TRUST COMM 2022 HC D 144A N/A 12659DAJ9 100000 PA USD 87198.08 0.0406153047 Long ABS-MBS CORP US N 2 2039-01-10 Variable 3.895835000000 N N N N N N CSMC 2021-NQM8 CSMC 2021 NQM8 A1 144A N/A 12659FAA3 209521.28 PA USD 186817.39 0.0870161960 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.841000000000 N N N N N N CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A N/A 12662EAA1 227270.45 PA USD 200204.31 0.0932515837 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.179000000000 N N N N N N CSMC 2021-RPL4 TRUST CSMC 2021 RPL4 A1 144A N/A 12662GAC2 121000.26 PA USD 120616.45 0.0561809832 Long ABS-MBS CORP US N 2 2060-12-27 Variable 4.099681 N N N N N N CPS AUTO RECEIVABLES TRUST 202 CPS 2023 B A 144A N/A 12664WAA9 94439.09 PA USD 94641.74 0.0440824283 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.910000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CY4 70000 PA USD 60527.04 0.0281924117 Long DBT CORP US N 2 2038-03-25 Fixed 4.780000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 40000 PA USD 32981.83 0.0153623460 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DG2 115000 PA USD 104695.88 0.0487654667 Long DBT CORP US N 2 2029-08-15 Fixed 3.250000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DJ6 70000 PA USD 64117.44 0.0298647558 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DK3 37000 PA USD 28900.73 0.0134614427 Long DBT CORP US N 2 2040-04-01 Fixed 4.125000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DN7 60000 PA USD 48841.25 0.0227493799 Long DBT CORP US N 2 2030-08-21 Fixed 1.750000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650EH9 85000 PA USD 85285.2 0.0397243195 Long DBT CORP US N 2 2055-03-10 Variable 7.000000000000 N N N N N N Alternative Loan Trust 2005-7CB N/A 12667F4T9 78627.22 PA USD 58458.84 0.0272290812 Long ABS-MBS CORP US N 2 2038-03-01 Floating 4.903220000000 N N N N N N Alternative Loan Trust 2005-27 N/A 12667GN33 88456.91 PA USD 73006.61 0.0340051720 Long ABS-MBS CORP US N 2 2035-08-25 Floating 6.175220000000 N N N N N N Alternative Loan Trust 2005-72 N/A 12668A3N3 11219.76 PA USD 10012.72 0.0046637457 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.993220000000 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 CWALT 2005 56 5A1 N/A 12668AHE8 44807.44 PA USD 38493.27 0.0179294761 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.093220000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCH6 50000 PA USD 47246.26 0.0220064621 Long DBT CORP US N 2 2027-11-02 Variable 1.878000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCN3 120000 PA USD 110944.67 0.0516760413 Long DBT CORP US N 2 2030-03-01 Variable 3.273000000000 N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCV5 20000 PA USD 19938.56 0.0092870243 Long DBT CORP US N 2 2030-07-26 Variable 5.247000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HDC6 280000 PA USD 309149.36 0.1439962378 Long DBT CORP US N 2 2031-10-30 Variable 7.624000000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 58518.33 0.0272567906 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 3440000.000000000000 EUR 3633698.490000000000 USD 2025-03-19 58518.330000000000 N N N FREDDIE MAC GOLD POOL FG 05/28 FIXED 7.5 S6XOOCT0IEG5ABCC6L87 31292GVL7 93.86 PA USD 96.96 0.0000451622 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/29 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 31293PE43 210.52 PA USD 215.62 0.0001004319 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/33 FIXED 6.5 S6XOOCT0IEG5ABCC6L87 31296QJW1 2474.4 PA USD 2581.59 0.0012024584 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.500000000000 N N N N N N FREDDIE MAC POOL FR 03/51 FIXED 2 S6XOOCT0IEG5ABCC6L87 3132DWBB8 2580065.73 PA USD 2017977.51 0.9399378002 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 34 JK B1V7KEBTPIMZEU4LTD58 3136AWTK3 22673.99 PA USD 21995.46 0.0102450915 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 B1V7KEBTPIMZEU4LTD58 3136AXJT3 40725.79 PA USD 40358.7 0.0187983600 Long ABS-MBS USGSE US N 2 2053-07-25 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 84 KA B1V7KEBTPIMZEU4LTD58 3136AYMB6 47203.61 PA USD 46381.55 0.0216036957 Long ABS-MBS USGSE US N 2 2053-04-25 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2018 23 LA B1V7KEBTPIMZEU4LTD58 3136B1WE0 101316.48 PA USD 93761.66 0.0436725028 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.500000000000 N N N N N N GSAMP Trust 2007-FM2 N/A 3622MHAC0 167048.58 PA USD 98316.17 0.0457939120 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.543220000000 N N N N N N GSR Mortgage Loan Trust 2007-1F N/A 3622MPBG2 71196.29 PA USD 15895.68 0.0074039232 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.753220000000 N N N N N N GINNIE MAE I POOL GN 10/41 FIXED 4 549300M8ZYFG0OCMTT87 36230TGX4 4685.16 PA USD 4438.53 0.0020673878 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.000000000000 N N N N N N GSR Mortgage Loan Trust 2006-AR1 N/A 3623414A4 2291.02 PA USD 2035.86 0.0009482671 Long ABS-MBS CORP US N 2 2036-01-25 Variable 4.742545000000 N N N N N N GSAA HOME EQUITY TRUST 2007-6 GSAA 2005 7 AF4 N/A 362341AQ2 125326.64 PA USD 117002.37 0.0544976095 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.558000000000 N N N N N N GSAA Home Equity Trust 2006-20 N/A 362351AC2 167559.78 PA USD 81318.05 0.0378764920 Long ABS-O CORP US N 2 2046-12-25 Floating 4.553220000000 N N N N N N Glencore Funding LLC N/A 378272BU1 2000 PA USD 1991.12 0.0009274281 Long DBT CORP US N 2 2034-04-04 Fixed 5.634000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BM1 10000 PA USD 7729.01 0.0036000345 Long DBT CORP US N 2 2050-03-25 Fixed 4.750000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CJ7 80000 PA USD 70750.91 0.0329545074 Long DBT CORP US N 2 2053-02-10 Fixed 5.700000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CK4 40000 PA USD 36089.18 0.0168096940 Long DBT CORP US N 2 2063-02-10 Fixed 5.900000000000 N N N N N N International Airport Finance SA N/A 45900TAA0 305921.26 PA USD 326099.84 0.1518914679 Long DBT CORP ES N 2 2033-03-15 Fixed 12.000000000000 N N N N N Invesco U.S. CLO 2023-2 Ltd. N/A 46147KAB8 250000 PA USD 250961 0.1168931413 Long ABS-CBDO CORP JE