NPORT-P false 0000914036 XXXXXXXX S000070165 C000223150 C000223151 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP Delaware Diversified Income Fund S000070165 549300JTA30014W9UF64 2023-12-31 2023-12-31 N 2235295441.54 3122250.70 2232173190.84 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3518.18000000 0.00000000 0.00000000 0.00000000 GBP USD N Bloomberg Barclays U.S. Aggregate Bond Index LBUSTRUU UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 2560000.00000000 PA USD 2494477.57000000 0.111751076495 Long DBT CORP US N 2 2026-04-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5FW8 1177867.59000000 PA USD 1068992.67000000 0.047890220812 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N HAZINE MUSTESARL 6354003QFJP7RDXEOZ20 421790AG1 350000.00000000 PA USD 338558.50000000 0.015167214685 Long DBT NUSS TR N 2 2026-06-22 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKZP8 1372369.57000000 PA USD 1286292.04000000 0.057625100295 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31393LFK4 6564.09000000 PA USD 6897.63000000 0.000309009624 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 21355000.00000000 PA USD 16925706.28000000 0.758261336954 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 1085000.00000000 PA USD 1112981.61000000 0.049860898543 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTZ1 4808689.56000000 PA USD 4352558.47000000 0.194991969613 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N ULTRATECH CEMENT LTD 335800PC9O9B4BQHG814 90403YAA7 555000.00000000 PA USD 469071.91000000 0.021014135996 Long DBT CORP IN N 2 2031-02-16 Fixed 2.80000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 4245000.00000000 PA USD 3145318.53000000 0.140908355270 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5W3 18919471.29000000 PA USD 16166019.79000000 0.724227844700 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAP8 2758000.00000000 PA USD 1864813.78000000 0.083542522043 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 242000.00000000 PA USD 187547.58000000 0.008402017404 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Olympus Water US Holding Corporation 549300YU2GGVCBN3MY89 68163YAE5 2029912.50000000 PA USD 2037524.67000000 0.091279864768 Long LON CORP US N 2 2028-11-09 Variable 10.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNCD3 3731473.82000000 PA USD 3441428.41000000 0.154173897622 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPK49 8195486.16000000 PA USD 7822463.28000000 0.350441592619 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAG5 500000.00000000 PA USD 501250.00000000 0.022455694838 Long DBT CORP TR N 2 2026-02-06 Fixed 6.80000000 N N N N N N HUNGARIAN DEVELOPMENT BA 549300KCFVCFTUJZYT59 000000000 320000.00000000 PA USD 329139.20000000 0.014745235779 Long DBT NUSS HU N 2 2028-06-29 Fixed 6.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHU7 4130000.00000000 PA USD 4061135.76000000 0.181936409623 Long DBT CORP US N 2 2025-11-17 Fixed 3.95000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAU9 1400000.00000000 PA USD 1427480.05000000 0.063950237188 Long DBT CORP ES N 2 2028-08-08 Fixed 5.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP38 10905350.18000000 PA USD 10949434.51000000 0.490528000019 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWPE1 1001688.75000000 PA USD 945405.26000000 0.042353580084 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 5465000.00000000 PA USD 4848375.63000000 0.217204276527 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2B4 900000.00000000 PA USD 881047.95000000 0.039470411776 Long DBT CORP US N 2 2033-05-03 Fixed 4.88000000 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 870674AA6 402346.65000000 PA USD 330226.01000000 0.014793924206 Long DBT CORP AE N 2 2049-01-31 Fixed 3.63000000 N N N N N N Informatica LLC 5493007SV33RZV7RPS40 45673YAH9 1080750.00000000 PA USD 1082100.94000000 0.048477463327 Long LON CORP US N 2 2028-10-27 Variable 8.22000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZT6 2589412.14000000 PA USD 2670335.44000000 0.119629402008 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N GRUPO ENERGIA BOGOTA 529900LG618OWYVHI655 40053XAB5 475000.00000000 PA USD 516491.25000000 0.023138493559 Long DBT CORP CO N 2 2033-11-09 Fixed 7.85000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAV3 2375000.00000000 PA USD 2142690.73000000 0.095991240231 Long DBT US N 2 2026-07-15 Fixed 1.05000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 2055000.00000000 PA USD 1771921.20000000 0.079380991012 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAZ1 339506.46000000 PA USD 314664.64000000 0.014096784303 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.52000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAT7 300000.00000000 PA USD 289109.44000000 0.012951926901 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFRE1 5058218.65000000 PA USD 4341206.04000000 0.194483387660 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N TBA TD COC USD N/A 000000000 -30000.00000000 NS USD -30000.00000000 -0.00134398173 Short STIV CORP US N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 1255000.00000000 PA USD 1214715.30000000 0.054418505919 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N Bank N/A 06541RBB8 4500000.00000000 PA USD 3980963.25000000 0.178344729984 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 427000.00000000 PA USD 454755.00000000 0.020372747144 Long DBT CORP MX N 2 2028-03-14 Fixed 9.13000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 2980000.00000000 PA USD 2719023.82000000 0.121810611791 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTV1 6453606.52000000 PA USD 6173729.55000000 0.276579325266 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDR4 912000.00000000 PA USD 924981.75000000 0.041438619270 Long DBT CORP US N 2 2034-06-01 Fixed 5.35000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZVNWG0TX42H716 94989VAD1 1250000.00000000 PA USD 1203328.38000000 0.053908378836 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.62000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFJ9 2595000.00000000 PA USD 2872803.91000000 0.128699866201 Long DBT CORP US N 2 2034-11-01 Fixed 6.63000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAL8 1012000.00000000 PA USD 1018197.57000000 0.045614631256 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262CAB6 4027157.46000000 PA USD 3296606.13000000 0.147685947646 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 4660000.00000000 PA USD 4614681.92000000 0.206734940592 Long DBT CORP US N 2 2025-05-13 Fixed 5.13000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AQ9 3049000.00000000 PA USD 2290389.96000000 0.102608075815 Long DBT CORP US N 2 2050-08-01 Fixed 3.75000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05492VAF2 1250000.00000000 PA USD 1050120.13000000 0.047044742509 Long ABS-MBS CORP US N 2 2053-04-15 Fixed 2.04000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDV7 6940000.00000000 PA USD 6591594.65000000 0.295299427349 Long DBT CORP GB N 2 2030-03-22 Fixed 4.88000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AX3 345000.00000000 PA USD 329991.22000000 0.014783405756 Long DBT CORP AR N 2 2025-05-02 Fixed 6.75000000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAC7 525000.00000000 PA USD 508382.20000000 0.022775213056 Long DBT CORP KR N 2 2025-02-14 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 717874.17000000 PA USD 729491.57000000 0.032680778220 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N CIMB BANK BHD SR3J0ZUTXT7OTFT2VU03 12570RAA3 405000.00000000 PA USD 369835.71000000 0.016568414651 Long DBT CORP MY N 2 2027-07-20 Fixed 2.13000000 N N N N N N ENN ENERGY HOLDINGS LTD 549300V7BXPWT6WIPR03 26876FAC6 630000.00000000 PA USD 538989.70000000 0.024146410422 Long DBT CORP KY N 2 2030-09-17 Fixed 2.63000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 5775000.00000000 PA USD 5955060.11000000 0.266783067480 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMUS2 9688150.36000000 PA USD 8767747.50000000 0.392789750185 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 772000.00000000 PA USD 771921.12000000 0.034581596229 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 3960000.00000000 PA USD 4031270.85000000 0.180598479837 Long DBT CORP US N 2 2026-12-04 Fixed 5.49000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBT9 328201.51000000 PA USD 328638.02000000 0.014722783220 Long LON CORP US N 2 2027-12-16 Variable 7.97000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 1990000.00000000 PA USD 1824264.44000000 0.081725936297 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 5285000.00000000 PA USD 5512999.02000000 0.246978999775 Long DBT CORP US N 2 2028-11-10 Fixed 6.20000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 1500000.00000000 PA USD 1548476.10000000 0.069370786565 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 9.09000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 1145000.00000000 PA USD 1130411.33000000 0.050641739388 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGP86 2638169.68000000 PA USD 2461529.50000000 0.110275023017 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2S0 8971747.54000000 PA USD 8276378.97000000 0.370776739186 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Hamilton Projects Acquiror LLC 5493005K6XILIQ2EZY52 14314VAB9 1004917.98000000 PA USD 1008063.37000000 0.045160625265 Long LON CORP US N 2 2027-06-17 Variable 9.97000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AT3 565000.00000000 PA USD 605976.13000000 0.027147361705 Long DBT CORP US N 2 2053-12-01 Fixed 6.20000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 2500000.00000000 PA USD 2462500.00000000 0.110318500827 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAS2 460000.00000000 PA USD 464471.20000000 0.020808026989 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 1025000.00000000 PA USD 931878.75000000 0.041747600671 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N ALFA DESARROLLO SPA 2549006BJAN34R520038 01538TAA3 501849.31000000 PA USD 391783.22000000 0.017551649737 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 1380000.00000000 PA USD 1041217.65000000 0.046645916825 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAP8 218218.12000000 PA USD 200505.31000000 0.008982515820 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.41000000 N N N N N N COMM Mortgage Trust N/A 12592TAA3 3960000.00000000 PA USD 3762962.28000000 0.168578419248 Long ABS-MBS CORP US N 2 2035-02-10 Fixed 3.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYPB4 2303121.47000000 PA USD 1918613.77000000 0.085952728841 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NX5 747000.00000000 PA USD 752441.81000000 0.033708935000 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N RKPF OVERSEAS 2020 A LTD 254900LKOLISWWIE7W36 000000000 430000.00000000 PA USD 98771.00000000 0.004424880668 Long DBT CORP VG N 2 2026-07-26 Fixed 5.13000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAU4 2832752.40000000 PA USD 2720573.99000000 0.121880058463 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGJ4 17665000.00000000 PA USD 17276507.96000000 0.773977038649 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAH1 350000.00000000 PA USD 330334.38000000 0.014798779116 Long DBT CORP MX N 2 2025-09-18 Fixed 1.88000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 300000.00000000 PA 316271.12000000 0.014168753629 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.13000000 N N N N N N GREENKO POWER II LTD 254900YYA4B6O2O4JM12 39530MAA6 400500.00000000 PA USD 360550.13000000 0.016152426320 Long DBT CORP MU N 2 2028-12-13 Fixed 4.30000000 N N N N N N ACU PETROLEO LUXEMBOURG N/A 00110RAA5 579155.41000000 PA USD 549354.10000000 0.024610729232 Long DBT CORP LU N 2 2032-01-13 Fixed 7.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCA6 1990000.00000000 PA USD 1331761.47000000 0.059662103078 Long DBT CORP US N 2 2052-01-15 Fixed 3.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LBH3 2790000.00000000 PA USD 1949261.51000000 0.087325728935 Long DBT CORP US N 2 2052-06-15 Fixed 2.88000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 8295000.00000000 PA USD 8801388.85000000 0.394296862184 Long DBT CORP US N 2 2029-10-24 Fixed 6.48000000 N N N N N N Bank N/A 06541XAF7 2645000.00000000 PA USD 2492328.75000000 0.111654810667 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZK7 3883910.71000000 PA USD 3910781.90000000 0.175200648231 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BL5 1874000.00000000 PA USD 1907883.79000000 0.085472032270 Long DBT CORP PA N 2 2026-03-01 Fixed 7.63000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 200000.00000000 PA USD 188006.80000000 0.008422590181 Long DBT CORP SA N 2 2025-11-24 Fixed 1.63000000 N N N N N N Frontier Communications Corp. N/A 35906EAQ3 2320286.75000000 PA USD 2305784.96000000 0.103297762443 Long LON CORP US N 2 2027-10-08 Variable 9.22000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 400000.00000000 PA USD 392232.00000000 0.017571754808 Long DBT CORP ID N 2 2032-04-14 Fixed 5.32000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 682051AJ6 430000.00000000 PA USD 449436.00000000 0.020134459182 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFT5 1569472.34000000 PA USD 1413041.18000000 0.063303384602 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2PU1 2667673.32000000 PA USD 2218568.62000000 0.099390523508 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 665000.00000000 PA USD 472924.33000000 0.021186722067 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N Sequoia Mortgage Trust N/A 81746DCB4 2989969.05000000 PA USD 2707171.50000000 0.121279635070 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.78000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 4155000.00000000 PA USD 4030045.73000000 0.180543595207 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFV6 9575000.00000000 PA USD 9482285.28000000 0.424800607717 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 7.39000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CS7 460000.00000000 PA USD 471867.31000000 0.021139368214 Long DBT CORP GB N 2 2029-01-09 Fixed 6.30000000 N N N N N N Signal Peak CLO, LLC N/A 56844YAA5 3914480.28000000 PA USD 3914092.75000000 0.175348972295 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46592XBZ6 3127774.60000000 PA USD 2521854.91000000 0.112977564659 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.14000000 N N N N N N ENEL FINANCE AMERICA LLC 549300EGNLVUJX1DEC60 29280HAB8 3145000.00000000 PA USD 2138422.97000000 0.095800047181 Long DBT CORP US N 2 2041-07-12 Fixed 2.88000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 1124000.00000000 PA USD 1021266.40000000 0.045752112971 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N Hardee's Funding N/A 411707AD4 1184375.00000000 PA USD 1134239.22000000 0.050813226529 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W77 320067.42000000 PA USD 321032.88000000 0.014382077578 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 346000.00000000 PA USD 294549.80000000 0.013195651717 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.38000000 N N N N N N HUARONG FINANCE 2017 CO 5493006V07LYI3HE6G83 000000000 450000.00000000 PA USD 420750.00000000 0.018849343846 Long DBT CORP VG N 2 2027-04-27 Fixed 4.75000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 520000.00000000 PA USD 515307.68000000 0.023085470344 Long DBT CORP CO N 2 2030-04-29 Fixed 6.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 2371487.39000000 PA USD 2442253.10000000 0.109411452033 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46654KAC1 7323155.09000000 PA USD 5994689.35000000 0.268558433306 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SBB1 200000.00000000 PA USD 99724.20000000 0.004467583447 Long DBT NUSS LK N 2 2030-03-28 Fixed 7.55000000 N Y N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMLP9 11324243.35000000 PA USD 11304975.38000000 0.506456014541 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR S6XOOCT0IEG5ABCC6L87 3137G0QC6 147116.96000000 PA USD 147209.31000000 0.006594887466 Long ABS-MBS USGSE US N 2 2029-12-25 Floating 6.50000000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAD6 405000.00000000 PA USD 349401.04000000 0.015652953876 Long DBT NUSS HK N 2 2032-01-12 Fixed 2.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBD0 200000.00000000 PA USD 204069.60000000 0.009142193842 Long DBT NUSS SA N 2 2033-07-18 Fixed 4.88000000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 580000.00000000 PA USD 422925.32000000 0.018946796858 Long DBT CORP CA N 2 2028-11-24 Fixed 5.75000000 N N N N N N Republic of Sri Lanka 254900HXCCIOHM74FA02 85227SAT3 542000.00000000 PA USD 271841.51000000 0.012178334150 Long DBT NUSS LK N 2 2027-05-11 Fixed 6.20000000 N Y N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAV2 3095000.00000000 PA USD 2794252.35000000 0.125180804135 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.06000000 N N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BM7 6015000.00000000 PA USD 4411843.82000000 0.197647917200 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N ENERGIAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 370000.00000000 PA USD 340400.00000000 0.015249712764 Long DBT CORP IL N 2 2026-03-30 Fixed 4.88000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAC0 345000.00000000 PA USD 341981.25000000 0.015320551801 Long DBT CORP ID N 2 2052-04-14 Fixed 6.20000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CC2 509000.00000000 PA USD 465802.03000000 0.020867647363 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB7L8 1428432.11000000 PA USD 1340388.37000000 0.060048582946 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AJ9 300000.00000000 PA USD 292500.03000000 0.013103823269 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 11463683.43000000 PA USD 10872510.68000000 0.487081859266 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 2671539.75000000 PA USD 2431646.54000000 0.108936284602 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 1859000.00000000 PA USD 2007780.55000000 0.089947346300 Long DBT CORP US N 2 2029-10-30 Fixed 7.16000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 1130000.00000000 PA USD 1145643.13000000 0.051324114755 Long DBT CORP GB N 2 2027-08-14 Fixed 5.89000000 N N N N N N AEGEA FINANCE SARL 213800V6WTKUT1XWIZ47 00775CAC0 430000.00000000 PA USD 456859.95000000 0.020467047623 Long DBT CORP LU N 2 2031-01-20 Fixed 9.00000000 N N N N N N AEROPUERTOS ARGENT 2000 549300349K24AVAQ7B24 00786PAE4 452543.00000000 PA USD 447694.49000000 0.020056440595 Long DBT CORP AR N 2 2031-08-01 Fixed 8.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 835000.00000000 PA USD 718253.38000000 0.032177314150 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8LV7 6553383.13000000 PA USD 5420200.04000000 0.242821661967 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 26255000.00000000 PA USD 29442521.09000000 1.319007020190 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 2070000.00000000 PA USD 1916656.99000000 0.085865066288 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N KOSMOS ENERGY LTD 213800YDFJ3OT9B5P157 500688AF3 740000.00000000 PA USD 689500.42000000 0.030889199047 Long DBT CORP US N 2 2027-05-01 Fixed 7.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 850000.00000000 PA USD 889410.90000000 0.039845066845 Long DBT CORP US N 2 2028-11-07 Fixed 6.80000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAW1 3646000.00000000 PA USD 2969510.84000000 0.133032277790 Long DBT US N 2 2031-04-01 Fixed 2.10000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBT5 3780000.00000000 PA USD 3769670.13000000 0.168878926844 Long DBT CORP US N 2 2025-10-27 Fixed 5.85000000 N N N N N N Colbun SA 5493003VQJLE2QB8IF36 192714AC7 405000.00000000 PA USD 387583.30000000 0.017363495878 Long DBT CORP CL N 2 2027-10-11 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLYF9 4957391.55000000 PA USD 5138294.80000000 0.230192478840 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKJA9 7405930.66000000 PA USD 6873767.66000000 0.307940606410 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 230000.00000000 PA USD 243800.00000000 0.010922091574 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.16000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AE5 3420000.00000000 PA USD 2975603.59000000 0.133305229281 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N BMO 2022-C1 Mortgage Trust N/A 05609MCC7 2350000.00000000 PA USD 2081622.01000000 0.093255398754 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.37000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 29660000.00000000 PA USD 28278956.25000000 1.266880023738 Long DBT UST US N 2 2043-02-15 Fixed 3.88000000 N N N N N N CIBANCO SA INS DE BANCA N/A 171653AA6 600000.00000000 PA USD 454574.58000000 0.020364664438 Long DBT MX N 2 2031-07-22 Fixed 4.38000000 N N N N N N Morgan Stanley BAML Trust N/A 61766EBE4 1620000.00000000 PA USD 1533735.49000000 0.068710416212 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.33000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 632070.92000000 PA USD 609878.72000000 0.027322195361 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBA3 285000.00000000 PA USD 245809.71000000 0.011012125358 Long DBT CORP KY N 2 2031-04-22 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MN3S0 679969.33000000 PA USD 606963.02000000 0.027191573776 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 3.00000000 N N N N N N TMS ISSUER SARL 21380092DY1X4BHPMA32 87266GAA8 335000.00000000 PA USD 349237.50000000 0.015645627383 Long DBT CORP LU N 2 2032-08-23 Fixed 5.78000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAF8 1505000.00000000 PA USD 990039.78000000 0.044353179406 Long DBT CORP US N 2 2031-02-02 None 0.00000000 Y N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAA9 5545000.00000000 PA USD 5107774.25000000 0.228825176781 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EAC0 1354389.92000000 PA USD 1108695.19000000 0.049668869537 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AL8 200000.00000000 PA USD 159963.85000000 0.007166283093 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJJ1 66940000.00000000 PA USD 70276540.63000000 3.148346235784 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N ViaSat, Inc. UFC8NYMNFSYIHNSM2I38 92555WAD7 4737850.00000000 PA USD 4637928.74000000 0.207776383975 Long LON CORP US N 2 2029-03-02 Variable 9.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXR8 4402110.52000000 PA USD 3781404.62000000 0.169404624852 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 1810000.00000000 PA USD 1745827.36000000 0.078212002866 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADC6 1190000.00000000 PA USD 1262163.99000000 0.056544178345 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFSY6 8330932.27000000 PA USD 7097860.49000000 0.317979828766 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 37530000.00000000 PA USD 26682950.30000000 1.195379928828 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XATH5 6375652.50000000 PA USD 5950582.71000000 0.266582482686 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 471225.60000000 PA USD 387715.35000000 0.017369411638 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N OIL & GAS HOLDING 549300OBH16L6TS6IW50 67778NAA6 210000.00000000 PA USD 221529.00000000 0.009924364332 Long DBT CORP BH N 2 2027-10-25 Fixed 7.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1150000.00000000 PA USD 1200675.73000000 0.053789541731 Long DBT CORP US N 2 2027-10-26 Fixed 6.79000000 N N N N N N Castlelake Aviation Limited 2138003EQK2PETKID103 14855NAF3 1638450.00000000 PA USD 1639482.22000000 0.073447805337 Long LON CORP IE N 2 2027-10-22 Variable 8.13000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08579JBH4 1232630.18000000 PA USD 1233332.78000000 0.055252557689 Long LON CORP US N 2 2029-07-01 Variable 7.22000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 2650000.00000000 PA USD 2183609.81000000 0.097824390103 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXE3 3996372.00000000 PA USD 4068625.73000000 0.182271955719 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2J8 914619.87000000 PA USD 912969.66000000 0.040900484951 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAR1 895000.00000000 PA USD 908641.65000000 0.040706592737 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 585000.00000000 PA USD 560885.36000000 0.025127322660 Long DBT CORP US N 2 2028-03-15 Fixed 5.13000000 N N N N N N Entegris, Inc. IYX6OWO7BT5DKO3BYG52 29362LAL8 1491669.97000000 PA USD 1496637.23000000 0.067048436749 Long LON CORP US N 2 2029-07-06 Floating 7.82000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002KAA1 295365.87000000 PA USD 253097.95000000 0.011338634073 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.00000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 46284VAJ0 1169000.00000000 PA USD 1112779.87000000 0.049851860714 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADA74 12245.92000000 PA USD 9423.86000000 0.000422183190 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 3.00000000 N Y N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DJ6 240000.00000000 PA USD 264600.00000000 0.011853918911 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.13000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BY9 6270000.00000000 PA USD 3908173.95000000 0.175083813659 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AF4 550000.00000000 PA USD 332200.00000000 0.014882357756 Long DBT CORP NL Y 2 2029-10-17 Fixed 7.75000000 Y N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 3000.00000000 PA USD 2708.84000000 0.000121354382 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 665625.00000000 PA USD 659857.38000000 0.029561208902 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 917288BK7 410206.00000000 PA USD 406838.21000000 0.018226104124 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.38000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 590000.00000000 PA USD 566290.26000000 0.025369458889 Long DBT CORP KY N 2 2025-05-12 Fixed 2.63000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DQ0 1240000.00000000 PA USD 1274715.62000000 0.057106483727 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Connect Finco Sarl 2594001KNYIQ456J2792 000000000 1263185.01000000 PA USD 1262313.41000000 0.056550872270 Long LON CORP LU N 2 2026-12-11 Variable 8.86000000 N N N N N N GDB Debt Recovery Authority of Puerto Rico N/A 36829QAA3 12338987.00000000 PA USD 10920003.50000000 0.489209508689 Long DBT MUN US N 2 2040-08-20 Fixed 7.50000000 N N N N N N SHINHAN FINANCIAL GROUP 988400EB8A6G49E5KO54 824596AC4 280000.00000000 PA USD 279952.29000000 0.012541692156 Long DBT CORP KR N 2 2028-07-24 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9LP8 1776418.95000000 PA USD 1477847.81000000 0.066206682172 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AJ5 3000.00000000 PA USD 2998.26000000 0.000134320222 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N USI, Inc. 2549006D7UF7072T7I27 90351NAL9 2334150.00000000 PA USD 2334873.59000000 0.104600915358 Long LON CORP US N 2 2030-09-27 Variable 8.60000000 N N N N N N SAGICOR FINANCIAL CO N/A 78669QAA8 510000.00000000 PA USD 489600.00000000 0.021933781930 Long DBT CORP BM N 2 2028-05-13 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 14751273.21000000 PA USD 14977907.64000000 0.671001143704 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N CNTL AMR BOTTLING CORP N/A 15239XAA6 515000.00000000 PA USD 483445.41000000 0.021658060045 Long DBT CORP VG N 2 2029-04-27 Fixed 5.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 2670000.00000000 PA USD 2964067.63000000 0.132788425296 Long DBT CORP US N 2 2034-10-20 Fixed 6.88000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BF9 1330000.00000000 PA USD 1357269.52000000 0.060804848188 Long DBT CORP NL N 2 2027-09-11 Fixed 6.08000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBA8 4450000.00000000 PA USD 3574514.12000000 0.160136056407 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.97000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 1685000.00000000 PA USD 1306770.02000000 0.058542501332 Long DBT CORP US N 2 2036-11-03 Fixed 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED72 27164376.49000000 PA USD 24925283.76000000 1.116637537906 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QM6W9 2112641.88000000 PA USD 1940329.93000000 0.086925599588 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Woodward Capital Management N/A 749350AA2 1307392.73000000 PA USD 1068589.34000000 0.047872151873 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAV0 545000.00000000 PA USD 498361.17000000 0.022326277013 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 165000.00000000 PA USD 136913.62000000 0.006133646822 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N GS Mortgage Securities Trust N/A 36258RBA0 6020000.00000000 PA USD 5116363.69000000 0.229209978463 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.38000000 N N N N N N TENNESSEE GAS PIPELINE N/A 880451AZ2 4768000.00000000 PA USD 4199481.94000000 0.188134234262 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 550000.00000000 PA USD 539286.00000000 0.024159684482 Long DBT CORP IL N 2 2033-07-18 Fixed 7.13000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31394JY35 1612.62000000 PA USD 1691.29000000 0.000075768762 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 000000000 310000.00000000 PA USD 305774.03000000 0.013698490388 Long DBT CORP TR N 2 2031-06-22 Fixed 6.80000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBN9 1600000.00000000 PA USD 1147544.32000000 0.051409286909 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.61000000 N N N N N N CONTINUUM ENERGY AURA 984500AB52D7C8GC2E33 21218JAB8 390000.00000000 PA USD 396375.66000000 0.017757388254 Long DBT CORP SG N 2 2027-02-24 Fixed 9.50000000 N N N N N N FannieMae Whole Loan N/A 31392DF49 6197.99000000 PA USD 6070.81000000 0.000271968592 Long ABS-MBS USGSE US N 2 2042-06-25 Variable 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBL4 3600000.00000000 PA USD 3132017.96000000 0.140312497831 Long DBT CORP US N 2 2034-04-15 Fixed 3.47000000 N N N N N N TAV HAVALIMANLARI HOLDIN 789000PBM9TT5D88M597 87216EAA4 845000.00000000 PA USD 862745.00000000 0.038650450759 Long DBT CORP TR N 2 2028-12-07 Fixed 8.50000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 3900000.00000000 OU Notional Amount USD -58562.79000000 -0.00262357733 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 UNITED MEXICAN STATES UNITED MEXICAN STATES Y sell protection 2026-06-20 0.00000000 USD -2794.98000000 USD 3900000.00000000 USD -55767.81000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 925000.00000000 PA USD 833640.17000000 0.037346572094 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 1901589.17000000 PA USD 1901037.71000000 0.085165332054 Long LON CORP US N 2 2030-12-20 Variable 7.36000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 760000.00000000 PA USD 706600.80000000 0.031655285660 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMLN4 10645409.38000000 PA USD 9603340.69000000 0.430223816387 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 3294000.00000000 PA USD 2439887.64000000 0.109305480865 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N DIRECTV FIN LLC/COINC N/A 25461LAA0 2525000.00000000 PA USD 2372431.67000000 0.106283494476 Long DBT CORP US N 2 2027-08-15 Fixed 5.88000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1030000.00000000 PA USD 845990.91000000 0.037899877727 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Man GLG US CLO 2018-1 Ltd N/A 26829CAY3 7176518.36000000 PA USD 7161813.67000000 0.320844892295 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 6.82000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 357000.00000000 PA USD 315572.29000000 0.014137446471 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.50000000 N N N N N N PTTEP TREASURY CENTER CO 2549006WFOUPZX6TZG08 69371MAF4 330000.00000000 PA USD 306332.40000000 0.013723505024 Long DBT CORP TH N 2 2027-06-10 Fixed 2.59000000 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 02364WBK0 565000.00000000 PA USD 555276.92000000 0.024876067962 Long DBT CORP MX N 2 2032-07-21 Fixed 4.70000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABD1 11497975.98000000 PA USD 10965435.72000000 0.491244844485 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 20770916.36000000 PA USD 20140672.75000000 0.902289877535 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06367WB85 65000.00000000 PA USD 62319.07000000 0.002791856396 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAG3 530000.00000000 PA USD 499223.96000000 0.022364929479 Long DBT CORP MX N 2 2034-09-13 Fixed 5.88000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DQ5 300000.00000000 PA USD 234215.08000000 0.010492692993 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N JP Morgan Mortgage Trust N/A 46647JBA7 676701.62000000 PA USD 619997.88000000 0.027775527568 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPCK2 4788872.55000000 PA USD 4830970.48000000 0.216424536403 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 200000.00000000 PA 207924.74000000 0.009314901767 Long DBT NUSS MA N 2 2026-03-30 Fixed 1.38000000 N N N N N N C&W Senior Financing DAC 5493009O8OIWZPZRY516 12674TAA4 365000.00000000 PA USD 340070.50000000 0.015234951364 Long DBT CORP IE N 2 2027-09-15 Fixed 6.88000000 N N N N N N Bank N/A 06540MBH7 2250000.00000000 PA USD 2062125.23000000 0.092381954879 Long ABS-MBS CORP US N 2 2065-04-15 Variable 3.79000000 N N N N N N Fannie Mae - CAS N/A 20753QAE9 23211.93000000 PA USD 23260.40000000 0.001042051759 Long ABS-MBS USGSE US N 2 2031-04-25 Floating 7.85000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 8415000.00000000 PA USD 6998105.86000000 0.313510882073 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 400000.00000000 PA USD 416600.00000000 0.018663426373 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.38000000 N N N N N N APTIV PLC N/A 03835VAJ5 4967000.00000000 PA USD 3236451.16000000 0.144991041612 Long DBT CORP JE N 2 2051-12-01 Fixed 3.10000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBG8 16819000.00000000 PA USD 13333993.88000000 0.597354808073 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.03000000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 360000.00000000 PA USD 351555.84000000 0.015749487604 Long DBT CORP KY N 2 2035-02-14 Fixed 4.88000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 2750000.00000000 PA USD 2631441.45000000 0.117886974935 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N N Summit Materials Companies I, LLC 549300C97P3BW8QROE16 86614DAH1 7.40000000 PA USD 7.42000000 0.000000332411 Long LON CORP US N 2 2024-11-21 None 0.00000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 385000.00000000 PA USD 291317.95000000 0.013050866805 Long DBT CORP CO N 2 2051-11-02 Fixed 5.88000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DL8 1595000.00000000 PA USD 1674416.09000000 0.075012821445 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAB3 2240000.00000000 PA USD 2279605.44000000 0.102124935885 Long DBT CORP US N 2 2026-08-15 Fixed 7.88000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAF5 485000.00000000 PA USD 505379.70000000 0.022640702884 Long DBT CORP LU N 2 2030-12-05 Fixed 8.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 9513412.06000000 PA USD 9589997.12000000 0.429626032574 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 1800000.00000000 PA 1616887.79000000 0.072435588628 Long DBT CORP LU N 2 2031-04-23 Fixed 0.50000000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAG7 820000.00000000 PA USD 689200.96000000 0.030875783421 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 5017098.57000000 PA USD 4300379.35000000 0.192654376804 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123CT5 722000.00000000 PA USD 746374.72000000 0.033437133062 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.63000000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 428395.00000000 PA USD 390258.46000000 0.017483341418 Long DBT CORP LU N 2 2034-06-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6MU2 2940733.30000000 PA USD 2834129.60000000 0.126967280658 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 415000.00000000 PA USD 37350.00000000 0.001673257261 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 616000.00000000 PA USD 585908.22000000 0.026248331554 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBQ5 573000.00000000 PA USD 573618.84000000 0.025697774812 Long LON CORP US N 2 2026-04-05 Variable 7.47000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAV2 200000.00000000 PA USD 209517.60000000 0.009386260925 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 615000.00000000 PA USD 506124.21000000 0.022674056478 Long DBT CORP US N 2 2031-02-28 Fixed 1.88000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 832000.00000000 PA USD 703890.43000000 0.031533862734 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 470000.00000000 PA USD 404245.95000000 0.018109972454 Long DBT CORP ID N 2 2032-04-27 Fixed 3.54000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2C5 1355000.00000000 PA USD 1330883.44000000 0.059622767868 Long DBT CORP CA N 2 2027-06-08 Fixed 4.11000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAG6 55000.00000000 PA USD 53037.60000000 0.002376052190 Long DBT CORP US N 2 2025-02-01 Fixed 4.60000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAD9 5695000.00000000 PA USD 5345800.25000000 0.239488596670 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKE1 9680602.15000000 PA USD 8388389.88000000 0.375794759762 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FIRST ABU DHABI BANK PJS 2138002Y3WMK6RZS8H90 000000000 355000.00000000 PA USD 338856.02000000 0.015180543400 Long DBT CORP AE N 2 2026-04-05 Fixed 4.50000000 N N N N N N IRON MOUNTAIN INFO MGMT N/A 46285MAA8 3665000.00000000 PA USD 3357058.01000000 0.150394155067 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKC2 10395000.00000000 PA USD 8233553.20000000 0.368858170763 Long DBT CORP US N 2 2036-09-21 Fixed 2.48000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 1540000.00000000 PA USD 1270687.11000000 0.056926008932 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBL2 1325000.00000000 PA USD 942791.89000000 0.042236502699 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPF7 5106555.79000000 PA USD 5072748.30000000 0.227256035544 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGF1 967059.03000000 PA USD 928724.71000000 0.041606301599 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N BIDVEST GROUP UK PLC 984500A80C777F496830 88332EAA1 375000.00000000 PA USD 346875.00000000 0.015539788822 Long DBT CORP GB N 2 2026-09-23 Fixed 3.63000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAA0 400000.00000000 PA USD 382215.90000000 0.017123039626 Long DBT CORP TH N 2 2025-09-23 Fixed 5.00000000 N N N N N N Sprint Capital Corp 549300L17W0GQBR1PO80 852060AD4 3075000.00000000 PA USD 3331857.83000000 0.149265202345 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N JP Morgan Mortgage Trust N/A 46648HAC7 119541.79000000 PA USD 106581.26000000 0.004774775561 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7150.78000000 -0.00032035059 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 983034.12000000 EUR 1079633.74000000 USD 2024-02-02 -7150.78000000 N N N ICL GROUP LIMITED 529900FQVQD88SHIGM04 000000000 350000.00000000 PA USD 331679.60000000 0.014859044153 Long DBT CORP IL N 2 2038-05-31 Fixed 6.38000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAA2 3568000.00000000 PA USD 3546626.97000000 0.158886729065 Long DBT CORP XX N 2 2026-10-01 Fixed 6.75000000 N N N N N N Apex Credit CLO LLC N/A 03755HAE3 6200000.00000000 PA USD 6200570.40000000 0.277781779005 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 6.67000000 N N N N N N ICICI Bank Ltd/Dubai R7RX8ER1V4666J8D1I38 45112EAG4 245000.00000000 PA USD 239452.60000000 0.010727330700 Long DBT CORP IN N 2 2026-03-18 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5E54 859670.34000000 PA USD 829057.84000000 0.037141286500 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 4171000.00000000 PA USD 4305614.27000000 0.192888898033 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 1150000.00000000 PA USD 692438.46000000 0.031020821450 Long DBT CORP US N 2 2030-12-01 Fixed 4.63000000 N N N N N N Minejesa Capital BV 549300KS7ERCP10BKC35 602736AB6 345000.00000000 PA USD 301875.00000000 0.013523816218 Long DBT CORP NL N 2 2037-08-10 Fixed 5.63000000 N N N N N N FannieMae Whole Loan N/A 31394AB47 10158.15000000 PA USD 10514.23000000 0.000471031102 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBF2 5385000.00000000 PA USD 5532466.56000000 0.247851133715 Long DBT CORP US N 2 2033-09-15 Fixed 5.05000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 592000.00000000 PA USD 637430.08000000 0.028556479515 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.13000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 868850000.00000000 PA 4579394.09000000 0.205154067291 Long DBT NUSS JP N 2 2050-03-20 Fixed 0.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 10182000.00000000 PA USD 10117320.68000000 0.453249807027 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 905000.00000000 PA USD 2262.50000000 0.000101358622 Long DBT CORP IN N 2 2025-01-22 None 0.00000000 Y N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00105DAF2 485000.00000000 PA USD 465842.50000000 0.020869460394 Long DBT CORP CL N 2 2079-03-26 Fixed 7.13000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAL1 8575000.00000000 PA USD 8740606.32000000 0.391573841844 Long DBT CORP US N 2 2028-08-03 Fixed 5.10000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 2625000.00000000 PA USD 2287023.53000000 0.102457261801 Long DBT CORP US N 2 2032-01-12 Fixed 2.72000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHT1 5015000.00000000 PA USD 5008731.25000000 0.224388110678 Long DBT UST US N 2 2033-08-15 Fixed 3.88000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 250000.00000000 PA 266184.46000000 0.011924901754 Long DBT NUSS AL N 2 2027-06-16 Fixed 3.50000000 N N N N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769AH9 4365000.00000000 PA USD 3734616.56000000 0.167308548249 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAD3 410000.00000000 PA USD 386479.52000000 0.017314047206 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAK1 520000.00000000 PA USD 499331.72000000 0.022369757062 Long DBT CORP KY N 2 2026-01-08 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJB6 515621.28000000 PA USD 479292.31000000 0.021472003694 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAA8 2440000.00000000 PA USD 2130716.82000000 0.095454816353 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N Saranac CLO LTD 5493000RC2FP2JRHW627 80317EAA7 782701.70000000 PA USD 782851.98000000 0.035071292102 Long ABS-CBDO CORP JE N 2 2029-11-20 Variable 6.86000000 N N N N N N CELLNEX FINANCE 549300OUROMFTRFA7T23 15118JAA3 5404000.00000000 PA USD 4185776.28000000 0.187520229038 Long DBT CORP ES N 2 2041-07-07 Fixed 3.88000000 N N N N N N Sequoia Mortgage Trust N/A 81748RAB3 934209.49000000 PA USD 766613.15000000 0.034343802405 Long ABS-MBS CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 2055000.00000000 PA USD 2069804.22000000 0.092725968956 Long DBT CORP AU N 2 2032-04-15 Fixed 6.13000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 2640000.00000000 PA USD 2606635.52000000 0.116775684373 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 475000.00000000 PA USD 461937.50000000 0.020694518771 Long DBT CORP ID N 2 2027-05-15 Fixed 4.13000000 N N N N N N Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AH4 244000.00000000 PA USD 239315.20000000 0.010721175264 Long DBT NUSS JO N 2 2027-01-31 Fixed 5.75000000 N N N N N N FORWARDS TD BANK COCOC N/A 000000000 380000.00000000 NS USD 380000.00000000 0.017023768655 Long STIV CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ST9 3555349.65000000 PA USD 3350354.06000000 0.150093822188 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAG6 4850000.00000000 PA USD 48500.00000000 0.002172770473 Long DBT CORP US N 2 2031-02-15 None 0.00000000 Y N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 69375MAA1 300000.00000000 PA USD 280314.00000000 0.012557896544 Long DBT CORP ID N 2 2030-05-11 Fixed 3.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46644XBD3 394282.68000000 PA USD 389327.22000000 0.017441622433 Long ABS-MBS CORP US N 2 2045-05-25 Variable 6.79000000 N N N N N N COMM Mortgage Trust N/A 12592GBD4 9707000.00000000 PA USD 9610695.88000000 0.430553324421 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.80000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 1144000.00000000 PA USD 831665.12000000 0.037258091057 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 29645784.39000000 PA USD 29328832.12000000 1.313913823548 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N China Evergrande Group 549300CUF7B1LAB15T90 000000000 1020000.00000000 PA USD 12750.00000000 0.000571192237 Long DBT CORP KY N 2 2023-04-11 None 0.00000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZH4 4064234.78000000 PA USD 4137724.15000000 0.185367522868 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529TAX1 3650000.00000000 PA USD 3177392.53000000 0.142345250943 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 8696785.77000000 PA USD 8432902.68000000 0.377788906103 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123CH2 50000.00000000 PA USD 45485.02000000 0.002037701204 Long DBT CORP US N 2 2030-04-09 Fixed 2.60000000 N N N N N N FORWARDS JP MORGAN COC N/A 000000000 860000.00000000 NS USD 860000.00000000 0.038527476431 Long STIV CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBH1 4860000.00000000 PA USD 4455103.68000000 0.199585932591 Long DBT CORP US N 2 2028-12-01 Fixed 3.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 1900000.00000000 PA USD 2013590.61000000 0.090207633451 Long DBT CORP US N 2 2029-11-01 Fixed 6.41000000 N N N N N N COMM Mortgage Trust N/A 12592LBL5 7775000.00000000 PA USD 7419853.55000000 0.332404921824 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.94000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 5963000.00000000 PA USD 5576808.69000000 0.249837634144 Long DBT CORP US N 2 2029-04-15 Fixed 4.63000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 4870000.00000000 PA USD 4745947.95000000 0.212615578821 Long DBT CORP US N 2 2025-09-20 Fixed 4.70000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AK0 200000.00000000 PA USD 179036.40000000 0.008020721722 Long DBT NUSS MA N 2 2027-12-15 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83K1 5077615.02000000 PA USD 4176719.43000000 0.187114487672 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DL9 250000.00000000 PA USD 189733.54000000 0.008499947082 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFJ0 2676647.64000000 PA USD 2661106.06000000 0.119215931403 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64953BBF4 1740000.00000000 PA USD 1778329.28000000 0.079668069095 Long DBT CORP US N 2 2026-09-18 Fixed 5.45000000 N N N N N N JBS USA/FOOD/FINANCE N/A 46590XAL0 445000.00000000 PA USD 437335.45000000 0.019592361909 Long DBT CORP XX N 2 2030-01-15 Fixed 5.50000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -114838.84000000 -0.00514471011 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 6983238.23000000 EUR 7609424.50000000 USD 2024-02-16 -114838.84000000 N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 1510000.00000000 PA USD 1458812.81000000 0.065353925761 Long DBT CORP US N 2 2027-10-15 Fixed 5.88000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 6427000.00000000 PA USD 4703040.54000000 0.210693352975 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AE7 515000.00000000 PA USD 506863.00000000 0.022707153821 Long DBT CORP TR N 2 2027-05-24 Fixed 7.18000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 35304159.75000000 NS USD 35304159.75000000 1.581604863586 Long STIV RF US N 1 N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 530000.00000000 PA USD 463199.81000000 0.020751069491 Long DBT CORP GT N 2 2032-02-03 Fixed 5.13000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 10165000.00000000 PA USD 9461104.25000000 0.423851710468 Long DBT CORP US N 2 2029-09-17 Fixed 2.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAD9 5341007.98000000 PA USD 4962162.81000000 0.222301872917 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788KAA4 4195000.00000000 PA USD 3476926.03000000 0.155764169387 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Freddie Mac - STACR 5493000ISMYB8CLVZD05 35564KBS7 12310908.69000000 PA USD 12274712.16000000 0.549899631908 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.59000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HX1 47491.00000000 PA USD 18853.93000000 0.000844644585 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBM7 1290000.00000000 PA USD 993146.08000000 0.044492339755 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPN95 5249895.08000000 PA USD 5231383.95000000 0.234362816087 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 5670000.00000000 PA USD 5388087.60000000 0.241383044206 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKT1 2255524.06000000 PA USD 2176099.30000000 0.097487923828 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NED9 4450000.00000000 PA USD 4469034.96000000 0.200210045454 Long DBT CORP US N 2 2029-01-15 Fixed 4.55000000 N N N N N N INTERNATIONAL CONTAINER 254900FU1MWK0I0Q4J61 000000000 585000.00000000 PA USD 567458.93000000 0.025421814594 Long DBT CORP PH N 2 2030-06-17 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJB8 2170000.00000000 PA USD 2192123.82000000 0.098205812568 Long DBT UST US N 2 2025-09-30 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 2205000.00000000 PA USD 1584413.40000000 0.070980755727 Long DBT CORP US N 2 2051-04-22 Fixed 3.11000000 N N N N N N SK HYNIX INC 988400XAIK6XISWQV045 78392BAB3 330000.00000000 PA USD 303942.56000000 0.013616441647 Long DBT CORP KR N 2 2026-01-19 Fixed 1.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 501000.00000000 PA USD 399397.20000000 0.017892751406 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYX79 4983866.89000000 PA USD 4999520.37000000 0.223975468862 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJN1 6300170.49000000 PA USD 5737963.37000000 0.257057265697 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBQ8 565836.97000000 PA USD 514210.91000000 0.023036335715 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 6889970.87000000 PA USD 7197455.04000000 0.322441603973 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N Virgin Media Bristol LLC 213800ZRKYXK2SHQOW75 000000000 421000.00000000 PA USD 418777.12000000 0.018760960024 Long LON CORP US N 2 2031-03-31 Variable 8.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFYA3 7516691.17000000 PA USD 7242140.49000000 0.324443484928 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3553.00000000 NC USD 9596965.66000000 0.429938218924 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 376875059.55000000 USD 9596965.66000000 N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAD1 528000.00000000 PA USD 493537.44000000 0.022110176845 Long DBT CORP ID N 2 2047-05-15 Fixed 5.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 5260000.00000000 PA USD 4081510.68000000 0.182849193635 Long DBT CORP US N 2 2026-12-15 Fixed 4.13000000 N N N N N N PERUSAHAAN PENERBIT SBSN 254900G208H6Q0L5B953 71567PAT7 200000.00000000 PA USD 160250.00000000 0.007179102439 Long DBT NUSS ID N 2 2051-06-09 Fixed 3.55000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639YAV9 2445000.00000000 PA USD 2090475.73000000 0.093652040019 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJH4 421000.00000000 PA USD 423723.34000000 0.018982547668 Long DBT CORP US N 2 2026-10-21 Fixed 5.73000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DN3 200000.00000000 PA USD 199867.05000000 0.008953922160 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N SASOL Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 315000.00000000 PA USD 300055.80000000 0.013442317165 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 21978000.00000000 OU Notional Amount USD -1282039.38000000 -0.05743458371 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S41 2I65BRAB1 Y buy protection 2028-12-20 0.00000000 USD -1203033.86000000 USD 21978000.00000000 USD -79005.52000000 N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 200000.00000000 PA USD 183500.00000000 0.008220688284 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 768363.09000000 PA USD 791261.90000000 0.035448051398 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560AW5 1680000.00000000 PA USD 1137606.27000000 0.050964068319 Long DBT CORP US N 2 2052-02-15 Fixed 2.85000000 N N N N N N CK HUTCHISON INTL 23 2549003AJI1YI8883K46 12570FAB7 670000.00000000 PA USD 671572.74000000 0.030086049897 Long DBT CORP KY N 2 2033-04-21 Fixed 4.88000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L3Q8 142734.00000000 PA USD 139931.86000000 0.006268862137 Long DBT MUN US N 2 2024-07-01 None 0.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 4355000.00000000 PA USD 4301007.76000000 0.192682529189 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2E4 680000.00000000 PA USD 607615.36000000 0.027220798211 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 510000.00000000 PA USD 521220.00000000 0.023350338680 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 709000.00000000 PA USD 708481.23000000 0.031739527779 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLJ57 7775915.50000000 PA USD 6694534.95000000 0.299911090119 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 85350EAB2 4171190.68000000 PA USD 4177530.89000000 0.187150840586 Long LON CORP US N 2 2028-09-22 Variable 7.72000000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 345000.00000000 PA USD 324487.04000000 0.014536821843 Long DBT CORP SG N 2 2030-09-10 Fixed 1.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKP38 3138664.79000000 PA USD 3153675.08000000 0.141282723622 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 350000.00000000 PA USD 346676.24000000 0.015530884495 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.38000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 90.00000000 NC USD 1162081.17000000 0.052060528939 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CME Ultra Long Term U.S. Treasury Bond Futures WNH4 Comdty 2024-03-19 10861356.33000000 USD 1162081.17000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 785000.00000000 PA USD 781915.75000000 0.035029349568 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 200000.00000000 PA USD 195250.00000000 0.008747081131 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 000000000 350000.00000000 PA USD 356078.80000000 0.015952113458 Long DBT CORP KY N 2 2027-06-30 Fixed 7.88000000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBR6 405926.52000000 PA USD 368890.43000000 0.016526066683 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.54000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 580000.00000000 PA USD 434047.35000000 0.019445057031 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 220000.00000000 PA USD 213730.00000000 0.009574973880 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBQ7 3950000.00000000 PA USD 2822179.41000000 0.126431919421 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.45000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 2599000.00000000 PA USD 2736342.75000000 0.122586489311 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N JP Morgan Mortgage Trust N/A 46591TAC8 174253.96000000 PA USD 154029.89000000 0.006900445298 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAF8 335000.00000000 PA USD 301387.68000000 0.013501984578 Long DBT CORP IM N 2 2028-11-01 Fixed 3.38000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 2175000.00000000 OU Notional Amount USD -19377.29000000 -0.00086809079 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Mexico Government International Bonds Mexico Government International Bonds Y buy protection 2028-06-20 8182.17000000 USD 0.00000000 USD 2175000.00000000 USD -27559.46000000 N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AK0 200000.00000000 PA USD 180620.00000000 0.008091666038 Long DBT NUSS KE N 2 2032-05-22 Fixed 8.00000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBK6 1115000.00000000 PA USD 1137898.97000000 0.050977181101 Long DBT CORP US N 2 2033-03-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 5808763.07000000 PA USD 5494094.94000000 0.246132108500 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Republic of Ghana 213800PP4399SNNXZ126 37443GAA9 256000.00000000 PA USD 113567.23000000 0.005087742764 Long DBT NUSS GH N 2 2027-03-26 Fixed 7.88000000 N Y N N N N Towd Point Mortgage Trust N/A 89176EAA8 212929.44000000 PA USD 206304.10000000 0.009242298081 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -653319.66000000 -0.02926832302 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 20300000.00000000 GBP 25228874.51000000 USD 2024-02-16 -653319.66000000 N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676AY3 5265000.00000000 PA USD 4452919.08000000 0.199488063841 Long DBT CORP US N 2 2049-04-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XYWK1 1071253.33000000 PA USD 999700.55000000 0.044785976021 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590LAT9 2080000.00000000 PA USD 1943011.41000000 0.087045728260 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 5976000.00000000 PA USD 5838507.48000000 0.261561580613 Long DBT CORP US N 2 2028-10-01 Fixed 4.63000000 N N N N N N SAN MIGUEL INDUSTRIAS N/A 79911QAA2 550000.00000000 PA USD 472982.13000000 0.021189311471 Long DBT CORP PE N 2 2028-08-02 Fixed 3.50000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -276201.31000000 -0.01237365053 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 645600000.00000000 JPY 4337302.68000000 USD 2024-02-16 -276201.31000000 N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AN5 740000.00000000 PA USD 750971.85000000 0.033643081687 Long DBT CORP VG N 2 2032-07-22 Fixed 4.63000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 768000.00000000 PA USD 813709.56000000 0.036453692900 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBS8 5380000.00000000 PA USD 4448327.11000000 0.199282346381 Long DBT US N 2 2031-09-15 Fixed 2.30000000 N N N N N N Bank N/A 06540JBG6 5000000.00000000 PA USD 4248040.00000000 0.190309605788 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K0SW9 9922504.85000000 PA USD 8901609.38000000 0.398786680913 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529MAF5 5060000.00000000 PA USD 4701543.02000000 0.210626264991 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.79000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAX6 2750000.00000000 PA USD 2294252.68000000 0.102781123320 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.29000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 1674000.00000000 PA USD 1424273.33000000 0.063806578084 Long DBT CORP US N 2 2033-02-04 Fixed 2.97000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 170310.00000000 PA USD 78735.83000000 0.003527317249 Long DBT NUSS EC N 2 2030-07-31 Variable 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QADH0 40628.45000000 PA USD 39969.41000000 0.001790605234 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 445545AT3 200000.00000000 PA USD 223500.00000000 0.010012663932 Long DBT NUSS HU N 2 2052-09-25 Fixed 6.75000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAE5 640000.00000000 PA USD 484069.12000000 0.021686001874 Long DBT CORP MA N 2 2051-06-23 Fixed 5.13000000 N N N N N N PDC Energy Inc 5493008W8H2T511J5Y59 69327RAJ0 1565000.00000000 PA USD 1562023.03000000 0.069977680782 Long DBT CORP US N 2 2026-05-15 Fixed 5.75000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 231767.00000000 PA USD 79105.60000000 0.003543882720 Long DBT NUSS AR N 2 2035-07-09 Variable 3.63000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAY8 460000.00000000 PA USD 314573.89000000 0.014092718759 Long DBT CORP KY N 2 2041-02-09 Fixed 2.70000000 N N N N N N POPULAR INC 5493008CARDZMVQ3LO89 733174AL0 1480000.00000000 PA USD 1522550.00000000 0.068209313069 Long DBT CORP PR N 2 2028-03-13 Fixed 7.25000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 1235000.00000000 PA USD 1233334.26000000 0.055252623992 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 88322YAK7 541000.00000000 PA USD 457301.89000000 0.020486846266 Long DBT CORP TH N 2 2030-06-18 Fixed 2.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 2812000.00000000 PA USD 2875293.48000000 0.128811397421 Long DBT US N 2 2029-06-01 Fixed 5.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 175000.00000000 PA USD 139741.48000000 0.006260333229 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590KAE4 1590000.00000000 PA USD 1534680.08000000 0.068752733268 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 8995000.00000000 PA USD 8700823.92000000 0.389791614544 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJN2 54765000.00000000 PA USD 56039997.66000000 2.510557777952 Long DBT UST US N 2 2028-11-30 Fixed 4.38000000 N N N N N N SWAP CCPC JP MORGAN COC N/A 000000000 1083515.60000000 NS USD 1083515.60000000 0.048540839234 Long STIV CORP US N 1 N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 585000.00000000 PA USD 490522.50000000 0.021975109369 Long DBT CORP BR N 2 2031-06-30 Fixed 9.50000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AB6 306000.00000000 PA USD 281483.28000000 0.012610279576 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 2360000.00000000 PA USD 1686311.00000000 0.075545706171 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2G4 1272565.10000000 PA USD 1254546.76000000 0.056202931078 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJZY2 1315232.54000000 PA USD 1227456.59000000 0.054989307955 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBGV6 10717493.66000000 PA USD 8758946.07000000 0.392395451479 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 3515000.00000000 PA USD 2857326.28000000 0.128006477800 Long DBT CORP US N 2 2032-02-04 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGPL5 3805512.08000000 PA USD 3258193.86000000 0.145965101335 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46643UDP1 511092.02000000 PA USD 502097.87000000 0.022493678898 Long ABS-MBS CORP US N 2 2044-12-25 Variable 6.68000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 3880000.00000000 PA USD 3951858.69000000 0.177040863415 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Citicorp Residential Mortgage Securities, Inc. N/A 17310NAE8 243144.34000000 PA USD 239497.73000000 0.010729352497 Long ABS-O CORP US N 2 2036-11-25 Variable 4.62000000 N N N N N N Bank N/A 06541WBB7 1500000.00000000 PA USD 1349057.40000000 0.060436950212 Long ABS-MBS CORP US N 2 2060-06-15 Variable 3.90000000 N N N N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20337EAQ4 4377089.57000000 PA USD 3901081.08000000 0.174766057401 Long LON CORP US N 2 2026-04-06 Variable 8.72000000 N N N N N N Grupo Aeromexico SAB de CV N/A 000000000 74288.00000000 NS 1093692.95000000 0.048996778318 Long EC CORP MX N 3 N N N FELLS POINT FUNDING TR N/A 314382AA0 4685000.00000000 PA USD 4415363.12000000 0.197805579697 Long DBT CORP US N 2 2027-01-31 Fixed 3.05000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12528YAF0 6500000.00000000 PA USD 5715935.55000000 0.256070432771 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L3M7 675370.00000000 PA USD 644782.70000000 0.028885872415 Long DBT MUN US N 2 2037-07-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 2583800.58000000 PA USD 2427096.64000000 0.108732451852 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 4675000.00000000 PA USD 4417346.21000000 0.197894420922 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBF5 11195000.00000000 PA USD 10606530.68000000 0.475166117195 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAR1 4995000.00000000 PA USD 4635128.23000000 0.207650922832 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.82000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 1022000.00000000 PA USD 940240.00000000 0.042122179580 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB5S5 7462646.28000000 PA USD 6666066.92000000 0.298635739706 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N NEMAK SAB DE CV 5493000MY3DAIB0BP706 64045DAC8 480000.00000000 PA USD 398824.22000000 0.017867082251 Long DBT CORP MX N 2 2031-06-28 Fixed 3.63000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 1745000.00000000 PA USD 1422441.67000000 0.063724520831 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac - STACR 5493000IT1PBTE7DAT80 35564KAH2 9271504.08000000 PA USD 9340331.09000000 0.418441146427 Long ABS-MBS USGSE US N 2 2051-01-25 Floating 7.14000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 750000.00000000 PA USD 769016.74000000 0.034451481773 Long DBT CORP US N 2 2027-07-15 Fixed 6.17000000 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAA1 2145000.00000000 PA USD 2066522.60000000 0.092578954378 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YJD1 340371.00000000 PA USD 332340.99000000 0.014888674022 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 705000.00000000 PA USD 81216.00000000 0.003638427355 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N N N N N PANAMA BONOS DEL 549300SHS4T08CL0LP14 000000000 200000.00000000 PA USD 157042.00000000 0.007035385992 Long DBT NUSS PA N 2 2031-06-30 Fixed 3.36000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 1650000.00000000 PA 1601828.14000000 0.071760925477 Long DBT CORP CH N 2 2028-11-05 Fixed 0.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 7155000.00000000 PA USD 6820727.34000000 0.305564432365 Long DBT UST US N 2 2043-05-15 Fixed 3.88000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HS2 1064158.00000000 PA USD 425404.31000000 0.019057854101 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAE1 4320000.00000000 PA USD 2902717.04000000 0.130039956214 Long DBT CORP BM N 2 2052-05-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Q38 3086508.13000000 PA USD 2913755.87000000 0.130534489078 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 674000.00000000 OU Notional Amount USD 27146.92000000 0.001216165488 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y buy protection 2028-09-20 36982.00000000 USD 0.00000000 USD 674000.00000000 USD -9835.08000000 N N N GS Mortgage-Backed Securities Trust N/A 36264PAH2 3651559.92000000 PA USD 3195598.03000000 0.143160846260 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493007CD1Q2V06I4172 94989AAU9 1175000.00000000 PA USD 1141573.95000000 0.051141817968 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.41000000 N N N N N N ACCESS BANK PLC 029200328C3N9YI2D660 00434G2B5 600000.00000000 PA USD 536220.00000000 0.024022329548 Long DBT CORP NG N 2 2026-09-21 Fixed 6.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKMV9 9838849.77000000 PA USD 9540313.49000000 0.427400236198 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAU7 725000.00000000 PA USD 730909.42000000 0.032744297037 Long DBT CORP US N 2 2025-11-14 Fixed 5.40000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDL2 948000.00000000 PA USD 631743.89000000 0.028301741665 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Citicorp Mortgage Securities, Inc. N/A 17310BAJ3 25989.92000000 PA USD 23277.00000000 0.001042795428 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 5.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 200000.00000000 PA USD 200810.40000000 0.008996183666 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 2565000.00000000 PA USD 2370513.75000000 0.106197572828 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AK5 250000.00000000 PA USD 241625.00000000 0.010824652898 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 414931.34000000 PA USD 382006.43000000 0.017113655498 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 1970000.00000000 PA USD 1938968.19000000 0.086864594465 Long DBT CORP US N 2 2029-02-01 Fixed 4.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 3350000.00000000 PA 3190987.89000000 0.142954314794 Long DBT CORP US N 2 2029-10-26 Fixed 0.50000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 9000000.00000000 PA USD 7988713.20000000 0.357889487822 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DZ5 520000.00000000 PA USD 412713.07000000 0.018489294275 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 1365000.00000000 PA USD 1415745.32000000 0.063424528428 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 3769000.00000000 PA USD 3441053.66000000 0.154157109050 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAG6 520000.00000000 PA USD 494650.00000000 0.022160018856 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU64 6079308.74000000 PA USD 5226783.14000000 0.234156702600 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBK4 405000.00000000 PA USD 410970.51000000 0.018411228648 Long DBT CORP NL N 2 2033-07-03 Fixed 6.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 2188000.00000000 PA USD 2243582.35000000 0.100511123384 Long DBT CORP US N 2 2028-07-21 Fixed 5.88000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CB4 325000.00000000 PA USD 249883.55000000 0.011194630910 Long DBT NUSS BR N 2 2050-01-14 Fixed 4.75000000 N N N N N N Republic of Paraguay 529900UXKJTJPCU0HK83 699149AH3 245000.00000000 PA USD 217560.04000000 0.009746557341 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Russell Investments US Inst'l Holdco, Inc. 5493008YG7V0FQCJQI74 78249LAD2 9.52000000 PA USD 8.89000000 0.000000398266 Long LON CORP US N 2 2025-05-30 Variable 8.96000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323CAE7 2780000.00000000 PA USD 2703671.49000000 0.121122836753 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.14000000 N N N N N N JP Morgan Mortgage Trust N/A 46591XAC9 713208.68000000 PA USD 611006.45000000 0.027372716978 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.00000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 19965000.00000000 PA 26522310.07000000 1.188183344322 Long DBT NUSS GB N 2 2028-06-07 Fixed 4.50000000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460EAJ9 390000.00000000 PA USD 376828.11000000 0.016881669914 Long DBT CORP KR N 2 2026-03-24 Fixed 3.88000000 N N N N N N Fannie Mae - CAS N/A 20754FAK8 40854.59000000 PA USD 41018.68000000 0.001837611891 Long ABS-MBS USGSE US N 2 2031-07-25 Floating 7.90000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBC2 4435000.00000000 PA USD 3621723.01000000 0.162250985938 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKS3 2735707.87000000 PA USD 2708518.52000000 0.121339980746 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N COMM Mortgage Trust N/A 12593ABA2 1910000.00000000 PA USD 1851535.28000000 0.082947653327 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVG1 10442531.53000000 PA USD 9296070.32000000 0.416458290877 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.50000000 N N N N N N Freddie Mac - STACR 5493000ISUYHCRLRBE46 35564KEL9 4800000.00000000 PA USD 4820724.96000000 0.215965543345 Long ABS-MBS USGSE US N 2 2033-10-25 Floating 7.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0DY5 8843492.27000000 PA USD 8953827.31000000 0.401126012387 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADXY9 4163158.90000000 PA USD 4093858.00000000 0.183402346054 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N INRETAIL CONSUMER 254900BI1YXHZ31NSP51 45790TAB1 680000.00000000 PA USD 610188.28000000 0.027336063460 Long DBT CORP PE N 2 2028-03-22 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNDB7 1351102.34000000 PA USD 1357181.56000000 0.060800907634 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46647JAZ3 366936.32000000 PA USD 336932.27000000 0.015094360571 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.81000000 N N N N N N Towd Point Mortgage Trust N/A 89173FAA8 11930.55000000 PA USD 11834.30000000 0.000530169435 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75000000 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 874060AZ9 7631000.00000000 PA USD 5456855.91000000 0.244463822627 Long DBT CORP JP N 2 2050-07-09 Fixed 3.18000000 N N N N N N ALSEA S.A. 4469000001BJLPKNUN21 021151AA3 390000.00000000 PA USD 398366.28000000 0.017846566818 Long DBT CORP MX N 2 2026-12-14 Fixed 7.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 1370000.00000000 PA USD 1398470.31000000 0.062650618497 Long DBT UST US N 2 2043-08-15 Fixed 4.38000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DR8 16687000.00000000 PA USD 17108056.73000000 0.766430526099 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBC9 5190000.00000000 PA USD 4125237.77000000 0.184808140646 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5TL7 1343783.21000000 PA USD 1321313.54000000 0.059194042174 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Bank N/A 06540AAD3 2540000.00000000 PA USD 2198397.94000000 0.098486889324 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBU3 2263000.00000000 PA USD 2281589.64000000 0.102213826837 Long DBT CORP US N 2 2033-02-13 Fixed 4.81000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AN3 685000.00000000 PA USD 727127.50000000 0.032574869323 Long DBT CORP CL N 2 2033-11-07 Fixed 6.50000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 395000.00000000 PA USD 387895.53000000 0.017377483592 Long DBT CORP IL N 2 2027-07-27 Fixed 5.13000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 731011AW2 341000.00000000 PA USD 354754.58000000 0.015892789208 Long DBT NUSS PL N 2 2053-04-04 Fixed 5.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DA7 468000.00000000 PA USD 415518.48000000 0.018614974935 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84000000 N N N N N N QAZAQGAZ NC JSC 635400YGLXBBSVHONW39 48668NAA9 901000.00000000 PA USD 862511.08000000 0.038639971286 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.38000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QBC1 845000.00000000 PA USD 869512.61000000 0.038953635567 Long DBT CORP XX N 2 2028-12-01 Fixed 5.55000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBZ7 1235000.00000000 PA USD 1436344.22000000 0.064347346607 Long DBT CORP CA N 2 2053-11-15 Fixed 6.70000000 N N N N N N TURK SISE VE CAM FABRIKA 789000KWOK751Q6R8875 90016AAB6 325000.00000000 PA USD 322627.50000000 0.014453515584 Long DBT CORP TR N 2 2026-03-14 Fixed 6.95000000 N N N N N N FannieMae Grantor Trust N/A 31359VYH0 117.67000000 PA USD 118.28000000 0.000005298871 Long ABS-MBS USGSE US N 2 2039-01-19 Variable 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLLH5 6218982.16000000 PA USD 6133488.76000000 0.274776562372 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae - CAS N/A 20754BAB7 1600000.00000000 PA USD 1632279.04000000 0.073125107258 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 8.34000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 1980000.00000000 PA USD 1776515.80000000 0.079586826295 Long DBT CORP US N 2 2030-02-15 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLMW3 2482086.41000000 PA USD 2049045.38000000 0.091795985562 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 446320.00000000 PA USD 158593.89000000 0.007104909719 Long DBT NUSS EC N 2 2035-07-31 Variable 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSQ9 3588928.48000000 PA USD 3632664.24000000 0.162741146381 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 4235000.00000000 PA USD 4456898.97000000 0.199666360490 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 532522AB5 599351.31000000 PA USD 549739.35000000 0.024627988198 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAT8 3235663.64000000 PA USD 3240711.28000000 0.145181892395 Long LON CORP US N 2 2029-04-14 Variable 8.46000000 N N N N N N ORYX FUNDING LTD 549300S728CF0BBRC295 67114NAA9 565000.00000000 PA USD 565883.66000000 0.025351243457 Long DBT CORP KY N 2 2031-02-03 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 4348063.74000000 PA USD 4193311.63000000 0.187857808131 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2020-1 N/A 61771QAJ0 694251.53000000 PA USD 568352.00000000 0.025461823586 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFU3 1945000.00000000 PA USD 1322367.38000000 0.059241253565 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 2450000.00000000 PA USD 1982167.60000000 0.088799901734 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.98000000 N N N N N N FREMF Mortgage Trust N/A 35708WAS9 1175000.00000000 PA USD 1105352.11000000 0.049519101588 Long ABS-MBS USGSE US N 2 2050-11-25 Variable 3.75000000 N N N N N N Epicor Software Corporation JGNXVGGGXR4O1L5I7S73 29426NAN4 1233758.93000000 PA USD 1236954.37000000 0.055414802716 Long LON CORP US N 2 2027-07-30 Variable 8.72000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GAY0 2575000.00000000 PA USD 2390697.21000000 0.107101779548 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 270000.00000000 PA USD 229458.15000000 0.010279585425 Long DBT CORP CA N 2 2027-10-15 Fixed 6.88000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 2870000.00000000 PA USD 2906363.53000000 0.130203316746 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JGT9 5310000.00000000 PA USD 4398354.56000000 0.197043606564 Long DBT CORP US N 2 2031-10-15 Fixed 2.63000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451BD9 4710000.00000000 PA USD 4879577.24000000 0.218602089659 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAE0 6740733.71000000 PA USD 6837583.76000000 0.306319589719 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.50000000 N N N N N N EIG PEARL HOLDINGS SARL 549300KIMRL45BWA5H76 28249NAB7 400000.00000000 PA USD 320700.00000000 0.014367164757 Long DBT CORP LU N 2 2046-11-30 Fixed 4.39000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 1155000.00000000 PA USD 1129893.30000000 0.050618531959 Long DBT CORP US N 2 2025-10-15 Fixed 4.88000000 N N N N N N STANDARD INDUSTRIES INC 54930064UHXCIUWVI755 853496AH0 2005000.00000000 PA USD 1724842.35000000 0.077271887193 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJA3 685885.73000000 PA USD 618526.45000000 0.027709608400 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 15040000.00000000 PA USD 10914634.63000000 0.488968986581 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 360000.00000000 PA USD 266148.00000000 0.011923268368 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N Ultimate Software Group Inc (The) 529900FKHWSTQ1GXK240 90385KAK7 1948551.29000000 PA USD 1951727.43000000 0.087436200650 Long LON CORP US N 2 2026-05-04 Variable 8.76000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 1700000.00000000 PA 1592197.72000000 0.071329488524 Long DBT CORP LU N 2 2030-04-06 Fixed 0.63000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AM4 750000.00000000 PA USD 786084.50000000 0.035216107030 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 3015000.00000000 PA USD 2950256.25000000 0.132169683880 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NEE7 1055000.00000000 PA USD 1068035.83000000 0.047847354962 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Ford Credit Auto Owner Trust N/A 34532NAE5 240000.00000000 PA USD 227361.14000000 0.010185640654 Long ABS-O CORP US N 2 2026-10-15 Fixed 0.70000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2L4 1130000.00000000 PA USD 1154884.25000000 0.051738111305 Long DBT CORP CH N 2 2025-01-09 Fixed 7.95000000 N N N N N N AXIAN TELECOM 984500C6FIA50FZSE337 05466AAA1 490000.00000000 PA USD 458150.00000000 0.020524841077 Long DBT CORP MU N 2 2027-02-16 Fixed 7.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNMY6 1266294.08000000 PA USD 1228069.99000000 0.055016787901 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAS0 4845000.00000000 PA USD 3194540.24000000 0.143113457912 Long DBT CORP US N 2 2033-04-29 None 0.00000000 Y N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJA9 1738486.81000000 PA USD 1712795.10000000 0.076732177728 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 026874DS3 3935000.00000000 PA USD 3993159.85000000 0.178891130239 Long DBT CORP US N 2 2033-03-27 Fixed 5.13000000 N N N N N N Freddie Mac - STACR N/A 35565AAH3 19992.40000000 PA USD 20007.30000000 0.000896314859 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 7.40000000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 655000.00000000 PA USD 664161.49000000 0.029754030409 Long DBT CORP SG N 2 2029-04-27 Fixed 8.96000000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAC7 325000.00000000 PA USD 339153.10000000 0.015193852403 Long DBT CORP MX N 2 2028-10-01 Fixed 7.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMD4 7352453.32000000 PA USD 6579207.86000000 0.294744506698 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 1600000.00000000 PA USD 1596472.96000000 0.071521016673 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 7.84000000 N N N N N N JSW HYDRO ENERGY LTD 3358006ZP5KO7VUH2790 46653YAA6 458850.00000000 PA USD 398589.23000000 0.017856554842 Long DBT CORP IN N 2 2031-05-18 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJA0 88095000.00000000 PA USD 90930557.81000000 4.073633631258 Long DBT UST US N 2 2028-09-30 Fixed 4.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B85 420000.00000000 PA USD 403901.74000000 0.018094552056 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 265000.00000000 PA USD 265786.26000000 0.011907062637 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BT2 2540000.00000000 PA USD 1689654.51000000 0.075695493384 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AB4N9 5143005.63000000 PA USD 5247925.31000000 0.235103858944 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.50000000 N N N N N N COCA-COLA ICECEK AS 789000WT80VVLUWJDK41 1912ERAA8 350000.00000000 PA USD 320817.00000000 0.014372406286 Long DBT CORP TR N 2 2029-01-20 Fixed 4.50000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AK6 324000.00000000 PA USD 265356.02000000 0.011887788146 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.74000000 N N N N N N Sequoia Mortgage Trust N/A 81733YEE5 2391167.35000000 PA USD 2230787.45000000 0.099937919654 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.76000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SH7 9114701.19000000 PA USD 7842165.76000000 0.351324251728 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Flagstar Mortgage Trust N/A 33852EAF6 915477.04000000 PA USD 798071.60000000 0.035753121813 Long ABS-MBS CORP US N 2 2051-04-25 Variable 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBM1 1600000.00000000 PA USD 1311957.76000000 0.058774908926 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.61000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVV7 9234299.01000000 PA USD 8357721.17000000 0.374420820225 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 780000.00000000 PA USD 680467.94000000 0.030484549442 Long DBT CORP US N 2 2030-06-01 Fixed 4.63000000 N N N N N N Arab Republic of Egypt 529900GFIVH4086NMH82 03846JW89 679000.00000000 PA USD 423831.80000000 0.018987406610 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70000000 N N N N N N AZUL SECURED FINANCE LLP N/A 05501WAC6 965000.00000000 PA USD 997976.95000000 0.044708759790 Long DBT CORP US N 2 2028-08-28 Fixed 11.93000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAA1 515000.00000000 PA USD 487032.82000000 0.021818773829 Long DBT CORP CL N 2 2027-10-12 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJC6 985000.00000000 PA USD 999621.09000000 0.044782416261 Long DBT UST US N 2 2026-10-15 Fixed 4.63000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 1475000.00000000 PA USD 1501540.22000000 0.067268087716 Long DBT CORP US N 2 2026-10-16 Fixed 6.14000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 3870000.00000000 PA USD 3686804.15000000 0.165166581389 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWT2 2358215.59000000 PA USD 2152795.25000000 0.096443916575 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N TELEDYNE TECHNOLOGIES IN 549300VSMO9KYQWDND94 879360AD7 3910000.00000000 PA USD 3540328.46000000 0.158604559651 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N Morgan Stanley BAML Trust N/A 61763UAZ5 1555612.54000000 PA USD 1518413.02000000 0.068023978884 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.74000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAJ0 1465000.00000000 PA USD 1477333.51000000 0.066183641845 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N Republic of Kazakhstan 5493007OEK8EF02UO833 000000000 250000.00000000 PA USD 285335.00000000 0.012782834287 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 2820000.00000000 PA USD 2363612.64000000 0.105888407301 Long DBT CORP DE N 2 2032-01-14 Fixed 3.73000000 N N N N N N MGM CHINA HOLDINGS LTD 529900VZFN87OS7WJM66 55300RAE1 200000.00000000 PA USD 196246.29000000 0.008791714317 Long DBT CORP KY N 2 2025-06-18 Fixed 5.25000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EM3 200000.00000000 PA USD 229850.86000000 0.010297178594 Long DBT NUSS CO N 2 2053-11-14 Fixed 8.75000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LBX6 1117565.61000000 PA USD 1116872.72000000 0.050035217902 Long LON CORP US N 2 2027-02-01 Variable 7.13000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JX47 275000.00000000 PA USD 268334.00000000 0.012021199837 Long DBT NUSS EG N 2 2024-05-29 Fixed 5.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F5LN7 2545000.00000000 PA USD 2440538.18000000 0.109334624661 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DJ6 1535000.00000000 PA USD 1443978.60000000 0.064689362184 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 48209.00000000 PA USD 13629.91000000 0.000610611670 Long DBT NUSS EC N 2 2030-07-31 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYT9 6761327.80000000 PA USD 6396618.60000000 0.286564619011 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 48020RAB1 3765000.00000000 PA USD 3953739.45000000 0.177125120318 Long DBT CORP CA N 2 2030-03-15 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W69 56234.80000000 PA USD 56162.17000000 0.002516031024 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432PA7 370000.00000000 PA USD 391825.01000000 0.017553521904 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9T29 194947.85000000 PA USD 187537.85000000 0.008401581506 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N INFRAESTRUCTURA ENERGETI 715K4H1JYF3O6JOK1411 456829AC4 450000.00000000 PA USD 353320.16000000 0.015828528066 Long DBT CORP MX N 2 2051-01-15 Fixed 4.75000000 N N N N N N SUMMIT DIGITEL INFRASTR 3358004TNI1SSIQ9BQ37 86608CAA6 715000.00000000 PA USD 586450.76000000 0.026272637016 Long DBT CORP IN N 2 2031-08-12 Fixed 2.88000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAY4 350458.27000000 PA USD 324999.96000000 0.014559800347 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.52000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBE8 2400000.00000000 PA USD 2142028.56000000 0.095961575418 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.13000000 N N N N N N Flutter Entertainment PLC 635400VFWPBIKJK6GN11 000000000 2470000.00000000 PA USD 2472050.10000000 0.110746339493 Long LON CORP NL N 2 2030-11-25 Variable 7.70000000 N N N N N N CIKARANG LISTRINDO PT 254900NPCIO562Z7FN53 536576AD3 535000.00000000 PA USD 512958.00000000 0.022980206110 Long DBT CORP ID N 2 2026-09-14 Fixed 4.95000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BC4 7555000.00000000 PA USD 5103415.57000000 0.228629910570 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N CK HUTCHISON INTL 23 2549003AJI1YI8883K46 12570FAA9 340000.00000000 PA USD 340539.60000000 0.015255966759 Long DBT CORP KY N 2 2028-04-21 Fixed 4.75000000 N N N N N N Applied Systems, Inc. 549300NSKGF0SY5SWQ62 03827FBB6 4532.99000000 PA USD 4548.95000000 0.000203790190 Long LON CORP US N 2 2026-09-18 Variable 9.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNP9 5142276.10000000 PA USD 5304386.56000000 0.237633288571 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QHG9 265443.17000000 PA USD 261574.45000000 0.011718376113 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EF8 3158000.00000000 PA USD 3278595.59000000 0.146879086419 Long DBT CORP US N 2 2031-01-01 Fixed 6.13000000 N N N N N N Bank N/A 06539VAW8 1600000.00000000 PA USD 1174896.32000000 0.052634639857 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.24000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAU7 250000.00000000 PA USD 239397.50000000 0.010724862254 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPCL9 3935115.66000000 PA USD 3610589.27000000 0.161752201165 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAC2 205000.00000000 PA USD 201695.46000000 0.009035833815 Long DBT CORP MX N 2 2030-10-14 Fixed 8.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNNQ2 1934498.78000000 PA USD 1783641.81000000 0.079906067204 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQQY4 4452928.37000000 PA USD 4481399.33000000 0.200763961702 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAH4 1740000.00000000 PA USD 1364376.46000000 0.061123234774 Long DBT CORP FR N 2 2029-10-15 Fixed 5.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 3840000.00000000 PA USD 3726028.80000000 0.166923821829 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312LAS7 1790000.00000000 PA USD 1700014.37000000 0.076159608805 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.28000000 N N N N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29366MAA6 1930000.00000000 PA USD 1652003.48000000 0.074008750162 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 2500000.00000000 PA USD 2489575.00000000 0.111531444343 Long LON CORP US N 2 2030-12-07 Variable 7.36000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAE7 2910000.00000000 PA USD 2606144.23000000 0.116753674880 Long DBT US N 2 2032-04-15 Fixed 3.63000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 1372000.00000000 PA USD 1466210.79000000 0.065685350761 Long DBT CORP GB N 2 2028-11-02 Fixed 7.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPB0 22409127.16000000 PA USD 21729175.98000000 0.973453855156 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CAH8 4518414.30000000 PA USD 4580168.82000000 0.205188774723 Long ABS-MBS USGSE US N 2 2050-12-25 Floating 7.34000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 615000.00000000 PA USD 538622.53000000 0.024129961429 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 3558000.00000000 PA USD 3725961.08000000 0.166920788014 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAR4 505000.00000000 PA USD 524149.60000000 0.023481582977 Long DBT CORP KY N 2 2033-06-12 Fixed 6.13000000 N N N N N N REPUBLIC OF GABON N/A 362420AD3 275000.00000000 PA USD 229079.40000000 0.010262617656 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X95E1 11784439.35000000 PA USD 9725466.58000000 0.435694981908 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Republic of El Salvador 529900AKDMUSFSDOM949 000000000 247000.00000000 PA USD 217599.06000000 0.009748305413 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.38000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 4060000.00000000 PA USD 2640744.26000000 0.118303735159 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 8940000.00000000 PA USD 9244882.79000000 0.414165120696 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDY9 1418000.00000000 PA USD 1537093.67000000 0.068860860631 Long DBT CORP US N 2 2034-10-23 Fixed 6.25000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DP2 1255000.00000000 PA USD 1284807.44000000 0.057558591119 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320WAL0 2792823.15000000 PA USD 2791552.42000000 0.125059848915 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.70000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBS8 5415000.00000000 PA USD 5466230.12000000 0.244883781528 Long DBT CORP US N 2 2025-09-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWX3 3738139.67000000 PA USD 3411364.62000000 0.152827058133 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEV3 3189000.00000000 PA USD 3340601.55000000 0.149656915677 Long DBT CORP US N 2 2028-10-18 Fixed 6.30000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 085209AJ3 400000.00000000 PA USD 396800.00000000 0.017776398427 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 1229461.54000000 PA USD 1151182.40000000 0.051572270678 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAC6 4410000.00000000 PA USD 4073034.11000000 0.182469448460 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYSZ3 2940151.31000000 PA USD 2636984.55000000 0.118135302440 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 2.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBP9 3150000.00000000 PA USD 2349790.70000000 0.105269192804 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.20000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EH9 1790000.00000000 PA USD 1585919.18000000 0.071048213754 Long DBT CORP US N 2 2028-08-05 Fixed 1.40000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724AT9 832000.00000000 PA USD 228463.87000000 0.010235042286 Long DBT NUSS UA Y 2 2028-09-01 Fixed 7.75000000 Y Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WRW5 897259.80000000 PA USD 821572.26000000 0.036805937073 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBG1 575628.94000000 PA USD 514142.61000000 0.023033275917 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 730019.84000000 PA USD 751783.63000000 0.033679448937 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032WBB1 340000.00000000 PA USD 267307.37000000 0.011975207438 Long DBT CORP KY N 2 2041-04-22 Fixed 3.68000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBG3 1120000.00000000 PA USD 1048006.40000000 0.046950048692 Long DBT CORP US N 2 2026-12-01 Fixed 2.67000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 1925000.00000000 PA USD 1445053.13000000 0.064737500473 Long DBT CORP BM N 2 2051-05-25 Fixed 3.95000000 N N N N N N BANCO CONTINENTAL S.A.E. 8945005Q0D60A6FCEM55 059490AB8 360000.00000000 PA USD 336490.49000000 0.015074569096 Long DBT CORP PY N 2 2025-12-10 Fixed 2.75000000 N N N N N N FREMF Mortgage Trust N/A 35563BAJ9 1500000.00000000 PA USD 1494618.45000000 0.066957996634 Long ABS-MBS USGSE US N 2 2047-01-25 Variable 4.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9PY4 2181058.17000000 PA USD 1862284.35000000 0.083429205119 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 839000.00000000 PA USD 548971.12000000 0.024593571961 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 000000000 720000.00000000 PA USD 657378.72000000 0.029450166443 Long DBT CORP GE N 2 2028-06-17 Fixed 4.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163JAE4 2000000.00000000 PA USD 1660872.40000000 0.074406072378 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.39000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 2495000.00000000 PA USD 2449505.42000000 0.109736351554 Long DBT CORP US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQUN3 3417417.15000000 PA USD 3449778.28000000 0.154547966714 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAJ0 6755000.00000000 PA USD 71231.48000000 0.003191126938 Long DBT CORP US N 2 2026-05-15 None 0.00000000 Y N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHW4 9870000.00000000 PA USD 9993760.52000000 0.447714387082 Long DBT UST US N 2 2030-08-31 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBC32 953939.53000000 PA USD 855911.50000000 0.038344314120 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GE9 2628159.53000000 PA USD 2381172.96000000 0.106675098947 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Woodward Capital Management N/A 74939KAA4 2618539.07000000 PA USD 2140246.67000000 0.095881747831 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAV0 739000.00000000 PA USD 717954.90000000 0.032163942428 Long DBT CORP XX N 2 2029-06-18 Fixed 4.30000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 783.00000000 NC USD 3215855.39000000 0.144068363655 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 85177503.99000000 USD 3215855.39000000 N N N GRUPO AEROMEXICO SAB N/A 40054JAA7 700000.00000000 PA USD 675659.48000000 0.030269133361 Long DBT CORP MX N 2 2027-03-17 Fixed 8.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAX9 1750000.00000000 PA USD 1739461.08000000 0.077926797398 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBG9 3480000.00000000 PA USD 3426357.71000000 0.153498739437 Long DBT CORP US N 2 2024-09-16 Fixed 4.88000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 10922NAH6 4252000.00000000 PA USD 2797169.78000000 0.125311503223 Long DBT CORP US N 2 2051-12-22 Fixed 3.85000000 N N N N N N STATE AGE ROADS 254900FGEO8P5USHG994 857329AA4 855000.00000000 PA USD 214177.50000000 0.009595021608 Long DBT NUSS UA Y 2 2030-06-24 Fixed 6.25000000 Y Y N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61772MAE9 1307194.06000000 PA USD 1068426.96000000 0.047864877348 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2M6 215000.00000000 PA USD 147447.00000000 0.006605535834 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BA1 296000.00000000 PA USD 277346.08000000 0.012424935535 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N Zais Matrix CDO I 549300PCGOXUK8XLNY49 98888JAA7 1500000.00000000 PA USD 1494201.00000000 0.066939295128 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 7.01000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JBH0 2135000.00000000 PA USD 2004884.09000000 0.089817586656 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N MHP Lux SA 222100RHC7R1WZ1J3M44 59318YAA6 545000.00000000 PA USD 418832.50000000 0.018763441014 Long DBT CORP LU Y 2 2026-04-03 Fixed 6.95000000 Y N N N N N ARDAGH METAL PACKAGING N/A 03969YAA6 2699000.00000000 PA USD 2361148.36000000 0.105778009058 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N Bank N/A 06541LBU9 3200000.00000000 PA USD 2606441.60000000 0.116766996875 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39000000 N N N N N N Mileage Plus Holdings LLC N/A 59921PAB2 1505000.00000000 PA USD 1554454.30000000 0.069638606286 Long LON CORP US N 2 2027-06-21 Variable 10.77000000 N N N N N N AON CORP/AON GLOBAL HOLD N/A 03740LAB8 18100000.00000000 PA USD 11800007.03000000 0.528633131086 Long DBT CORP US N 2 2051-08-23 Fixed 2.90000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAC3 15000.00000000 PA USD 12962.68000000 0.000580720172 Long DBT CORP US N 2 2049-04-01 Fixed 4.55000000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 230998.66000000 PA USD 218647.42000000 0.009795271303 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.93000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 500000.00000000 PA USD 469049.98000000 0.021013153545 Long DBT CORP MY N 2 2030-04-21 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 1030000.00000000 PA USD 924708.98000000 0.041426399340 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU74 7802643.02000000 PA USD 6692398.47000000 0.299815377116 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRK67 2087121.97000000 PA USD 1837441.47000000 0.082316259219 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAF8 1000000.00000000 PA USD 965928.98000000 0.043273030245 Long DBT CORP US N 2 2028-05-17 Fixed 4.55000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHV5 4245000.00000000 PA USD 4234939.99000000 0.189722733315 Long DBT CORP US N 2 2024-02-05 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHWY9 1880495.19000000 PA USD 1673581.62000000 0.074975437697 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 585000.00000000 PA USD 504602.43000000 0.022605881661 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAC1 1505000.00000000 PA USD 1338623.60000000 0.059969522324 Long ABS-MBS CORP US N 2 2057-06-25 Variable 3.25000000 N N N N N N GS Mortgage Securities Trust N/A 36257UAL1 13750000.00000000 PA USD 12242923.00000000 0.548475496894 Long ABS-MBS CORP US N 2 2052-09-10 Fixed 3.00000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBA5 800000.00000000 PA USD 575262.25000000 0.025771398579 Long DBT CORP CL N 2 2050-01-30 Fixed 3.70000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 850000.00000000 PA USD 879916.85000000 0.039419739185 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAR0 4105000.00000000 PA USD 3648620.63000000 0.163455982939 Long DBT CORP US N 2 2031-03-24 Fixed 3.13000000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 795000.00000000 PA USD 765345.28000000 0.034287002600 Long DBT CORP MY N 2 2027-04-06 Fixed 3.75000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 2785000.00000000 PA USD 2871698.64000000 0.128650350778 Long DBT CORP US N 2 2029-08-21 Fixed 6.21000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 4754000.00000000 OU Notional Amount USD -47484.66000000 -0.00212728385 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 FED REPUBLIC OF BRAZIL FED REPUBLIC OF BRAZIL Y buy protection 2026-06-20 74406.03000000 USD 0.00000000 USD 4754000.00000000 USD -121890.69000000 N N N FORWARDS JP MORGAN BOC N/A 000000000 70000.00000000 NS USD 70000.00000000 0.003135957383 Long STIV CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 200000.00000000 PA USD 203604.02000000 0.009121336141 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.34000000 N N N N N N ABU DHABI NATIONAL ENERG 213800UNJSVQFNUYYW03 00388WAJ0 570000.00000000 PA USD 513598.50000000 0.023008900120 Long DBT CORP AE N 2 2028-04-29 Fixed 2.00000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 14625000.00000000 PA USD 12928412.25000000 0.579184997967 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTC3 5906117.34000000 PA USD 5922957.04000000 0.265344869488 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 5.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AL9 205000.00000000 PA USD 195466.50000000 0.008756780199 Long DBT CORP CA N 2 2025-04-01 Fixed 7.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAZ1 1970000.00000000 PA USD 1900491.31000000 0.085140853666 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53000000 N N N N N N Verus Securitization Trust 213800W65K5FH3AI2J91 92539YAA0 2947008.72000000 PA USD 3008076.63000000 0.134760001703 Long ABS-MBS CORP US N 2 2068-10-25 Variable 7.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWY73 857402.06000000 PA USD 746139.22000000 0.033426582805 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 2.50000000 N N N N N N MURPHY OIL CORP QBKYQD0ODE7DC7PDIN91 626717AM4 2415000.00000000 PA USD 2402731.08000000 0.107640889598 Long DBT CORP US N 2 2027-12-01 Fixed 5.88000000 N N N N N N CITIZENS BANK NA/RI DRMSV1Q0EKMEXLAU1P80 75524KPT5 3645000.00000000 PA USD 3555945.72000000 0.159304203392 Long DBT CORP US N 2 2025-10-24 Fixed 6.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVBU3 495716.64000000 PA USD 409941.38000000 0.018365124251 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0K78 1104103.62000000 PA USD 994021.61000000 0.044531562966 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 2825000.00000000 PA USD 2702018.77000000 0.121048795903 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 1755000.00000000 PA USD 1821661.78000000 0.081609338714 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 480000.00000000 PA USD 532670.40000000 0.023863309629 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N EVERGY KANSAS CENTRAL J75GNWGEO73W89ZV3S44 30036FAA9 2250000.00000000 PA USD 1643124.62000000 0.073610982639 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 375000.00000000 PA USD 313837.01000000 0.014059706983 Long DBT CORP KY N 2 2031-08-08 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D26 1270000.00000000 PA USD 1302796.12000000 0.058364473032 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 200000.00000000 PA USD 200039.06000000 0.008961628103 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46654AAC3 2671250.98000000 PA USD 2186669.49000000 0.097961461905 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N INDOFOOD CBP SUKSES MAKM 254900YKZW9GRKZZN285 000000000 325000.00000000 PA USD 263923.86000000 0.011823628250 Long DBT CORP ID N 2 2052-04-27 Fixed 4.81000000 N N N N N N SILKNET JSC 635400QGWS2BG73SGG55 47972FAA9 385000.00000000 PA USD 383075.00000000 0.017161526783 Long DBT CORP GE N 2 2027-01-31 Fixed 8.38000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 440000.00000000 PA USD 377960.00000000 0.016932377897 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DS4 344000.00000000 PA USD 261530.18000000 0.011716392844 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAT6 2461000.00000000 PA USD 1986562.51000000 0.088996791026 Long DBT CORP US N 2 2052-03-15 Fixed 4.25000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 452000.00000000 PA USD 405670.00000000 0.018173769027 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.88000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 230000.00000000 PA USD 216450.49000000 0.009696850176 Long DBT CORP US N 2 2030-05-06 Fixed 3.70000000 N N N N N N GS Mortgage Securities Trust N/A 36260JAD9 820000.00000000 PA USD 754400.00000000 0.033796660720 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.57000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DW6 300000.00000000 PA USD 311486.64000000 0.013954411838 Long DBT NUSS KR N 2 2033-01-11 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X85M5 1541999.09000000 PA USD 1439177.30000000 0.064474266867 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M5MR3 2601777.48000000 PA USD 2587338.97000000 0.115911210681 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N Castlelake Aviation Limited 2138003EQK2PETKID103 14855NAB2 1146085.97000000 PA USD 1147197.67000000 0.051393757200 Long LON CORP IE N 2 2026-10-22 Variable 8.40000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAB5 610000.00000000 PA USD 540046.79000000 0.024193767410 Long DBT CORP BM N 2 2027-01-17 Fixed 5.50000000 N N N N N N HANA BANK 6RPK2YDJN6L35AS0M510 409634AB8 435000.00000000 PA USD 391521.75000000 0.017539936041 Long DBT CORP KR N 2 2026-12-16 Fixed 1.25000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 200000.00000000 PA USD 175596.80000000 0.007866629736 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5E7 4367404.93000000 PA USD 4361766.57000000 0.195404486887 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCA9 8295000.00000000 PA USD 6044535.64000000 0.270791516751 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22534PAC7 1630000.00000000 PA USD 1666391.72000000 0.074653334554 Long DBT CORP FR N 2 2028-07-12 Fixed 5.30000000 N N N N N N BANCO GNB SUDAMERIS SA 549300SO7QUETMQD9D84 059593AE3 535000.00000000 PA USD 446377.25000000 0.019997429045 Long DBT CORP CO N 2 2031-04-16 Fixed 7.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 600000.00000000 PA USD 606123.34000000 0.027153956623 Long DBT CORP GB N 2 2033-05-02 Fixed 5.50000000 N N N N N N Bank N/A 06539VBB3 1426000.00000000 PA USD 960369.50000000 0.043023968925 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.27000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 3900137.76000000 PA USD 3915708.67000000 0.175421364528 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 6.99000000 N N N N N N ARCOS DORADOS BV 549300T91OYP6I7P8G39 03965TAB9 355000.00000000 PA USD 354353.90000000 0.015874838988 Long DBT CORP NL N 2 2029-05-27 Fixed 6.13000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAR9 200000.00000000 PA USD 162308.12000000 0.007271304962 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 1859000.00000000 PA USD 1309054.02000000 0.058644823142 Long DBT CORP US N 2 2051-07-15 Fixed 3.50000000 N N N N N N BANCO INDUSTRIAL SA 529900GF99QF67JEQU85 05991CAA1 300000.00000000 PA USD 281745.13000000 0.012622010297 Long DBT CORP GT N 2 2031-01-29 Fixed 4.88000000 N N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 000000000 300000.00000000 PA 252442.49000000 0.011309269864 Long DBT NUSS XX N 2 2033-01-22 Fixed 2.75000000 N N N N N N CNX RESOURCES CORP 549300JK3KH8PWM3B226 12653CAJ7 3030000.00000000 PA USD 2904656.78000000 0.130126855385 Long DBT CORP US N 2 2029-01-15 Fixed 6.00000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 679000.00000000 PA USD 704525.40000000 0.031562309004 Long DBT CORP US N 2 2028-10-27 Fixed 6.36000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 305000.00000000 PA USD 281015.05000000 0.012589303157 Long DBT CORP HK N 2 2030-04-07 Fixed 3.38000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 2905000.00000000 PA USD 2512060.87000000 0.112538797630 Long DBT CORP US N 2 2031-04-22 Fixed 2.52000000 N N N N N N Bank N/A 06540BBD0 6160000.00000000 PA USD 5445602.01000000 0.243959654759 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRNY8 6772030.17000000 PA USD 6852963.72000000 0.307008602563 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAV9 1560000.00000000 PA USD 1501426.80000000 0.067263006569 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 1988506.62000000 PA USD 1624921.13000000 0.072795477370 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N GOVT OF BERMUDA 549300FP5PUZXX9FVJ40 000000000 430000.00000000 PA USD 426560.00000000 0.019109628309 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCD3 490000.00000000 PA USD 512815.25000000 0.022973810997 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N PFS Financing Corp. N/A 69335PDZ5 3550000.00000000 PA USD 3495370.12000000 0.156590453390 Long ABS-O CORP US N 2 2026-04-15 Fixed 0.71000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 1145000.00000000 PA USD 1190392.82000000 0.053328873623 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AQ3 435000.00000000 PA USD 389213.64000000 0.017436534118 Long DBT CORP AR N 2 2027-07-21 Fixed 6.95000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 1635000.00000000 PA USD 1265607.85000000 0.056698461176 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N FannieMae Grantor Trust N/A 31393XFT9 1583.43000000 PA USD 1632.79000000 0.000073147997 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 6.50000000 N N N N N N FORWARDS JP MORGAN BOC N/A 000000000 -69950.00000000 NS USD -69950.00000000 -0.00313371741 Short STIV CORP US N 1 N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAJ6 5240000.00000000 PA USD 5488167.92000000 0.245866581612 Long DBT CORP FR N 2 2029-10-03 Fixed 6.32000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 2765000.00000000 PA USD 2223404.71000000 0.099607177396 Long DBT CORP US N 2 2032-04-28 Fixed 1.93000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 330000.00000000 PA USD 319687.50000000 0.014321805373 Long DBT CORP AE N 2 2025-02-18 Fixed 2.63000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3E2 4349000.00000000 PA USD 4215814.40000000 0.188865918527 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Republic of Azerbaijan 549300P74FF45UQVU281 000000000 413000.00000000 PA USD 357996.66000000 0.016038032419 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 1749000.00000000 PA USD 1693572.39000000 0.075871012023 Long DBT CORP US N 2 2026-08-01 Fixed 4.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 2055201.46000000 PA USD 2116492.75000000 0.094817586676 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 15140000.00000000 PA USD 15303228.13000000 0.685575303600 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 595000.00000000 PA USD 606678.23000000 0.027178815357 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N RUMO LUXEMBOURG SARL 222100HOIQFT7YOSPB46 781467AC9 520000.00000000 PA USD 500529.43000000 0.022423413741 Long DBT CORP LU N 2 2028-01-10 Fixed 5.25000000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AB1 400000.00000000 PA USD 378000.00000000 0.016934169873 Long DBT CORP TR N 2 2028-04-11 Fixed 5.80000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 275000.00000000 PA USD 262637.75000000 0.011766011305 Long DBT CORP NL N 2 2029-05-09 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 2073173.18000000 PA USD 1942338.08000000 0.087015563486 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 625000.00000000 PA USD 660808.78000000 0.029603831042 Long DBT CORP LU N 2 2033-09-13 Fixed 8.88000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 2175000.00000000 PA USD 1839693.06000000 0.082417129080 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829VAA4 254509.97000000 PA USD 242659.81000000 0.010871011756 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 670000.00000000 PA USD 708273.95000000 0.031730241761 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46648KAU0 3425000.00000000 PA USD 3189308.28000000 0.142879069289 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.41000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAA4 2400000.00000000 PA USD 1922619.50000000 0.086132183107 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 9932942.57000000 PA USD 10085549.52000000 0.451826478401 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 772879.02000000 PA USD 715861.86000000 0.032070175510 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5PY3 1817412.77000000 PA USD 1696115.21000000 0.075984928811 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 805000.00000000 PA USD 836714.64000000 0.037484306479 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N RealPage, Inc 5493001RSFZX4122A604 75605VAD4 1169070.35000000 PA USD 1158408.43000000 0.051895992423 Long LON CORP US N 2 2028-04-24 Variable 8.47000000 N N N N N N WI TSY NOTE/BOND 254900HROIFWPRGM1V77 912810TW8 4620000.00000000 PA USD 4955671.88000000 0.222011083205 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LFB3 755522.17000000 PA USD 754548.71000000 0.033803322837 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAA1 445000.00000000 PA USD 450834.84000000 0.020197126363 Long DBT NUSS PL N 2 2033-05-22 Fixed 5.38000000 N N N N N N JP Morgan Mortgage Trust 549300BV8AJIRLDGMR51 46641YAQ6 81566.97000000 PA USD 74610.87000000 0.003342521552 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.41000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 2675000.00000000 PA USD 2398752.59000000 0.107462655668 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Commonwealth of Puerto Rico 549300X44HXPLJU48U63 74514L3L9 635810.00000000 PA USD 614728.32000000 0.027539454488 Long DBT MUN US N 2 2035-07-01 Fixed 4.00000000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 2600000.00000000 PA USD 2603004.82000000 0.116613031223 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 7.24000000 N N N N N N JP Morgan Mortgage Trust N/A 46648CAY0 1405877.31000000 PA USD 1233300.25000000 0.055251100365 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HR9 1188215.02000000 PA USD 1136424.55000000 0.050911127983 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 782000.00000000 PA USD 717750.88000000 0.032154802456 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.13000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BM7 230000.00000000 PA USD 224174.52000000 0.010042882018 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.63000000 N N N N N N RIZAL COMMERCIAL BANKING CIKZWI6KV077KV2E2J69 000000000 535000.00000000 PA USD 501809.20000000 0.022480746657 Long DBT CORP PH N 2 2025-08-27 Fixed 6.50000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 2480000.00000000 PA USD 1797518.21000000 0.080527721476 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AD2 465000.00000000 PA USD 441807.66000000 0.019792714194 Long DBT CORP PE N 2 2038-04-11 Fixed 5.20000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -345.00000000 NC USD -890651.61000000 -0.03990064989 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10-Year U.S. Treasury Notes Futures UXYH4 Comdty 2024-03-19 -39824739.02000000 USD -890651.61000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 74.00000000 NC USD 742665.70000000 0.033270971224 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 8502709.30000000 USD 742665.70000000 N N N FOXCONN FAR EAST LTD 254900NAQSPFDWVY8H73 000000000 405000.00000000 PA USD 341123.51000000 0.015282125571 Long DBT CORP KY N 2 2030-10-28 Fixed 2.50000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 695847AT0 200000.00000000 PA USD 121232.00000000 0.005431119793 Long DBT NUSS PK N 2 2031-04-08 Fixed 7.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBCC0 926968.86000000 PA USD 894331.97000000 0.040065527785 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 1000000.00000000 PA USD 905116.00000000 0.040548645764 Long DBT CORP AE N 2 2027-09-15 Fixed 1.63000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 2400000.00000000 PA USD 2525846.40000000 0.113156380981 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N WEST CHINA CEMENT LTD 529900MMG3NBTIWPPR63 000000000 365000.00000000 PA USD 263328.12000000 0.011796939461 Long DBT CORP JE N 2 2026-07-08 Fixed 4.95000000 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 22530EAA0 540000.00000000 PA USD 514978.98000000 0.023070744784 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75000000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 3370000.00000000 PA USD 3337432.32000000 0.149514936103 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.79000000 N N N N N N 2024-01-16 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST William Flory William Flory VP