NPORT-P false 0000910682 XXXXXXXX S000003911 C000010956 C000010959 C000010960 C000171464 C000010958 Delaware Group Adviser Funds 811-07972 0000910682 5493002O562H7WTKN265 100 Independence 610 Market Street Philadelphia 19106 800-523-1918 Macquarie Diversified Income Fund S000003911 PYM3I3A21N5B33EG7313 2025-10-31 2025-01-31 N 2929142646.96 114121706.49 2815020940.47 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15372150.14000000 62757892.60000000 0.00000000 14101032.05000000 USD N BBG U.S. Aggregate Index LEH_AGG Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYT9 8472259.16000000 PA USD 7763165.80000000 0.275776484941 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Bank N/A 06539VBB3 2092000.00000000 PA USD 1700912.73000000 0.060422738088 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.26922000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4R39 5724007.95000000 PA USD 4881981.19000000 0.173426105639 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N FREMF Mortgage Trust 549300OFE1DNC7KO4K57 30292NAG8 173264.56000000 PA USD 172658.15000000 0.006133458814 Long ABS-MBS CORP US N 2 2048-01-25 Variable 3.56549100 N N N N N N 3R LUX SARL N/A 88563PAA6 575000.00000000 PA USD 601277.50000000 0.021359610202 Long DBT CORP LU N 2 2031-02-05 Fixed 9.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 402000.00000000 PA USD 407461.37000000 0.014474541348 Long DBT NUSS RO Y 2 2033-01-17 Fixed 7.12500000 N N N N N N SITIOS LATINOAMERICA 984500D2C0CDC0BFDD35 82983PAA1 770000.00000000 PA USD 770924.00000000 0.027386084022 Long DBT CORP MX N 2 2029-11-25 Fixed 6.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 625000.00000000 PA USD 606123.19000000 0.021531747110 Long DBT CORP CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9RQ9 8449657.40000000 PA USD 7036642.32000000 0.249967672312 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2M6 210000.00000000 PA USD 129718.37000000 0.004608078332 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N Bank N/A 06541TBF5 5400000.00000000 PA USD 4480019.28000000 0.159146925537 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.99700000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 5187000.00000000 PA USD 3297090.10000000 0.117124887158 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJA9 2272778.17000000 PA USD 2168454.02000000 0.077031541358 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36257UAL1 5440000.00000000 PA USD 4921684.96000000 0.174836531026 Long ABS-MBS CORP US N 2 2052-09-10 Fixed 3.00050000 N N N N N N Woodward Capital Management N/A 749350AA2 1702056.15000000 PA USD 1358102.94000000 0.048244861005 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAJ0 3070000.00000000 PA USD 3062526.09000000 0.108792302251 Long DBT CORP US N 2 2054-10-15 Fixed 6.62500000 N N N N N N COMM Mortgage Trust N/A 12593YBE2 3290000.00000000 PA USD 3258500.22000000 0.115754031281 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.76200000 N N N N N N EPICOR SOFTWARE CORP JGNXVGGGXR4O1L5I7S73 29426NAZ7 1903190.47000000 PA USD 1921032.88000000 0.068242223437 Long LON CORP US N 2 2031-05-30 Floating 7.05110000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834NP9 16165000.00000000 PA USD 6160022.41000000 0.218826876967 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 2565000.00000000 PA USD 2576082.60000000 0.091512022627 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 10070000.00000000 PA USD 10434969.02000000 0.370688859538 Long DBT CORP US N 2 2028-11-10 Fixed 6.20400000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 645000.00000000 PA USD 644652.67000000 0.022900457354 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2335000.00000000 PA USD 2129593.09000000 0.075651056778 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 4565000.00000000 PA USD 4633220.73000000 0.164589210097 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 23530000.00000000 PA USD 21353475.00000000 0.758554747959 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3X8 17779462.20000000 PA USD 13930649.56000000 0.494868416775 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 795000.00000000 PA USD 779533.75000000 0.027691934322 Long DBT CORP ID N 2 2027-05-15 Fixed 4.12500000 N N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 615000.00000000 PA USD 503731.06000000 0.017894398324 Long DBT CORP ID Y 2 2052-04-27 Fixed 4.80500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 895000.00000000 PA USD 869124.66000000 0.030874536224 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46644XBD3 544681.63000000 PA USD 525195.10000000 0.018656880751 Long ABS-MBS CORP US N 2 2045-05-25 Variable 6.15766400 N N N N N N Credit Suisse Mortgage Trust N/A 12647PAU2 1043420.28000000 PA USD 869815.18000000 0.030899066060 Long ABS-MBS CORP US N 2 2043-08-25 Variable 3.54529100 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZT6 4117622.46000000 PA USD 4159602.86000000 0.147764544135 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 10860000.00000000 PA USD 9894478.67000000 0.351488634693 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N FIDEIC IRR ADMIN 4323 N/A 171928AA2 675000.00000000 PA USD 702000.00000000 0.024937647528 Long DBT CORP MX N 2 2030-09-12 Fixed 11.00000000 N N Y N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 1650000.00000000 PA USD 1705817.85000000 0.060596986170 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EREA4 13972.53000000 PA USD 13506.42000000 0.000479798207 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAZ1 691261.20000000 PA USD 652697.88000000 0.023186253097 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50063400 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAR1 1180000.00000000 PA USD 1172626.30000000 0.041656041812 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 574277.34000000 PA USD 51684.96000000 0.001836041759 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N Y N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DL6 563000.00000000 PA USD 567735.39000000 0.020168069865 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 815000.00000000 PA USD 800551.52000000 0.028438563581 Long DBT CORP SG N 2 2030-09-10 Fixed 1.83200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QP4F1 502741.74000000 PA USD 499790.65000000 0.017754420324 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELW8 631678.84000000 PA USD 595452.88000000 0.021152698064 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Santander Drive Auto Receivabl N/A 80288DAF3 3600000.00000000 PA USD 3608698.68000000 0.128194381367 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AN3 25087.90371400 PA USD 19584.24000000 0.000695704949 Long DBT NUSS GH N 2 2030-01-03 None 0.00000000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 520000.00000000 PA USD 511503.20000000 0.018170493606 Long DBT CORP AE Y 2 N/A Fixed 4.50000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 1409000.00000000 PA USD 1199742.37000000 0.042619305339 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DW33 86165.04000000 PA USD 84155.20000000 0.002989505292 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBV8 3000000.00000000 PA USD 2919164.70000000 0.103699573173 Long DBT CORP US N 2 2034-11-22 Fixed 6.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 76292.78774400 PA USD 47122.24000000 0.001673956996 Long DBT NUSS UA N 2 2036-02-01 Variable 0.01000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 920.00000000 NC USD -2367068.00000000 -0.08408704766 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 2025-03-20 107160818.00000000 USD -2367068.00000000 N N N ARDONAGH GROUP LTD 254900YP2E642AGM4G32 000000000 6300000.00000000 PA USD 6303937.50000000 0.223939275526 Long LON CORP AU N 2 2031-02-18 Floating 7.25060000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 6500000.00000000 PA USD 6409921.05000000 0.227704204890 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBP9 4505000.00000000 PA USD 3610175.90000000 0.128246857708 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.20210000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XATH5 4487103.14000000 PA USD 4052107.66000000 0.143945915348 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378PFG8 1072051.77000000 PA USD 933671.33000000 0.033167473697 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 33355000.00000000 PA USD 33469657.81000000 1.188966566067 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAL2 1645000.00000000 PA USD 1602904.61000000 0.056941125622 Long DBT CORP CA N 2 2029-12-15 Fixed 5.25000000 N N N N N N Cantor Commercial Real Estate N/A 12529TAX1 3222000.00000000 PA USD 2921157.67000000 0.103770370870 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00550000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 328000.00000000 PA USD 218448.00000000 0.007760084369 Long DBT NUSS BM Y 2 2050-08-20 Fixed 3.37500000 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 1445000.00000000 PA USD 1390730.14000000 0.049403900340 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.37500000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CL8 200000.00000000 PA USD 201708.46000000 0.007165433730 Long DBT NUSS N/A N 2 2030-01-22 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBR6 864108.16000000 PA USD 789221.18000000 0.028036067819 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.51773000 N N N N N N Wells Fargo Mortgage Backed Se N/A 95002KAA1 500825.09000000 PA USD 425024.11000000 0.015098435108 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 2033000.00000000 PA USD 2043743.59000000 0.072601363656 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Flagstar Mortgage Trust N/A 33852EAF6 2448290.03000000 PA USD 2146348.79000000 0.076246281480 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0K78 1431822.20000000 PA USD 1241024.73000000 0.044085808107 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 740000.00000000 PA USD 745103.19000000 0.026468832941 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 4478000.00000000 PA USD 4642735.32000000 0.164927203675 Long DBT CORP US N 2 2028-10-18 Fixed 6.29600000 N N N N N N COMM Mortgage Trust N/A 12593ABA2 44678.22000000 PA USD 44535.92000000 0.001582081303 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.49700000 N N N N N N NYU LANGONE HOSPITALS N/A 62954RAA4 1455000.00000000 PA USD 988457.31000000 0.035113675205 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LNA23 8385654.61000000 PA USD 6948397.85000000 0.246832900960 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 5373000.00000000 PA USD 4687970.98000000 0.166534142343 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQFW2 5497107.90000000 PA USD 5564380.41000000 0.197667460657 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36255NAY1 125000.00000000 PA USD 114807.53000000 0.004078389909 Long ABS-MBS CORP US N 2 2051-03-10 Variable 4.32100000 N N N N N N AMAZON HOLDCO INC 2549009FJIBLW40CU216 02351XAB4 4150000.00000000 PA USD 4143256.25000000 0.147183851829 Long LON CORP US N 2 2031-09-29 Floating 6.56060000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 3080000.00000000 PA USD 3086973.43000000 0.109660762576 Long DBT CORP US N 2 2030-01-23 Fixed 5.01200000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 6350000.00000000 PA USD 6269334.05000000 0.222710032450 Long DBT CORP US N 2 2034-11-17 Fixed 5.22700000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAQ8 660000.00000000 PA USD 658895.49000000 0.023406415225 Long DBT CORP HK N 2 2034-04-05 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8LV7 8615708.19000000 PA USD 6795017.78000000 0.241384271154 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46644YAU4 8736668.78000000 PA USD 8664913.65000000 0.307809918051 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329KK86 6448.13000000 PA USD 6438.53000000 0.000228720501 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 26288923.27000000 PA USD 24789747.47000000 0.880623909883 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2D8 1235000.00000000 PA USD 1176684.91000000 0.041800218715 Long DBT CORP PE N 2 2031-09-30 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAD9 6831549.14000000 PA USD 6109930.55000000 0.217047428037 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPK49 10483329.96000000 PA USD 9627478.24000000 0.342003787666 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Citicorp Residential Mortgage N/A 17310NAE8 34743.35000000 PA USD 34566.07000000 0.001227915199 Long ABS-O CORP US N 2 2036-11-25 Variable 4.57353400 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 68341PAB5 765000.00000000 PA USD 730804.50000000 0.025960890361 Long DBT CORP BM N 2 2034-10-10 Fixed 4.62500000 N N N N N N ATP TOW/ANDEAN TELECOM N/A 00193BAA0 1050000.00000000 PA USD 1044960.00000000 0.037120860629 Long DBT CORP N/A N 2 2030-02-03 Fixed 7.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PM7 1950000.00000000 PA USD 2036786.70000000 0.072354229082 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 3669000.00000000 PA USD 3230293.63000000 0.114752028432 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 630000.00000000 PA USD 637824.22000000 0.022657885446 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N WHITE CAP BUYER LLC 254900L2N0T6GULCL366 96350TAH3 5177025.00000000 PA USD 5194947.86000000 0.184543844250 Long LON CORP US N 2 2029-10-31 Floating 7.55210000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620ARSK8 152408.24000000 PA USD 142849.70000000 0.005074551949 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BT0 426000.00000000 PA USD 394712.17000000 0.014021642408 Long DBT NUSS PA N 2 2035-02-14 Fixed 6.40000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 351000.00000000 PA USD 305670.11000000 0.010858537697 Long DBT NUSS NG Y 2 2033-09-28 Fixed 7.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590KAE4 3925000.00000000 PA USD 3879210.95000000 0.137803981996 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91400000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05962GAJ8 530000.00000000 PA USD 523077.88000000 0.018581669233 Long DBT CORP MX N 2 N/A Fixed 7.62500000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BM6 2160000.00000000 PA USD 2215484.14000000 0.078702225910 Long DBT CORP US N 2 2055-01-19 Fixed 5.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDY9 2060000.00000000 PA USD 2183513.48000000 0.077566509314 Long DBT CORP US N 2 2034-10-23 Fixed 6.25400000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBE8 4000000.00000000 PA USD 3680419.60000000 0.130742174848 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 230000.00000000 PA USD 215572.45000000 0.007657934152 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DQ5 615000.00000000 PA USD 417577.87000000 0.014833917005 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCLU0 4650912.36000000 PA USD 3843598.16000000 0.136538883414 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPY85 291115.43000000 PA USD 283852.36000000 0.010083490176 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N STANDARD INDUSTRIES INC N/A 85350EAB2 1629000.89000000 PA USD 1636000.71000000 0.058116822027 Long LON CORP US N 2 2028-09-22 Floating 6.42610000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050GAN8 855000.00000000 PA USD 734808.80000000 0.026103137970 Long DBT CORP KR N 2 2030-11-04 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2270000.00000000 PA USD 2254393.75000000 0.080084439784 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AE6 550000.00000000 PA USD 555953.75000000 0.019749542250 Long DBT CORP DO N 2 2034-06-30 Fixed 7.00000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AD6 130000.00000000 PA USD 102031.24000000 0.003624528632 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 7605000.00000000 PA USD 6840121.80000000 0.242986533480 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 300000.00000000 PA USD 300225.90000000 0.010665139135 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.69359000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 1032000.00000000 PA USD 975156.20000000 0.034641170372 Long DBT CORP KY Y 2 2035-02-14 Fixed 4.87500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CS0 2900000.00000000 PA USD 2908700.20000000 0.103327835263 Long DBT CORP US N 2 N/A Floating 6.45000000 N N N N N N Apex Credit CLO LLC N/A 03755HAE3 7915037.57000000 PA USD 7917966.13000000 0.281275567658 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 5.59168000 N N N N N N KALLPA GENERACION SA 549300NG1PWEI5BZG095 48344FAB6 675000.00000000 PA USD 672367.50000000 0.023884991061 Long DBT CORP PE N 2 2032-01-30 Fixed 5.87500000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBA5 450000.00000000 PA USD 301721.90000000 0.010718282612 Long DBT CORP CL N 2 2050-01-30 Fixed 3.70000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AW9 700000.00000000 PA USD 798031.08000000 0.028349028191 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 28991.24976000 PA USD 16475.36000000 0.000585265983 Long DBT NUSS UA N 2 2030-02-01 Variable 0.01000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 4525000.00000000 PA USD 3835345.20000000 0.136245707620 Long DBT CORP US N 2 2031-10-15 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 1873052.01000000 PA USD 1685033.74000000 0.059858657382 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 3915000.00000000 PA USD 3927986.45000000 0.139536668929 Long DBT CORP US N 2 2031-01-24 Fixed 5.16200000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBL9 3325000.00000000 PA USD 3230274.08000000 0.114751333944 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 972303.82000000 PA USD 941877.71000000 0.033458994796 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N HUNGARIAN DEVELOPMENT BA 549300KCFVCFTUJZYT59 000000000 425000.00000000 PA USD 433704.43000000 0.015406792317 Long DBT NUSS HU Y 2 2028-06-29 Fixed 6.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 1465000.00000000 PA USD 1505422.87000000 0.053478212128 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAL4 460000.00000000 PA USD 469682.45000000 0.016684865225 Long DBT CORP TR N 2 2030-01-20 Fixed 7.49800000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AJ3 1600000.00000000 PA USD 866399.68000000 0.030777734813 Long DBT CORP US N 2 2060-08-01 Fixed 2.60600000 N N N N N N CONCENTRA HEALTH SERVICE 984500GB84105F75DE32 20602RAC4 3481275.00000000 PA USD 3507384.56000000 0.124595327500 Long LON CORP US N 2 2031-07-28 Floating 6.56060000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBD8 1695000.00000000 PA USD 1677084.36000000 0.059576265877 Long DBT CORP AU N 2 2030-04-15 Fixed 5.87500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBW2 912215.98000000 PA USD 912622.83000000 0.032419752794 Long LON CORP US N 2 2031-01-31 Floating 6.04870000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 555000.00000000 PA USD 558655.12000000 0.019845504946 Long DBT CORP US N 2 2026-10-21 Fixed 5.72700000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AK7 450000.00000000 PA USD 435037.50000000 0.015454147915 Long DBT NUSS HN N 2 2034-11-27 Fixed 8.62500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 1305000.00000000 PA USD 1355434.86000000 0.048150080893 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1475000.00000000 PA USD 1523571.01000000 0.054122901471 Long DBT CORP US N 2 2027-10-26 Fixed 6.78700000 N N N N N N Structured Asset Mortgage Inve N/A 073914C35 1464.43000000 PA USD 20.50000000 0.000000728236 Long ABS-MBS CORP US N 2 2030-05-02 Variable 6.75000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CM2 4040000.00000000 PA USD 3738979.20000000 0.132822429355 Long DBT CORP US N 2 2054-06-01 Fixed 5.20000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AM5 133826.00000000 PA USD 119522.01000000 0.004245865751 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 2120000.00000000 PA USD 2140497.01000000 0.076038404518 Long DBT CORP US N 2 2026-10-16 Fixed 6.13800000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 800000.00000000 PA USD 782848.00000000 0.027809668793 Long DBT CORP KY N 2 2032-10-15 Fixed 7.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 1650000.00000000 PA USD 1680229.65000000 0.059687998261 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAV4 4350000.00000000 PA USD 4368466.19000000 0.155184145424 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 1671984.22000000 PA USD 1531415.99000000 0.054401584300 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 350000.00000000 PA USD 305168.50000000 0.010840718646 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AE3 825000.00000000 PA USD 698318.20000000 0.024806856317 Long DBT CORP CL N 2 2032-01-19 Fixed 3.15000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 103586.00000000 PA USD 73805.03000000 0.002621828809 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241LS23 141638.52000000 PA USD 133864.11000000 0.004755350415 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 1587294.48000000 PA USD 1380789.53000000 0.049050772949 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 5905000.00000000 PA USD 5884937.17000000 0.209054827457 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N Goldman Sachs Financial Square Government Fund 549300BRJMXN4GUWZ402 38141W273 24791956.00000000 NS USD 24791956.00000000 0.880702365072 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNMY6 7414337.70000000 PA USD 6994449.67000000 0.248468832662 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LCB3 2871000.00000000 PA USD 2871000.00000000 0.101988584124 Long LON CORP US N 2 2030-12-09 Floating 6.42840000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AS5 1725000.00000000 PA USD 1414024.07000000 0.050231387257 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 4650000.00000000 PA 4416784.06000000 0.156900575640 Long DBT CORP US N 2 2029-10-26 Fixed 0.49500000 N N N N N N FREMF Mortgage Trust N/A 35708WAS9 80000.00000000 PA USD 77308.23000000 0.002746275485 Long ABS-MBS CORP US N 2 2050-11-25 Variable 3.75194100 N N N N N N Bank N/A 06541WBB7 2970000.00000000 PA USD 2836432.57000000 0.100760620612 Long ABS-MBS CORP US N 2 2060-06-15 Variable 3.89600000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AV4 770000.00000000 PA USD 667050.92000000 0.023696126391 Long DBT CORP TH N 2 2036-09-23 Fixed 3.46600000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAM5 4945000.00000000 PA USD 4887786.35000000 0.173632326485 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CKM2 8855000.00000000 PA USD 8863401.62000000 0.314860948015 Long DBT UST US N 2 2026-04-30 Floating 4.38996066 N N N N N N ORYX FUNDING LTD 549300S728CF0BBRC295 67114NAA9 685000.00000000 PA USD 681494.86000000 0.024209228791 Long DBT CORP KY N 2 2031-02-03 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNDB7 4988095.93000000 PA USD 4910102.06000000 0.174425063395 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.00000000 N N N N N N GreenState Auto Receivables Tr N/A 39573AAB8 5733170.43000000 PA USD 5753371.26000000 0.204381117642 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.53000000 N N N N N N Bank N/A 06540AAD3 6255000.00000000 PA USD 5671359.71000000 0.201467762760 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N Ford Credit Auto Lease Trust N/A 345290AD2 5488000.00000000 PA USD 5510071.64000000 0.195738211420 Long ABS-O CORP US N 2 2027-05-15 Fixed 5.06000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AW2 462000.00000000 PA USD 430105.83000000 0.015278956679 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAE2 490000.00000000 PA USD 435103.49000000 0.015456492125 Long DBT CORP IN N 2 2029-07-03 Fixed 4.37500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 1215000.00000000 PA USD 806892.92000000 0.028663833664 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN7E7 5790322.79000000 PA USD 5144030.70000000 0.182735077599 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SH7 10378354.05000000 PA USD 8586896.54000000 0.305038460515 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 4050000.00000000 PA USD 3931701.12000000 0.139668627805 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAD1 870000.00000000 PA USD 751278.76000000 0.026688212126 Long DBT CORP ID N 2 2047-05-15 Fixed 5.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 3215000.00000000 PA USD 3114561.79000000 0.110640803598 Long DBT CORP US N 2 2055-11-19 Fixed 5.51600000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 2271000.00000000 PA USD 2239065.20000000 0.079539912751 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 3625000.00000000 PA USD 3893724.88000000 0.138319570700 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAY8 580000.00000000 PA USD 395219.66000000 0.014039670338 Long DBT CORP KY N 2 2041-02-09 Fixed 2.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 1720000.00000000 PA USD 1260178.30000000 0.044766214058 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPCK2 5821794.46000000 PA USD 5794213.71000000 0.205831993172 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPF7 6148066.68000000 PA USD 5992095.76000000 0.212861498607 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 2250000.00000000 PA USD 2185832.03000000 0.077648872822 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5W3 23068769.68000000 PA USD 18830554.55000000 0.668931242367 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 780000.00000000 PA USD 775452.05000000 0.027546937177 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N CIMB BANK BHD SR3J0ZUTXT7OTFT2VU03 12570RAA3 685000.00000000 PA USD 645167.11000000 0.022918732174 Long DBT CORP MY N 2 2027-07-20 Fixed 2.12500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EQ4 200000.00000000 PA USD 195330.66000000 0.006938870585 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.37500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 5251000.00000000 PA USD 5044846.79000000 0.179211696704 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AU0 825000.00000000 PA USD 850577.31000000 0.030215665459 Long DBT CORP US N 2 2053-12-01 Fixed 6.20000000 N N N N N N STANDARD INDUSTRI INC/NY N/A 853496AH0 4106000.00000000 PA USD 3597546.22000000 0.127798204563 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N N Credit Suisse Mortgage Trust N/A 12594XAM6 1438540.06000000 PA USD 1280183.56000000 0.045476875201 Long ABS-MBS CORP US N 2 2047-06-25 Variable 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393JLU0 14750.62000000 PA USD 14691.80000000 0.000521907307 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 5.30000000 N N N N N N BlackRock Liquidity FedFund 549300T8K043VZEOVK74 09248U700 24791956.00000000 NS USD 24791956.00000000 0.880702365072 Long STIV RF US N 1 N N N Mellon Residential Funding Cor N/A 585525BJ6 190.38000000 PA USD 187.68000000 0.000006667090 Long ABS-MBS CORP US N 2 2028-06-25 Fixed 6.75000000 N N N N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 675000.00000000 PA USD 607297.50000000 0.021573462963 Long DBT CORP GT N 2 2032-02-03 Fixed 5.12500000 N N N N N N JUNE PURCHASER LLC N/A 48171UAD7 457142.86000000 PA USD 462685.72000000 0.016436315387 Long LON CORP US N 2 2031-11-28 Floating 7.56300000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAC1 685000.00000000 PA USD 703321.35000000 0.024984586788 Long DBT CORP CL N 2 2055-06-10 Fixed 8.15000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DD1 1065000.00000000 PA USD 1066218.89000000 0.037876055366 Long DBT CORP US N 2 2031-06-25 Fixed 4.85000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 185756.34624000 PA USD 104286.86000000 0.003704656633 Long DBT NUSS UA N 2 2035-02-01 Variable 1.75000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAE7 2235000.00000000 PA USD 2007156.05000000 0.071301638333 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N ALLIANCE LAUNDRY SYSTEMS 549300YBOGK6MBI5ND34 01862LBA5 5160000.00000000 PA USD 5192606.04000000 0.184460654105 Long LON CORP US N 2 2031-08-19 Floating 7.79870000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLYF9 4330904.84000000 PA USD 4426050.92000000 0.157229768928 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 865000.00000000 PA USD 918411.16000000 0.032625375775 Long DBT CORP SG N 2 2029-04-27 Fixed 8.96000000 N N N N N N Sequoia Mortgage Trust N/A 81746DCB4 191289.77000000 PA USD 176239.07000000 0.006260666393 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.78637400 N N N N N N Diamond Infrastructure Funding N/A 25265LAA8 13905000.00000000 PA USD 13022384.30000000 0.462603461053 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N LIGHTNING POWER LLC 254900BWCHJ03XRL8K59 53229LAB3 6356137.50000000 PA USD 6399270.25000000 0.227325848912 Long LON CORP US N 2 2031-08-18 Floating 7.73540000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F5LN7 3990269.09000000 PA USD 3932555.03000000 0.139698961860 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WEYK4 136.24000000 PA USD 135.17000000 0.000004801740 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 2000000.00000000 PA USD 2003483.60000000 0.071171179268 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAC7 400000.00000000 PA USD 400772.60000000 0.014236931393 Long DBT NUSS PL N 2 2034-07-09 Fixed 5.75000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 3215000.00000000 PA USD 3044131.75000000 0.108138866970 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 144.00000000 NC USD -617722.56000000 -0.02194379981 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 2025-03-20 17677222.56000000 USD -617722.56000000 N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAD7 1530000.00000000 PA USD 1506350.03000000 0.053511148295 Long DBT CORP KY N 2 2031-11-29 Fixed 8.25000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 5000000.00000000 PA USD 4654264.00000000 0.165336745211 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 400000.00000000 PA USD 398315.84000000 0.014149658152 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 1404833.76000000 PA USD 1063928.23000000 0.037794682615 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 14315000.00000000 PA USD 12962414.30000000 0.460473103899 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 12405000.00000000 PA USD 11619860.26000000 0.412780597577 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 1615000.00000000 PA USD 1612702.21000000 0.057289172766 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADA74 24509.26000000 PA USD 17962.08000000 0.000638079800 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 3.00000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 85511XAC4 804600.00000000 PA USD 813843.57000000 0.028910746570 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N FIEMEX ENERGIA - BANC AC N/A 05974EAA8 865000.00000000 PA USD 841861.25000000 0.029906038633 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADXY9 5785898.76000000 PA USD 5512954.77000000 0.195840630907 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LFB3 18143.22000000 PA USD 17599.11000000 0.000625185757 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N INTERNATIONAL CONTAINER 254900FU1MWK0I0Q4J61 000000000 775000.00000000 PA USD 759492.17000000 0.026979982957 Long DBT CORP PH Y 2 2030-06-17 Fixed 4.75000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 400000.00000000 PA USD 403238.88000000 0.014324542819 Long DBT NUSS N/A N 2 2029-01-24 Fixed 5.00000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CB4 2020000.00000000 PA USD 1405125.53000000 0.049915278064 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N FannieMae Grantor Trust N/A 31392GVP7 32667.59000000 PA USD 33819.86000000 0.001201407048 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 6.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 3020000.00000000 PA USD 3053188.59000000 0.108460599568 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N DRAGON BUYER INC 2549006V6EIUFGF2Y127 26143FAB5 3185000.00000000 PA USD 3204409.39000000 0.113832524082 Long LON CORP US N 2 2031-09-30 Floating 7.57880000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 3646722.28000000 PA USD 3623394.93000000 0.128716446755 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XJ4L3 392990.48000000 PA USD 348801.96000000 0.012390741219 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XA4E9 715241.07000000 PA USD 651341.72000000 0.023138077256 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBL1 465000.00000000 PA USD 472905.00000000 0.016799342171 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N ACCESS BANK PLC 029200328C3N9YI2D660 00434G2B5 790000.00000000 PA USD 776728.00000000 0.027592263660 Long DBT CORP NG N 2 2026-09-21 Fixed 6.12500000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 600000.00000000 PA USD 557965.86000000 0.019821019871 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N Agate Bay Mortgage Loan Trust 549300FEDPP088KAOR45 008414AG9 1482561.85000000 PA USD 1116125.04000000 0.039648907187 Long ABS-MBS CORP US N 2 2043-07-25 Variable 3.55669100 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 000000000 363000.00000000 PA USD 400950.31000000 0.014243244312 Long DBT NUSS OM Y 2 2032-10-28 Fixed 7.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL52 2691416.70000000 PA USD 2232688.41000000 0.079313385485 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 1448000.00000000 PA USD 1308992.00000000 0.046500257997 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 2948000.00000000 PA USD 2858617.52000000 0.101548712441 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WTZ1 1242494.05000000 PA USD 1082216.17000000 0.038444338173 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N Bank N/A 06541WAX0 6740000.00000000 PA USD 6517390.61000000 0.231521922849 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138M8J46 584252.49000000 PA USD 517828.94000000 0.018395207387 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36209RYC1 84483.37000000 PA USD 79351.38000000 0.002818855762 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 520000.00000000 PA USD 446637.88000000 0.015866236502 Long DBT CORP KY N 2 2031-08-08 Variable 3.25000000 N N N N N N MNSN HOLDINGS INC N/A 000000000 9217.00000000 NS USD 46085.00000000 0.001637110379 Long EC CORP US N 3 N N N Banc of America Commercial Mor N/A 06427DAW3 30000.00000000 PA USD 28669.88000000 0.001018460629 Long ABS-MBS CORP US N 2 2050-02-15 Variable 3.87900000 N N N N N N Bank N/A 06539VAW8 3195000.00000000 PA USD 2686543.55000000 0.095436005870 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.23822000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDV8 1775000.00000000 PA USD 1739178.02000000 0.061782063323 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBA8 8455000.00000000 PA USD 7046469.71000000 0.250316777708 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.97300000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AD2 650000.00000000 PA USD 596815.25000000 0.021201094507 Long DBT CORP PE N 2 2038-04-11 Fixed 5.20000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAD8 635000.00000000 PA USD 589280.00000000 0.020933414438 Long DBT CORP LU N 2 2035-01-17 Fixed 5.70000000 N N N N N N Firstkey Homes Trust N/A 33767TAG5 4400000.00000000 PA USD 4183997.40000000 0.148631128807 Long ABS-O CORP US N 2 2038-09-17 Fixed 2.05800000 N N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 000000000 500000.00000000 PA USD 402425.00000000 0.014295630778 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36200000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 720000.00000000 PA USD 708883.13000000 0.025182161873 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 9375000.00000000 PA USD 9393403.13000000 0.333688570303 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N New Residential Mortgage Loan N/A 64829VAA4 399845.59000000 PA USD 384240.54000000 0.013649651214 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJN1 516184.56000000 PA USD 448558.70000000 0.015934471163 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CC6 4000.00000000 PA USD 2680.31000000 0.000095214567 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 4802836.91000000 PA USD 4838176.18000000 0.171869988973 Long LON CORP US N 2 2031-02-10 Floating 7.29980000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSTU5 18260272.14000000 PA USD 17676060.30000000 0.627919318321 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N Dominos Pizza Master Issuer LL N/A 25755TAN0 11796425.00000000 PA USD 10775630.80000000 0.382790431328 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906EAU4 4541501.78000000 PA USD 4586916.80000000 0.162944322511 Long LON CORP US N 2 2031-07-01 Floating 6.80250000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 42960000.00000000 PA USD 42051297.19000000 1.493818272732 Long DBT UST US N 2 2031-01-31 Fixed 4.00000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 4255000.00000000 PA USD 4408039.59000000 0.156589939585 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 93111.60000000 PA USD 87524.90000000 0.003109209552 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 467411.24000000 PA USD 449611.47000000 0.015971869464 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.93724200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9LP8 2333643.03000000 PA USD 1846680.81000000 0.065600961735 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VAN3 975000.00000000 PA USD 971843.63000000 0.034523495581 Long DBT CORP US N 2 2067-06-01 Floating 7.53848000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312LAS7 3185000.00000000 PA USD 3116028.51000000 0.110692906940 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 8730000.00000000 PA USD 5278362.28000000 0.187507034285 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEPZ9 1641874.59000000 PA USD 1401116.67000000 0.049772868466 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2G4 1608724.56000000 PA USD 1535999.59000000 0.054564410797 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 395000.00000000 PA USD 295756.25000000 0.010506360565 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 13134MBX0 466468.71510000 PA USD 466541.48000000 0.016573286304 Long LON CORP US N 2 2027-12-16 Floating 6.31160000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 595000.00000000 PA USD 555508.12000000 0.019733711817 Long DBT CORP KY N 2 2030-06-18 Variable 4.37500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L5Q5 1144000.00000000 PA USD 1166813.65000000 0.041449554894 Long DBT CORP CA N 2 2084-11-26 Fixed 7.30000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RAG7 1920000.00000000 PA USD 2055481.34000000 0.073018332135 Long DBT CORP US N 2 2038-01-15 Fixed 6.30000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 470000.00000000 PA USD 440607.38000000 0.015652010742 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75000000 N N N N N N METROPOLITAN BANK & TRUS 549300SQYI82RVWFN715 000000000 655000.00000000 PA USD 662557.06000000 0.023536487792 Long DBT CORP PH Y 2 2029-03-06 Fixed 5.37500000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 3850913.71000000 PA USD 3878601.78000000 0.137782342015 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.00098000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 3335000.00000000 PA USD 3389721.35000000 0.120415493230 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 20040000.00000000 PA USD 19089665.12000000 0.678135812261 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AT1 331000.00000000 PA USD 329176.19000000 0.011693560970 Long DBT NUSS ZA N 2 2026-04-14 Fixed 4.87500000 N N N N N N JP Morgan Mortgage Trust N/A 46592XAC8 3873765.53000000 PA USD 3103153.48000000 0.110235538051 Long ABS-MBS CORP US N 2 2052-04-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2J8 9689579.75000000 PA USD 9373953.32000000 0.332997640807 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 895000.00000000 PA USD 879034.99000000 0.031226587957 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAC7 6130000.00000000 PA USD 6339257.36000000 0.225193968146 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPHG7 12042100.34000000 PA USD 10805522.34000000 0.383852289858 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVG1 13333605.52000000 PA USD 11406116.84000000 0.405187637364 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 16045093.16000000 PA USD 13255234.94000000 0.470875180693 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAX6 10075000.00000000 PA USD 8672054.24000000 0.308063578331 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N CIA DE MINAS BUENAVENTUR 529900WQB1ZU9KB6EL71 204448AB0 1045000.00000000 PA USD 1038416.50000000 0.036888411204 Long DBT CORP PE N 2 2032-02-04 Fixed 6.80000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAP4 2165000.00000000 PA USD 2065017.05000000 0.073357075974 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AJ6 1925000.00000000 PA USD 1786161.88000000 0.063451104548 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.91100000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JW89 1080000.00000000 PA USD 884009.70000000 0.031403308134 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70020000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPB0 7583040.60000000 PA USD 7151407.10000000 0.254044543583 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAH2 905000.00000000 PA USD 904801.17000000 0.032141898377 Long DBT CORP KY N 2 2032-04-17 Fixed 7.62500000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAG7 505000.00000000 PA USD 460595.30000000 0.016362055904 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 19395000.00000000 PA USD 12582506.25000000 0.446977358822 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Oaktree CLO Ltd N/A 67402FBA6 1650000.00000000 PA USD 1650000.00000000 0.058614128807 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 0.01000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EAC0 1718384.23000000 PA USD 1377575.37000000 0.048936594047 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 6435663.20000000 PA USD 5376450.22000000 0.190991482255 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 08205QAA6 200000.00000000 PA USD 189875.00000000 0.006745065277 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAC5 7245000.00000000 PA USD 7164741.34000000 0.254518225317 Long DBT CORP US N 2 2030-03-15 Fixed 5.80000000 N N N N N N Freddie Mac - STACR N/A 3137G0QC6 70580.21000000 PA USD 70590.53000000 0.002507637829 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 5.51546000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAA0 705000.00000000 PA USD 702651.79000000 0.024960801530 Long DBT CORP TH N 2 N/A Fixed 5.00000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 3425000.00000000 PA USD 2800742.38000000 0.099492772495 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 10290000.00000000 PA USD 6697190.93000000 0.237909098071 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBM1 2250000.00000000 PA USD 1869762.83000000 0.066420920822 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.61416500 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 10286.84000000 0.000365426766 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-06-20 37801.50000000 USD 0.00000000 USD 913000.00000000 USD -27514.66000000 N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 200000.00000000 PA USD 178036.70000000 0.006324524888 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AK5 350000.00000000 PA USD 322700.00000000 0.011463502646 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 3955000.00000000 PA USD 3657364.50000000 0.129923172059 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 00654GAA1 605000.00000000 PA USD 503486.75000000 0.017885719525 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAX9 10673000.00000000 PA USD 10291347.39000000 0.365586885768 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N MSILF Government Portfolio 549300BI6Y5SI6BYPB26 61747C707 24791956.00000000 NS USD 24791956.00000000 0.880702365072 Long STIV RF US N 1 N N N Signal Peak CLO, LLC N/A 82666VAA2 8400000.00000000 PA USD 8459337.60000000 0.300507093158 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.85007000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAP8 546604.62000000 PA USD 519489.97000000 0.018454213342 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.40829300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGF1 463108.07000000 PA USD 434188.50000000 0.015423988282 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AP8 192444.00000000 PA USD 140955.61000000 0.005007266836 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N VIRGIN MEDIA BRISTOL LLC 213800IQ982XX69LE276 000000000 417000.00000000 PA USD 409051.15000000 0.014531016239 Long LON CORP US N 2 2031-03-31 Floating 7.75730000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 3900000.00000000 PA USD 3958309.68000000 0.140613862692 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.25098000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 1260000.00000000 PA USD 1272996.90000000 0.045221578344 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 2570000.00000000 PA USD 2474311.45000000 0.087896733357 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAC4 795000.00000000 PA USD 806591.10000000 0.028653111897 Long DBT CORP MU N 2 2029-06-04 Fixed 7.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 204.00000000 NC USD 5860.92000000 0.000208201648 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 2025-03-20 22714639.08000000 USD 5860.92000000 N N N A-AP BUYER INC 254900BOO8W9IR1VYO11 00036FAB0 2075000.00000000 PA USD 2092290.98000000 0.074325947275 Long LON CORP US N 2 2031-09-09 Floating 7.67840000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 4100000.00000000 PA USD 4119417.60000000 0.146337014434 Long DBT CORP CH N 2 N/A Fixed 6.85000000 N N N N N N MERSIN ULUSLARARASI LIMA 635400DAFN6NT43HM530 590454AC8 695000.00000000 PA USD 720589.90000000 0.025598029827 Long DBT CORP TR N 2 2028-11-15 Fixed 8.25000000 N N N N N N CANYON CAPITAL CLO LTD N/A 13876NAW3 4100000.00000000 PA USD 4100000.00000000 0.145647229157 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.32587000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 5030000.00000000 PA USD 4789295.39000000 0.170133561748 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 3920000.00000000 PA USD 3829043.85000000 0.136021860262 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Agate Bay Mortgage Loan Trust N/A 00841WBK7 239537.91000000 PA USD 231765.34000000 0.008233165752 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.62941600 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 5195000.00000000 PA USD 5111225.43000000 0.181569712555 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W77 1366416.41000000 PA USD 1331395.29000000 0.047296106073 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 5850000.00000000 PA USD 5730554.12000000 0.203570568076 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJA3 4360236.62000000 PA USD 3776620.69000000 0.134159594896 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust N/A 36192RAJ1 1000000.00000000 PA USD 367803.30000000 0.013065739395 Long ABS-MBS CORP US N 2 2034-11-05 Variable 3.29494900 N N N N N N JP Morgan Mortgage Trust N/A 46643UDP1 730764.53000000 PA USD 707546.61000000 0.025134683718 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.92843500 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFT5 3110185.01000000 PA USD 2697314.48000000 0.095818629311 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 4690000.00000000 PA USD 4978975.29000000 0.176871696349 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N Woodward Capital Management N/A 74939KAA4 3687595.02000000 PA USD 2956230.61000000 0.105016291974 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Contimortgage Home Equity Loan N/A 21075WDQ5 1007.83000000 PA USD 967.67000000 0.000034375232 Long ABS-MBS CORP US N 2 2028-01-15 Fixed 7.22000000 N N N N N N KINGSTON AIRPORT REV FIN 254900SK2YRR95AVHU30 49647QAA6 1130000.00000000 PA USD 1130339.00000000 0.040153839843 Long DBT CORP KY N 2 2036-12-15 Fixed 6.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 1445000.00000000 PA USD 1437431.38000000 0.051062901853 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 3300000.00000000 PA USD 3343157.40000000 0.118761368767 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAP4 805000.00000000 PA USD 559317.06000000 0.019869019514 Long DBT CORP ID N 2 2050-06-30 Fixed 4.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 350000.00000000 PA USD 300475.00000000 0.010673988092 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBG2 3795000.00000000 PA USD 3394528.83000000 0.120586272776 Long DBT CORP US N 2 2030-07-01 Fixed 4.12500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 550000.00000000 PA USD 425811.98000000 0.015126423177 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBH5 3640000.00000000 PA USD 3611490.43000000 0.128293554697 Long DBT CORP US N 2 2032-03-08 Fixed 5.80000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -37148.63000000 -0.00131965732 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-06-20 11562.18000000 USD 0.00000000 USD 5579000.00000000 USD -48710.81000000 N N N Bank N/A 06541RBB8 8570000.00000000 PA USD 7712775.47000000 0.273986433248 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N GEORGIA GLOBAL UTILITIES 213800JCP8ERP6FTOL26 373196AB0 610000.00000000 PA USD 616117.51000000 0.021886782479 Long DBT CORP GE N 2 2029-07-25 Fixed 8.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 13210000.00000000 PA USD 9443319.09000000 0.335461770612 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N MUNI ELEC AUTH OF GEORGIA JA0WNILDDF2KUPS83B16 626207YM0 2439000.00000000 PA USD 2620120.14000000 0.093076399622 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAB5 815000.00000000 PA USD 827508.62000000 0.029396179904 Long DBT CORP CL N 2 2034-04-17 Fixed 6.37500000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 5500000.00000000 PA USD 5464201.05000000 0.194108717681 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 2515000.00000000 PA USD 2366777.97000000 0.084076744722 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620AX6F0 101762.87000000 PA USD 98477.03000000 0.003498269891 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N HAZINE MUSTESARL 6354003QFJP7RDXEOZ20 421790AG1 450000.00000000 PA USD 446474.84000000 0.015860444715 Long DBT NUSS TR N 2 2026-06-22 Fixed 5.12500000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 91551.34617600 PA USD 56776.60000000 0.002016915724 Long DBT NUSS UA N 2 2035-02-01 Variable 0.01000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 3500000.00000000 PA USD 3581256.00000000 0.127219515439 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.85098000 N N N N N N BENCHMARK Mortgage Trust N/A 08161YBG7 6115000.00000000 PA USD 5475698.15000000 0.194517137378 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.78600000 N N N N N N VISTA OIL & GAS ARGENTIN 549300FE4UJNCG1DB123 92841RAA8 1030000.00000000 PA USD 1011717.50000000 0.035939963552 Long DBT CORP AR N 2 2035-12-10 Fixed 7.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQUN3 4161650.19000000 PA USD 4148363.71000000 0.147365287780 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBQ7 5500000.00000000 PA USD 4286792.40000000 0.152282789032 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.45387900 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 16430000.00000000 PA USD 14548252.38000000 0.516807962983 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 6170000.00000000 PA USD 6402541.13000000 0.227442042719 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N Cantor Commercial Real Estate N/A 12529MAF5 8080000.00000000 PA USD 7612388.58000000 0.270420318036 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78570000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GE9 4640525.44000000 PA USD 4030593.80000000 0.143181663129 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 9375000.00000000 PA USD 10069947.19000000 0.357721928289 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DN3 400000.00000000 PA USD 384270.36000000 0.013650710532 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08579JBH4 1653727.59000000 PA USD 1658706.96000000 0.058923432367 Long LON CORP US N 2 2029-07-02 Floating 6.30230000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1470.00000000 NC USD -543076.80000000 -0.01929210515 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 2025-03-31 156937302.90000000 USD -543076.80000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 1235000.00000000 PA USD 1233052.53000000 0.043802605951 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVBU3 2278606.79000000 PA USD 1797528.87000000 0.063854902255 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DF4 675000.00000000 PA USD 678090.83000000 0.024088305001 Long DBT CORP GB N 2 N/A Fixed 7.62500000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 6609000.00000000 PA USD 5645533.37000000 0.200550315233 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04100000 N N N N N N SILKNET JSC 635400QGWS2BG73SGG55 47972FAA9 710000.00000000 PA USD 716131.13000000 0.025439637755 Long DBT CORP GE N 2 2027-01-31 Fixed 8.37500000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1725000.00000000 PA USD 1519097.79000000 0.053963996081 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 80875AAW1 4210642.66000000 PA USD 4226870.48000000 0.150154139858 Long LON CORP US N 2 2029-04-16 Floating 6.65110000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918VBB9 5157075.00000000 PA USD 5173685.94000000 0.183788541876 Long LON CORP US N 2 2031-05-09 Floating 6.30860000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EM3 607000.00000000 PA USD 572919.44000000 0.020352226577 Long DBT CORP US N 2 2054-10-01 Fixed 6.05000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 1425000.00000000 PA USD 1323983.60000000 0.047032815314 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 760000.00000000 PA USD 755536.90000000 0.026839477075 Long DBT CORP KY Y 2 2025-05-12 Fixed 2.62500000 N N N N N N JP Morgan Mortgage Trust N/A 46648HAC7 204501.61000000 PA USD 181610.29000000 0.006451472079 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N FannieMae Whole Loan N/A 31392GWB7 4768.80000000 PA USD 4705.39000000 0.000167152930 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.27101000 N N N N N N Grupo Aeromexico SAB de CV N/A 000000000 140061.00000000 NS 2872595.55000000 0.102045263987 Long EC CORP MX N 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W69 291542.64000000 PA USD 282811.81000000 0.010046525975 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTC3 5734604.86000000 PA USD 5634581.31000000 0.200161257381 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 5.00000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAV2 3220000.00000000 PA USD 3160943.91000000 0.112288468783 Long DBT CORP US N 2 2035-09-06 Fixed 5.50200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M5MR3 2917004.97000000 PA USD 2857981.42000000 0.101526115806 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 6324000.00000000 PA USD 6107280.31000000 0.216953281668 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N OFSI Fund LTD N/A 67629HAL6 1700000.00000000 PA USD 1708500.00000000 0.060692266101 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 0.01000000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 5172000.00000000 PA USD 4681808.18000000 0.166315216796 Long DBT CORP N/A N 2 2028-09-01 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 17815586.44000000 PA USD 16815634.99000000 0.597353815321 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 2513291.00000000 PA USD 2544843.86000000 0.090402306548 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AC5 1275000.00000000 PA USD 1101140.62000000 0.039116604930 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAM6 465000.00000000 PA USD 466459.77000000 0.016570383661 Long DBT NUSS HK N 2 2030-07-15 Fixed 4.87500000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BH4 925000.00000000 PA USD 832753.64000000 0.029582502496 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5E7 1747266.71000000 PA USD 1694871.07000000 0.060208115884 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 360000.00000000 PA USD 288897.01000000 0.010262694882 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 3595000.00000000 PA USD 3453168.98000000 0.122669388719 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCV0 4580000.00000000 PA USD 4350863.97000000 0.154558849188 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31394JY35 142793.77000000 PA USD 143512.02000000 0.005098080015 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AC9 765000.00000000 PA USD 772818.30000000 0.027453376594 Long DBT CORP TR N 2 2030-01-24 Fixed 7.45000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAA6 2570000.00000000 PA USD 2050540.29000000 0.072842807686 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 6990000.00000000 PA USD 6515989.23000000 0.231472140626 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 800986.50000000 PA USD 766093.69000000 0.027214493469 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2D0 1220000.00000000 PA USD 1242918.07000000 0.044153066576 Long DBT CORP US N 2 2030-01-14 Fixed 5.25000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 670000.00000000 PA USD 657736.32000000 0.023365237201 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 1820000.00000000 PA USD 1817994.45000000 0.064581915674 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N TRUST FIBRAUNO N/A 898339AA4 575000.00000000 PA USD 528852.63000000 0.018786809802 Long DBT CORP MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBQ8 1186980.44000000 PA USD 1088154.70000000 0.038655296817 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.51773000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB5S5 9211977.37000000 PA USD 7948359.38000000 0.282355248791 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAE5 640000.00000000 PA USD 486654.40000000 0.017287771931 Long DBT CORP MA N 2 2051-06-23 Fixed 5.12500000 N N N N N N Sequoia Mortgage Trust N/A 81748RAB3 1297955.11000000 PA USD 1047511.43000000 0.037211496900 Long ABS-MBS CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CS7 790000.00000000 PA USD 815038.73000000 0.028953203092 Long DBT CORP GB N 2 2029-01-09 Fixed 6.30100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMYJ9 9639639.26000000 PA USD 8262958.03000000 0.293530961393 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 100000.00000000 PA 92587.95000000 0.003289067895 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DA2 5410000.00000000 PA USD 5125126.71000000 0.182063537656 Long DBT CORP US N 2 2032-08-01 Fixed 4.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 108335.75184000 PA USD 47161.80000000 0.001675362315 Long DBT NUSS UA N 2 2034-02-01 Variable 0.01000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAF0 880000.00000000 PA USD 858189.55000000 0.030486080499 Long DBT CORP KY N 2 2029-10-02 Fixed 4.62500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 5042000.00000000 PA USD 5058810.53000000 0.179707740616 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAS2 785000.00000000 PA USD 787620.80000000 0.027979216377 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBT3 2000000.00000000 PA USD 1977860.20000000 0.070260940924 Long DBT CORP US N 2 2029-11-22 Fixed 5.60000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 3808000.00000000 PA USD 2714779.94000000 0.096439067325 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZH4 5872469.11000000 PA USD 5858290.62000000 0.208108243025 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617Q2CM5 1690859.43000000 PA USD 1502543.85000000 0.053375938643 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9PY4 5590219.24000000 PA USD 4647517.65000000 0.165097089800 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAZ1 4045000.00000000 PA USD 4001561.15000000 0.142150315561 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 521720.40000000 PA USD 504909.11000000 0.017936247036 Long DBT CORP BR N 2 2031-06-30 Fixed 9.00000000 N N Y N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 860000.00000000 PA USD 720039.47000000 0.025578476509 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06100000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 1655000.00000000 PA USD 1671839.29000000 0.059389941508 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNVR1 1188005.32000000 PA USD 1090043.59000000 0.038722397205 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.00000000 N N N N N N CENTRAL AMERICAN BANK 549300OLDAMXBPSHIC05 15238PAK2 500000.00000000 PA USD 501464.10000000 0.017813867484 Long DBT CORP N/A N 2 2028-01-24 Fixed 4.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G56 3200000.00000000 PA USD 3204712.32000000 0.113843285281 Long DBT CORP US N 2 2035-02-07 Fixed 6.50000000 N N N N N N Sequoia Mortgage Trust N/A 81744YAG1 250855.48000000 PA USD 238904.42000000 0.008486772391 Long ABS-MBS CORP US N 2 2043-04-25 Variable 3.43583600 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XLGZ4 472774.48000000 PA USD 417449.84000000 0.014829368904 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 3280000.00000000 PA USD 3311325.97000000 0.117630598138 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWT2 998270.32000000 PA USD 884197.07000000 0.031409964213 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2S0 10570051.61000000 PA USD 9649188.71000000 0.342775024202 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AY1 660000.00000000 PA USD 690377.82000000 0.024524784525 Long DBT CORP AR N 2 2031-07-24 Fixed 8.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1550000.00000000 PA USD 1443156.33000000 0.051266273342 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N Countrywide Home Loans N/A 12669FVB6 13736.46000000 PA USD 12774.05000000 0.000453781704 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.25000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 9420000.00000000 PA USD 7674576.68000000 0.272629470341 Long DBT CORP US N 2 2036-11-03 Fixed 2.49100000 N N N N N N PUMA INTERNATIONAL FINAN 222100YFBPO7IDRUBR17 74588YAB6 719000.00000000 PA USD 730699.06000000 0.025957144740 Long DBT CORP LU N 2 2029-04-25 Fixed 7.75000000 N N N N N N AXIS BANK GANDHINAGAR 549300HVNWMJPOFVNI41 000000000 755000.00000000 PA USD 725295.96000000 0.025765206559 Long DBT CORP IN Y 2 N/A Fixed 4.10000000 N N N N N N Morgan Stanley Capital I Trust N/A 61690YBY7 1500000.00000000 PA USD 1266934.80000000 0.045006230034 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.48500000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 485000.00000000 PA USD 492275.00000000 0.017487436520 Long DBT CORP GB N 2 2030-01-23 Fixed 8.12500000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 4875000.00000000 PA USD 4895869.88000000 0.173919483497 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N MOVIDA EUROPE SA 549300YRJE0V6QKU7C86 62459LAC3 675000.00000000 PA USD 580345.90000000 0.020616042021 Long DBT CORP LU N 2 2029-04-11 Fixed 7.85000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 1040000.00000000 PA USD 1053675.38000000 0.037430463299 Long DBT CORP US N 2 2030-01-23 Fixed 5.38400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBG1 1407401.95000000 PA USD 1213234.24000000 0.043098586676 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BC4 6055000.00000000 PA USD 3681840.84000000 0.130792662571 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CL5 3400000.00000000 PA USD 3431284.42000000 0.121891967859 Long DBT CORP US N 2 2027-03-18 Fixed 4.99300000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 2215000.00000000 PA USD 2260239.38000000 0.080292098275 Long DBT CORP GB N 2 2030-06-05 Fixed 5.72100000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBX4 1700000.00000000 PA USD 1683621.86000000 0.059808502160 Long DBT CORP US N 2 2032-01-29 Fixed 6.00000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AW5 2145000.00000000 PA USD 1309993.76000000 0.046535844233 Long DBT CORP US N 2 2052-02-15 Fixed 2.85000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 2000000.00000000 PA USD 2095150.40000000 0.074427524494 Long ABS-MBS CORP US N 2 2042-02-25 Floating 8.10098000 N N N N N N Cantor Commercial Real Estate N/A 12528YAF0 5870000.00000000 PA USD 5271879.29000000 0.187276734400 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 1305000.00000000 PA USD 1251134.82000000 0.044444956057 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Q38 4069246.37000000 PA USD 3708464.55000000 0.131738435643 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 1720000.00000000 PA USD 1698941.35000000 0.060352707348 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AN1 1735000.00000000 PA USD 1750034.82000000 0.062167737185 Long DBT CORP US N 2 2027-04-05 Fixed 5.05000000 N N N N N N Freddie Mac Whole Loan Securit N/A 3137G1BC0 159448.63000000 PA USD 135943.80000000 0.004829228729 Long ABS-MBS USGSE US N 2 2046-10-25 Fixed 3.00000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 550000.00000000 PA USD 569246.15000000 0.020221737672 Long DBT CORP MX N 2 N/A Fixed 9.12500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BX1 500000.00000000 PA USD 512967.85000000 0.018222523414 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.50000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 2160000.00000000 PA USD 1516919.62000000 0.053886619392 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N JSW HYDRO ENERGY LTD 3358006ZP5KO7VUH2790 46653YAA6 667437.50000000 PA USD 601157.55000000 0.021355349132 Long DBT CORP IN N 2 2031-05-18 Fixed 4.12500000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 2380000.00000000 PA USD 2297855.25000000 0.081628353699 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMJG1 3388882.76000000 PA USD 2911082.15000000 0.103412450975 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCKS4 589326.73000000 PA USD 527822.24000000 0.018750206522 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AB6 233000.00000000 PA USD 220147.44000000 0.007820454790 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 300000.00000000 PA 307113.92000000 0.010909827191 Long DBT NUSS AL N 2 2027-06-16 Fixed 3.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378WRW5 1032633.61000000 PA USD 924331.00000000 0.032835670481 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Morgan Stanley Residential Mor N/A 61772AAD7 1617270.76000000 PA USD 1302176.28000000 0.046258138306 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLMW3 3257643.43000000 PA USD 2571129.28000000 0.091336062301 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2PU1 3377242.38000000 PA USD 2672616.89000000 0.094941279177 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300ZVNWG0TX42H716 94989VAD1 2350000.00000000 PA USD 2328371.07000000 0.082712388974 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.61700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0CW0 27381048.70000000 PA USD 24239303.36000000 0.861070090510 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 000000000 250000.00000000 PA USD 213137.93000000 0.007571450959 Long DBT NUSS PY Y 2 2050-03-30 Fixed 5.40000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAX6 810000.00000000 PA USD 814937.76000000 0.028949616263 Long DBT CORP KR N 2 2028-01-22 Fixed 5.25000000 N N N N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 000000000 1555000.00000000 PA USD 1563260.16000000 0.055532807501 Long LON CORP US N 2 2031-10-21 Floating 7.29870000 N N N N N N JP Morgan Mortgage Trust N/A 46648UAN4 5535081.39000000 PA USD 4866876.95000000 0.172889546931 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 300000.00000000 PA 308641.96000000 0.010964108847 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N Black Diamond CLO 549300PKZ3LBLGCJNI86 000000000 383919.58000000 PA USD 383885.41000000 0.013637035678 Long ABS-CBDO CORP IE N 2 2032-01-20 Floating 5.85478000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31393LFK4 10872.28000000 PA USD 10805.50000000 0.000383851496 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 502455.47000000 PA USD 483056.67000000 0.017159967197 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N CONNECT FINCO SARL 2594001KNYIQ456J2792 000000000 1860887.87070000 PA USD 1623624.67000000 0.057677179116 Long LON CORP LU N 2 2029-09-28 Floating 8.81540000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 6805000.00000000 PA USD 6630881.83000000 0.235553552539 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E66 2195000.00000000 PA USD 2151309.84000000 0.076422516403 Long DBT CORP US N 2 2034-03-08 Fixed 6.12500000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 824589AH8 540000.00000000 PA USD 542128.73000000 0.019258426188 Long DBT CORP KR N 2 2034-04-15 Fixed 5.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38373MPG9 55808.65000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGA US N 3 2045-06-17 Variable 0.01000000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 886501.50000000 PA USD 825047.00000000 0.029308734018 Long DBT CORP LU N 2 2034-06-15 Fixed 5.19800000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 299000.00000000 PA USD 282506.80000000 0.010035690887 Long DBT NUSS AO Y 2 2028-05-09 Fixed 8.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K0SW9 10193817.45000000 PA USD 8824041.58000000 0.313462733194 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7D97 1805571.90000000 PA USD 1555837.83000000 0.055269138770 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 1650000.00000000 PA USD 1568210.00000000 0.055708644204 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 138390000.00000000 PA USD 137187197.15000000 4.873398814827 Long DBT UST US N 2 2029-10-31 Fixed 4.12500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 745000.00000000 PA USD 576793.08000000 0.020489832658 Long DBT NUSS EC Y 2 2030-07-31 Variable 6.90000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 2105000.00000000 PA USD 2095085.45000000 0.074425217229 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N Bank N/A 06540BBD0 8200000.00000000 PA USD 7366107.56000000 0.261671501412 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADD6 2130000.00000000 PA USD 2139460.40000000 0.076001580281 Long DBT CORP US N 2 2031-06-24 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418RHJ3 516.56000000 PA USD 514.84000000 0.000018289029 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 3590000.00000000 PA USD 3782053.15000000 0.134352576054 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 2070000.00000000 PA USD 2081058.56000000 0.073926929994 Long DBT CORP US N 2 2036-01-29 Fixed 5.57500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 9525000.00000000 PA USD 9202814.97000000 0.326918170934 Long DBT CORP GB N 2 N/A Fixed 4.87500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 12907000.00000000 PA USD 12630099.68000000 0.448668054238 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADN2 4395000.00000000 PA USD 4004271.32000000 0.142246590866 Long DBT CORP US N 2 2055-06-15 Fixed 5.25000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 300000.00000000 PA USD 270689.76000000 0.009615905733 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.62500000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 725000.00000000 PA USD 743360.63000000 0.026406930737 Long DBT CORP IL Y 2 2033-07-18 Fixed 7.12900000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 2620000.00000000 PA USD 2646620.51000000 0.094017791198 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBB5 330000.00000000 PA USD 321782.04000000 0.011430893297 Long DBT CORP US N 2 2054-09-01 Fixed 6.05000000 N N N N N N INDONESIA GOVT SUKUK 254900G208H6Q0L5B953 71567RAV8 294000.00000000 PA USD 284886.88000000 0.010120240169 Long DBT NUSS ID Y 2 2032-06-06 Fixed 4.70000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAX0 475000.00000000 PA USD 471969.69000000 0.016766116486 Long DBT CORP US N 2 2031-07-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSQ9 4255797.07000000 PA USD 4242210.01000000 0.150699056941 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Citicorp Mortgage Securities, N/A 17310BAJ3 115535.42000000 PA USD 101207.78000000 0.003595276274 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 5.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBC9 835000.00000000 PA USD 702374.19000000 0.024950940147 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 827000.00000000 PA USD 705060.26000000 0.025046359331 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 3780000.00000000 PA USD 3727986.07000000 0.132431912544 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 5260000.00000000 PA USD 5250376.30000000 0.186512868324 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 200000.00000000 PA 203770.78000000 0.007238694997 Long DBT NUSS MA N 2 2026-03-30 Fixed 1.37500000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 4880000.00000000 PA USD 4735215.77000000 0.168212452771 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N FANNIE MAE - CAS N/A 20755JAC7 410000.00000000 PA USD 411153.33000000 0.014605693481 Long ABS-MBS CORP US N 2 2045-01-25 Floating 5.85098000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 300000.00000000 PA USD 288262.05000000 0.010240138744 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQQY4 5271940.27000000 PA USD 5235706.75000000 0.185991751419 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAF8 1496000.00000000 PA USD 1485073.37000000 0.052755322301 Long DBT CORP US N 2 2028-05-17 Fixed 4.55200000 N N N N N N HAZINE MUSTESARLIGI VARL 6354003QFJP7RDXEOZ20 421790AL0 460000.00000000 PA USD 457670.15000000 0.016258143711 Long DBT NUSS TR N 2 2030-04-26 Fixed 6.50000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 3785000.00000000 PA USD 3802577.54000000 0.135081678623 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 2130000.00000000 PA USD 2105264.52000000 0.074786815605 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N JP Morgan Mortgage Trust N/A 46591TAC8 192820.79000000 PA USD 169734.97000000 0.006029616602 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 72530000.00000000 PA USD 73348798.42000000 2.605621768758 Long DBT UST US N 2 2028-09-30 Fixed 4.62500000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 3500000.00000000 PA USD 3150688.80000000 0.111924169184 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91200000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 155000.00000000 PA 102122.34000000 0.003627764842 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.62500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 12792000.00000000 PA USD 11919644.44000000 0.423430045177 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N QNB BANK AS 789000Q21SW842S9IJ58 000000000 690000.00000000 PA USD 760794.00000000 0.027026228795 Long DBT CORP TR Y 2 2033-11-15 Fixed 10.75000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAF5 640000.00000000 PA USD 632520.90000000 0.022469491821 Long DBT CORP LU N 2 2030-12-05 Fixed 8.87500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 1905000.00000000 PA USD 1860380.33000000 0.066087619571 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N PT SORIK MAR GEO POW 254900OW9VKG09S8C597 74390TAA7 780000.00000000 PA USD 770152.50000000 0.027358677476 Long DBT CORP ID N 2 2031-08-05 Fixed 7.75000000 N N N N N N FannieMae Grantor Trust N/A 31359VYH0 2614.63000000 PA USD 2622.62000000 0.000093165203 Long ABS-MBS USGSE US N 2 2039-01-19 Variable 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMVA9 4292857.75000000 PA USD 3514996.22000000 0.124865721937 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 106146.48672000 PA USD 58612.76000000 0.002082142948 Long DBT NUSS UA N 2 2036-02-01 Variable 1.75000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 635000.00000000 PA USD 664178.89000000 0.023594101217 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N Sequoia Mortgage Trust N/A 81733YEE5 140064.22000000 PA USD 132151.57000000 0.004694514633 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.75365500 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AB4N9 7040687.69000000 PA USD 7093547.77000000 0.251989165267 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.50000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 3900000.00000000 PA USD 3745223.04000000 0.133044233744 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 4710000.00000000 PA USD 4615782.57000000 0.163969741881 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXE3 12257557.77000000 PA USD 12227959.45000000 0.434382539547 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 1650000.00000000 PA USD 1684587.30000000 0.059842798175 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AX2 565000.00000000 PA USD 424112.45000000 0.015066049559 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 950000.00000000 PA USD 926287.05000000 0.032905156643 Long DBT CORP MY N 2 2027-04-06 Fixed 3.75000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDT3 3150000.00000000 PA USD 3284987.90000000 0.116694972061 Long DBT CORP US N 2 2055-02-01 Fixed 6.87500000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 1700000.00000000 PA USD 1636013.70000000 0.058117283480 Long DBT CORP US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GA7 209888.36000000 PA USD 181906.19000000 0.006461983546 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 24642385.74000000 PA USD 23237121.66000000 0.825468873994 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAD8 850000.00000000 PA USD 855312.50000000 0.030383876997 Long DBT CORP CL N 2 2030-04-15 Fixed 7.87500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 1925000.00000000 PA USD 1843039.47000000 0.065471607813 Long DBT CORP US N 2 N/A Fixed 4.12500000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAG0 655000.00000000 PA USD 664851.20000000 0.023617984166 Long DBT CORP MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 410000.00000000 PA USD 279807.74000000 0.009939810250 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 4614000.00000000 PA USD 4731115.32000000 0.168066789556 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 3600000.00000000 PA USD 3622926.60000000 0.128699809934 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPV71 5126344.27000000 PA USD 4804721.53000000 0.170681555541 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.00000000 N N N N N N SVB FINANCIAL TRUST N/A 78500B205 10507.00000000 NS USD 5200965.00000000 0.184757595413 Long EP CORP US N 3 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 2350000.00000000 PA 2275081.00000000 0.080819327746 Long DBT CORP CH Y 2 2028-11-05 Fixed 0.25000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAS9 1456000.00000000 PA USD 991418.06000000 0.035218852042 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N Man GLG US CLO 2018-1 Ltd N/A 26829CAY3 3393815.11000000 PA USD 3395624.01000000 0.120625177638 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 5.69478000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 5801000.00000000 PA USD 5734569.85000000 0.203713221722 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N Bear Stearns Mortgage Securiti N/A 073914TS2 10835.65000000 PA USD 3034.95000000 0.000107812697 Long ABS-MBS CORP US N 2 2029-11-25 Fixed 8.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 2190000.00000000 PA USD 2126288.96000000 0.075533681807 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052623 33571000.00000000 PA USD 33153145.12000000 1.177722859655 Long ABS-MBS USGSE US N 2 2055-02-15 Fixed 5.50000000 N N N N N N STAPLES INC XQM2JINI1UL7642TU573 855031AU4 3486262.50000000 PA USD 3367977.10000000 0.119643056702 Long LON CORP US N 2 2029-09-10 Floating 10.17670000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB7L8 1805852.36000000 PA USD 1693315.61000000 0.060152860167 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Structured Asset Mortgage Inve N/A 073914C27 3225.84000000 PA USD 61.29000000 0.000002177248 Long ABS-MBS CORP US N 2 2030-05-02 Variable 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPN95 6517641.92000000 PA USD 6336935.74000000 0.225111495580 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 2655000.00000000 PA USD 2736236.10000000 0.097201269825 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N N JP Morgan Mortgage Trust N/A 46654AAC3 3386149.02000000 PA USD 2710507.32000000 0.096287287992 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N USIMINAS INTERNATIONAL 529900KLYX6QPXVIVP43 91734JAB6 905000.00000000 PA USD 899522.31000000 0.031954373662 Long DBT CORP LU N 2 2032-01-27 Fixed 7.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 2558000.00000000 PA USD 2542754.06000000 0.090328069089 Long DBT CORP US N 2 2029-02-01 Fixed 4.65300000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCH4 2125000.00000000 PA USD 2044772.33000000 0.072637908322 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31387DNE5 3577.13000000 PA USD 3564.66000000 0.000126629963 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590MAV2 180000.00000000 PA USD 169883.82000000 0.006034904307 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.05560000 N N N N N N MHP LUX SA 222100RHC7R1WZ1J3M44 59318YAA6 715000.00000000 PA USD 685434.75000000 0.024349188318 Long DBT CORP LU N 2 2026-04-03 Fixed 6.95000000 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 000000000 200000.00000000 PA 206916.54000000 0.007350444077 Long DBT NUSS MK N 2 2026-06-03 Fixed 3.67500000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362LAM6 1337026.52000000 PA USD 1345940.48000000 0.047812805249 Long LON CORP US N 2 2029-07-06 Floating 6.07470000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 1530492.81000000 PA USD 1396250.84000000 0.049600016110 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N FannieMae Whole Loan N/A 31392DH70 7067.09000000 PA USD 7048.03000000 0.000250372205 Long ABS-MBS USGSE US N 2 2042-06-25 Variable 7.50000000 N N N N N N FannieMae Grantor Trust N/A 31393XFT9 7181.31000000 PA USD 7299.34000000 0.000259299669 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNCD3 4749616.97000000 PA USD 4226604.35000000 0.150144685932 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAB2 200000.00000000 PA USD 201345.26000000 0.007152531517 Long DBT NUSS KZ N 2 2027-04-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 207732.07000000 PA USD 206585.31000000 0.007338677557 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 16377670.62000000 PA USD 16523092.87000000 0.586961632592 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFJ0 3164643.07000000 PA USD 3085049.13000000 0.109592404292 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 830000.00000000 PA USD 485086.28000000 0.017232066483 Long DBT CORP CA N 2 2028-11-24 Fixed 5.75000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AN6 3280000.00000000 PA USD 2899451.45000000 0.102999285309 Long DBT CORP US N 2 2048-10-01 Fixed 5.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFF5 1213214.88000000 PA USD 1143328.36000000 0.040615270158 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKS3 3593188.50000000 PA USD 3432166.23000000 0.121923293026 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N TCW GEM LTD N/A 87242BBQ2 1850000.00000000 PA USD 1850000.00000000 0.065718871693 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 0.01000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163RBQ8 11055000.00000000 PA USD 10416870.02000000 0.370045915831 Long ABS-MBS CORP US N 2 2055-05-15 Variable 4.44342200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKE1 11012296.34000000 PA USD 9146721.94000000 0.324925538155 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 860000.00000000 PA USD 876017.24000000 0.031119386268 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 9980000.00000000 PA USD 6745781.40000000 0.239635212051 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N CyrusOne Data Centers Issuer I N/A 23284BAG9 12750000.00000000 PA USD 12197251.80000000 0.433291689757 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 1015000.00000000 PA USD 959921.53000000 0.034099978305 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N Firstkey Homes Trust N/A 33767WAC7 4800000.00000000 PA USD 4574683.68000000 0.162509756649 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.78800000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 600000.00000000 PA USD 626260.50000000 0.022247099159 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.37500000 N N N N N N CENTRAIS ELETRICAS ELET 254900I8KYDELP4B4Z08 15234VAA5 670000.00000000 PA USD 637840.00000000 0.022658446011 Long DBT CORP BR N 2 2035-01-11 Fixed 6.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 78210.45000000 PA USD 68531.91000000 0.002434508000 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAS2 3376000.00000000 PA USD 3220292.80000000 0.114396761803 Long DBT CORP GB N 2 2054-09-02 Fixed 5.90000000 N N N N N N INFORMATICA LLC 5493007SV33RZV7RPS40 45673YAL0 1692150.00000000 PA USD 1703077.90000000 0.060499652969 Long LON CORP US N 2 2028-10-30 Floating 6.55210000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 238829.58960000 PA USD 135511.91000000 0.004813886392 Long DBT NUSS UA N 2 2034-02-01 Variable 1.75000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 1745000.00000000 PA USD 1468216.13000000 0.052156490521 Long DBT CORP US N 2 2031-09-15 Fixed 2.20000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCA9 8670000.00000000 PA USD 5619048.68000000 0.199609480669 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWF2 1919047.78000000 PA USD 1640438.12000000 0.058274455312 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED72 2644514.49000000 PA USD 2344457.03000000 0.083283822024 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 2577000.00000000 PA USD 2552822.84000000 0.090685749555 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAB0 3560000.00000000 PA USD 3195377.32000000 0.113511671407 Long DBT CORP N/A N 2 2029-09-15 Fixed 9.00000000 N N N N N N CELESTIAL DYNASTY LTD 254900A85ZVOMCLC2410 000000000 850000.00000000 PA USD 771208.94000000 0.027396206149 Long DBT CORP VG Y 2 2028-08-22 Fixed 6.37500000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 2400000.00000000 PA 2113485.68000000 0.075078861745 Long DBT CORP LU Y 2 2031-04-23 Fixed 0.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DV7 400000.00000000 PA USD 347151.88000000 0.012332124248 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N Ford Credit Auto Owner Trust N/A 34531QAD1 7100000.00000000 PA USD 7173989.10000000 0.254846740102 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.10000000 N N N N N N Ford Credit Floorplan Master O 5493001DTG5N7T8BG747 34528QJA3 17550000.00000000 PA USD 17791981.16000000 0.632037257848 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFNN7 8033996.30000000 PA USD 6365738.58000000 0.226134679443 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 2880000.00000000 PA USD 2062622.88000000 0.073272026163 Long DBT CORP US N 2 2051-05-25 Fixed 3.95000000 N N N N N N MIDCONTINENT COMMUNICATI 549300ZI9GDQBS28C408 59565TAM1 2992500.00000000 PA USD 3014943.75000000 0.107102000793 Long LON CORP US N 2 2031-08-18 Floating 6.80520000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46648KAU0 290000.00000000 PA USD 277341.53000000 0.009852201310 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNX2 7915508.81000000 PA USD 7854819.81000000 0.279032375819 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAJ2 3035000.00000000 PA USD 2049151.27000000 0.072793464536 Long DBT CORP US N 2 2051-04-01 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 3280183.87000000 PA USD 2940722.89000000 0.104465400158 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AF4 735000.00000000 PA USD 753894.65000000 0.026781138255 Long DBT CORP TR N 2 2034-02-28 Fixed 8.37500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 4705000.00000000 PA USD 4521994.32000000 0.160638034871 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAR9 400000.00000000 PA USD 309119.04000000 0.010981056501 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYX79 5718004.24000000 PA USD 5604421.80000000 0.199089879561 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 5.00000000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 1105000.00000000 PA USD 1045546.36000000 0.037141690314 Long DBT CORP AE N 2 2027-09-15 Fixed 1.62500000 N N N N N N TECPETROL S.A. 529900C0GOV3UC7ZMZ16 87876TAG9 840000.00000000 PA USD 844947.60000000 0.030015677249 Long DBT CORP AR N 2 2033-01-22 Fixed 7.62500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 4055000.00000000 PA USD 3935884.38000000 0.139817232739 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 290000.00000000 PA 191669.36000000 0.006808807609 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.37500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 575000.00000000 PA USD 608395.43000000 0.021612465515 Long DBT CORP CA N 2 2029-03-01 Fixed 9.37500000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DJ6 360000.00000000 PA USD 399992.40000000 0.014209215791 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 7982831.20000000 PA USD 6232213.08000000 0.221391357712 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46592XBZ6 4604673.52000000 PA USD 3755108.95000000 0.133395417988 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.13836100 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 585000.00000000 PA USD 575006.74000000 0.020426375226 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.37500000 N N N N N N Fannie Mae - CAS N/A 20754BAB7 2200000.00000000 PA USD 2263250.00000000 0.080399046680 Long ABS-MBS CORP US N 2 2042-01-25 Floating 7.35098000 N N N N N N NBK TIER 1 FINANCING 2 549300HMWSJFNREWT164 62878WAA6 510000.00000000 PA USD 504466.50000000 0.017920523884 Long DBT CORP AE N 2 N/A Fixed 4.50000000 N N N N N N CFCRE Commercial Mortgage Trus N/A 12532BAD9 10020000.00000000 PA USD 9771471.94000000 0.347118978744 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.83850000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DS4 721000.00000000 PA USD 520801.88000000 0.018500817259 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060626 29683000.00000000 PA USD 29884678.18000000 1.061614773459 Long ABS-MBS USGSE US N 2 2055-02-15 Fixed 6.00000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 88233FAK6 2846040.67800000 PA USD 2852563.80000000 0.101333661820 Long LON CORP US N 2 2030-12-20 Floating 6.05860000 N N N N N N TBC BANK JSC 2138001MSA39Q44QTA18 48128XAD5 845000.00000000 PA USD 842189.45000000 0.029917697516 Long DBT CORP GE N 2 N/A Fixed 10.25000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002UAJ0 4158000.00000000 PA USD 3519973.20000000 0.125042522753 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09200000 N N N N N N ARDONAGH GROUP LTD 254900YP2E642AGM4G32 000000000 6410000.00000000 PA USD 6418012.50000000 0.227991643249 Long LON CORP AU N 2 2031-02-18 Floating 8.19870000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAB7 545000.00000000 PA USD 427928.01000000 0.015201592423 Long DBT CORP LU N 2 2046-11-30 Fixed 4.38700000 N N N N N N KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 418097AH4 380000.00000000 PA USD 373509.03000000 0.013268428118 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75000000 N N N N N N BLACKSTONE REG FINANCE 254900S2G1V55FTA4590 092914AA8 4335000.00000000 PA USD 4199409.44000000 0.149178621715 Long DBT CORP US N 2 2034-12-06 Fixed 5.00000000 N N N N N N AGL CLO LTD. N/A 00120DAJ5 5450000.00000000 PA USD 5450000.00000000 0.193604243636 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 0.01000000 N N N N N N BURGAN BANK 558600NC81HKXMFSTY52 000000000 745000.00000000 PA USD 698011.96000000 0.024795977534 Long DBT CORP KW Y 2 2031-12-15 Fixed 2.75000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAE5 680000.00000000 PA USD 676601.29000000 0.024035391008 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5TL7 1611672.08000000 PA USD 1535447.24000000 0.054544789274 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAN8 10225000.00000000 PA USD 10669384.64000000 0.379016173081 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 2345321.22000000 PA USD 2149203.82000000 0.076347702750 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 7495577.11000000 PA USD 5877955.86000000 0.208806825395 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46639YAV9 7199000.00000000 PA USD 5903180.00000000 0.209702880541 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.49860000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 1735000.00000000 PA USD 1650193.89000000 0.058621016500 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163AAE3 3000000.00000000 PA USD 2528687.70000000 0.089828379734 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 1.92500000 N N N N N N Fannie Mae - CAS N/A 20753GAB7 7969694.34000000 PA USD 7978648.29000000 0.283431223380 Long ABS-MBS CORP US N 2 2044-05-25 Floating 5.45098000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AQ9 4332000.00000000 PA USD 3081803.86000000 0.109477120247 Long DBT CORP US N 2 2050-08-01 Fixed 3.75000000 N N N N N N Wells Fargo Commercial Mortgag 549300DNBJ7A0SEFVK31 95000GAY0 5945000.00000000 PA USD 5717317.80000000 0.203100364825 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622ACCD0 4357398.80000000 PA USD 4439918.78000000 0.157722406827 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 5.50000000 N N N N N N ADNOC MURBAN RSC LTD 213800OWGH7RAYG61M70 00723L2B4 835000.00000000 PA USD 788270.06000000 0.028002280504 Long DBT CORP AE N 2 2034-09-11 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 9981835.85000000 PA USD 7852339.94000000 0.278944281625 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAA0 775000.00000000 PA USD 762677.50000000 0.027093137711 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 7723000.00000000 PA USD 7707249.71000000 0.273790137728 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 11212986.25000000 PA USD 11621868.91000000 0.412851952286 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 5944000.00000000 PA USD 6109863.75000000 0.217045055053 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N GDZ ELEKTRIK DAGITIM AS 984500B63B5766038A64 36270TAA1 775000.00000000 PA USD 762812.97000000 0.027097950108 Long DBT CORP TR N 2 2029-10-15 Fixed 9.00000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAC1 2705000.00000000 PA USD 2435587.95000000 0.086521130801 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLLH5 7031740.17000000 PA USD 6718575.29000000 0.238668749969 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N OFSI Fund LTD N/A 67119GAG6 1800000.00000000 PA USD 1809000.00000000 0.064262399401 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 8.14317000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36241KGU6 54642.48000000 PA USD 53552.24000000 0.001902374480 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.00000000 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 870674AA6 698493.40000000 PA USD 559892.40000000 0.019889457728 Long DBT CORP AE N 2 2049-01-31 Fixed 3.62500000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 1685000.00000000 PA USD 1675209.64000000 0.059509668859 Long DBT CORP AU N 2 2032-04-15 Fixed 6.12500000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 1295000.00000000 PA USD 6604.50000000 0.000234616371 Long DBT CORP IN N 2 2025-01-22 Fixed 5.60000000 Y N N N N N SHINHAN FINANCIAL GROUP 988400EB8A6G49E5KO54 824596AC4 370000.00000000 PA USD 370447.55000000 0.013159672977 Long DBT CORP KR N 2 2028-07-24 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 940000.00000000 PA USD 846857.19000000 0.030083512979 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQNZ6 12057132.22000000 PA USD 10990088.08000000 0.390408750499 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFJ9 5670000.00000000 PA USD 6119490.38000000 0.217387028708 Long DBT CORP US N 2 2034-11-01 Fixed 6.62700000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 1650000.00000000 PA USD 1691596.50000000 0.060091790994 Long DBT CORP US N 2 2030-12-15 Fixed 6.87500000 N N N N N N LD CELULOSE INTERNATIONA 529900EHUSQJVOTP9J45 50206BAA0 945000.00000000 PA USD 962600.63000000 0.034195149888 Long DBT CORP AT N 2 2032-01-26 Fixed 7.95000000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 000000000 540000.00000000 PA USD 555890.58000000 0.019747298217 Long DBT CORP KY Y 2 N/A Fixed 7.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 80438.76000000 PA USD 70081.39000000 0.002489551285 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DB5 1205000.00000000 PA USD 1216652.47000000 0.043220014903 Long DBT CORP US N 2 2027-06-25 Fixed 4.87500000 N N N N N N CK HUTCHISON INTL 24 II 254900C3VDI6RVRNF366 178908AB5 1060000.00000000 PA USD 1014604.65000000 0.036042525844 Long DBT CORP KY N 2 2034-09-13 Fixed 4.75000000 N N N N N N ABU DHABI CRUDE OIL 549300DONDFW2383FV66 00401MAB2 495000.00000000 PA USD 435645.05000000 0.015475730348 Long DBT CORP AE N 2 2047-11-02 Fixed 4.60000000 N N N N N N Dryden Senior Loan Fund N/A 26248KAS1 1850000.00000000 PA USD 1850000.00000000 0.065718871693 Long ABS-CBDO CORP JE N 2 2038-04-15 Floating 0.01000000 N N N N N N Frontier Issuer LLC N/A 35910EAK0 3250000.00000000 PA USD 3337232.93000000 0.118550909587 Long ABS-O CORP US N 2 2054-06-20 Fixed 6.19000000 N N N N N N JP Morgan Mortgage Trust N/A 466247DT7 2535.57000000 PA USD 2457.11000000 0.000087285673 Long ABS-MBS CORP US N 2 2034-07-25 Variable 7.63338000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 210000.00000000 PA USD 225641.85000000 0.008015636642 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N Fidelity Government Portfolio 549300FQDFZGLUOCWN51 316175108 24791956.00000000 NS USD 24791956.00000000 0.880702365072 Long STIV RF US N 1 N N N ICICI BANK LTD/DUBAI R7RX8ER1V4666J8D1I38 45112EAG4 640000.00000000 PA USD 633769.02000000 0.022513829680 Long DBT CORP IN N 2 2026-03-18 Fixed 4.00000000 N N N N N N Freddie Mac Whole Loan Securit N/A 3137G1AA5 475095.67000000 PA USD 423849.29000000 0.015056701138 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 3.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 1425000.00000000 PA USD 1388486.09000000 0.049324183349 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 287000.00000000 PA USD 272232.42000000 0.009670706746 Long DBT NUSS EG Y 2 2027-09-30 Fixed 5.80000000 N N N N N N Morgan Stanley Residential Mor N/A 61772MAE9 1608988.22000000 PA USD 1294542.04000000 0.045986941744 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AN6 1111000.00000000 PA USD 997303.04000000 0.035427908391 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.12500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 4496000.00000000 PA USD 4684330.25000000 0.166404810090 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 1260000.00000000 PA USD 1247896.06000000 0.044329903272 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAY4 748716.67000000 PA USD 710474.02000000 0.025238676195 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50063400 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5FW8 1660236.58000000 PA USD 1441888.41000000 0.051221232114 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 841000.00000000 PA USD 746126.37000000 0.026505180095 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 3370000.00000000 PA USD 3328957.44000000 0.118256933443 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N MIDCONTINENT COMMUNICATI 549300ZI9GDQBS28C408 59565XAD2 3360000.00000000 PA USD 3452524.32000000 0.122646488001 Long DBT CORP US N 2 2032-08-15 Fixed 8.00000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AH7 2445000.00000000 PA USD 1656603.88000000 0.058848723154 Long DBT CORP US N 2 2040-08-01 Fixed 2.25600000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 1035000.00000000 PA USD 1038435.27000000 0.036889077984 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC51 4075000.00000000 PA USD 4058959.99000000 0.144189335562 Long DBT CORP US N 2 2056-01-28 Fixed 5.73400000 N N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 16117LCE7 1919000.00000000 PA USD 1919132.41000000 0.068174711683 Long LON CORP US N 2 2031-12-15 Floating 6.55860000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWX3 5680885.32000000 PA USD 5031746.46000000 0.178746324322 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 2995000.00000000 PA USD 3104643.06000000 0.110288453466 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBN0 1430000.00000000 PA USD 1431490.63000000 0.050851864347 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAA9 2475000.00000000 PA USD 2530133.35000000 0.089879734591 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N ICON PARENT INC N/A 000000000 2345000.00000000 PA USD 2358434.51000000 0.083780354031 Long LON CORP US N 2 2031-11-13 Floating 7.30210000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 231.00000000 NC USD -227973.90000000 -0.00809847972 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 2025-03-20 25370880.15000000 USD -227973.90000000 N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DL9 250000.00000000 PA USD 173558.70000000 0.006165449695 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 812074.02000000 PA USD 663244.08000000 0.023560893294 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46648CAY0 2571248.94000000 PA USD 2254533.81000000 0.080089415236 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.44695000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWY73 1506377.47000000 PA USD 1285778.43000000 0.045675625765 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EW71 989315.22000000 PA USD 998586.79000000 0.035473511960 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46647JBA7 1382637.74000000 PA USD 1283253.32000000 0.045585924479 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.78689300 N N N N N N JP Morgan Mortgage Trust N/A 46647JAZ3 801086.51000000 PA USD 744320.16000000 0.026441016807 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.78689300 N N N N N N STS OPERATING INC 549300HW5C2VGPZCHL57 000000000 3359612.50000000 PA USD 3382709.84000000 0.120166418351 Long LON CORP US N 2 2031-03-25 Floating 8.41060000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8T2 935000.00000000 PA USD 923909.50000000 0.032820697235 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABD1 5351527.10000000 PA USD 5231417.96000000 0.185839397668 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.24800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 8345000.00000000 PA USD 8112252.94000000 0.288177356813 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 3495000.00000000 PA USD 3360259.01000000 0.119368881477 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMUS2 12226802.38000000 PA USD 10618932.63000000 0.377223930285 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 4391170.86000000 PA USD 3974230.94000000 0.141179444986 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 3015000.00000000 PA USD 2881446.96000000 0.102359698948 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLRB4 11423343.99000000 PA USD 9440418.25000000 0.335358722000 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3622AC5Q9 6071444.38000000 PA USD 6067122.12000000 0.215526713594 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYM4 251163.78000000 PA USD 230406.53000000 0.008184895774 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617AAXZ2 273578.46000000 PA USD 257793.83000000 0.009157794398 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 3.25000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAG3 655000.00000000 PA USD 620165.92000000 0.022030597040 Long DBT CORP MX N 2 2034-09-13 Fixed 5.87500000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AJ3 900000.00000000 PA USD 872100.00000000 0.030980231353 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N TAV HAVALIMANLARI HOLDIN 789000PBM9TT5D88M597 87216EAA4 1150000.00000000 PA USD 1192665.00000000 0.042367890869 Long DBT CORP TR N 2 2028-12-07 Fixed 8.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAX9 2130000.00000000 PA USD 1498227.94000000 0.053222621489 Long DBT CORP US N 2 2041-04-01 Fixed 2.90000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 1005000.00000000 PA USD 752590.13000000 0.026734796859 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Salomon Brothers Mortgage Secu 549300VB2N1G56GWKB41 79548KUU0 476863.58000000 PA USD 93823.39000000 0.003332955313 Long ABS-MBS CORP US N 2 2030-12-25 Variable 2.62740000 N N N N N N FLUTTER ENTERTAINMENT PL 635400VFWPBIKJK6GN11 000000000 3142065.49000000 PA USD 3153848.24000000 0.112036404229 Long LON CORP NL N 2 2030-11-25 Floating 6.04870000 N N N N N N Bank N/A 06541LBU9 4550000.00000000 PA USD 3898935.04000000 0.138504654936 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39294200 N N N N N N Agate Bay Mortgage Loan Trust N/A 00841WBJ0 423633.33000000 PA USD 410087.40000000 0.014567827688 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.62941600 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAA8 4960000.00000000 PA USD 4302016.32000000 0.152823599219 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N PTTEP TREASURY CENTER CO 2549006WFOUPZX6TZG08 69371MAF4 475000.00000000 PA USD 450559.73000000 0.016005555181 Long DBT CORP TH N 2 2027-06-10 Fixed 2.58700000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 71675CAB4 800000.00000000 PA USD 671268.16000000 0.023845938420 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 11585000.00000000 PA USD 12166321.40000000 0.432192927061 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 2755000.00000000 PA USD 1690956.19000000 0.060069044804 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N AEROPUERTOS ARGENT 2000 549300349K24AVAQ7B24 00786PAE4 585300.43000000 PA USD 613102.20000000 0.021779667468 Long DBT CORP AR N 2 2031-08-01 Fixed 8.50000000 N N N N N N GS Mortgage Securities Trust N/A 36260JAD9 7311000.00000000 PA USD 6782147.85000000 0.240927083436 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 725000.00000000 PA USD 761394.28000000 0.027047552970 Long DBT CORP CL N 2 N/A Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWPE1 1866348.42000000 PA USD 1676720.52000000 0.059563340929 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 008281BF3 1135000.00000000 PA USD 1102043.01000000 0.039148661175 Long DBT NUSS N/A N 2 N/A Fixed 5.75000000 N N N N N N FELLS POINT FUNDING TR N/A 314382AA0 6825000.00000000 PA USD 6572381.50000000 0.233475403522 Long DBT CORP US N 2 2027-01-31 Fixed 3.04600000 N N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 69375MAA1 400000.00000000 PA USD 372472.88000000 0.013231620221 Long DBT CORP ID N 2 2030-05-11 Fixed 3.75000000 N N N N N N REPUBLIC OF AZERBAIJAN 549300P74FF45UQVU281 000000000 603000.00000000 PA USD 522784.12000000 0.018571233786 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 450000.00000000 PA USD 374297.40000000 0.013296433948 Long DBT NUSS AM Y 2 2031-02-02 Fixed 3.60000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 000000000 400000.00000000 PA USD 399464.00000000 0.014190445060 Long DBT CORP TR Y 2 2031-06-22 Fixed 6.80000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 986637.00000000 PA USD 88797.33000000 0.003154410992 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 5534954.46000000 PA USD 5139851.70000000 0.182586623996 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 300000.00000000 PA USD 268675.95000000 0.009544367721 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CLA7 13965000.00000000 PA USD 13990303.18000000 0.496987534936 Long DBT UST US N 2 2026-07-31 Floating 4.42196066 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 3030000.00000000 PA USD 2924346.93000000 0.103883665231 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 000000000 320000.00000000 PA USD 280428.00000000 0.009961844189 Long DBT CORP GE Y 2 2028-06-17 Fixed 4.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AT3 200000.00000000 PA USD 206991.50000000 0.007353106935 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 1485000.00000000 PA USD 1506646.55000000 0.053521681787 Long DBT CORP CH N 2 2035-02-08 Fixed 5.69900000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFV6 11722376.10000000 PA USD 11941858.84000000 0.424219183179 Long ABS-MBS CORP US N 2 2033-12-25 Floating 6.40098000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMLL7 13826956.92000000 PA USD 12662630.36000000 0.449823664824 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EA9 368000.00000000 PA USD 234467.96000000 0.008329172853 Long DBT NUSS CO N 2 2042-02-22 Fixed 4.12500000 N N N N N N TRANS UNION LLC X8NPN6PWJOM1QCTYFV34 89334GBF0 3348175.00000000 PA USD 3353404.85000000 0.119125396255 Long LON CORP US N 2 2031-06-24 Floating 6.15480000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AS6 604000.00000000 PA USD 613250.26000000 0.021784927109 Long DBT CORP LU N 2 2032-04-02 Fixed 7.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLD47 4557534.12000000 PA USD 4532351.47000000 0.161005959310 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 480000.00000000 PA USD 486551.04000000 0.017284100199 Long DBT CORP MX N 2 2039-01-08 Fixed 8.12500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AZ2 547000.00000000 PA USD 539013.75000000 0.019147770528 Long DBT NUSS GT N 2 2037-02-06 Fixed 6.55000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 495000.00000000 PA USD 483854.33000000 0.017188303043 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.37500000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123CT5 1000000.00000000 PA USD 1039228.00000000 0.036917238698 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMD4 4479890.15000000 PA USD 3859893.51000000 0.137117754774 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAQ6 216946.95000000 PA USD 205638.83000000 0.007305055072 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.40829300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5E54 1103035.29000000 PA USD 1023545.38000000 0.036360133783 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N SEPLAT ENERGY PL 029200711C4S4CB2E982 81733LAB3 695000.00000000 PA USD 694197.28000000 0.024660465931 Long DBT CORP NG N 2 2026-04-01 Fixed 7.75000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 400000.00000000 PA USD 391654.56000000 0.013913024744 Long DBT CORP NL N 2 2029-05-09 Fixed 5.12500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3617MN3S0 873028.90000000 PA USD 762601.74000000 0.027090446434 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0DY5 12665764.52000000 PA USD 12660219.45000000 0.449738020346 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MPE7 288667.26000000 PA USD 275089.30000000 0.009772193735 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPR34 19422793.49000000 PA USD 19011142.92000000 0.675346412052 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46647TAS7 1500000.00000000 PA USD 1462546.20000000 0.051955073547 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.72320000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AM2 4545000.00000000 PA USD 4116127.44000000 0.146220135730 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAJQ8 1410294.79000000 PA USD 1300341.16000000 0.046192948027 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.00000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AM4 3120000.00000000 PA USD 3272130.58000000 0.116238232297 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 00830YAF8 845000.00000000 PA USD 834518.96000000 0.029645213220 Long DBT NUSS N/A N 2 2029-10-08 Fixed 5.55000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 1319000.00000000 PA USD 909705.20000000 0.032316107739 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 1170000.00000000 PA USD 1173247.92000000 0.041678124064 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 2235000.00000000 PA USD 2331663.75000000 0.082829357198 Long DBT CORP US N 2 2028-03-13 Fixed 7.25000000 N N N N N N USI INC/NY 2549006D7UF7072T7I27 90351NAQ8 1269001.66000000 PA USD 1270587.91000000 0.045136002071 Long LON CORP US N 2 2030-09-27 Floating 6.55210000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YJD1 16433.73000000 PA USD 15986.67000000 0.000567905899 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325CU7 528000.00000000 PA USD 359012.07000000 0.012753442251 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 405000.00000000 PA USD 408786.39000000 0.014521610980 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 3403718.50000000 PA USD 3446476.01000000 0.122431629564 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N AZORRA SOAR TLB FINANCE 254900W0D3E1W7DRS089 000000000 1506225.00000000 PA USD 1500576.66000000 0.053306056748 Long LON CORP KY N 2 2029-10-18 Floating 7.81160000 N N N N N N Canyon Capital CLO Ltd N/A 13887WAS9 2850000.00000000 PA USD 2850000.00000000 0.101242586121 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 0.01000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 4511000.00000000 PA USD 4516039.24000000 0.160426488310 Long DBT CORP US N 2 2025-05-13 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKZP8 1778168.11000000 PA USD 1599583.13000000 0.056823134315 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 540000.00000000 PA USD 556096.86000000 0.019754626049 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163DAE7 5000000.00000000 PA USD 4264207.00000000 0.151480471732 Long ABS-MBS CORP US N 2 2054-04-15 Fixed 2.57700000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 1810000.00000000 PA USD 1795670.23000000 0.063788876458 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N EL PASO NATURAL GAS N/A 283695BK9 690000.00000000 PA USD 815323.87000000 0.028963332324 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AK1 520000.00000000 PA USD 447896.90000000 0.015910961569 Long DBT CORP VG N 2 2031-04-23 Fixed 2.25000000 N N N N N N BMO 2022-C1 Mortgage Trust N/A 05609MCC7 3550000.00000000 PA USD 3166789.93000000 0.112496141128 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.37400000 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 7010000.00000000 PA USD 6764035.92000000 0.240283680407 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N TRUST FIBRAUNO N/A 89834JAA1 635000.00000000 PA USD 624320.44000000 0.022178181022 Long DBT CORP MX N 2 2034-02-13 Fixed 7.37500000 N N N N N N STRIP PRINC 254900HROIFWPRGM1V77 912803EH2 15205000.00000000 PA USD 5985919.61000000 0.212642098818 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 2300000.00000000 PA 2101885.58000000 0.074666783105 Long DBT CORP LU Y 2 2030-04-06 Fixed 0.62500000 N N N N N N Radnor Re LTD N/A 75049AAB8 550000.00000000 PA USD 555556.43000000 0.019735427968 Long ABS-MBS CORP US N 2 2034-09-25 Floating 7.25098000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 1025000.00000000 PA USD 1018850.00000000 0.036193336445 Long DBT CORP BM N 2 2030-01-31 Fixed 8.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMRK3 2088419.24000000 PA USD 2076125.97000000 0.073751706076 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 2695000.00000000 PA USD 2700730.38000000 0.095939974767 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AD4 815000.00000000 PA USD 816874.50000000 0.029018416462 Long DBT CORP MX N 2 2037-01-22 Fixed 6.65800000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 3720000.00000000 PA USD 3860205.31000000 0.137128831068 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBK7 765000.00000000 PA USD 747927.57000000 0.026569165410 Long DBT CORP KY N 2 2035-05-26 Fixed 5.25000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 143842.60000000 PA USD 119029.75000000 0.004228378847 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 680000.00000000 PA USD 611110.15000000 0.021708902453 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36183QXM2 739587.52000000 PA USD 649770.01000000 0.023082244279 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 07330MAC1 15293000.00000000 PA USD 14936763.33000000 0.530609315023 Long DBT CORP US N 2 2029-09-17 Fixed 4.63200000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 741000.00000000 PA USD 108998.06000000 0.003872015956 Long DBT NUSS VE Y 2 2019-10-13 Fixed 7.75000000 Y N N N N N AON NORTH AMERICA INC N/A 03740MAC4 2440000.00000000 PA USD 2463017.74000000 0.087495538828 Long DBT CORP US N 2 2031-03-01 Fixed 5.30000000 N N N N N N BIOCON BIOLOGICS GLOBAL 254900PMQN51VACG2D55 090978AA5 665000.00000000 PA USD 648885.32000000 0.023050816804 Long DBT CORP GB N 2 2029-10-09 Fixed 6.67000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 80515.13000000 0.002860196485 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2029-12-20 73282.09000000 USD 0.00000000 USD 2503000.00000000 USD 7233.04000000 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBF2 6945000.00000000 PA USD 6865565.87000000 0.243890401357 Long DBT CORP US N 2 2033-09-15 Fixed 5.05000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 2416000.00000000 PA USD 2202403.61000000 0.078237556898 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N JUNE PURCHASER LLC N/A 48171UAB1 2742857.14000000 PA USD 2776114.28000000 0.098617890904 Long LON CORP US N 2 2031-11-28 Floating 7.56300000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 3594000.00000000 PA USD 3008023.46000000 0.106856166387 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.97750000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 3300000.00000000 PA USD 3296038.68000000 0.117087536814 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFYA3 3930355.81000000 PA USD 3647169.35000000 0.129561002462 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 760000.00000000 PA USD 772583.32000000 0.027445029232 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 3350000.00000000 PA USD 3361198.05000000 0.119402239666 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 2355000.00000000 PA USD 2367490.68000000 0.084102062828 Long DBT CORP US N 2 2031-01-24 Fixed 5.24400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYY8 2425212.18000000 PA USD 2286619.31000000 0.081229211375 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N FannieMae Whole Loan N/A 31394AB47 86184.41000000 PA USD 87335.86000000 0.003102494150 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N COMM Mortgage Trust N/A 12592TAA3 130000.00000000 PA USD 129350.00000000 0.004594992461 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.17800000 N N N N N N ROPER INDUSTRIAL PRODUCT N/A 77669LAK9 4500000.00000000 PA USD 4518000.00000000 0.160496141788 Long LON CORP US N 2 2029-11-23 Floating 7.05860000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHG1 3993747.36000000 PA USD 3953204.83000000 0.140432519458 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N PEER HOLDING III BV 7245002S0K5Q59JCVQ03 000000000 7625000.00000000 PA USD 7674242.25000000 0.272617590145 Long LON CORP NL N 2 2031-07-01 Floating 7.31040000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 3145000.00000000 PA USD 3004022.86000000 0.106714050215 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -18302.30000000 -0.00065016567 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2028-12-20 0.00000000 USD -5726.99000000 USD 1253000.00000000 USD -12575.31000000 N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630EH7 500000.00000000 PA USD 501774.55000000 0.017824895821 Long DBT NUSS KR N 2 2030-02-03 Fixed 4.87500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2E4 1367000.00000000 PA USD 1172882.58000000 0.041665145830 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 195583.44000000 PA USD 192420.09000000 0.006835476327 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 703000.00000000 PA USD 647238.04000000 0.022992299300 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.87500000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAF0 570000.00000000 PA USD 571926.60000000 0.020316957212 Long DBT CORP MX N 2 2029-12-10 Fixed 5.62100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 2290000.00000000 PA USD 2299647.54000000 0.081692022497 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBN9 2250000.00000000 PA USD 1797076.80000000 0.063838843049 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.61416500 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCM54 9521721.02000000 PA USD 8173902.37000000 0.290367373559 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB86 3720000.00000000 PA USD 3620941.61000000 0.128629295716 Long DBT CORP US N 2 2045-11-19 Fixed 5.56100000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AU4 880000.00000000 PA USD 916300.00000000 0.032550379530 Long DBT CORP AR N 2 2031-07-18 Fixed 9.50000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCG8 1170000.00000000 PA USD 1176518.07000000 0.041794291938 Long DBT CORP US N 2 2054-09-01 Fixed 6.45000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAJ4 695000.00000000 PA USD 671228.64000000 0.023844534523 Long DBT CORP NL N 2 2034-10-15 Fixed 8.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36176MPF4 166550.41000000 PA USD 163212.44000000 0.005797912109 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 4.00000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 300000.00000000 PA USD 276741.39000000 0.009830882108 Long DBT NUSS NG Y 2 2030-02-23 Fixed 7.14300000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 4790000.00000000 PA USD 4916978.11000000 0.174669326231 Long DBT CORP US N 2 2031-01-01 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8DY0 567234.76000000 PA USD 513516.32000000 0.018242007106 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FTW31 108354.51000000 PA USD 100511.19000000 0.003570530810 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXLF7 12171180.01000000 PA USD 10904200.34000000 0.387357698951 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AL7 13272.00000000 PA USD 12416.73000000 0.000441088370 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 5075000.00000000 PA USD 5404534.98000000 0.191989157249 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N Progress Residential Trust N/A 74333PAG2 3450000.00000000 PA USD 3100617.47000000 0.110145449556 Long ABS-O CORP US N 2 2040-08-17 Fixed 2.34100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAE0 2994057.34000000 PA USD 3014741.79000000 0.107094826424 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.50000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 73152.00000000 PA USD 57614.52000000 0.002046681755 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXR8 6757237.94000000 PA USD 5645812.85000000 0.200560243401 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDV8 2380000.00000000 PA USD 2409383.48000000 0.085590250692 Long DBT CORP US N 2 2055-05-15 Fixed 6.62500000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 1730000.00000000 PA USD 1652227.85000000 0.058693270314 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46591XAC9 921544.92000000 PA USD 777744.65000000 0.027628378845 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.00000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 1671000.00000000 PA USD 1655822.14000000 0.058820952846 Long DBT CORP US N 2 2027-08-15 Fixed 5.87500000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 71891.10000000 PA USD 58770.97000000 0.002087763154 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBG2 3445000.00000000 PA USD 3504952.99000000 0.124508949102 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AX8 920000.00000000 PA USD 976629.68000000 0.034693513854 Long DBT CORP AR N 2 2031-01-17 Fixed 9.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHJ2 6653913.18000000 PA USD 6095819.54000000 0.216546152547 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 87945BAA8 1005000.00000000 PA USD 1002135.75000000 0.035599584201 Long DBT CORP RS N 2 2029-10-28 Fixed 7.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 300000.00000000 PA USD 308708.31000000 0.010966465846 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 350000.00000000 PA 328727.74000000 0.011677630360 Long DBT NUSS RS N 2 2028-09-23 Fixed 1.00000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 153408.45000000 PA USD 122343.24000000 0.004346086320 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 138685.24000000 PA USD 137724.01000000 0.004892468401 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAE1 6475000.00000000 PA USD 4170989.10000000 0.148169025673 Long DBT CORP US N 2 2052-05-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYPB4 2965357.51000000 PA USD 2352371.85000000 0.083564985829 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAD5 460000.00000000 PA USD 458326.06000000 0.016281444070 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85280000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 1760000.00000000 PA USD 1727485.76000000 0.061366710817 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU74 2687860.93000000 PA USD 2217456.51000000 0.078772291819 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -18.00000000 NC USD 26673.48000000 0.000947541086 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 2025-03-20 -2031423.48000000 USD 26673.48000000 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 520000.00000000 PA USD 503107.44000000 0.017872245025 Long DBT CORP MX N 2 N/A Fixed 7.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CE0 5460000.00000000 PA USD 5292188.54000000 0.187998194397 Long DBT CORP US N 2 2044-11-15 Fixed 5.35000000 N N N N N N DataBank Issuer LLC N/A 23802WAA9 5300000.00000000 PA USD 5122274.57000000 0.181962219049 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.06000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 3900000.00000000 PA USD 4086237.87000000 0.145158347181 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179QWF4 107802.38000000 PA USD 101467.28000000 0.003604494678 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 745000.00000000 PA USD 700483.12000000 0.024883762316 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EL5 1210000.00000000 PA USD 1177723.25000000 0.041837104409 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHXN0 16450.14000000 PA USD 15664.57000000 0.000556463711 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Toyota Auto Receivables Owner N/A 89237NAD9 14000000.00000000 PA USD 14179862.20000000 0.503721375430 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.33000000 N N N N N N 2025-03-25 Delaware Group Adviser Funds Dan Geatens Dan Geatens Division Director - Head of US Fund Administration XXXX