N 2 2036-04-21 Floating 6.917400000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 46284VAQ4 120000 PA USD 119520.77 0.0556706351 Long DBT CORP US N 2 2033-01-15 Fixed 6.250000000000 N N N N N N J.P. Morgan Mortgage Trust 2006-A3 N/A 46628KAH3 5637.61 PA USD 4558.72 0.0021233702 Long ABS-MBS CORP US N 2 2036-05-25 Variable 4.510228000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 145000 PA USD 139110.18 0.0647950316 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 218147.47 0.1016091865 Long DBT CORP US N 2 2029-04-23 Variable 4.005000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBD7 65000 PA USD 61551.88 0.0286697639 Long DBT CORP US N 2 2030-05-06 Variable 3.702000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CR7 30000 PA USD 28802.36 0.0134156237 Long DBT CORP US N 2 2034-08-14 Fixed 4.600000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CS5 5000 PA USD 4631.53 0.0021572838 Long DBT CORP US N 2 2054-08-14 Fixed 5.050000000000 N N N N N N COMM 2015-3BP MORTGAGE TRUST COMM 2015 3BP A 144A N/A 12592TAA3 580000 PA USD 567468.87 0.2643168413 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.178000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P A1 144A 549300NMFC2YLCA2NF13 12625XAA5 160000 PA USD 154598.85 0.0720093768 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 3314.72 PA USD 3305.59 0.0015396846 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.505000000000 N N N N N N CSAIL 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAV0 3426878.2 PA USD 2946.43 0.0013723943 Long ABS-MBS CORP US N 2 2057-06-15 Variable 0.667774000000 N N N N N N COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2024 1A A 144A N/A 20166RAA6 167099.4 PA USD 168858.62 0.0786513224 Long ABS-O CORP US N 2 2029-07-16 Fixed 5.970000000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 60000 PA USD 55884.83 0.0260301534 Long DBT CORP US N 2 2029-10-01 Fixed 3.347000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2B1 144A N/A 20753ACF9 170000 PA USD 192745.17 0.0897772498 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 10.918790000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A N/A 20754BAF8 395000 PA USD 417067.07 0.1942623753 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 9.068790000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M2 144A N/A 20754GAE0 88000 PA USD 88792.04 0.0413577428 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.368790000000 N N N N N N Connecticut Avenue Securities Trust 2022-R01 N/A 20754LAF6 188000 PA USD 193789.27 0.0902635729 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 7.718790000000 N N N N N N Connecticut Avenue Securities Trust 2019-HRP1 N/A 20754PAC4 17752.3 PA USD 17837.47 0.0083083742 Long ABS-MBS USGSE US N 2 2039-11-25 Floating 6.833270000000 N N N N N N Patterson-UTI Energy Inc. N/A 703481AC5 15000 PA USD 14626.4 0.0068127153 Long DBT CORP US N 2 2029-11-15 Fixed 5.150000000000 N N N N N N Patterson-UTI Energy Inc. N/A 703481AD3 60000 PA USD 62873.78 0.0292854812 Long DBT CORP US N 2 2033-10-01 Fixed 7.150000000000 N N N N N N PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 07/25 4 N/A 709599BJ2 90000 PA USD 89495.98 0.0416856254 Long DBT CORP US N 2 2025-07-15 Fixed 4.000000000000 N N N N N N Peruvian Government International Bond N/A 715638DU3 60000 PA USD 48150 0.0224274081 Long DBT NUSS PE N 2 2034-01-15 Fixed 3.000000000000 N N N N N N Peruvian Government International Bond N/A 715638EB4 165000 PA USD 158428.99 0.0737933875 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.375000000000 N N N N N N Peruvian Government International Bond N/A 715638EC2 110000 PA USD 104812.4 0.0488197397 Long DBT NUSS PE N 2 2054-08-08 Fixed 5.875000000000 N N N N N N Philadelphia Authority for Industrial Development N/A 71781LBH1 675000 PA USD 711494.01 0.3314011733 Long DBT MUN US N 2 2028-10-15 Fixed 6.550000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 15000 PA USD 15450.31 0.0071964778 Long DBT CORP US N 2 2029-11-17 Fixed 5.625000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 235000 PA USD 236241.01 0.1100368335 Long DBT CORP US N 2 2030-02-15 Fixed 5.125000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 60000 PA USD 60116.13 0.0280010172 Long DBT CORP US N 2 2033-02-15 Fixed 5.375000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 130000 PA USD 132071.57 0.0615165731 Long DBT CORP US N 2 2033-09-07 Fixed 5.625000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 45000 PA USD 45003.31 0.0209617362 Long DBT CORP US N 2 2031-02-13 Fixed 5.125000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DM8 135000 PA USD 133879.97 0.0623588934 Long DBT CORP US N 2 2027-11-01 Fixed 4.375000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DP1 125000 PA USD 122243.29 0.0569387362 Long DBT CORP US N 2 2031-11-01 Fixed 4.750000000000 N N N N N N PRET 2024-NPL7 LLC N/A 74136TAA6 98296.34 PA USD 98404.59 0.0458350965 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.925100000000 N N N N N N PRET 2021-NPL3 LLC PRET 2021 NPL3 A1 144A N/A 74143EAA0 151551.82 PA USD 151348.95 0.0704956316 Long ABS-MBS CORP US N 2 2051-07-25 Variable 4.867700000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2021 6 A1 144A N/A 85573RAA6 311392.3 PA USD 268719.6 0.1251647793 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.920000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBS0 20000 PA USD 19310.82 0.0089946343 Long DBT CORP US N 2 2031-02-01 Fixed 4.875000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A 87612BBU5 50000 PA USD 45487.51 0.0211872679 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Taylor Morrison Communities Inc. N/A 87724RAB8 302000 PA USD 300000.49 0.1397348579 Long DBT CORP US N 2 2028-01-15 Fixed 5.750000000000 N N N N N N Taylor Morrison Communities Inc. N/A 87724RAJ1 167000 PA USD 159806.59 0.0744350489 Long DBT CORP US N 2 2030-08-01 Fixed 5.125000000000 N N N N N N TEXAS DEBT CAPITAL CLO 2023-I TCIFC 2023 1A B 144A N/A 88238CAB8 300000 PA USD 301147.5 0.1402691146 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 6.917400000000 N N N N N N TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/35 FIXED 5.102 N/A 88258MAA3 259533.59 PA USD 260078.22 0.1211397792 Long ABS-O MUN US N 2 2035-04-01 Fixed 5.102000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 65000 PA USD 58161.76 0.0270907066 Long DBT CORP US N 2 2040-11-15 Fixed 5.875000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 410000 PA USD 306720.17 0.1428647646 Long DBT CORP US N 2 2042-09-15 Fixed 4.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 R1 A1 144A N/A 89179TAA2 560714.16 PA USD 471943.02 0.2198226104 Long ABS-MBS CORP US N 2 2060-11-30 Variable 2.918080000000 N N N N N N TRANE TECHNOLOGIES FINANCING LIMITED N/A 892938AB7 22000 PA USD 21751.77 0.0101315851 Long DBT CORP IE N 2 2034-06-13 Fixed 5.100000000000 N N N N N N United States Treasury Note/Bond N/A 912810RD2 2253000 PA USD 1939964.01 0.9036005084 Long DBT UST US N 2 2043-11-15 Fixed 3.750000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/44 1.375 N/A 912810RF7 338597.5 PA USD 281600.97 0.1311646909 Long DBT UST US N 2 2044-02-15 Fixed 1.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810RK6 1619000 PA USD 1123299.79 0.5232129339 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N GINNIE MAE I POOL GN 02/35 FIXED 6.5 549300M8ZYFG0OCMTT87 36241KFR4 1880.37 PA USD 1912.65 0.0008908781 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 7416.86 PA USD 7531.63 0.0035080984 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 11/31 FIXED 7 549300M8ZYFG0OCMTT87 36241KJ74 1453.49 PA USD 1468.43 0.0006839684 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.000000000000 N N N N N N GINNIE MAE I POOL GN 06/32 FIXED 7 549300M8ZYFG0OCMTT87 36241KJP4 287.14 PA USD 290.19 0.0001351653 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 19995.84 PA USD 20299.91 0.0094553347 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 7.000000000000 N N N N N N Connecticut Avenue Securities Trust 2021-R01 N/A 20754RAF3 80000 PA USD 82220.83 0.0382969908 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.668790000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A N/A 207942AB9 144000 PA USD 151714.63 0.0706659588 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 7.660110000000 N N N N N N GINNIE MAE I POOL GN 07/33 FIXED 7 549300M8ZYFG0OCMTT87 36241KJR0 2407.81 PA USD 2443.1 0.0011379522 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 780.33 PA USD 788.07 0.0003670689 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.000000000000 N N N N N N GTP Acquisition Partners I LLC N/A 36246MAU3 730000 PA USD 724924.16 0.3376566968 Long DBT CORP US N 2 2025-06-16 Fixed 3.482000000000 N N N N N N GS Mortgage Securities Corporation II N/A 36269JAE8 295000 PA USD 291862.11 0.1359441462 Long ABS-MBS CORP US N 2 2041-03-10 Variable 5.697360000000 N N N N N N GLS AUTO RECEIVABLES ISSUER TR GCAR 2024 4A B 144A N/A 36270YAG7 175000 PA USD 174617.47 0.0813336917 Long ABS-O CORP US N 2 2029-04-16 Fixed 4.890000000000 N N N N N N GINNIE MAE I POOL GN 04/35 FIXED 6 549300M8ZYFG0OCMTT87 36291LGV1 15636.13 PA USD 15969.65 0.0074383771 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 4559.27 PA USD 4325.39 0.0020146892 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.000000000000 N N N N N N Galaxy Pipeline Assets Bidco Limited N/A 36321PAB6 200000 PA USD 162819.18 0.0758382594 Long DBT CORP JE N 2 2036-03-31 Fixed 2.625000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332BD3 25000 PA USD 23985.39 0.0111719653 Long DBT CORP US N 2 2033-02-01 Fixed 4.750000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AC1 193000 PA USD 188068.04 0.0875987264 Long DBT CORP US N 2 2028-07-01 Fixed 4.500000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334JW2 75000 PA USD 63774.05 0.0297048109 Long DBT CORP US N 2 2042-03-15 Fixed 4.300000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332BH4 50000 PA USD 53800.78 0.0250594402 Long DBT CORP US N 2 2033-11-01 Fixed 6.550000000000 N N N N N N AutoZone Inc. GA3JGKJ41LJKXDN23E90 053332BK7 70000 PA USD 69595.25 0.0324162216 Long DBT CORP US N 2 2034-07-15 Fixed 5.400000000000 N N N N N N Georgia Power Company D981X4Z4RWS7PDMJUZ03 373334KY6 120000 PA USD 117976.93 0.0549515421 Long DBT CORP US N 2 2030-03-15 Fixed 4.550000000000 N N N N N N Gilead Sciences Inc. 549300WTZWR07K8MNV44 375558CB7 145000 PA USD 144702.81 0.0673999786 Long DBT CORP US N 2 2029-11-15 Fixed 4.800000000000 N N N N N N Avantor Funding Inc. N/A 05352TAA7 375000 PA USD 357939 0.1667215787 Long DBT CORP US N 2 2028-07-15 Fixed 4.625000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHL1 175000 PA USD 178705.82 0.0832379719 Long ABS-O CORP US N 2 2028-08-21 Fixed 5.900000000000 N N N N N N Glencore Funding LLC N/A 378272BP2 170000 PA USD 178539.73 0.0831606102 Long DBT CORP US N 2 2030-10-06 Fixed 6.375000000000 N N N N N N Glencore Funding LLC N/A 378272BS6 170000 PA USD 171337.33 0.0798058612 Long DBT CORP US N 2 2029-04-04 Fixed 5.371000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHY3 145000 PA USD 147011.22 0.0684751946 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.360000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RJL9 100000 PA USD 99992.77 0.0465748423 Long ABS-O CORP US N 2 2030-12-20 Fixed 5.580000000000 N N N N N N Equitable Holdings Inc. N/A 054561AJ4 120000 PA USD 117571.42 0.0547626628 Long DBT CORP US N 2 2028-04-20 Fixed 4.350000000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 200000 PA USD 200443.55 0.0933630174 Long DBT CORP GB N 2 2029-03-26 Fixed 5.125000000000 N N N N N N B.A.T Capital Corporation N/A 05526DBY0 110000 PA USD 112449.02 0.0523767406 Long DBT CORP US N 2 2031-02-20 Fixed 5.834000000000 N N N N N N BCAP LLC Trust 2006-AA2 N/A 05530MAA7 70060.62 PA USD 63285.26 0.0294771412 Long ABS-MBS CORP US N 2 2037-01-25 Floating 4.793220000000 N N N N N N BBCMS MORTGAGE TRUST 2022-C15 BBCMS 2022 C15 A5 N/A 05552FBA4 110000 PA USD 98554.27 0.0459048147 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.662000000000 N N N N N N BINOM SECURITIZATION TRUST 202 BINOM 2021 INV1 A1 144A N/A 05552UAA2 125802.17 PA USD 109592.04 0.0510460104 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.034000000000 N N N N N N BPCE N/A 05571AAR6 500000 PA USD 519796.97 0.2421121237 Long DBT CORP FR N 2 2029-10-19 Variable 6.714000000000 N N N N N N BPCE N/A 05571AAS4 340000 PA USD 362299.89 0.1687528032 Long DBT CORP FR N 2 2034-10-19 Variable 7.003000000000 N N N N N N BPCE N/A 05571AAU9 250000 PA USD 250496.41 0.1166767436 Long DBT CORP FR N 2 2035-01-18 Variable 6.508000000000 N N N N N N BPR TRUST 2024-PMDW BPR 2024 PMDW B 144A N/A 05592VAE4 100000 PA USD 99482.63 0.0463372282 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.850000000000 N N N N N N BPR TRUST 2022-STAR BPR 2022 STAR A 144A N/A 055980AA4 275000 PA USD 274916.48 0.1280511751 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.629090000000 N N N N N N BX TRUST 2022-PSB BX 2022 PSB A 144A N/A 05606DAS7 143065.73 PA USD 143735.01 0.0669491946 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.848090000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJF7 120000 PA USD 100958.56 0.0470246900 Long DBT CORP US N 2 2031-07-23 Variable 1.898000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJL4 270000 PA USD 225564.66 0.1050639808 Long DBT CORP US N 2 2031-10-24 Variable 1.922000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GJT7 300000 PA USD 257877.17 0.1201145695 Long DBT CORP US N 2 2032-04-22 Variable 2.687000000000 N N N N N N OCTAGON 61 LTD OCT61 2023 2A B 144A N/A 675947AC9 270000 PA USD 270662.85 0.1260699104 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 6.967400000000 N N N N N N Ohio Edison Company N/A 677347CH7 90000 PA USD 89958.46 0.0419010403 Long DBT CORP US N 2 2033-01-15 Fixed 5.500000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680AY9 20000 PA USD 18595.67 0.0086615302 Long DBT CORP US N 2 2029-09-01 Fixed 3.400000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680BB8 10000 PA USD 9066.96 0.0042232277 Long DBT CORP US N 2 2030-03-15 Fixed 3.100000000000 N N N N N N Open Text Corporation N/A 683715AD8 590000 PA USD 533689.55 0.2485830388 Long DBT CORP CA N 2 2029-12-01 Fixed 3.875000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KL0 190000 PA USD 196550.77 0.0915498302 Long DBT CORP US N 2 2029-01-15 Fixed 6.100000000000 N N N N N N Panama Government International Bond N/A 698299BH6 200000 PA USD 123249.19 0.0574072664 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.500000000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR3 PROG 2022 SFR3 A 144A N/A 74331UAA6 130898.64 PA USD 125452.6 0.0584335753 Long ABS-O CORP US N 2 2039-04-17 Fixed 3.200000000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 A 144A N/A 74332YAA7 101062.89 PA USD 99752.5 0.0464629288 Long ABS-O CORP US N 2 2039-06-17 Fixed 4.451000000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 A 144A N/A 74333CAA4 162627.5 PA USD 161326.12 0.0751428188 Long ABS-O CORP US N 2 2039-10-27 Fixed 4.750000000000 N N N N N N PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 A 144A N/A 74333TAA7 388511.12 PA USD 368636.45 0.1717042594 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.510000000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR6 PROG 2022 SFR6 A 144A N/A 74334DAA1 622848.09 PA USD 613349.91 0.2856874085 Long ABS-O CORP US N 2 2039-07-20 Fixed 4.451000000000 N N N N N N PRPM 2024-6 LLC PRPM 2024 6 A1 N/A 74390PAA5 97467.82 PA USD 97477.61 0.0454033258 Long ABS-MBS CORP US N 2 2029-11-25 Variable 5.699000000000 N N N N N N PRPM 2024-7 LLC PRPM 2024 7 A1 144A N/A 74448LAA6 231380.36 PA USD 231974.43 0.1080495369 Long ABS-MBS CORP US N 2 2029-11-25 Variable 5.870000000000 N N N N N N Public Service Company of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BR0 120000 PA USD 116175.4 0.0541124217 Long DBT CORP US N 2 2035-01-15 Fixed 5.200000000000 N N N N N N Public Service Electric and Gas Company 549300RUHPVD434XUK18 74456QCR5 55000 PA USD 53263.7 0.0248092780 Long DBT CORP US N 2 2054-03-01 Fixed 5.450000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FAV8 22000 PA USD 16060.22 0.0074805630 Long DBT CORP US N 2 2052-03-15 Fixed 3.800000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAK7 5000 PA USD 4811.2 0.0022409708 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBB6 170000 PA USD 168073.92 0.0782858232 Long DBT CORP US N 2 2028-09-01 Fixed 4.800000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBD2 65000 PA USD 66257.47 0.0308615434 Long DBT CORP US N 2 2029-06-01 Fixed 5.600000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 20000 PA USD 20207.77 0.0094124175 Long DBT CORP CA N 2 2033-03-08 Fixed 5.700000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCC7 95000 PA USD 95559.49 0.0445098998 Long DBT CORP CA N 2 2034-04-05 Fixed 5.625000000000 N N N N N N Puget Energy Inc. N/A 745310AM4 130000 PA USD 118675.06 0.0552767185 Long DBT CORP US N 2 2028-06-15 Fixed 2.379000000000 N N N N N N Puget Energy Inc. N/A 745310AN2 8000 PA USD 7312.21 0.0034058965 Long DBT CORP US N 2 2032-03-15 Fixed 4.224000000000 N N N N N N Qorvo Inc. N/A 74736KAJ0 120000 PA USD 102630.21 0.0478033146 Long DBT CORP US N 2 2031-04-01 Fixed 3.375000000000 N N N N N N ROCK TRUST 2024-CNTR ROCC 2024 CNTR B 144A N/A 74970WAC4 100000 PA USD 100094.21 0.0466220912 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.930350000000 N N N N N N RR 23 LTD RRAM 2022 23A A2R 144A N/A 75000GAV8 520000 PA USD 524014.4 0.2440765271 Long ABS-CBDO CORP BM N 2 2035-10-15 Floating 7.305900000000 N N N N N N Rali Series 2007-Qh7 Trust N/A 75115LAA5 28946.12 PA USD 27417.62 0.0127706366 Long ABS-MBS CORP US N 2 2037-08-25 Floating 4.953220000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 758750AM5 130000 PA USD 132225.63 0.0615883315 Long DBT CORP US N 2 2028-04-15 Fixed 6.050000000000 N N N N N N UNITED STATES TREASURY INFLATI 01/34 1.75 N/A 91282CJY8 2582603.2 PA USD 2475887.07 1.1532238761 Long DBT UST US N 2 2034-01-15 Fixed 1.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CJZ5 2945000 PA USD 2819422.67 1.3132366090 Long DBT UST US N 2 2034-02-15 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKQ3 1895000 PA USD 1865871.86 0.8690897113 Long DBT UST US N 2 2034-05-15 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 91282CKR1 10936000 PA USD 10990471.78 5.1191650138 Long DBT UST US N 2 2027-05-15 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CLW9 3005000 PA USD 2926679.45 1.3631948971 Long DBT UST US N 2 2034-11-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CLZ2 1830000 PA USD 1790929.12 0.8341827245 Long DBT UST US N 2 2031-11-30 Fixed 4.125000000000 N N N N N N United States Treasury Note/Bond N/A 91282CMB4 3900000 PA USD 3870006.82 1.8025798994 Long DBT UST US N 2 2027-12-15 Fixed 4.000000000000 N N N N N N RTX Corporation I07WOS4YJ0N7YRFE7309 913017CY3 77000 PA USD 74945.57 0.0349083049 Long DBT CORP US N 2 2028-11-16 Fixed 4.125000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDT6 70000 PA USD 55361.38 0.0257863398 Long DBT CORP US N 2 2039-08-15 Fixed 3.500000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDY5 110000 PA USD 77781.51 0.0362292350 Long DBT CORP US N 2 2040-05-15 Fixed 2.750000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PEL2 30000 PA USD 25851.49 0.0120411613 Long DBT CORP US N 2 2062-05-15 Fixed 4.950000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PES7 10000 PA USD 10026.62 0.0046702201 Long DBT CORP US N 2 2053-02-15 Fixed 5.875000000000 N N N N N N AASET 2020-1 TRUST AASET 2020 1A A 144A N/A 00255UAA3 84106.68 PA USD 80745.51 0.0376098131 Long ABS-O CORP US N 2 2040-01-16 Fixed 3.351000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDT3 70000 PA USD 69985.83 0.0325981468 Long DBT CORP US N 2 2031-03-15 Fixed 4.950000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDW6 30000 PA USD 28876.68 0.0134502406 Long DBT CORP US N 2 2054-03-15 Fixed 5.400000000000 N N N N N N AFFIRM ASSET SECURITIZATION TR AFFRM 2024 X2 B 144A N/A 00833QAB1 120000 PA USD 120313.33 0.0560397954 Long ABS-O CORP US N 2 2029-12-17 Fixed 5.330000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KG1 75000 PA USD 76989.25 0.0358602145 Long DBT CORP US N 2 2032-06-15 Fixed 5.900000000000 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 694308KJ5 70000 PA USD 72653.95 0.0338409093 Long DBT CORP US N 2 2033-01-15 Fixed 6.150000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PET5 30000 PA USD 30632.65 0.0142681400 Long DBT CORP US N 2 2063-02-15 Fixed 6.050000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PFC1 125000 PA USD 117231.19 0.0546041897 Long DBT CORP US N 2 2054-04-15 Fixed 5.375000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PFM9 25000 PA USD 24291.54 0.0113145645 Long DBT CORP US N 2 2064-07-15 Fixed 5.750000000000 N N N N N N Uruguay Government International Bond N/A 917288BK7 110000 PA USD 106589.89 0.0496476627 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.375000000000 N N N N N N VB-S1 ISSUER LLC - VBTEL VBTEL 2024 1A C2 144A N/A 91823ABC4 255000 PA USD 255375.64 0.1189494016 Long ABS-O CORP US N 2 2054-05-15 Fixed 5.590000000000 N N N N N N Verus Securitization Trust 2021-R2 N/A 92538DAA7 93691.21 PA USD 84778.62 0.0394883636 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.918000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BC7 40000 PA USD 38916.61 0.0181266603 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 161175BR4 70000 PA USD 68494.29 0.0319034142 Long DBT CORP US N 2 2029-03-30 Fixed 5.050000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175CD4 25000 PA USD 22043.25 0.0102673513 Long DBT CORP US N 2 2029-01-15 Fixed 2.250000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175CE2 2000 PA USD 1359.04 0.0006330165 Long DBT CORP US N 2 2042-03-01 Fixed 3.500000000000 N N N N N N Chase Mortgage Finance Trust Series 2005-S3 N/A 16162WNL9 81406.87 PA USD 57930.11 0.0269828082 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.500000000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505KH8 155000 PA USD 143518.28 0.0668482457 Long DBT MUN US N 2 2039-12-01 Fixed 6.138000000000 N N N N N N Chicago Board of Education 54930099NR6T9V7LVB43 167505NG7 120000 PA USD 118702.13 0.0552893273 Long DBT MUN US N 2 2029-11-01 Fixed 6.319000000000 N N N N N N CHL Mortgage Pass-Through Trust 2007-HY4 N/A 17025RAA3 48502.25 PA USD 43661.78 0.0203368755 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.937135000000 N N N N N N Cisco Systems Inc. N/A 17275RBS0 105000 PA USD 105376.48 0.0490824780 Long DBT CORP US N 2 2031-02-26 Fixed 4.950000000000 N N N N N N Cisco Systems Inc. N/A 17275RBV3 70000 PA USD 67099.54 0.0312537646 Long DBT CORP US N 2 2064-02-26 Fixed 5.350000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 45000 PA USD 44965.76 0.0209442461 Long DBT CORP US N 2 2030-02-13 Variable 5.174000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC29 XA N/A 17323VBF1 890541.67 PA USD 8.91 0.0000041501 Long ABS-MBS CORP US N 2 2048-04-10 Variable 1.007615000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2016 C3 C N/A 17325GAH9 288000 PA USD 235471.74 0.1096785213 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.010941000000 N N N N N N Citizens Financial Group Inc. N/A 174610BF1 40000 PA USD 40589.28 0.0189057600 Long DBT CORP US N 2 2030-01-23 Variable 5.841000000000 N N N N N N Citizens Financial Group Inc. N/A 174610BG9 40000 PA USD 42168.63 0.0196413930 Long DBT CORP US N 2 2035-04-25 Variable 6.645000000000 N N N N N N Citizens Financial Group Inc. N/A 174610BH7 125000 PA USD 125435.32 0.0584255266 Long DBT CORP US N 2 2032-07-23 Variable 5.718000000000 N N N N N N Colombia Government International Bond N/A 195325CU7 200000 PA USD 134800 0.0627874269 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.000000000000 N N N N N N Colombia Government International Bond N/A 195325EP6 200000 PA USD 195580 0.0910976629 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.750000000000 N N N N N N COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A N/A 19688FAA3 567744.87 PA USD 453989.69 0.2114602707 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.956000000000 N N N N N N Columbia Pipelines Holding Company LLC N/A 19828AAB3 160000 PA USD 163828.89 0.0763085642 Long DBT CORP US N 2 2028-08-15 Fixed 6.042000000000 N N N N N N Columbia Pipelines Holding Company LLC N/A 19828AAD9 41000 PA USD 40004.76 0.0186335011 Long DBT CORP US N 2 2031-10-01 Fixed 5.097000000000 N N N N N N Columbia Pipelines Operating Company LLC N/A 19828TAA4 40000 PA USD 41172.5 0.0191774135 Long DBT CORP US N 2 2030-08-15 Fixed 5.927000000000 N N N N N N Columbia Pipelines Operating Company LLC N/A 19828TAB2 60000 PA USD 61548.06 0.0286679846 Long DBT CORP US N 2 2033-11-15 Fixed 6.036000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDS7 100000 PA USD 60144.76 0.0280143526 Long DBT CORP US N 2 2051-11-01 Fixed 2.887000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD 19882.65 0.0092609824 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 4715000.000000000000 BRL 773191.650000000000 USD 2025-03-19 19882.650000000000 N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PEC6 260000 PA USD 258349 0.1203343395 Long DBT CORP US N 2 2035-01-23 Variable 5.336000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PER3 30000 PA USD 28905.67 0.0134637436 Long DBT CORP US N 2 2035-10-22 Variable 4.946000000000 N N N N N N PRET 2024-NPL5 LLC N/A 74143QAA3 98716.82 PA USD 97879.22 0.0455903885 Long ABS-O CORP US N 2 2054-09-25 Variable 5.963000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAC1 20000 PA USD 15048.36 0.0070092567 Long DBT CORP US N 2 2050-05-19 Fixed 4.950000000000 N N N N N N Viper Energy Inc. N/A 92763MAA3 257000 PA USD 253421.38 0.1180391423 Long DBT CORP US N 2 2027-11-01 Fixed 5.375000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GD0 43000 PA USD 24198.18 0.0112710791 Long DBT CORP US N 2 2050-12-15 Fixed 2.450000000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GK4 130000 PA USD 127224.44 0.0592588667 Long DBT CORP US N 2 2033-04-01 Fixed 5.000000000000 N N N N N N US 10YR ULTRA FUT 0325 N/A ADI2QB0M8 67 NC USD 90498.64 0.0421526465 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 10yr 6% US 10yr 6% 2025-03-20 -7545295.520000000000 USD 90498.640000000000 N N N US ULTRA BOND CBT 0325 N/A ADI2QB0N6 10 NC USD 36383.55 0.0169468063 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 30yr 6% US 30yr 6% 2025-03-20 -1222946.050000000000 USD 36383.550000000000 N N N AUST 10Y BOND FUT 0325 N/A ADI2R7P49 118 NC -111537.106989866 -0.0519519878 N/A DIR CORP AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300VSBVYUCBIQKT71 Long Aust 10yr 6% Aust 10yr 6% 2025-03-17 13504590.240000000000 AUD -111537.106989866000 N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FBN5 95000 PA USD 89791.58 0.0418233106 Long DBT CORP US N 2 2065-01-15 Fixed 5.650000000000 N N N N N N Consolidated Edison Company of New York Inc. VZFZPMWDHTQCFKYOBP05 209111GC1 120000 PA USD 78469.9 0.0365498747 Long DBT CORP US N 2 2051-12-01 Fixed 3.200000000000 N N N N N N Consolidated Edison Company of New York Inc. VZFZPMWDHTQCFKYOBP05 209111GN7 110000 PA USD 105719.49 0.0492422459 Long DBT CORP US N 2 2055-03-15 Fixed 5.500000000000 N N N N N N Constellation Software Inc. 549300B6PYHMCTDWQV29 21037XAD2 80000 PA USD 80184.34 0.0373484302 Long DBT CORP CA N 2 2034-02-16 Fixed 5.461000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XAW9 35000 PA USD 34915.17 0.0162628612 Long DBT CORP US N 2 2053-03-15 Fixed 6.250000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XBA6 25000 PA USD 23460.74 0.0109275927 Long DBT CORP US N 2 2054-04-18 Fixed 5.750000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XBB4 65000 PA USD 61017.63 0.0284209198 Long DBT CORP US N 2 2064-04-18 Fixed 5.900000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AT5 95000 PA USD 108571.63 0.0505707217 Long DBT CORP US N 2 2034-11-02 Variable 7.964000000000 N N N N N N Ecopetrol S.A. N/A 279158AP4 45000 PA USD 37315.59 0.0173809338 Long DBT CORP CO N 2 2031-11-02 Fixed 4.625000000000 N N N N N N Ecopetrol S.A. N/A 279158AP4 185000 PA USD 153408.53 0.0714549471 Long DBT CORP CO N 2 2031-11-02 Fixed 4.625000000000 N N N N N N Ecopetrol S.A. N/A 279158AV1 345000 PA USD 332730.94 0.1549801156 Long DBT CORP CO N 2 2036-01-19 Fixed 8.375000000000 N N N N N N Ecopetrol S.A. N/A 279158AW9 175000 PA USD 169829.42 0.0791035037 Long DBT CORP CO N 2 2032-02-01 Fixed 7.750000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3B7 200000 PA USD 193153.06 0.0899672377 Long DBT CORP US N 2 2033-07-25 Variable 4.897000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3E1 310000 PA USD 314741.49 0.1466009518 Long DBT CORP US N 2 2029-07-25 Variable 5.574000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3H4 75000 PA USD 79723.31 0.0371336907 Long DBT CORP US N 2 2034-10-23 Variable 6.491000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U3K7 110000 PA USD 109532.51 0.0510182824 Long DBT CORP US N 2 2035-01-23 Variable 5.499000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FBD7 35000 PA USD 25290.07 0.0117796619 Long DBT CORP US N 2 2062-03-15 Fixed 4.025000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FBE5 30000 PA USD 27753.16 0.0129269251 Long DBT CORP US N 2 2053-05-15 Fixed 5.300000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FBG0 25000 PA USD 24033.64 0.0111944393 Long DBT CORP US N 2 2054-03-15 Fixed 5.550000000000 N N N N N N ConocoPhillips Company 6VJJ5GQWIRDQ06DUXG89 20826FBH8 120000 PA USD 115035.04 0.0535812624 Long DBT CORP US N 2 2063-09-15 Fixed 5.700000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GB60 140000 PA USD 137064.64 0.0638422557 Long DBT CORP US N 2 2030-10-23 Variable 4.692000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GB78 55000 PA USD 52636.19 0.0245169951 Long DBT CORP US N 2 2035-10-23 Variable 5.016000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYB4 20000 PA USD 17042.5 0.0079380914 Long DBT CORP US N 2 2032-04-22 Variable 2.615000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GYJ7 155000 PA USD 129177.2 0.0601684273 Long DBT CORP US N 2 2032-07-21 Variable 2.383000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GZU1 65000 PA USD 64247.84 0.0299254938 Long DBT CORP US N 2 2028-08-23 Variable 4.482000000000 N N N N N N GOLUB CAPITAL PARTNERS CLO 68B GCBSL 2023 68A B 144A N/A 38179QAC1 250000 PA USD 252291 0.1175126315 Long ABS-CBDO CORP JE N 2 2036-07-25 Floating 7.425870000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374NQG5 7591.37 PA USD 9.17 0.0000042712 Long ABS-MBS USGA US N 2 2035-09-16 Floating 2.738430000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378JNS7 36264.11 PA USD 35086.51 0.0163426683 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 2.000000000000 N N N N N N GreenSaif Pipelines Bidco S.a r.l. N/A 39541EAC7 200000 PA USD 202482.62 0.0943127797 Long DBT CORP LU N 2 2042-02-23 Fixed 6.510000000000 N N N N N N GreenSaif Pipelines Bidco S.a r.l. N/A 39541EAD5 200000 PA USD 197411.2 0.0919506031 Long DBT CORP LU N 2 2036-02-23 Fixed 5.852800000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CJ6 125000 PA USD 116019.77 0.0540399320 Long DBT CORP US N 2 2029-03-15 Fixed 3.375000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CV9 610000 PA USD 547902.29 0.2552030786 Long DBT CORP GB N 2 2029-08-17 Variable 2.206000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 265000 PA USD 262261.76 0.1221568330 Long DBT CORP GB N 2 2033-08-11 Variable 5.402000000000 N N N N N N HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 B 144A N/A 404300AC9 130000 PA USD 131499.85 0.0612502761 Long ABS-MBS CORP US N 2 2039-05-10 Variable 6.555070000000 N N N N N N HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 C 144A N/A 404300AE5 100000 PA USD 101782.64 0.0474085317 Long ABS-MBS CORP US N 2 2039-05-10 Variable 7.087660000000 N N N N N N Hanesbrands Inc. GX5LWVWZLL5S4W1L2F20 410345AL6 50000 PA USD 49223.68 0.0229275090 Long DBT CORP US N 2 2026-05-15 Fixed 4.875000000000 N N N N N N HarborView Mortgage Loan Trust 2005-8 N/A 41161PQU0 17362.96 PA USD 11028 0.0051366450 Long ABS-MBS CORP US N 2 2035-09-19 Floating 5.140830000000 N N N N N N HarborView Mortgage Loan Trust 2006-12 N/A 41162DAD1 103753.4 PA USD 96322.8 0.0448654360 Long ABS-MBS CORP US N 2 2036-12-19 Floating 4.960830000000 N N N N N N Hess Midstream Operations LP N/A 428102AG2 215000 PA USD 217125.71 0.1011332689 Long DBT CORP US N 2 2029-06-01 Fixed 6.500000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2020 PLS1 A 144A N/A 433674AA6 26884.27 PA USD 26439.05 0.0123148362 Long ABS-O CORP US N 2 2025-12-25 Fixed 3.844000000000 N N N N N N Howard University (The) N/A 442851AT8 100000 PA USD 88594.87 0.0412659045 Long DBT CORP US N 2 2029-10-01 Fixed 2.701000000000 N N N N N N Howard University (The) N/A 442851AU5 100000 PA USD 87206.25 0.0406191102 Long DBT CORP US N 2 2030-10-01 Fixed 2.801000000000 N N N N N N Howard University (The) N/A 442851AY7 120000 PA USD 88797.53 0.0413602999 Long DBT CORP US N 2 2041-10-01 Fixed 3.476000000000 N N N N N N IHS Holding Limited N/A 44963HAB1 200000 PA USD 188899.47 0.0879859916 Long DBT CORP GB N 2 2028-11-29 Fixed 6.250000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM2 A1 144A N/A 452761AA7 159571.73 PA USD 130497.41 0.0607833575 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.073000000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM2 A1 144A N/A 45276PAA4 500929.4 PA USD 459882.04 0.2142048218 Long ABS-MBS CORP US N 2 2067-03-25 Variable 3.638000000000 N N N N N N IndyMac INDA Mortgage Loan Trust 2006-AR3 N/A 45662FAA8 28640.78 PA USD 22256.42 0.0103666420 Long ABS-MBS CORP US N 2 2036-12-25 Variable 4.368491000000 N N N N N N Insight Enterprises Inc. N/A 45765UAC7 415000 PA USD 417339.77 0.1943893940 Long DBT CORP US N 2 2032-05-15 Fixed 6.625000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BG4 150000 PA USD 98924.93 0.0460774615 Long DBT CORP US N 2 2047-12-08 Fixed 3.734000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BJ8 56000 PA USD 33430.15 0.0155711654 Long DBT CORP US N 2 2049-11-15 Fixed 3.250000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BK5 60000 PA USD 32026.1 0.0149171841 Long DBT CORP US N 2 2060-02-15 Fixed 3.100000000000 N N N N N N KeySpan Gas East Corporation N/A 49338CAD5 29000 PA USD 29408.75 0.0136980693 Long DBT CORP US N 2 2033-03-06 Fixed 5.994000000000 N N N N N N Lamar Media Corp. N/A 513075BZ3 315000 PA USD 277233.08 0.1291302059 Long DBT CORP US N 2 2031-01-15 Fixed 3.625000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CQ9 45000 PA USD 44057.73 0.0205213020 Long DBT CORP US N 2 2029-08-14 Fixed 4.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HFPP8 513585.91 PA USD 418173.41 0.1947776886 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XDP34 2574637.94 PA USD 2013732.21 0.9379604154 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417FMM7 58442 PA USD 50240.61 0.0234011768 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CS47 1401699.59 PA USD 1258071.08 0.5859869882 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GKC2 130000 PA USD 105916.32 0.0493339258 Long DBT CORP US N 2 2036-09-21 Variable 2.482000000000 N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GLV9 150000 PA USD 152680.62 0.0711158996 Long DBT CORP US N 2 2027-09-15 Variable 5.933000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GMD8 155000 PA USD 151546.67 0.0705877260 Long DBT CORP US N 2 2035-10-25 Variable 5.518000000000 N N N N N N Bank of Ireland Group plc N/A 06279JAC3 345000 PA USD 347835.06 0.1620153443 Long DBT CORP IE N 2 2026-09-16 Variable 6.253000000000 N N N N N N Bank of Ireland Group plc N/A 06279JAD1 315000 PA USD 317990.61 0.1481143338 Long DBT CORP IE N 2 2030-03-20 Variable 5.601000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBT3 130000 PA USD 136575.54 0.0636144417 Long DBT CORP US N 2 2029-10-25 Variable 6.317000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBV8 50000 PA USD 50068.53 0.0233210250 Long DBT CORP US N 2 2030-03-14 Variable 4.975000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBW6 85000 PA USD 84139.45 0.0391906496 Long DBT CORP US N 2 2035-03-14 Variable 5.188000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 06406RBZ9 110000 PA USD 109720.54 0.0511058634 Long DBT CORP US N 2 2032-07-22 Variable 5.060000000000 N N N N N N BANK 2019-BNK18 BANK 2019 BN18 XA N/A 065402BD0 1387255.36 PA USD 43478.53 0.0202515210 Long ABS-MBS CORP US N 2 2062-05-15 Variable 0.881882000000 N N N N N N BANK 2019-BNK20 BANK 2019 BN20 XA N/A 06540AAE1 2178590.34 PA USD 67665.06 0.0315171737 Long ABS-MBS CORP US N 2 2062-09-15 Variable 0.807505000000 N N N N N N BANK 2019-BNK24 BANK 2019 BN24 XA N/A 06540VBC8 1166945.68 PA USD 31944.44 0.0148791483 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.632618000000 N N N N N N BANK 2019-BNK22 BANK 2019 BN22 XA N/A 06540XBH3 2388620.57 PA USD 58660.94 0.0273232158 Long ABS-MBS CORP US N 2 2062-11-15 Variable 0.578581000000 N N N N N N BANK 2020-BNK28 BANK 2020 BN28 XA N/A 06540YAN9 2514970.7 PA USD 197572.83 0.0920258874 Long ABS-MBS CORP US N 2 2063-03-15 Variable 1.759038000000 N N N N N N BANK 2023-BNK45 BANK 2023 BNK45 XA N/A 06541BBQ0 991904.46 PA USD 57479.57 0.0267729548 Long ABS-MBS CORP US N 2 2056-02-15 Variable 0.995286000000 N N N N N N BANK 2019-BNK23 BANK 2019 BN23 XA N/A 06541RBC6 1899240.5 PA USD 52923.86 0.0246509866 Long ABS-MBS CORP US N 2 2052-12-15 Variable 0.683377000000 N N N N N N BANK 2017-BNK8 BANK 2017 BNK8 XA N/A 06650AAF4 3627341.55 PA USD 60054.63 0.0279723716 Long ABS-MBS CORP US N 2 2050-11-15 Variable 0.707304000000 N N N N N N BATTALION CLO XXV LTD BATLN 2024 25A B 144A N/A 07134FAC4 395000 PA USD 398993.85 0.1858441929 Long ABS-CBDO CORP KY N 2 2037-03-13 Floating 6.817400000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 BBCMS 2017 C1 XA N/A 07332VBJ3 2768992.33 PA USD 64053.99 0.0298352019 Long ABS-MBS CORP US N 2 2050-02-15 Variable 1.439309000000 N N N N N N BBCMS MORTGAGE TRUST 2024-C24 BBCMS 2024 C24 XA N/A 07336VAZ4 997319.79 PA USD 102075.58 0.0475449779 Long ABS-MBS CORP US N 2 2057-02-15 Variable 1.624758000000 N N N N N N Bear Stearns ALT-A Trust 2005-10 N/A 07386HYW5 58569.52 PA USD 54684 0.0254708283 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.953220000000 N N N N N N BIRCH GROVE CLO 4 LTD BGCLO 2022 4A BR 144A N/A 09077CAU6 250000 PA USD 251189 0.1169993396 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 6.455900000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 09659W2Z6 220000 PA USD 217721.28 0.1014106748 Long DBT CORP FR N 2 2030-11-19 Variable 5.283000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CD5 35000 PA USD 32251.17 0.0150220177 Long DBT CORP US N 2 2029-03-01 Fixed 3.200000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBU3 145000 PA USD 140168.52 0.0652879874 Long DBT CORP US N 2 2033-02-13 Fixed 4.812000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBV1 100000 PA USD 96733.69 0.0450568212 Long DBT CORP US N 2 2033-09-11 Fixed 4.893000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBW9 145000 PA USD 141025.03 0.0656869345 Long DBT CORP US N 2 2034-04-10 Fixed 4.989000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680CC5 55000 PA USD 53322.63 0.0248367265 Long DBT CORP US N 2 2029-10-15 Fixed 4.400000000000 N N N N N N ONEOK Inc. 2T3D6M0JSY48PSZI1Q41 682680CG6 100000 PA USD 93555.84 0.0435766355 Long DBT CORP US N 2 2064-11-01 Fixed 5.850000000000 N N N N N N SOUND POINT CLO XXIX LTD SNDPT 2021 1A A 144A N/A 83614VAC9 655000 PA USD 655931.41 0.3055211089 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 5.957480000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GG2 70000 PA USD 53886.04 0.0250991528 Long DBT CORP US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GT4 35000 PA USD 24999.66 0.0116443941 Long DBT CORP US N 2 2050-02-01 Fixed 3.650000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400HT3 20000 PA USD 20858.66 0.0097155904 Long DBT CORP US N 2 2032-11-01 Fixed 5.950000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400HX4 60000 PA USD 59674.4 0.0277952673 Long DBT CORP US N 2 2053-12-01 Fixed 5.875000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400HZ9 45000 PA USD 44521.57 0.0207373503 Long DBT CORP US N 2 2034-06-01 Fixed 5.200000000000 N N N N N N Southern California Gas Company XY0N0J73VHV5F4CUJV89 842434DA7 205000 PA USD 200355.52 0.0933220146 Long DBT CORP US N 2 2054-04-01 Fixed 5.600000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 852234AP8 125000 PA USD 110060.03 0.0512639918 Long DBT CORP US N 2 2031-06-01 Fixed 3.500000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 852234AR4 407000 PA USD 410928.9 0.1914033255 Long DBT CORP US N 2 2032-05-15 Fixed 6.500000000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAH5 225000 PA USD 227700.02 0.1060585932 Long ABS-O CORP US N 2 2048-07-25 Fixed 5.900000000000 N N N N N N Stack Infrastructure Issuer LLC N/A 85236KAM4 120000 PA USD 121982.59 0.0568173068 Long ABS-O CORP US N 2 2049-03-25 Fixed 5.900000000000 N N N N N N Standard Building Solutions Inc. 54930064UHXCIUWVI755 853191AA2 15000 PA USD 15024.02 0.0069979196 Long DBT CORP US N 2 2032-08-15 Fixed 6.500000000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CN8 200000 PA USD 213685.48 0.0995308714 Long DBT CORP GB N 2 2028-11-16 Variable 7.767000000000 N N N N N N Tapestry Inc. 549300LJNVY5SW3VTN33 876030AL1 60000 PA USD 58359.62 0.0271828663 Long DBT CORP US N 2 2035-03-11 Fixed 5.500000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/45 0.75 N/A 912810RL4 1012039.75 PA USD 732877.63 0.3413612808 Long DBT UST US N 2 2045-02-15 Fixed 0.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810RP5 3372000 PA USD 2535623.15 1.1810478729 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 443127.85 0.2064010201 Long DBT UST US N 2 2046-02-15 Fixed 2.500000000000 N N N N N N IRS USD P 3.25 20230621-20530621 N/A N/A 370000 PA USD 44484.54 0.0207201024 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2053-06-21 0.000000000000 USD 3850.970000000000 USD 370000 USD 48335.51 N N N IRS USD P 1.56 20211215-20511215 N/A N/A 1320000 PA USD 523521.9 0.2438471294 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2051-12-15 0.000000000000 USD 7423.690000000000 USD 1320000 USD 530945.59 N N N IRS USD P 2.88 20230315-20530315 N/A N/A 380000 PA USD 69271.34 0.0322653501 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2053-03-15 4210.720000000000 USD 0.000000000000 USD 380000 USD 65060.62 N N N IRS USD P 1.56 20211215-20411215 N/A N/A 1187000 PA USD 370001.55 0.1723400986 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2041-12-15 0.000000000000 USD 5633.500000000000 USD 1187000 USD 375635.05 N N N IRS USD P 2.97 20230315-20530315 N/A N/A 1105000 PA USD 184788.71 0.0860712732 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2053-03-15 631.670000000000 USD 0.000000000000 USD 1105000 USD 184157.04 N N N 2025-01-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer