NPORT-P false 0000814679 XXXXXXXX S000077474 C000237935 Advanced Series Trust 811-05186 0000814679 549300VWSUPW8FKG9V43 655 Broad Street Newark 07102-4077 1-888-778-2888 AST PGIM Fixed Income Central Portfolio S000077474 5493004PPIB4NJOLH005 2025-12-31 2025-12-31 N 10459136979.27 572426516.63 9886710462.64 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 439834079.00000000 0.00000000 31280890.75000000 EUR USD N AST PGIM Fixed Income Central Portfolio_Ex Derivatives BM N/A CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 47715.25000000 0.000482620080 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BANK OF NOVA SCOTIA Bank of Nova Scotia/The Y Default Event 2026-12-20 38758.25000000 USD 0.00000000 USD 5572000.00000000 USD 8957.00000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -16722.83000000 -0.00016914453 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD -16749.17000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -81957.24000000 -0.00082896369 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ORACLE CORP Oracle Corp Y Default Event 2030-06-20 115218.20000000 USD 0.00000000 USD 5660000.00000000 USD -197175.44000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7TX7 4467592.19000000 PA USD 3984387.38000000 0.040300435570 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKS9 54365192.83000000 PA USD 46112535.90000000 0.466409288248 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAE2 511000.00000000 PA USD 531370.01000000 0.005374588565 Long DBT CORP US N 2 2030-08-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLJG2 4459753.39000000 PA USD 4153503.20000000 0.042010972362 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARF34 911750.55000000 PA USD 784652.14000000 0.007936432880 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 2255000.00000000 PA USD 2158300.98000000 0.021830324536 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAW8 9592000.00000000 PA USD 9050365.66000000 0.091540717149 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 1220000.00000000 PA USD 1212986.80000000 0.012268861362 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAC6 285000.00000000 PA USD 281777.70000000 0.002850065257 Long DBT CORP FR N 2 2027-10-23 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDSH8 1353152.62000000 PA USD 1308393.51000000 0.013233860897 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC 17941.57000000 0.000181471583 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2026-06-20 10850.04000000 USD 0.00000000 USD 15000000.00000000 EUR 7091.53000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5TN3 303935.18000000 PA USD 277473.01000000 0.002806525092 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 8261000.00000000 PA 9417854.05000000 0.095257710697 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943DQ3 31008.37000000 PA USD 31249.42000000 0.000316074999 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AP9 250000.00000000 PA USD 228522.19000000 0.002311407731 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N UNIV OF NORTH CAROLINA NC AT C N/A 914713K68 145000.00000000 PA USD 139417.20000000 0.001410147495 Long DBT MUN US N 2 2034-12-01 Fixed 3.84700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWHA5 21989.35000000 PA USD 22008.58000000 0.000222607712 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KQTJ0 27121.82000000 PA USD 24319.48000000 0.000245981513 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust 5299007DSRZLE19EYU93 465985AA7 542459.12000000 PA USD 544219.89000000 0.005504559803 Long ABS-O CORP US N 2 2054-05-20 Floating 5.51765000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 1606000.00000000 PA USD 1696187.79000000 0.017156240150 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 2930000.00000000 PA USD 2766002.23000000 0.027976972122 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -113972.95000000 -0.00115278939 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD -114289.20000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CB71 732.58000000 PA USD 745.89000000 0.000007544369 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 6.31700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AX5 5692.09000000 PA USD 4908.76000000 0.000049650083 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAX1 17244142.27000000 PA USD 14708735.69000000 0.148772797034 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFA6 5420161.44000000 PA USD 5587048.32000000 0.056510690194 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F8LU9 7314.64000000 PA USD 7274.81000000 0.000073581703 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36195KHB3 61934.66000000 PA USD 55792.20000000 0.000564315099 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFA97 9348.46000000 PA USD 9285.04000000 0.000093914351 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAC5 980000.00000000 PA USD 885126.18000000 0.008952686369 Long DBT CORP US N 2 2053-02-15 Fixed 5.12500000 N N N N N Barclays Commercial Mortgage S N/A 07336DAT8 24469830.83000000 PA USD 25330840.98000000 0.256211012507 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.38300000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 885000.00000000 PA USD 923480.07000000 0.009340620153 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 43809.02000000 0.000443110174 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NOMURA HOLDINGS INC Nomura Holdings Inc Y Default Event 2026-06-20 40212.47000000 USD 0.00000000 USD 11450000.00000000 USD 3596.55000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ALL39 5677.79000000 PA USD 5657.31000000 0.000057221358 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XAB6 27456.95000000 PA USD 26887.12000000 0.000271952133 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJY1 37802.02000000 PA USD 39981.81000000 0.000404399523 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N KRE Commercial Mortgage Trust N/A 50077KAC2 11680000.00000000 PA USD 11650964.69000000 0.117844704100 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.35012000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AW5 12055000.00000000 PA USD 12319864.37000000 0.124610348574 Long DBT CORP US N 2 2028-06-01 Fixed 5.10000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 2145000.00000000 PA USD 1911195.00000000 0.019330949431 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36195KHC1 75112.87000000 PA USD 67710.61000000 0.000684864902 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 2525000.00000000 PA USD 1706434.41000000 0.017259880487 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DH54 3773.67000000 PA USD 3721.27000000 0.000037639111 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACB1 635000.00000000 PA USD 637031.96000000 0.006443315624 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 57026.19000000 0.000576796399 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SLOVAKIA GOVERNMENT BOND SLOVAKIA GOVERNMENT BOND Y Default Event 2027-12-20 54907.63000000 USD 0.00000000 USD 3455000.00000000 USD 2118.56000000 N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205UAA9 15700000.00000000 PA USD 15801422.00000000 0.159824868541 Long ABS-MBS CORP US N 2 2040-01-25 Variable 5.65200000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 680000.00000000 PA USD 713685.72000000 0.007218636802 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJBA5 24764.10000000 PA USD 24237.32000000 0.000245150498 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAN3 12000000.00000000 PA USD 11882071.01000000 0.120182249241 Long DBT CORP US N 2 2067-06-01 Floating 6.83145000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAS0 3135000.00000000 PA USD 2076878.89000000 0.021006773667 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 1905000.00000000 PA USD 1931087.51000000 0.019532153968 Long DBT CORP US N 2 2030-10-23 Fixed 4.69200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ASU3 11154.81000000 PA USD 10307.23000000 0.000104253381 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 9766000.00000000 PA USD 9395893.99000000 0.095035593744 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAH8 11252000.00000000 PA USD 4353117.50000000 0.044029988705 Long DBT CORP NL N 2 2031-01-12 Fixed 8.50000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAG7 1035000.00000000 PA USD 1022258.19000000 0.010339720110 Long DBT CORP US N 2 2035-02-01 Fixed 4.87500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -97065.00000000 -0.00098177245 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 GOVERNMENT OF FRANCE GOVERNMENT OF FRANCE Y Default Event 2035-06-20 0.00000000 USD -121376.18000000 USD 3630000.00000000 USD 24311.18000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKVF4 47808.64000000 PA USD 39027.38000000 0.000394745857 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N BMO Mortgage Trust N/A 055985AB1 32301399.88000000 PA USD 33903397.50000000 0.342918887208 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.64421300 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 4000000.00000000 PA USD 3954400.00000000 0.039997125585 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBY3 8945823.20000000 PA USD 7720705.68000000 0.078091754675 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N Ellington Financial Mortgage T N/A 281907AA3 16676946.32000000 PA USD 16797093.71000000 0.169895677368 Long ABS-MBS CORP US N 2 2060-01-26 Variable 5.52200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGN1 50063.42000000 PA USD 49869.23000000 0.000504406700 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 365000.00000000 PA USD 392135.07000000 0.003966284554 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942NF8 595.74000000 PA USD 585.41000000 0.000005921180 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QQD5 942.90000000 PA USD 951.68000000 0.000009625850 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8E25 55331.61000000 PA USD 54888.31000000 0.000555172624 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -56986.48000000 -0.00057639474 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD -57889.12000000 N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 3261000.00000000 PA USD 3269661.78000000 0.033071280810 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJJR0 65858.21000000 PA USD 68853.87000000 0.000696428506 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MRL8 113494.66000000 PA USD 117191.84000000 0.001185347142 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH4E4 802330.61000000 PA USD 808363.53000000 0.008176263814 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDP8 7580000.00000000 PA USD 7227264.31000000 0.073100798666 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N KILROY REALTY LP 5493008CT3N3JR7P1552 49427RAK8 75000.00000000 PA USD 73503.10000000 0.000743453550 Long DBT CORP US N 2 2029-08-15 Fixed 4.25000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 6045000.00000000 PA USD 6140535.89000000 0.062108988760 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WSZ2 229350.21000000 PA USD 209215.68000000 0.002116130342 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 1.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17323YAD1 847684.40000000 PA USD 834194.18000000 0.008437530189 Long ABS-MBS CORP US N 2 2048-06-10 Fixed 3.76200000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 1240000.00000000 PA USD 1172787.32000000 0.011862260196 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2095032.96000000 -0.02119039460 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -61301.63000000 USD 200000000.00000000 USD -2033731.33000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 2335000.00000000 PA USD 2375862.50000000 0.024030869610 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N Social Professional Loan Progr N/A 83406TAB8 3390870.07000000 PA USD 3280559.64000000 0.033181508170 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180HBC1 4414.05000000 PA USD 4120.74000000 0.000041679586 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N CarMax Auto Owner Trust N/A 14319GAE1 530000.00000000 PA USD 540940.63000000 0.005471391440 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.85000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 3800000.00000000 PA USD 3527255.00000000 0.035676730023 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 1152000.00000000 PA USD 1156866.60000000 0.011701228678 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17328PAQ6 1392599.95000000 PA USD 1231722.77000000 0.012458367974 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.50000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 132000.00000000 PA USD 125701.27000000 0.001271416518 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CHP4 37200.44000000 PA USD 38839.12000000 0.000392841685 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276VAE9 463000.00000000 PA USD 460281.77000000 0.004655560327 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.98300000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 33001.42000000 0.000333795756 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IVORY COAST IVORY COAST Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD 32975.08000000 N N N CarMax Auto Owner Trust N/A 14319GAD3 1270000.00000000 PA USD 1285529.81000000 0.013002603999 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHVG9 439829.25000000 PA USD 419384.66000000 0.004241902921 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 28200000.00000000 PA USD 28147687.20000000 0.284702250625 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXF2 35647.45000000 PA USD 34532.43000000 0.000349281291 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 2246000.00000000 PA USD 2207700.09000000 0.022329976166 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2N81 26618.56000000 PA USD 24460.03000000 0.000247403118 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJP5 4320000.00000000 PA USD 4354502.11000000 0.044043993464 Long ABS-MBS CORP US N 2 2041-09-25 Floating 5.97419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LS37 24264.41000000 PA USD 23190.20000000 0.000234559311 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 48784000.00000000 PA USD 45437683.02000000 0.459583429611 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295QLQ1 100890.55000000 PA USD 100935.50000000 0.001020920966 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 143419.96000000 0.001450633762 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD 143103.71000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 5865000.00000000 PA USD 5462531.68000000 0.055251255719 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ASH2 2865.65000000 PA USD 2832.77000000 0.000028652300 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAN2 207167.45000000 PA USD 186666.54000000 0.001888055088 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FLORIDA ST DEV FIN CORP EDUCTN 549300HC854CNBLMWC48 34061UEQ7 610000.00000000 PA USD 511202.40000000 0.005170601505 Long DBT MUN US N 2 2050-04-01 Fixed 4.10900000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 2170000.00000000 PA USD 2392288.03000000 0.024197007073 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N Fannie Mae - CAS N/A 20755DAF3 4024000.00000000 PA USD 4286539.44000000 0.043356579078 Long ABS-MBS CORP US N 2 2042-07-25 Floating 9.47419000 N N N N N N Onslow Bay Financial LLC 254900IAVXYLOCPK6W54 67120QAA4 13802116.91000000 PA USD 13896574.46000000 0.140558121050 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.40000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 2239200.00000000 PA USD 2074719.56000000 0.020984932934 Long DBT CORP MX N 2 2036-09-29 Fixed 5.00000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69392AAA6 13979114.56000000 PA USD 14156832.44000000 0.143190523212 Long ABS-MBS CORP US N 2 2028-09-27 Floating 6.96516000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49447BAA1 3380000.00000000 PA USD 3729781.65000000 0.037725203586 Long DBT CORP US N 2 2034-03-01 Fixed 6.40000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 569.00000000 NC USD 44527.86000000 0.000450380944 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-31 118756448.43000000 USD 44527.86000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -435632.57000000 -0.00440624383 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2030-12-20 0.00000000 USD -491265.62000000 USD -13095000.00000000 USD 55633.05000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQR65 413595.82000000 PA USD 352281.18000000 0.003563178888 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJJ0 7327363.90000000 PA USD 7553069.94000000 0.076396188282 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 50095000.00000000 PA USD 45977817.19000000 0.465046664042 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AADG4 11474516.73000000 PA USD 9802319.92000000 0.099146424455 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Small Business Administration N/A 83162CVS9 32652.56000000 PA USD 31607.79000000 0.000319699763 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 3.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFY28 28900.13000000 PA USD 28182.74000000 0.000285056795 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAV7 60000.00000000 PA USD 60030.86000000 0.000607187397 Long DBT CORP US N 2 2028-02-01 Fixed 4.75000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YCZ0 10110000.00000000 PA USD 10489198.80000000 0.106093921124 Long DBT CORP JP N 2 2029-07-06 Fixed 5.77800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DXS5 2743.38000000 PA USD 2777.64000000 0.000028094683 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 5.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAC9 1783000.00000000 PA USD 1771856.25000000 0.017921595425 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 101557.10000000 0.001027208194 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 118.53000000 USD 0.00000000 USD -2250000.00000000 USD 101438.57000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALP1 301994.29000000 PA USD 304449.46000000 0.003079380762 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAG7 6355000.00000000 PA USD 6312346.84000000 0.063846785681 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KWK3 1714.64000000 PA USD 1823.12000000 0.000018440107 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RDA0 1795.09000000 PA USD 1722.88000000 0.000017426220 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XTHA9 2135.00000000 PA USD 2071.05000000 0.000020947816 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N SMB Private Education Loan Tru N/A 78449XAA0 484665.49000000 PA USD 463273.18000000 0.004685817206 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29000000 N N N N N N Barclays Commercial Mortgage S N/A 054976AH8 55770000.00000000 PA USD 1984436.03000000 0.020071752252 Long ABS-MBS CORP US N 2 2055-09-15 Variable 0.48441500 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCB5 2345000.00000000 PA USD 2360544.02000000 0.023875929500 Long DBT CORP US N 2 2030-02-15 Fixed 4.35000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 6775000.00000000 PA USD 5736651.22000000 0.058023861846 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AV6 1310000.00000000 PA USD 1014052.83000000 0.010256726277 Long DBT CORP US N 2 2050-09-17 Fixed 4.15000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 37198.72000000 0.000376249715 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD 36775.95000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6V24 51370.78000000 PA USD 51698.69000000 0.000522910933 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402Q2V2 101742.89000000 PA USD 104365.77000000 0.001055616733 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178DRT0 4142.04000000 PA USD 3807.88000000 0.000038515136 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FEH5 222785.22000000 PA USD 224393.61000000 0.002269648846 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944PQ8 151071.15000000 PA USD 152229.95000000 0.001539743179 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002MAW9 12866064.14000000 PA USD 12264483.01000000 0.124050188951 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.64300000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HT0 715000.00000000 PA USD 798935.34000000 0.008080901559 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAU4 14440000.00000000 PA USD 46980.54000000 0.000475188791 Long ABS-MBS CORP US N 2 2049-08-15 Variable 1.08040500 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWL4 3110000.00000000 PA USD 3094163.88000000 0.031296191910 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Bear Stearns Adjustable Rate M N/A 07387ABR5 52093.07000000 PA USD 48655.27000000 0.000492127995 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.90526000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -29357.65000000 -0.00029694052 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD -30582.76000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FYV8 6167.91000000 PA USD 6266.83000000 0.000063386401 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419A3K1 189068.97000000 PA USD 199974.86000000 0.002022663258 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Flagstar Mortgage Trust N/A 33851JAU3 4304844.16000000 PA USD 4070519.44000000 0.041171625844 Long ABS-MBS CORP US N 2 2048-05-25 Variable 4.43810000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1683000.00000000 PA USD 1695119.45000000 0.017145434332 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAU0 225000.00000000 PA USD 210307.50000000 0.002127173651 Long DBT CORP LU N 2 2032-01-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YA6A8 3981.28000000 PA USD 3879.16000000 0.000039236104 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.50000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 1130000.00000000 PA USD 1157511.95000000 0.011707756127 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 5953000.00000000 PA USD 6239747.08000000 0.063112469041 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LR4 8273.02000000 PA USD 8091.04000000 0.000081837533 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDC1 10126.63000000 PA USD 8974.84000000 0.000090776806 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 281824.80000000 0.002850541654 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 1268.31000000 USD 0.00000000 USD -6000000.00000000 USD 280556.49000000 N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AB0 1320000.00000000 PA USD 1105753.02000000 0.011184235890 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AB1 2195760.00000000 PA USD 1959054.22000000 0.019815025709 Long ABS-MBS CORP US N 2 2063-02-25 Variable 4.22710500 N N N N N N Morgan Stanley BAML Trust N/A 61766EBD6 50812.52000000 PA USD 50676.24000000 0.000512569273 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.05800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36290TK24 18930.74000000 PA USD 17690.36000000 0.000178930697 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBC6 52549584.59000000 PA USD 44885497.26000000 0.453998298317 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DT95 3172.08000000 PA USD 3256.59000000 0.000032939065 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 6.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0Y36 68234.11000000 PA USD 63049.78000000 0.000637722529 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAA5 240000.00000000 PA USD 242088.61000000 0.002448626476 Long DBT CORP US N 2 2034-10-03 Fixed 5.00000000 N N N N N N NTHRN CA PWR AGY REVENUE 549300QYTU4PHD2XHS96 664845DQ4 200000.00000000 PA USD 225548.61000000 0.002281331195 Long DBT MUN US N 2 2040-06-01 Fixed 7.31100000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 3775000.00000000 PA USD 3481651.24000000 0.035215466794 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -43853.32000000 -0.00044355825 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 4061.91000000 USD 0.00000000 USD -9000000.00000000 USD -47915.23000000 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAL5 9455000.00000000 PA USD 9747798.56000000 0.098594963378 Long DBT CORP US N 2 2028-04-15 Fixed 5.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 250000.00000000 PA USD 249312.50000000 0.002521693144 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERN71 45528.16000000 PA USD 43274.99000000 0.000437708681 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENER6 19900.77000000 PA USD 20003.38000000 0.000202325941 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 22945DAE3 5973314.45000000 PA USD 5872371.41000000 0.059396615610 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.77920000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 78000.00000000 PA USD 69896.96000000 0.000706978931 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RAS1 7695000.00000000 PA USD 8447176.85000000 0.085439711033 Long DBT CORP US N 2 2039-02-15 Fixed 6.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335APZ5 85879.00000000 PA USD 81628.91000000 0.000825642768 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKZ7 202088.12000000 PA USD 182670.53000000 0.001847637095 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AN3 690000.00000000 PA USD 691396.73000000 0.006993192858 Long DBT CORP US N 2 2053-07-20 Fixed 6.11900000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 299960.77000000 0.003033979513 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 14435.01000000 USD 0.00000000 USD -18000000.00000000 USD 285525.76000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMHX5 152595.75000000 PA USD 131936.63000000 0.001334484614 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Bear Stearns Asset Backed Secu N/A 07384YJQ0 188264.02000000 PA USD 189778.98000000 0.001919536136 Long ABS-MBS CORP US N 2 2043-03-25 Floating 5.34621000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MAY6 10438.93000000 PA USD 10147.03000000 0.000102633024 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 670000.00000000 PA USD 695822.07000000 0.007037953347 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CAW4 273450.02000000 PA USD 272077.09000000 0.002751947586 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BMQ8 284510.52000000 PA USD 295666.77000000 0.002990547473 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CN7 2560000.00000000 PA USD 2563365.89000000 0.025927389091 Long DBT CORP DE N 2 2027-11-16 Floating 5.09111000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AA3 24722135.84000000 PA USD 23713539.45000000 0.239852674351 Long ABS-MBS CORP US N 2 2063-02-25 Variable 4.10000000 N N N N N N Bank N/A 06541CBF2 3500000.00000000 PA USD 3176462.10000000 0.032128604473 Long ABS-MBS CORP US N 2 2064-05-15 Fixed 2.27000000 N N N N N N Kinbane DAC 635400B9FSRJAFAZIY56 000000000 6236152.31000000 PA 7334039.52000000 0.074180785891 Long ABS-MBS CORP IE N 2 2063-01-24 Floating 3.00300000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 842757.89000000 0.008524148584 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD 841912.35000000 N N N CarMax Auto Owner Trust N/A 14318WAF4 335000.00000000 PA USD 340380.00000000 0.003442803359 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.17000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 2435000.00000000 PA USD 2352012.37000000 0.023789635378 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWT1 3973.22000000 PA USD 3930.79000000 0.000039758320 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSV1 363014.78000000 PA USD 365446.40000000 0.003696339661 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAJ0 5840000.00000000 PA USD 5251511.66000000 0.053116875221 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N WASHINGTON UNIVERSITY 2V765680J33YAZOYW441 940663AD9 1620000.00000000 PA USD 1224767.83000000 0.012388021623 Long DBT CORP US N 2 2122-04-15 Fixed 4.34900000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AH3 345000.00000000 PA USD 332500.24000000 0.003363102836 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAA2 220000.00000000 PA USD 178351.36000000 0.001803950471 Long DBT CORP US N 2 2111-11-01 Fixed 4.70000000 N N N N N N ADVENTHEALTH OBL GRP N/A 00778XAA5 1382000.00000000 PA USD 858920.40000000 0.008687625709 Long DBT CORP US N 2 2051-11-15 Fixed 2.79500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGDE1 61020.17000000 PA USD 58665.69000000 0.000593379266 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -82580.08000000 -0.00083526346 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 4811.67000000 USD 0.00000000 USD -6000000.00000000 USD -87391.75000000 N N N Wells Fargo Commercial Mortgag N/A 95004JAC8 18500000.00000000 PA USD 19589000.65000000 0.198134664952 Long ABS-MBS CORP US N 2 2058-01-15 Fixed 6.09600000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CC6 12734000.00000000 PA USD 12377890.70000000 0.125197260977 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DAQ3 975000.00000000 PA USD 804742.10000000 0.008139634543 Long DBT CORP US N 2 2046-03-15 Fixed 4.15000000 N N N N N N Fannie Mae - CAS N/A 20755DAB2 1000000.00000000 PA USD 1033693.60000000 0.010455384568 Long ABS-MBS CORP US N 2 2042-07-25 Floating 7.47419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ3C7 2770814.78000000 PA USD 2830573.66000000 0.028630085514 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 1455000.00000000 PA USD 1341142.65000000 0.013565104946 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BN53 236377.87000000 PA USD 246543.00000000 0.002493680794 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 1170000.00000000 PA USD 1150376.99000000 0.011635588948 Long DBT CORP FR Y 2 2027-10-19 Fixed 2.04500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AXFN6 128715.48000000 PA USD 124083.82000000 0.001255056679 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 4225000.00000000 PA USD 3760610.28000000 0.038037022467 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -116304.59000000 -0.00117637297 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2028-06-20 0.00000000 USD -77324.40000000 USD -16475000.00000000 USD -38980.19000000 N N N Fannie Mae - CAS N/A 20754XAC7 1250000.00000000 PA USD 1254300.00000000 0.012686727347 Long ABS-MBS CORP US N 2 2044-07-25 Floating 5.57419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 107510.79000000 PA USD 92273.89000000 0.000933312352 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943MK6 26106.56000000 PA USD 26309.50000000 0.000266109744 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 32445000.00000000 PA USD 28304388.18000000 0.286287216430 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209RST1 42589.88000000 PA USD 41326.84000000 0.000418003947 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GAS5 4128.37000000 PA USD 3815.57000000 0.000038592917 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 2915000.00000000 PA USD 2657262.40000000 0.026877113576 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GDJ60 97733.48000000 PA USD 98453.09000000 0.000995812412 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 200000.00000000 PA USD 200416.00000000 0.002027125207 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPH31 117926.02000000 PA USD 121265.81000000 0.001226553669 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 44478.52000000 0.000449881891 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IHS MARKIT LTD CDX.NA.HY.42.V1 Y Default Event 2027-08-02 0.00000000 USD -10200.30000000 USD 31169289.95000000 USD 54678.82000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -66891.32000000 -0.00067657812 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD -67793.96000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ARH79 5168.80000000 PA USD 5312.48000000 0.000053733544 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05548WAA5 2300000.00000000 PA USD 2177169.19000000 0.022021168701 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.67001000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 19121466.24000000 PA USD 16503396.00000000 0.166925046124 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 5305000.00000000 PA USD 5591475.96000000 0.056555473947 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAJ7 1043000.00000000 PA USD 894892.60000000 0.009051469681 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 671468.38000000 PA USD 647320.97000000 0.006547384718 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCLD6 239651.78000000 PA USD 230590.94000000 0.002332332284 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFJ7 6261103.09000000 PA USD 6456672.28000000 0.065306578000 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG58 710351.32000000 PA USD 684252.99000000 0.006920936873 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAD2 514000.00000000 PA USD 398350.00000000 0.004029146008 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 292213.06000000 0.002955614621 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD 289005.28000000 N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AC8 105000.00000000 PA USD 75080.37000000 0.000759406986 Long DBT CORP US N 2 2049-10-15 Fixed 3.38700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335A2Z0 270174.93000000 PA USD 258093.54000000 0.002610509744 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 28411000.00000000 PA USD 30638514.33000000 0.309895940068 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N SOUTH32 TREASURY LTD 213800HFGZMXST64GP53 84055BAA1 4309000.00000000 PA USD 4153199.49000000 0.042007900460 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N MV24 CAPITAL BV N/A 000000000 138806.00000000 PA USD 137687.22000000 0.001392649461 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N MASTR Asset Backed Securities N/A 57643LDJ2 204069.59000000 PA USD 204255.64000000 0.002065961583 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.74621000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 37004672.94000000 PA USD 30156805.75000000 0.305023656391 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 49299.27000000 PA USD 42282.62000000 0.000427671268 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 5035000.00000000 PA USD 4146438.31000000 0.041939513912 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AU6 1555000.00000000 PA USD 1569041.18000000 0.015870204613 Long DBT CORP US N 2 2028-11-13 Fixed 4.75000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -272087.15000000 -0.00275204933 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 14435.01000000 USD 0.00000000 USD -18000000.00000000 USD -286522.16000000 N N N OneMain Financial Issuance Tru N/A 68269HAB1 16700000.00000000 PA USD 17169807.74000000 0.173665526110 Long ABS-O CORP US N 2 2036-09-15 Fixed 6.17000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAF4 2230000.00000000 PA USD 1979248.54000000 0.020019282930 Long DBT CORP GB N 2 2031-02-15 Fixed 1.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 675000.00000000 PA USD 670847.33000000 0.006785344149 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 70242785.96000000 PA USD 57244188.43000000 0.579001363965 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 540000.00000000 PA USD 522002.55000000 0.005279840569 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 1030000.00000000 PA USD 1010945.00000000 0.010225291858 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAY2 73000.00000000 PA USD 76123.03000000 0.000769953062 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKU8 519699.37000000 PA USD 471664.48000000 0.004770691746 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFH1 29253065.89000000 PA USD 29813924.10000000 0.301555549873 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CL9 1215000.00000000 PA USD 1062761.87000000 0.010749398134 Long DBT CORP US N 2 2030-10-01 Fixed 1.80000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -2095032.96000000 -0.02119039460 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -34787.31000000 USD 200000000.00000000 USD -2060245.65000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TSK2 15914.48000000 PA USD 16264.58000000 0.000164509520 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 1984218.42000000 PA USD 1989103.17000000 0.020118958449 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N TRUSTEES PRINCETON UNIV 549300PJZYINN64GDJ90 89837LAG0 25000000.00000000 PA USD 15529698.65000000 0.157076498888 Long DBT CORP US N 2 2050-07-01 Fixed 2.51600000 N N N N N N PEACEHEALTH OBLIGATED GR N/A 70462GAA6 150000.00000000 PA USD 129284.12000000 0.001307655569 Long DBT CORP US N 2 2048-11-15 Fixed 4.78700000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 375000.00000000 PA USD 389623.32000000 0.003940879238 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CE2 3700000.00000000 PA USD 3340991.25000000 0.033792748989 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAG5 621000.00000000 PA USD 469786.50000000 0.004751696752 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S4CS4 1225.86000000 PA USD 1266.59000000 0.000012811035 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 6.38400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AK98 4893.40000000 PA USD 4850.61000000 0.000049061920 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 3.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAW9 985000.00000000 PA USD 996569.40000000 0.010079888591 Long DBT CORP US N 2 2053-03-15 Fixed 6.25000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 74397.45000000 0.000752499532 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD 74081.20000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GUST2 365165.17000000 PA USD 357473.36000000 0.003615695648 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FN44 12.21000000 PA USD 12.18000000 0.000000123195 Long ABS-MBS USGA US N 2 2026-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413NEV3 4361.31000000 PA USD 4522.69000000 0.000045745144 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N REGL TRANSPRTN DIST CO SALES T N/A 759136QP2 955000.00000000 PA USD 963070.64000000 0.009741062445 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASLE0 4746.28000000 PA USD 4779.92000000 0.000048346920 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944TS0 288551.06000000 PA USD 282863.49000000 0.002861047575 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 385000.00000000 PA USD 385168.00000000 0.003895815513 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 7432000.00000000 PA USD 6682806.54000000 0.067593832804 Long DBT CORP US N 2 2038-10-31 Fixed 4.01700000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 266000.00000000 PA USD 246549.77000000 0.002493749270 Long DBT CORP US N 2 2030-05-15 Fixed 2.90000000 N N N N N N Credit Suisse Mortgage Trust N/A 12648GAJ6 117729.63100000 PA USD 114851.14000000 0.001161671927 Long ABS-MBS CORP US N 2 2037-05-27 Floating 0.01000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 175694.78000000 0.001777080260 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD 174469.67000000 N N N JP Morgan Mortgage Trust N/A 46591VBC2 191589.44000000 PA USD 181658.86000000 0.001837404470 Long ABS-MBS CORP US N 2 2050-08-25 Floating 4.67621000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ACS35 806196.64000000 PA USD 759131.57000000 0.007678302837 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N NEW JERSEY ST ECON DEV AUTH LE 5493006JS6QWDVU4R678 645913AA2 176000.00000000 PA USD 183864.84000000 0.001859717048 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHU6 2650000.00000000 PA USD 2365322.01000000 0.023924256899 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N NEW YORK ST DORM AUTH REVENUES 549300C8XO7EXTX2XU71 64990CER8 375000.00000000 PA USD 300290.94000000 0.003037319046 Long DBT MUN US N 2 2046-07-01 Fixed 3.87900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3D2 43236.30000000 PA USD 45729.81000000 0.000462538173 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMGK6 819170.72000000 PA USD 709550.39000000 0.007176809644 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J92P2 22986.30000000 PA USD 22144.45000000 0.000223981981 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TG33 9469.46000000 PA USD 8612.15000000 0.000087108346 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 109853683.69500000 NS USD 109787771.48000000 1.110458042590 Long STIV RF US N 1 N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 563649.61000000 0.005701083410 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 9623.34000000 USD 0.00000000 USD -12000000.00000000 USD 554026.27000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHW31 18737.71000000 PA USD 16279.69000000 0.000164662352 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPTM6 300336.72000000 PA USD 304874.69000000 0.003083681788 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AE4 2445000.00000000 PA USD 1601071.98000000 0.016194182949 Long DBT CORP US N 2 2050-06-15 Fixed 3.00800000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AL5 2975000.00000000 PA USD 3152924.64000000 0.031890532770 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N DLLST LLC N/A 23346HAC1 621403.01000000 PA USD 624094.37000000 0.006312457235 Long ABS-O CORP US N 2 2027-08-20 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QRP87 38755.74000000 PA USD 35447.45000000 0.000358536341 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N CIM Trust N/A 12566PBE4 1853021.13000000 PA USD 1534677.66000000 0.015522631777 Long ABS-MBS CORP US N 2 2051-07-01 Variable 2.50000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 815000.00000000 PA USD 840387.82000000 0.008500176304 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFTA5 4656.47000000 PA USD 4775.45000000 0.000048301707 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 84000.00000000 PA USD 96718.40000000 0.000978266738 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 137751.85000000 0.001393303167 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 1902.46000000 USD 0.00000000 USD -9000000.00000000 USD 135849.39000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410TUZ6 794.09000000 PA USD 844.24000000 0.000008539139 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 14600000.00000000 PA USD 11470296.48000000 0.116017319646 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KYG7 393490.79000000 PA USD 413665.48000000 0.004184055774 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.00000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 600000.00000000 PA USD 609122.95000000 0.006161027495 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 53009.19000000 PA USD 45626.67000000 0.000461494954 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 4060000.00000000 PA USD 3733338.90000000 0.037761183703 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAD7 5705000.00000000 PA USD 5910474.13000000 0.059782008913 Long ABS-O CORP US N 2 2036-09-15 Fixed 7.52000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7YH3 203362.05000000 PA USD 212347.34000000 0.002147805792 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 650000.00000000 PA USD 702767.00000000 0.007108198451 Long DBT NUSS AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5F7 138000.00000000 PA USD 113666.21000000 0.001149686849 Long DBT USGA US N 2 2030-09-15 None 0.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -2551.50000000 -0.00002580737 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST IVORY COAST Y Default Event 2027-06-20 0.00000000 USD -2203.25000000 USD 1000000.00000000 USD -348.25000000 N N N Sequoia Mortgage Trust N/A 81746DCB4 1000736.49000000 PA USD 953633.52000000 0.009645609867 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.77932100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AXJ2 4546.03000000 PA USD 4496.64000000 0.000045481659 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 70000.00000000 PA USD 75948.90000000 0.000768191809 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 10974975.96000000 PA USD 9363490.06000000 0.094707841353 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBK3 1270000.00000000 PA USD 1373219.25000000 0.013889546530 Long DBT CORP CL N 2 2036-01-26 Fixed 6.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 27952.34000000 PA USD 24129.55000000 0.000244060449 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BW5 415000.00000000 PA USD 442563.55000000 0.004476347837 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AR3K5 2298.77000000 PA USD 2215.30000000 0.000022406846 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 149816257.56000000 PA USD 122045938.52000000 1.234444348109 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAC9 4000000.00000000 PA USD 4131041.20000000 0.041783778493 Long ABS-O CORP US N 2 2036-09-15 Fixed 6.74000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -59595.21000000 -0.00060278097 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 634.15000000 USD 0.00000000 USD -3000000.00000000 USD -60229.36000000 N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAK9 1235000.00000000 PA USD 1318694.22000000 0.013338048332 Long DBT CORP US N 2 2030-11-21 Fixed 6.37500000 N N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2H6 3680000.00000000 PA USD 3494748.80000000 0.035347943213 Long DBT CORP IN N 2 2032-01-21 Fixed 3.57000000 N N N N N Credit Suisse Mortgage Trust N/A 12594PAV3 7350000.00000000 PA USD 7309351.56000000 0.073931077355 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.79480000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEH5 9225000.00000000 PA USD 9557592.92000000 0.096671111752 Long DBT CORP US N 2 2028-06-23 Fixed 5.80000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 1379000.00000000 PA USD 1288909.93000000 0.013036792519 Long DBT CORP MA Y 2 2031-06-23 Fixed 3.75000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17318WAJ9 363887.53000000 PA USD 336782.46000000 0.003406415726 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.53006000 N N N N N N Kubota Credit Owner Trust N/A 50117DAC0 1350000.00000000 PA USD 1372164.84000000 0.013878881607 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.26000000 N N N N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAD6 165000.00000000 PA USD 104948.11000000 0.001061506862 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FZY5 18601.52000000 PA USD 18081.42000000 0.000182886108 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBYN4 2705082.68000000 PA USD 2328235.80000000 0.023549145176 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 563649.61000000 0.005701083410 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 948.74000000 USD 0.00000000 USD -12000000.00000000 USD 562700.87000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 69952.38000000 0.000707539482 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 HSBC BANK PLC HSBC BANK PLC Y Default Event 2026-12-20 68616.05000000 USD 0.00000000 USD 8431000.00000000 USD 1336.33000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SAY6 189171.67000000 PA USD 180595.69000000 0.001826650944 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20753YAF9 730000.00000000 PA USD 765414.05000000 0.007741847532 Long ABS-MBS CORP US N 2 2042-03-25 Floating 9.12419000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 3484000.00000000 PA USD 3305107.42000000 0.033429798844 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENK32 66826.40000000 PA USD 67311.54000000 0.000680828474 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.50000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BA6 1625000.00000000 PA USD 1828646.74000000 0.018496007816 Long DBT CORP US N 2 2040-06-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBT6 14176792.21000000 PA USD 12567962.34000000 0.127119757248 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9WD3 520501.74000000 PA USD 489482.40000000 0.004950912660 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Sunrun Artemis Issuer N/A 86771BAA9 17076996.75000000 PA USD 17177662.23000000 0.173744971038 Long ABS-O CORP US N 2 2059-07-30 Fixed 6.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 9640000.00000000 PA USD 10396599.55000000 0.105157317889 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 478000.00000000 PA USD 395925.87000000 0.004004626933 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 9299.68000000 0.000094062428 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD 9273.34000000 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBC3 2686000.00000000 PA USD 2475900.91000000 0.025042716880 Long DBT CORP US N 2 2031-06-30 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411ETV9 15.79000000 PA USD 16.56000000 0.000000167497 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Symphony CLO Ltd 5493004PWOYFPAFQVT02 87165VAX7 1704335.15000000 PA USD 1705499.72000000 0.017250426483 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.10454000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 81747DAB5 40954.69000000 PA USD 37370.63000000 0.000377988514 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNLC5 4463794.12000000 PA USD 3836800.36000000 0.038807653713 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 319000.00000000 PA USD 288911.01000000 0.002922215747 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAE5 419000.00000000 PA USD 345578.63000000 0.003495385359 Long DBT CORP MA Y 2 2051-06-23 Fixed 5.12500000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAE8 430000.00000000 PA USD 414500.09000000 0.004192497510 Long ABS-MBS CORP US N 2 2036-08-14 Fixed 3.39100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944LP4 216041.88000000 PA USD 210730.35000000 0.002131450605 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N SALT RIVER AZ PROJ AGRIC IMPT SHB8HO6GKXJ83RX5OV39 79575DE63 830000.00000000 PA USD 818094.84000000 0.008274692002 Long DBT MUN US N 2 2041-01-01 Fixed 4.83900000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 17058.73000000 0.000172542020 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BARCLAYS PLC Barclays PLC Y Default Event 2026-06-20 13632.15000000 USD 0.00000000 USD 3650000.00000000 EUR 3426.58000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FZ99 16931.35000000 PA USD 17906.65000000 0.000181118381 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N OneMain Direct Auto Receivable N/A 68267EAB0 569327.17000000 PA USD 568559.26000000 0.005750742495 Long ABS-O CORP US N 2 2028-11-14 Fixed 3.95000000 N N N N N N DIG INTL FIN/DIFL US LLC N/A 25381MAA5 9990000.00000000 PA USD 10370918.70000000 0.104897566679 Long DBT CORP N/A Y 2 2032-08-01 Fixed 8.62500000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BC2 300000.00000000 PA USD 296611.06000000 0.003000098577 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942WL5 3335.49000000 PA USD 3270.09000000 0.000033075612 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABA2 4040000.00000000 PA USD 4317503.56000000 0.043669768385 Long DBT CORP FR N 2 2036-01-14 Fixed 6.29300000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 10195000.00000000 PA USD 10513373.84000000 0.106338441686 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKFL2 2234.95000000 PA USD 2205.10000000 0.000022303677 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 3.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 6856000.00000000 PA USD 7393853.20000000 0.074785776603 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GGR8 72.11000000 PA USD 76.26000000 0.000000771338 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -14898.80000000 -0.00015069521 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 39.51000000 USD 0.00000000 USD -750000.00000000 USD -14938.31000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDKJ2 91185.30000000 PA USD 90040.32000000 0.000910720712 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XCSA4 95102.67000000 PA USD 92043.50000000 0.000930982052 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 152000.00000000 PA USD 147439.32000000 0.001491287931 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177RDR9 29795.61000000 PA USD 27780.04000000 0.000280983650 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 32900000.00000000 PA USD 32946265.63000000 0.333237892972 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 255000.00000000 PA 295087.96000000 0.002984693049 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.62400000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 1139000.00000000 PA USD 1125136.08000000 0.011380287551 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAN5 410000.00000000 PA USD 420479.12000000 0.004252972933 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BE2 2370000.00000000 PA USD 2544139.89000000 0.025732926028 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419GWX8 9935.72000000 PA USD 10004.84000000 0.000101194831 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -58715.29000000 -0.00059388094 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD -61923.07000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 40565000.00000000 PA USD 42557072.52000000 0.430447242091 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBH0 2395000.00000000 PA USD 2450899.30000000 0.024789835904 Long DBT CORP CL N 2 2053-09-08 Fixed 6.30000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WX90 415000.00000000 PA USD 338890.95000000 0.003427742233 Long DBT MUN US N 2 2048-09-01 Fixed 4.03100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9C32 56471.37000000 PA USD 53831.51000000 0.000544483528 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 2425000.00000000 PA USD 2179630.63000000 0.022046065152 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402Q6T3 113773.10000000 PA USD 116706.07000000 0.001180433779 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Kubota Credit Owner Trust N/A 50117DAD8 710000.00000000 PA USD 728628.34000000 0.007369775242 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERB74 153271.39000000 PA USD 138507.96000000 0.001400950908 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAC2 510000.00000000 PA USD 496944.61000000 0.005026389837 Long ABS-MBS CORP US N 2 2036-08-14 Fixed 3.18900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFJ0 2799055.43000000 PA USD 2806699.68000000 0.028388610049 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -10963.33000000 -0.00011088956 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 118.53000000 USD 0.00000000 USD -2250000.00000000 USD -11081.86000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M5G37 8445.45000000 PA USD 8502.02000000 0.000085994426 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.50000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAK4 760000.00000000 PA USD 779029.58000000 0.007879563004 Long DBT CORP US N 2 2029-06-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RFU8 6416.60000000 PA USD 6516.49000000 0.000065911609 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGFA7 4292.32000000 PA USD 4314.08000000 0.000043635140 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AA6 355000.00000000 PA USD 297244.10000000 0.003006501516 Long DBT CORP US Y 2 2055-11-15 Fixed 4.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QR44 1886.66000000 PA USD 1900.63000000 0.000019224088 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 28270.37000000 PA USD 25614.98000000 0.000259084961 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BU9 3798000.00000000 PA USD 3644652.50000000 0.036864157332 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AK9 641000.00000000 PA USD 632468.20000000 0.006397155073 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDY7 3125333.33000000 PA USD 3118985.47000000 0.031547252059 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 143419.96000000 0.001450633762 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD 140212.18000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M5JN3 13637.62000000 PA USD 13600.94000000 0.000137567900 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05492NAG8 190000.00000000 PA USD 2373.10000000 0.000024002928 Long ABS-MBS CORP US N 2 2034-11-15 Floating 6.02448000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ATF5 3555.75000000 PA USD 3519.86000000 0.000035601932 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 3.00000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 1295000.00000000 PA USD 1334251.45000000 0.013495403299 Long DBT NUSS N/A N 2 2029-01-24 Fixed 5.00000000 N N N N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CR0 1250000.00000000 PA USD 962516.01000000 0.009735452592 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 95000.00000000 PA 109277.71000000 0.001105298981 Long DBT NUSS RO N 2 2029-03-11 Fixed 2.87500000 N N N N N N CURATORS OF THE UNIV OF MISSOU G0G4PRB87K0V5MXIV248 231266GC5 135000.00000000 PA USD 140847.44000000 0.001424613783 Long DBT MUN US N 2 2041-11-01 Fixed 5.79200000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAC7 6500000.00000000 PA USD 3896903.43000000 0.039415571485 Long DBT CORP US N 2 2050-04-15 Fixed 2.40200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BNN4 31261.34000000 PA USD 33250.07000000 0.000336310748 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 8245000.00000000 PA USD 8010633.04000000 0.081024250384 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 43923.69000000 0.000444270014 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD 43897.35000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ALSX3 2265.75000000 PA USD 2248.69000000 0.000022744572 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297FYY2 22050.71000000 PA USD 22586.07000000 0.000228448785 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7FW3 40664.79000000 PA USD 40947.62000000 0.000414168293 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGFB5 91210.90000000 PA USD 89289.60000000 0.000903127489 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJ2R6 10977.35000000 PA USD 11314.85000000 0.000114445042 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 6.62500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAH0 5100000.00000000 PA USD 5445385.73000000 0.055077831504 Long DBT CORP US N 2 2034-12-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RFV6 3522.23000000 PA USD 3577.39000000 0.000036183824 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465CAA3 188291.37000000 PA USD 165576.75000000 0.001674740558 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.90900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 545000.00000000 PA USD 544865.04000000 0.005511085229 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181AYX4 1314.92000000 PA USD 1208.29000000 0.000012221355 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -62838.22000000 -0.00063558268 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 GOVERNMENT OF FRANCE GOVERNMENT OF FRANCE Y Default Event 2035-06-20 0.00000000 USD -81220.37000000 USD 2350000.00000000 USD 18382.15000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAQ5 118446.78000000 PA USD 105016.95000000 0.001062203150 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN7M8 19652.61000000 PA USD 18279.70000000 0.000184891628 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKRN7 57721.53000000 PA USD 59358.71000000 0.000600388877 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MX47 24517.39000000 PA USD 23191.44000000 0.000234571853 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 950000.00000000 PA USD 886547.76000000 0.008967065065 Long DBT CORP US N 2 2046-12-15 Fixed 5.03100000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAF2 9500000.00000000 PA USD 9487525.98000000 0.095962413543 Long DBT CORP US N 2 2030-05-15 Fixed 4.37500000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568QAK3 200000.00000000 PA USD 170750.00000000 0.001727065849 Long DBT CORP ID N 2 2049-07-17 Fixed 4.87500000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AB4 235000.00000000 PA USD 164500.81000000 0.001663857868 Long DBT CORP US N 2 2051-11-15 Fixed 3.37200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7FX1 44039.35000000 PA USD 44325.32000000 0.000448332336 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CGC3 306925.99000000 PA USD 294352.41000000 0.002977253264 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 490.00000000 NC USD 382076.97000000 0.003864551019 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 56258860.53000000 USD 382076.97000000 N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBA3 4420000.00000000 PA USD 4005522.68000000 0.040514210415 Long DBT CORP US N 2 2031-12-15 Fixed 2.90000000 N N N N N N WEIR GROUP INC 2138009WEPEV2V98AV65 94877DAA2 8000000.00000000 PA USD 8218646.40000000 0.083128219755 Long DBT CORP US N 2 2030-05-06 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296QR51 1035.44000000 PA USD 1039.66000000 0.000010515732 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Crown Point CLO 7, Ltd N/A 22846MAJ2 320159.65000000 PA USD 320078.11000000 0.003237458113 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 5.11444000 N N N N N N JP Morgan Mortgage Trust N/A 46652KBK4 446133.46000000 PA USD 390646.06000000 0.003951223831 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFC6 72738.85000000 PA USD 71879.50000000 0.000727031506 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BRU4 1906.10000000 PA USD 2011.04000000 0.000020340840 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAB9 590000.00000000 PA USD 531952.53000000 0.005380480514 Long DBT CORP US N 2 2030-04-15 Fixed 1.48200000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BW5 186000.00000000 PA USD 176002.28000000 0.001780190495 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 1000000.00000000 PA USD 951268.89000000 0.009621692610 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -105667.14000000 -0.00106877955 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 1805.30000000 USD 0.00000000 USD -4000000.00000000 USD -107472.44000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 132005.68000000 0.001335183026 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST IVORY COAST Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD 131582.91000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QPA79 48013.81000000 PA USD 44257.87000000 0.000447650107 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAR2 2800000.00000000 PA USD 2977425.92000000 0.030115435576 Long DBT CORP ES N 2 2035-03-13 Fixed 6.03300000 N N N N N N CALIFORNIA ST PUBLIC WKS BRD L N/A 130685C81 200000.00000000 PA USD 224927.63000000 0.002275050238 Long DBT MUN US N 2 2035-03-01 Fixed 7.80400000 N N N N N N Countrywide Asset-Backed Certi N/A 126673KY7 1488.54000000 PA USD 2093.31000000 0.000021172967 Long ABS-O CORP US N 2 2034-11-25 Floating 4.89621000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 3187.88000000 PA USD 3371.45000000 0.000034100826 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBU3 27390044.90000000 PA USD 25509115.19000000 0.258014182638 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N BFLD Trust N/A 05555VAA7 7500000.00000000 PA USD 7532502.00000000 0.076188152049 Long ABS-MBS CORP US N 2 2041-07-15 Floating 5.64012000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TC29 25210.91000000 PA USD 25755.38000000 0.000260505049 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 14474000.00000000 PA 17137418.64000000 0.173337923718 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6GM3 43397.05000000 PA USD 41958.11000000 0.000424388983 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 40158.81000000 0.000406189805 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SPAIN GOVERNMENT INTERNATIONAL BOND SPAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 37331.45000000 USD 0.00000000 USD 7027000.00000000 EUR 2827.36000000 N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5L4 205000.00000000 PA USD 148098.49000000 0.001497955164 Long DBT USGA US N 2 2033-03-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERNR7 10803.63000000 PA USD 10174.04000000 0.000102906219 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 118000.00000000 PA USD 73450.12000000 0.000742917680 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5N1 141908.84000000 PA USD 128875.30000000 0.001303520523 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MFD9 108499.41000000 PA USD 112805.50000000 0.001140981122 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAM0 1505000.00000000 PA USD 1449292.08000000 0.014658991840 Long DBT CORP US N 2 2054-06-15 Fixed 5.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MK74 237096.89000000 PA USD 224316.12000000 0.002268865067 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 796253Z21 1005000.00000000 PA USD 935950.95000000 0.009466757962 Long DBT MUN US N 2 2042-02-01 Fixed 4.42700000 N N N N N N Angel Oak Mortgage Trust N/A 03465CAC9 855032.43000000 PA USD 754889.07000000 0.007635391699 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.11500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQP92 570203.65000000 PA USD 485494.37000000 0.004910575381 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -30081.28000000 -0.00030425974 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2026-06-20 0.00000000 USD -23085.79000000 USD 9990000.00000000 USD -6995.49000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJPK6 1966.35000000 PA USD 2038.39000000 0.000020617474 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 6.39800000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 13950000.00000000 PA USD 14375719.13000000 0.145404471834 Long DBT CORP IE N 2 2030-01-09 Fixed 5.12500000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 2120000.00000000 PA USD 1676281.53000000 0.016954896538 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177T5R4 19809.06000000 PA USD 18523.43000000 0.000187356857 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VQJ2 204883.55000000 PA USD 179806.81000000 0.001818671748 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.00000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 6025000.00000000 PA 7049779.48000000 0.071305612788 Long DBT CORP NL N 2 2030-02-01 Fixed 5.25000000 N N N N N N JP Morgan Chase Commercial Mor N/A 465968AD7 3000000.00000000 PA USD 2953756.20000000 0.029876026117 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.19460000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 179000.00000000 PA USD 174008.80000000 0.001760027267 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UEL4 39592.78000000 PA USD 40715.46000000 0.000411820090 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBK4 5500000.00000000 PA USD 5602449.69000000 0.056666468702 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 812456.80000000 0.008217665552 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 14435.01000000 USD 0.00000000 USD -18000000.00000000 USD 798021.79000000 N N N Citigroup Commercial Mortgage N/A 17327GAY0 4920000.00000000 PA USD 4906614.16000000 0.049628379212 Long ABS-MBS CORP US N 2 2051-11-10 Fixed 4.41200000 N N N N N N Signal Peak CLO, LLC N/A 82666VAA2 510000.00000000 PA USD 511702.89000000 0.005175663755 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.40798000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RSN0 21921.03000000 PA USD 22500.10000000 0.000227579234 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAP1 3485000.00000000 PA USD 3123310.32000000 0.031590996133 Long DBT CORP LU N 2 2032-05-15 Fixed 3.00000000 N N N N N N ORLANDO HEALTH OBL GRP N/A 686514AH3 2276000.00000000 PA USD 1634080.69000000 0.016528052441 Long DBT CORP US N 2 2050-10-01 Fixed 3.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 1620.94000000 PA USD 1601.79000000 0.000016201445 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VV31 1517170.25000000 PA USD 1452348.62000000 0.014689907482 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179M5M8 1426316.46000000 PA USD 1344668.71000000 0.013600769589 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VDP2 601758.46000000 PA USD 554917.45000000 0.005612761212 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAG3 1610000.00000000 PA USD 1535274.27000000 0.015528666241 Long ABS-MBS CORP US N 2 2036-08-14 Variable 3.60890000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -82580.08000000 -0.00083526346 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 1268.31000000 USD 0.00000000 USD -6000000.00000000 USD -83848.39000000 N N N JP Morgan Chase Commercial Mor N/A 46649XAL1 4950000.00000000 PA USD 1497375.00000000 0.015145330751 Long ABS-MBS CORP US N 2 2031-07-05 Variable 4.61320000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACE6 107591.71000000 PA USD 99455.83000000 0.001005954714 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAHB9 481.34000000 PA USD 57.70000000 0.000000583611 Long ABS-MBS USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAQ3 635357.18000000 PA USD 633426.58000000 0.006406848692 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.55890000 N N N N N N OHIOHEALTH CORP JGYGIL4QGKKPZU7C1D18 67777JAK4 245000.00000000 PA USD 168269.73000000 0.001701978940 Long DBT CORP US N 2 2050-11-15 Fixed 3.04200000 N N N N N N HEALTH CARE SERVICE CORP 549300TMJ1FKCKECR148 42218SAL2 965000.00000000 PA USD 987273.55000000 0.009985864901 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N NTPC LTD 335800Q4TRGJXNLVMB81 000000000 850000.00000000 PA USD 849855.50000000 0.008595937983 Long DBT CORP IN N 2 2026-02-26 Fixed 4.25000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 23330JAB7 1558000.00000000 PA USD 1533165.48000000 0.015507336700 Long DBT CORP AE Y 2 2048-09-25 Fixed 5.62500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAK4 6570000.00000000 PA USD 7014798.74000000 0.070951797025 Long DBT CORP US N 2 2033-07-01 Fixed 6.25000000 N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBB4 1295000.00000000 PA USD 1226598.58000000 0.012406538905 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -201066.70000000 -0.00203370676 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 2959.39000000 USD 0.00000000 USD -14000000.00000000 USD -204026.09000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5MF3 641465.37000000 PA USD 600703.80000000 0.006075871264 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BAC82 125206.92000000 PA USD 116037.66000000 0.001173673088 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36225B6E3 1119.07000000 PA USD 1143.70000000 0.000011568053 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003PAA9 15600000.00000000 PA USD 15735044.52000000 0.159153487699 Long ABS-MBS CORP US N 2 2035-07-15 Variable 5.30749000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTQ5 1205914.22000000 PA USD 984515.21000000 0.009957965429 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GVEL2 15771.56000000 PA USD 15185.21000000 0.000153592138 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MDB92 134122.92000000 PA USD 123958.90000000 0.001253793164 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LTJV1 149844.67000000 PA USD 143891.62000000 0.001455404409 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABT3 135000.00000000 PA USD 128795.00000000 0.001302708322 Long DBT CORP US N 2 2028-01-10 Fixed 1.80000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBC1 200000.00000000 PA USD 191375.00000000 0.001935679220 Long DBT CORP CL N 2 2031-01-15 Fixed 3.75000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -7339.41000000 -0.00007423510 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD -7365.75000000 N N N UNITED AIR 2015-1 AA PTT N/A 90932LAA5 994789.87000000 PA USD 980342.93000000 0.009915764537 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 3240000.00000000 PA USD 3347514.62000000 0.033858730187 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBF0 17500000.00000000 PA USD 15859051.25000000 0.160407764644 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 1.74620000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GC86 883000.00000000 PA USD 722747.34000000 0.007310291352 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBRH3 67632.98000000 PA USD 66763.12000000 0.000675281432 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KGP3 100913.86000000 PA USD 106725.67000000 0.001079486148 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LKA3 32639.20000000 PA USD 32653.20000000 0.000330273654 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FSGQ0 12886.78000000 PA USD 12875.01000000 0.000130225417 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003EAA4 695000.00000000 PA USD 694518.64000000 0.007024769690 Long ABS-MBS CORP US N 2 2031-05-15 Floating 5.06548000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDBV2 57280.90000000 PA USD 57246.28000000 0.000579022519 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 175694.78000000 0.001777080260 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD 175272.01000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2N1 9317185.93000000 PA USD 8294052.33000000 0.083890919647 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N SMB Private Education Loan Tru N/A 78448YAH4 305652.48000000 PA USD 280546.49000000 0.002837612075 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N OneMain Financial Issuance Tru N/A 682696AA7 7203820.29000000 PA USD 7091038.72000000 0.071722932989 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N ESKOM HOLDINGS 3789001900ED06F65111 000000000 13473000.00000000 PA USD 14458280.49000000 0.146239545950 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAE9 2155000.00000000 PA USD 1357576.38000000 0.013731325349 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBL9 3000000.00000000 PA USD 3216811.80000000 0.032536725052 Long DBT CORP US N 2 2035-05-31 Fixed 6.34200000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LWX0 112089.91000000 PA USD 118283.58000000 0.001196389642 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 6.00000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 14685000.00000000 PA USD 13400981.83000000 0.135545405932 Long DBT CORP US N 2 2031-04-15 Fixed 2.75000000 N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBC2 830000.00000000 PA USD 853782.33000000 0.008635656250 Long DBT CORP US N 2 2035-04-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8VP5 72400.70000000 PA USD 66925.02000000 0.000676918983 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -41290.04000000 -0.00041763173 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 1837.65000000 USD 0.00000000 USD -3000000.00000000 USD -43127.69000000 N N N BX Trust 2019-OC11 N/A 05606FAA1 8088000.00000000 PA USD 7678435.00000000 0.077664204176 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 2185000.00000000 PA USD 2225265.62000000 0.022507644260 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M73F1 25630.38000000 PA USD 26430.11000000 0.000267329665 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EBU2 2379.38000000 PA USD 2440.40000000 0.000024683639 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 3058000.00000000 PA USD 3188392.37000000 0.032249274235 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941GX9 2295.63000000 PA USD 2347.62000000 0.000023745208 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGZ6 107984.02000000 PA USD 112899.50000000 0.001141931893 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 260000.00000000 PA USD 265109.00000000 0.002681468229 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAL7 1113000.00000000 PA USD 1145734.89000000 0.011588636021 Long DBT CORP NO N 2 2028-06-13 Fixed 5.60000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DB2 12755000.00000000 PA USD 12883927.54000000 0.130315614973 Long DBT CORP DE N 2 2031-08-04 Fixed 4.95000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -43853.32000000 -0.00044355825 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 1902.46000000 USD 0.00000000 USD -9000000.00000000 USD -45755.78000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X42B1 2162413.35000000 PA USD 2149286.92000000 0.021739151036 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NNA2 31665.51000000 PA USD 29765.13000000 0.000301062017 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XX76 7320413.71000000 PA USD 7508489.85000000 0.075945279052 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 6.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276CAD3 1449906.50000000 PA USD 1434794.99000000 0.014512359752 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.22500000 N N N N N N Towd Point Mortgage Trust 254900FMI2GPXLO84795 89183HAA2 11748380.30000000 PA USD 11871271.88000000 0.120073020494 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.70500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EH3N0 44427.69000000 PA USD 47255.19000000 0.000477966763 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAH2 13255000.00000000 PA USD 11182799.12000000 0.113109402386 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AW9 730000.00000000 PA USD 785019.77000000 0.007940151306 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VME7 227022.71000000 PA USD 209304.50000000 0.002117028720 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AA64 49646.41000000 PA USD 52508.09000000 0.000531097681 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 8032.02000000 0.000081240570 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 39.51000000 USD 0.00000000 USD -750000.00000000 USD 7992.51000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -113972.95000000 -0.00115278939 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD -117180.73000000 N N N PIEDMONT HEALTHCARE INC 254900D1I6W7J0DSAY11 72014TAD1 2720000.00000000 PA USD 1931895.69000000 0.019540328376 Long DBT CORP US N 2 2042-01-01 Fixed 2.71900000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AY5 2815000.00000000 PA USD 2410183.93000000 0.024378016723 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CAG9 18895.03000000 PA USD 18506.99000000 0.000187190573 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0W53 9010.61000000 PA USD 8993.93000000 0.000090969893 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YAG33 1135.47000000 PA USD 1038.15000000 0.000010500459 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 2450000.00000000 PA USD 2467690.47000000 0.024959671665 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQTW2 133718.38000000 PA USD 127141.48000000 0.001285983649 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003DBD9 3000000.00000000 PA USD 2705313.60000000 0.027363131652 Long ABS-MBS CORP US N 2 2054-08-15 Fixed 2.06100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4TB2 533561.90000000 PA USD 486321.06000000 0.004918937009 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJQC5 13121.49000000 PA USD 12525.07000000 0.000126685918 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 16165.04000000 0.000163502714 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 14499.50000000 USD 0.00000000 USD 4205000.00000000 USD 1665.54000000 N N N Citigroup Commercial Mortgage N/A 17326FAC1 25904560.41000000 PA USD 25496485.87000000 0.257886442273 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.20900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNK5 58309133.30000000 PA USD 59137400.54000000 0.598150423879 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N MEXICO GENERADORA DE ENE 635400GBINBYW1VUAD14 592838AA4 1171743.10000000 PA USD 1190912.82000000 0.012045592156 Long DBT CORP MX N 2 2032-12-06 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKU4 35245258.29000000 PA USD 30047810.28000000 0.303921212151 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2MC6 10414.35000000 PA USD 10347.29000000 0.000104658572 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GXE0 340000.00000000 PA USD 310655.62000000 0.003142153511 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N Wells Fargo Commercial Mortgag 549300MZIB10PDVAE312 95000FAS5 2678376.81000000 PA USD 2665725.23000000 0.026962711612 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 2.67400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2M3 4937299.82000000 PA USD 4209220.06000000 0.042574525428 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAB9 3385000.00000000 PA USD 3137392.12000000 0.031733427734 Long DBT CORP US N 2 2031-01-15 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312939V73 24025.80000000 PA USD 24247.08000000 0.000245249217 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -290.00000000 NC USD -43386.90000000 -0.00043884060 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-31 -31654973.20000000 USD -43386.90000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCQ2 195000.00000000 PA USD 178287.27000000 0.001803302227 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 20110000.00000000 PA USD 18441863.43000000 0.186531844941 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHX80 18223.22000000 PA USD 16536.87000000 0.000167263621 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 2490000.00000000 PA USD 2447392.36000000 0.024754364651 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AJ6 1994000.00000000 PA USD 1757331.61000000 0.017774684680 Long DBT CORP US N 2 2047-07-15 Variable 4.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEFD9 31645.66000000 PA USD 28761.16000000 0.000290907275 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 2.50000000 N N N N N N CLEVELAND CLINIC FOUND 5493005LGDPOFHUC6Z36 18600TAA0 415000.00000000 PA USD 352099.43000000 0.003561340562 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNL3 26230377.87000000 PA USD 26933259.67000000 0.272418816873 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N KKR Financial CLO Ltd N/A 48254UAE5 1705000.00000000 PA USD 1706136.38000000 0.017256866036 Long ABS-CBDO CORP JE N 2 2034-10-20 Floating 5.18444000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RQZ5 114955.07000000 PA USD 104950.49000000 0.001061530934 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -5528.50000000 -0.00005591849 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -66628.55000000 USD 6600000.00000000 USD 61100.05000000 N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RBA6 2035000.00000000 PA USD 2032857.83000000 0.020561518795 Long DBT CORP US N 2 2033-02-01 Fixed 4.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGGZ1 25120.70000000 PA USD 24308.75000000 0.000245872983 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E1JB4 30238.84000000 PA USD 31620.16000000 0.000319824881 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 6.59600000 N N N N N N Bayview Financing Trust N/A 07336HAA0 6280893.07000000 PA USD 6314863.28000000 0.063872238434 Long ABS-MBS CORP US N 2 2026-07-01 Floating 9.00288000 N N N N N N Ford Credit Auto Lease Trust N/A 345290AE0 555000.00000000 PA USD 557351.48000000 0.005637380421 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.05000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHY3 10500000.00000000 PA USD 10826324.25000000 0.109503806052 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9JF3 118765.88000000 PA USD 113232.98000000 0.001145304906 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETGU4 285124.80000000 PA USD 271793.44000000 0.002749078584 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7YL4 6596.56000000 PA USD 6776.32000000 0.000068539682 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAP1 1545000.00000000 PA USD 1319357.29000000 0.013344755012 Long DBT CORP US N 2 2033-12-01 Fixed 2.90000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 812456.80000000 0.008217665552 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1423.11000000 USD 0.00000000 USD -18000000.00000000 USD 811033.69000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAP8 80374.88000000 PA USD 68636.56000000 0.000694230505 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 91771.46000000 PA USD 79385.75000000 0.000802954130 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N ELFI Graduate Loan Program 201 N/A 26857LAA0 1996534.31000000 PA USD 1838952.45000000 0.018600245824 Long ABS-O CORP US N 2 2045-08-25 Fixed 1.73000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EC31 1721.74000000 PA USD 1762.53000000 0.000017827264 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M3HH3 244515.09000000 PA USD 246239.69000000 0.002490612938 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAV8 5510000.00000000 PA USD 5527108.39000000 0.055904422516 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4E6 681678.18000000 PA USD 635088.33000000 0.006423656608 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWJZ1 35435.48000000 PA USD 34293.58000000 0.000346865422 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 353571.43000000 PA USD 385044.15000000 0.003894562822 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ASLY6 6627.60000000 PA USD 6678.51000000 0.000067550375 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -10322.51000000 -0.00010440793 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 39.51000000 USD 0.00000000 USD -750000.00000000 USD -10362.02000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLR6 79285.74000000 PA USD 72321.29000000 0.000731500029 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCV1 16350000.00000000 PA USD 13329889.15000000 0.134826332786 Long DBT CORP US N 2 2041-02-15 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 770000.00000000 PA USD 797235.56000000 0.008063708986 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAA6 1170000.00000000 PA USD 1147773.28000000 0.011609253495 Long ABS-MBS CORP US N 2 2036-08-14 Fixed 2.93700000 N N N N N N SMB Private Education Loan Tru 549300QHI21JZK7YIR34 78449PAB5 422290.33000000 PA USD 420602.10000000 0.004254216825 Long ABS-O CORP US N 2 2036-02-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEY5 3866942.89000000 PA USD 3936959.23000000 0.039820719387 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 2483.58000000 PA USD 2522.40000000 0.000025513036 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LG34 29883.81000000 PA USD 30358.19000000 0.000307060575 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223A27 2800000.00000000 PA USD 2786322.36000000 0.028182501859 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R4G1 1474.87000000 PA USD 1470.29000000 0.000014871377 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 149980.38000000 0.001516989706 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 5512.95000000 USD 0.00000000 USD -9000000.00000000 USD 144467.43000000 N N N BENCHMARK Mortgage Trust N/A 08162YAD4 1600000.00000000 PA USD 1513990.24000000 0.015313387053 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.79460000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EFX3 3558902.86000000 PA USD 3565295.90000000 0.036061498042 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJGP9 407.99000000 PA USD 431.99000000 0.000004369400 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36196HQJ2 8055.58000000 PA USD 7716.93000000 0.000078053565 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BAH0 161032.07000000 PA USD 147339.60000000 0.001490279305 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 926000.00000000 PA USD 689815.07000000 0.006977195019 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5SG6 2576.93000000 PA USD 2727.91000000 0.000027591684 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCYN0 220354.29000000 PA USD 198607.53000000 0.002008833279 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAE6 2032000.00000000 PA USD 1864325.49000000 0.018856883662 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FF36 1156654.31000000 PA USD 1153782.82000000 0.011670037515 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 812456.80000000 0.008217665552 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 3804.92000000 USD 0.00000000 USD -18000000.00000000 USD 808651.88000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297KCG4 90951.89000000 PA USD 91272.52000000 0.000923183907 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAC6 950000.00000000 PA USD 920939.03000000 0.009314918581 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 3.09020000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 1720000.00000000 PA USD 1666462.21000000 0.016855578165 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 1718000.00000000 PA USD 1602031.63000000 0.016203889413 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLS4 156783.43000000 PA USD 145969.63000000 0.001476422623 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AZL4 26731.72000000 PA USD 28110.85000000 0.000284329657 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KND59 951897.28000000 PA USD 815695.63000000 0.008250424982 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Invesco CLO LTD 54930008KXQ75MGXPQ71 46146GAQ5 1240000.00000000 PA USD 1241861.24000000 0.012560914418 Long ABS-CBDO CORP JE N 2 2037-04-22 Floating 5.42735000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 425000.00000000 PA USD 394014.53000000 0.003985294517 Long DBT CORP IT N 2 2032-06-03 Fixed 3.12700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAN3 11284419.30000000 PA USD 9205595.56000000 0.093110803586 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -272087.15000000 -0.00275204933 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 3804.92000000 USD 0.00000000 USD -18000000.00000000 USD -275892.07000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L7RM3 6790.55000000 PA USD 6577.44000000 0.000066528093 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202F4Q6 8187.58000000 PA USD 7736.19000000 0.000078248372 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 3.50000000 N N N N N N European Residential Loan Secu N/A 000000000 619184.26000000 PA 730184.52000000 0.007385515361 Long ABS-O CORP LU N 2 2060-11-25 Floating 4.04700000 N N N N N N Towd Point Mortgage Trust N/A 89182FAA7 10552551.90000000 PA USD 10683924.84000000 0.108063494732 Long ABS-MBS CORP US N 2 2063-10-25 Variable 7.29400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 3499000.00000000 PA USD 2302844.40000000 0.023292321634 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650035VB1 2000000.00000000 PA USD 2094838.56000000 0.021188428324 Long DBT MUN US N 2 2040-03-15 Fixed 5.83800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LQBD1 44369.45000000 PA USD 36549.37000000 0.000369681808 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 19909998.00000000 PA USD 19992176.52000000 0.202212622646 Long DBT CORP N/A Y 2 2028-10-20 Fixed 4.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 3736000.00000000 PA 4214925.31000000 0.042632231680 Long DBT NUSS CO N 2 2032-09-19 Fixed 5.00000000 N N N N N N CHICAGO IL O'HARE INTERNATIONA N/A 167593AN2 325000.00000000 PA USD 360873.75000000 0.003650089191 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -56986.48000000 -0.00057639474 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD -57409.25000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 17242000.00000000 PA 20080433.21000000 0.203105302677 Long DBT NUSS CO N 2 2028-09-19 Fixed 3.75000000 N N N N N N CIM Trust N/A 17179VAA8 5434561.68000000 PA USD 5407270.94000000 0.054692316119 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LX84 27169.02000000 PA USD 25389.68000000 0.000256806144 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46593HAA6 1129106.22000000 PA USD 1129733.78000000 0.011426791391 Long ABS-O CORP US N 2 2054-10-20 Floating 5.11765000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9YQ8 98481.71000000 PA USD 93532.43000000 0.000946041965 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 84302LAA0 260000.00000000 PA USD 261227.20000000 0.002642205422 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JACN6 164929.26000000 PA USD 159463.06000000 0.001612903104 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N KEYSPAN GAS EAST CORP K8TS3HOE1568DUBUJL44 49338CAB9 139000.00000000 PA USD 137679.19000000 0.001392568241 Long DBT CORP US N 2 2026-08-15 Fixed 2.74200000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGY4 7060000.00000000 PA USD 6951963.04000000 0.070316239827 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194PGZ1 141080.75000000 PA USD 127176.72000000 0.001286340087 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 37198.72000000 0.000376249715 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD 36296.08000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 406228.40000000 0.004108832776 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 5512.95000000 USD 0.00000000 USD -9000000.00000000 USD 400715.45000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQLW4 482799.64000000 PA USD 483779.39000000 0.004893229065 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 5100000.00000000 PA USD 4905889.41000000 0.049621048664 Long DBT CORP FR N 2 2028-09-30 Fixed 1.90400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X46L5 57100.94000000 PA USD 57897.14000000 0.000585605699 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 700000.00000000 PA USD 690371.73000000 0.006982825405 Long DBT CORP US Y 2 N/A Fixed 3.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZB3 10593.62000000 PA USD 10333.92000000 0.000104523340 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417Y5U7 70704.08000000 PA USD 72710.00000000 0.000735431671 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 6960000.00000000 PA USD 6443604.98000000 0.065174407649 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJTL4 38388.66000000 PA USD 36620.43000000 0.000370400550 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNH2 2084834.60000000 PA USD 2080304.05000000 0.021041417748 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276YAD5 8947000.00000000 PA USD 8814146.89000000 0.089151461684 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.34360000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -1047516.48000000 -0.01059519730 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -70842.73000000 USD 100000000.00000000 USD -976673.75000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300MH89 7440.56000000 PA USD 7791.84000000 0.000078811248 Long ABS-MBS USGSE US N 2 2042-10-01 Floating 6.73100000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAQ7 10974411.20000000 PA USD 10869805.31000000 0.109943599047 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.24800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 9500000.00000000 PA USD 9625837.43000000 0.097361376833 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Bank N/A 06540DBC8 28300000.00000000 PA USD 25117005.61000000 0.254048155904 Long ABS-MBS CORP US N 2 2064-09-15 Fixed 2.21800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BWU6 3908.28000000 PA USD 3781.54000000 0.000038248717 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690AAG9 30783.43000000 PA USD 30475.60000000 0.000308248128 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4.06800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3H3 3967780.51000000 PA USD 3381427.46000000 0.034201744582 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617M76V5 3826.74000000 PA USD 3514.51000000 0.000035547819 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307L3V8 6845.38000000 PA USD 6749.97000000 0.000068273163 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.00000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46652JAW2 5000000.00000000 PA USD 4277362.50000000 0.043263758114 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 2.17980000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -105667.14000000 -0.00106877955 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD -106512.68000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NLE6 7160.68000000 PA USD 6951.11000000 0.000070307611 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 796253T93 155000.00000000 PA USD 166342.11000000 0.001682481859 Long DBT MUN US N 2 2039-02-01 Fixed 5.98500000 N N N N N N Affirm Inc N/A 00834BAG2 1000000.00000000 PA USD 1001577.20000000 0.010130540423 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMS9 10765085.88000000 PA USD 10920202.16000000 0.110453342406 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLNH2 83400.85000000 PA USD 79818.21000000 0.000807328284 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Verus Securitization Trust 213800Z7TIVJRAYLRV98 92540XAA9 13789181.78000000 PA USD 13899395.95000000 0.140586659258 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.42700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M75Q5 27868.31000000 PA USD 28691.47000000 0.000290202389 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418NZW3 3279.63000000 PA USD 3305.97000000 0.000033438523 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691YAD3 3945000.00000000 PA USD 3597532.29000000 0.036387555836 Long ABS-MBS CORP US N 2 2054-05-15 Fixed 2.43800000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 1690000.00000000 PA USD 1531180.36000000 0.015487258029 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -25133.34000000 -0.00025421337 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 92.19000000 USD 0.00000000 USD -1750000.00000000 USD -25225.53000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EL57 6542017.26000000 PA USD 6747360.78000000 0.068246772326 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ82 120663.50000000 PA USD 123932.37000000 0.001253524824 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.00000000 N N N N N N NMLT Trust N/A 62916TAD1 1980000.00000000 PA USD 2009382.21000000 0.020324072577 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.31400000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KG1 340000.00000000 PA USD 356179.13000000 0.003602605045 Long DBT CORP US N 2 2032-06-15 Fixed 5.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NLD8 9005.25000000 PA USD 8369.86000000 0.000084657682 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GXD3 184872.24000000 PA USD 176191.59000000 0.001782105288 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM4V3 6318301.46000000 PA USD 5407023.52000000 0.054689813567 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AXGL9 90429.28000000 PA USD 87127.35000000 0.000881257222 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AT9 1475000.00000000 PA USD 1322372.78000000 0.013375255450 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VFY3 2442.60000000 PA USD 2236.19000000 0.000022618139 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -56986.48000000 -0.00057639474 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD -58211.59000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFJL2 13020.94000000 PA USD 13170.37000000 0.000133212862 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKY4 3695000.00000000 PA USD 3767900.70000000 0.038110762060 Long DBT CORP US N 2 2033-07-22 Fixed 5.01500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LPTT9 23266.54000000 PA USD 18984.92000000 0.000192024638 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N NMLT Trust N/A 62916TAB5 2570863.95000000 PA USD 2598376.56000000 0.026281507583 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.70800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GGC4 456487.84000000 PA USD 435100.89000000 0.004400866108 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7SM9 9299.45000000 PA USD 9390.81000000 0.000094984171 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31414GMA4 13139.87000000 PA USD 13820.91000000 0.000139792806 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N PENNSYLVANIA ST UNIV 549300QDK4O4XCJ47X56 709235T88 190000.00000000 PA USD 127763.21000000 0.001292272191 Long DBT MUN US N 2 2050-09-01 Fixed 2.84000000 N N N N N N JP Morgan Mortgage Trust N/A 46591VAC3 318798.61000000 PA USD 287806.89000000 0.002911048028 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NEW1 4799.69000000 PA USD 5076.43000000 0.000051345996 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -59595.21000000 -0.00060278097 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 1353.98000000 USD 0.00000000 USD -3000000.00000000 USD -60949.19000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKV1 83985324.80000000 PA USD 85723165.94000000 0.867054479484 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAD7 7300414.16000000 PA USD 7185818.10000000 0.072681587340 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWED1 19548304.95000000 PA USD 19579391.45000000 0.198037471856 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N NMLT Trust N/A 62916TAC3 4411486.15000000 PA USD 4456398.17000000 0.045074630099 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.86000000 N N N N N N NORTHERN STATES PWR-MINN 3S1GHB0TEH85KX44SB51 665772CQ0 1515000.00000000 PA USD 1139096.85000000 0.011521494983 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FH1 1020000.00000000 PA USD 800388.64000000 0.008095601090 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ74 279838.50000000 PA USD 281787.85000000 0.002850167920 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 2950000.00000000 PA USD 2645781.26000000 0.026760986578 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQTN2 73052.89000000 PA USD 67224.53000000 0.000679948404 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FLN4 95809.79000000 PA USD 93213.25000000 0.000942813591 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -59595.21000000 -0.00060278097 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 1837.65000000 USD 0.00000000 USD -3000000.00000000 USD -61432.86000000 N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 6545000.00000000 PA USD 5940649.23000000 0.060087217608 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193TDY0 8551.78000000 PA USD 7879.83000000 0.000079701231 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Nissan Auto Lease Trust N/A 65481CAE4 735000.00000000 PA USD 738600.40000000 0.007470638518 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.97000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NLC0 305433.04000000 PA USD 281830.16000000 0.002850595868 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMR1 9300778.15000000 PA USD 9277688.22000000 0.093839991117 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N NMLT Trust N/A 62916TAA7 22924710.15000000 PA USD 23167893.18000000 0.234333687302 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.50600000 N N N N N N BMO Mortgage Trust N/A 096933AC0 24115000.00000000 PA USD 25243003.24000000 0.255322569983 Long ABS-MBS CORP US N 2 2058-04-15 Variable 5.77850000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A2EK2 20916.78000000 PA USD 18893.07000000 0.000191095613 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAD22 17791.57000000 PA USD 17027.11000000 0.000172222197 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZ65 10460.26000000 PA USD 10749.14000000 0.000108723119 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -66891.32000000 -0.00067657812 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD -68116.43000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEA7 9353483.49000000 PA USD 9161048.48000000 0.092660228238 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AF3 4600000.00000000 PA USD 4593872.80000000 0.046465129300 Long DBT NUSS IT N 2 2030-10-01 Fixed 4.37500000 N N N N N N BENCHMARK Mortgage Trust N/A 08164BAD2 15665000.00000000 PA USD 16385246.94000000 0.165730017096 Long ABS-MBS CORP US N 2 2057-04-15 Fixed 5.65990000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBE22 262194.26000000 PA USD 226309.00000000 0.002289022226 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECB4 20370311.67000000 PA USD 18901860.11000000 0.191184521701 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N PALOMINO FUNDING TRUST I N/A 69754AAA8 4195000.00000000 PA USD 4433009.62000000 0.044838064559 Long DBT CORP US N 2 2028-05-17 Fixed 7.23300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FQ66 98118.25000000 PA USD 95436.21000000 0.000965297915 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQCM2 156003.68000000 PA USD 160423.15000000 0.001622614019 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408BQC5 390.40000000 PA USD 402.32000000 0.000004069300 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 6.39200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6S36 137781.43000000 PA USD 128673.95000000 0.001301483951 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 351389.57000000 0.003554160621 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD 351073.32000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QYU9 887.12000000 PA USD 884.23000000 0.000008943621 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.50000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAK5 27000.00000000 PA USD 23067.48000000 0.000233318049 Long DBT CORP US N 2 2042-04-05 Fixed 4.35000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 10000000.00000000 PA USD 9666752.00000000 0.097775210840 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292K4D6 458241.66000000 PA USD 449516.44000000 0.004546673453 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 450000.00000000 PA USD 412720.07000000 0.004174493341 Long DBT CORP US N 2 2033-01-25 Fixed 2.96300000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 78397PAD3 200000.00000000 PA USD 181574.00000000 0.001836546146 Long DBT CORP KY N 2 2031-06-17 Fixed 2.69400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UQ88 7655.65000000 PA USD 7871.27000000 0.000079614650 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 5.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBJ8 4250000.00000000 PA USD 4031865.32000000 0.040780655357 Long DBT CORP US N 2 2028-01-31 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339SM44 46170.49000000 PA USD 43295.76000000 0.000437918761 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30305EAA6 971297953.85000000 PA USD 1178087.29000000 0.011915867208 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 0.10000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 44734.70000000 0.000452473046 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 41501.57000000 USD 0.00000000 USD 4920000.00000000 USD 3233.13000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193YPG5 6780.23000000 PA USD 6241.44000000 0.000063129592 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 1490000.00000000 PA USD 1544590.91000000 0.015622900213 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N BRAZOS SECURITIZATN LLC N/A 106230AC9 200000.00000000 PA USD 192683.86000000 0.001948917799 Long DBT CORP US N 2 2050-09-01 Fixed 5.41300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WH39 52228.54000000 PA USD 53709.58000000 0.000543250257 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AW7 360000.00000000 PA USD 383269.50000000 0.003876612968 Long DBT CORP US N 2 2029-11-15 Fixed 6.95000000 N N N N N N Onslow Bay Financial LLC N/A 67113ABC3 3939.69000000 PA USD 3940.04000000 0.000039851880 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.94621000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6H50 1648.61000000 PA USD 1745.41000000 0.000017654102 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943GW7 3996.77000000 PA USD 3917.98000000 0.000039628752 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 2199000.00000000 PA USD 2471395.34000000 0.024997144898 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TJ22 16618.39000000 PA USD 16936.43000000 0.000171305006 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -119190.44000000 -0.00120556215 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 474.37000000 USD 0.00000000 USD -6000000.00000000 USD -119664.81000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 71709.98000000 0.000725316881 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD 70484.87000000 N N N NMLT Trust N/A 62916TAH2 35052012.90000000 PA USD 595884.22000000 0.006027123199 Long ABS-MBS CORP US N 3 2070-02-25 Variable 0.90082600 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 1806000.00000000 PA USD 1629249.95000000 0.016479191498 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SJV0 81858.41000000 PA USD 81629.27000000 0.000825646409 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.50000000 N N N N N N ASCENSION HEALTH N/A 04352EAB1 2480000.00000000 PA USD 1976168.87000000 0.019988133337 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAN7 9550000.00000000 PA USD 10058594.80000000 0.101738539203 Long DBT CORP FR N 2 2036-01-09 Fixed 5.86200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGA61 746893.30000000 PA USD 711866.00000000 0.007200231084 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N ONE Park Mortgage Trust N/A 682413AA7 8350000.00000000 PA USD 8329771.29000000 0.084252202200 Long ABS-MBS CORP US N 2 2036-03-15 Floating 4.56448000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNWZ9 699142.04000000 PA USD 2598.92000000 0.000026287004 Long ABS-MBS USGSE US N 2 2026-07-25 Variable 1.25896400 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAU8 25000000.00000000 PA USD 24741357.50000000 0.250248630153 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.25900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 2850000.00000000 PA USD 2623707.76000000 0.026537722227 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 421378.94000000 0.004262074241 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD 420476.30000000 N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAG2 4250000.00000000 PA USD 2722641.15000000 0.027538392676 Long DBT CORP US N 2 2050-10-01 Fixed 2.75700000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAW1 4249439.28000000 PA USD 4161486.51000000 0.042091720251 Long ABS-MBS CORP US N 2 2051-01-15 Fixed 3.40200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AB71 23305.26000000 PA USD 24640.34000000 0.000249226879 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617M76Y9 3022.11000000 PA USD 2784.56000000 0.000028164676 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 2625000.00000000 PA USD 2535840.45000000 0.025648980614 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N Affirm Inc N/A 00834BAJ6 500000.00000000 PA USD 501060.50000000 0.005068020368 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 3057000.00000000 PA USD 3111215.90000000 0.031468666061 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 800000.00000000 PA USD 793504.00000000 0.008025965795 Long DBT NUSS SA N 2 2028-03-04 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QNFW4 6099.44000000 PA USD 5552.58000000 0.000056162057 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DGV5 42756.96000000 PA USD 45199.68000000 0.000457176127 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -201066.70000000 -0.00203370676 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 11227.24000000 USD 0.00000000 USD -14000000.00000000 USD -212293.94000000 N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAG2 3555000.00000000 PA USD 2564187.37000000 0.025935698023 Long DBT CORP CA N 2 2050-05-01 Fixed 3.50000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 6490000.00000000 PA USD 5763307.11000000 0.058293475183 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N NMLT Trust N/A 62916TAG4 685000.00000000 PA USD 629940.93000000 0.006371592779 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.59521000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297F6D9 3513.45000000 PA USD 3610.76000000 0.000036521348 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 5.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36262JAD7 1448114.16000000 PA USD 1203894.05000000 0.012176891945 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312936JP3 52154.34000000 PA USD 52586.50000000 0.000531890765 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJN0 11415.23000000 PA USD 11574.01000000 0.000117066339 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N NUVEEN LLC N/A 67080LAD7 6800000.00000000 PA USD 7140751.97000000 0.072225762016 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AFC24 350361.59000000 PA USD 352528.85000000 0.003565683968 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MG63 32276.44000000 PA USD 34114.42000000 0.000345053292 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 563649.61000000 0.005701083410 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 2536.63000000 USD 0.00000000 USD -12000000.00000000 USD 561112.98000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 2521000.00000000 PA 2472000.27000000 0.025003263515 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAF6 2420000.00000000 PA USD 2383524.09000000 0.024108363433 Long DBT CORP US N 2 2029-04-05 Fixed 3.85000000 N N N N N N NMLT Trust N/A 62916TAE9 1388000.00000000 PA USD 1383821.01000000 0.013996778961 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.59521000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943CM3 1636.76000000 PA USD 1604.33000000 0.000016227136 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9HW4 575399.96000000 PA USD 527453.96000000 0.005334979334 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HYZ2 4808.21000000 PA USD 4996.19000000 0.000050534401 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H7F5 81583.10000000 PA USD 76135.22000000 0.000770076359 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 1805000.00000000 PA USD 1485680.93000000 0.015027050054 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QD6M1 108363.10000000 PA USD 89321.24000000 0.000903447515 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 2600000.00000000 PA USD 2805300.78000000 0.028374460753 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -133782.62000000 -0.00135315604 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD -134098.87000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VKM1 151542.33000000 PA USD 139714.96000000 0.001413159215 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 74390RAA1 9125585.20000000 PA USD 9085825.94000000 0.091899383261 Long ABS-MBS CORP US N 2 2055-02-25 Variable 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CJ49 40260.12000000 PA USD 42580.61000000 0.000430685313 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 496000.00000000 PA USD 450536.64000000 0.004556992355 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLC0 188099.03000000 PA USD 159314.91000000 0.001611404628 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 5270000.00000000 PA USD 4651717.20000000 0.047050201556 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N NMLT Trust N/A 62916TAF6 1092000.00000000 PA USD 1065904.37000000 0.010781183225 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.59521000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HPNB6 55267.79000000 PA USD 51171.10000000 0.000517574578 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA52 9062186.39000000 PA USD 7390859.86000000 0.074755500203 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BZ34 51733.47000000 PA USD 48277.72000000 0.000488309232 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 12590.64000000 0.000127349132 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-06-20 13108.65000000 USD 0.00000000 USD 4710000.00000000 USD -518.01000000 N N N JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 830000.00000000 PA USD 487783.54000000 0.004933729392 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAP2 26060000.00000000 PA USD 26574411.37000000 0.268789214273 Long DBT CORP FR N 2 2029-01-09 Fixed 5.23000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 7195000.00000000 PA USD 7235268.63000000 0.073181759062 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GP67 623.79000000 PA USD 576.46000000 0.000005830655 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJEV8 4142.30000000 PA USD 4366.85000000 0.000044168887 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W4S51 2813.45000000 PA USD 2602.37000000 0.000026321899 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3K6 3138983.65000000 PA USD 2923434.79000000 0.029569337557 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.50000000 N N N N N N NEW YORK CITY NY MUNI WTR FIN 549300Q2EHQ6RJPQKP05 64972FY34 675000.00000000 PA USD 688065.40000000 0.006959497828 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 1245000.00000000 PA USD 1124255.29000000 0.011371378723 Long DBT CORP FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQLB6 44881.36000000 PA USD 45554.05000000 0.000460760433 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 91522.25000000 0.000925709823 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2026-12-20 87536.67000000 USD 0.00000000 USD 9942000.00000000 USD 3985.58000000 N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AY7 855000.00000000 PA USD 881498.36000000 0.008915992466 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N Affirm Inc N/A 00834BAH0 1000000.00000000 PA USD 1001221.70000000 0.010126944687 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A83M9 84828.17000000 PA USD 84070.66000000 0.000850340063 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370RAC1 200000.00000000 PA USD 213937.50000000 0.002163889605 Long DBT CORP ID N 2 2048-11-07 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJL4 758.65000000 PA USD 770.28000000 0.000007791064 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003CAJ9 1296000.00000000 PA USD 1171685.35000000 0.011851114224 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.62600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617M76X1 960.31000000 PA USD 883.95000000 0.000008940789 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA60 5662779.74000000 PA USD 4837485.43000000 0.048929170610 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELN41 326494.96000000 PA USD 311367.63000000 0.003149355199 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 745000.00000000 PA USD 704229.65000000 0.007122992553 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 281824.80000000 0.002850541654 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 3675.30000000 USD 0.00000000 USD -6000000.00000000 USD 278149.50000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAE3 365000.00000000 PA USD 365377.08000000 0.003695638517 Long DBT CORP FR N 2 2026-04-01 Fixed 4.87500000 N N N N N N RUTGERS NJ ST UNIV 549300BOYDHNW8J60112 783186NH8 785000.00000000 PA USD 810663.36000000 0.008199525646 Long DBT MUN US N 2 2040-05-01 Fixed 5.66500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ACH9 143379.36000000 PA USD 140270.08000000 0.001418774025 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2VA4 362429.71000000 PA USD 365006.23000000 0.003691887522 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Bank N/A 06541JAL5 2109000.00000000 PA USD 1865598.41000000 0.018869758723 Long ABS-MBS CORP US N 2 2063-06-15 Fixed 2.43800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RF87 13618.99000000 PA USD 13831.61000000 0.000139901032 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJAR9 80867.11000000 PA USD 73120.72000000 0.000739585934 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FAV9 1479592.75000000 PA USD 1476644.50000000 0.014935650291 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.00000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CS6 447000.00000000 PA USD 381642.60000000 0.003860157546 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N Greensky Home Improvement Issu N/A 39571MAD0 1490120.51000000 PA USD 1527199.48000000 0.015446993069 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.67000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 5812.00000000 NC USD -9571348.04000000 -0.09681023912 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 695387348.04000000 USD -9571348.04000000 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 305000.00000000 PA USD 230785.91000000 0.002334304325 Long DBT CORP NO N 2 2050-04-06 Fixed 3.70000000 N N N N N N GS Mortgage-Backed Securities N/A 36262QAD1 1409183.44000000 PA USD 1165768.84000000 0.011791271165 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 1000000.00000000 PA USD 1120790.20000000 0.011336330766 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 250000.00000000 PA USD 237918.53000000 0.002406447836 Long DBT CORP US Y 2 2032-03-24 Fixed 3.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 13975000.00000000 PA USD 12684590.22000000 0.128299400168 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWL51 75228.29000000 PA USD 72965.37000000 0.000738014633 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VG22 48788.37000000 PA USD 43951.31000000 0.000444549379 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FM86 253453.65000000 PA USD 255232.16000000 0.002581568065 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.50000000 N N N N N N WESTERN UNION CO/THE 28ID94QU1140NC23S047 959802AZ2 4089000.00000000 PA USD 4060243.14000000 0.041067685306 Long DBT CORP US N 2 2026-03-15 Fixed 1.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J82L3 3991.98000000 PA USD 3818.03000000 0.000038617799 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -28710.82000000 -0.00029039810 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD -29133.59000000 N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 2435000.00000000 PA USD 2302786.27000000 0.023291733673 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDJ8 186925.17000000 PA USD 160667.70000000 0.001625087541 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VFQ0 9972.65000000 PA USD 9180.11000000 0.000092853027 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YDZ8 176968.72000000 PA USD 181925.85000000 0.001840104964 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W4S69 3507.00000000 PA USD 3241.29000000 0.000032784311 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137H2N83 161695930.18000000 PA USD 5541950.14000000 0.056054540698 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.72529300 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AE1 75000.00000000 PA USD 69495.88000000 0.000702922172 Long DBT CORP US N 2 2038-07-01 Fixed 3.95900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FS2V4 8476.83000000 PA USD 8427.17000000 0.000085237349 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCJ8 1040000.00000000 PA USD 905342.17000000 0.009157162773 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AJEW2 5287.57000000 PA USD 5199.89000000 0.000052594743 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -87706.65000000 -0.00088711660 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 3804.92000000 USD 0.00000000 USD -18000000.00000000 USD -91511.57000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 146106.53000000 0.001477807310 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD 145683.76000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZC9 46020799.76000000 PA USD 46631445.15000000 0.471657841364 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 5.80419000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMLZ2 19446.84000000 PA USD 18575.40000000 0.000187882512 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 450000.00000000 PA USD 489600.00000000 0.004952102135 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N Santander Drive Auto Receivabl N/A 80285VAG4 4310000.00000000 PA USD 4308625.54000000 0.043579970873 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.03000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AW1 131000.00000000 PA USD 140730.95000000 0.001423435535 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 3533000.00000000 PA USD 3323372.45000000 0.033614542092 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Greensky Home Improvement Issu N/A 39571MAC2 1100000.00000000 PA USD 1128881.38000000 0.011418169716 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AVS3 206406.25000000 PA USD 202186.09000000 0.002045028938 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMU4 170034.27000000 PA USD 180773.02000000 0.001828444563 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AS1 485000.00000000 PA USD 507387.05000000 0.005132010813 Long DBT CORP US N 2 2034-03-21 Fixed 5.80000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 132005.68000000 0.001335183026 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 IVORY COAST IVORY COAST Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD 130780.57000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FUG9 6535.68000000 PA USD 6710.74000000 0.000067876368 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPYQ1 24876.92000000 PA USD 25098.62000000 0.000253862193 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312VAE6 15379995.88000000 PA USD 15305418.28000000 0.154807995418 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.63200000 N N N N N N Bank N/A 06541FAZ2 13328376.81000000 PA USD 13224695.37000000 0.133762341073 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.36200000 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAD4 173327.98000000 PA USD 171163.11000000 0.001731244286 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.50600000 N N N N N N NMLT Trust N/A 62916TAK5 35052012.90000000 PA USD 255445.05000000 0.002583721359 Long ABS-MBS CORP US N 2 2070-02-25 Variable 0.39882400 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AF8 4103000.00000000 PA USD 2849503.10000000 0.028821548995 Long DBT CORP US N 2 2116-07-01 Fixed 3.88500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZZ0 2256796.59000000 PA USD 1921550.20000000 0.019435688010 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAE3 440000.00000000 PA USD 448472.20000000 0.004536111396 Long DBT CORP US N 2 2036-01-09 Fixed 5.37500000 N N N N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AS3 4155000.00000000 PA USD 3813854.63000000 0.038575567115 Long DBT CORP US N 2 2030-06-01 Fixed 2.30000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 64256.15000000 0.000649924464 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 474.37000000 USD 0.00000000 USD -6000000.00000000 USD 63781.78000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H5ZE4 52138.52000000 PA USD 50286.87000000 0.000508630956 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENG29 109767.88000000 PA USD 114636.67000000 0.001159502651 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BRY6 3289.73000000 PA USD 3340.56000000 0.000033788387 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 1105000.00000000 PA USD 1229975.22000000 0.012440692226 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001GAE3 510000.00000000 PA USD 503201.34000000 0.005089674082 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.58900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ACA4 106651.24000000 PA USD 104862.45000000 0.001060640446 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 2295000.00000000 PA USD 2281779.19000000 0.023079255720 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 29177000.00000000 PA USD 26801799.63000000 0.271089152770 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FUF1 3203.32000000 PA USD 3207.28000000 0.000032440314 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMT7 4627.81000000 PA USD 4894.31000000 0.000049503927 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 17927.49000000 0.000181329169 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD 17901.15000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418A6M5 3352.35000000 PA USD 3295.38000000 0.000033331410 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFK39 53882.11000000 PA USD 51138.73000000 0.000517247169 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 68977.90000000 PA USD 62237.12000000 0.000629502808 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12595EAC9 3191176.47000000 PA USD 3152561.64000000 0.031886861175 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.23900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GSRX2 96154.50000000 PA USD 90594.34000000 0.000916324396 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E4H9 2537.05000000 PA USD 2610.39000000 0.000026403018 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LC26 112541.12000000 PA USD 113341.19000000 0.001146399405 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMTQ4 184558.11000000 PA USD 191951.04000000 0.001941505627 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Z5 2040000.00000000 PA USD 1755572.14000000 0.017756888366 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DG2 14984000.00000000 PA USD 14464857.83000000 0.146306073032 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 37495.10000000 0.000379247477 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 118.53000000 USD 0.00000000 USD -2250000.00000000 USD 37376.57000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ88 149873.07000000 PA USD 128201.98000000 0.001296710169 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 330000.00000000 PA USD 328478.91000000 0.003322428741 Long DBT UST US N 2 2030-12-31 Fixed 3.62500000 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AF2 830000.00000000 PA USD 835644.00000000 0.008452194520 Long DBT CORP NO N 2 2028-06-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERNV8 62082.31000000 PA USD 56677.87000000 0.000573273286 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N SOMPO INTL HLDS LTD 54930073OSJENOG1DL54 29267HAA7 510000.00000000 PA USD 569010.98000000 0.005755311457 Long DBT CORP BM N 2 2034-07-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSV2 32878.43000000 PA USD 27004.22000000 0.000273136551 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FGMN6 575851.23000000 PA USD 525715.22000000 0.005317392695 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP38 1016960.18000000 PA USD 1035087.68000000 0.010469485112 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05492JAV4 1000000.00000000 PA USD 957043.40000000 0.009680099398 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.80500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 9080000.00000000 PA USD 8937678.26000000 0.090400930560 Long DBT CORP FR N 2 2028-01-19 Fixed 2.79700000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -136043.58000000 -0.00137602472 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1902.46000000 USD 0.00000000 USD -9000000.00000000 USD -137946.04000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7G1 1767233.93000000 PA USD 1574253.52000000 0.015922925283 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 305000.00000000 PA USD 305069.07000000 0.003085647861 Long DBT CORP US N 2 2026-12-01 Fixed 4.25000000 N N N N N N Towd Point Mortgage Trust N/A 89178WBD9 4514000.00000000 PA USD 4015284.70000000 0.040612949222 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.25000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 445000.00000000 PA USD 416528.69000000 0.004213015962 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Verus Securitization Trust 213800KSJFZ5H8FZ7C61 92539UAA8 1039413.69000000 PA USD 1048265.03000000 0.010602768574 Long ABS-MBS CORP US N 2 2069-02-25 Variable 6.09500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JPLF0 18503.13000000 PA USD 17562.98000000 0.000177642301 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Verus Securitization Trust N/A 92537QAF8 355131.57000000 PA USD 323361.89000000 0.003270672193 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.15500000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AP8 1780000.00000000 PA USD 1798743.40000000 0.018193547862 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VL32 885804.93000000 PA USD 777389.07000000 0.007862969922 Long ABS-MBS USGA US N 2 2050-05-20 Fixed 3.00000000 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 984851AG0 5020000.00000000 PA USD 4716541.00000000 0.047705867566 Long DBT CORP NO N 2 2030-06-04 Fixed 3.14800000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 137751.85000000 0.001393303167 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 4061.91000000 USD 0.00000000 USD -9000000.00000000 USD 133689.94000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941NS2 18688.33000000 PA USD 19240.43000000 0.000194609016 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Auxilior Term Funding LLC N/A 05335FAB7 108818.50000000 PA USD 109031.04000000 0.001102804015 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.84000000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 370000.00000000 PA USD 376360.63000000 0.003806732597 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 140000.00000000 PA USD 135374.40000000 0.001369256240 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D67 3125000.00000000 PA USD 3357478.08000000 0.033959506477 Long DBT CORP US N 2 2033-11-07 Fixed 7.12200000 N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAJ9 3505000.00000000 PA USD 3631347.63000000 0.036729584058 Long DBT CORP US N 2 2033-04-01 Fixed 5.25000000 N N N N N Bank N/A 06541QAT2 3700000.00000000 PA USD 3715503.37000000 0.037580784670 Long ABS-MBS CORP US N 2 2055-08-15 Variable 4.50200000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532AAY5 27578482.21000000 PA USD 27437473.43000000 0.277518731166 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 2.95000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 200000.00000000 PA USD 213537.52000000 0.002159843972 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 6.87419000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 8300000.00000000 PA USD 7922479.18000000 0.080132610436 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1047516.48000000 -0.01059519730 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -54689.73000000 USD 100000000.00000000 USD -992826.75000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 10171881.74000000 PA USD 8299120.52000000 0.083942182299 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9DU2 17987.41000000 PA USD 17613.94000000 0.000178157740 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMX8 12210231.65000000 PA USD 12179918.77000000 0.123194856530 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AEL9 4468.08000000 PA USD 4297.02000000 0.000043462585 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139X83 2240000.00000000 PA USD 2615168.04000000 0.026451346480 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 7740000.00000000 PA USD 6795222.60000000 0.068730874901 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Woodward Capital Management N/A 749424AA5 2029298.29000000 PA USD 2045964.71000000 0.020694089482 Long ABS-MBS CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 375000.00000000 PA USD 374409.74000000 0.003787000149 Long DBT CORP US N 2 2029-12-01 Fixed 4.62500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 26409000.00000000 PA USD 27696743.57000000 0.280141141734 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4D86 16999.60000000 PA USD 16141.70000000 0.000163266640 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -211334.27000000 -0.00213755900 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 1691.08000000 USD 0.00000000 USD -8000000.00000000 USD -213025.35000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176H7M0 113709.73000000 PA USD 106113.22000000 0.001073291469 Long ABS-MBS USGA US N 2 2043-12-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179BZP2 13636.66000000 PA USD 12717.92000000 0.000128636517 Long ABS-MBS USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HRGD6 14177.35000000 PA USD 13122.90000000 0.000132732722 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AF9 774000.00000000 PA USD 674734.50000000 0.006824661271 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N Auxilior Term Funding LLC N/A 05335FAC5 690000.00000000 PA USD 702472.16000000 0.007105216266 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECA6 53085600.70000000 PA USD 47054326.36000000 0.475935110447 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBJ0 6695000.00000000 PA USD 6104107.33000000 0.061740528895 Long DBT CORP FR Y 2 2033-01-21 Fixed 3.33700000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 143000.00000000 PA USD 125438.59000000 0.001268759619 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4TZ9 812116.95000000 PA USD 740951.22000000 0.007494416093 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418UVX9 21034.03000000 PA USD 21630.32000000 0.000218781768 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -119190.44000000 -0.00120556215 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 1268.31000000 USD 0.00000000 USD -6000000.00000000 USD -120458.75000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ASAG4 2024.11000000 PA USD 1950.62000000 0.000019729717 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31368HMQ3 12904.85000000 PA USD 13492.22000000 0.000136468242 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RD63 1760588.80000000 PA USD 1608329.91000000 0.016267593918 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVK79 223669.39000000 PA USD 201420.66000000 0.002037286929 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Cantor Commercial Real Estate N/A 12529MAD0 3600000.00000000 PA USD 3552161.04000000 0.035928644349 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.83560000 N N N N N N BOF URSA FUNDING N/A 07336MAA9 1241373.25000000 PA USD 1241575.84000000 0.012558027714 Long ABS-O CORP US N 2 2032-07-29 Fixed 6.97100000 N N N N N N EVEREST REINSURANCE HLDG 254900P29PM5UJR3VU91 299808AF2 2230000.00000000 PA USD 1974188.72000000 0.019968104937 Long DBT CORP US N 2 2044-06-01 Fixed 4.86800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 18050000.00000000 PA USD 17635235.82000000 0.178373139242 Long DBT CORP US N 2 2028-06-02 Fixed 2.39300000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AB7 804000.00000000 PA USD 670290.31000000 0.006779710122 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AF69 122648.72000000 PA USD 128126.04000000 0.001295942067 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 292213.06000000 0.002955614621 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD 291896.81000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -100533.35000000 -0.00101685338 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 4287.84000000 USD 0.00000000 USD -7000000.00000000 USD -104821.19000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LDG1 3589.71000000 PA USD 3646.01000000 0.000036877887 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345285AC4 4250000.00000000 PA USD 4163577.53000000 0.042112870056 Long ABS-O CORP US N 2 2034-05-15 Fixed 2.11000000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711BA7 2540000.00000000 PA USD 2251591.97000000 0.022773924436 Long DBT CORP US N 2 2031-10-01 Fixed 2.30000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 3267000.00000000 PA USD 3530907.61000000 0.035713674668 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RAQ2 3833.89000000 PA USD 4026.93000000 0.000040730736 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Lendmark Funding Trust N/A 51507KAA4 153734.74000000 PA USD 151385.75000000 0.001531204444 Long ABS-O CORP US N 2 2031-04-21 Fixed 2.32000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590TAD7 1016980.45000000 PA USD 1006450.33000000 0.010179830124 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41400000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JP4 140000.00000000 PA USD 67456.78000000 0.000682297517 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FPHM0 8842385.14000000 PA USD 309938.86000000 0.003134903779 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.13504400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNH36 30572.90000000 PA USD 29240.68000000 0.000295757422 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 406228.40000000 0.004108832776 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1902.46000000 USD 0.00000000 USD -9000000.00000000 USD 404325.94000000 N N N GMRF Mortgage Acquisition Co., N/A 36417JAL3 145034.13000000 PA USD 132712.73000000 0.001342334545 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AUX85 5162.14000000 PA USD 5202.81000000 0.000052624278 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEE9 12261563.00000000 PA USD 12293706.56000000 0.124345773110 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CEH3 3533.25000000 PA USD 3416.11000000 0.000034552544 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FLQ7 19035.10000000 PA USD 19585.63000000 0.000198100572 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.00000000 N N N N N N Bank N/A 06540AAC5 9427770.61000000 PA USD 8932799.45000000 0.090351583408 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.75800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241K4C9 2267.67000000 PA USD 2332.76000000 0.000023594905 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LNFD4 865380.14000000 PA USD 749434.93000000 0.007580225321 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QXCM7 3261.23000000 PA USD 3158.55000000 0.000031947430 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFWM6 50967.89000000 PA USD 50397.54000000 0.000509750337 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -272087.15000000 -0.00275204933 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1423.11000000 USD 0.00000000 USD -18000000.00000000 USD -273510.26000000 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 405000.00000000 PA USD 399013.55000000 0.004035857543 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Ellington Financial Mortgage T 254900CMJGXNT3R7H775 26846VAA2 11237125.47000000 PA USD 11362007.02000000 0.114922016407 Long ABS-MBS CORP US N 2 2060-01-25 Variable 5.72600000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 675000.00000000 PA USD 707664.88000000 0.007157738488 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Tricon Residential N/A 895974AA1 20957079.71000000 PA USD 20973719.63000000 0.212140526510 Long ABS-O CORP US N 2 2042-03-17 Floating 4.85012000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APE2 2991.50000000 PA USD 2963.05000000 0.000029970029 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 4005000.00000000 PA USD 3735294.28000000 0.037780961565 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRC0 26729.65000000 PA USD 25070.60000000 0.000253578782 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MS7 25355000.00000000 PA USD 23494151.84000000 0.237633659130 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QR29 967.02000000 PA USD 963.57000000 0.000009746113 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 20000.00000000 PA USD 19421.31000000 0.000196438543 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -29357.65000000 -0.00029694052 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD -30260.29000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BBF2 5842.01000000 PA USD 5759.23000000 0.000058252236 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8W75 10502.03000000 PA USD 10973.59000000 0.000110993338 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Onslow Bay Financial LLC N/A 67448TBF1 15145.51000000 PA USD 14971.03000000 0.000151425795 Long ABS-MBS CORP US N 2 2060-02-25 Floating 4.79621000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JE4 515000.00000000 PA USD 533004.68000000 0.005391122578 Long DBT CORP US N 2 2031-06-01 Fixed 5.45000000 N N N N N N Navient Student Loan Trust N/A 63941HAA0 182910.06000000 PA USD 174738.74000000 0.001767410309 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 1210000.00000000 PA USD 1251567.98000000 0.012659094091 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 785000.00000000 PA USD 784771.74000000 0.007937642585 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K3B27 19790.35000000 PA USD 19189.76000000 0.000194096510 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 1130000.00000000 PA USD 1124150.03000000 0.011370314061 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CT3 6000000.00000000 PA USD 4474850.70000000 0.045261269831 Long DBT CORP US N 2 2049-01-15 Fixed 4.12500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -100533.35000000 -0.00101685338 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 1479.70000000 USD 0.00000000 USD -7000000.00000000 USD -102013.05000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 13010000.00000000 PA USD 11615789.71000000 0.117488923680 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5U7 18478570.72000000 PA USD 16810796.56000000 0.170034276046 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DBW8 2408.17000000 PA USD 2517.76000000 0.000025466104 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A 36250SAD1 16925681.00000000 PA USD 16661845.18000000 0.168527694251 Long ABS-MBS CORP US N 2 2051-07-10 Fixed 3.89000000 N N N N N N BX Trust N/A 12433HAG9 12984759.54000000 PA USD 13017099.38000000 0.131662593227 Long ABS-MBS CORP US N 2 2042-08-15 Floating 6.40012000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4QF6 78433.57000000 PA USD 79038.34000000 0.000799440221 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180AAG8 3781512.98000000 PA USD 3856246.83000000 0.039004346739 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9QZ7 32198.84000000 PA USD 34038.23000000 0.000344282662 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AH8 1102731.07000000 PA USD 95220.83000000 0.000963119435 Long ABS-MBS CORP US N 2 2063-02-25 None 0.00000000 N N N N N N BRAVO Residential Funding Trus 254900AZU85EXAPTTF77 10569PAA4 1058925.24000000 PA USD 1069015.10000000 0.010812646977 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.70300000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -133782.62000000 -0.00135315604 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD -136990.40000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 2140000.00000000 PA USD 2203415.74000000 0.022286641733 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 000000000 400000.00000000 PA USD 360876.00000000 0.003650111949 Long DBT CORP KZ N 2 2033-04-14 Fixed 3.50000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AF4 2800000.00000000 PA USD 2664445.85000000 0.026949771211 Long DBT CORP US N 2 2028-11-01 Fixed 2.30000000 N N N N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.18000000 0.000000011935 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N ALABAMA ECON SETTLEMENT AUTH B N/A 01026CAD3 765000.00000000 PA USD 764358.86000000 0.007731174720 Long DBT MUN US N 2 2032-09-15 Fixed 4.26300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7MW6 1092685.57000000 PA USD 1022888.24000000 0.010346092806 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 796000.00000000 PA USD 789725.40000000 0.007987746814 Long DBT CORP US N 2 2030-03-01 Fixed 4.25000000 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 000000000 4900000.00000000 PA 5729860.35000000 0.057955174996 Long DBT CORP NL N 2 2028-02-15 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312946ZF6 53552.11000000 PA USD 53951.92000000 0.000545701426 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBE1 1178225.02000000 PA USD 1170215.45000000 0.011836246792 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.68400000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 842757.89000000 0.008524148584 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD 842441.64000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJLA4 18431.53000000 PA USD 18045.19000000 0.000182519656 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4JE6 55417.25000000 PA USD 45516.03000000 0.000460375877 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713AT3 1620000.00000000 PA USD 1864902.53000000 0.018862720184 Long DBT CORP US N 2 2037-06-15 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H5BB3 122108.56000000 PA USD 116108.96000000 0.001174394258 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAN5 144095.15000000 PA USD 147206.12000000 0.001488929210 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36291JJW1 43241.28000000 PA USD 44016.62000000 0.000445209963 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AG0 608824.00000000 PA USD 79077.59000000 0.000799837218 Long ABS-MBS CORP US N 2 2063-02-25 None 0.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PML0 7255.88000000 PA USD 6831.28000000 0.000069095580 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W6GB6 32251.97000000 PA USD 29808.19000000 0.000301497551 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 439000.00000000 PA USD 437081.57000000 0.004420899870 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -211334.27000000 -0.00213755900 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 6415.56000000 USD 0.00000000 USD -8000000.00000000 USD -217749.83000000 N N N ROC Securities Trust N/A 77119RAA4 12500000.00000000 PA USD 12566598.75000000 0.127105965098 Long ABS-MBS CORP US N 2 2040-02-25 Variable 5.62500000 N N N N N N Morgan Stanley BAML Trust N/A 61778GAE6 18190000.00000000 PA USD 19003309.46000000 0.192210640048 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.63500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFRH1 66790.93000000 PA USD 64269.37000000 0.000650058179 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNWS8 2798180.16000000 PA USD 2618834.02000000 0.026488426356 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 6060000.00000000 PA USD 4308029.83000000 0.043573945512 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 124734.09000000 PA USD 111673.89000000 0.001129535353 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Credit-Based Asset Servicing a N/A 12489WJQ8 3300.20000000 PA USD 3186.26000000 0.000032227706 Long ABS-O CORP US N 2 2035-05-25 Variable 5.87200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SSR9 369171.69000000 PA USD 355214.30000000 0.003592846188 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SA59 144030.62000000 PA USD 137486.40000000 0.001390618249 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 665501AM4 2900000.00000000 PA USD 1940752.85000000 0.019629914897 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -136043.58000000 -0.00137602472 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 5512.95000000 USD 0.00000000 USD -9000000.00000000 USD -141556.53000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36177U3H5 66871.32000000 PA USD 62510.55000000 0.000632268439 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241L7C4 34377.78000000 PA USD 34608.47000000 0.000350050404 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Banc of America Funding Corpor N/A 05951VAH2 17412.51000000 PA USD 14605.40000000 0.000147727599 Long ABS-MBS CORP US N 2 2046-10-20 Variable 4.32793000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAC1 10126134.75000000 PA USD 10049848.50000000 0.101650073985 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.58530000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CV8 8310000.00000000 PA USD 6153552.58000000 0.062240647212 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELVP5 15852.52000000 PA USD 15829.88000000 0.000160112709 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFB3 2590000.00000000 PA USD 2631599.93000000 0.026617548272 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M76E1 9529.45000000 PA USD 9811.10000000 0.000099235231 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECS7 32834967.63000000 PA USD 30430368.06000000 0.307790626366 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AK1 31395.38000000 PA USD 28766.96000000 0.000290965939 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 5902.13000000 0.000059697611 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANIAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 4512.30000000 USD 0.00000000 USD 946000.00000000 USD 1389.83000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406AUU4 11928.57000000 PA USD 12123.55000000 0.000122624709 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E0Q93 36975.04000000 PA USD 35551.84000000 0.000359592203 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AJ4 32135257.70000000 PA USD 3213.53000000 0.000032503530 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 3406000.00000000 PA USD 3407712.38000000 0.034467605710 Long DBT CORP US N 2 2026-09-01 Fixed 4.50000000 N N N N N N CAMERON INTERNATIONAL CO P2PV5Z2Z2UKRY3P3V155 13342BAF2 1330000.00000000 PA USD 1317140.87000000 0.013322336837 Long DBT CORP US N 2 2041-06-01 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7VE6 751068.74000000 PA USD 771506.04000000 0.007803465499 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU6Z7 1731789.25000000 PA USD 1571186.54000000 0.015891904045 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12594MBB3 18705708.45000000 PA USD 18567619.17000000 0.187803812402 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.82600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176W7F2 56923.64000000 PA USD 53036.58000000 0.000536443139 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAB0 16830000.00000000 PA USD 17120726.47000000 0.173169089301 Long DBT CORP ES N 2 2027-09-13 Fixed 6.68400000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 70456.20000000 0.000712635413 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 79.01000000 USD 0.00000000 USD -1500000.00000000 USD 70377.19000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -34010.89000000 -0.00034400612 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 118.53000000 USD 0.00000000 USD -2250000.00000000 USD -34129.42000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 231693.57000000 0.002343484932 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y Default Event 2026-05-07 0.00000000 USD 0.00000000 USD 16100000.00000000 USD 231693.57000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7TA4 8040.46000000 PA USD 8119.45000000 0.000082124889 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AU5 745000.00000000 PA USD 731530.54000000 0.007399129799 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KL53 7496.60000000 PA USD 7828.27000000 0.000079179723 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GH25 239648.87000000 PA USD 221515.69000000 0.002240539872 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA5H1 136012.43000000 PA USD 127706.01000000 0.001291693637 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N BROWN UNIVERSITY 9M13ULPHBPDR83N6CB89 11575TAC2 10165000.00000000 PA USD 6692844.07000000 0.067695358282 Long DBT CORP US N 2 2050-09-01 Fixed 2.92400000 N N N N N N Onslow Bay Financial LLC N/A 67448TAP0 45416.12000000 PA USD 40153.17000000 0.000406132759 Long ABS-MBS CORP US N 2 2060-02-25 Variable 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE25 980018.62000000 PA USD 1013816.87000000 0.010254339639 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJMU9 65647.17000000 PA USD 59931.67000000 0.000606184131 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Argent Securities Inc. N/A 040104LM1 209395.64000000 PA USD 201873.29000000 0.002041865095 Long ABS-O CORP US N 2 2034-10-25 Floating 3.57400500 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 34437.96000000 0.000348325766 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 118.53000000 USD 0.00000000 USD -2250000.00000000 USD 34319.43000000 N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 2455000.00000000 PA USD 2735964.93000000 0.027673157217 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N Freddie Mac - SCRT N/A 35563PMN6 7970.59000000 PA USD 7065.50000000 0.000071464619 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176W7E5 3385.26000000 PA USD 3170.81000000 0.000032071435 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 5126000.00000000 PA USD 4961455.40000000 0.050183075743 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DT82 78303.51000000 PA USD 83261.58000000 0.000842156552 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N WILLIS-KNIGHTON MED CTR N/A 97068LAA6 315000.00000000 PA USD 277057.24000000 0.002802319750 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 95000.00000000 PA USD 85876.75000000 0.000868607918 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AE7 29515000.00000000 PA USD 26847671.36000000 0.271553126405 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N JP Morgan Mortgage Trust N/A 46652KAC3 160900.59000000 PA USD 140888.74000000 0.001425031516 Long ABS-MBS CORP US N 2 2050-10-25 Variable 3.00000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 181000.00000000 PA USD 181291.00000000 0.001833683718 Long DBT CORP US N 2 2027-09-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -41290.04000000 -0.00041763173 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 634.15000000 USD 0.00000000 USD -3000000.00000000 USD -41924.19000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TAL9 1536679.88000000 PA USD 1481055.60000000 0.014980266748 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90353DAY1 7918000.00000000 PA USD 7837031.32000000 0.079268340562 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 4.02990000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BX1 3719000.00000000 PA USD 3200460.82000000 0.032371341631 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KHE7 163374.76000000 PA USD 172794.80000000 0.001747748158 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 620000.00000000 PA USD 595531.02000000 0.006023550727 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AWP8 33842.56000000 PA USD 35230.14000000 0.000356338340 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 6.38700000 N N N N N N Barclays Commercial Mortgage S N/A 05493QAB1 30000000.00000000 PA USD 31780161.00000000 0.321443225429 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.67500000 N N N N N N Bayview Opportunity Master Fun N/A 07336PAA2 4994347.34000000 PA USD 5043069.20000000 0.051008565680 Long ABS-O CORP US N 2 2047-06-25 Floating 5.32419000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 542000.00000000 PA USD 595618.16000000 0.006024432112 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DVP6 1367.46000000 PA USD 1392.12000000 0.000014080719 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 6.21500000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 65226.28000000 0.000659736929 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SKANDINAVISKA ENSKILDA SKANDINAVISKA ENSKILDA Y Default Event 2026-12-20 63277.58000000 USD 0.00000000 USD 7422000.00000000 USD 1948.70000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179U3S9 428011.92000000 PA USD 378399.02000000 0.003827350071 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJMV7 39018.46000000 PA USD 35512.74000000 0.000359196723 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FT5 1492000.00000000 PA USD 1171150.05000000 0.011845699885 Long DBT CORP US N 2 2041-12-01 Fixed 3.90000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 34015000.00000000 PA USD 31849635.91000000 0.322145935499 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2278000.00000000 PA USD 2314220.20000000 0.023407383160 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 21444000.00000000 PA USD 21290698.65000000 0.215346638605 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7RC5 636559.56000000 PA USD 574996.71000000 0.005815854648 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 200000.00000000 PA USD 180300.71000000 0.001823667342 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N FLORIDA GAS TRANSMISSION 549300Q0UQF87NXNOC32 340711AY6 7835000.00000000 PA USD 7235995.31000000 0.073189109131 Long DBT CORP US N 2 2030-07-01 Fixed 2.55000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AD7 1125554.00000000 PA USD 922662.87000000 0.009332354512 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 38315.01000000 0.000387540528 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ALTICE FRANCE SA ALTICE FRANCE SA Y Default Event 2026-06-20 27175.21000000 USD 0.00000000 USD 2000000.00000000 EUR 11139.80000000 N N N CALIFORNIA ST 9845007J7054602FF597 13063A5E0 120000.00000000 PA USD 139912.77000000 0.001415159981 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 65000.00000000 PA USD 65730.00000000 0.000664831849 Long DBT CORP US N 2 2027-02-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQHG0 58429.29000000 PA USD 58037.24000000 0.000587022753 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.50000000 N N N N N N WISCONSIN ST GEN FUND ANNUAL A 549300VTAT608CNZ5827 977100EL6 250000.00000000 PA USD 238063.18000000 0.002407910911 Long DBT MUN US N 2 2036-05-01 Fixed 3.95400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128S4GD3 849.96000000 PA USD 884.80000000 0.000008949387 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 6.98800000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 9460000.00000000 PA USD 8647749.56000000 0.087468421298 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8HN6 1490.92000000 PA USD 1476.75000000 0.000014936717 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36189MBR8 5121.67000000 PA USD 4695.64000000 0.000047494462 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YS6V3 35941.12000000 PA USD 34775.64000000 0.000351741260 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust N/A 81747EAC1 318695.84000000 PA USD 296871.29000000 0.003002730697 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 24696.04000000 0.000249790262 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 UNITEDHEALTH GROUP INC UnitedHealth Group Inc Y Default Event 2026-06-20 19269.59000000 USD 0.00000000 USD 5705000.00000000 USD 5426.45000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0ZB7 1126.68000000 PA USD 1120.03000000 0.000011328641 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 6812000.00000000 PA USD 6758774.28000000 0.068362215172 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EJ2 1361000.00000000 PA USD 1072695.16000000 0.010849869266 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 19265000.00000000 PA USD 16924632.55000000 0.171185680150 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N LHOME Mortgage Trust N/A 50205PAA0 5500000.00000000 PA USD 5526841.65000000 0.055901724551 Long ABS-MBS CORP US N 2 2039-07-25 Variable 5.92100000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAQ7 10940000.00000000 PA USD 11016335.48000000 0.111425691301 Long DBT CORP US N 2 2028-04-10 Fixed 4.55000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 837000.00000000 PA USD 823189.70000000 0.008326224411 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RRN1 191282.89000000 PA USD 196375.57000000 0.001986257924 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7XJ9 345148.42000000 PA USD 317896.79000000 0.003215394960 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 117000.00000000 PA USD 117243.16000000 0.001185866223 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 281824.80000000 0.002850541654 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 2707.93000000 USD 0.00000000 USD -6000000.00000000 USD 279116.87000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 10106045.36000000 PA USD 8250632.13000000 0.083451742226 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJSY9 10274.07000000 PA USD 10485.83000000 0.000106059847 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2TA0 17501.48000000 PA USD 16038.76000000 0.000162225444 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BM0 6217000.00000000 PA USD 6103680.12000000 0.061736207842 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N BX Trust N/A 05593VAA1 33011251.10000000 PA USD 32970010.14000000 0.333478058901 Long ABS-MBS CORP US N 2 2030-03-15 Floating 4.89395000 N N N N N N MICHIGAN ST UNIV REVENUES N/A 594712WY3 6285000.00000000 PA USD 4551493.79000000 0.046036483087 Long DBT MUN US N 2 2122-08-15 Fixed 4.16500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAD5 1850000.00000000 PA USD 1771523.93000000 0.017918234145 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.85890000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AC9 1476089.00000000 PA USD 1245222.33000000 0.012594910457 Long ABS-MBS CORP US N 2 2063-02-25 Variable 1.43162300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MLFP4 77790.34000000 PA USD 71949.04000000 0.000727734874 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WRQ9 50000.00000000 PA USD 48596.32000000 0.000491531740 Long DBT MUN US N 2 2046-08-01 Fixed 5.31000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -233816.29000000 -0.00236495536 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1902.46000000 USD 0.00000000 USD -9000000.00000000 USD -235718.75000000 N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WJA3 4930000.00000000 PA USD 4081935.21000000 0.041287091651 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJWJ5 10126.57000000 PA USD 9203.68000000 0.000093091428 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193SW47 4890.22000000 PA USD 4476.79000000 0.000045280885 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DBY4 33621.36000000 PA USD 34640.55000000 0.000350374880 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AH0 13027000.00000000 PA USD 12644451.43000000 0.127893412857 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375PAB6 929379.66000000 PA USD 936321.75000000 0.009470508452 Long ABS-O CORP US N 2 2030-03-20 Fixed 5.23000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 21740000.00000000 PA USD 19075014.29000000 0.192935904839 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YDC0 1500000.00000000 PA USD 1644637.99000000 0.016634835178 Long DBT MUN US N 2 2040-11-15 Fixed 6.68700000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385AE1 2760000.00000000 PA USD 2975955.37000000 0.030100561569 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM4F0 3070797.27000000 PA USD 2611716.79000000 0.026416438509 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -58715.29000000 -0.00059388094 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD -59560.83000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36196HPQ7 8097.47000000 PA USD 7757.06000000 0.000078459463 Long ABS-MBS USGA US N 2 2047-01-15 Fixed 4.00000000 N N N N N N Bayview Opportunity Master Fun N/A 07336PAC8 748701.35000000 PA USD 747455.59000000 0.007560205113 Long ABS-O CORP US N 2 2047-06-25 Floating 5.67419000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CD3 1315000.00000000 PA USD 1322446.76000000 0.013376003727 Long DBT CORP US N 2 2031-10-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDL4 28039750.09000000 PA USD 25986318.16000000 0.262840893927 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AUF3 3470.25000000 PA USD 3433.21000000 0.000034725503 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.00000000 N N N N N N UNIV OF MICHIGAN MI N/A 914455UJ7 4350000.00000000 PA USD 3374169.87000000 0.034128337051 Long DBT MUN US N 2 2122-04-01 Fixed 4.45400000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AF2 239840.00000000 PA USD 179976.70000000 0.001820390115 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194MJQ5 129247.21000000 PA USD 116510.26000000 0.001178453242 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89183EAA9 4618962.63000000 PA USD 4673222.97000000 0.047267723553 Long ABS-MBS CORP US N 2 2064-05-25 Variable 6.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPZP2 30757.38000000 PA USD 30776.81000000 0.000311294743 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 74397.45000000 0.000752499532 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD 71189.67000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GHP1 48424.14000000 PA USD 50630.78000000 0.000512109464 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EMYW5 11599.73000000 PA USD 11767.00000000 0.000119018353 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Santander Drive Auto Receivabl N/A 80287DAE7 1800000.00000000 PA USD 1860453.18000000 0.018817716843 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 883203CC3 5450000.00000000 PA USD 4938508.61000000 0.049950978423 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3Z3 8562591.36000000 PA USD 7606376.56000000 0.076935362765 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GSL31 3964.30000000 PA USD 3881.63000000 0.000039261087 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 2160000.00000000 PA USD 2076571.61000000 0.021003665656 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Verus Securitization Trust N/A 92537QAA9 79761.04000000 PA USD 72076.55000000 0.000729024585 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.81500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 565000.00000000 PA USD 565923.40000000 0.005724081858 Long DBT CORP US N 2 N/A Floating 6.73025000 N N N N N N CALIFORNIA ST 9845007J7054602FF597 13063A5G5 165000.00000000 PA USD 199992.04000000 0.002022837027 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -121350.70000000 -0.00122741229 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 PACIFIC LIFE GLOBAL FUNDING II PACIFIC LIFE GLOBAL FUNDING II Y Default Event 2035-08-20 0.00000000 USD -16.03000000 USD 4600000.00000000 USD -121334.67000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1530.60000000 -0.00001548138 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SPAIN GOVERNMENT INTERNATIONAL BOND SPAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 0.00000000 USD -1108.99000000 USD 10000000.00000000 EUR -421.61000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XAC0 195076.91000000 PA USD 198637.40000000 0.002009135402 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBB0 7200000.00000000 PA USD 7442668.80000000 0.075279526270 Long DBT CORP ES N 2 2030-03-14 Fixed 5.53800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FUNQ7 15365.89000000 PA USD 15268.18000000 0.000154431345 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375PAC4 1345000.00000000 PA USD 1370726.62000000 0.013864334605 Long ABS-O CORP US N 2 2030-09-20 Fixed 5.16000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 297000.00000000 PA USD 299253.27000000 0.003026823442 Long DBT CORP US N 2 2030-08-01 Fixed 4.62500000 N N N N N N BX Trust N/A 12434FAL1 14379338.17000000 PA USD 14361904.66000000 0.145264744166 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.68448000 N N N N N N EVERGY METRO 1128SIJQ26096WL7IO82 485134BR0 915000.00000000 PA USD 748543.43000000 0.007571208167 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EVN6 3708.89000000 PA USD 3842.56000000 0.000038865910 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.50000000 N N N N N N AMAZON CONSERVATION DAC 635400VMJ6EGNYN3YK31 000000000 200000.00000000 PA USD 206329.72000000 0.002086940047 Long DBT NUSS IE N 2 2042-01-16 Fixed 6.03400000 N N N N N N Magnetite CLO Ltd 5493003SVWF9GG13MZ22 55954EAY5 4535000.00000000 PA USD 4549864.37000000 0.046020002175 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.38444000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 351389.57000000 0.003554160621 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD 348181.79000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CC5 965000.00000000 PA USD 968247.52000000 0.009793424452 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GXY6 375000.00000000 PA USD 336956.01000000 0.003408171112 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AE5 664324.00000000 PA USD 529032.89000000 0.005350949560 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N BANCO DO BRASIL (CAYMAN) QE0Q0253K88YAGNPE356 05959LAH6 1040000.00000000 PA USD 1034477.60000000 0.010463314404 Long DBT CORP BR N 2 2029-01-11 Fixed 4.87500000 N N N N N N Bayview Opportunity Master Fun N/A 07336PAB0 1924911.17000000 PA USD 1918564.35000000 0.019405487368 Long ABS-O CORP US N 2 2047-06-25 Floating 5.47419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MGG1 63836.65000000 PA USD 66741.45000000 0.000675062248 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D3L45 44382.15000000 PA USD 40203.36000000 0.000406640410 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NM96 291778.99000000 PA USD 269110.15000000 0.002721938212 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GSKQ1 17919.03000000 PA USD 17545.38000000 0.000177464284 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A26H0 74622.32000000 PA USD 68894.27000000 0.000696837135 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -201066.70000000 -0.00203370676 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 1106.87000000 USD 0.00000000 USD -14000000.00000000 USD -202173.57000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5EM7 354330.95000000 PA USD 335221.39000000 0.003390626146 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AJ6 425000.00000000 PA USD 433125.24000000 0.004380883223 Long DBT CORP US N 2 2027-06-01 Fixed 5.90000000 N N N N N N Barclays Commercial Mortgage S N/A 07335CAE4 8770214.60000000 PA USD 8391414.12000000 0.084875694010 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.66100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3J0 2350000.00000000 PA USD 2420138.74000000 0.024478705522 Long DBT CORP US N 2 2030-01-23 Fixed 5.19800000 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 256000.00000000 PA USD 221440.00000000 0.002239774299 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 2075000.00000000 PA USD 1788553.15000000 0.018090477684 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GL38 7399.73000000 PA USD 6839.04000000 0.000069174069 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSZQ8 1113113.94000000 PA USD 960708.81000000 0.009717173509 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4DE3 1377355.01000000 PA USD 1249600.39000000 0.012639192729 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BR4 7445000.00000000 PA USD 7533825.25000000 0.076201536177 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -18597.47000000 -0.00018810574 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2030-12-20 0.00000000 USD -53378.02000000 USD 8730000.00000000 USD 34780.55000000 N N N The Huntington National Bank N/A 44644NAC3 989283.32000000 PA USD 999030.73000000 0.010104783929 Long ABS-O CORP US N 2 2032-05-20 Floating 7.06765000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JRN0 2397.97000000 PA USD 2485.14000000 0.000025136166 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7ZG7 959036.49000000 PA USD 828602.74000000 0.008380975078 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 725000.00000000 PA USD 485444.51000000 0.004910071067 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AFV5 15495.62000000 PA USD 15631.14000000 0.000158102536 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638EB4 1210000.00000000 PA USD 1234805.00000000 0.012489543460 Long DBT NUSS PE N 2 2035-02-08 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XVS2 2188720.80000000 PA USD 2190016.39000000 0.022151112832 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AH7 16985000.00000000 PA USD 17046950.81000000 0.172422878918 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N UNIV OF MICHIGAN MI N/A 914455UH1 1122000.00000000 PA USD 822025.08000000 0.008314444760 Long DBT MUN US N 2 2052-04-01 Fixed 3.50400000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 19302000.00000000 PA USD 18030640.96000000 0.182372499206 Long DBT CORP AU N 2 2031-04-29 Fixed 3.64900000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 32128.08000000 0.000324962282 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 1837.65000000 USD 0.00000000 USD -3000000.00000000 USD 30290.43000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RLQ0 71492.80000000 PA USD 68870.57000000 0.000696597419 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N Chase Mortgage Finance Corpora N/A 161930AB8 3567426.10000000 PA USD 3181084.20000000 0.032175355109 Long ABS-MBS CORP US N 2 2064-08-25 Variable 3.25000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 24430000.00000000 PA USD 25051189.22000000 0.253382450256 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N LHOME Mortgage Trust 529900COAFD3IY51O355 50206RAA5 10000000.00000000 PA USD 10073821.00000000 0.101892545938 Long ABS-MBS CORP US N 2 2040-04-25 Variable 5.61200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHVS8 182895.37000000 PA USD 184101.73000000 0.001862113093 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 480000.00000000 PA USD 554865.60000000 0.005612236770 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B5N24 22372.80000000 PA USD 18370.64000000 0.000185811449 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 12390000.00000000 PA USD 10512870.96000000 0.106333355262 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N JP Morgan Mortgage Trust N/A 46591NAC1 24958.43000000 PA USD 24741.40000000 0.000250249060 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 74391EAA9 9706616.85000000 PA USD 9787554.50000000 0.098997078320 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.80200000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 421378.94000000 0.004262074241 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD 420153.83000000 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 530000.00000000 PA USD 464405.20000000 0.004697267121 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N JP Morgan Mortgage Trust N/A 46657FAA3 4607014.39000000 PA USD 4624504.00000000 0.046774951258 Long ABS-O CORP US N 2 2054-03-20 Floating 5.61765000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FDV5 93111.27000000 PA USD 90748.57000000 0.000917884369 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGV6 800051.50000000 PA USD 814360.51000000 0.008236920794 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.50000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 130000.00000000 PA USD 125446.61000000 0.001268840738 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKHN8 27853.63000000 PA USD 25764.42000000 0.000260596485 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 500000.00000000 PA USD 401000.00000000 0.004055949666 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AJK4 32732.68000000 PA USD 34003.30000000 0.000343929359 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FBBW5 33462.99000000 PA USD 33255.25000000 0.000336363142 Long ABS-MBS USGSE US N 2 2027-02-25 Fixed 2.95200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YHU65 26716.37000000 PA USD 25378.31000000 0.000256691142 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 6845448.26000000 0.069238886744 N/A DE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Custom Basket TRSBENCH21_INDEX Custom Basket ABBVIE INC 12160000.00000000 USD 12047745.00000000 USD AEP TEXAS INC 12160000.00000000 USD 12178298.00000000 USD ALPHABET INC 12160000.00000000 USD 11758510.00000000 USD AMERICAN WTR CAP CORP 12160000.00000000 USD 12496875.00000000 USD AMGEN INC 12160000.00000000 USD 12182300.00000000 USD APPLE INC 12160000.00000000 USD 11594724.00000000 USD ARTHUR J GALLAGHER & CO 12160000.00000000 USD 11957279.00000000 USD AT&T INC 12160000.00000000 USD 12677014.00000000 USD AT&T INC 12160000.00000000 USD 11881518.00000000 USD ATHENE HOLDING LTD 12160000.00000000 USD 12514024.00000000 USD BARCLAYS PLC 12160000.00000000 USD 13030010.00000000 USD BHP BILLITON FIN USA LTD 12160000.00000000 USD 12683016.00000000 USD BRISTOL MYERS SQUIBB CO 12160000.00000000 USD 12222799.00000000 USD BROOKFIELD ASSET MANAGEMENT LTD 12160000.00000000 USD 12709336.00000000 USD BROWN & BROWN INC 12160000.00000000 USD 12705572.00000000 USD BURLINGTON NORTHERN SANTA FE LLC 12160000.00000000 USD 12667083.00000000 USD CATERPILLAR INC 12160000.00000000 USD 12380601.00000000 USD CIGNA GRP 12160000.00000000 USD 12778255.00000000 USD CISCO SYSTEMS INC 12160000.00000000 USD 11914504.00000000 USD CITIGROUP INC 12160000.00000000 USD 12366875.00000000 USD COCA-COLA CO 12160000.00000000 USD 12061377.00000000 USD COMCAST CORP 12160000.00000000 USD 12163870.00000000 USD CONOCOPHILLIPS CO 12160000.00000000 USD 11975756.00000000 USD CONSTELLATION ENERGY GEN LLC ESG 12160000.00000000 USD 12315675.00000000 USD CSX CORP 12160000.00000000 USD 11101311.00000000 USD CVS HEALTH CORP 12160000.00000000 USD 12673878.00000000 USD DIAMONDBACK ENERGY INC 12160000.00000000 USD 11664816.00000000 USD DUKE ENERGY CORP 12160000.00000000 USD 12068077.00000000 USD ELEVANCE HLTH INC 12160000.00000000 USD 12159414.00000000 USD ELI LILLY & CO 12160000.00000000 USD 12536875.00000000 USD ENEL FIN INTL NV 12160000.00000000 USD 12050678.00000000 USD ENERGY TRANSFER LP 12160000.00000000 USD 12143514.00000000 USD ENERGY TRANSFER LP 12160000.00000000 USD 11650582.00000000 USD ENTERPRISE PRODUCTS OPERATING LLC 12160000.00000000 USD 12071910.00000000 USD GILEAD SCIENCES INC 12160000.00000000 USD 12124133.00000000 USD HCA INC 12160000.00000000 USD 12694207.00000000 USD HCA INC 12160000.00000000 USD 12310930.00000000 USD HEWLETT PACKARD ENTERPRISE CO 12160000.00000000 USD 11448073.00000000 USD HOME DEPOT INC 12160000.00000000 USD 11676550.00000000 USD HONEYWELL INTL INC 12160000.00000000 USD 11735940.00000000 USD HUMANA INC 12160000.00000000 USD 11990083.00000000 USD IBM CORP 12160000.00000000 USD 12281219.00000000 USD IBM INTL CAP 12160000.00000000 USD 11611450.00000000 USD INTEL CORP 12160000.00000000 USD 11509452.00000000 USD INTEL CORP 12160000.00000000 USD 11625748.00000000 USD J M SMUCKER CO 12160000.00000000 USD 13288700.00000000 USD JBS USA LUX SA FOOD LUX 12160000.00000000 USD 12500745.00000000 USD KENVUE INC 12160000.00000000 USD 11288792.00000000 USD KINDER MORGAN INC 12160000.00000000 USD 12441972.00000000 USD KROGER CO 12160000.00000000 USD 11825501.00000000 USD LOWES COS INC 12160000.00000000 USD 11973345.00000000 USD MERCK & CO INC 12160000.00000000 USD 12539250.00000000 USD META PLATFORMS INC 12160000.00000000 USD 11584353.00000000 USD MORGAN STANLEY 12160000.00000000 USD 12135605.00000000 USD NEXTERA ENERGY CAP HLDGS INC 12160000.00000000 USD 12560671.00000000 USD NISOURCE INC 12160000.00000000 USD 12334143.00000000 USD OCCIDENTAL PETROLEUM CORP 12160000.00000000 USD 11799488.00000000 USD ORACLE CORP 12160000.00000000 USD 11002775.00000000 USD PAYPAL HLDGS INC 12160000.00000000 USD 11909835.00000000 USD PFIZER INVESTMENT ENTERPRISES PTE 12160000.00000000 USD 11627671.00000000 USD QUALCOMM INC 12160000.00000000 USD 12902558.00000000 USD RAYMOND JAMES FINANCIAL INC 12160000.00000000 USD 12156567.00000000 USD RIO TINTO FIN USA PLC 12160000.00000000 USD 12642179.00000000 USD RWE FINANCE US LLC 12160000.00000000 USD 12139984.00000000 USD SIEMENS FDG BV 12160000.00000000 USD 12740501.00000000 USD STEEL DYNAMICS INC 12160000.00000000 USD 12227196.00000000 USD SYNOPSYS INC 12160000.00000000 USD 12275950.00000000 USD T MOBILE USA INC 12160000.00000000 USD 12252002.00000000 USD TAKEDA PHARMACEUTICAL CO LTD 12160000.00000000 USD 12298652.00000000 USD TARGA RESOURCES CORP 12160000.00000000 USD 12211504.00000000 USD TEXAS INSTRUMENTS INC 12160000.00000000 USD 11734312.00000000 USD TOTALENERGIES CAP SA 12160000.00000000 USD 11973004.00000000 USD TRAVELERS COS INC 12160000.00000000 USD 12781595.00000000 USD UBER TECH INC 12160000.00000000 USD 11771167.00000000 USD UNION PACIFIC CORP 12160000.00000000 USD 12217439.00000000 USD UNITED PARCEL SVC INC 12160000.00000000 USD 12687076.00000000 USD UNITEDHEALTH GRP INC 12160000.00000000 USD 12283802.00000000 USD VIRGINIA ELEC & PWR CO 12160000.00000000 USD 12070894.00000000 USD VODAFONE GRP PLC 12160000.00000000 USD 11816456.00000000 USD WALMART INC 12160000.00000000 USD 10899829.00000000 USD WASTE MANAGEMENT INC 12160000.00000000 USD 12009500.00000000 USD WYNNTON FUNDING TRUST II 12160000.00000000 USD 12502528.00000000 USD Y Performance Leg 2026-04-20 0.00000000 USD 0.00000000 USD -227585982.10000000 USD 6845448.26000000 N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.18000000 0.000000011935 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WT24 74754999.29000000 PA USD 68630309.49000000 0.694167283944 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAX2 175741000.00000000 PA USD 1199924.40000000 0.012136740572 Long ABS-MBS CORP US N 2 2050-06-15 Variable 0.66636400 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEX6 33730000.00000000 PA USD 30232357.03000000 0.305787826438 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 693000.00000000 PA USD 635905.12000000 0.006431918102 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FV94 215246.03000000 PA USD 216679.42000000 0.002191622995 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XXWB1 4166.48000000 PA USD 4021.36000000 0.000040674398 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 20583000.00000000 PA USD 18132336.56000000 0.183401108270 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 3100000.00000000 PA USD 3177185.35000000 0.032135919849 Long ABS-MBS CORP US N 2 2042-04-25 Floating 6.77419000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6QE1 3049.97000000 PA USD 3228.28000000 0.000032652721 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -586931.15000000 -0.00593656658 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 US TREASURY N/B United States Treasury Note/Bond Y Performance Leg 2026-02-23 0.00000000 USD 0.00000000 USD 68931599.03000000 USD -586931.15000000 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CB9 372000.00000000 PA USD 373974.24000000 0.003782595246 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CN6 2239000.00000000 PA USD 1773406.73000000 0.017937277891 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BE7 205000.00000000 PA USD 215452.46000000 0.002179212801 Long DBT CORP CH N 2 2029-09-22 Fixed 6.24600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7YN6 39013.95000000 PA USD 36124.66000000 0.000365386041 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 2664000.00000000 PA USD 2557440.00000000 0.025867451157 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XBF3 2778.79000000 PA USD 2855.67000000 0.000028883924 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N DIST OF COLUMBIA WTR & SWR AUT 549300OT2FIJQJ5PSH71 254845JZ4 550000.00000000 PA USD 474516.62000000 0.004799539966 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 43806978.62000000 PA USD 37360786.53000000 0.377888951751 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N SAN JOSE CA REDEV AGY SUCCESSO N/A 798170AN6 165000.00000000 PA USD 154284.53000000 0.001560524408 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N Woodward Capital Management 2549001985H26N17CK52 74942BAA9 13532148.69000000 PA USD 13653736.40000000 0.138101914196 Long ABS-MBS CORP US N 2 2055-02-25 Variable 5.50300000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -1203294.41000000 -0.01217082683 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2039-08-15 0.00000000 USD 0.00000000 USD 47105000.00000000 USD -1203294.41000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE90 4376295.99000000 PA USD 4454161.50000000 0.045052007104 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Cantor Commercial Real Estate N/A 12528YAE3 16907334.24000000 PA USD 16044169.18000000 0.162280156181 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.62360000 N N N N N N Cantor Commercial Real Estate N/A 12528YAF0 346608.00000000 PA USD 328215.45000000 0.003319763952 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYZ9 2879599.10000000 PA USD 2564956.42000000 0.025943476646 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418WPP9 17811.98000000 PA USD 17935.86000000 0.000181413828 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80287HAE8 238221.57000000 PA USD 238375.22000000 0.002411067067 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.74000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 4240000.00000000 PA USD 3882526.09000000 0.039270150619 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YR3Y2 53574.04000000 PA USD 50863.03000000 0.000514458577 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 90000.00000000 PA 96867.62000000 0.000979776037 Long DBT NUSS RO N 2 2029-12-02 Fixed 1.37500000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 1875000.00000000 PA USD 1979698.69000000 0.020023836011 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAH6 1870000.00000000 PA USD 1818709.44000000 0.018395496124 Long DBT CORP US N 2 2043-05-15 Fixed 5.37700000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 6450000.00000000 PA USD 6142346.02000000 0.062127297478 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MVS6 123320.01000000 PA USD 116649.64000000 0.001179863013 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 20755AAB8 1437415.43000000 PA USD 1465530.70000000 0.014823238786 Long ABS-MBS CORP US N 2 2043-01-25 Floating 6.17419000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KHKY1 1868448.67000000 PA USD 1804026.15000000 0.018246980700 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGT1 30171049.84000000 PA USD 30217478.26000000 0.305637333814 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N FLORIDA ST BRD OF ADMIN FIN CO 549300S34SOJ0RULXM35 341271AF1 384000.00000000 PA USD 352622.78000000 0.003566634031 Long DBT MUN US N 2 2030-07-01 Fixed 2.15400000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 4400000.00000000 PA USD 4432785.28000000 0.044835795452 Long ABS-MBS CORP US N 2 2041-11-25 Floating 5.67419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEKG3 333.33000000 PA USD 316.64000000 0.000003202683 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 55000.00000000 PA 55103.81000000 0.000557352318 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ATY4 8387.66000000 PA USD 7993.79000000 0.000080853889 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -57421.64000000 -0.00058079621 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD -60629.42000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNN4 205511.32000000 PA USD 173839.61000000 0.001758315980 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 3000000.00000000 PA USD 3035333.18000000 0.030701143635 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAP4 5941000.00000000 PA USD 5773112.09000000 0.058392648513 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 2910000.00000000 PA USD 2818316.24000000 0.028506106764 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 3071123.40000000 PA USD 3075691.14000000 0.031109347761 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAB1 4589000.00000000 PA USD 1894201.53000000 0.019159067489 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ABZU9 337078.57000000 PA USD 328905.13000000 0.003326739781 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 200000.00000000 PA USD 209246.00000000 0.002116437017 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 4015000.00000000 PA USD 3175393.36000000 0.032117794609 Long DBT CORP US Y 2 2043-01-15 Fixed 4.75000000 N N N N N N GS Mortgage-Backed Securities 254900R6PO5A0PCKSU63 36271RAA4 11573717.97000000 PA USD 11662167.79000000 0.117958018838 Long ABS-MBS CORP US N 2 2055-05-25 Variable 5.56800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7TB2 2915.66000000 PA USD 2943.41000000 0.000029771378 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 91830000.00000000 PA USD 90108187.50000000 0.911407164602 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMCR4 509921.44000000 PA USD 464639.44000000 0.004699636362 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Merrill Lynch Mortgage Investo N/A 5899292D9 49195.86000000 PA USD 49322.87000000 0.000498880494 Long ABS-O CORP US N 2 2034-06-25 Floating 6.32121000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV4Y8 33448.54000000 PA USD 32163.51000000 0.000325320642 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKXM7 150600.74000000 PA USD 128881.31000000 0.001303581312 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCB4 524000.00000000 PA USD 476456.96000000 0.004819165705 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296YEC2 21978.63000000 PA USD 22022.28000000 0.000222746282 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAB0 1883000.00000000 PA USD 1652652.61000000 0.016715899754 Long DBT CORP MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 62094000.00000000 PA USD 55369705.42000000 0.560041741176 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV82 60508954.83000000 PA USD 51581614.91000000 0.521726767511 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N STATE OF MINAS GERAIS N/A 000000000 3247500.00000000 PA USD 3247759.80000000 0.032849751312 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003EAJ5 8900000.00000000 PA USD 8909279.14000000 0.090113685170 Long ABS-MBS CORP US N 2 2031-05-15 Floating 8.36548000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413MUF2 818.89000000 PA USD 844.44000000 0.000008541162 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 6.28000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PES7 2765000.00000000 PA USD 2791772.29000000 0.028237625654 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAS7 590000.00000000 PA USD 470574.02000000 0.004759662192 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNS0 168043.39000000 PA USD 161778.38000000 0.001636321611 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05493MAE4 31900000.00000000 PA USD 28697871.62000000 0.290267139190 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.04300000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAU4 200000.00000000 PA USD 204700.00000000 0.002070456101 Long DBT NUSS MX N 2 2028-02-09 Fixed 5.40000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 12716000.00000000 PA USD 13632950.76000000 0.137891676018 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SCA3 1119.65000000 PA USD 1116.00000000 0.000011287879 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202F3P9 835.86000000 PA USD 841.38000000 0.000008510211 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BU7 1160000.00000000 PA USD 1043877.39000000 0.010558389405 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46645WAU7 41426000.00000000 PA USD 39354700.00000000 0.398056564402 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.24750000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAC8 4536000.00000000 PA USD 4431127.68000000 0.044819029511 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N MISSOURI ST HLTH & EDUCTNL FAC 549300IWTBCMX5JB3277 60636AVL4 5000000.00000000 PA USD 3556592.94000000 0.035973471190 Long DBT MUN US N 2 2050-05-15 Fixed 3.22900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9RA1 231025.86000000 PA USD 225944.25000000 0.002285332931 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FMC7 10159.72000000 PA USD 10453.53000000 0.000105733145 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MS27 7228.31000000 PA USD 7406.17000000 0.000074910355 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FVEE8 30441631.14000000 PA USD 1490084.36000000 0.015071588933 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.36291800 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 2080000.00000000 PA USD 2033440.97000000 0.020567417015 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 26283000.00000000 PA USD 26411539.68000000 0.267141834281 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 18539.77000000 PA USD 15974.85000000 0.000161579021 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411ARB3 1391.20000000 PA USD 1462.01000000 0.000014787628 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Bank5 N/A 06211CAG0 12500000.00000000 PA USD 13139553.75000000 0.132901168691 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.65600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FQT23 25693.90000000 PA USD 24895.41000000 0.000251806807 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 6530000.00000000 PA USD 5959942.54000000 0.060282361484 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 78795000.00000000 PA USD 73940890.01000000 0.747881616331 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ME8 15620000.00000000 PA USD 15479181.74000000 0.156565541172 Long DBT CORP US N 2 2030-03-20 Fixed 3.98000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 93364AAB8 1354057.96000000 PA USD 1194644.85000000 0.012083340100 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.79927000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 9935000.00000000 PA USD 10326180.38000000 0.104445057018 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 4270000.00000000 PA USD 4518651.79000000 0.045704299797 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE82 11451596.80000000 PA USD 11659457.60000000 0.117930606383 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH6N1 347678.56000000 PA USD 287121.19000000 0.002904112455 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NDR6 755994.72000000 PA USD 713315.82000000 0.007214895416 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 2087000.00000000 PA USD 2062331.66000000 0.020859634433 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDW0 5592459.77000000 PA USD 5335799.42000000 0.053969411162 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAXP7 30551.90000000 PA USD 30546.03000000 0.000308960499 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3H4 29940000.00000000 PA USD 33156069.80000000 0.335359975649 Long DBT CORP US N 2 2034-10-23 Fixed 6.49100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179R7J2 24299.69000000 PA USD 22638.85000000 0.000228982633 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FMB9 56801.63000000 PA USD 57203.11000000 0.000578585872 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.50000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 400000.00000000 PA USD 375124.00000000 0.003794224594 Long DBT CORP IN N 2 2031-05-16 Fixed 3.35000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 1220000.00000000 PA USD 1147977.79000000 0.011611322030 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 16045.79000000 PA USD 16864.91000000 0.000170581611 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEKJ7 9260.37000000 PA USD 8794.66000000 0.000088954359 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HVC5 2049.81000000 PA USD 2126.19000000 0.000021505535 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ4A3 109548.44000000 PA USD 110226.11000000 0.001114891655 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UML3 163140.78000000 PA USD 156457.08000000 0.001582498856 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617G85D1 5794.89000000 PA USD 5802.47000000 0.000058689591 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGGV5 517296.71000000 PA USD 438851.55000000 0.004438802488 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 3143310.13000000 PA USD 2425324.19000000 0.024531154211 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 405000.00000000 PA USD 404044.26000000 0.004086741100 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AWT1 191971.21000000 PA USD 182599.30000000 0.001846916633 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNF9 565820.35000000 PA USD 566887.45000000 0.005733832826 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDU4 56993523.95000000 PA USD 54392155.43000000 0.550154226074 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AVT51 14488.15000000 PA USD 14446.15000000 0.000146116851 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Bank5 N/A 06211EAF8 10000000.00000000 PA USD 10564609.00000000 0.106856664205 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.72400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 16350000.00000000 PA USD 15445714.20000000 0.156227030804 Long DBT CORP FR Y 2 2029-09-15 Fixed 2.15900000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEZ5 1480000.00000000 PA USD 1503529.91000000 0.015207585128 Long DBT CORP US N 2 2029-10-06 Fixed 4.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5H73 6865.08000000 PA USD 6184.84000000 0.000062557106 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N BMO Mortgage Trust N/A 05602QAY9 2600000.00000000 PA USD 2672723.82000000 0.027033499464 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 5.31260000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7DB7 22240.06000000 PA USD 21146.76000000 0.000213890758 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNR2 1329959.06000000 PA USD 1239287.72000000 0.012534884324 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNB0 61863.84000000 PA USD 56592.74000000 0.000572412231 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBL4 1610000.00000000 PA USD 1584058.39000000 0.016022097501 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFNE3 2609.83000000 PA USD 2625.08000000 0.000026551601 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWFU3 342652.62000000 PA USD 335020.32000000 0.003388592406 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EEU9 1545.82000000 PA USD 1580.92000000 0.000015990353 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 5.00000000 N N N N N N Fannie Mae - CAS N/A 20755CAA6 542745.36000000 PA USD 543660.10000000 0.005498897758 Long ABS-MBS CORP US N 2 2043-10-25 Floating 5.37419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7A82 286976.00000000 PA USD 279247.37000000 0.002824472012 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.00000000 N N N N N N DIGICEL INTL FIN LTD Common Equity N/A 000000000 313445.00000000 NS USD 5602829.38000000 0.056670309110 Long EC CORP US N 2 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178EDG1 11543.64000000 PA USD 10607.40000000 0.000107289477 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAA2 2251000.00000000 PA USD 2241163.13000000 0.022668441019 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CGZ2 73754.59000000 PA USD 70049.25000000 0.000708519282 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 300000.00000000 PA USD 225571.67000000 0.002281564437 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHK97 215981.78000000 PA USD 211276.04000000 0.002136970034 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 14673044.57000000 PA USD 11973037.83000000 0.121102341119 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 29185000.00000000 PA USD 30625835.21000000 0.309767695996 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N Ford Credit Auto Owner Trust/F N/A 345340AC7 1522000.00000000 PA USD 1510301.91000000 0.015276081116 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.91000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W2W7 1505403.31000000 PA USD 1382401.44000000 0.013982420596 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAXQ5 11001.63000000 PA USD 11017.64000000 0.000111438885 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C4X9 445608.90000000 PA USD 441849.95000000 0.004469130067 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAYT8 83458.49000000 PA USD 82377.55000000 0.000833214953 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.00000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAH2 645000.00000000 PA USD 646904.00000000 0.006543167238 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGD2 419027.71000000 PA USD 422053.21000000 0.004268894204 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UXH0 198706.83000000 PA USD 176410.52000000 0.001784319675 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FP7A1 31025.67000000 PA USD 30865.61000000 0.000312192919 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AASV8 158748.32000000 PA USD 13068.96000000 0.000132187142 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TUE3 142521.06000000 PA USD 147319.51000000 0.001490076103 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AQL5 2550.41000000 PA USD 2525.69000000 0.000025546312 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 35937.17000000 0.000363489657 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 STANDARD CHARTERED BK/NY Standard Chartered Bank/New York Y Default Event 2026-12-20 35282.19000000 USD 0.00000000 USD 4440000.00000000 USD 654.98000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 4554000.00000000 PA USD 4549644.88000000 0.046017782124 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SEH6 1709496.63000000 PA USD 1592295.97000000 0.016105417226 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHBB7 40859.57000000 PA USD 42018.57000000 0.000425000511 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179Q6Q9 1091231.26000000 PA USD 1054977.98000000 0.010670667296 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.00000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBA8 24515000.00000000 PA USD 24894751.56000000 0.251800147825 Long DBT CORP US N 2 2028-01-11 Fixed 5.00000000 N N N N N N LOS ANGELES CA DEPT OF ARPTS N/A 544435C32 4270000.00000000 PA USD 4602899.52000000 0.046556430851 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 8620000.00000000 PA USD 8413033.26000000 0.085094362698 Long DBT CORP US N 2 N/A Fixed 3.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPW34 6451.16000000 PA USD 6822.71000000 0.000069008898 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632PA3 2205000.00000000 PA USD 1840968.25000000 0.018620634810 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 2800000.00000000 PA USD 2849490.56000000 0.028821422158 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GA78 868.88000000 PA USD 878.18000000 0.000008882428 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 1855000.00000000 PA USD 1673476.83000000 0.016926528154 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202E7H6 38714.64000000 PA USD 39833.80000000 0.000402902463 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9ER8 33007.13000000 PA USD 33291.27000000 0.000336727469 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F0T87 28837.94000000 PA USD 27459.71000000 0.000277743644 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N BPR Trust N/A 05592AAG5 11000000.00000000 PA USD 10986640.50000000 0.111125338822 Long ABS-MBS CORP US N 2 2038-09-15 Floating 5.01548000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGF3 133772.26000000 PA USD 137613.29000000 0.001391901689 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.50000000 N N N N N N Regional Management Issuance T N/A 75907DAA5 711187.23000000 PA USD 710202.59000000 0.007183406378 Long ABS-O CORP US Y 2 2032-03-15 Fixed 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ST9 1656523.05000000 PA USD 1579610.70000000 0.015977110950 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDX1 63240000.00000000 PA USD 66611774.11000000 0.673750630826 Long DBT CORP US N 2 2029-10-23 Fixed 6.08700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W3Y2 530845.54000000 PA USD 484171.33000000 0.004897193377 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGE0 163828.00000000 PA USD 168469.81000000 0.001704002667 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PET1 151000.00000000 PA USD 162164.94000000 0.001640231506 Long DBT NUSS DO Y 2 2031-02-03 Fixed 7.05000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP67 123452.08000000 PA USD 120077.59000000 0.001214535314 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 400000.00000000 PA USD 350606.00000000 0.003546235133 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743820AC6 19125000.00000000 PA USD 19706478.60000000 0.199322905980 Long DBT CORP US N 2 2033-10-01 Fixed 5.40300000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AYLH1 1070518.55000000 PA USD 910162.49000000 0.009205918322 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N GS Mortgage-Backed Securities N/A 362954AH2 30552.67000000 PA USD 30165.31000000 0.000305109673 Long ABS-MBS CORP US N 2 2064-01-25 None 0.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 4058000.00000000 PA USD 4104667.00000000 0.041517014334 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403CXV8 4646.45000000 PA USD 4869.98000000 0.000049257839 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XLH7 721226.93000000 PA USD 722401.84000000 0.007306796762 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4XY6 168594.87000000 PA USD 165078.44000000 0.001669700358 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 319000.00000000 PA USD 252331.84000000 0.002552232524 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N Wells Fargo Commercial Mortgag N/A 95000TBR6 3397010.13000000 PA USD 3362698.29000000 0.034012306749 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.37400000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 260159.29000000 PA USD 260890.34000000 0.002638798222 Long ABS-MBS CORP US N 2 2034-01-25 Floating 5.52419000 N N N N N N Morgan Stanley Residential Mor N/A 61772LBL4 113395.27000000 PA USD 93988.01000000 0.000950649969 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Countrywide Home Loans N/A 12669GYY1 188492.73000000 PA USD 168679.90000000 0.001706127641 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.44621000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595XAS2 4845000.00000000 PA USD 4827266.82000000 0.048825813583 Long ABS-MBS CORP US Y 2 2051-08-15 Fixed 3.95850000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 46128MAN1 1557000.00000000 PA USD 1471131.45000000 0.014879888063 Long DBT CORP CL N 2 2030-01-13 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 110470.47000000 PA USD 94944.50000000 0.000960324471 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N BLP Commercial Mortgage Trust N/A 05625BAA7 17542718.93000000 PA USD 17466036.20000000 0.176661754847 Long ABS-MBS CORP US N 2 2042-03-15 Floating 4.95012000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7J8 816038.79000000 PA USD 756957.58000000 0.007656313825 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG3C1 524781.69000000 PA USD 525239.48000000 0.005312580781 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193NX21 24630.02000000 PA USD 22672.79000000 0.000229325922 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QWH0 5073.63000000 PA USD 4747.02000000 0.000048014150 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNB93 1159647.95000000 PA USD 1090420.50000000 0.011029153772 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERY20 207422.57000000 PA USD 202216.51000000 0.002045336623 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPW42 11612.32000000 PA USD 12281.49000000 0.000124222207 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258YBF4 6890000.00000000 PA USD 6485773.35000000 0.065600923325 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.65840000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380H5W8 10426.23000000 PA USD 9625.67000000 0.000097359683 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179N5V6 1160.49000000 PA USD 1089.10000000 0.000011015797 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FR83 85621.35000000 PA USD 79161.09000000 0.000800681786 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A4PV4 6815824.22000000 PA USD 6499217.53000000 0.065736905663 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVW31 19086.35000000 PA USD 18882.60000000 0.000190989713 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 1595000.00000000 PA USD 1462909.59000000 0.014796727339 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMFD2 106204.03000000 PA USD 100316.48000000 0.001014659834 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKGW0 20389.38000000 PA USD 19972.65000000 0.000202015119 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBE0 4300000.00000000 PA USD 3836235.11000000 0.038801936442 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.68500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CP3 25530000.00000000 PA USD 26524876.02000000 0.268288184631 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LKD6 35985.80000000 PA USD 37639.53000000 0.000380708327 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 6.20300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DSF7 18658.40000000 PA USD 19575.30000000 0.000197996088 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 93000.00000000 PA USD 92669.32000000 0.000937311963 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AJXT4 3722.81000000 PA USD 3806.31000000 0.000038499256 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANTU8 29414.26000000 PA USD 24014.85000000 0.000242900306 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMK3 124135.78000000 PA USD 125355.30000000 0.001267917175 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 2100000.00000000 PA USD 2186492.87000000 0.022115473880 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 4786000.00000000 PA USD 4956103.05000000 0.050128938929 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N GS Mortgage Securities Trust N/A 36258RAZ6 12000000.00000000 PA USD 11031354.00000000 0.111577597439 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.12450000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDT2 412000.00000000 PA USD 416120.00000000 0.004208882232 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLPR1 2050226.71000000 PA USD 1754549.84000000 0.017746548223 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C4H2 1976.62000000 PA USD 2031.85000000 0.000020551325 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 4534000.00000000 PA USD 4418067.89000000 0.044686935120 Long ABS-O CORP US N 2 2031-11-20 Fixed 1.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SEG8 126786.11000000 PA USD 115388.50000000 0.001167107102 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAG4 410000.00000000 PA USD 413137.63000000 0.004178716789 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAQ3 194000.00000000 PA USD 202157.37000000 0.002044738447 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ABF4 191988.15000000 PA USD 183342.17000000 0.001854430456 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Starwood Mortgage Residential N/A 85573EAA5 389423.25000000 PA USD 373094.89000000 0.003773700983 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.02700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AMK84 4494.88000000 PA USD 4558.49000000 0.000046107246 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VFV6 13819.65000000 PA USD 14512.22000000 0.000146785121 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 7.00000000 N N N N N N COLORADO INT GAS CO/ISS N/A 196500AA0 7555000.00000000 PA USD 7546284.30000000 0.076327554331 Long DBT CORP US N 2 2026-08-15 Fixed 4.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36212PBH4 19538.31000000 PA USD 18264.19000000 0.000184734751 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9ZQ6 3086.97000000 PA USD 3051.38000000 0.000030863450 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJF6 9369.87000000 PA USD 9810.49000000 0.000099229061 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBQ5 23190000.00000000 PA USD 24468638.59000000 0.247490190821 Long DBT CORP US N 2 2028-11-01 Fixed 6.20000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AE5 4880000.00000000 PA USD 5157742.26000000 0.052168436402 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312941UZ8 98070.30000000 PA USD 100967.70000000 0.001021246656 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 25020000.00000000 PA USD 26514081.95000000 0.268179007063 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAX2 7507937.63000000 PA USD 7467460.84000000 0.075530287533 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.39900000 N N N N N N SFS Auto Receivables Securitiz N/A 78435VAD4 600000.00000000 PA USD 609278.04000000 0.006162596166 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.94000000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAB0 555000.00000000 PA USD 578778.14000000 0.005854102253 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N BPR Trust N/A 05610WAA8 16700000.00000000 PA USD 17428818.06000000 0.176285308706 Long ABS-MBS CORP US N 2 2038-10-05 Variable 6.89900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CP7 2300000.00000000 PA USD 2425125.04000000 0.024529139891 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VJD5 145645.82000000 PA USD 131158.31000000 0.001326612228 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EHE2 3010.90000000 PA USD 3086.68000000 0.000031220495 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 5603000.00000000 PA USD 5109400.14000000 0.051679475790 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4N9 3302489.02000000 PA USD 3154886.06000000 0.031910371724 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAC8 690000.00000000 PA USD 525712.56000000 0.005317365791 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 10400000.00000000 PA USD 9525817.60000000 0.096349717491 Long DBT CORP ES N 2 2032-11-22 Fixed 3.22500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCC4 52570000.00000000 PA USD 53809495.46000000 0.544260860711 Long DBT CORP FR N 2 2029-04-13 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 2335000.00000000 PA USD 2428765.26000000 0.024565959215 Long DBT CORP US N 2 2035-02-13 Fixed 5.82700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BHQL3 90921.28000000 PA USD 91164.33000000 0.000922089610 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XLK0 1360430.24000000 PA USD 1397564.23000000 0.014135785965 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAY6 10870000.00000000 PA USD 11196969.60000000 0.113252730949 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YYU5 8776.34000000 PA USD 8829.73000000 0.000089309078 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCVQ6 124550.88000000 PA USD 112248.32000000 0.001135345476 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGJH8 303241.65000000 PA USD 287616.82000000 0.002909125548 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 24400000.00000000 PA USD 26119396.38000000 0.264186925253 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N Ellington Financial Mortgage T N/A 31573TAC2 24376.82000000 PA USD 23711.95000000 0.000239836597 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N BENCHMARK Mortgage Trust N/A 08162LAC4 7400000.00000000 PA USD 6474943.76000000 0.065491386487 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 2.68660000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288ALH6 28.79000000 PA USD 29.60000000 0.000000299391 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -41290.04000000 -0.00041763173 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 1353.98000000 USD 0.00000000 USD -3000000.00000000 USD -42644.02000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBU9 17621577.63000000 PA USD 17299844.10000000 0.174980790277 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.50000000 N N N N N N SALMON RIVER EXPORT 635400HXNVZNGIVYA797 79547UAA5 24509.71000000 PA USD 24218.82000000 0.000244963378 Long DBT CORP US N 2 2026-09-15 Fixed 2.19300000 N N N N N N BAYCARE HEALTH SYSTEM 1H90SRZU22X0SF1UZR52 072722AE1 1411000.00000000 PA USD 1083610.19000000 0.010960270295 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N Onslow Bay Financial LLC 254900NDJVO62R77II89 67121LAA4 9299655.46000000 PA USD 9375202.14000000 0.094826304213 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.45300000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBU8 1760000.00000000 PA USD 1553942.58000000 0.015717488500 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N BPR Trust N/A 05610WAG5 665000000.00000000 PA USD 4241769.00000000 0.042903744536 Long ABS-MBS CORP US N 2 2027-12-05 Variable 0.35523800 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AV9 2120000.00000000 PA USD 1619962.26000000 0.016385250343 Long DBT CORP US N 2 2047-09-15 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2S7 2330.79000000 PA USD 2418.09000000 0.000024457983 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410K3K8 1527.53000000 PA USD 1615.60000000 0.000016341127 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Santander Mortgage Asset Recei 254900WEZWXJLYHMU869 802650AB7 9770549.17000000 PA USD 9775789.12000000 0.098878076352 Long ABS-MBS CORP US N 2 2055-09-25 Variable 5.03600000 N N N N N N Woodward Capital Management N/A 749427AA8 11614848.01000000 PA USD 11729901.21000000 0.118643114454 Long ABS-MBS CORP US N 2 2045-01-25 Variable 5.65300000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKK4 700000.00000000 PA USD 710002.51000000 0.007181382651 Long ABS-MBS CORP US N 2 2041-09-25 Floating 7.22419000 N N N N N N BPR Trust N/A 05592AAL4 7960000.00000000 PA USD 7950326.21000000 0.080414271663 Long ABS-MBS CORP US N 2 2038-09-15 Floating 6.21548000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGH56 2024.48000000 PA USD 2052.00000000 0.000020755133 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296XZ64 2869.57000000 PA USD 2938.99000000 0.000029726672 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BL89 245083.86000000 PA USD 259196.31000000 0.002621663807 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89180FCD1 3645312.21000000 PA USD 3544099.75000000 0.035847107724 Long ABS-MBS CORP US N 2 2068-07-25 Variable 2.25000000 N N N N N N GoodLeap Home Improvement Solu N/A 38237EAA2 20079806.93000000 PA USD 20361474.41000000 0.205947918541 Long ABS-O CORP US N 2 2049-02-20 Fixed 5.38000000 N N N N N N Bank N/A 06650AAD9 5465915.95000000 PA USD 5389477.85000000 0.054512346349 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.22900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9AA8 1964.33000000 PA USD 1922.24000000 0.000019442665 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.00000000 N N N N N N UNIVERSITY OF PENNSYLVAN 549300FG60YK9HZ7DS75 91481CAC4 100000.00000000 PA USD 63788.11000000 0.000645190432 Long DBT CORP US N 2 2119-02-15 Fixed 3.61000000 N N N N N N UNITED AIR 2016-1 AA PTT N/A 90931LAA6 840805.18000000 PA USD 819130.23000000 0.008285164545 Long DBT CORP US N 2 2028-07-07 Fixed 3.10000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAL8 9760000.00000000 PA USD 9772150.22000000 0.098841270379 Long ABS-MBS CORP US N 2 2038-04-15 Floating 6.46544200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 14701258.06000000 PA USD 12535659.40000000 0.126793026329 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GPV2 20196.90000000 PA USD 18664.44000000 0.000188783115 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AMF2 1491.86000000 PA USD 1476.79000000 0.000014937121 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138XMF54 90412.48000000 PA USD 88087.04000000 0.000890964090 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBN4 405000.00000000 PA USD 403844.10000000 0.004084716564 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 40795000.00000000 PA USD 37464236.56000000 0.378935306152 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 200000.00000000 PA USD 191688.00000000 0.001938845086 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENHB8 1221758.85000000 PA USD 1169424.32000000 0.011828244838 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.50000000 N N N N N N Pretium Mortgage Credit Partne N/A 69392CAA2 8191760.31000000 PA USD 7891343.88000000 0.079817689714 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.07500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179T7L3 269738.01000000 PA USD 267601.17000000 0.002706675501 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681LAE0 200000.00000000 PA USD 198270.00000000 0.002005419302 Long DBT CORP SG N 2 2027-09-18 Fixed 3.50000000 N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 37310PAB7 188000.00000000 PA USD 165128.69000000 0.001670208616 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAD0 870058.06000000 PA USD 87.01000000 0.000000880070 Long DBT CORP BM Y 2 2030-12-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8AF2 19013.62000000 PA USD 18022.54000000 0.000182290561 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N SOUTHERN GAS CORRIDOR 213800DG58KG59XY6318 000000000 200000.00000000 PA USD 200944.00000000 0.002032465709 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ASE9 14653.49000000 PA USD 14767.32000000 0.000149365353 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 2650000.00000000 PA USD 2844264.94000000 0.028768567166 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHP8 21731332.54000000 PA USD 21764774.45000000 0.220141719859 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAX7 19910000.00000000 PA USD 19120009.03000000 0.193391008083 Long DBT CORP JP N 2 2030-07-16 Fixed 3.15300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 12880000.00000000 PA USD 13251898.33000000 0.134037487798 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VJB9 89487.96000000 PA USD 80670.84000000 0.000815952285 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DGM6 2056.08000000 PA USD 2141.70000000 0.000021662412 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20754KAF8 160000.00000000 PA USD 163092.29000000 0.001649611269 Long ABS-MBS CORP US N 2 2041-11-25 Floating 7.17419000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395KXA6 80362.34000000 PA USD 82580.83000000 0.000835271047 Long ABS-MBS USGSE US N 2 2034-09-15 Fixed 5.00000000 N N N N N N World Omni Auto Receivables Tr N/A 98164JAF1 2010000.00000000 PA USD 2028095.83000000 0.020513353128 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.03000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MCZ1 12285.61000000 PA USD 11613.31000000 0.000117463842 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BBA0 1395000.00000000 PA USD 1347657.61000000 0.013631001080 Long ABS-MBS CORP US N 2 2051-04-10 Variable 4.19500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCA8 1396667.65000000 PA USD 1294325.65000000 0.013091570294 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 6075000.00000000 PA USD 4567148.22000000 0.046194821192 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust N/A 36251PAC8 6644465.72000000 PA USD 6597767.09000000 0.066733693830 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.59200000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001MAE0 5799289.24000000 PA USD 5728872.53000000 0.057945183604 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C6U0 1586.68000000 PA USD 1658.88000000 0.000016778887 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF2Z8 10689.11000000 PA USD 10141.55000000 0.000102577596 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417HBY9 104652.69000000 PA USD 99727.88000000 0.001008706388 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HH3 13195000.00000000 PA USD 11162464.76000000 0.112903728719 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHQ6 191637.77000000 PA USD 195116.32000000 0.001973521129 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N BPR Trust N/A 05592AAJ9 2650000.00000000 PA USD 2646780.52000000 0.026771093681 Long ABS-MBS CORP US N 2 2038-09-15 Floating 5.56548000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TLV5 88651.13000000 PA USD 90565.77000000 0.000916035422 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 3260000.00000000 PA USD 2941857.64000000 0.029755677089 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N Invitation Homes Trust N/A 46188DAC2 8500000.00000000 PA USD 8277947.70000000 0.083728027955 Long ABS-O CORP US N 2 2041-09-17 Fixed 4.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AU2 11415000.00000000 PA USD 11071229.02000000 0.111980916826 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 4361000.00000000 PA USD 4590964.54000000 0.046435713449 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHFB3 105093.40000000 PA USD 103031.39000000 0.001042120029 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLV5 215512.25000000 PA USD 185984.72000000 0.001881158760 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 50209.11000000 PA USD 42867.94000000 0.000433591538 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140GQ4E3 47313.54000000 PA USD 44614.36000000 0.000451255856 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7J5 33086.61000000 PA USD 32200.98000000 0.000325699636 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAB8 17183990.40000000 PA USD 16950494.34000000 0.171447261493 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.16400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 67755.39000000 PA USD 60526.07000000 0.000612196242 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWH8 38685.40000000 PA USD 40948.72000000 0.000414179419 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 500000.00000000 PA USD 481850.00000000 0.004873714081 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 4973000.00000000 PA USD 5077341.76000000 0.051355218494 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N arbor multifamily mortgage sec N/A 03881VAJ8 3000000.00000000 PA USD 2711942.10000000 0.027430176197 Long ABS-MBS CORP US N 2 2054-06-15 Fixed 2.51330000 N N N N N N Towd Point Mortgage Trust N/A 89183CAA3 1599202.36000000 PA USD 1607880.27000000 0.016263045995 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.84800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPE8 22155.81000000 PA USD 20874.63000000 0.000211138275 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 5305000.00000000 PA USD 5343741.65000000 0.054049743544 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RUW7 8343.89000000 PA USD 8723.42000000 0.000088233796 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N GS Mortgage-Backed Securities N/A 362954AR0 28278910.85000000 PA USD 25274109.73000000 0.255637199304 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.38997300 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAP9 6760000.00000000 PA USD 5560724.19000000 0.056244432473 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 1025000.00000000 PA USD 959115.44000000 0.009701057228 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 950000.00000000 PA USD 977869.08000000 0.009890742564 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2AX7 260723.19000000 PA USD 252724.88000000 0.002556207961 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12597BAT6 1371000.00000000 PA USD 1298714.03000000 0.013135956948 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.76280000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M74W3 40937.20000000 PA USD 41289.04000000 0.000417621615 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F2LJ3 800000.00000000 PA USD 792570.32000000 0.008016522006 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAF7 1575000.00000000 PA USD 1165711.24000000 0.011790688565 Long DBT CORP US N 2 2047-10-01 Fixed 3.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617MVHU2 1187087.61000000 PA USD 1094198.30000000 0.011067364662 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 2705000.00000000 PA USD 2506030.21000000 0.025347462328 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAA2 1310000.00000000 PA USD 1033230.76000000 0.010450703132 Long DBT CORP US N 2 2048-05-01 Fixed 3.64700000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAD0 16449263.20000000 PA USD 15635024.67000000 0.158141828154 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.65700000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAH3 405000.00000000 PA USD 421423.11000000 0.004262521003 Long DBT CORP US N 2 2041-01-15 Fixed 5.85000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AE7 985000.00000000 PA USD 1044131.01000000 0.010560954666 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TZ73 95712.39000000 PA USD 96957.24000000 0.000980682506 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137HBFZ2 116912413.55000000 PA USD 2198163.82000000 0.022233520727 Long ABS-MBS USGSE US N 2 2028-12-25 Variable 0.69027700 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBB4 7920000.00000000 PA USD 7561894.03000000 0.076485440314 Long DBT CORP JP N 2 2029-01-22 Fixed 2.71000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 2990000.00000000 PA USD 3051673.16000000 0.030866415796 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N Citigroup Commercial Mortgage N/A 17328FAV7 6000000.00000000 PA USD 5677120.20000000 0.057421730124 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 2.62000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AY2 750000.00000000 PA USD 573131.40000000 0.005796987806 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CK4 9328000.00000000 PA USD 9604219.79000000 0.097142723318 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 1400000.00000000 PA USD 1396451.70000000 0.014124533182 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JQTQ6 3518548.46000000 PA USD 3166040.36000000 0.032023192870 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AUWP5 4889.77000000 PA USD 4879.65000000 0.000049355647 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 37550000.00000000 PA USD 33576379.38000000 0.339611233755 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139W35 552000.00000000 PA USD 666346.95000000 0.006739824661 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N Angel Oak Mortgage Trust N/A 03465AAD1 385000.00000000 PA USD 331079.40000000 0.003348731625 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.80500000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 2200000.00000000 PA USD 2238695.36000000 0.022643480543 Long ABS-MBS CORP US N 2 2041-10-25 Floating 7.27419000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8UV4 45415.88000000 PA USD 46757.73000000 0.000472935160 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -66891.32000000 -0.00067657812 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD -67314.09000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W2X5 4896542.64000000 PA USD 4665492.81000000 0.047189536172 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QL6V3 3622747.47000000 PA USD 3117940.36000000 0.031536681202 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBA5 1505000.00000000 PA USD 1589056.13000000 0.016072647580 Long DBT CORP US N 2 2031-04-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312936NA1 167362.33000000 PA USD 169006.51000000 0.001709431166 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 373572.17000000 PA USD 377185.12000000 0.003815071973 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9D25 1811.17000000 PA USD 1864.61000000 0.000018859761 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVC3 9549228.27000000 PA USD 8157615.99000000 0.082510922321 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWF2 1004.95000000 PA USD 1050.72000000 0.000010627599 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 37259228.18000000 PA USD 28779259.60000000 0.291090345052 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N Highbridge Loan Management Ltd 54930067MZ9NV8B3SZ80 44331DAQ2 207135.84000000 PA USD 207061.27000000 0.002094339373 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 4.96454000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCD2 571825.29000000 PA USD 581140.07000000 0.005877992201 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.00000000 N N N N N N TFS_18-3-A1 N/A 000000000 3853929.06000000 PA 3396853.07000000 0.034357768267 Long ABS-MBS CORP LU N 3 2026-03-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSD8 51662.62000000 PA USD 54012.81000000 0.000546317303 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 081915AB6 18420000.00000000 PA USD 19270600.60000000 0.194914179724 Long ABS-MBS CORP US N 2 2057-12-15 Fixed 5.73845000 N N N N N N Laurel Road Prime Student Loan N/A 51888JAA6 1396305.55100000 PA USD 1367661.74000000 0.013833334607 Long ABS-O CORP US N 2 2043-08-25 Variable 0.01000000 N N N N N N Radnor Re LTD 254900JO0CMUL2VM8206 75049GAB5 1513927.44000000 PA USD 1529804.75000000 0.015473344301 Long ABS-MBS CORP BM Y 2 2031-11-25 Floating 7.57419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGWH3 37374.44000000 PA USD 35355.89000000 0.000357610249 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691EAZ8 1229492.21000000 PA USD 1218203.75000000 0.012321628661 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.33700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MP6E6 813716.96000000 PA USD 754126.12000000 0.007627674774 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928RAB2 250000.00000000 PA USD 243437.50000000 0.002462269942 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178WP45 4633.46000000 PA USD 4239.75000000 0.000042883323 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGCB8 370029.77000000 PA USD 372394.58000000 0.003766617636 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NF94 1054.42000000 PA USD 1061.93000000 0.000010740984 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 4.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDD4 5495000.00000000 PA USD 5513145.59000000 0.055763194551 Long DBT CORP GB N 2 2029-11-11 Fixed 4.47600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWG0 2163.74000000 PA USD 2258.63000000 0.000022845111 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 12696000.00000000 PA USD 12438373.14000000 0.125809015920 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5BP6 9735.15000000 PA USD 9528.07000000 0.000096372499 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 4800000.00000000 PA USD 4130612.60000000 0.041779443381 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AYFE1 2793.08000000 PA USD 2864.44000000 0.000028972629 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 5001000.00000000 PA USD 3228919.05000000 0.032659184894 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSL84 14331.02000000 PA USD 14137.27000000 0.000142992657 Long ABS-MBS USGSE US N 2 2046-10-15 Floating 4.59833000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AX44 26951.69000000 PA USD 27134.99000000 0.000274459235 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AJ4 42000.00000000 PA USD 43294.96000000 0.000437910669 Long DBT CORP US N 2 2028-09-01 Fixed 5.62500000 N N N N N N SMB Private Education Loan Tru N/A 78449UAB4 356464.79000000 PA USD 346380.97000000 0.003503500697 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AQ2 510000.00000000 PA USD 487827.35000000 0.004934172512 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMFP5 292044.34000000 PA USD 251106.58000000 0.002539839524 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UCE0 1110.48000000 PA USD 1143.71000000 0.000011568155 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A26L1 54388.54000000 PA USD 50138.28000000 0.000507128029 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N AUTONATION INC N/A 05329WAS1 2435000.00000000 PA USD 2151635.94000000 0.021762910405 Long DBT CORP US N 2 2031-08-01 Fixed 2.40000000 N N N N N N Onslow Bay Financial LLC 254900KNWDG7C03UTA13 67449BAA1 16282233.96000000 PA USD 16414229.15000000 0.166023160201 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.41800000 N N N N N N Aran Funding 2025-1 DAC 2138002VH4UM6YKQCN70 000000000 6870226.46000000 PA 8072913.20000000 0.081654188524 Long ABS-MBS CORP IE N 2 2065-12-24 Floating 3.02600000 N N N N N N NYU LANGONE HOSPITALS 254900A1087KNNZSNH72 62952EAE7 9810000.00000000 PA USD 8576891.17000000 0.086751717898 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBL3 27234.15000000 PA USD 27465.47000000 0.000277801904 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JNNV3 1374.67000000 PA USD 1415.86000000 0.000014320840 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 6.36100000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CJ6 3660000.00000000 PA USD 3450507.87000000 0.034900464447 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M96X5 51309.88000000 PA USD 50144.28000000 0.000507188717 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400FZ1 1320000.00000000 PA USD 1123073.41000000 0.011359424494 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSJ5 483703.04000000 PA USD 416002.57000000 0.004207694476 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N MMAF Equipment Finance LLC N/A 55316EAE2 5082449.13000000 PA USD 5045285.25000000 0.051030980112 Long ABS-O CORP US N 2 2041-11-12 Fixed 2.29000000 N N N N N N Ameriquest Mortgage Securities N/A 03072SNR2 85473.60000000 PA USD 85230.23000000 0.000862068635 Long ABS-O CORP US N 2 2034-02-25 Floating 4.44621000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6WY3 1211389.58000000 PA USD 1173526.63000000 0.011869738012 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VSG6 1211057.67000000 PA USD 1046336.92000000 0.010583266536 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.50000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAP6 716000.00000000 PA USD 741822.16000000 0.007503225292 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UPD8 145393.25000000 PA USD 149488.29000000 0.001512012418 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36181BV56 4989.60000000 PA USD 4656.41000000 0.000047097667 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M1EN4 17165.59000000 PA USD 16377.29000000 0.000165649535 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36230Q6G8 25797.67000000 PA USD 24091.34000000 0.000243673971 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 5353000.00000000 PA USD 4811156.77000000 0.048662867069 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 50770000.00000000 PA USD 45479682.56000000 0.460008237642 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N AUTONATION INC N/A 05329WAQ5 805000.00000000 PA USD 812686.84000000 0.008219992312 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N KINROSS GOLD CORP 254900O9KHF2A1ZXPT47 496902AT4 48540000.00000000 PA USD 52991695.63000000 0.535989152612 Long DBT CORP CA N 2 2033-07-15 Fixed 6.25000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 20000000.00000000 PA USD 20003330.00000000 0.202325435498 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP2D8 42041.49000000 PA USD 38974.04000000 0.000394206345 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402C4F6 2331.48000000 PA USD 2360.06000000 0.000023871033 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMBM1 4000111.10000000 PA USD 4053188.17000000 0.040996327194 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.80419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWFW2 6960.91000000 PA USD 6615.96000000 0.000066917707 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HQBB7 11092.04000000 PA USD 10356.65000000 0.000104753244 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N METHODIST HOSPITAL/THE 549300Y1E42JLBRENF23 591539AA9 3325000.00000000 PA USD 2050747.25000000 0.020742462902 Long DBT CORP US N 2 2050-12-01 Fixed 2.70500000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BS2 20860000.00000000 PA USD 21457062.51000000 0.217029340457 Long DBT CORP US N 2 2028-02-01 Fixed 5.70000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AV2 420000.00000000 PA USD 415787.93000000 0.004205523480 Long DBT CORP US N 2 2029-05-01 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MXR8 20073.06000000 PA USD 20886.61000000 0.000211259448 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6SP7 4008322.43000000 PA USD 3611688.26000000 0.036530737636 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081927AD7 216836000.00000000 PA USD 4782296.30000000 0.048370955314 Long ABS-MBS CORP US N 2 2057-03-15 Variable 0.73505800 N N N N N N TEXAS ST PRIV ACTIVITY BOND SU N/A 882667AZ1 480000.00000000 PA USD 383752.04000000 0.003881493662 Long DBT MUN US Y 2 2049-12-31 Fixed 3.92200000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBN4 1715000.00000000 PA USD 1190005.56000000 0.012036415595 Long DBT CORP US N 2 2051-06-15 Fixed 3.50000000 N N N N N N DALLAS-FORT WORTH TX INTERNATI N/A 2350367A2 825000.00000000 PA USD 578525.46000000 0.005851546499 Long DBT MUN US N 2 2050-11-01 Fixed 2.91900000 N N N N N N Fannie Mae - CAS N/A 20753XAF1 3275000.00000000 PA USD 3472760.22000000 0.035125537792 Long ABS-MBS CORP US N 2 2042-03-25 Floating 10.12419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 34035.48000000 PA USD 29349.44000000 0.000296857484 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312JAE3 2040058.80000000 PA USD 2006859.09000000 0.020298552259 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.07100000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BL6 2150000.00000000 PA USD 2198719.55000000 0.022239141707 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MKZ4 81063.31000000 PA USD 83154.24000000 0.000841070852 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELB36 178326.18000000 PA USD 170082.14000000 0.001720310720 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6T35 21428.58000000 PA USD 19310.06000000 0.000195313295 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EDD8 4582.95000000 PA USD 4629.98000000 0.000046830338 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6A80 862863.19000000 PA USD 835585.23000000 0.008451600086 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 2264000.00000000 PA USD 1508635.63000000 0.015259227381 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCY2 4000000.00000000 PA USD 4044461.20000000 0.040908057490 Long ABS-O CORP CA N 2 2029-05-15 Fixed 5.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPJ70 15441.07000000 PA USD 15174.31000000 0.000153481889 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXBE9 329909.07000000 PA USD 338806.26000000 0.003426885628 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N NRTH PARK Mortgage Trust N/A 669985AA1 10000000.00000000 PA USD 10009373.00000000 0.101240680991 Long ABS-MBS CORP US N 2 2040-10-15 Floating 5.14339000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDD5 13743041.26000000 PA USD 13073269.88000000 0.132230734675 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VBF6 5648.38000000 PA USD 5094.87000000 0.000051532509 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FKP0 58977.24000000 PA USD 60683.22000000 0.000613785750 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRHH7 157740.82000000 PA USD 154451.41000000 0.001562212331 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N MUNI ELEC AUTH OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 1975000.00000000 PA USD 2134196.86000000 0.021586521301 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDF7 5537152.04000000 PA USD 5151897.16000000 0.052109315625 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 2500000.00000000 PA USD 1597416.80000000 0.016157212310 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N ARCH CAPITAL GRP US INC 549300B4QKQFLY1XST28 03938JAA7 1185000.00000000 PA USD 1125604.97000000 0.011385030180 Long DBT CORP US N 2 2043-11-01 Fixed 5.14400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M74T0 52427.68000000 PA USD 54363.89000000 0.000549868332 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7L3 383513.92000000 PA USD 327251.40000000 0.003310012983 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HN0 900000.00000000 PA USD 704629.37000000 0.007127035556 Long DBT CORP US N 2 2046-03-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5JM2 58863.79000000 PA USD 57568.88000000 0.000582285485 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N POCONO MOUNTAINS PA INDL PARK N/A 73043PAC4 130000.00000000 PA USD 116513.77000000 0.001178488744 Long DBT MUN US N 2 2049-08-15 Fixed 5.05000000 N N N N N N Angel Oak Mortgage Trust N/A 03465AAB5 51369.07000000 PA USD 47801.41000000 0.000483491553 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.51800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419DL74 256473.00000000 PA USD 258335.78000000 0.002612959901 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EUHZ5 30721.73000000 PA USD 29715.99000000 0.000300564986 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M5HB9 12537.89000000 PA USD 13123.34000000 0.000132737173 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKTS9 7443125.11000000 PA USD 7161605.43000000 0.072436686166 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N BARRICK PD AU FIN PTY LT 5493008DX0TK7OFLV260 06849UAD7 4835000.00000000 PA USD 5087380.23000000 0.051456753479 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 210000.00000000 PA USD 213005.37000000 0.002154461494 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.37419000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -103181.41000000 -0.00104363742 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -2616568.57000000 GBP 3423791.23000000 USD 2026-01-09 -103181.41000000 N N N JP Morgan Chase Commercial Mor N/A 46645WAW3 1000000.00000000 PA USD 21938.40000000 0.000221897870 Long ABS-MBS CORP US N 2 2033-07-05 Variable 1.11600000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBP9 7865000.00000000 PA USD 7642269.75000000 0.077298407583 Long DBT CORP US N 2 2082-01-15 Fixed 3.25000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAA1 200000.00000000 PA USD 198170.49000000 0.002004412799 Long DBT CORP US N 2 2026-09-23 Fixed 2.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161BAX1 7598145.60000000 PA USD 7536159.17000000 0.076225142816 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.76100000 N N N N N N Citigroup Commercial Mortgage N/A 17326CAY0 4282165.07000000 PA USD 4218914.49000000 0.042672580591 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.19700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DWK1 9859.02000000 PA USD 10426.64000000 0.000105461164 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5FG9 1396193.25000000 PA USD 1350772.47000000 0.013662506605 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 240000.00000000 PA USD 243630.59000000 0.002464222967 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CE2 3320000.00000000 PA USD 2297427.99000000 0.023237536880 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDE0 21005934.55000000 PA USD 18616631.33000000 0.188299550192 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 740000.00000000 PA USD 560894.61000000 0.005673217721 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEG2 9010000.00000000 PA USD 8049443.65000000 0.081416803702 Long DBT CORP US N 2 2064-05-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8GB1 146456.47000000 PA USD 144297.86000000 0.001459513359 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 250000.00000000 PA USD 247201.10000000 0.002500337204 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAR41 5419.64000000 PA USD 5308.34000000 0.000053691670 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 15098387.10000000 PA USD 15597727.30000000 0.157764580635 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 1345000.00000000 PA USD 1361910.00000000 0.013775158129 Long DBT CORP US N 2 2028-09-15 Variable 4.70000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HBA5 3545000.00000000 PA USD 3206098.00000000 0.032428359383 Long DBT CORP N/A N 2 2031-05-11 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9KW4 75401.04000000 PA USD 75844.09000000 0.000767131699 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 90431.30000000 PA USD 77721.36000000 0.000786119511 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AG68 42058.23000000 PA USD 43919.04000000 0.000444222981 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP75 250191.25000000 PA USD 251934.07000000 0.002548209244 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 80000.00000000 PA USD 46144.23000000 0.000466729861 Long DBT CORP US N 2 2120-10-01 Fixed 3.22600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FKN5 106569.62000000 PA USD 107268.57000000 0.001084977358 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FY75 562400.15000000 PA USD 566174.18000000 0.005726618394 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.50000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 15365000.00000000 PA USD 15556444.67000000 0.157347023853 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBT1 15065000.00000000 PA USD 17263548.44000000 0.174613674641 Long DBT CORP CA N 2 2084-01-15 Fixed 8.50000000 N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 3629000.00000000 PA USD 3228958.81000000 0.032659587050 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A9S44 32068.42000000 PA USD 32896.18000000 0.000332731297 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GS5M7 5754.96000000 PA USD 5634.93000000 0.000056994993 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AK6 244000.00000000 PA USD 214903.00000000 0.002173655239 Long DBT CORP MX N 2 2033-07-26 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312942UJ2 5189.82000000 PA USD 5006.13000000 0.000050634940 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Z2 8478402.70000000 PA USD 7526313.35000000 0.076125556406 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 3535000.00000000 PA USD 3363353.47000000 0.034018933625 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TE43 9422.73000000 PA USD 9626.22000000 0.000097365246 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.00000000 N N N N N N Progress Residential Trust N/A 74333TAC3 580000.00000000 PA USD 569439.30000000 0.005759643737 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.68100000 N N N N N N MEMORIAL SLOAN-KETTERING 549300IZ71UAMEHWL382 586054AD0 4415000.00000000 PA USD 2890639.57000000 0.029237627428 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N Fannie Mae - CAS N/A 20753YCK6 1265000.00000000 PA USD 1295638.81000000 0.013104852366 Long ABS-MBS CORP US N 2 2042-03-25 Floating 6.97419000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AQY80 10931.01000000 PA USD 10952.72000000 0.000110782246 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DVY4 414.48000000 PA USD 424.91000000 0.000004297789 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 5.00000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BJ0 17542000.00000000 PA USD 16543205.88000000 0.167327706647 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 19685000.00000000 PA USD 17682342.29000000 0.178849601764 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192XMK2 5101.68000000 PA USD 4694.69000000 0.000047484853 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GGW6 2020.10000000 PA USD 2108.79000000 0.000021329541 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N CALIFORNIA ST 9845007J7054602FF597 13063BFR8 300000.00000000 PA USD 363288.51000000 0.003674513493 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAM6 10195000.00000000 PA USD 9448609.47000000 0.095568789090 Long DBT CORP US N 2 2031-06-01 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHT69 230013.78000000 PA USD 232002.07000000 0.002346605282 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FY67 37902.28000000 PA USD 36842.56000000 0.000372647304 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AVG0 3258.69000000 PA USD 3224.85000000 0.000032618028 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAG9 775000.00000000 PA USD 778148.67000000 0.007870652963 Long ABS-O CORP US N 2 2029-01-22 Fixed 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPL63 4209682.12000000 PA USD 3617875.54000000 0.036593319422 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 280000.00000000 PA USD 275478.00000000 0.002786346389 Long DBT CORP VG Y 2 2029-04-27 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C02Y3 929.58000000 PA USD 925.50000000 0.000009361050 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 461333.25000000 PA USD 463199.71000000 0.004685074087 Long ABS-MBS CORP US N 2 2041-10-25 Floating 5.42419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DCV0 2463.94000000 PA USD 2495.54000000 0.000025241358 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAJ6 4900000.00000000 PA USD 4991338.17000000 0.050485327641 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERTY6 331797.15000000 PA USD 315550.29000000 0.003191661080 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 5493000IS30HKV5IAS29 35564KH44 4500000.00000000 PA USD 4694085.00000000 0.047478734385 Long ABS-MBS CORP US N 2 2042-09-25 Floating 7.57419000 N N N N N N DOLP Trust N/A 23345LAA7 7200000.00000000 PA USD 6466631.04000000 0.065407306752 Long ABS-MBS CORP US N 2 2041-05-10 Fixed 2.95600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FTL0 18339.81000000 PA USD 18466.63000000 0.000186782348 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9WH0 847953.01000000 PA USD 823074.86000000 0.008325062851 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GKGF7 69893.72000000 PA USD 68465.34000000 0.000692498685 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BSP98 180415136.44000000 PA USD 617506.89000000 0.006245827591 Long ABS-MBS USGSE US N 2 2026-08-25 Variable 0.89300700 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AE7 270000.00000000 PA USD 191759.21000000 0.001939565346 Long DBT CORP CA N 2 2051-03-04 Fixed 3.75000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BU5 2575000.00000000 PA USD 2661629.70000000 0.026921287015 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 11055000.00000000 PA USD 11858145.75000000 0.119940255101 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWG95 51072098.75000000 PA USD 2523620.51000000 0.025525380959 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.31247400 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 134000.00000000 PA USD 126864.50000000 0.001283182110 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UH62 423636.95000000 PA USD 429808.40000000 0.004347334754 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E7ZV9 14498.40000000 PA USD 14171.30000000 0.000143336856 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VX21 248533.68000000 PA USD 229188.44000000 0.002318146575 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.50000000 N N N N N N Preston Ridge Partners Mortgag N/A 69381DAA3 2988369.36000000 PA USD 2919450.09000000 0.029529033959 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.50000000 N N N N N N CHICAGO IL TRANSIT AUTH SALES N/A 167725AC4 529198.28000000 PA USD 591919.86000000 0.005987025333 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1BV5 438380.44000000 PA USD 436970.39000000 0.004419775330 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6DQ0 39291.46000000 PA USD 33796.00000000 0.000341832605 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAL9 37773846.85000000 PA USD 3777.38000000 0.000038206641 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDE3 64865379.81000000 PA USD 63681065.76000000 0.644107724208 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAX6 385000.00000000 PA USD 394850.17000000 0.003993746671 Long DBT CORP US N 2 2029-01-12 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417UEC5 359175.58000000 PA USD 362226.74000000 0.003663774127 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRS3 3505213.27000000 PA USD 2995129.80000000 0.030294503023 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AF1 5095000.00000000 PA USD 3494429.80000000 0.035344716659 Long DBT CORP US N 2 2119-08-01 Fixed 3.95400000 N N N N N BX Trust N/A 12433EAN1 6900000.00000000 PA USD 6891475.05000000 0.069704428748 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.45012000 N N N N N N Towd Point Mortgage Trust N/A 89183QAA2 14199721.64000000 PA USD 14221766.71000000 0.143847306581 Long ABS-MBS CORP US N 2 2064-09-25 Variable 5.16700000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AH5 200000.00000000 PA USD 214500.00000000 0.002169579060 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.50000000 N N N N N N Benchmark 2024-V8 Mortgage Tru N/A 08190AAC4 34500000.00000000 PA USD 36431423.85000000 0.368488831423 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.18900000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 2062000.00000000 PA USD 2151344.40000000 0.021759961598 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312946Q25 35507.57000000 PA USD 35772.66000000 0.000361825706 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UH70 464333.28000000 PA USD 478058.52000000 0.004835364824 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 247168.65000000 PA USD 252213.45000000 0.002551035058 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FTK2 193201.80000000 PA USD 187860.22000000 0.001900128669 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N SBNA Auto Lease Trust N/A 78414SAE4 139661.58000000 PA USD 139901.59000000 0.001415046900 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DU50 79662.96000000 PA USD 73668.16000000 0.000745123064 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5JX4 489747.62000000 PA USD 473252.88000000 0.004786757757 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ63 474379.98000000 PA USD 482569.49000000 0.004880991426 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.02200000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAM7 70353.21000000 PA USD 62272.52000000 0.000629860864 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J95F4 48505.13000000 PA USD 47553.38000000 0.000480982832 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 23677000.00000000 PA USD 17451003.38000000 0.176509704071 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6XM8 355188.09000000 PA USD 352257.46000000 0.003562938970 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.50000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AH3 2663000.00000000 PA USD 2413263.86000000 0.024409168945 Long DBT CORP MX N 2 2031-02-09 Fixed 3.34800000 N N N N N BENCHMARK Mortgage Trust N/A 08162VAD0 2266530.45000000 PA USD 2213468.93000000 0.022388325605 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.45500000 N N N N N N Morgan Stanley Capital I Trust N/A 61690YBT8 2435250.97000000 PA USD 2408913.24000000 0.024365164218 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.79100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MLM2 89092.78000000 PA USD 91390.00000000 0.000924372169 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417YV95 363783.09000000 PA USD 356120.28000000 0.003602009802 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LH81 39107.32000000 PA USD 38336.50000000 0.000387757891 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 7294000.00000000 PA USD 7504427.10000000 0.075904186011 Long DBT CORP US N 2 2033-08-15 Fixed 5.16400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWPH0 22998952.33000000 PA USD 23325654.06000000 0.235929373558 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 13510797.60000000 PA USD 11509978.99000000 0.116418691874 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NWAN9 6971.41000000 PA USD 6446.11000000 0.000065199744 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CA6 615000.00000000 PA USD 568993.51000000 0.005755134755 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AG7 2710000.00000000 PA USD 2806318.28000000 0.028384752346 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 105344.74000000 0.001065518611 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD 105318.40000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WVX55 67010.93000000 PA USD 63947.33000000 0.000646800877 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDF0 4173311.26000000 PA USD 4182039.16000000 0.042299601832 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CY1 2250000.00000000 PA USD 1637136.17000000 0.016558957361 Long DBT CORP US N 2 2050-05-01 Fixed 3.70000000 N N N N N ROMANIA 315700IASY927EDWBK92 77586RAH3 114000.00000000 PA USD 103550.76000000 0.001047373243 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 2210000.00000000 PA USD 2105853.36000000 0.021299838484 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WECQ0 84223.60000000 PA USD 82164.95000000 0.000831064592 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N SALES TAX SECURITIZATION CORP N/A 79467BDK8 90000.00000000 PA USD 71240.77000000 0.000720571015 Long DBT MUN US N 2 2043-01-01 Fixed 3.41100000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 3090000.00000000 PA USD 2312570.31000000 0.023390695203 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 3849000.00000000 PA USD 3899999.25000000 0.039446884428 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ71 237189.99000000 PA USD 241269.23000000 0.002440338785 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.31500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAYH4 16451.52000000 PA USD 16126.79000000 0.000163115831 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1058000.00000000 PA 1227431.03000000 0.012414958793 Long DBT CORP MX N 2 2027-04-21 Fixed 2.75000000 N N N N N N MICHIGAN ST FIN AUTH REVENUE 54930022O46HOX5J1D14 59447TXX6 2055000.00000000 PA USD 1739196.46000000 0.017591255115 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BEWS9 7417586.17000000 PA USD 430783.73000000 0.004357199815 Long ABS-MBS USGSE US N 2 2032-02-25 Variable 2.07501300 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BE7 15000000.00000000 PA USD 15572355.00000000 0.157507950281 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003QAS8 2075000.00000000 PA USD 1865565.06000000 0.018869421402 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.65800000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BS3 1200000.00000000 PA USD 848579.56000000 0.008583032376 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7UJ0 47431.82000000 PA USD 46711.05000000 0.000472463011 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TQQ1 1095799.67000000 PA USD 1053004.52000000 0.010650706561 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N SMB Private Education Loan Tru N/A 78449YAA8 1630544.40000000 PA USD 1544451.98000000 0.015621494994 Long ABS-O CORP US N 2 2051-07-17 Fixed 1.31000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128JM6Y8 785.62000000 PA USD 805.88000000 0.000008151143 Long ABS-MBS USGSE US N 2 2035-02-01 Floating 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3BP2 22420.79000000 PA USD 21740.97000000 0.000219900947 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W4CQ2 56918.47000000 PA USD 52837.08000000 0.000534425279 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHD61 724772.08000000 PA USD 618180.76000000 0.006252643509 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38383REY9 1490000.00000000 PA USD 1266061.64000000 0.012805691486 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAC0 4223000.00000000 PA USD 4296113.61000000 0.043453417860 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AA6 2615000.00000000 PA USD 2505205.30000000 0.025339118703 Long DBT CORP CH N 2 2030-08-13 Fixed 3.12600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D4P3 1175.68000000 PA USD 1217.84000000 0.000012317949 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7UE3 589258.50000000 PA USD 584895.88000000 0.005915980671 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80286YAF9 4000000.00000000 PA USD 4127810.80000000 0.041751104329 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HW0 360000.00000000 PA USD 354113.26000000 0.003581709622 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNJ46 1229388.99000000 PA USD 1100822.32000000 0.011134363893 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4ET9 29220.55000000 PA USD 29458.54000000 0.000297960986 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 1565000.00000000 PA USD 1427050.26000000 0.014434025001 Long DBT CORP FR N 2 2032-04-19 Fixed 2.87100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB71 290537.72000000 PA USD 265071.05000000 0.002681084380 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRD7 51650.02000000 PA USD 52996.78000000 0.000536040578 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N AMERICAN MUNI PWR-OHIO INC OH EARKGGZJJEMVD66XQ486 02765UEK6 1065000.00000000 PA USD 1344723.95000000 0.013601328319 Long DBT MUN US N 2 2050-02-15 Fixed 8.08400000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RXE4 18352.67000000 PA USD 17723.11000000 0.000179261950 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3BQ0 75672.36000000 PA USD 73354.38000000 0.000741949309 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LWU9 1775.89000000 PA USD 1848.18000000 0.000018693578 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Structured Adjustable Rate Mor N/A 863579LA4 529475.80000000 PA USD 504087.75000000 0.005098639753 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.42043000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 1065000.00000000 PA USD 946386.85000000 0.009572312788 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BQ27 11497.91000000 PA USD 11820.28000000 0.000119557258 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8R30 1365.98000000 PA USD 1338.91000000 0.000013542522 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193SYE3 6714.69000000 PA USD 6179.00000000 0.000062498037 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292LGU3 81235.26000000 PA USD 78097.65000000 0.000789925529 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 11456000.00000000 PA USD 10173281.44000000 0.102898547281 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Oaktown Re Ltd N/A 67389JAB4 2882933.67000000 PA USD 2907854.61000000 0.029411750460 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.77419000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BZ2 8280000.00000000 PA USD 8296369.97000000 0.083914361620 Long DBT CORP US N 2 2032-08-15 Fixed 4.65000000 N N N N N N Metlife Securitization Trust N/A 59166DAA5 152459.46000000 PA USD 149282.11000000 0.001509926993 Long ABS-MBS CORP US N 2 2057-03-25 Variable 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPKJ7 1358649.57000000 PA USD 1170876.60000000 0.011842934051 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAYJ0 10831.05000000 PA USD 10617.17000000 0.000107388297 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Hyundai Auto Lease Securitizat N/A 448988AE5 690000.00000000 PA USD 693157.44000000 0.007011001714 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDY3 13018234.37000000 PA USD 12402873.76000000 0.125449954328 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 3400000.00000000 PA USD 3261838.28000000 0.032992149333 Long DBT CORP US N 2 2030-01-15 Fixed 3.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MC32 5760.06000000 PA USD 5799.30000000 0.000058657528 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSD74 1890712.12000000 PA USD 1698277.37000000 0.017177375391 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 2110000.00000000 PA USD 2135023.99000000 0.021594887380 Long DBT CORP US N 2 2030-10-18 Fixed 4.65400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945R42 59588.18000000 PA USD 58419.90000000 0.000590893201 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AN0 670000.00000000 PA USD 680720.00000000 0.006885202136 Long DBT CORP MX N 2 2030-01-24 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945ZD3 10242.30000000 PA USD 10037.24000000 0.000101522544 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAS6 255000.00000000 PA USD 252896.38000000 0.002557942613 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.67900000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 5041000.00000000 PA USD 5209892.77000000 0.052695917309 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGR54 580580.13000000 PA USD 498214.79000000 0.005039237184 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 3385000.00000000 PA USD 3354933.41000000 0.033933768189 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELX73 47516.15000000 PA USD 47809.98000000 0.000483578235 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.50000000 N N N N N N GS Mortgage-Backed Securities N/A 36250BAE6 12131.09000000 PA USD 12049.14000000 0.000121872083 Long ABS-MBS CORP US N 2 2044-07-25 Variable 5.93812000 N N N N N N Exeter Automobile Receivables N/A 30166AAF1 6117605.19000000 PA USD 6073466.67000000 0.061430611252 Long ABS-O CORP US N 2 2027-06-15 Fixed 1.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7M51 210020.78000000 PA USD 203381.88000000 0.002057123861 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MLP5 35349.09000000 PA USD 36960.03000000 0.000373835464 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.50000000 N N N N N N BX Trust N/A 12433EAJ0 4260000.00000000 PA USD 4257364.76000000 0.043061489219 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.35012000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412NBD7 5818.85000000 PA USD 6145.07000000 0.000062154849 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAA4 2050000.00000000 PA USD 1427946.20000000 0.014443087065 Long DBT CORP US Y 2 2051-10-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAGD5 117326.96000000 PA USD 115693.17000000 0.001170188713 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAG2 13000000.00000000 PA USD 135582.20000000 0.001371358051 Long ABS-MBS CORP US N 2 2050-06-15 Variable 0.90067200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9AZ4 2023871.62000000 PA USD 1912966.27000000 0.019348865097 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CGE8 301999.30000000 PA USD 285035.78000000 0.002883019393 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292SBG4 333702.37000000 PA USD 318435.97000000 0.003220848544 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HY6 3650000.00000000 PA USD 2717249.51000000 0.027483858460 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EP5H3 14393.93000000 PA USD 14371.33000000 0.000145360077 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7C85 233709.49000000 PA USD 222219.23000000 0.002247655889 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.50000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AP8 1210000.00000000 PA USD 737110.53000000 0.007455569097 Long DBT CORP US N 2 2050-10-15 Fixed 2.51700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 2640000.00000000 PA USD 2615736.67000000 0.026457097938 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202D4N8 304.85000000 PA USD 308.87000000 0.000003124092 Long ABS-MBS USGA US N 2 2034-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A9VX6 3408.42000000 PA USD 3418.34000000 0.000034575099 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BD9 14490000.00000000 PA USD 15064528.50000000 0.152371494613 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TV93 106498.12000000 PA USD 110084.16000000 0.001113455890 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCJ1 6823630.39000000 PA USD 6061624.60000000 0.061310833597 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 685000.00000000 PA USD 504588.88000000 0.005103708477 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 3063000.00000000 PA USD 3028081.80000000 0.030627798916 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N WASHINGTON ST HSG FIN COMMISSI 549300YL1HU59NREG764 93978T4N6 53521451.62280000 PA USD 5133130.03000000 0.051919493843 Long ABS-MBS MUN US N 2 2037-04-20 Variable 1.45069400 N N N N N N GOHL CAPITAL LTD 254900TF7OK6KSDZA888 000000000 1810000.00000000 PA USD 1794162.50000000 0.018147213947 Long DBT CORP IM N 2 2027-01-24 Fixed 4.25000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 1610000.00000000 PA USD 1634348.74000000 0.016530763656 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMA0 3408460.22000000 PA USD 3068269.47000000 0.031034280629 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD43 3320000.00000000 PA USD 3296433.20000000 0.033342062685 Long DBT CORP US N 2 2036-10-21 Fixed 4.93900000 N N N N N N ECUADOR SOCIAL BOND SARL 5493006P8FVL2JCVBP02 000000000 40399999.99000000 PA USD 702960.00000000 0.007110150566 Long DBT NUSS LU N 3 2035-01-30 Fixed 0.35000000 N N N N N N Towd Point Mortgage Trust 25490024AP9UCHO22G82 891947AA1 8321755.27000000 PA USD 8399019.44000000 0.084952618686 Long ABS-MBS CORP US N 2 2064-11-25 Variable 5.72500000 N N N N N N SITIOS LATINOAMERICA 984500D2C0CDC0BFDD35 000000000 1050000.00000000 PA USD 1056405.00000000 0.010685101015 Long DBT CORP MX N 2 2032-04-04 Fixed 5.37500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAYL5 3009.85000000 PA USD 2947.91000000 0.000029816894 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AAJ7 12735.54000000 PA USD 12688.94000000 0.000128343396 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E9P20 91822.20000000 PA USD 88230.81000000 0.000892418265 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BX7 4025000.00000000 PA USD 3863497.86000000 0.039077687918 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLPT4 12541.96000000 PA USD 11979.92000000 0.000121171951 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 2983000.00000000 PA USD 3022357.11000000 0.030569896037 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N Greenpoint Mortgage Pass-Throu N/A 395387AA1 22947.30000000 PA USD 22518.71000000 0.000227767467 Long ABS-MBS CORP US N 2 2033-10-25 Variable 7.03286400 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCE8 9495000.00000000 PA USD 9909209.82000000 0.100227571723 Long DBT CORP US N 2 2028-11-15 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJFL7 15110.18000000 PA USD 13166.47000000 0.000133173415 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK2B0 6479.58000000 PA USD 6275.12000000 0.000063470251 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N SFS Auto Receivables Securitiz N/A 78397XAE4 365000.00000000 PA USD 375083.02000000 0.003793810099 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.41000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AAGN8 58517.51000000 PA USD 59782.50000000 0.000604675338 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -82580.08000000 -0.00083526346 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 474.37000000 USD 0.00000000 USD -6000000.00000000 USD -83054.45000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MYV8 37353.27000000 PA USD 39088.24000000 0.000395361431 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128UGZV2 70142.74000000 PA USD 72969.27000000 0.000738054080 Long ABS-MBS USGSE US N 2 2041-07-01 Floating 6.43200000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 308000.00000000 PA USD 298813.89000000 0.003022379295 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LUU8 40122.12000000 PA USD 40068.01000000 0.000405271400 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380UPK3 112286.40000000 PA USD 106051.92000000 0.001072671445 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AP50 49756.80000000 PA USD 52924.03000000 0.000535304742 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCBE5 128662.31000000 PA USD 115799.30000000 0.001171262174 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 27055000.00000000 PA USD 25753708.43000000 0.260488142414 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 860000.00000000 PA USD 770509.80000000 0.007793388942 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RFP4 2900000.00000000 PA USD 2931383.51000000 0.029649735582 Long ABS-O CORP US N 2 2029-02-20 Fixed 4.77000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194BZF5 265952.17000000 PA USD 239081.79000000 0.002418213731 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N BMO Mortgage Trust N/A 055986AC7 25800000.00000000 PA USD 27011854.38000000 0.273213769959 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.53400000 N N N N N N United Wholsale Mortgage LLC N/A 90354TAV1 1451395.17000000 PA USD 1201977.26000000 0.012157504404 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BY5 5152000.00000000 PA USD 4706314.54000000 0.047602431140 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 6595000.00000000 PA 7175593.57000000 0.072578170435 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179N2K3 10893.41000000 PA USD 10555.01000000 0.000106759574 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GK2F2 47116.42000000 PA USD 45941.42000000 0.000464678521 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AN3 120000.00000000 PA USD 82468.10000000 0.000834130829 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CB7 725000.00000000 PA USD 711638.24000000 0.007197927386 Long DBT CORP US N 2 2029-06-15 Fixed 4.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QQF98 21904.39000000 PA USD 20858.87000000 0.000210978869 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Whole Loan Securit S6XOOCT0IEG5ABCC6L87 3137G1BM8 268485.13000000 PA USD 265570.48000000 0.002686135909 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 3.65332200 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BP8 375000.00000000 PA USD 308153.23000000 0.003116842868 Long DBT CORP US N 2 2041-11-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FDA2 3741778.07000000 PA USD 3734032.78000000 0.037768202013 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWAQ7 22238.99000000 PA USD 22015.51000000 0.000222677806 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVW5 14839277.05000000 PA USD 13655887.74000000 0.138123674113 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH2F3 384826.11000000 PA USD 332630.59000000 0.003364421272 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 1503000.00000000 PA USD 1521482.69000000 0.015389170096 Long DBT CORP FR N 2 2028-01-19 Fixed 5.51900000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AANA8 3213190.80000000 PA USD 3064938.71000000 0.031000591365 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 41000.00000000 PA USD 39851.03000000 0.000403076737 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Bayview Opportunity Master Fun 254900S53K9VTUR1UX42 07336QAA0 580353.96000000 PA USD 581988.53000000 0.005886574024 Long ABS-O CORP US N 2 2031-12-26 Floating 4.97419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDF3 2379.77000000 PA USD 2486.51000000 0.000025150023 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378TDR8 375332.26000000 PA USD 53404.04000000 0.000540159845 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AL7 5930000.00000000 PA USD 5939976.61000000 0.060080414334 Long DBT CORP US N 2 2026-02-15 Fixed 6.05000000 N N N N N N CD Commercial Mortgage Trust N/A 12515HAY1 9432937.89000000 PA USD 9290025.11000000 0.093964773673 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.17100000 N N N N N N MFRA Trust 254900SDE8K3K1E63161 55287MAA7 18695473.01000000 PA USD 18852412.16000000 0.190684376074 Long ABS-MBS CORP US N 2 2070-05-27 Variable 5.67500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DB6 380000.00000000 PA USD 381815.53000000 0.003861906661 Long DBT CORP US N 2 2032-10-15 Fixed 4.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 28043000.00000000 PA USD 26192051.47000000 0.264921801533 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N OneMain Financial Issuance Tru N/A 68269JAH4 2600000.00000000 PA USD 2747845.88000000 0.027793328128 Long ABS-O CORP US N 2 2038-06-14 Fixed 7.49000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CM2 625000.00000000 PA USD 631545.31000000 0.006387820422 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378CP92 2507.79000000 PA USD 2533.37000000 0.000025623993 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG6X7 9812.26000000 PA USD 10291.65000000 0.000104095796 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194BZE8 301122.83000000 PA USD 271071.55000000 0.002741776964 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179N2H0 102557.88000000 PA USD 94548.88000000 0.000956322938 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.00000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AM5 1030000.00000000 PA USD 747823.54000000 0.007563926776 Long DBT CORP US N 2 2046-07-15 Fixed 3.15000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 2695000.00000000 PA USD 2533058.13000000 0.025620838595 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N SFS Auto Receivables Securitiz N/A 78397XAC8 1556403.09000000 PA USD 1573206.33000000 0.015912333388 Long ABS-O CORP US N 2 2029-11-20 Fixed 5.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6CX6 107064.87000000 PA USD 107163.28000000 0.001083912393 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.50000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 60997000.00000000 PA USD 64575476.05000000 0.653154315523 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAD8 4250000.00000000 PA USD 3811989.90000000 0.038556706140 Long DBT CORP CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AL7 35000.00000000 PA USD 31248.32000000 0.000316063872 Long DBT CORP US N 2 2037-10-01 Fixed 3.61900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RXF1 126418.93000000 PA USD 125928.55000000 0.001273715362 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 16156.65000000 PA USD 13331.32000000 0.000134840805 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 74000.00000000 PA USD 76502.61000000 0.000773792357 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N16U2 41558.06000000 PA USD 41619.87000000 0.000420967825 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJ39 3149.63000000 PA USD 3234.14000000 0.000032711992 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXS8 17744.84000000 PA USD 17095.59000000 0.000172914844 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390MFQ2 1351.78000000 PA USD 1402.51000000 0.000014185810 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEPY2 603925.82000000 PA USD 539170.93000000 0.005453491654 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A5B73 6891.85000000 PA USD 7023.26000000 0.000071037379 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394DZB9 17566.21000000 PA USD 17774.11000000 0.000179777794 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 4.50000000 N N N N N N COLT Funding LLC N/A 12674LAA1 13568158.59000000 PA USD 13641752.28000000 0.137980699764 Long ABS-MBS CORP US N 2 2070-03-25 Variable 5.35200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194CTV5 296444.14000000 PA USD 267046.79000000 0.002701068176 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB97 22013.66000000 PA USD 21253.27000000 0.000214968063 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETJ98 8556.95000000 PA USD 8290.70000000 0.000083857012 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N GCAT N/A 36831QAC5 8491786.08000000 PA USD 8497356.69000000 0.085947259425 Long ABS-MBS CORP US N 2 2070-10-25 Variable 0.01000000 N N N N N N Bayview Opportunity Master Fun 254900S53K9VTUR1UX42 07336QAC6 98365.08000000 PA USD 98681.05000000 0.000998118134 Long ABS-O CORP US N 2 2031-12-26 Floating 5.37419000 N N N N N N Wells Fargo Commercial Mortgag N/A 95004RAE6 9500000.00000000 PA USD 9490044.95000000 0.095987891886 Long ABS-MBS CORP US N 2 2042-08-15 Floating 5.75012000 N N N N N N Bank 549300664283JRAXM588 06539LBA7 9158868.34000000 PA USD 9126507.31000000 0.092310858545 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.95300000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AP5 2590000.00000000 PA USD 2657391.80000000 0.026878422403 Long DBT CORP MX N 2 2035-01-24 Fixed 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEQ28 68408.09000000 PA USD 62749.50000000 0.000634685320 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SB89 60812.41000000 PA USD 56655.92000000 0.000573051271 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JG85 30.92000000 PA USD 32.47000000 0.000000328420 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8YD2 278795.58000000 PA USD 272951.62000000 0.002760793097 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AXD4 43321.14000000 PA USD 43589.11000000 0.000440885875 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2D74 297732.87000000 PA USD 272949.86000000 0.002760775295 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 345000.00000000 PA 324476.83000000 0.003281949352 Long DBT NUSS HU N 2 2035-06-05 Fixed 1.75000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 310000.00000000 PA USD 278651.46000000 0.002818444628 Long DBT CORP US N 2 2032-03-01 Fixed 2.75000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 5000000.00000000 PA USD 4600889.00000000 0.046536095270 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5G25 60679.15000000 PA USD 57257.27000000 0.000579133678 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N DETROIT MI CITY SCH DIST N/A 251130EC0 240000.00000000 PA USD 255848.00000000 0.002587797032 Long DBT MUN US N 2 2029-05-01 Fixed 6.64500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129325J1 27085.49000000 PA USD 27351.52000000 0.000276649347 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MFB23 22844.82000000 PA USD 22651.97000000 0.000229115337 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AE5 815000.00000000 PA USD 677186.55000000 0.006849462746 Long DBT CORP US N 2 2044-04-01 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FGY6 118611.65000000 PA USD 122333.52000000 0.001237353116 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AJ0 795000.00000000 PA USD 787866.79000000 0.007968947740 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AD6 835000.00000000 PA USD 651345.76000000 0.006588093809 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECT0 2055000.00000000 PA USD 2078252.94000000 0.021020671616 Long DBT CORP GB N 2 2028-09-10 Fixed 4.83700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AKYE4 963052.38000000 PA USD 830161.09000000 0.008396737146 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXFP0 541.73000000 PA USD 557.13000000 0.000005635140 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 3668000.00000000 PA 3567049.30000000 0.036079232961 Long DBT NUSS AR N 2 2030-07-09 Fixed 0.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194A5E3 2476.50000000 PA USD 2278.94000000 0.000023050538 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N GSAA Home Equity Trust N/A 362334NB6 412667.92000000 PA USD 142526.42000000 0.001441595974 Long ABS-MBS CORP US N 2 2046-03-25 Variable 5.99494000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944WL1 37934.61000000 PA USD 38127.79000000 0.000385646875 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNV5 1837478.02000000 PA USD 1709981.26000000 0.017295755412 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DVZ9 3398.82000000 PA USD 3598.06000000 0.000036392893 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9LL4 13221.03000000 PA USD 12628.55000000 0.000127732576 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBE0 985000.00000000 PA USD 1033153.89000000 0.010449925623 Long DBT CORP US N 2 2034-03-01 Fixed 5.80000000 N N N N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AD2 165000.00000000 PA USD 141971.70000000 0.001435985210 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A3BS8 252012.87000000 PA USD 239817.21000000 0.002425652201 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9NY2 334584.12000000 PA USD 308987.38000000 0.003125279951 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 5035000.00000000 PA USD 4469692.33000000 0.045209095046 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKY33 29297.27000000 PA USD 29478.44000000 0.000298162266 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DTR4 43604.46000000 PA USD 41629.27000000 0.000421062902 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 16227000.00000000 PA USD 12452931.10000000 0.125956263684 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DAR2 2516.86000000 PA USD 2587.56000000 0.000026172102 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 7.00000000 N N N N N N AmeriCredit Automobile Receiva N/A 03066RAE5 69643.45000000 PA USD 69535.80000000 0.000703325947 Long ABS-O CORP US N 2 2027-01-19 Fixed 1.01000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UQ62 23502.90000000 PA USD 23371.17000000 0.000236389748 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9HE5 84466.96000000 PA USD 80890.84000000 0.000818177494 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLM60 154527.05000000 PA USD 132149.47000000 0.001336637403 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMFY6 779684.52000000 PA USD 730988.18000000 0.007393644051 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -45337.22000000 -0.00045856728 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2030-12-20 0.00000000 USD -25919.69000000 USD -8730000.00000000 USD -19417.53000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 990000.00000000 PA USD 887455.60000000 0.008976247492 Long DBT CORP CH Y 2 2033-02-11 Fixed 2.74600000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 913000.00000000 PA USD 651123.12000000 0.006585841898 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 2740000.00000000 PA USD 2784068.24000000 0.028159702365 Long ABS-MBS CORP US N 2 2041-10-25 Floating 6.97419000 N N N N N N RFR Trust N/A 74984NAA2 22450000.00000000 PA USD 22973563.19000000 0.232368119576 Long ABS-MBS CORP US N 2 2041-03-11 Variable 5.37900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ARH3 170018.04000000 PA USD 166544.29000000 0.001684526826 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XHZ2 1409844.32000000 PA USD 1413010.08000000 0.014292014369 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRYX7 7298011.76000000 PA USD 6966053.23000000 0.070458756290 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GRK1 126098.94000000 PA USD 134118.51000000 0.001356553431 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 11268000.00000000 PA 13288501.14000000 0.134407710129 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBZ7 487000.00000000 PA USD 534320.23000000 0.005404428824 Long DBT CORP CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAN0 154000.00000000 PA USD 156454.38000000 0.001582471546 Long DBT NUSS RO N 2 2027-11-25 Fixed 5.25000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAG4 2300000.00000000 PA USD 2542036.07000000 0.025711646756 Long DBT CORP US N 2 2054-02-15 Fixed 6.75000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BD9 5380000.00000000 PA USD 5508411.57000000 0.055715311890 Long DBT CORP US N 2 2028-03-02 Fixed 5.45000000 N N N N N N Option One Mortgage Loan Trust N/A 68400XBS8 296889.42000000 PA USD 311968.97000000 0.003155437505 Long ABS-MBS CORP US N 2 2033-08-25 Floating 4.48621000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179ME30 140450.96000000 PA USD 132822.49000000 0.001343444723 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GER0 34226.64000000 PA USD 35511.19000000 0.000359181045 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Merrill Lynch Mortgage Investo N/A 5899295H7 9695.08000000 PA USD 9897.76000000 0.000100111761 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.56621000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJRB1 659658.87000000 PA USD 563655.25000000 0.005701140456 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPS96 71444.14000000 PA USD 69201.40000000 0.000699943628 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N CNH INDUSTRIAL NV 549300WGC2HZ5J67V817 12594KAB8 86000.00000000 PA USD 85624.32000000 0.000866054693 Long DBT CORP NL N 2 2027-11-15 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AXG7 1271.76000000 PA USD 1288.84000000 0.000013036085 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RDG1 2164.49000000 PA USD 2263.46000000 0.000022893964 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FWA0 133331.07000000 PA USD 136983.93000000 0.001385535972 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416B6Y9 16668.13000000 PA USD 17374.12000000 0.000175732060 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GDC67 377909.46000000 PA USD 370928.23000000 0.003751786111 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.00000000 N N N N N N OneMain Financial Issuance Tru N/A 68269NAA0 14600000.00000000 PA USD 15338733.72000000 0.155144967357 Long ABS-O CORP US N 2 2041-05-14 Fixed 5.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJG44 79551.09000000 PA USD 72127.80000000 0.000729542958 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BLC0 65719.33000000 PA USD 68709.51000000 0.000694968364 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBB6 12380000.00000000 PA USD 12555822.72000000 0.126996969997 Long DBT CORP US N 2 2028-09-01 Fixed 4.80000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A22Y7 489794.05000000 PA USD 452269.79000000 0.004574522453 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FPG5 10943.71000000 PA USD 11020.50000000 0.000111467813 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7WD7 3334677.68000000 PA USD 2881932.93000000 0.029149563354 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945ZK7 7118.65000000 PA USD 7172.52000000 0.000072547082 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193SYD5 7248.58000000 PA USD 6672.57000000 0.000067490294 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M97F3 79418.33000000 PA USD 83107.38000000 0.000840596883 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6TA9 428722.31000000 PA USD 440865.88000000 0.004459176605 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.00000000 N N N N N N GS Mortgage-Backed Securities N/A 36258KAS7 1012450.64000000 PA USD 882974.40000000 0.008930922002 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.90637000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945ZL5 6981.06000000 PA USD 7035.33000000 0.000071159462 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFQK6 302373.64000000 PA USD 304103.04000000 0.003075876866 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FCN4 25592.90000000 PA USD 25777.64000000 0.000260730200 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617K53Y8 65614.74000000 PA USD 62460.35000000 0.000631760687 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SNU7 2485956.82000000 PA USD 2262467.96000000 0.022883930590 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Onslow Bay Financial LLC N/A 67112FAD2 1139688.86000000 PA USD 1117400.31000000 0.011302043427 Long ABS-MBS CORP US N 2 2057-06-25 Floating 4.49621000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AC0 4600000.00000000 PA USD 4838854.54000000 0.048943018593 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.87500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2Q6 1840000.00000000 PA USD 1816732.46000000 0.018375499786 Long DBT CORP FR N 2 2027-06-30 Fixed 1.67500000 N N N N N N Auxilior Term Funding LLC N/A 05335JAD5 1000000.00000000 PA USD 1029437.30000000 0.010412333848 Long ABS-O CORP US N 2 2030-11-15 Fixed 6.50000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BM1 135000.00000000 PA USD 128275.11000000 0.001297449849 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650035TD0 1525000.00000000 PA USD 1575439.18000000 0.015934917745 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SLU9 66800.52000000 PA USD 66891.54000000 0.000676580347 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 76240.99000000 PA USD 78910.95000000 0.000798151723 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RGD7 219129.64000000 PA USD 220889.80000000 0.002234209253 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 54358.22000000 0.000549810983 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2026-03-23 0.00000000 USD 0.00000000 USD 12000000.00000000 USD 54358.22000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -233816.29000000 -0.00236495536 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 5512.95000000 USD 0.00000000 USD -9000000.00000000 USD -239329.24000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MQX99 310653.65000000 PA USD 295042.79000000 0.002984236173 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AA0 3110000.00000000 PA USD 3219372.04000000 0.032562620824 Long DBT CORP US N 2 2028-09-15 Fixed 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418VT77 23747.75000000 PA USD 23920.24000000 0.000241943365 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BBT1 39330.85000000 PA USD 38506.44000000 0.000389476764 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EGC7 2172.89000000 PA USD 2227.57000000 0.000022530952 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWS7 7215430.04000000 PA USD 6159294.56000000 0.062298724973 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36180DPG6 18136.44000000 PA USD 16981.97000000 0.000171765624 Long ABS-MBS USGA US Y 2 2043-02-15 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H062628 12000000.00000000 PA USD 12390468.84000000 0.125324483677 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 6.50000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 708696CA5 2450000.00000000 PA USD 2455140.95000000 0.024832738444 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2QJ4 169225.44000000 PA USD 168579.46000000 0.001705111731 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -113972.95000000 -0.00115278939 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD -114818.49000000 N N N Navient Student Loan Trust N/A 63941UAA1 276877.64000000 PA USD 261323.71000000 0.002643181581 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N CarMax Select Receivables Trus N/A 14319FAD5 620000.00000000 PA USD 625639.58000000 0.006328086398 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2WW5 30378.40000000 PA USD 29782.36000000 0.000301236292 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 1310000.00000000 PA USD 1320200.18000000 0.013353280496 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J6PY4 40386.27000000 PA USD 37399.59000000 0.000378281432 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9X30 36356.50000000 PA USD 36289.60000000 0.000367054341 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417LCP8 101583.59000000 PA USD 102462.04000000 0.001036361289 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KH3Q7 122286.33000000 PA USD 120599.57000000 0.001219814926 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AK8 5685000.00000000 PA USD 5567646.60000000 0.056314449796 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBZ5 3012797.17000000 PA USD 2568042.63000000 0.025974692388 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 146106.53000000 0.001477807310 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD 144881.42000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SYU5 127876.13000000 PA USD 127380.03000000 0.001288396484 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N BMO Mortgage Trust N/A 09664JAC0 23700000.00000000 PA USD 24394649.37000000 0.246741820367 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 5.22700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 21H062610 500000.00000000 PA USD 516835.94000000 0.005227582439 Long ABS-MBS USGA US N 2 2056-01-20 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 302973AG7 1265000.00000000 PA USD 1255692.00000000 0.012700806853 Long ABS-MBS USGSE US N 2 2052-05-25 Variable 4.19714800 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AC0 970000.00000000 PA USD 777022.66000000 0.007859263836 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLR4 22097376.16000000 PA USD 19063086.22000000 0.192815257329 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DB6 335000.00000000 PA USD 383738.18000000 0.003881353473 Long DBT NUSS CA N 2 2029-06-15 Fixed 8.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y58 11159.38000000 PA USD 9191.30000000 0.000092966209 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UK27 114727.77000000 PA USD 117803.92000000 0.001191538079 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.50000000 N N N N N N CarMax Select Receivables Trus N/A 14319FAE3 725000.00000000 PA USD 735549.19000000 0.007439776787 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.35000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 32128.08000000 0.000324962282 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 634.15000000 USD 0.00000000 USD -3000000.00000000 USD 31493.93000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJJ0 345000.00000000 PA USD 369337.67000000 0.003735698252 Long DBT CORP US N 2 2033-10-21 Fixed 5.85000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEW2 2400000.00000000 PA USD 2510621.29000000 0.025393899209 Long DBT CORP US N 2 2036-01-24 Fixed 5.50200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERDM9 11095.00000000 PA USD 11101.99000000 0.000112292051 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178AWB9 13505.90000000 PA USD 12410.66000000 0.000125528708 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABT1 491000.00000000 PA USD 456219.23000000 0.004614469410 Long DBT CORP US N 2 2031-02-15 Fixed 2.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWQ1 84962479.32000000 PA USD 65576983.79000000 0.663284153387 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H7FP4 97680.70000000 PA USD 92880.02000000 0.000939443107 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 2200000.00000000 PA USD 2550043.02000000 0.025792633754 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAE6 920000.00000000 PA USD 962586.51000000 0.009736165670 Long DBT CORP US N 2 2031-06-15 Fixed 5.31400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GFLK1 14545.81000000 PA USD 14922.20000000 0.000150931900 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -261879.12000000 -0.00264879932 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 0.00000000 USD -3687.63000000 USD 25000000.00000000 USD -258191.49000000 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 650000.00000000 PA USD 621019.56000000 0.006281356800 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAF4 1900000.00000000 PA USD 1838352.30000000 0.018594175554 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAQ0 6645000.00000000 PA USD 6780451.68000000 0.068581473136 Long DBT CORP DE N 2 2029-01-10 Fixed 5.37300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GNK5 6564.12000000 PA USD 6557.00000000 0.000066321351 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05492TAC4 4400000.00000000 PA USD 4090317.44000000 0.041371874451 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.39000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAB4 1900000.00000000 PA USD 1850125.00000000 0.018713251561 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95000000 N N N N N TOTAL PLAY TELECOM 4469000001BSAPAMOQ06 89157PAD0 319000.00000000 PA USD 305219.20000000 0.003087166364 Long DBT CORP MX N 2 2032-12-31 Fixed 11.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C5R8 149679.23000000 PA USD 156942.69000000 0.001587410601 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJJV5 240426.91000000 PA USD 207271.89000000 0.002096469708 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AJN90 12444130.72000000 PA USD 10526453.09000000 0.106470732907 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 149980.38000000 0.001516989706 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 4061.91000000 USD 0.00000000 USD -9000000.00000000 USD 145918.47000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 5615000.00000000 PA USD 5161413.28000000 0.052205567256 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPF5 226422.35000000 PA USD 218890.96000000 0.002213991810 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Onslow Bay Financial LLC 2549006BC0G3YEF5SL09 67120VAA3 17158175.10000000 PA USD 17310978.94000000 0.175093414593 Long ABS-MBS CORP US N 2 2064-11-25 Variable 5.59700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6EZ6 77176.96000000 PA USD 72210.62000000 0.000730380648 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 2.50000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAF0 965000.00000000 PA USD 717776.29000000 0.007260011231 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GAR4 8467.73000000 PA USD 8583.36000000 0.000086817147 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FB47 1965.55000000 PA USD 2029.62000000 0.000020528769 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F83S0 235981.68000000 PA USD 9194.41000000 0.000092997666 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.01421800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BM60 2075971.41000000 PA USD 1953608.57000000 0.019759945205 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9X55 54853.81000000 PA USD 55198.48000000 0.000558309866 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -57421.64000000 -0.00058079621 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD -58267.18000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGA5 1922657.20000000 PA USD 2023274.56000000 0.020464587970 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJRA8 8399.45000000 PA USD 8447.10000000 0.000085438933 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Pretium Mortgage Credit Partne N/A 74143VAA2 16377428.04000000 PA USD 16407598.54000000 0.165956094314 Long ABS-O CORP US N 2 2055-02-25 Variable 6.06300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AS2T5 10565.67000000 PA USD 10252.46000000 0.000103699405 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E6TA4 6676.20000000 PA USD 6969.97000000 0.000070498372 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 6.71200000 N N N N N N Kubota Credit Owner Trust N/A 50117KAD2 715000.00000000 PA USD 721439.22000000 0.007297060258 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.07000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAF9 80000.00000000 PA USD 71935.01000000 0.000727592967 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ACV7 1962.16000000 PA USD 2075.33000000 0.000020991107 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 6.00000000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 4839000.00000000 PA USD 5350978.50000000 0.054122941298 Long DBT CORP US N 2 2037-10-15 Fixed 6.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MSY7 16062.14000000 PA USD 15612.93000000 0.000157918349 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 15492.34000000 0.000156698631 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BANK OF MONTREAL Bank of Montreal Y Default Event 2029-11-20 0.00000000 USD -0.01000000 USD 3835000.00000000 USD 15492.35000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAP5 1875000.00000000 PA USD 1803466.87000000 0.018241323813 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCH6 73000.00000000 PA USD 76185.58000000 0.000770585730 Long DBT CORP US N 2 2029-11-09 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WF3A2 32509.02000000 PA USD 30833.63000000 0.000311869454 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N CENTRA HEALTH INC 549300Q8RNBDU210L043 15236AAA9 590000.00000000 PA USD 478817.07000000 0.004843037244 Long DBT CORP US N 2 2048-01-01 Fixed 4.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABR5 85000.00000000 PA USD 84779.51000000 0.000857509788 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 7126395.39000000 PA USD 5810603.04000000 0.058771854015 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Woodward Capital Management N/A 74942AAA1 5928683.47000000 PA USD 6016741.02000000 0.060856854691 Long ABS-MBS CORP US N 2 2044-05-25 Variable 6.59100000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928QAA6 200000.00000000 PA USD 209812.00000000 0.002122161873 Long DBT CORP IN N 2 2028-12-06 Fixed 6.15000000 N N N N N N OneMain Direct Auto Receivable N/A 682684AC9 14900000.00000000 PA USD 15317947.98000000 0.154934728167 Long ABS-O CORP US N 2 2035-10-15 Fixed 5.76000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 3610000.00000000 PA USD 3292186.43000000 0.033299108358 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -57421.64000000 -0.00058079621 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD -57737.89000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 87000.00000000 PA USD 86155.23000000 0.000871424629 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAE3 80000.00000000 PA USD 55847.52000000 0.000564874638 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WPEG5 36186.65000000 PA USD 34279.21000000 0.000346720075 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410YWF7 1044.94000000 PA USD 1094.14000000 0.000011066774 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4FN4 349775.16000000 PA USD 340900.06000000 0.003448063552 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAA3 32242748.21000000 PA USD 30422483.86000000 0.307710880934 Long ABS-MBS CORP US N 2 2064-01-25 Variable 4.01821600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSX4 6341.03000000 PA USD 6588.44000000 0.000066639354 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEDD1 1334792.90000000 PA USD 1151034.42000000 0.011642238582 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD5K3 49369.70000000 PA USD 48235.22000000 0.000487879362 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AS2S7 38525.94000000 PA USD 37383.49000000 0.000378118587 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -37610.65000000 -0.00038041621 N/A DCR CORP DE N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2028-06-20 0.00000000 USD -114952.05000000 USD 16475000.00000000 USD 77341.40000000 N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAF3 750000.00000000 PA USD 780207.42000000 0.007891476370 Long DBT CORP US N 2 2034-06-15 Fixed 5.45000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZQ6 14477036.90000000 PA USD 11993387.29000000 0.121308167517 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N PLATINUM SECURITIES KY N/A 000000000 2000000.00000000 PA USD 1790040.00000000 0.018105516559 Long DBT NUSS KY N 2 2040-10-20 Variable 4.47000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8ZU4 16302.52000000 PA USD 13292.48000000 0.000134447954 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J8LK7 204958.26000000 PA USD 201839.53000000 0.002041523626 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.50000000 N N N N N N AMER AIRLINE 16-1 AA PTT N/A 02376UAA3 283107.77000000 PA USD 280104.39000000 0.002833140416 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 28780000.00000000 PA USD 29099278.13000000 0.294327200538 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ESX0 14872.97000000 PA USD 13749.08000000 0.000139066275 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKLE3 45913.59000000 PA USD 43606.79000000 0.000441064701 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAD5 3785000.00000000 PA USD 3152880.90000000 0.031890090358 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 14242.33000000 0.000144055295 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CANADIAN IMPERIAL BANK Canadian Imperial Bank of Commerce Y Default Event 2028-06-20 0.00000000 USD 0.00000000 USD 3065000.00000000 USD 14242.33000000 N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -43853.32000000 -0.00044355825 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 5512.95000000 USD 0.00000000 USD -9000000.00000000 USD -49366.27000000 N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BJ5 380000.00000000 PA USD 386537.27000000 0.003909665115 Long DBT CORP US N 2 2028-06-01 Fixed 4.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 477000.00000000 PA USD 436455.00000000 0.004414562372 Long DBT CORP CH N 2 N/A Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LXQH5 139046.75000000 PA USD 132060.21000000 0.001335734575 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFHL3 162493.85000000 PA USD 148749.99000000 0.001504544818 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAF2 804751.00000000 PA USD 536989.74000000 0.005431429817 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95000JAV0 401000.00000000 PA USD 397623.62000000 0.004021798974 Long ABS-MBS CORP US N 2 2059-12-15 Fixed 3.64000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADG9 1190000.00000000 PA USD 1196060.26000000 0.012097656389 Long DBT CORP US N 2 2029-09-26 Fixed 4.55000000 N N N N N N OneMain Direct Auto Receivable N/A 682684AB1 28600000.00000000 PA USD 29665670.32000000 0.300056024014 Long ABS-O CORP US N 2 2035-10-15 Fixed 5.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KS70 115155.22000000 PA USD 118149.42000000 0.001195032669 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36182CR33 17935.84000000 PA USD 16737.80000000 0.000169295945 Long ABS-MBS USGA US N 2 2044-01-15 Fixed 3.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 241040.06000000 0.002438020825 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -25808809.12000000 USD 22156860.05000000 EUR 2026-01-09 241040.06000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUTV7 66298.37000000 PA USD 62967.14000000 0.000636886659 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7MP7 3183.08000000 PA USD 3007.21000000 0.000030416689 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N BMO Mortgage Trust N/A 05593QAC8 6905000.00000000 PA USD 7100968.73000000 0.071823370946 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.31610000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 6475000.00000000 PA USD 5707098.58000000 0.057724949077 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Bank5 N/A 06211FAV0 12984203.84000000 PA USD 13663006.33000000 0.138195675716 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 15865000.00000000 PA USD 16552033.83000000 0.167416997721 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AZW1 15512.17000000 PA USD 15553.91000000 0.000157321386 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 49163.80000000 PA USD 40309.50000000 0.000407713972 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FMUL8 23856.55000000 PA USD 23819.29000000 0.000240922297 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.50000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822BU7 266000.00000000 PA USD 242012.73000000 0.002447858981 Long DBT CORP JP N 2 2030-07-17 Fixed 2.04800000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -2506230.07000000 -0.02534948382 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -120160806.50000000 EUR 138766986.42000000 USD 2026-01-09 -2506230.07000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0M33 1725329.37000000 PA USD 1553642.40000000 0.015714452303 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N OneMain Direct Auto Receivable N/A 682684AA3 19500000.00000000 PA USD 20195877.00000000 0.204272969015 Long ABS-O CORP US N 2 2035-04-16 Fixed 5.36000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJPV6 5487.12000000 PA USD 5526.96000000 0.000055902921 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 2730000.00000000 PA USD 2798381.94000000 0.028304479539 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVAM6 2546638.69000000 PA USD 2637263.30000000 0.026674830925 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAG0 603627.00000000 PA USD 376107.67000000 0.003804174011 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7G29 2228469.33000000 PA USD 1926519.94000000 0.019485954881 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Chase Mortgage Finance Corpora N/A 16160NAC5 281648.32000000 PA USD 248528.82000000 0.002513766544 Long ABS-MBS CORP US N 2 2064-12-25 Variable 3.37500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 550000.00000000 PA USD 491700.00000000 0.004973342770 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N BROADSTONE NET LEASE LLC 54930089IBT6J4WBTI50 11135EAA2 4780000.00000000 PA USD 4230551.47000000 0.042790283846 Long DBT CORP US N 2 2031-09-15 Fixed 2.60000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -58454.07000000 -0.00059123881 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 118.53000000 USD 0.00000000 USD -2250000.00000000 USD -58572.60000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHXF4 88090.29000000 PA USD 90588.08000000 0.000916261079 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FJR8 92125.20000000 PA USD 94509.55000000 0.000955925131 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HMSH5 1291.13000000 PA USD 1223.59000000 0.000012376108 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746AH1 2910000.00000000 PA USD 2913698.45000000 0.029470858492 Long DBT CORP US N 2 2028-05-15 Fixed 4.20000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590RAD1 2891043.23000000 PA USD 2865204.24000000 0.028980359552 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.62650000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419AGU5 79111.04000000 PA USD 81354.02000000 0.000822862369 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300BSYX29G4VVM177 95000MBN0 7262969.31000000 PA USD 7201025.62000000 0.072835405135 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.80700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GBA0 3983.43000000 PA USD 4211.01000000 0.000042592629 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659T2D2 4960000.00000000 PA USD 5139740.48000000 0.051986355819 Long DBT CORP FR N 2 2035-11-19 Fixed 5.90600000 N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WXQ2 895000.00000000 PA USD 790626.03000000 0.007996856315 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 357267.90000000 0.003613617505 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ALPHABET INC Alphabet Inc Y Default Event 2030-06-20 321706.81000000 USD 0.00000000 USD 13060000.00000000 USD 35561.09000000 N N N Enterprise Fleet Financing LLC N/A 29375QAC2 800000.00000000 PA USD 811270.00000000 0.008205661560 Long ABS-O CORP US N 2 2028-08-21 Fixed 4.98000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEN4 519000.00000000 PA USD 531560.89000000 0.005376519237 Long DBT NUSS DO N 2 2033-02-22 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELBQ5 37378.54000000 PA USD 38425.59000000 0.000388658999 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.00000000 N N N N N N BMO Mortgage Trust N/A 05593FAB4 20000000.00000000 PA USD 20945916.00000000 0.211859304256 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETWB8 8626.22000000 PA USD 8991.11000000 0.000090941370 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 6.79300000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 1500000.00000000 PA USD 1363530.17000000 0.013791545480 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N Santander Drive Auto Receivabl N/A 80288DAF3 18500000.00000000 PA USD 18788470.50000000 0.190037632547 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M5L34 9024.98000000 PA USD 9026.67000000 0.000091301045 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834LX4 920000.00000000 PA USD 399077.55000000 0.004036504877 Long DBT UST US N 2 2042-11-15 None 0.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAN4 2840000.00000000 PA USD 2723381.81000000 0.027545884147 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 149980.38000000 0.001516989706 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 1902.46000000 USD 0.00000000 USD -9000000.00000000 USD 148077.92000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAF8 1605000.00000000 PA USD 1646843.15000000 0.016657139462 Long DBT CORP FR N 2 2029-06-12 Fixed 5.33500000 N N N N N N NEWMONT / NEWCREST FIN N/A 65163LAR0 12640000.00000000 PA USD 13241980.97000000 0.133937177790 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 70789.05000000 PA USD 61051.30000000 0.000617508727 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAD7 1509067.00000000 PA USD 1137610.91000000 0.011506465313 Long ABS-MBS CORP US N 2 2064-01-25 Variable 4.01821500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EGN3 645.74000000 PA USD 661.99000000 0.000006695755 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413QJ33 3559.82000000 PA USD 3671.72000000 0.000037137933 Long ABS-MBS USGSE US N 2 2037-11-01 Floating 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287UDJ8 397.86000000 PA USD 418.21000000 0.000004230021 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 21167.28000000 PA USD 19764.49000000 0.000199909667 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378FK74 120689.97000000 PA USD 18939.89000000 0.000191569178 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 190000.00000000 PA USD 198656.45000000 0.002009328084 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -105667.14000000 -0.00106877955 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 2450.20000000 USD 0.00000000 USD -4000000.00000000 USD -108117.34000000 N N N Morgan Stanley BAML Trust N/A 61767EAD6 6000000.00000000 PA USD 5916934.20000000 0.059847349857 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.27600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJQ94 1111.59000000 PA USD 1067.97000000 0.000010802076 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N DIGICEL INTL FIN LTD N/A 000000000 20412.00000000 NS USD 253943.65000000 0.002568535317 Long EC CORP US Y 3 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKAL3 495201.30000000 PA USD 420227.74000000 0.004250430328 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 1900000.00000000 PA USD 1926293.16000000 0.019483661095 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 1330000.00000000 PA USD 1327065.22000000 0.013422717546 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N Enterprise Fleet Financing LLC N/A 29375QAD0 545000.00000000 PA USD 557666.13000000 0.005640562977 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.06000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YS88 5464642.35000000 PA USD 5659754.56000000 0.057246083835 Long ABS-MBS USGA US N 2 2054-03-20 Fixed 6.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAE5 1287780.00000000 PA USD 906609.48000000 0.009169981091 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.18216300 N N N N N N Ace Securities Corp. N/A 004421FD0 353072.32000000 PA USD 334874.83000000 0.003387120835 Long ABS-MBS CORP US N 2 2034-05-25 Floating 4.48621000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 37670.48000000 0.000381021373 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2027-06-20 29420.42000000 USD 0.00000000 USD 2875000.00000000 USD 8250.06000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFTM1 1263645.38000000 PA USD 1129723.57000000 0.011426688121 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAP5 64000.00000000 PA USD 65706.21000000 0.000664591223 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LUV2 91879.66000000 PA USD 87431.06000000 0.000884329123 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 539000.00000000 PA USD 524181.54000000 0.005301880154 Long DBT NUSS AO Y 2 2032-04-14 Fixed 8.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178DBW0 31169.67000000 PA USD 29088.39000000 0.000294217071 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CXP4 323342.05000000 PA USD 321014.53000000 0.003246929615 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138NWAP4 13272.65000000 PA USD 12266.96000000 0.000124075242 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AB4 10000000.00000000 PA USD 10201270.00000000 0.103181640026 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.62600000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 13629000.00000000 PA USD 13785733.50000000 0.139437010440 Long DBT NUSS DO Y 2 2029-02-22 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296QY29 2515.45000000 PA USD 2524.32000000 0.000025532456 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 264011.37000000 0.002670366154 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IVORY COAST IVORY COAST Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD 260803.59000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176XUX5 13683.37000000 PA USD 12871.16000000 0.000130186476 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAP9 2882000.00000000 PA USD 2585909.97000000 0.026155413165 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAJ4 482901.00000000 PA USD 233372.15000000 0.002360463076 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QG5L7 538089.52000000 PA USD 463679.64000000 0.004689928381 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W7M4 32021302.96000000 PA USD 30520195.83000000 0.308699197223 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F9WP6 44590.00000000 PA USD 40707.60000000 0.000411740590 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 515044.14000000 PA USD 444676.70000000 0.004497721478 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 1890000.00000000 PA USD 2138197.83000000 0.021626989463 Long DBT CORP US N 2 2034-10-20 Fixed 6.87500000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAH6 5665000.00000000 PA USD 4114594.32000000 0.041617425083 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJQE9 298.60000000 PA USD 308.85000000 0.000003123890 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 6.21900000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -87706.65000000 -0.00088711660 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 14435.01000000 USD 0.00000000 USD -18000000.00000000 USD -102141.66000000 N N N ESKOM HOLDINGS 3789001900ED06F65111 000000000 293000.00000000 PA USD 303071.88000000 0.003065447108 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MAEW5 52825.44000000 PA USD 51331.46000000 0.000519196553 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 1750000.00000000 PA USD 1775594.69000000 0.017959408204 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMT4 26144724.76000000 PA USD 26616636.26000000 0.269216301626 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 16730000.00000000 PA USD 18357949.68000000 0.185683091958 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 290000.00000000 PA USD 285604.69000000 0.002888773683 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B2S75 81657.01000000 PA USD 72336.69000000 0.000731655794 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617GSFC8 44642.63000000 PA USD 43504.13000000 0.000440026338 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEYY2 5535676.90000000 PA USD 4794309.27000000 0.048492461553 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 1645000.00000000 PA USD 1657172.18000000 0.016761613342 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD -28710.82000000 -0.00029039810 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD -29935.93000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2339.00000000 NC USD -23754.21000000 -0.00024026404 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 263015066.71000000 USD -23754.21000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 4225000.00000000 PA USD 3145884.19000000 0.031819321521 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B36 6555000.00000000 PA USD 6181827.06000000 0.062526631920 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAK1 459049.86000000 PA USD 182744.86000000 0.001848388912 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Eagle Re Ltd N/A 26982AAC8 154919.48000000 PA USD 155371.18000000 0.001571515425 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 7.32419000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLZ6 3389998.57000000 PA USD 3056117.27000000 0.030911366136 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N STEEL DYNAMICS INC 549300HGGKEL4FYTTQ83 858119BK5 805000.00000000 PA USD 778169.95000000 0.007870868201 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F022618 126000000.00000000 PA USD 106499531.88000000 1.077198854790 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J62W3 3707.12000000 PA USD 3432.37000000 0.000034717007 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM5G6 149196.93000000 PA USD 126460.67000000 0.001279097536 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 1875000.00000000 PA USD 1695364.42000000 0.017147912102 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -467632.58000000 -0.00472991073 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 3804.92000000 USD 0.00000000 USD -18000000.00000000 USD -471437.50000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 650000.00000000 PA USD 554932.52000000 0.005612913638 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGK4 22445000.00000000 PA USD 17574689.36000000 0.177760736762 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412YFS6 4394.87000000 PA USD 4640.38000000 0.000046935530 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNSC8 679101.76000000 PA USD 584323.38000000 0.005910190069 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QP5H3 109561.26000000 PA USD 104149.53000000 0.001053429554 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N ASCENSION HEALTH N/A 04351LAB6 315000.00000000 PA USD 256066.75000000 0.002590009598 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943RS4 305574.89000000 PA USD 301141.55000000 0.003045922616 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 71644EAJ1 753000.00000000 PA USD 823843.14000000 0.008332833687 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ARH3 2925.24000000 PA USD 2896.52000000 0.000029297105 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWL35 380181.01000000 PA USD 385581.03000000 0.003899993141 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -58715.29000000 -0.00059388094 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD -59031.54000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DP79 3346.29000000 PA USD 3444.80000000 0.000034842731 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FQ4B6 367707.34000000 PA USD 10008.48000000 0.000101231648 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 0.82668800 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 7370000.00000000 PA USD 7750043.37000000 0.078388493314 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBLF3 52614.55000000 PA USD 51936.84000000 0.000525319722 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J95Y3 738141.03000000 PA USD 714444.41000000 0.007226310638 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 136000.00000000 PA USD 116515.18000000 0.001178503006 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQZU9 57183.36000000 PA USD 58655.69000000 0.000593278120 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAH8 382340.00000000 PA USD 217839.17000000 0.002203353388 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J62X1 8075.25000000 PA USD 7480.67000000 0.000075663892 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAA0 869979.45000000 PA USD 895539.45000000 0.009058012302 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 8202.31000000 0.000082962983 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-03-20 6935.53000000 USD 0.00000000 USD 4205000.00000000 USD 1266.78000000 N N N Towd Point Mortgage Trust N/A 89177XAA5 498993.15000000 PA USD 499358.41000000 0.005050804429 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.84621000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BB5 3777000.00000000 PA USD 4287896.63000000 0.043370306495 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Securitized Term Auto Receivab 254900DVX7EZK9JMUP63 81378RAB0 4979342.51000000 PA USD 5022949.60000000 0.050805064222 Long ABS-O CORP CA N 2 2031-07-25 Fixed 5.03800000 N N N N N N Ellington Financial Mortgage T N/A 31572LAA4 110520.45000000 PA USD 94079.21000000 0.000951572419 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.93100000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAH3 650000.00000000 PA USD 637923.32000000 0.006452331363 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N SFS Auto Receivables Securitiz N/A 78435VAF9 305000.00000000 PA USD 311835.72000000 0.003154089736 Long ABS-O CORP US N 2 2032-01-20 Fixed 5.51000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 345000.00000000 PA 357477.95000000 0.003615742074 Long DBT NUSS RO N 2 2034-04-03 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RCV9 13153.92000000 PA USD 13493.05000000 0.000136476637 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AC2 15000000.00000000 PA USD 15733102.50000000 0.159133844967 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.79300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620A9PT2 6931.16000000 PA USD 6949.20000000 0.000070288292 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 64256.15000000 0.000649924464 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 1268.31000000 USD 0.00000000 USD -6000000.00000000 USD 62987.84000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5C35 64991.31000000 PA USD 59152.18000000 0.000598299912 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 2560000.00000000 PA USD 2522921.45000000 0.025518310256 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Barclays Commercial Mortgage S N/A 05550MAS3 5347000.00000000 PA USD 5214138.28000000 0.052738858892 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.31900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36178DBV2 12782.50000000 PA USD 11929.00000000 0.000120656916 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89177BAA3 78979.41000000 PA USD 77157.38000000 0.000780415086 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 1370000.00000000 PA USD 1423202.44000000 0.014395105888 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAV0 888000.00000000 PA USD 883915.20000000 0.008940437806 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFPA1 91119.12000000 PA USD 74809.04000000 0.000756662595 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PLH0 5166.63000000 PA USD 5063.61000000 0.000051216327 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BR1 463000.00000000 PA USD 421793.00000000 0.004266262288 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -107.00000000 NC 219960.63000000 0.002224811081 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-03-06 -16058714.51000000 USD 219960.63000000 N N N HarborView Mortgage Loan Trust N/A 41161PLD3 634883.16000000 PA USD 617058.56000000 0.006241292918 Long ABS-MBS CORP US N 2 2035-03-19 Floating 4.38552000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BZ2 1225000.00000000 PA USD 1221447.50000000 0.012354437854 Long DBT CORP GB N 2 2027-01-14 Fixed 1.45600000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAG2 10520000.00000000 PA USD 9751477.18000000 0.098632171103 Long DBT CORP DE N 2 2033-01-07 Fixed 3.74200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617G9FT3 19557.65000000 PA USD 19595.41000000 0.000198199492 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 4810000.00000000 PA USD 5197076.18000000 0.052566282785 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 319994.12000000 PA USD 320905.27000000 0.003245824495 Long ABS-MBS CORP US N 2 2041-10-25 Floating 5.37419000 N N N N N N Vista Point Securitization Tru N/A 92838TAA9 558791.52000000 PA USD 542475.98000000 0.005486920872 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.47500000 N N N N N N ORLANDO HEALTH OBL GRP N/A 686514AP5 9995000.00000000 PA USD 10424921.72000000 0.105443784961 Long DBT CORP US N 2 2035-10-01 Fixed 5.47500000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAF6 540000.00000000 PA USD 476763.27000000 0.004822263904 Long DBT CORP US N 2 2042-11-01 Fixed 4.70000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CE7 1200000.00000000 PA USD 1180534.35000000 0.011940618211 Long DBT CORP US N 2 2028-03-02 Fixed 3.12500000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -12544.42000000 -0.00012688163 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NORWAY GOVERNMENT BOND NORWAY GOVERNMENT BOND Y Default Event 2026-12-20 0.00000000 USD -13314.00000000 USD 27580000.00000000 USD 769.58000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 13999000.00000000 PA USD 10006179.84000000 0.101208383494 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RJE0 89802.51000000 PA USD 83664.09000000 0.000846227775 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 3980000.00000000 PA USD 4046143.21000000 0.040925070328 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N AMAZON CONSERVATION DAC 635400VMJ6EGNYN3YK31 02315JAA2 19000000.00000000 PA USD 19601323.40000000 0.198259304488 Long DBT NUSS IE N 2 2042-01-16 Fixed 6.03400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 1055000.00000000 PA USD 1084875.24000000 0.010973065754 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CP8 6220000.00000000 PA USD 5445925.09000000 0.055083286909 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N INDIANA UNIV HEALTH INC N/A 455170AA8 1085000.00000000 PA USD 867015.45000000 0.008769503802 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 6005000.00000000 PA USD 5979252.90000000 0.060477677814 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JWBD1 17622.49000000 PA USD 17395.23000000 0.000175945579 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2QW5 24356.80000000 PA USD 25021.52000000 0.000253082358 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -87706.65000000 -0.00088711660 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 1423.11000000 USD 0.00000000 USD -18000000.00000000 USD -89129.76000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 1145000.00000000 PA USD 952318.11000000 0.009632305038 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9C67 7972.69000000 PA USD 7669.68000000 0.000077575650 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36296Q6R5 16570.71000000 PA USD 16624.03000000 0.000168145209 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBYN2 89751.52000000 PA USD 85030.02000000 0.000860043594 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692CAZ1 3000000.00000000 PA USD 2726699.40000000 0.027579440202 Long ABS-MBS CORP US N 2 2054-06-15 Variable 2.19600000 N N N N N N Chase Auto Owner Trust N/A 16144JAG6 1300000.00000000 PA USD 1313676.65000000 0.013287297680 Long ABS-O CORP US N 2 2030-06-25 Fixed 5.40000000 N N N N N N Progress Residential Trust N/A 74332HAA4 2689910.59000000 PA USD 2563344.38000000 0.025927171526 Long ABS-O CORP US N 2 2029-08-09 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SUX3 182293.76000000 PA USD 181586.58000000 0.001836673387 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 55831000.00000000 PA USD 51000166.45000000 0.515845656072 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 1670000.00000000 PA USD 1505071.30000000 0.015223175652 Long DBT CORP JP N 2 2031-07-14 Fixed 2.60800000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -7177.71000000 -0.00007259957 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD -7204.05000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLD5 939207.18000000 PA USD 848872.69000000 0.008585997265 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NAC5 950000.00000000 PA USD 994623.78000000 0.010060209447 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NBB3 39752.84000000 PA USD 37508.64000000 0.000379384428 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBA5 2255000.00000000 PA USD 2175450.18000000 0.022003781624 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312926KB3 50499.61000000 PA USD 51861.05000000 0.000524553138 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCP83 4157660.11000000 PA USD 3910452.21000000 0.039552611809 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DUU3 327.24000000 PA USD 340.77000000 0.000003446748 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables N/A 30168BAF7 445000.00000000 PA USD 451672.82000000 0.004568484347 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N LINCT 2024-1 A1X N/A 000000000 12000000.00000000 PA USD 12000000.00000000 0.121375052352 Long DBT CORP US N 3 2027-06-27 Floating 2.75000000 N N N N N N Ellington Financial Mortgage T 254900ZO1GLQXE3JWX68 281914AA9 15793585.77000000 PA USD 15913430.66000000 0.160957789955 Long ABS-MBS CORP US N 2 2070-05-26 Variable 5.38700000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -14246.62000000 -0.00014409868 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD -14272.96000000 N N N JP Morgan Chase Commercial Mor N/A 48128KAT8 6220000.00000000 PA USD 6140311.23000000 0.062106716416 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.22380000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKQH1 673.99000000 PA USD 667.87000000 0.000006755229 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 3.00000000 N N N N N N AUST & NZ BANKING GRP/UK JHE42UYNWWTJB8YTTU19 05254HAA2 735000.00000000 PA USD 741431.25000000 0.007499271398 Long DBT CORP AU N 2 N/A Fixed 6.75000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KW0 1325000.00000000 PA USD 1368524.71000000 0.013842063193 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDE2 398000.00000000 PA USD 413722.36000000 0.004184631092 Long DBT CORP US N 2 2030-02-01 Fixed 5.70000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JM3 775000.00000000 PA USD 615681.06000000 0.006227360074 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAM0 580781.24000000 PA USD 0.58000000 0.000000005866 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Preston Ridge Partners Mortgag N/A 74390WAA0 11618518.54000000 PA USD 11424296.41000000 0.115552047904 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 5630000.00000000 PA USD 5784762.73000000 0.058510489933 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Equifirst Mortgage Loan Trust N/A 29445FAR9 418129.50000000 PA USD 414420.15000000 0.004191688950 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.32621000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 275503.70000000 0.002786606334 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 3804.92000000 USD 0.00000000 USD -18000000.00000000 USD 271698.78000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -364.00000000 NC 356716.87000000 0.003608044064 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2026-03-06 -49422923.68000000 USD 356716.87000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENRB7 15914.52000000 PA USD 16022.71000000 0.000162063105 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 695000.00000000 PA USD 659461.43000000 0.006670180465 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C2UT9 48280.16000000 PA USD 48310.14000000 0.000488637147 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XTE6 8601848.68000000 PA USD 8833380.94000000 0.089346006170 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 2975000.00000000 PA USD 2659573.02000000 0.026900484544 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGY4 33500000.00000000 PA USD 34345590.25000000 0.347391484556 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 1730000.00000000 PA USD 1841921.27000000 0.018630274214 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132M5SZ6 5308.43000000 PA USD 5247.51000000 0.000053076400 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TXY6 93373.61000000 PA USD 96289.70000000 0.000973930614 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.50000000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 1300000.00000000 PA USD 1341444.00000000 0.013568152977 Long ABS-MBS CORP US N 2 2042-05-25 Floating 7.22419000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 137751.85000000 0.001393303167 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 5512.95000000 USD 0.00000000 USD -9000000.00000000 USD 132238.90000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416CD52 2280.49000000 PA USD 2411.95000000 0.000024395879 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 3995000.00000000 PA USD 2827377.43000000 0.028597756965 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 2905000.00000000 PA USD 2983247.72000000 0.030174320683 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N Northwoods Capital Ltd 549300QQDSTCZ860F679 66860CAL7 1575187.46000000 PA USD 1577078.16000000 0.015951495352 Long ABS-CBDO CORP KY N 2 2031-11-13 Floating 5.09094000 N N N N N N Towd Point Mortgage Trust N/A 89180LAC2 1592219.00000000 PA USD 1477372.56000000 0.014943014317 Long ABS-MBS CORP US N 2 2061-12-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU4V8 33811.97000000 PA USD 32701.56000000 0.000330762796 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE29 39575286.93000000 PA USD 39477038.11000000 0.399293963944 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRE8 440693.47000000 PA USD 379452.84000000 0.003838009026 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N MetroNet Infrastructure Issuer 5493000BIROCAEATAQ61 59170JBD9 12500000.00000000 PA USD 12521270.00000000 0.126647483481 Long ABS-O CORP US N 2 2055-12-20 Fixed 5.16300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JASH2 50250.16000000 PA USD 47725.89000000 0.000482727699 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -233816.29000000 -0.00236495536 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 4061.91000000 USD 0.00000000 USD -9000000.00000000 USD -237878.20000000 N N N Morgan Stanley Capital I Trust N/A 61771MAV2 5143875.72000000 PA USD 4927897.75000000 0.049843653949 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.00500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHVK5 67590.46000000 PA USD 58714.23000000 0.000593870228 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386FRU1 24.19000000 PA USD 25.40000000 0.000000256910 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYS3 31368.60000000 PA USD 31334.90000000 0.000316939593 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ECN7 2098.87000000 PA USD 2145.63000000 0.000021702162 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 5.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDF9 1095000.00000000 PA USD 1163954.68000000 0.011772921685 Long DBT CORP US N 2 2035-02-01 Fixed 6.05100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMP91 1794132.62000000 PA USD 1532656.66000000 0.015502190195 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 2565000.00000000 PA USD 2563433.93000000 0.025928077288 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8BH5 473393.14000000 PA USD 451212.14000000 0.004563824759 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Pretium Mortgage Credit Partne 254900S0KCA0ULKWBW61 69392JAA7 13671655.95000000 PA USD 13709752.02000000 0.138668489097 Long ABS-O CORP US N 2 2055-03-25 Variable 5.83540000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 25533.27000000 0.000258258498 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP INC Citigroup Inc Y Default Event 2026-12-20 23852.26000000 USD 0.00000000 USD 3570000.00000000 USD 1681.01000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFU2 2164073.51000000 PA USD 2231337.44000000 0.022569058216 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAE3 200000.00000000 PA USD 208751.28000000 0.002111433128 Long DBT CORP US N 2 2032-12-06 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WQC5 8532979.71000000 PA USD 7831461.01000000 0.079211999173 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KT7 2110000.00000000 PA USD 2153272.11000000 0.021779459590 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HNN47 3246.30000000 PA USD 3097.33000000 0.000031328215 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 855000.00000000 PA USD 780493.78000000 0.007894372784 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAE3 5390000.00000000 PA USD 5377766.35000000 0.054393889356 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFD55 150143.89000000 PA USD 124576.19000000 0.001260036798 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EEX4 982996.74000000 PA USD 963547.10000000 0.009745881642 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585ABD3 16930000.00000000 PA USD 16840320.53000000 0.170332898830 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -100533.35000000 -0.00101685338 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 3159.26000000 USD 0.00000000 USD -7000000.00000000 USD -103692.61000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAP5 24274689.30000000 PA USD 21494782.22000000 0.217410859772 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 173000.00000000 PA USD 157084.00000000 0.001588839893 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N Angel Oak Mortgage Trust 254900U7QMG1IM2AZ079 03466FAC1 9815409.47000000 PA USD 9828912.53000000 0.099415397741 Long ABS-MBS CORP US N 2 2070-10-25 Variable 4.97500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERA59 57309.42000000 PA USD 55008.55000000 0.000556388803 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE45 14965526.68000000 PA USD 15366552.36000000 0.155426341431 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 77785000.00000000 PA USD 77320969.69000000 0.782069728674 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 1510000.00000000 PA USD 1483316.21000000 0.015003131887 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAK7 4895000.00000000 PA USD 5016257.37000000 0.050737375074 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYY1 4603.34000000 PA USD 4801.30000000 0.000048563169 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac - SCRT N/A 35563PKJ7 7376.26000000 PA USD 7030.57000000 0.000071111316 Long ABS-MBS USGSE US N 2 2058-08-25 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1041.00000000 NC USD -374845.23000000 -0.00379140495 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 120106116.06000000 USD -374845.23000000 N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AS1 3325000.00000000 PA USD 2090131.94000000 0.021140822803 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FBH8 1195.21000000 PA USD 1203.84000000 0.000012176345 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 4.50000000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 410098.04000000 PA USD 420417.38000000 0.004252348458 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 200000.00000000 PA USD 186095.63000000 0.001882280569 Long DBT CORP US N 2 2030-05-27 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBTG5 41897.85000000 PA USD 34542.70000000 0.000349385168 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 17720000.00000000 PA USD 18186713.24000000 0.183951105969 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACR6 11855000.00000000 PA USD 12543070.41000000 0.126867985639 Long DBT CORP US N 2 2029-01-16 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128QJUV6 5093.39000000 PA USD 5242.43000000 0.000053025017 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 6.73300000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 210000.00000000 PA USD 206569.83000000 0.002089368660 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36297GYU8 393317.85000000 PA USD 367050.74000000 0.003712566898 Long ABS-MBS USGA US N 2 2043-11-15 Fixed 3.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 351389.57000000 0.003554160621 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD 350544.03000000 N N N Fannie Mae - CAS N/A 207932AA2 173800.75000000 PA USD 177254.43000000 0.001792855476 Long ABS-MBS CORP US N 2 2042-12-25 Floating 6.27419000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VKM5 35570.65000000 PA USD 37619.20000000 0.000380502697 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 3100000.00000000 PA USD 2950349.91000000 0.029841572898 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 5150000.00000000 PA USD 4627489.55000000 0.046805148866 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BGCC0 71877.88000000 PA USD 66850.28000000 0.000676163019 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Pnmac Gmsr Issuer Trust N/A 693968AA7 24400000.00000000 PA USD 24554325.12000000 0.248356874743 Long ABS-O CORP US N 2 2027-12-25 Floating 6.48173000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBJ1 25492704.63000000 PA USD 21738435.57000000 0.219875312948 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001WAY4 2177286.95000000 PA USD 2173519.15000000 0.021984250051 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.74900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AK31 265802.95000000 PA USD 252448.28000000 0.002553410266 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 2820000.00000000 PA USD 2766109.89000000 0.027978061059 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -467632.58000000 -0.00472991073 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 14435.01000000 USD 0.00000000 USD -18000000.00000000 USD -482067.59000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV6U4 4211364.47000000 PA USD 3594374.43000000 0.036355615384 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 1068000.00000000 PA USD 1065885.36000000 0.010780990947 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N Preston Ridge Partners Mortgag N/A 74390WAD4 1329000.00000000 PA USD 1247331.49000000 0.012616243741 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJJ4 2704.13000000 PA USD 2826.01000000 0.000028583925 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPPW3 751305.41000000 PA USD 734436.70000000 0.007428524409 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 2215000.00000000 PA USD 2197368.60000000 0.022225477405 Long DBT CORP KY N 2 2035-02-14 Fixed 4.87500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FF3Z8 1870481.38000000 PA USD 17471.23000000 0.000176714287 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.55911000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEG7 290000.00000000 PA USD 302510.86000000 0.003059772622 Long DBT CORP US N 2 2030-04-22 Fixed 5.58100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLQA3 401338.07000000 PA USD 357806.60000000 0.003619066233 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9UL7 9346729.12000000 PA USD 7983637.57000000 0.080751202335 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 175694.78000000 0.001777080260 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD 174792.14000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9BR2 1728.93000000 PA USD 1692.88000000 0.000017122783 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532CAZ8 15829701.37000000 PA USD 15662531.81000000 0.158420051534 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.30480000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAK9 1740000.00000000 PA USD 1669779.63000000 0.016889132500 Long DBT CORP US Y 2 2028-04-01 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJGK8 57744.69000000 PA USD 52556.65000000 0.000531588845 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Structured Adjustable Rate Mor N/A 863579FU7 587669.34000000 PA USD 548090.63000000 0.005543710742 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.75936000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6C1 2127317.26000000 PA USD 1814807.91000000 0.018356033757 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 91526.43000000 PA USD 78759.78000000 0.000796622701 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VBC3 13095000.00000000 PA USD 13417241.47000000 0.135709865487 Long DBT CORP US N 2 2028-04-15 Fixed 5.35000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBQ57 17034.45000000 PA USD 17017.14000000 0.000172121354 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DS6 4545000.00000000 PA USD 4570237.65000000 0.046226069502 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 71709.98000000 0.000725316881 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD 70807.34000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M95X6 167105.75000000 PA USD 167820.86000000 0.001697438805 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XH33 732420.91000000 PA USD 752897.61000000 0.007615248902 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ADK0 16668.31000000 PA USD 17426.77000000 0.000176264593 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 270000.00000000 PA USD 240189.77000000 0.002429420492 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N MAYO CLINIC 5493001OHMD58DCY4635 578454AD2 1490000.00000000 PA USD 1192156.27000000 0.012058169140 Long DBT CORP US N 2 2052-11-15 Fixed 4.12800000 N N N N N N Preston Ridge Partners Mortgag N/A 74390WAE2 469000.00000000 PA USD 436314.73000000 0.004413143599 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBKV1 514100.81000000 PA USD 443402.03000000 0.004484828717 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FMJ3 39418969.16000000 PA USD 39978936.90000000 0.404370463270 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AW4 1260000.00000000 PA USD 1353189.60000000 0.013686954878 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 14133000.00000000 PA USD 13937288.09000000 0.140969922631 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 842757.89000000 0.008524148584 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 3207.78000000 USD 0.00000000 USD -4000000.00000000 USD 839550.11000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 146106.53000000 0.001477807310 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD 145203.89000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945PQ5 14473.20000000 PA USD 14590.90000000 0.000147580937 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X53G0 51268.53000000 PA USD 48445.85000000 0.000490009798 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 8925000.00000000 PA USD 8967150.17000000 0.090699026778 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N BMO Mortgage Trust N/A 09660QAT1 10000000.00000000 PA USD 10358216.00000000 0.104769084106 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.73930000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 29608112.63000000 PA USD 24119805.13000000 0.243961884199 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDJD7 790595.87000000 PA USD 669931.46000000 0.006776080502 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Eagle Re Ltd N/A 26982EAA4 661172.40000000 PA USD 662113.05000000 0.006697000508 Long ABS-MBS CORP BM N 2 2033-09-26 Floating 5.86516000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 1065000.00000000 PA USD 1085746.20000000 0.010981875155 Long DBT CORP KY N 2 2028-08-08 Variable 5.40000000 N N N N N Preston Ridge Partners Mortgag N/A 74390WAB8 2310000.00000000 PA USD 2219624.02000000 0.022450581802 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N NARRAGANSETT ELECTRIC VAI0KZ806W8MCH0BCZ61 631005BC8 697000.00000000 PA USD 712230.82000000 0.007203921088 Long DBT CORP US N 2 2040-03-15 Fixed 5.63800000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 71709.98000000 0.000725316881 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD 71287.21000000 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BPW39 10189572.83000000 PA USD 11117.84000000 0.000112452367 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.33452500 N N N N N N First Horizon Alternative Mort N/A 32051GGD1 129226.68000000 PA USD 71933.26000000 0.000727575266 Long ABS-MBS CORP US N 2 2035-03-25 Variable 4.63573500 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 1925000.00000000 PA USD 2329103.79000000 0.023557924537 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBGK0 342440.34000000 PA USD 294947.53000000 0.002983272657 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CCB8 122807.57000000 PA USD 124551.87000000 0.001259790811 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHE60 34218.80000000 PA USD 32793.05000000 0.000331688180 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WNXA2 56902.71000000 PA USD 52579.18000000 0.000531816727 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N NYC Commercial Mortgage Trust N/A 67120UAG2 6300000.00000000 PA USD 6292325.97000000 0.063644282835 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.19137000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5RG0 126903.75000000 PA USD 122972.87000000 0.001243819877 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QGE5 985.80000000 PA USD 984.10000000 0.000009953765 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -119190.44000000 -0.00120556215 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 4811.67000000 USD 0.00000000 USD -6000000.00000000 USD -124002.11000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 6575000.00000000 PA USD 6380104.19000000 0.064532123339 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0SS8 4579.39000000 PA USD 4270.88000000 0.000043198190 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENM8 3448614.57000000 PA USD 3582521.03000000 0.036235723130 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622A2MV1 4065.37000000 PA USD 4182.02000000 0.000042299408 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KG5 655000.00000000 PA USD 654895.78000000 0.006624000798 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LQQ8 24777.09000000 PA USD 25478.83000000 0.000257707860 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XAZ47 522240.28000000 PA USD 449371.78000000 0.004545210276 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92925VAK6 1454397.68000000 PA USD 1251190.40000000 0.012655275025 Long ABS-MBS CORP US N 2 2037-02-25 Variable 4.10435200 N N N N N N Barclays Commercial Mortgage S N/A 05491VAJ5 550000.00000000 PA USD 488257.94000000 0.004938527752 Long ABS-MBS CORP US N 2 2038-08-05 Variable 4.26650000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CUA0 550350.16000000 PA USD 516998.90000000 0.005229230712 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 435632.57000000 0.004406243832 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2030-12-20 368131.17000000 USD 0.00000000 USD 13095000.00000000 USD 67501.40000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CU7 1600000.00000000 PA USD 1616338.75000000 0.016348600033 Long DBT CORP US N 2 2027-05-01 Fixed 5.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBKY1 280538.69000000 PA USD 266442.75000000 0.002694958560 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4AU3 52496.85000000 PA USD 52346.50000000 0.000529463264 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 6032000.00000000 PA USD 6164281.84000000 0.062349169253 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409BCW5 2111.18000000 PA USD 2207.35000000 0.000022326435 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAC7 905000.00000000 PA USD 943734.52000000 0.009545485564 Long DBT CORP US N 2 2033-08-04 Fixed 5.95000000 N N N N N Preston Ridge Partners Mortgag N/A 74390WAC6 1362000.00000000 PA USD 1293345.67000000 0.013081658200 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417VN66 144221.82000000 PA USD 145402.47000000 0.001470686034 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465DAA1 179873.36000000 PA USD 156746.74000000 0.001585428647 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.98500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202EGQ6 245604.09000000 PA USD 254437.95000000 0.002573534958 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 132005.68000000 0.001335183026 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST IVORY COAST Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD 131103.04000000 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 14995000.00000000 PA USD 16942268.73000000 0.171364062839 Long DBT CORP US N 2 2031-10-30 Fixed 7.62400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJYN4 61258.07000000 PA USD 58359.85000000 0.000590285820 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N MAYO CLINIC 5493001OHMD58DCY4635 578454AF7 2225000.00000000 PA USD 1425359.66000000 0.014416925279 Long DBT CORP US N 2 2061-11-15 Fixed 3.19600000 N N N N N Onslow Bay Financial LLC N/A 67448VAF7 117217.07000000 PA USD 103908.07000000 0.001050987286 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LF68 60260.87000000 PA USD 61974.77000000 0.000626849246 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5U56 439781.70000000 PA USD 441077.69000000 0.004461318976 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACV7 390000.00000000 PA USD 403016.20000000 0.004076342697 Long DBT CORP US N 2 2031-01-08 Fixed 5.40000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192XPJ2 5610.16000000 PA USD 5164.36000000 0.000052235372 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGG65 19710.51000000 PA USD 18676.40000000 0.000188904085 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WKBA2 208575.32000000 PA USD 191500.91000000 0.001936952748 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -28710.82000000 -0.00029039810 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 902.64000000 USD 0.00000000 USD -2000000.00000000 USD -29613.46000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NX45 31642.21000000 PA USD 29210.46000000 0.000295451759 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF21 52551737.87000000 PA USD 51517357.28000000 0.521076828078 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KJV7 5871.91000000 PA USD 6210.55000000 0.000062817152 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivabl N/A 802918AE2 303966.39000000 PA USD 304539.06000000 0.003080287029 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCXQ4 107745.95000000 PA USD 106259.74000000 0.001074773458 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938BW2 13065.17000000 PA USD 13144.38000000 0.000132949984 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLQZ2 5144845.62000000 PA USD 4417622.36000000 0.044682428768 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417FSE9 18211.80000000 PA USD 16818.58000000 0.000170113002 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JF8 475000.00000000 PA USD 371727.01000000 0.003759865441 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 2579000.00000000 PA USD 2645731.63000000 0.026760484591 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 264011.37000000 0.002670366154 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IVORY COAST IVORY COAST Y Default Event 2030-12-20 316.25000000 USD 0.00000000 USD -4000000.00000000 USD 263695.12000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5F59 970856.28000000 PA USD 880767.81000000 0.008908603254 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJG4 1398.11000000 PA USD 1385.26000000 0.000014011333 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N GMRF Mortgage Acquisition Co., N/A 36418GAJ3 89384.70000000 PA USD 84808.98000000 0.000857807865 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.00000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AY1 800000.00000000 PA USD 823507.03000000 0.008329434073 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LF50 62098.10000000 PA USD 63864.26000000 0.000645960658 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46595TAC4 10124169.00000000 PA USD 10203239.77000000 0.103201563437 Long ABS-MBS CORP US N 2 2055-06-25 Variable 5.59200000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 4000000.00000000 PA 5347991.62000000 0.054092730238 Long DBT CORP NL N 2 2034-01-16 Fixed 6.62500000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AJ3 200000.00000000 PA USD 202126.00000000 0.002044421152 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N BX Trust N/A 12433FAE8 9433611.11000000 PA USD 9445396.52000000 0.095536291425 Long ABS-MBS CORP US N 2 2040-04-15 Floating 5.79264000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAF5 1580000.00000000 PA USD 1665860.96000000 0.016849496769 Long DBT CORP US N 2 2029-02-01 Fixed 6.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 74397.45000000 0.000752499532 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD 73551.91000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179USW3 28014.97000000 PA USD 28465.86000000 0.000287920437 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132QW5G0 88423.64000000 PA USD 85563.97000000 0.000865444278 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HXN9 153.57000000 PA USD 156.16000000 0.000001579494 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N MMAF Equipment Finance LLC N/A 60700MAD0 1580000.00000000 PA USD 1538635.28000000 0.015562661471 Long ABS-O CORP US N 2 2030-08-09 Fixed 1.40000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 2132000.00000000 PA USD 2091306.61000000 0.021152704106 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8N30 114924.24000000 PA USD 109714.88000000 0.001109720775 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQY6 63425.53000000 PA USD 63247.99000000 0.000639727341 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 125278.69000000 PA USD 124192.21000000 0.001256152999 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC84 29536384.84000000 PA USD 26184593.53000000 0.264846367545 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N BX Trust N/A 05613UAA9 16995000.00000000 PA USD 16952541.39000000 0.171467966560 Long ABS-MBS CORP US N 2 2035-02-15 Floating 4.90012000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 406228.40000000 0.004108832776 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 4061.91000000 USD 0.00000000 USD -9000000.00000000 USD 402166.49000000 N N N STRYKER CORP 5493002F0SC4JTBU5137 863667AT8 430000.00000000 PA 501338.44000000 0.005070831616 Long DBT CORP US N 2 2027-11-30 Fixed 2.12500000 N N N N N N ESKOM HOLDINGS 3789001900ED06F65111 29646AAD8 1773000.00000000 PA USD 1902659.49000000 0.019244616267 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 80000.00000000 PA USD 63642.31000000 0.000643715725 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ANL8 2960.50000000 PA USD 2933.84000000 0.000029674581 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 3.00000000 N N N N N N Residential Funding Mtg Sec I N/A 76111JZ72 791.13000000 PA USD 800.94000000 0.000008101177 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F82T9 15022938.70000000 PA USD 525894.49000000 0.005319205937 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 0.86825700 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36192XPH6 5726.50000000 PA USD 5271.36000000 0.000053317632 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7A7 2288122.95000000 PA USD 1955632.05000000 0.019780411870 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCX1 49427.92000000 PA USD 45910.54000000 0.000464366183 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA2Y7 3381192.84000000 PA USD 2918424.73000000 0.029518662865 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 17281.86000000 0.000174798888 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-06-20 14351.12000000 USD 0.00000000 USD 6147000.00000000 USD 2930.74000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 2894385.54000000 PA USD 2903316.69000000 0.029365851270 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AB0 775000.00000000 PA USD 722331.99000000 0.007306090258 Long DBT CORP US N 2 2044-09-01 Fixed 5.00000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34535QAA3 2655000.00000000 PA USD 2708007.08000000 0.027390375092 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.85000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQV2 641223.37000000 PA USD 584881.39000000 0.005915834110 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 480000.00000000 PA USD 494080.29000000 0.004997418422 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBU6 14783894.62000000 PA USD 12603806.67000000 0.127482307867 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPK4 41863.22000000 PA USD 40879.30000000 0.000413477264 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940EU9 2825.28000000 PA USD 2908.72000000 0.000029420503 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TCY9 31400.85000000 PA USD 30318.32000000 0.000306657306 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DDR7 11208.92000000 PA USD 11533.38000000 0.000116655383 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 275503.70000000 0.002786606334 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 1423.11000000 USD 0.00000000 USD -18000000.00000000 USD 274080.59000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 299960.77000000 0.003033979513 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 1423.11000000 USD 0.00000000 USD -18000000.00000000 USD 298537.66000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312933Z23 17193.04000000 PA USD 17361.89000000 0.000175608358 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N New Residential Mortgage Loan N/A 64828FCQ3 92752.49000000 PA USD 91141.35000000 0.000921857177 Long ABS-MBS CORP US N 2 2048-01-25 Floating 4.59621000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312940AM1 24814.59000000 PA USD 25548.55000000 0.000258413049 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 360000.00000000 PA USD 307461.28000000 0.003109844079 Long DBT CORP US N 2 2052-04-15 Fixed 4.95000000 N N N N N N Towd Point Mortgage Trust N/A 891946AA3 12280266.12000000 PA USD 12382931.60000000 0.125248247602 Long ABS-MBS CORP US N 2 2065-01-25 Variable 5.79900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SQW0 89085.29000000 PA USD 82903.96000000 0.000838539373 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N CHICAGO IL MET WTR RECLAMATION 254900GOGQEZEWCZ4D37 167560PL9 210000.00000000 PA USD 217718.60000000 0.002202133872 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V4U1 7390220.09000000 PA USD 6122676.29000000 0.061928346269 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VVX5 1014741.75000000 PA USD 840977.64000000 0.008506142090 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AG9 2441000.00000000 PA USD 2219784.38000000 0.022452203777 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 32128.08000000 0.000324962282 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 1353.98000000 USD 0.00000000 USD -3000000.00000000 USD 30774.10000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417C4P7 2372458.98000000 PA USD 2262776.48000000 0.022887051143 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 000000000 2376000.00000000 PA 2493864.75000000 0.025224413716 Long DBT CORP ID N 2 2031-11-05 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EG3S1 50080.00000000 PA USD 53268.80000000 0.000538791949 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 300000.00000000 PA USD 295825.47000000 0.002992152659 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JG6 1080000.00000000 PA USD 917368.43000000 0.009278803434 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACY1 655000.00000000 PA USD 673743.30000000 0.006814635692 Long DBT CORP US N 2 2029-03-19 Fixed 5.35000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 3670000.00000000 PA USD 3264024.60000000 0.033014263058 Long DBT CORP KY N 2 2053-02-14 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179M2Q2 8278.65000000 PA USD 7770.00000000 0.000078590346 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 760000.00000000 PA USD 756971.88000000 0.007656458463 Long DBT UST US N 2 2028-09-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KLDQ2 50115.87000000 PA USD 41154.86000000 0.000416264440 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -467632.58000000 -0.00472991073 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 1423.11000000 USD 0.00000000 USD -18000000.00000000 USD -469055.69000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC35 55601519.42000000 PA USD 49339501.71000000 0.499048716926 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BJ8 3344000.00000000 PA USD 2141315.04000000 0.021658518756 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12595JAG9 5264000.00000000 PA USD 5194093.55000000 0.052536114713 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.19080000 N N N N N N GABON BLUE BOND MASTER N/A 000000000 19000000.00000000 PA USD 19320150.00000000 0.195415351476 Long DBT NUSS US N 2 2038-08-01 Fixed 6.09700000 N N N N N N OneMain Financial Issuance Tru N/A 68269MAA2 7200000.00000000 PA USD 7007037.12000000 0.070873291439 Long ABS-O CORP US N 2 2036-06-16 Fixed 1.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7ZN9 16226.19000000 PA USD 16373.14000000 0.000165607560 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4KX1 240000.00000000 PA USD 271393.88000000 0.002745037199 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 10210000.00000000 PA USD 9288181.98000000 0.093946131173 Long DBT CORP GB N 2 2032-03-10 Fixed 2.66700000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCY0 3200000.00000000 PA USD 3083088.03000000 0.031184164254 Long DBT CORP US N 2 2030-06-21 Fixed 3.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3129413N5 27655.80000000 PA USD 27880.71000000 0.000282001886 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 36526.63000000 0.000369451802 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 26.34000000 USD 0.00000000 USD -500000.00000000 USD 36500.29000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KJL34 281007.68000000 PA USD 230654.92000000 0.002332979415 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.00000000 N N N N N N ESKOM HOLDINGS 3789001900ED06F65111 29646AAC0 2931000.00000000 PA USD 3031753.13000000 0.030664932906 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5YJ5 64008.02000000 PA USD 64482.75000000 0.000652216429 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WZWA6 60320.25000000 PA USD 57475.12000000 0.000581337141 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M8HG2 96675.73000000 PA USD 94780.27000000 0.000958663352 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAF6 111000.00000000 PA USD 88927.62000000 0.000899466211 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC43 5201731.36000000 PA USD 4826784.63000000 0.048820936430 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GUKV5 6265.75000000 PA USD 6135.09000000 0.000062053905 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGF38 521334.81000000 PA USD 444243.70000000 0.004493341862 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHF64 88761.84000000 PA USD 84255.43000000 0.000852208935 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 9741.35000000 0.000098529738 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2027-06-20 8542.47000000 USD 0.00000000 USD 4760000.00000000 USD 1198.88000000 N N N Structured Asset Investment Lo N/A 86358EKX3 697908.25000000 PA USD 738482.05000000 0.007469441456 Long ABS-O CORP US N 2 2034-09-25 Floating 4.78621000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 11737000.00000000 PA USD 11703314.81000000 0.118374203980 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9WH2 10762.45000000 PA USD 9702.16000000 0.000098133348 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 11664455.93000000 PA USD 9948412.08000000 0.100624086419 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128NGEY7 159.74000000 PA USD 164.98000000 0.000001668704 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 6.31700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ADC8 110552.56000000 PA USD 115582.58000000 0.001169070141 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMPR0 870292.67000000 PA USD 747207.87000000 0.007557699528 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C0X60 19626.07000000 PA USD 20085.65000000 0.000203158068 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N ESCAMBIA CNTY FL HLTH FACS AUT N/A 296110GG8 30000.00000000 PA USD 24774.44000000 0.000250583246 Long DBT MUN US N 2 2040-08-15 Fixed 3.60700000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237BAA8 8508389.32000000 PA USD 8279585.97000000 0.083744598380 Long ABS-O CORP US N 2 2057-06-20 Fixed 6.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -133782.62000000 -0.00135315604 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD -134628.16000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WZB7 24633742.34000000 PA USD 22699729.99000000 0.229598409660 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAW0 161201.00000000 PA USD 155297.64000000 0.001570771598 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.26100000 N N N N N N OneMain Direct Auto Receivable N/A 682687AD0 1875000.00000000 PA USD 1872631.69000000 0.018940897450 Long ABS-O CORP US N 2 2030-11-14 Fixed 1.62000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGSS4 2423.12000000 PA USD 2290.21000000 0.000023164529 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202ED48 323.26000000 PA USD 331.39000000 0.000003351873 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 5.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 7883024.80000000 PA USD 6716337.13000000 0.067932980897 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 590000.00000000 PA USD 593773.24000000 0.006005771507 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCX1 4145000.00000000 PA USD 4256803.45000000 0.043055811799 Long DBT CORP US N 2 2029-02-01 Fixed 5.46800000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 920000.00000000 PA USD 950303.05000000 0.009611923537 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223VZ1 1245000.00000000 PA USD 1346767.48000000 0.013621997782 Long DBT MUN US N 2 2039-12-01 Fixed 6.10500000 N N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 000000000 1.00000000 NC USD 37198.72000000 0.000376249715 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 1225.11000000 USD 0.00000000 USD -2000000.00000000 USD 35973.61000000 N N N BX Trust N/A 05609TAJ9 9900000.00000000 PA USD 9875067.84000000 0.099882239672 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.45012000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179NX60 34576.67000000 PA USD 33513.24000000 0.000338972604 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AY3 1000000.00000000 PA USD 1201560.00000000 0.012153283992 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHT7 2855323.94000000 PA USD 2320683.95000000 0.023472761327 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CPN8 42297.00000000 PA USD 40918.45000000 0.000413873250 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFX6 6579109.91000000 PA USD 6848943.88000000 0.069274243499 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWYY4 1114006.93000000 PA USD 1101963.07000000 0.011145902109 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N SMB Private Education Loan Tru 549300V1P5RKG8RJI005 78449QAB3 354708.12000000 PA USD 353496.90000000 0.003575475395 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.63000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WUV8 316601.41000000 PA USD 288807.97000000 0.002921173539 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 51557029.88000000 PA USD 42040106.39000000 0.425218342833 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 264011.37000000 0.002670366154 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST IVORY COAST Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD 263165.83000000 N N N Wells Fargo Commercial Mortgag N/A 95000YAX3 1330000.00000000 PA USD 1313624.24000000 0.013286767575 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.31700000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 171952819.79000000 NS USD 171952819.79000000 1.739231875352 Long STIV RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EES5 75566519.96000000 PA USD 72027075.60000000 0.728524172647 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MLA6 975.15000000 PA USD 1003.18000000 0.000010146752 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B73P2 579328.80000000 PA USD 533902.64000000 0.005400205073 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12512JAV6 2759205.03000000 PA USD 2747818.07000000 0.027793046841 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.01300000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAR6 1080000.00000000 PA USD 1087678.80000000 0.011001422607 Long DBT CORP HK N 2 2035-03-30 Fixed 4.95000000 N N N N N OneMain Direct Auto Receivable N/A 682687AC2 1235000.00000000 PA USD 1233407.47000000 0.012475408020 Long ABS-O CORP US N 2 2028-07-14 Fixed 1.42000000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UCP8 178440.44000000 PA USD 175818.65000000 0.001778333154 Long ABS-O CORP US N 2 2035-01-25 Floating 5.69121000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEMN6 6472.10000000 PA USD 6310.47000000 0.000063827802 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 36618.82000000 0.000370384266 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2027-12-20 26883.03000000 USD 0.00000000 USD 2160000.00000000 USD 9735.79000000 N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAN4 205000.00000000 PA USD 174871.25000000 0.001768750593 Long DBT CORP US N 2 2032-09-15 Fixed 1.85000000 N N N N N N BFLD Trust N/A 05555HAA8 8157573.96000000 PA USD 8160121.57000000 0.082536265230 Long ABS-MBS CORP US N 2 2039-07-15 Floating 5.24222000 N N N N N N OneMain Financial Issuance Tru N/A 68268VAD7 1830000.00000000 PA USD 1839031.97000000 0.018601050136 Long ABS-O CORP US N 2 2034-10-14 Fixed 6.55000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAC1 1970000.00000000 PA USD 2026856.04000000 0.020500813163 Long DBT CORP US N 2 2034-01-15 Fixed 5.68100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FX84 272448.11000000 PA USD 264830.99000000 0.002678656272 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DQN2 1697.70000000 PA USD 1752.25000000 0.000017723286 Long ABS-MBS USGSE US N 2 2036-08-01 Floating 6.45300000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183FLP2 46271.43000000 PA USD 42336.95000000 0.000428220793 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162DAD0 11205000.00000000 PA USD 10612472.88000000 0.107340787616 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.70100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CPL0 20622.23000000 PA USD 20908.25000000 0.000211478328 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FIRSTENERGY PENN ELECTRI N/A 708696BY4 3263000.00000000 PA USD 3195862.62000000 0.032324832734 Long DBT CORP US N 2 2028-03-15 Fixed 3.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1047516.48000000 -0.01059519730 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -30650.81000000 USD 100000000.00000000 USD -1016865.67000000 N N N UNIV OF VIRGINIA VA UNIV REVEN N/A 915217WX7 3720000.00000000 PA USD 2742178.00000000 0.027735999859 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBQ5 4384274.31000000 PA USD 3734522.40000000 0.037773154317 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DE70 13.49000000 PA USD 14.27000000 0.000000144335 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AVQP0 10473.07000000 PA USD 10408.85000000 0.000105281226 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YGXF4 38210.57000000 PA USD 36273.00000000 0.000366886439 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 57545.73000000 PA USD 60015.65000000 0.000607033555 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194CT94 66604.55000000 PA USD 59999.51000000 0.000606870305 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JAFT0 459079.75000000 PA USD 467083.64000000 0.004724358438 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 622000.00000000 PA USD 535685.87000000 0.005418241709 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 235000.00000000 PA USD 227666.25000000 0.002302750251 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -211334.27000000 -0.00213755900 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 632.50000000 USD 0.00000000 USD -8000000.00000000 USD -211966.77000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -136043.58000000 -0.00137602472 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 4061.91000000 USD 0.00000000 USD -9000000.00000000 USD -140105.49000000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAF8 3212000.00000000 PA USD 3508649.15000000 0.035488539522 Long DBT CORP US N 2 2034-03-30 Fixed 6.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 500000.00000000 PA USD 511670.00000000 0.005175331086 Long DBT CORP CL N 2 2053-09-08 Fixed 6.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179RNX3 768886.68000000 PA USD 742920.25000000 0.007514332019 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 940000.00000000 PA USD 924912.91000000 0.009355112739 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF47 10079245.05000000 PA USD 10094754.99000000 0.102104284616 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001ABC9 10244000.00000000 PA USD 10076472.70000000 0.101919366791 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.21000000 N N N N N N Trinitas CLO Ltd 549300QFERVNPGSISO16 89641JAW6 82701.69000000 PA USD 82727.18000000 0.000836751316 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.08444000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 13345000.00000000 PA USD 13369663.86000000 0.135228637578 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XTCF6 3467561.18000000 PA USD 2952129.36000000 0.029859571301 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412QPP8 4078.11000000 PA USD 4313.04000000 0.000043624621 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 421378.94000000 0.004262074241 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD 420956.17000000 N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34355JAB4 4025000.00000000 PA USD 3600611.48000000 0.036418700573 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENF87 420.08000000 PA USD 432.04000000 0.000004369906 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312944TR2 247359.03000000 PA USD 242457.74000000 0.002452360073 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPH64 36278.61000000 PA USD 36959.93000000 0.000373834453 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6QQ7 2078489.35000000 PA USD 1920645.17000000 0.019426534004 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LAQ3 1126000.00000000 PA USD 1165332.21000000 0.011786854833 Long DBT CORP US N 2 2040-01-30 Fixed 5.75000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 1400000.00000000 PA USD 1223789.37000000 0.012378124904 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LUHZ2 672.49000000 PA USD 693.94000000 0.000007018916 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 6.93300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGLW3 2197836.01000000 PA USD 2179115.08000000 0.022040850576 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CG7 3665000.00000000 PA USD 3756526.52000000 0.037995716919 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 143419.96000000 0.001450633762 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD 142574.42000000 N N N Verus Securitization Trust N/A 92538KAB9 730797.27000000 PA USD 638289.30000000 0.006456033100 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.21800000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 620000.00000000 PA USD 646878.90000000 0.006542913362 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJS0 43579.58000000 PA USD 44849.33000000 0.000453632481 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CDL5 2868195.82000000 PA USD 2602799.28000000 0.026326241572 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FLK49 214812.07000000 PA USD 196110.57000000 0.001983577558 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241L6P6 695.85000000 PA USD 700.65000000 0.000007086785 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 513000.00000000 PA USD 504338.24000000 0.005101173356 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAY5 660000.00000000 PA USD 679052.00000000 0.006868331004 Long DBT CORP US N 2 2030-01-30 Fixed 5.15000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276VAD1 8001831.38000000 PA USD 7926076.44000000 0.080168995238 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.72000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGL5 154534.49000000 PA USD 142968.72000000 0.001446069656 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 275503.70000000 0.002786606334 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 14435.01000000 USD 0.00000000 USD -18000000.00000000 USD 261068.69000000 N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 4377000.00000000 PA 5119725.74000000 0.051783914977 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWX2 3964.30000000 PA USD 3839.40000000 0.000038833948 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 16486575.20000000 PA USD 14697781.79000000 0.148662002852 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPY73 10000.66000000 PA USD 10249.86000000 0.000103673107 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HLBQ5 15764.07000000 PA USD 15086.92000000 0.000152597975 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312933G73 29304.41000000 PA USD 29592.25000000 0.000299313407 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBX5 2115846.49000000 PA USD 1752856.37000000 0.017729419472 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237YAA8 5029481.81000000 PA USD 4972008.41000000 0.050289815088 Long ABS-O CORP US N 2 2057-03-20 Fixed 6.48000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAB7 488000.00000000 PA USD 435393.60000000 0.004403826749 Long DBT CORP TH N 2 2043-01-23 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ADCC4 5580.39000000 PA USD 5593.19000000 0.000056572810 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -26416.79000000 -0.00026719493 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 52.69000000 USD 0.00000000 USD -1000000.00000000 USD -26469.48000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 1715900.21000000 PA USD 1482415.59000000 0.014994022487 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHM9 9200000.00000000 PA USD 9640990.96000000 0.097514648541 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9KQ2 25133.72000000 PA USD 23216.19000000 0.000234822189 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9J52 26136.41000000 PA USD 25591.38000000 0.000258846257 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMLB0 8526554.45000000 PA USD 7871597.83000000 0.079617966559 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412RKU0 223151.91000000 PA USD 219531.82000000 0.002220473845 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAG2 147912.44000000 PA USD 137080.38000000 0.001386511524 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 926000.00000000 PA USD 897715.77000000 0.009080024881 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Social Professional Loan Progr N/A 83401CAB0 1877887.59000000 PA USD 1821562.79000000 0.018424356583 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36193VGZ9 102351.37000000 PA USD 92267.31000000 0.000933245798 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -2095032.96000000 -0.02119039460 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -179635.73000000 USD 200000000.00000000 USD -1915397.23000000 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EC5 540000.00000000 PA USD 565945.89000000 0.005724309335 Long DBT CORP US N 2 2028-09-01 Fixed 6.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UEC2 27748.16000000 PA USD 28478.88000000 0.000288052129 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V7D6 34634481.79000000 PA USD 28692663.87000000 0.290214464946 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Shops at Crystals Trust 2016-C N/A 82510WAA8 230000.00000000 PA USD 228386.69000000 0.002310037204 Long ABS-MBS CORP US Y 2 2036-07-05 Fixed 3.12550000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMPE7 1053.88000000 PA USD 1047.74000000 0.000010597458 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 2953000.00000000 PA USD 3023699.15000000 0.030583470219 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBN1 444000.00000000 PA USD 449316.88000000 0.004544654986 Long DBT CORP US N 2 2029-01-15 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DMU4 120942.23000000 PA USD 111847.56000000 0.001131291954 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417CNZ4 164711.71000000 PA USD 156436.01000000 0.001582285741 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEC7 1047891.15000000 PA USD 1045668.03000000 0.010576500990 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 292213.06000000 0.002955614621 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 845.54000000 USD 0.00000000 USD -4000000.00000000 USD 291367.52000000 N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 2430000.00000000 PA USD 934821.00000000 0.009455328984 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KWU4 35702.85000000 PA USD 37759.04000000 0.000381917121 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Towd Point Mortgage Trust N/A 89182JAA9 2288843.99000000 PA USD 2308242.17000000 0.023346917852 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQFQ5 1784813.77000000 PA USD 1520771.94000000 0.015381981152 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 344000.00000000 PA USD 346925.17000000 0.003509005055 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179MNJ5 18397.25000000 PA USD 17882.74000000 0.000180876541 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287UEV0 522.75000000 PA USD 549.49000000 0.000005557864 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Freddie Mac - STACR 5493000IT2BRJ2Q9YQ96 35565TBD0 1965000.00000000 PA USD 2158593.77000000 0.021833285986 Long ABS-MBS CORP US N 2 2050-11-25 Floating 7.87419000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 575000.00000000 PA USD 528277.30000000 0.005343307078 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 2075000.00000000 PA USD 1867599.13000000 0.018889995181 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 64256.15000000 0.000649924464 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 4811.67000000 USD 0.00000000 USD -6000000.00000000 USD 59444.48000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ELLL5 16385.49000000 PA USD 15622.88000000 0.000158018989 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FTJ7 488391.95000000 PA USD 493810.12000000 0.004994685763 Long ABS-MBS CORP US N 2 2044-06-25 Floating 4.68621000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36194MH87 84038.42000000 PA USD 75704.73000000 0.000765722130 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163WAB1 26166882.13000000 PA USD 27619868.91000000 0.279363586244 Long ABS-MBS CORP US N 2 2056-12-15 Fixed 6.93020000 N N N N N N Legacy Mortgage Asset Trust N/A 52476AAA1 29274610.83000000 PA USD 29315042.00000000 0.296509563122 Long ABS-MBS CORP US N 2 2061-01-25 Variable 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416VY57 120751.77000000 PA USD 119961.84000000 0.001213364550 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128FWAJ8 2125.44000000 PA USD 2138.89000000 0.000021633990 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Assurant Commercial Mortgage T 549300SPKO3Z7ZWM8X71 04624UAJ0 1064086.46000000 PA USD 1054185.35000000 0.010662650170 Long ABS-MBS CORP US N 2 2049-05-15 Variable 4.20158400 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DR5 3160000.00000000 PA USD 3247775.80000000 0.032849913146 Long DBT CORP US N 2 2033-06-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DMV2 329451.68000000 PA USD 304712.57000000 0.003082042011 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -29357.65000000 -0.00029694052 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 422.77000000 USD 0.00000000 USD -2000000.00000000 USD -29780.42000000 N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 5900000.00000000 PA USD 5950394.26000000 0.060185784568 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.22419000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179SGK7 141199.91000000 PA USD 128654.74000000 0.001301289650 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAW9 6235000.00000000 PA USD 5844672.38000000 0.059116451342 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFR3 839688.16000000 PA USD 775449.49000000 0.007843351870 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.00000000 N N N N N N Bank N/A 060352AE1 1800806.83000000 PA USD 1780095.21000000 0.018004929108 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.25400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 91113.61000000 PA USD 78315.17000000 0.000792125654 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAT0 540000.00000000 PA USD 570099.11000000 0.005766317443 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 469000.00000000 PA USD 355730.72000000 0.003598069563 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 855000.00000000 PA USD 951401.27000000 0.009623031579 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAW5 1090000.00000000 PA USD 1097956.24000000 0.011105374675 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 299960.77000000 0.003033979513 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 3804.92000000 USD 0.00000000 USD -18000000.00000000 USD 296155.85000000 N N N PMT CREDIT RISK TRANSFER TRUST N/A 69391NAA9 17129002.35000000 PA USD 17294629.53000000 0.174928047052 Long ABS-MBS CORP US N 2 2027-03-29 Floating 7.21516000 N N N N N N JP Morgan Mortgage Trust N/A 46591LAC5 372003.97000000 PA USD 336915.14000000 0.003407757729 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 2905000.00000000 PA USD 3352129.38000000 0.033905406582 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAX7 360000.00000000 PA USD 250116.77000000 0.002529828004 Long DBT CORP CA N 2 2052-02-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A67D7 22471.62000000 PA USD 20247.91000000 0.000204799261 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DC6 4518000.00000000 PA USD 4341484.59000000 0.043912326616 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Merit N/A 55293DAJ0 4720000.00000000 PA USD 4715691.58000000 0.047697276033 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.36072000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GAV8 1503396.36000000 PA USD 1389803.13000000 0.014057285638 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 965000.00000000 PA USD 910387.85000000 0.009208197746 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N UNIV OF VIRGINIA VA UNIV REVEN N/A 915217XM0 315000.00000000 PA USD 193589.25000000 0.001958075446 Long DBT MUN US N 2 2051-11-01 Fixed 2.58400000 N N N N N N 2026-02-26 Advanced Series Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer