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 Macquarie Diversified Income Fund S000070165 549300JTA30014W9UF64 2025-12-31 2025-03-31 N 2314196740.67 99103721.47 2215093019.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13723803.70000000 0.00000000 0.00000000 561399.87000000 USD N Bloomberg US Aggregate Bond Index LBUSTRUU Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5FW8 1062760.76000000 PA USD 941127.23000000 0.042487029747 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 346168.20000000 0.015627704886 Long DBT NUSS TR N 2 2026-06-22 Fixed 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKZP8 1180670.96000000 PA USD 1081515.19000000 0.048824820475 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 6034.61000000 PA USD 6137.71000000 0.000277085880 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGQ8 48410000.00000000 PA USD 48519678.66000000 2.190412693256 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 2855000.00000000 PA USD 2869294.70000000 0.129533824319 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 6760000.00000000 PA USD 5604643.94000000 0.253020703483 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GML0 3080000.00000000 PA USD 3122454.60000000 0.140962685220 Long DBT CORP US N 2 2031-01-24 Fixed 5.16000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WTZ1 4254697.29000000 PA USD 3770535.33000000 0.170220180250 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 7865000.00000000 PA USD 8542929.34000000 0.385669101295 Long DBT CORP US N 2 2054-05-01 Fixed 6.86000000 N N N N N N COTIVITI CORPORATION 254900YAQHVRTG4IFI64 22164MAF4 3310000.00000000 PA USD 3231387.50000000 0.145880442581 Long LON CORP US N 2 2032-02-13 None 0.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCB7 3565000.00000000 PA USD 2380741.76000000 0.107478184408 Long DBT CORP US N 2 2053-02-15 Fixed 3.30000000 N N N N N N OFSI Fund LTD N/A 67119GAG6 1250000.00000000 PA USD 1255436.25000000 0.056676457336 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 8.14000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 1965000.00000000 PA USD 1612863.53000000 0.072812451487 Long DBT CORP US N 2 2036-11-15 Fixed 3.19000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XH5W3 17577654.26000000 PA USD 14627464.01000000 0.660354390683 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 1746928.84000000 0.078864807249 Long DBT CORP GB N 2 2051-09-02 Fixed 3.35000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325CU7 242000.00000000 PA USD 162442.50000000 0.007333439209 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N Zais Matrix CDO I 549300AH84CSK4XX3T86 98875JBJ2 6150000.00000000 PA USD 6110806.05000000 0.275871306398 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.45000000 N N N N N N GNL Quintero SA 549300JJJIQXE6E1QY27 36190CAA5 614336.00000000 PA USD 607174.19000000 0.027410776194 Long DBT CORP CL N 2 2029-07-31 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNCD3 3336990.26000000 PA USD 3026380.87000000 0.136625452916 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPK49 7327191.50000000 PA USD 6893792.23000000 0.311219085169 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCH4 1475000.00000000 PA USD 1432634.46000000 0.064676040580 Long DBT CORP US N 2 2055-02-16 Fixed 5.55000000 N N N N N N CHILE ELECTRICITY LUX N/A 16882LAA0 555000.00000000 PA USD 554500.50000000 0.025032831361 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAB7 575000.00000000 PA USD 586109.12000000 0.026459797169 Long DBT CORP IM N 2 2040-04-15 Fixed 6.50000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 875000.00000000 PA USD 875942.38000000 0.039544270710 Long DBT CORP US N 2 2055-08-15 Fixed 6.38000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 110128.00000000 PA USD 86175.16000000 0.003890363034 Long DBT NUSS LK N 2 2033-03-15 Variable 3.35000000 N N N N N N MFB Magyar Fejlesztesi Bank Zrt 549300KCFVCFTUJZYT59 000000000 320000.00000000 PA USD 329630.08000000 0.014881094253 Long DBT NUSS HU N 2 2028-06-29 Fixed 6.50000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAM1 2255000.00000000 PA USD 2254809.70000000 0.101793002842 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EP38 703139.73000000 PA USD 703486.07000000 0.031758759740 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AWPE1 903855.53000000 PA USD 827168.99000000 0.037342404261 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 3.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAP4 575000.00000000 PA USD 398505.42000000 0.017990459838 Long DBT CORP ID N 2 2050-06-30 Fixed 4.00000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CG5 57496.00000000 PA USD 32793.53000000 0.001480458369 Long DBT NUSS UA Y 2 2036-02-01 Variable 0.00000000 Y N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 5465000.00000000 PA USD 5011114.86000000 0.226225933473 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Frontier Issuer LLC N/A 35910EAK0 2250000.00000000 PA USD 2321698.73000000 0.104812696797 Long ABS-O CORP US N 2 2054-06-20 Fixed 6.19000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BM6 1540000.00000000 PA USD 1603953.37000000 0.072410203819 Long DBT CORP US N 2 2055-01-19 Fixed 5.70000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 1180000.00000000 PA USD 1099459.22000000 0.049634900677 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEB8 2075000.00000000 PA USD 2098043.14000000 0.094715802985 Long DBT CORP US N 2 2030-01-23 Fixed 5.01000000 N N N N N N SWEIHAN PV POWER CO PJSC 353800EF1E1IC18GBC48 870674AA6 567177.60000000 PA USD 467631.13000000 0.021111128333 Long DBT CORP AE N 2 2049-01-31 Fixed 3.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 1755000.00000000 PA USD 1737809.62000000 0.078453121604 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335BZT6 2183432.14000000 PA USD 2229578.41000000 0.100653940519 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DD7 985000.00000000 PA USD 992938.22000000 0.044826028134 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGJ7 2055000.00000000 PA USD 1810739.49000000 0.081745528260 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 262016.23000000 PA USD 247955.16000000 0.011193893793 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50000000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAH2 715000.00000000 PA USD 711581.94000000 0.032124246423 Long DBT CORP KY N 2 2032-04-17 Fixed 7.63000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAT7 300000.00000000 PA USD 275163.00000000 0.012422187132 Long DBT NUSS MX N 2 2033-05-19 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPHG7 6652585.32000000 PA USD 6075597.02000000 0.274281800689 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFRE1 4506063.48000000 PA USD 3801475.30000000 0.171616959967 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 -0.00135434492 Short STIV CORP US N 1 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAH5 1255000.00000000 PA USD 1250953.20000000 0.056474070802 Long DBT CORP US N 2 2025-07-01 Fixed 3.38000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 66842.82000000 PA USD 62498.04000000 0.002821463453 Long DBT NUSS LK N 2 2028-04-15 Fixed 4.00000000 N N N N N N BIOCON BIOLOGICS GLOBAL 254900PMQN51VACG2D55 090978AA5 595000.00000000 PA USD 558970.63000000 0.025234634625 Long DBT CORP GB N 2 2029-10-09 Fixed 6.67000000 N N N N N N Bank N/A 06541RBB8 4500000.00000000 PA USD 4099233.60000000 0.185059208099 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 433508.33000000 0.019570660294 Long DBT CORP MX N 2 2028-03-14 Fixed 9.13000000 N N N N N N Oaktree CLO Ltd N/A 67402FBA6 1300000.00000000 PA USD 1277720.60000000 0.057682480551 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 6.92000000 N N N N N N GS Mortgage Securities Trust N/A 36252HAD3 2980000.00000000 PA USD 2888345.03000000 0.130393848247 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTV1 5734224.41000000 PA USD 5400929.61000000 0.243824054483 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300ZVNWG0TX42H716 94989VAD1 1250000.00000000 PA USD 1235433.75000000 0.055773447854 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.62000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262CAB6 3758780.22000000 PA USD 3063993.38000000 0.138323463323 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CA8 179987.00000000 PA USD 96336.24000000 0.004349083273 Long DBT NUSS UA Y 2 2034-02-01 Variable 1.75000000 Y N N N N N VICI PROPERTIES / NOTE N/A 92564RAB1 1030000.00000000 PA USD 999217.52000000 0.045109506072 Long DBT US N 2 2029-12-01 Fixed 4.63000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AQ9 3049000.00000000 PA USD 2158188.67000000 0.097431062772 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 6400000.00000000 PA USD 5553575.68000000 0.250715235516 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 6638218.26000000 0.299681241485 Long DBT CORP GB N 2 2030-03-22 Fixed 4.88000000 N N N N N N Elmwood CLO 22 Ltd N/A 29001YAQ6 1150000.00000000 PA USD 1150000.00000000 0.051916555649 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 7.08000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 485000.00000000 PA USD 434133.10000000 0.019598865430 Long DBT CORP KY N 2 2030-02-04 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72U2 591000.44000000 PA USD 596167.30000000 0.026913872005 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 5775000.00000000 PA USD 6062749.02000000 0.273701779900 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMUS2 8582271.53000000 PA USD 7609340.52000000 0.343522391793 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBC1 3960000.00000000 PA USD 4026798.94000000 0.181789157615 Long DBT CORP US N 2 2026-12-04 Fixed 5.49000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 5285000.00000000 PA USD 5492804.51000000 0.247971731317 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 1549516.20000000 0.069952646980 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 8.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGP86 2353449.93000000 PA USD 2153191.42000000 0.097205462765 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2S0 7606027.86000000 PA USD 7056727.83000000 0.318574785294 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Toronto-Dominion Bank PT3QB789TSUIDF371261 000000000 1.00000000 NC -331201.32000000 -0.01495202761 N/A DFE US N 2 Toronto-Dominion Bank PT3QB789TSUIDF371261 6983238.23000000 EUR 7239092.91000000 USD 2025-05-16 -331201.32000000 N N N EPICOR SOFTWARE CORPORATION JGNXVGGGXR4O1L5I7S73 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-05-30 Floating 7.07000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 2500000.00000000 PA USD 2531495.00000000 0.114283913951 Long DBT CORP US N 2 2026-12-15 Fixed 7.00000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 68341PAB5 665000.00000000 PA USD 648700.85000000 0.029285490242 Long DBT CORP BM N 2 2034-10-10 Fixed 4.63000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCP6 2700000.00000000 PA USD 2220750.00000000 0.100255383442 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 072912AA6 300000.00000000 PA USD 302910.00000000 0.013674820758 Long DBT CORP MX N 2 2035-02-11 Fixed 7.63000000 N N N N N N KOREA HYDRO & NUCLEAR PO 9884008CRY5MLCN8OQ43 50064YAS2 460000.00000000 PA USD 467205.29000000 0.021091903859 Long DBT NUSS KR N 2 2028-07-18 Fixed 5.00000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 857524AF9 500000.00000000 PA USD 504430.73000000 0.022772440056 Long DBT NUSS PL N 2 2030-02-12 Fixed 4.88000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEF1 659000.00000000 PA USD 597844.80000000 0.026989602459 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAJ3 1380000.00000000 PA USD 977677.16000000 0.044137070160 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 207650.30000000 0.009374337700 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.40000000 N N N N N N CD&R Hydra Buyer Inc 549300HW5C2VGPZCHL57 12508KAJ6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-03-25 Floating 8.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KYPB4 2053464.21000000 PA USD 1657589.60000000 0.074831602358 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 750579.42000000 0.033884781067 Long DBT CORP US N 2 2026-09-29 Fixed 5.61000000 N N N N N N Generate CLO Ltd. 549300HJXIXJNOK1KU82 37148DAY2 600000.00000000 PA USD 599353.80000000 0.027057726009 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 7.17000000 N N N N N N AZULE ENERGY FINANCE PLC 2138006X6O82RJSQDB63 05501YAA6 600000.00000000 PA USD 600750.00000000 0.027120757222 Long DBT CORP GB N 2 2030-01-23 Fixed 8.13000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDF4 1080000.00000000 PA USD 1100993.15000000 0.049704149688 Long DBT CORP US N 2 2055-08-15 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644YAU4 2616960.55000000 PA USD 2598427.50000000 0.117305570352 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UJ5 71970000.00000000 PA USD 73285701.56000000 3.308470611607 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 300000.00000000 PA 320078.89000000 0.014449907395 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PM7 1425000.00000000 PA USD 1477390.13000000 0.066696527739 Long DBT CORP US N 2 2034-08-15 Fixed 7.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 8295000.00000000 PA USD 8762092.61000000 0.395563190080 Long DBT CORP US N 2 2029-10-24 Fixed 6.48000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEY8 797000.00000000 PA USD 797064.95000000 0.035983362463 Long DBT CORP US N 2 2031-06-18 Fixed 5.60000000 N N N N N N Bank N/A 06541XAF7 2645000.00000000 PA USD 2552696.38000000 0.115241046668 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.44000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZK7 3600350.61000000 PA USD 3607946.81000000 0.162880148992 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 1874549.16000000 0.084626205028 Long DBT CORP PA N 2 2026-03-01 Fixed 7.63000000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 008281BF3 720000.00000000 PA USD 692691.98000000 0.031271462371 Long DBT NUSS XX N 2 2034-05-07 Fixed 5.75000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2H7 200000.00000000 PA USD 196224.80000000 0.008858535433 Long DBT CORP SA N 2 2025-11-24 Fixed 1.63000000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 69377FAB2 510000.00000000 PA USD 500412.92000000 0.022591056703 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 444054.98000000 0.020046787026 Long DBT NUSS OM N 2 2048-01-17 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNFT5 1391873.09000000 PA USD 1229496.01000000 0.055505389586 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L2PU1 2375887.28000000 PA USD 1918192.15000000 0.086596460436 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 255000.00000000 PA USD 191281.32000000 0.008635362864 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N FIEMEX ENERGIA - BANC AC N/A 05974EAA8 591578.95000000 PA USD 585071.58000000 0.026412957601 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N Sequoia Mortgage Trust N/A 81746DCB4 2774192.59000000 PA USD 2573521.65000000 0.116181199962 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.79000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAG0 545000.00000000 PA USD 557971.00000000 0.025189506497 Long DBT CORP MA N 2 2054-05-02 Fixed 7.50000000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346BA2 2930000.00000000 PA USD 2889196.88000000 0.130432304871 Long DBT CORP US N 2 2035-06-01 Fixed 5.10000000 N N N N N N ORLEN SA 259400VVMM70CQREJT74 68666UAA3 805000.00000000 PA USD 825972.16000000 0.037288373573 Long DBT CORP PL N 2 2035-01-30 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 4155000.00000000 PA USD 4094853.34000000 0.184861462002 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Freddie Mac - STACR 5493000ISM9M3KNO6J64 35564KFV6 8175770.67000000 PA USD 8290240.45000000 0.374261504060 Long ABS-MBS USGSE US N 2 2033-12-25 Floating 6.39000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CS7 460000.00000000 PA USD 476599.12000000 0.021515986726 Long DBT CORP GB N 2 2029-01-09 Fixed 6.30000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 2175000.00000000 PA USD 2198157.12000000 0.099235431692 Long DBT CORP US N 2 2035-01-23 Fixed 5.34000000 N N N N N N JP Morgan Mortgage Trust N/A 46592XBZ6 3034166.52000000 PA USD 2511178.46000000 0.113366727186 Long ABS-MBS CORP US N 2 2052-04-25 Variable 3.14000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBN0 1115000.00000000 PA USD 1133694.97000000 0.051180467825 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLH2 2005000.00000000 PA USD 1998891.01000000 0.090239596832 Long DBT UST US N 2 2026-08-31 Fixed 3.75000000 N N N N N N Canyon Capital CLO Ltd N/A 13887WAS9 2200000.00000000 PA USD 2187840.60000000 0.098769694140 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.32000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 1124000.00000000 PA USD 1019891.86000000 0.046042845657 Long DBT CORP US N 2 2031-02-15 Fixed 3.88000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 435000.00000000 PA USD 457466.01000000 0.020652225709 Long DBT CORP CA N 2 2029-03-01 Fixed 9.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W77 272746.17000000 PA USD 270560.77000000 0.012214420236 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Nigeria Government International Bonds 549300GSBZD84TNEQ285 000000000 546000.00000000 PA USD 460908.08000000 0.020807617377 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.38000000 N N N N N N Ford Credit Auto Owner Trust N/A 34531QAD1 4500000.00000000 PA USD 4556317.95000000 0.205694203832 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9XJ9 1970856.21000000 PA USD 2014022.65000000 0.090922712163 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAC4 3170000.00000000 PA USD 3159720.96000000 0.142645068744 Long DBT CORP US N 2 2032-02-15 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46654KAC1 6768455.32000000 PA USD 5517349.00000000 0.249079788170 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.50000000 N N N N N N ARDONAGH MIDCO 3 PLC 254900YP2E642AGM4G32 000000000 4650000.00000000 PA USD 4586062.50000000 0.207037016515 Long LON CORP GB N 2 2031-02-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3X8 8064496.90000000 PA USD 6428600.16000000 0.290218067786 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBL9 2505000.00000000 PA USD 2479881.81000000 0.111953845211 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N ATP TOW/ANDEAN TELECOM N/A 00193BAA0 1000000.00000000 PA USD 1001173.26000000 0.045197797623 Long DBT CORP XX N 2 2030-02-03 Fixed 7.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJX0 1015000.00000000 PA USD 1013731.25000000 0.045764725960 Long DBT UST US N 2 2031-01-31 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8DY0 3101270.27000000 PA USD 2864561.66000000 0.129320152028 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMLP9 9847441.14000000 PA USD 9677013.25000000 0.436867127751 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBD0 200000.00000000 PA USD 197391.60000000 0.008911210422 Long DBT NUSS SA N 2 2033-07-18 Fixed 4.88000000 N N N N N N CANACOL ENERGY LTD 549300X5MNRWPMSM9N14 134808AD6 785000.00000000 PA USD 410005.50000000 0.018509629006 Long DBT CORP CA N 2 2028-11-24 Fixed 5.75000000 N N N N N N TRUST FIBRAUNO N/A 898339AA4 530000.00000000 PA USD 495450.04000000 0.022367008324 Long DBT MX N 2 2030-01-15 Fixed 4.87000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAV2 3095000.00000000 PA USD 2922271.15000000 0.131925437201 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.06000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXLF7 8195414.42000000 PA USD 7461917.70000000 0.336867013498 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 2535000.00000000 PA USD 2595314.72000000 0.117165044424 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CC2 509000.00000000 PA USD 470061.50000000 0.021220846976 Long DBT NUSS BR N 2 2030-06-12 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB7L8 1174633.63000000 PA USD 1115089.28000000 0.050340517094 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 290391.00000000 0.013109652618 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWKJ2 9467152.03000000 PA USD 9062456.56000000 0.409123069841 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335AZ68 2423030.06000000 PA USD 2150124.16000000 0.097066991831 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPY85 8440708.59000000 PA USD 8367465.27000000 0.377747805508 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 16117LCE7 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-12-15 Floating 6.56000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RAG7 1485000.00000000 PA USD 1610707.28000000 0.072715107945 Long DBT CORP US N 2 2038-01-15 Fixed 6.30000000 N N N N N N AEROPUERTOS ARGENT 2000 549300349K24AVAQ7B24 00786PAE4 452543.00000000 PA USD 466028.78000000 0.021038790514 Long DBT CORP AR N 2 2031-08-01 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8LV7 6106139.98000000 PA USD 4919593.70000000 0.222094226172 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BE9 4275000.00000000 PA USD 4201897.80000000 0.189693966058 Long DBT CORP US N 2 2029-09-17 Fixed 4.20000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1660000.00000000 PA USD 1670541.00000000 0.075416291122 Long DBT CORP US N 2 2032-03-01 Fixed 6.38000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 2070000.00000000 PA USD 2000431.36000000 0.090309135673 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N PT SORIK MAR GEO POW 254900OW9VKG09S8C597 74390TAA7 666427.50000000 PA USD 652373.94000000 0.029451311269 Long DBT CORP ID N 2 2031-08-05 Fixed 7.75000000 N N N N N N YAPI VE KREDI BANKASI AS B85ZYWEZ5IZCZ2WNIO12 984848AN1 610000.00000000 PA USD 604217.20000000 0.027277283381 Long DBT CORP TR N 2 2031-01-22 Fixed 7.88000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 850000.00000000 PA USD 874186.75000000 0.039465013090 Long DBT CORP US N 2 2028-11-07 Fixed 6.80000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 3355000.00000000 PA USD 3293350.30000000 0.148677742715 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N MOVIDA EUROPE SA 549300YRJE0V6QKU7C86 62459LAC3 515000.00000000 PA USD 458793.93000000 0.020712174433 Long DBT CORP LU N 2 2029-04-11 Fixed 7.85000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 580000.00000000 PA USD 590921.03000000 0.026677030033 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 1630000.00000000 PA USD 1658964.90000000 0.074893690044 Long DBT CORP US N 2 2036-01-29 Fixed 5.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLYF9 4338472.33000000 PA USD 4471258.43000000 0.201854206177 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKJA9 6619367.33000000 PA USD 6127686.75000000 0.276633382746 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAB0 2545000.00000000 PA USD 2320350.05000000 0.104751810866 Long DBT CORP XX N 2 2029-09-15 Fixed 9.00000000 N N N N N N BMO 2022-C1 Mortgage Trust N/A 05609MCC7 2350000.00000000 PA USD 2085110.35000000 0.094131954366 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.37000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 28715000.00000000 PA USD 26280955.22000000 1.186449281912 Long DBT UST US N 2 2043-02-15 Fixed 3.88000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 07336UAB9 365000.00000000 PA USD 371915.99000000 0.016790084514 Long DBT CORP MX N 2 2039-01-08 Fixed 8.13000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCD0 34929.31000000 PA USD 34801.41000000 0.001571103772 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MN3S0 584568.20000000 PA USD 519072.79000000 0.023433453380 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 3.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46592EAC0 1249697.90000000 PA USD 1017918.06000000 0.045953738790 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 51609.00000000 PA USD 40061.49000000 0.001808569195 Long DBT NUSS LK N 2 2036-05-15 Variable 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXR8 3938347.63000000 PA USD 3364684.84000000 0.151898128468 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 1737586.24000000 0.078443037151 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 1239562.45000000 0.055959837318 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFSY6 7338201.52000000 PA USD 6148640.82000000 0.277579350695 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 25241856.84000000 1.139539361155 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XATH5 5603769.16000000 PA USD 5157284.93000000 0.232824756581 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJP6 1150000.00000000 PA USD 1188191.83000000 0.053640719360 Long DBT CORP US N 2 2027-10-26 Fixed 6.79000000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAD2 880942.05000000 PA USD 775747.44000000 0.035020987077 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAC1 520000.00000000 PA USD 537087.20000000 0.024246710876 Long DBT CORP CL N 2 2055-06-10 Fixed 8.15000000 N N N N N N CD Commercial Mortgage Trust N/A 12515BAE8 2650000.00000000 PA USD 2379614.94000000 0.107427314310 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPXE3 3766758.12000000 PA USD 3805448.94000000 0.171796349273 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2J8 806287.67000000 PA USD 792333.33000000 0.035769754278 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 000000000 440000.00000000 PA USD 372640.40000000 0.016822787881 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.60000000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAR1 895000.00000000 PA USD 900542.25000000 0.040654827684 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002KAA1 263224.50000000 PA USD 224146.30000000 0.010119046832 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 1120875.08000000 0.050601716058 Long DBT US N 2 2030-07-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ADA74 12713.27000000 PA USD 9733.51000000 0.000439417663 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 3.00000000 N Y N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DJ6 240000.00000000 PA USD 261514.32000000 0.011806019780 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 3808146.07000000 0.171918110751 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N SABLE INTL FINANCE LTD 2138009IE9A35LO5JS73 785712AK6 550000.00000000 PA USD 527255.93000000 0.023802879853 Long DBT CORP KY N 2 2032-10-15 Fixed 7.13000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BX1 500000.00000000 PA USD 516650.00000000 0.023324076935 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EK7 1285000.00000000 PA USD 1265856.97000000 0.057146898980 Long DBT CORP US N 2 2032-01-01 Fixed 5.38000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAF5 670000.00000000 PA USD 577956.26000000 0.026091737682 Long DBT CORP NL N 2 2031-07-13 Fixed 3.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQNZ6 5467276.98000000 PA USD 5108857.17000000 0.230638493540 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N SHINHAN FINANCIAL GROUP 988400EB8A6G49E5KO54 824596AC4 280000.00000000 PA USD 283472.64000000 0.012797324425 Long DBT CORP KR N 2 2028-07-24 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9LP8 1634811.18000000 PA USD 1321413.20000000 0.059654975594 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 10652978.42000000 PA USD 10821934.34000000 0.488554396867 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 2670000.00000000 PA USD 2952073.99000000 0.133270881376 Long DBT CORP US N 2 2034-10-20 Fixed 6.88000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 1765000.00000000 PA USD 1685542.38000000 0.076093525887 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163BBA8 4450000.00000000 PA USD 3738314.17000000 0.168765561427 Long ABS-MBS CORP US N 2 2054-01-15 Fixed 1.97000000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 600814AS6 461000.00000000 PA USD 466186.25000000 0.021045899470 Long DBT CORP LU N 2 2032-04-02 Fixed 7.38000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 1685000.00000000 PA USD 1399592.83000000 0.063184381778 Long DBT CORP US N 2 2036-11-03 Fixed 2.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED72 22381494.36000000 PA USD 20217934.16000000 0.912735220812 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N 3R LUX SARL N/A 88563PAA6 410000.00000000 PA USD 427691.50000000 0.019308060487 Long DBT CORP LU N 2 2031-02-05 Fixed 9.75000000 N N N N N N AZORRA SOAR TLB FINANCE LTD 254900W0D3E1W7DRS089 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP KY N 2 2029-10-18 Floating 7.80000000 N N N N N N Woodward Capital Management N/A 749350AA2 1209546.77000000 PA USD 985213.70000000 0.044477305984 Long ABS-MBS CORP US N 2 2051-03-25 Variable 2.50000000 N N N N N N CBAMR Ltd N/A 149918AL8 1450000.00000000 PA USD 1441597.25000000 0.065080664220 Long ABS-CBDO CORP US N 2 2038-01-20 Floating 7.20000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMC2 20340000.00000000 PA USD 20850883.64000000 0.941309618118 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAV0 545000.00000000 PA USD 488295.77000000 0.022044030014 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N Madison Park Funding Ltd N/A 55820YAW7 1450000.00000000 PA USD 1441181.10000000 0.065061877199 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 7.17000000 N N N N N N HONDURAS GOVERNMENT 5493002DW1JNBNG17615 438180AK7 300000.00000000 PA USD 297450.00000000 0.013428329980 Long DBT NUSS HN N 2 2034-11-27 Fixed 8.63000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 48129VAB2 200000.00000000 PA USD 200807.74000000 0.009065431485 Long DBT NUSS KZ N 2 2027-04-15 Fixed 5.50000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAL9 2640000.00000000 PA USD 2631604.64000000 0.118803346730 Long DBT CORP US N 2 2035-03-15 Fixed 5.50000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 645000.00000000 PA USD 648973.94000000 0.029297818844 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 165000.00000000 PA USD 144982.01000000 0.006545188339 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 5331781.56000000 0.240702377452 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 4350198.52000000 0.196388976999 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 565847.70000000 0.025545098787 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 1381.21000000 PA USD 1441.39000000 0.000065071307 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 306125.00000000 0.013819961389 Long DBT CORP TR N 2 2031-06-22 Fixed 6.80000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAD0 1740000.00000000 PA USD 1743731.20000000 0.078720450332 Long DBT CORP US N 2 2032-02-15 Fixed 8.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163PBN9 1600000.00000000 PA USD 1231778.24000000 0.055608420473 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.61000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 31580000.00000000 PA USD 31619475.00000000 1.427455855168 Long DBT UST US N 2 2044-11-15 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133D4R39 2149519.68000000 PA USD 1892462.96000000 0.085434920502 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 2627006.63000000 PA USD 2582271.10000000 0.116576192404 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N FannieMae Whole Loan N/A 31392DF49 4971.23000000 PA USD 4891.65000000 0.000220832712 Long ABS-MBS USGSE US N 2 2042-06-25 Variable 7.00000000 N N N N N N CIKARANG LISTRINDO PT 254900NPCIO562Z7FN53 74448QAA5 1220000.00000000 PA USD 1205075.02000000 0.054402908119 Long DBT CORP ID N 2 2035-03-12 Fixed 5.65000000 N N N N N N BLACKSTONE REG FINANCE 254900S2G1V55FTA4590 092914AA8 3275000.00000000 PA USD 3228817.88000000 0.145764437520 Long DBT CORP US N 2 2034-12-06 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08161YBG7 4825000.00000000 PA USD 4356430.26000000 0.196670307848 Long ABS-MBS CORP US N 2 2055-04-15 Variable 3.79000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAS6 3770000.00000000 PA USD 3774705.83000000 0.170408456768 Long DBT US N 2 2034-02-01 Fixed 5.40000000 N N N N N N TAV HAVALIMANLARI HOLDIN 789000PBM9TT5D88M597 87216EAA4 845000.00000000 PA USD 865060.30000000 0.039053001047 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 -21003.96000000 -0.00094822022 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Mexico Government International Bonds Mexico Government International Bonds Y buy protection 2026-06-20 0.00000000 USD -1380.43000000 USD 3900000.00000000 USD -19623.53000000 N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 200000.00000000 PA 208933.91000000 0.009432286057 Long DBT NUSS AL N 2 2035-02-14 Fixed 4.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 1850000.00000000 PA USD 1881014.10000000 0.084918063652 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N SAAVI ENERGIA SARL N/A 78518PAA3 580000.00000000 PA USD 586786.00000000 0.026490354802 Long DBT CORP LU N 2 2035-02-10 Fixed 8.88000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 2470000.00000000 PA USD 2442400.22000000 0.110261745165 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAG9 8000000.00000000 PA USD 7694551.20000000 0.347369213541 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.50000000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 00654GAA1 420000.00000000 PA USD 358647.70000000 0.016191089804 Long DBT CORP IN N 2 2030-02-12 Fixed 3.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 925000.00000000 PA USD 867665.00000000 0.039170589789 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WBK7 545000.00000000 PA USD 548145.89000000 0.024745953567 Long DBT CORP KY N 2 2035-05-26 Fixed 5.25000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DE5 900000.00000000 PA USD 878083.60000000 0.039640935725 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 88233FAK6 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-12-20 Floating 6.07000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AK1 2610000.00000000 PA USD 2587338.39000000 0.116804954355 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BQ4 760000.00000000 PA USD 727092.00000000 0.032824445461 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05962GAJ8 365000.00000000 PA USD 363630.92000000 0.016416056429 Long DBT CORP MX N 2 2028-01-10 Fixed 7.63000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 2020000.00000000 PA USD 2030636.88000000 0.091672758768 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CE0 81644.00000000 PA USD 32300.41000000 0.001458196550 Long DBT NUSS UA Y 2 2034-02-01 Variable 0.00000000 Y N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 654000.00000000 PA USD 454378.74000000 0.020512851427 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 7595000.00000000 PA USD 7638441.65000000 0.344836157388 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCG8 770000.00000000 PA USD 768700.39000000 0.034702849195 Long DBT CORP US N 2 2054-09-01 Fixed 6.45000000 N N N N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AU0 565000.00000000 PA USD 578127.15000000 0.026099452482 Long DBT CORP US N 2 2053-12-01 Fixed 6.20000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1030000.00000000 PA USD 896745.60000000 0.040483428561 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 1893148.60000000 PA USD 1893739.26000000 0.085492538849 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 5.69000000 N N N N N N Saudi Government International Bonds 635400FMICXSM3SI3H65 000000000 607000.00000000 PA USD 498043.50000000 0.022484089637 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 316268.54000000 0.014277889788 Long DBT CORP TH N 2 2027-06-10 Fixed 2.59000000 N N N N N N CD Commercial Mortgage Trust N/A 12515ABD1 11497975.98000000 PA USD 11170475.68000000 0.504289236757 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ68 18708656.93000000 PA USD 17927357.22000000 0.809327511964 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 1120000.00000000 PA USD 1134273.67000000 0.051206593139 Long DBT CORP US N 2 2032-03-01 Fixed 6.63000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8U9 1295000.00000000 PA USD 1285807.53000000 0.058047563639 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 05533UAG3 330000.00000000 PA USD 317650.10000000 0.014340260081 Long DBT CORP MX N 2 2034-09-13 Fixed 5.88000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CD2 21848.00000000 PA USD 11323.82000000 0.000511211940 Long DBT NUSS UA Y 2 2030-02-01 Variable 0.00000000 Y N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DQ5 300000.00000000 PA USD 199353.00000000 0.008999757494 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 583116.38000000 PA USD 543932.59000000 0.024555744850 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPCK2 4293397.08000000 PA USD 4324254.11000000 0.195217720994 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBS3 950000.00000000 PA USD 944913.70000000 0.042657969295 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 6.97000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 000000000 200000.00000000 PA 212347.79000000 0.009586405092 Long DBT NUSS MA N 2 2026-03-30 Fixed 1.38000000 N N N N N N MAZOON ASSETS CO SAOC 6354003TDIRN5Y6LJP91 57886LAD4 400000.00000000 PA USD 394792.00000000 0.017822818119 Long DBT CORP OM N 2 2031-10-09 Fixed 5.25000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 560000.00000000 PA USD 528444.00000000 0.023856515072 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAJ4 550000.00000000 PA USD 526597.50000000 0.023773155142 Long DBT CORP NL N 2 2034-10-15 Fixed 8.00000000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AF1 200000.00000000 PA USD 209752.40000000 0.009469236649 Long DBT CORP FR N 2 2031-04-15 Fixed 8.50000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAC5 5150000.00000000 PA USD 5049995.14000000 0.227981177143 Long DBT CORP US N 2 2030-03-15 Fixed 5.80000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFB9 300000.00000000 PA USD 302850.00000000 0.013672112068 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95000000 N N N N N N Morgan Stanley Capital I Trust N/A 61692BBP4 8415000.00000000 PA USD 7289967.51000000 0.329104351230 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.04000000 N N N N N N KOOKMIN BANK 549300XXMOJSIW8P4769 50050GAN8 512000.00000000 PA USD 452521.89000000 0.020429024247 Long DBT CORP KR N 2 2030-11-04 Fixed 2.50000000 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 05675M2C7 400000.00000000 PA USD 417496.00000000 0.018847786362 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBG8 8319000.00000000 PA USD 7025574.36000000 0.317168367156 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 2.03000000 N N N N N N Gaci First Investment Co. 558600TU1PWGNLZ3XM88 000000000 360000.00000000 PA USD 347088.96000000 0.015669272440 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 2729904.93000000 0.123241096709 Long DBT CORP US N 2 2025-09-01 Fixed 4.95000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAD5 3355000.00000000 PA USD 3241812.40000000 0.146351072930 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AQ2 690000.00000000 PA USD 466106.11000000 0.021042281563 Long DBT CORP CO N 2 2051-11-02 Fixed 5.88000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBT3 1565000.00000000 PA USD 1551847.99000000 0.070057915245 Long DBT CORP US N 2 2029-11-22 Fixed 5.60000000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 09581CAA9 1945000.00000000 PA USD 1976412.51000000 0.089224808749 Long DBT CORP US N 2 2029-09-15 Fixed 6.60000000 N N N N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 12644VAF5 485000.00000000 PA USD 478231.29000000 0.021589670765 Long DBT CORP LU N 2 2030-12-05 Fixed 8.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQPB5 4459436.53000000 PA USD 4479537.35000000 0.202227956621 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Holcim Finance Luxembourg SA 529900XU3Z9D2HLBR716 000000000 1800000.00000000 PA 1644512.78000000 0.074241251529 Long DBT CORP LU N 2 2031-04-23 Fixed 0.50000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05682NAL7 5200000.00000000 PA USD 5168243.60000000 0.233319483886 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 5.29000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 33800000.00000000 OU Notional Amount USD 1804249.41000000 0.081452534695 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S43 2I65BRAD3 Y sell protection 2029-12-20 0.00000000 USD -2827615.91000000 USD 33800000.00000000 USD 4631865.32000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DY71 4536349.08000000 PA USD 3875119.32000000 0.174941606804 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N Paraguay Government International Bonds 529900UXKJTJPCU0HK83 000000000 350000.00000000 PA USD 300055.00000000 0.013545932265 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123CT5 722000.00000000 PA USD 741866.55000000 0.033491440023 Long DBT NUSS TR N 2 2029-04-26 Fixed 7.63000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DM2 1920000.00000000 PA USD 1857954.57000000 0.083877045067 Long DBT CORP US N 2 2055-03-15 Fixed 5.95000000 N N N N N N GUARA NORTE SARL 549300U2I4L03BBA3485 400666AA1 674859.25000000 PA USD 632465.06000000 0.028552528246 Long DBT CORP LU N 2 2034-06-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6MU2 2625969.16000000 PA USD 2478129.41000000 0.111874733409 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 441343.00000000 PA USD 48547.73000000 0.002191679066 Long DBT CORP KY N 2 2026-09-30 Fixed 6.25000000 N N Y N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 1795000.00000000 PA USD 1835031.86000000 0.082842203198 Long DBT CORP US N 2 2035-01-23 Fixed 5.68000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAV2 200000.00000000 PA USD 200342.00000000 0.009044405732 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N AKBANK TAS 789000TUMN63Z28TJ497 00971YAL4 355000.00000000 PA USD 356065.00000000 0.016074494249 Long DBT CORP TR N 2 2030-01-20 Fixed 7.50000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12532BAD9 5695000.00000000 PA USD 5565533.29000000 0.251255059799 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEKE1 8858696.18000000 PA USD 7497411.96000000 0.338469395867 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 350758.46000000 0.015834931398 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 3383910.63000000 0.152766073508 Long DBT US N 2 2032-07-15 Fixed 5.00000000 N N N N N N QNB BANK AS 789000Q21SW842S9IJ58 000000000 475000.00000000 PA USD 518343.75000000 0.023400540993 Long DBT CORP TR N 2 2033-11-15 Fixed 10.75000000 N N N N N N SIRIUS XM RADIO LLC WP5O65E6BMU84LNO4227 82967NBG2 3490000.00000000 PA USD 3099963.53000000 0.139947329666 Long DBT CORP US N 2 2030-07-01 Fixed 4.13000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 1540000.00000000 PA USD 1321245.93000000 0.059647424218 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQPF7 4570532.01000000 PA USD 4521796.70000000 0.204135747835 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N KINGSTON AIRPORT REV FIN 254900SK2YRR95AVHU30 49647QAA6 1020000.00000000 PA USD 1027956.00000000 0.046406899894 Long DBT CORP KY N 2 2036-12-15 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGF1 818924.97000000 PA USD 782289.03000000 0.035316306052 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AL7 6144.00000000 PA USD 5766.13000000 0.000260310964 Long DBT NUSS GH N 2 2026-07-03 None 0.00000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAA0 400000.00000000 PA USD 397152.44000000 0.017929379784 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 3282807.33000000 0.148201782116 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DP2 225000.00000000 PA USD 221215.33000000 0.009986728687 Long DBT NUSS TR N 2 2032-02-12 Fixed 7.13000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 6365000.00000000 PA USD 5478039.80000000 0.247305180979 Long DBT CORP US N 2 2033-11-01 Fixed 3.88000000 N N N N N N JP Morgan Mortgage Trust N/A 46648HAC7 104428.05000000 PA USD 92524.66000000 0.004177010138 Long ABS-MBS CORP US N 2 2047-05-25 Variable 3.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GH5 3375000.00000000 PA USD 3389678.38000000 0.153026457607 Long DBT CORP US N 2 2054-12-01 Fixed 5.60000000 N N N N N N INSTRUCTURE HOLDINGS INC N/A 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-11-13 Floating 7.32000000 N N N N N N ICICI Bank Ltd/Dubai R7RX8ER1V4666J8D1I38 45112EAG4 445000.00000000 PA USD 441632.85000000 0.019937440377 Long DBT CORP IN N 2 2026-03-18 Fixed 4.00000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAE8 1645000.00000000 PA USD 1650563.16000000 0.074514394912 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818GG7 2285000.00000000 PA USD 2304689.62000000 0.104044823401 Long DBT CORP US N 2 2035-02-20 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5E54 770442.04000000 PA USD 730448.95000000 0.032975994401 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Aimco N/A 00889BAH4 1150000.00000000 PA USD 1150000.00000000 0.051916555649 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 7.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 4171000.00000000 PA USD 4322503.61000000 0.195138694968 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N Signal Peak CLO, LLC N/A 82666VAA2 4600000.00000000 PA USD 4610350.00000000 0.208133471598 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.85000000 N N N N N N FannieMae Whole Loan N/A 31394AB47 8734.68000000 PA USD 8971.82000000 0.000405031297 Long ABS-MBS USGSE US N 2 2044-05-25 Fixed 6.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AK9 1170000.00000000 PA USD 1163380.74000000 0.052520626895 Long DBT US N 2 2035-04-01 Fixed 5.63000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 592000.00000000 PA USD 603467.64000000 0.027243444621 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.13000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 1720000.00000000 PA USD 1688654.15000000 0.076234006218 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N FUTURE RETAIL LTD 335800XO19WYIUZC9H61 36118EAA0 905000.00000000 PA USD 135.75000000 0.000006128410 Long DBT CORP IN N 2 2025-01-22 None 0.00000000 Y N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 2625000.00000000 PA USD 2304027.99000000 0.104014954226 Long DBT CORP US N 2 2032-01-12 Fixed 2.72000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 059895AV4 550000.00000000 PA USD 485039.45000000 0.021897023998 Long DBT CORP TH N 2 2036-09-23 Fixed 3.47000000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 250000.00000000 PA 268118.53000000 0.012104165724 Long DBT NUSS AL N 2 2027-06-16 Fixed 3.50000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAD3 410000.00000000 PA USD 388473.31000000 0.017537561927 Long DBT CORP ID N 2 2029-07-30 Fixed 3.65000000 N N N N N N Canyon Capital CLO Ltd 2549001ZLWJBJYTM8I33 13876NAW3 3200000.00000000 PA USD 3193571.20000000 0.144173232108 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.33000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBA0 1475000.00000000 PA USD 1519289.28000000 0.068588057784 Long DBT CORP GB N 2 2030-06-05 Fixed 5.72000000 N N N N N N MA'ADEN SUKUK LTD 254900QDNU6I6VA8UL14 55407NAA0 1005000.00000000 PA USD 1016850.96000000 0.045905564740 Long DBT CORP KY N 2 2030-02-13 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJB6 454576.78000000 PA USD 414516.78000000 0.018713289979 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 2104801.34000000 0.095020900781 Long DBT CORP GB N 2 2031-01-31 Fixed 4.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCG6 1525000.00000000 PA USD 1503816.73000000 0.067889552130 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N TELECOMMUNICATIONS CO TE 254900OVY0XI1DFYC092 87945BAA8 815000.00000000 PA USD 812735.12000000 0.036690789639 Long DBT CORP RS N 2 2029-10-28 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 1820991.17000000 PA USD 1516993.65000000 0.068484421956 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 74362.00000000 PA USD 50194.35000000 0.002266015447 Long DBT NUSS LK N 2 2035-06-15 Variable 3.60000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GC51 3210000.00000000 PA USD 3197151.27000000 0.144334853764 Long DBT CORP US N 2 2056-01-28 Fixed 5.73000000 N N N N N N Sequoia Mortgage Trust N/A 81748RAB3 878522.53000000 PA USD 716825.36000000 0.032360959733 Long ABS-MBS CORP US N 2 2050-11-25 Variable 2.50000000 N N N N N N JSC KASPI.KZ 2549003YU6FARG8OAZ13 466281AA0 585000.00000000 PA USD 578865.37000000 0.026132779300 Long DBT CORP KZ N 2 2030-03-26 Fixed 6.25000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 1400000.00000000 PA USD 1412311.32000000 0.063758555860 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 30251GBE6 2295000.00000000 PA USD 2263469.00000000 0.102183925477 Long DBT CORP AU N 2 2032-04-15 Fixed 6.13000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAC3 475000.00000000 PA USD 466509.71000000 0.021060502017 Long DBT CORP ID N 2 2027-05-15 Fixed 4.13000000 N N N N N N Radnor Re LTD N/A 75049AAB8 415000.00000000 PA USD 418630.75000000 0.018899014459 Long ABS-MBS CORP US N 2 2034-09-25 Floating 7.24000000 N N N N N N Kingdom of Jordan 5493000JZ4MYPVMBVN50 418097AH4 244000.00000000 PA USD 239120.00000000 0.010795031988 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 351235.00000000 NS USD 351235.00000000 0.015856444716 Long STIV CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6ST9 3109638.21000000 PA USD 2898394.55000000 0.130847532129 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N HUTAMA KARYA PERSERO PT 2549009QN3GU8QCI7Q61 69375MAA1 300000.00000000 PA USD 281495.72000000 0.012708076706 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 218908.49000000 PA USD 217187.91000000 0.009804911492 Long ABS-MBS CORP US N 2 2045-05-25 Variable 5.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHE6 17754465.96000000 PA USD 17438193.05000000 0.787244278179 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPZH4 3708127.52000000 PA USD 3746203.91000000 0.169121742406 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 915000.00000000 PA USD 920753.98000000 0.041567282819 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N Cantor Commercial Real Estate Lending N/A 12529TAX1 3650000.00000000 PA USD 3311235.84000000 0.149485182396 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 17950808.41000000 PA USD 17201150.88000000 0.776543049474 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N FORWARDS JP MORGAN COC N/A 000000000 60000.00000000 NS USD 60000.00000000 0.002708689859 Long STIV CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBH1 4860000.00000000 PA USD 4579123.59000000 0.206723760596 Long DBT CORP US N 2 2028-12-01 Fixed 3.28000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 2746000.00000000 PA USD 2898350.72000000 0.130845553431 Long DBT CORP US N 2 2029-11-01 Fixed 6.41000000 N N N N N N BURGAN BANK 558600NC81HKXMFSTY52 000000000 510000.00000000 PA USD 481336.98000000 0.021729876615 Long DBT CORP KW N 2 2031-12-15 Fixed 2.75000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 4870000.00000000 PA USD 4840507.77000000 0.218523905228 Long DBT CORP US N 2 2025-09-20 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X83K1 4662228.95000000 PA USD 3740248.75000000 0.168852897714 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DL9 250000.00000000 PA USD 176337.50000000 0.007960726636 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBV8 2260000.00000000 PA USD 2174144.25000000 0.098151374734 Long DBT CORP US N 2 2034-11-22 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFJ0 2336455.74000000 PA USD 2309443.84000000 0.104259451859 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMYJ9 5785796.38000000 PA USD 5061161.31000000 0.228485272001 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N AL RAJHI SUKUK LTD 549300FHETHK3XGY8N60 000000000 645000.00000000 PA USD 653820.38000000 0.029516610559 Long DBT CORP KY N 2 2030-07-21 Fixed 6.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 3982000.00000000 PA USD 2928188.91000000 0.132192593476 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N TELECOM ARGENTINA SA 549300MKPIRSJD8SB782 879273AU4 615000.00000000 PA USD 634065.00000000 0.028624757267 Long DBT CORP AR N 2 2031-07-18 Fixed 9.50000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AN0 2080000.00000000 PA USD 2131839.84000000 0.096241549294 Long DBT CORP US N 2 2030-03-20 Fixed 6.30000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 22013070.02000000 NS USD 22013070.02000000 0.993776325833 Long STIV RF US N 1 N N N CT TRUST 213800MJB7WO427HQD34 12659BAA2 530000.00000000 PA USD 484632.00000000 0.021878629736 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 9942932.56000000 0.448872010060 Long DBT CORP US N 2 2029-09-17 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPAD9 4869813.59000000 PA USD 4439947.50000000 0.200440679534 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 3677972.71000000 0.166041456413 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N CIFC Funding Ltd N/A 12572VAG9 1450000.00000000 PA USD 1418603.15000000 0.064042599462 Long ABS-CBDO CORP KY N 2 2038-04-23 Floating 6.75000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HX1 42741.90000000 PA USD 33124.97000000 0.001495421172 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 974147.76000000 0.043977735993 Long DBT CORP US N 2 2041-04-22 Fixed 3.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPN95 4685460.28000000 PA USD 4629874.74000000 0.209014912686 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AZ2 394000.00000000 PA USD 392033.94000000 0.017698305967 Long DBT NUSS GT N 2 2037-02-06 Fixed 6.55000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 5670000.00000000 PA USD 5663315.13000000 0.255669404440 Long DBT CORP US N 2 2026-11-15 Fixed 6.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 13134MBW2 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-01-31 Floating 6.07000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKT1 1995689.10000000 PA USD 1888922.61000000 0.085275091999 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8S4 1445000.00000000 PA USD 1444692.06000000 0.065220378895 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N INTERNATIONAL CONTAINER 254900FU1MWK0I0Q4J61 000000000 585000.00000000 PA USD 575065.61000000 0.025961239777 Long DBT CORP PH N 2 2030-06-17 Fixed 4.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBN5 2205000.00000000 PA USD 1468109.35000000 0.066277548494 Long DBT CORP US N 2 2051-04-22 Fixed 3.11000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BB9 722000.00000000 PA USD 531868.52000000 0.024011114449 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 1595000.00000000 PA USD 1492882.10000000 0.067395910106 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CF7 68995.00000000 PA USD 37947.25000000 0.001713122188 Long DBT NUSS UA Y 2 2035-02-01 Variable 0.00000000 Y N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYX79 4225657.04000000 PA USD 4217867.04000000 0.190414894699 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERJN1 5485261.17000000 PA USD 4864711.76000000 0.219616590266 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 448948.70000000 PA USD 414072.61000000 0.018693237999 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLL71 5717825.56000000 PA USD 5961580.29000000 0.269134534682 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 6.00000000 N N N N N N Virgin Media Bristol LLC 213800IQ982XX69LE276 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-03-31 Floating 7.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFYA3 6714123.81000000 PA USD 6353396.23000000 0.286822999076 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Lightning Power LLC 254900BWCHJ03XRL8K59 53229LAB3 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-08-18 Floating 6.55000000 N N N N N N LD CELULOSE INTERNATIONA 529900EHUSQJVOTP9J45 50206BAA0 775000.00000000 PA USD 799083.13000000 0.036074472858 Long DBT CORP AT N 2 2032-01-26 Fixed 7.95000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 71568PAD1 758000.00000000 PA USD 649125.73000000 0.029304671378 Long DBT CORP ID N 2 2047-05-15 Fixed 5.25000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 1520000.00000000 PA USD 1509227.53000000 0.068133821781 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 1353000.00000000 PA USD 1306145.19000000 0.058965703863 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBK9 5667000.00000000 PA USD 5379259.21000000 0.242845747938 Long DBT CORP US N 2 2026-12-15 Fixed 4.13000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46639YAV9 660705.27000000 PA USD 621184.33000000 0.028043261597 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 423459.80000000 0.019117021106 Long DBT CORP US N 2 2026-10-21 Fixed 5.73000000 N N N N N N Indonesia Government International Bonds 529900FWX0GRR7WG5W79 455780DN3 200000.00000000 PA USD 193998.03000000 0.008758008278 Long DBT NUSS ID N 2 2032-09-20 Fixed 4.65000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 4498000.00000000 PA USD 4266314.32000000 0.192602038967 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 221597BT3 200000.00000000 PA USD 178706.00000000 0.008067652168 Long DBT NUSS CR N 2 2043-04-30 Fixed 5.63000000 N N N N N N Dominican Republic International Bonds 254900EHU7Q8FGVPI369 000000000 389000.00000000 PA USD 326818.35000000 0.014754159178 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ESAD0 627401.43000000 PA USD 641871.53000000 0.028977181745 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 4355000.00000000 PA USD 4355972.17000000 0.196649627453 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N AFRICA FINANCE CORP 213800LXFHRRXIJRXW97 00830YAF8 585000.00000000 PA USD 582062.93000000 0.026277132605 Long DBT NUSS XX N 2 2029-10-08 Fixed 5.55000000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 80414L2E4 400000.00000000 PA USD 348097.60000000 0.015714807323 Long DBT CORP SA N 2 2039-04-16 Fixed 4.25000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 3090000.00000000 PA USD 2965065.43000000 0.133857377739 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAK7 560000.00000000 PA USD 574388.64000000 0.025930678080 Long DBT CORP NL N 2 2028-03-01 Fixed 6.75000000 N N N N N N Fannie Mae - CAS N/A 20755JAC7 2590000.00000000 PA USD 2580536.14000000 0.116497867928 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.84000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLJ57 7065617.00000000 PA USD 5956685.37000000 0.268913554345 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N OVERSEA-CHINESE BANKING 5493007O3QFXCPOGWK22 69033CAD1 560000.00000000 PA USD 553092.55000000 0.024969269696 Long DBT CORP SG N 2 2030-09-10 Fixed 1.83000000 N N N N N N JPMorgan Securities LLC ZBUT11V806EZRVTWT807 000000000 722000.00000000 OU Notional Amount USD 21552.68000000 0.000972992096 N/A DCR US N 2 JPMorgan Securities LLC ZBUT11V806EZRVTWT807 Brazil Government International Bonds Brazil Government International Bonds Y buy protection 2029-12-20 20461.23000000 USD 0.00000000 USD 722000.00000000 USD 1091.45000000 N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAQ8 350000.00000000 PA USD 345891.00000000 0.015615190739 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.38000000 N N N N N N MEITUAN 21380033K525E5JLIA77 58533EAF0 605000.00000000 PA USD 598273.36000000 0.027008949728 Long DBT CORP KY N 2 2029-10-02 Fixed 4.63000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163RBQ8 5500000.00000000 PA USD 5228186.70000000 0.236025605005 Long ABS-MBS CORP US N 2 2055-05-15 Variable 4.44000000 N N N N N N MAF GLOBAL SECURITIES 54930037VUDNYTS17017 000000000 350000.00000000 PA USD 363125.00000000 0.016393216756 Long DBT CORP KY N 2 2027-06-30 Fixed 7.88000000 N N N N N N USI Inc 2549006D7UF7072T7I27 90351NAQ8 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2030-09-29 Floating 6.55000000 N N N N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 35671DBC8 1600000.00000000 PA USD 1500239.20000000 0.067728045142 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N JP Morgan Mortgage Trust N/A 46644VBR6 322071.89000000 PA USD 297052.09000000 0.013410366401 Long ABS-MBS CORP US N 2 2045-06-25 Variable 3.52000000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 800000.00000000 PA USD 755865.85000000 0.034123436056 Long DBT CORP BM N 2 2030-01-31 Fixed 8.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 580000.00000000 PA USD 420793.78000000 0.018996664083 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAC4 1670000.00000000 PA USD 1708646.61000000 0.077136562446 Long DBT CORP US N 2 2031-03-01 Fixed 5.30000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBQ7 3950000.00000000 PA USD 2930206.78000000 0.132283689876 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 2756036.34000000 0.124420794797 Long DBT CORP DE N 2 2029-11-20 Fixed 6.82000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBG2 5815000.00000000 PA USD 5975796.09000000 0.269776304570 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAQ8 520000.00000000 PA USD 527495.92000000 0.023813714161 Long DBT CORP HK N 2 2034-04-05 Fixed 5.38000000 N N N N N N JP Morgan Mortgage Trust N/A 46591TAC8 153465.91000000 PA USD 135413.99000000 0.006113241693 Long ABS-MBS CORP US N 2 2050-07-25 Variable 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWER0 5368869.07000000 PA USD 5010285.31000000 0.226188483579 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAD9 2240000.00000000 PA USD 2195200.00000000 0.099101933010 Long DBT CORP US N 2 2027-04-15 Fixed 7.88000000 N N N N N N Octagon Investment Partners 51 Ltd N/A 675943AA2 4650000.00000000 PA USD 4621393.20000000 0.208632014996 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.31000000 N N N N N N Towd Point Mortgage Trust N/A 89176EAA8 113767.10000000 PA USD 111969.15000000 0.005054828353 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46590LAT9 2080000.00000000 PA USD 2019858.67000000 0.091186178300 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 3468000.00000000 PA USD 3454249.73000000 0.155941520290 Long DBT CORP US N 2 2028-10-01 Fixed 4.63000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 3095000.00000000 PA USD 3134914.11000000 0.141525167693 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N Bank N/A 06540JBG6 5000000.00000000 PA USD 4410749.50000000 0.199122540758 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K0SW9 8865997.81000000 PA USD 7799257.18000000 0.352096147312 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 4789317.32000000 0.216212921014 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 2388163.80000000 0.107813251150 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QADH0 34133.89000000 PA USD 33194.63000000 0.001498565961 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 205000.00000000 0.009254690354 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 490492.16000000 0.022143185669 Long DBT CORP MA N 2 2051-06-23 Fixed 5.13000000 N N N N N N Peer Holding III BV 7245002S0K5Q59JCVQ03 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP NL N 2 2031-07-01 Floating 6.80000000 N N N N N N HAZINE MUSTESARLIGI VARL 6354003QFJP7RDXEOZ20 421790AL0 340000.00000000 PA USD 336300.87000000 0.015182245941 Long DBT NUSS TR N 2 2030-04-26 Fixed 6.50000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HT0 231767.00000000 PA USD 144814.04000000 0.006537605362 Long DBT NUSS AR N 2 2035-07-09 Variable 4.13000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 01609WAY8 460000.00000000 PA USD 321615.67000000 0.014519285068 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 1530966.76000000 0.069115235646 Long DBT CORP PR N 2 2028-03-13 Fixed 7.25000000 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 92858RAB6 1285000.00000000 PA USD 1115971.74000000 0.050380355602 Long DBT CORP GB N 2 2031-07-15 Fixed 4.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590KAE4 1590000.00000000 PA USD 1572920.06000000 0.071009210284 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91000000 N N N N N N UKG Inc 529900FKHWSTQ1GXK240 89841EAB1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-02-10 Floating 7.30000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 8995000.00000000 PA USD 8843446.48000000 0.399235896792 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEV4 1805000.00000000 PA USD 1833150.13000000 0.082757252815 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N SWAP CCPC JP MORGAN COC N/A 000000000 2400312.77000000 NS USD 2400312.77000000 0.108361714347 Long STIV CORP US N 1 N N N Ecuador Government International Bonds 5299003Y2U5XK0A35H71 000000000 572000.00000000 PA USD 338216.02000000 0.015268705064 Long DBT NUSS EC N 2 2030-07-31 Fixed 6.90000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCB1 2445000.00000000 PA USD 2466717.83000000 0.111359559558 Long DBT CORP US N 2 2031-02-11 Fixed 4.94000000 N N N N N N Republic of Angola 549300QHR2R3J8JSGK83 035198AB6 306000.00000000 PA USD 284863.05000000 0.012860094250 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2G4 1121227.61000000 PA USD 1091487.59000000 0.049275022788 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.50000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CL8 200000.00000000 PA USD 204781.51000000 0.009244826660 Long DBT NUSS XX N 2 2030-01-22 Fixed 5.00000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AM5 61952.00000000 PA USD 54164.63000000 0.002445253067 Long DBT NUSS GH N 2 2029-07-03 Variable 5.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 2160000.00000000 PA USD 2108826.19000000 0.095202601954 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QGPL5 3415605.06000000 PA USD 2872586.09000000 0.129682413564 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBM7 2450000.00000000 PA USD 2367747.18000000 0.106891546290 Long DBT CORP US N 2 2055-01-15 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46643UDP1 331597.97000000 PA USD 329988.69000000 0.014897283641 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.65000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8433.67000000 0.000380736606 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 268957.14000000 USD 256481.10000000 EUR 2025-04-04 8433.67000000 N N N Bank N/A 06541WBB7 1500000.00000000 PA USD 1416063.00000000 0.063927924819 Long ABS-MBS CORP US N 2 2060-06-15 Variable 3.90000000 N N N N N N Grupo Aeromexico SAB de CV N/A 000000000 74288.00000000 NS 1542788.73000000 0.069648936483 Long EC CORP MX N 3 N N N Cantor Commercial Real Estate Lending N/A 12528YAF0 6500000.00000000 PA USD 5893310.15000000 0.266052490749 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335B5H5 2254055.52000000 PA USD 2076664.01000000 0.093750645774 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 4574025.80000000 0.206493621728 Long DBT CORP US N 2 2026-02-04 Fixed 2.20000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46590MAR1 4995000.00000000 PA USD 4852786.86000000 0.219078242671 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.82000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89237NAD9 9500000.00000000 PA USD 9634539.00000000 0.434949634913 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.33000000 N N N N N N Bank N/A 06541TBF5 1977000.00000000 PA USD 1658051.38000000 0.074852449338 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 2.00000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 1022000.00000000 PA USD 875931.67000000 0.039543787209 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB5S5 6329075.16000000 PA USD 5544016.11000000 0.250283670344 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GG2 1745000.00000000 PA USD 1302994.64000000 0.058823472816 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448GC6 905000.00000000 PA USD 913189.51000000 0.041225786099 Long DBT CORP US N 2 2035-02-07 Fixed 5.00000000 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29365BAA1 2145000.00000000 PA USD 2067842.63000000 0.093352406064 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416YJD1 290098.36000000 PA USD 286003.09000000 0.012911561163 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N AEROPUERTOS DOMINICANOS 254900KJA5MXNPYB4W32 007866AE6 420000.00000000 PA USD 421633.80000000 0.019034586644 Long DBT CORP DO N 2 2034-06-30 Fixed 7.00000000 N N N N N N SUNAC CHINA HOLDINGS LTD 549300OLARYHDXP3WK18 000000000 747935.00000000 PA USD 82272.85000000 0.003714193909 Long DBT CORP KY N 2 2025-09-30 Fixed 6.00000000 N N Y N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 1650000.00000000 PA 1661498.81000000 0.075008082983 Long DBT CORP CH N 2 2028-11-05 Fixed 0.25000000 N N N N N N Argentina Republic Government International Bonds 549300KPBYGYF7HCHO27 040114HS2 936459.04000000 PA USD 683615.10000000 0.030861688158 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 2772416.03000000 0.125160253134 Long DBT CORP US N 2 2052-05-15 Fixed 3.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6Q38 2717156.65000000 PA USD 2532593.81000000 0.114333519542 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 11130.45000000 0.000502482284 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 2028-06-20 26648.80000000 USD 0.00000000 USD 674000.00000000 USD -15518.35000000 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DE9 2295000.00000000 PA USD 2302708.29000000 0.103955376593 Long DBT CORP US N 2 2034-06-25 Fixed 4.95000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36264PAH2 3271571.62000000 PA USD 2892720.35000000 0.130591371329 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N ACCESS BANK PLC 029200328C3N9YI2D660 00434G2B5 600000.00000000 PA USD 586608.00000000 0.026482319022 Long DBT CORP NG N 2 2026-09-21 Fixed 6.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMN8 55755000.00000000 PA USD 56303838.28000000 2.541827263774 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Fannie Mae - CAS N/A 20754TAD4 2480000.00000000 PA USD 2477993.43000000 0.111868594615 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.94000000 N N N N N N Citicorp Mortgage Securities, Inc. N/A 17310BAJ3 24812.51000000 PA USD 22159.14000000 0.001000370630 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQFW2 3953135.51000000 PA USD 4040796.88000000 0.182421092250 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 200000.00000000 PA USD 208364.90000000 0.009406598196 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AK5 250000.00000000 PA USD 230125.00000000 0.010388954233 Long DBT NUSS TT N 2 2030-06-26 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3N0 355213.26000000 PA USD 329350.14000000 0.014868456409 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.50000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBA1 2079000.00000000 PA USD 2018172.24000000 0.091110044702 Long DBT CORP US N 2 2033-04-15 Fixed 6.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJK7 1970000.00000000 PA USD 1971201.31000000 0.088989550005 Long DBT CORP US N 2 2029-02-01 Fixed 4.65000000 N N N N N N MIDCONTINENT COMMUNICATIONS 549300ZI9GDQBS28C408 59565TAM1 2024825.00000000 PA USD 2020613.36000000 0.091220248652 Long LON CORP US N 2 2031-08-16 Floating 6.82000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 3350000.00000000 PA 3308476.96000000 0.149360633225 Long DBT CORP US N 2 2029-10-26 Fixed 0.50000000 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAD3 2230000.00000000 PA USD 2224670.10000000 0.100432355694 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Diamond Infrastructure Funding LLC N/A 25265LAA8 9000000.00000000 PA USD 8525977.20000000 0.384903799799 Long ABS-O CORP US N 2 2049-04-15 Fixed 1.76000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325DZ5 520000.00000000 PA USD 403572.00000000 0.018219189736 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N FIDEIC IRR ADMIN 4323 N/A 171928AA2 464600.00000000 PA USD 478538.00000000 0.021603517136 Long DBT CORP MX N 2 2030-09-12 Fixed 11.00000000 N N Y N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 3769000.00000000 PA USD 3541768.27000000 0.159892529988 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 509534.22000000 0.023002836250 Long DBT CORP KY N 2 2027-02-01 Fixed 4.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 2015000.00000000 PA USD 2034245.08000000 0.091835650348 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYU64 5474714.55000000 PA USD 4677828.02000000 0.211179755407 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPR34 5925580.47000000 PA USD 5909615.77000000 0.266788605208 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EQ4 200000.00000000 PA USD 190850.00000000 0.008615890996 Long DBT NUSS CO N 2 2054-11-07 Fixed 8.38000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 1848000.00000000 PA USD 1897499.31000000 0.085662285671 Long DBT CORP US N 2 2028-07-21 Fixed 5.88000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CB4 792000.00000000 PA USD 557377.92000000 0.025162732001 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 210038.50000000 0.009482152585 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QCA6 4730000.00000000 PA USD 4754306.29000000 0.214632353982 Long DBT CORP US N 2 2034-11-17 Fixed 5.23000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 2195000.00000000 PA USD 2222599.43000000 0.100338875646 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46591XAC9 649426.82000000 PA USD 553207.87000000 0.024974475798 Long ABS-MBS CORP US N 2 2051-01-25 Variable 3.00000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDV8 1790000.00000000 PA USD 1777425.61000000 0.080241578777 Long DBT CORP US N 2 2055-05-15 Fixed 6.63000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PF2 4015000.00000000 PA USD 4067247.24000000 0.183615189283 Long DBT CORP US N 2 2030-02-13 Fixed 5.17000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163CBC2 4435000.00000000 PA USD 3816764.10000000 0.172307170259 Long ABS-MBS CORP US N 2 2054-03-15 Fixed 2.58000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8T2 615000.00000000 PA USD 616529.47000000 0.027833118729 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 975000.00000000 PA USD 942790.88000000 0.042562134945 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVKS3 2388338.73000000 PA USD 2325209.66000000 0.104971197139 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N TURKCELL ILETISIM HIZMET 7890003EX1LTLS2FFL84 900111AC9 600000.00000000 PA USD 605100.00000000 0.027317137237 Long DBT CORP TR N 2 2030-01-24 Fixed 7.45000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AP8 89088.00000000 PA USD 63501.93000000 0.002866783897 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVG1 9371957.86000000 PA USD 8273140.88000000 0.373489546862 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C92 2340000.00000000 PA USD 2403297.66000000 0.108496466702 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0DY5 8521402.68000000 PA USD 8625786.45000000 0.389409671523 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132ADXY9 3642053.33000000 PA USD 3536864.13000000 0.159671133417 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNDB7 1104816.07000000 PA USD 1103374.12000000 0.049811638176 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 316688.87000000 PA USD 295408.26000000 0.013336155973 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.79000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 1760000.00000000 PA USD 1801435.89000000 0.081325518810 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAD7 1220000.00000000 PA USD 1211830.88000000 0.054707900277 Long DBT CORP KY N 2 2031-11-29 Fixed 8.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB86 2775000.00000000 PA USD 2703977.73000000 0.122070617647 Long DBT CORP US N 2 2045-11-19 Fixed 5.56000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162WBC9 10340000.00000000 PA USD 8775601.43000000 0.396173043476 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.85000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAF3 2500000.00000000 PA USD 2530227.50000000 0.114226692877 Long ABS-O CORP US N 2 2031-03-17 Fixed 5.43000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMM0 13665000.00000000 PA USD 14117653.13000000 0.637339064663 Long DBT UST US N 2 2035-02-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5TL7 1056456.30000000 PA USD 1024361.88000000 0.046244643954 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 2316732.73000000 0.104588507566 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 2225109.01000000 0.100452170211 Long DBT CORP US N 2 2033-02-13 Fixed 4.81000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AW2 341000.00000000 PA USD 320892.48000000 0.014486636778 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 420666.48000000 0.018990917146 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 871742.73000000 0.039354678220 Long DBT CORP KZ N 2 2027-09-26 Fixed 4.38000000 N N N N N N TSMC GLOBAL LTD 549300N2ZLI21P85T117 872882AK1 395000.00000000 PA USD 346070.13000000 0.015623277532 Long DBT CORP VG N 2 2031-04-23 Fixed 2.25000000 N N N N N N FannieMae Grantor Trust N/A 31359VYH0 93.95000000 PA USD 93.92000000 0.000004240002 Long ABS-MBS USGSE US N 2 2039-01-19 Variable 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JLLH5 5341402.65000000 PA USD 5203344.96000000 0.234904128851 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 1631963.20000000 0.073674702861 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 7.34000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLMW3 2255436.54000000 PA USD 1815106.78000000 0.081942688829 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQSQ9 3172449.97000000 PA USD 3198509.17000000 0.144396155930 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N LATAM AIRLINES GROUP SA 549300HX3UUDPEFTG707 51817RAD8 790000.00000000 PA USD 783186.25000000 0.035356810897 Long DBT CORP CL N 2 2030-04-15 Fixed 7.88000000 N N N N N N MAGNERA CORP 549300LDQLQBT38QDY28 55939AAA5 1425000.00000000 PA USD 1385969.25000000 0.062569347561 Long DBT CORP US N 2 2031-11-15 Fixed 7.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 4235000.00000000 PA USD 4421467.01000000 0.199606380936 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAV4 2508000.00000000 PA USD 2536003.95000000 0.114487469736 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N ORYX FUNDING LTD 549300S728CF0BBRC295 67114NAA9 565000.00000000 PA USD 568645.95000000 0.025671425311 Long DBT CORP KY N 2 2031-02-03 Fixed 5.80000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AX7 660000.00000000 PA USD 669203.42000000 0.030211075300 Long DBT CORP MY N 2 2055-04-03 Fixed 5.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4PF7 3781691.55000000 PA USD 3590774.59000000 0.162104912022 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 638700.63000000 PA USD 521923.23000000 0.023562136013 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 1211138.74000000 0.054676653734 Long DBT CORP US N 2 2050-11-20 Fixed 2.88000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076DB5 890000.00000000 PA USD 902514.67000000 0.040743872251 Long DBT CORP US N 2 2027-06-25 Fixed 4.88000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAG4 3277000.00000000 PA USD 2775449.58000000 0.125297202236 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 1140846.63000000 0.051503328307 Long ABS-MBS USGSE US N 2 2050-11-25 Variable 3.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300DNBJ7A0SEFVK31 95000GAY0 2575000.00000000 PA USD 2485113.19000000 0.112190014977 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65000000 N N N N N N TURKIYE GARANTI BANKASI 5493002XSS7K7RHN1V37 900148AF4 505000.00000000 PA USD 506767.50000000 0.022877933143 Long DBT CORP TR N 2 2034-02-28 Fixed 8.38000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AW5 215000.00000000 PA USD 217850.04000000 0.009834803239 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAN5 2870000.00000000 PA USD 2878338.96000000 0.129942125908 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 4488963.87000000 0.202653515274 Long DBT CORP US N 2 2031-10-15 Fixed 2.63000000 N N N N N N INVERSIONES Y REPRESENTA 549300QJINFBX83IZ837 450047AJ4 690000.00000000 PA USD 662400.00000000 0.029903936054 Long DBT CORP AR N 2 2035-03-31 Fixed 8.00000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAL9 460000.00000000 PA USD 434974.21000000 0.019636837199 Long DBT CORP KY N 2 2030-06-18 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAE0 5361203.29000000 PA USD 5420746.64000000 0.244718690954 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 317158.00000000 0.014318044310 Long DBT CORP LU N 2 2046-11-30 Fixed 4.39000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AN3 11613.43000000 PA USD 8949.60000000 0.000404028179 Long DBT NUSS GH N 2 2030-01-03 None 0.00000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 1155000.00000000 PA USD 1143951.33000000 0.051643489464 Long DBT CORP US N 2 2025-10-15 Fixed 4.88000000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AH0 2005000.00000000 PA USD 1743280.13000000 0.078700086853 Long DBT CORP US N 2 2031-01-15 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CJA3 610741.19000000 PA USD 538646.48000000 0.024317104308 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 14070000.00000000 PA USD 9594194.27000000 0.433128278895 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N SEPLAT ENERGY PLC 029200711C4S4CB2E982 81733MAA3 635000.00000000 PA USD 632599.70000000 0.028558606546 Long DBT CORP NG N 2 2030-03-21 Fixed 9.13000000 N N N N N N Dryden Senior Loan Fund N/A 26248KAS1 1450000.00000000 PA USD 1436345.35000000 0.064843568082 Long ABS-CBDO CORP JE N 2 2038-04-15 Floating 7.01000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 1320000.00000000 PA USD 1318319.49000000 0.059515310579 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 06237MAC7 300000.00000000 PA USD 305727.60000000 0.013802020833 Long DBT NUSS PL N 2 2034-07-09 Fixed 5.75000000 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 000000000 1700000.00000000 PA 1619756.64000000 0.073123639773 Long DBT CORP LU N 2 2030-04-06 Fixed 0.63000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 1900000.00000000 PA USD 1904135.10000000 0.085961857289 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 472319AM4 750000.00000000 PA USD 763942.43000000 0.034488051895 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N OHA Credit Partners Ltd 549300LXLBAFTIMXZT54 67102QBT4 1450000.00000000 PA USD 1429050.40000000 0.064514238797 Long ABS-CBDO CORP KY N 2 2038-02-20 Floating 6.82000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNMY6 1115474.12000000 PA USD 1069330.68000000 0.048274752831 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QAJA9 1523489.79000000 PA USD 1480956.91000000 0.066857549419 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJQ4 795000.00000000 PA USD 811107.10000000 0.036617292952 Long DBT CORP US N 2 2030-01-23 Fixed 5.38000000 N N N N N N MEDCO MAPLE TREE PTE LTD 254900T5AQZNR0THA508 58407HAA7 655000.00000000 PA USD 675730.20000000 0.030505725680 Long DBT CORP SG N 2 2029-04-27 Fixed 8.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMD4 6613417.35000000 PA USD 5804597.47000000 0.262047571803 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 1616958.40000000 0.072997313701 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.84000000 N N N N N N JSW HYDRO ENERGY LTD 3358006ZP5KO7VUH2790 46653YAA6 420375.00000000 PA USD 376523.16000000 0.016998074425 Long DBT CORP IN N 2 2031-05-18 Fixed 4.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAY9 1960000.00000000 PA USD 1914499.58000000 0.086429759987 Long DBT CORP US N 2 2056-03-04 Fixed 5.61000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCV0 2520000.00000000 PA USD 2409385.73000000 0.108771311593 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAJ4 265000.00000000 PA USD 268438.11000000 0.012118593109 Long DBT US N 2 2027-02-01 Fixed 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMS7 79450000.00000000 PA USD 79437585.94000000 3.586196392271 Long DBT UST US N 2 2028-03-15 Fixed 3.88000000 N N N N N N Wellington Management CLO 213800VJVBC3KZIDZU56 94957LAG4 1300000.00000000 PA USD 1298958.70000000 0.058641270986 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 6.83000000 N N N N N N Trans Union LLC X8NPN6PWJOM1QCTYFV34 89334GBF0 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-06-24 Floating 6.07000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AB4N9 4378791.27000000 PA USD 4451478.37000000 0.200961238711 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 2094000.00000000 PA USD 2083443.83000000 0.094056719602 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AK6 324000.00000000 PA USD 267640.20000000 0.012082571597 Long DBT NUSS PY N 2 2033-01-29 Fixed 2.74000000 N N N N N N JEFFERIES FINANCE LLC 549300SKVB18YSSIDT75 000000000 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-10-21 Floating 7.32000000 N N N N N N Sequoia Mortgage Trust N/A 81733YEE5 2034145.06000000 PA USD 1938043.71000000 0.087492655757 Long ABS-MBS CORP US N 2 2045-05-25 Variable 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B0SH7 8275201.14000000 PA USD 6987802.11000000 0.315463145314 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAX7 1110000.00000000 PA USD 1123598.31000000 0.050724655816 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMVA9 1156614.79000000 PA USD 966131.90000000 0.043615861348 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 831011.21000000 PA USD 733146.93000000 0.033097794252 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 1334083.20000000 0.060226960603 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 8202876.85000000 PA USD 7269433.02000000 0.328177325150 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1435000.00000000 PA USD 1321020.39000000 0.059637242253 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 520509.86000000 0.023498329663 Long DBT NUSS EG N 2 2049-03-01 Fixed 8.70000000 N N N N N N Magnetite CLO Ltd 529900IK6R4NURGLMB37 55956CAJ0 1150000.00000000 PA USD 1150000.00000000 0.051916555649 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 0.00000000 N N N N N N Nissan Master Owner Trust Receivables N/A 65479VAB2 15000000.00000000 PA USD 15122202.00000000 0.682689253630 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.05000000 N N N N N N Alliance Laundry Systems LLC 549300YBOGK6MBI5ND34 01862LBA5 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-08-19 Floating 7.07000000 N N N N N N SITIOS LATINOAMERICA 984500D2C0CDC0BFDD35 82983PAA1 550000.00000000 PA USD 554438.50000000 0.025030032382 Long DBT CORP MX N 2 2029-11-25 Fixed 6.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8914.92000000 -0.00040246255 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 210000.00000000 EUR 218205.41000000 USD 2025-04-04 -8914.92000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEX9 1475000.00000000 PA USD 1486502.23000000 0.067107891953 Long DBT CORP US N 2 2026-10-16 Fixed 6.14000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJT8 2420000.00000000 PA USD 2439805.11000000 0.110144589362 Long DBT CORP US N 2 2031-02-12 Fixed 5.05000000 N N N N N N MEXICO GENERADORA DE ENE 635400GBINBYW1VUAD14 592838AA4 537130.80000000 PA USD 529968.27000000 0.023925327984 Long DBT CORP MX N 2 2032-12-06 Fixed 5.50000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 3870000.00000000 PA USD 3813844.44000000 0.172175362702 Long DBT CORP US N 2 2026-01-15 Fixed 2.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWT2 2098348.21000000 PA USD 1892286.85000000 0.085426970045 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480AM2 3475000.00000000 PA USD 3183376.89000000 0.143713011706 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095AL5 2335000.00000000 PA USD 2003881.59000000 0.090464895723 Long DBT CORP US N 2 2031-09-15 Fixed 2.20000000 N N N N N N Kazakhstan Government International Bonds 5493007OEK8EF02UO833 000000000 250000.00000000 PA USD 273528.00000000 0.012348375333 Long DBT NUSS KZ N 2 2045-07-21 Fixed 6.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 35805000.00000000 PA USD 35279114.06000000 1.592669642051 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKC48 392816.53000000 PA USD 313547.76000000 0.014155060635 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 2820000.00000000 PA USD 2535726.43000000 0.114474941143 Long DBT CORP DE N 2 2032-01-14 Fixed 3.73000000 N N N N N N AGL CLO Ltd. 254900ISUA07JPVCOS18 00120DAJ5 4250000.00000000 PA USD 4230887.75000000 0.191002712451 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 5.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BH0 1450000.00000000 PA USD 1428004.95000000 0.064467042134 Long DBT CORP CH N 2 2030-02-10 Fixed 7.00000000 N N N N N N Neuberger Berman CLO Ltd 549300LGCRX4YI1JNS93 64133WAL9 1000000.00000000 PA USD 996195.00000000 0.044973054917 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 5.67000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EM3 200000.00000000 PA USD 198378.00000000 0.008955741284 Long DBT NUSS CO N 2 2053-11-14 Fixed 8.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F5LN7 2239103.17000000 PA USD 2182243.16000000 0.098516998658 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 525.00000000 NC USD 580825.87000000 0.026221285741 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USM5 Comdty 2025-06-18 60991830.38000000 USD 580825.87000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPYT9 6294339.16000000 PA USD 5876159.76000000 0.265278239291 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.00000000 N N N N N N JEFFERIES FIN LLC / JFIN N/A 47232MAF9 2550000.00000000 PA USD 2397369.50000000 0.108228840920 Long DBT CORP US N 2 2028-08-15 Fixed 5.00000000 N N N N N N Ballyrock Ltd 2549009NE3IA6DAH4G62 05875YAQ9 1350000.00000000 PA USD 1351223.10000000 0.061000738492 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 6.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4W69 46870.57000000 PA USD 46263.96000000 0.002088578655 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N METROPOLITAN BANK & TRUS 549300SQYI82RVWFN715 000000000 465000.00000000 PA USD 472965.68000000 0.021351955692 Long DBT CORP PH N 2 2029-03-06 Fixed 5.38000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 103261.00000000 PA USD 80930.81000000 0.003653607740 Long DBT NUSS LK N 2 2038-02-15 Variable 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9T29 173644.19000000 PA USD 163598.51000000 0.007385627085 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 300000.00000000 PA USD 305964.46000000 0.013812713838 Long DBT NUSS XX N 2 2029-01-24 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46645GAY4 270468.37000000 PA USD 255953.71000000 0.011554986981 Long ABS-MBS CORP US N 2 2045-10-25 Variable 3.50000000 N N N N N N GDZ ELEKTRIK DAGITIM AS 984500B63B5766038A64 36270TAA1 535000.00000000 PA USD 517039.32000000 0.023341652721 Long DBT CORP TR N 2 2029-10-15 Fixed 9.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 500000.00000000 PA USD 495682.04000000 0.022377481925 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBE8 2400000.00000000 PA USD 2231004.00000000 0.100718298539 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.13000000 N N N N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BC4 7555000.00000000 PA USD 4634428.82000000 0.209220505858 Long DBT CORP US N 2 2051-05-15 Fixed 2.85000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 1490000.00000000 PA USD 1459910.58000000 0.065907416408 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPNP9 830282.74000000 PA USD 855274.88000000 0.038611239915 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 2745000.00000000 PA USD 2763445.11000000 0.124755262467 Long DBT CORP US N 2 2055-11-15 Fixed 5.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329QHG9 247012.31000000 PA USD 240118.04000000 0.010840088335 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 3245858.72000000 0.146533743362 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 1365151.84000000 0.061629549105 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 241383.25000000 0.010897206027 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.38000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFR1 5246000.00000000 PA USD 5436250.54000000 0.245418611899 Long DBT CORP US N 2 2035-04-19 Fixed 5.83000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBF4 1585000.00000000 PA USD 1602067.93000000 0.072325085949 Long DBT CORP US N 2 2026-04-30 Fixed 5.44000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEE2 2245000.00000000 PA USD 2289866.30000000 0.103375627124 Long DBT CORP US N 2 2028-04-22 Fixed 5.57000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 2275000.00000000 PA USD 2273076.83000000 0.102617669339 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N Bank 549300664283JRAXM588 06540GAV0 5750000.00000000 PA USD 5977414.80000000 0.269849380960 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 5.72000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQQY4 4093647.88000000 PA USD 4106409.09000000 0.185383144382 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 2800000.00000000 PA USD 2775817.24000000 0.125313800185 Long DBT US N 2 2030-02-15 Fixed 4.95000000 N N N N N N MIDCONTINENT COMMUNICATI 549300ZI9GDQBS28C408 59565XAD2 2695000.00000000 PA USD 2724947.14000000 0.123017278117 Long DBT CORP US N 2 2032-08-15 Fixed 8.00000000 N N N N N N Deutsche Bank Commercial Mortgage Trust N/A 23312LAS7 1790000.00000000 PA USD 1754089.56000000 0.079188076744 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 1549995.31000000 0.069974276319 Long DBT CORP US N 2 2049-04-01 Fixed 4.20000000 N N N N N N Charter Communications Operating LLC 549300TPZNMN50BJ3745 16117LCB3 2468750.00000000 PA USD 2454604.06000000 0.110812685459 Long LON CORP US N 2 2030-12-07 Floating 6.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPB0 8270379.70000000 PA USD 7925872.73000000 0.357812184919 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 615000.00000000 PA USD 550217.36000000 0.024839469730 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 3723626.29000000 0.168102479567 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 3060000.00000000 PA USD 3009993.48000000 0.135885646964 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N PRP Advisors, LLC N/A 69380XAA0 4576718.16000000 PA USD 4439661.01000000 0.200427745991 Long ABS-MBS CORP US N 2 2064-12-25 Variable 4.20000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAP4 1650000.00000000 PA USD 1583298.40000000 0.071477738689 Long DBT CORP US N 2 2055-02-15 Fixed 5.55000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 1005000.00000000 PA USD 1030562.79000000 0.046524582988 Long DBT CORP CH N 2 2035-02-08 Fixed 5.70000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 1120000.00000000 PA USD 1046398.21000000 0.047239470348 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 8940000.00000000 PA USD 8868903.40000000 0.400385145144 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 1522932.98000000 0.068752552005 Long DBT CORP US N 2 2034-10-23 Fixed 6.25000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 2595000.00000000 PA USD 2496581.98000000 0.112707771563 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320WAL0 818357.45000000 PA USD 818508.03000000 0.036951406686 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.57000000 N N N N N N AIRPORT AUTHORITY HK 254900748HGC4RBR4O84 00946AAM6 335000.00000000 PA USD 341167.54000000 0.015401950935 Long DBT NUSS HK N 2 2030-07-15 Fixed 4.88000000 N N N N N N BANC CREDITO INVERSIONES 549300E9E5Y3PKW24142 05890MAC7 550000.00000000 PA USD 584145.65000000 0.026371156648 Long DBT CORP CL N 2 2029-05-08 Fixed 8.75000000 N N N N N N GreenState Auto Receivables Trust N/A 39573AAB8 3140158.68000000 PA USD 3149768.51000000 0.142195767071 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.53000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807CM2 2775000.00000000 PA USD 2599092.92000000 0.117335610625 Long DBT CORP US N 2 2054-06-01 Fixed 5.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWX3 3391566.12000000 PA USD 3058511.55000000 0.138075987034 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 3316388.78000000 0.149717811001 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 392600.00000000 0.017723860650 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5YV9 1113711.71000000 PA USD 1017505.91000000 0.045935132347 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 4257519.40000000 0.192204993790 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYSZ3 2593947.84000000 PA USD 2322358.65000000 0.104842488774 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 2.50000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 2300000.00000000 PA USD 2318148.82000000 0.104652436710 Long DBT CORP US N 2 2029-07-15 Fixed 5.38000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163NBP9 3150000.00000000 PA USD 2410784.15000000 0.108834443028 Long ABS-MBS CORP US N 2 2055-01-15 Variable 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378WRW5 782025.16000000 PA USD 721441.91000000 0.032569373102 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHBG1 515635.51000000 PA USD 452683.08000000 0.020436301142 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7RS6 599233.54000000 PA USD 613305.46000000 0.027687571342 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QJA3 11000000.00000000 PA USD 11190074.50000000 0.505174022174 Long ABS-O CORP US N 2 2029-04-15 Fixed 5.29000000 N N N N N N STATE OIL CO OF THE AZER 2549002HARR1VE257O76 000000000 200000.00000000 PA USD 208511.20000000 0.009413202885 Long DBT CORP AZ N 2 2030-03-18 Fixed 6.95000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAD3 1925000.00000000 PA USD 1378083.38000000 0.062213341293 Long DBT CORP US N 2 2051-05-25 Fixed 3.95000000 N N N N N N GEORGIA GLOBAL UTILITIES 213800JCP8ERP6FTOL26 373196AB0 470000.00000000 PA USD 478620.46000000 0.021607239779 Long DBT CORP GE N 2 2029-07-25 Fixed 8.88000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBL1 535000.00000000 PA USD 550049.55000000 0.024831893976 Long DBT CORP CL N 2 2035-01-13 Fixed 6.33000000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 283837AD4 835000.00000000 PA USD 846152.47000000 0.038199410257 Long DBT CORP MX N 2 2037-01-22 Fixed 6.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9PY4 1977541.31000000 PA USD 1684498.16000000 0.076046384752 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 573683.32000000 0.025898836528 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N GEORGIAN RAILWAY JSC 2138005UZV4ZT2B2ZO19 000000000 240000.00000000 PA USD 211800.00000000 0.009561675205 Long DBT CORP GE N 2 2028-06-17 Fixed 4.00000000 N N N N N N DaVita Inc M2XHYMU3TZNEZURC6H66 23918VBB9 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-05-09 Floating 6.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQUN3 3082960.14000000 PA USD 3108580.56000000 0.140336344029 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5GE9 2372976.29000000 PA USD 2099286.86000000 0.094771950514 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BN7 3015000.00000000 PA USD 2997493.40000000 0.135321332965 Long DBT CORP CH N 2 2029-09-10 Fixed 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET67 5115491.40000000 PA USD 5115377.17000000 0.230932837838 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Woodward Capital Management N/A 74939KAA4 2442254.63000000 PA USD 1989292.84000000 0.089806289070 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAE2 375000.00000000 PA USD 336959.10000000 0.015211961623 Long DBT CORP IN N 2 2029-07-03 Fixed 4.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAW1 1700000.00000000 PA USD 1692869.96000000 0.076424328248 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 1120000.00000000 PA USD 1144410.40000000 0.051664214102 Long DBT CORP US N 2 2030-12-15 Fixed 6.88000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CB5 1830000.00000000 PA USD 1836224.71000000 0.082896054210 Long DBT CORP CA N 2 2031-07-01 Fixed 7.25000000 N N N N N N AON NORTH AMERICA INC N/A 03740MAF7 610000.00000000 PA USD 601585.09000000 0.027158457219 Long DBT CORP US N 2 2054-03-01 Fixed 5.75000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61772MAE9 1206369.42000000 PA USD 985641.58000000 0.044496622555 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 132870.00000000 0.005998393694 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BA1 296000.00000000 PA USD 278814.24000000 0.012587021745 Long DBT NUSS ZA N 2 2029-09-30 Fixed 4.85000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JBH0 2135000.00000000 PA USD 2045820.09000000 0.092358202218 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 516621.85000000 0.023322806108 Long DBT CORP LU Y 2 2026-04-03 Fixed 6.95000000 Y N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 239.00000000 NC USD 290586.95000000 0.013118498748 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 25558756.80000000 USD 290586.95000000 N N N ARDAGH METAL PACKAGING N/A 03969YAA6 2699000.00000000 PA USD 2419025.20000000 0.109206483837 Long DBT CORP XX N 2 2028-09-01 Fixed 3.25000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LQ58 2019000.00000000 PA USD 2051578.58000000 0.092618168276 Long DBT CORP CA N 2 2084-05-26 Fixed 7.70000000 N N N N N N REPUBLIC OF SRI LANKA 254900IG6Y30I2QE2R92 000000000 56145.00000000 PA USD 49477.78000000 0.002233666016 Long DBT NUSS LK N 2 2030-01-15 Variable 3.10000000 N N N N N N Bank N/A 06541LBU9 3200000.00000000 PA USD 2664750.08000000 0.120299692017 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39000000 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 759470BB2 700000.00000000 PA USD 607816.17000000 0.027439758273 Long DBT CORP IN N 2 2032-01-12 Fixed 2.88000000 N N N N N N Sequoia Mortgage Trust 5493007E0SBYHIR7SU85 81745QCB6 190559.94000000 PA USD 184006.11000000 0.008306924738 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.94000000 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AP4 500000.00000000 PA USD 471834.90000000 0.021300906820 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 953097.10000000 0.043027407505 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFU74 7037294.09000000 PA USD 5925262.57000000 0.267494977350 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MRK67 1842667.55000000 PA USD 1597586.00000000 0.072122749977 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 1120000.00000000 PA USD 1115155.22000000 0.050343493945 Long DBT CORP CA N 2 2032-06-01 Fixed 7.00000000 N N N N N N USIMINAS INTERNATIONAL 529900KLYX6QPXVIVP43 91734JAB6 705000.00000000 PA USD 711697.50000000 0.032129463360 Long DBT CORP LU N 2 2032-01-27 Fixed 7.50000000 N N N N N N Towd Point Mortgage Trust N/A 89173UAC1 1505000.00000000 PA USD 1381417.68000000 0.062363867703 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 12559251.38000000 0.566985281030 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 545013.98000000 0.024604564019 Long DBT CORP CL N 2 2050-01-30 Fixed 3.70000000 N N N N N N MISC CAPITAL TWO LABUAN 9845000ED8376T875113 60475DAB7 595000.00000000 PA USD 584546.55000000 0.026389255211 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 2899103.82000000 0.130879552003 Long DBT CORP US N 2 2029-08-21 Fixed 6.21000000 N N N N N N STAR ENERGY GEOTHERMAL N/A 85511XAC4 573650.00000000 PA USD 576933.00000000 0.026045542783 Long DBT CORP VG N 2 2033-04-24 Fixed 6.75000000 N N N N N N FORWARDS JP MORGAN BOC N/A 000000000 70000.00000000 NS USD 70000.00000000 0.003160138169 Long STIV CORP US N 1 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EL5 895000.00000000 PA USD 874180.33000000 0.039464723260 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAX8 420000.00000000 PA USD 381238.20000000 0.017210934109 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.34000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAN0 14587500.00000000 PA USD 13467836.44000000 0.608003200012 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGTC3 5077145.44000000 PA USD 5061346.12000000 0.228493615217 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 5.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61690VAZ1 1970000.00000000 PA USD 1947362.73000000 0.087913361340 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53000000 N N N N N N Verus Securitization Trust 213800W65K5FH3AI2J91 92539YAA0 2117589.65000000 PA USD 2149889.03000000 0.097056376927 Long ABS-MBS CORP US N 2 2068-10-25 Variable 7.07000000 N N N N N N OFSI Fund LTD N/A 67629HAL6 1300000.00000000 PA USD 1274760.50000000 0.057548847337 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 7.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BWY73 750775.29000000 PA USD 650397.53000000 0.029362086574 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 2.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAS1 985000.00000000 PA USD 995394.71000000 0.044936925960 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N TBC BANK JSC 2138001MSA39Q44QTA18 48128XAD5 650000.00000000 PA USD 652427.67000000 0.029453736901 Long DBT CORP GE N 2 2029-07-30 Fixed 10.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KVBU3 447674.98000000 PA USD 360649.70000000 0.016281469756 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N DRAGON BUYER INC 2549006V6EIUFGF2Y127 26143FAB5 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-09-30 Floating 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A0K78 923570.94000000 PA USD 815340.79000000 0.036808422171 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 1755000.00000000 PA USD 1804018.59000000 0.081442114365 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 643045.50000000 PA USD 620446.95000000 0.028009972701 Long DBT CORP NL N 2 2034-06-01 Fixed 6.75000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAD5 480000.00000000 PA USD 510662.40000000 0.023053767745 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DF4 475000.00000000 PA USD 477730.78000000 0.021567075326 Long DBT CORP GB N 2 2032-01-16 Fixed 7.63000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJU5 1295000.00000000 PA USD 1302775.40000000 0.058813575263 Long DBT CORP US N 2 2036-02-12 Fixed 5.42000000 N N N N N N UWM HOLDINGS LLC N/A 903522AA8 2465000.00000000 PA USD 2444865.63000000 0.110373045682 Long DBT CORP US N 2 2030-02-01 Fixed 6.63000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAS4 375000.00000000 PA USD 324669.30000000 0.014657140679 Long DBT CORP KY N 2 2031-08-08 Fixed 3.25000000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 556000.00000000 PA USD 90350.00000000 0.004078835480 Long DBT NUSS VE N 2 2019-10-13 None 0.00000000 Y N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CY2 1715000.00000000 PA USD 1736443.59000000 0.078391452410 Long DBT CORP US N 2 2055-02-12 Fixed 5.50000000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 105756CF5 200000.00000000 PA USD 194595.13000000 0.008784964257 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 2500484.90000000 PA USD 2038286.02000000 0.092018077901 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 525000.00000000 PA USD 422817.32000000 0.019088016455 Long DBT CORP ID N 2 2052-04-27 Fixed 4.81000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMY6 8990794.34000000 PA USD 8981327.93000000 0.405460531551 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.50000000 N N N N N N SILKNET JSC 635400QGWS2BG73SGG55 47972FAA9 585000.00000000 PA USD 589406.89000000 0.026608674439 Long DBT CORP GE N 2 2027-01-31 Fixed 8.38000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 985000.00000000 PA USD 975437.41000000 0.044035957025 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 440000.00000000 PA USD 389954.40000000 0.017604425485 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DS4 344000.00000000 PA USD 252220.80000000 0.011386465390 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.10000000 N N N N N N CHILE ELECTRICITY LUX N/A 168829AA7 590550.00000000 PA USD 605313.75000000 0.027326786945 Long DBT CORP LU N 2 2033-01-20 Fixed 6.01000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDT3 2160000.00000000 PA USD 2236363.15000000 0.100960236460 Long DBT CORP US N 2 2055-02-01 Fixed 6.88000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAA1 452000.00000000 PA USD 402232.99000000 0.018158740355 Long DBT NUSS NG N 2 2032-02-16 Fixed 7.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 1565000.00000000 PA USD 1477213.28000000 0.066688543875 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N JANNEY MONTGOMERY SCOTT LLC N/A 48171UAD7 325714.29000000 PA USD 325867.38000000 0.014711227798 Long LON CORP US N 2 2031-11-28 None 0.00000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAB9 1790000.00000000 PA USD 1764726.02000000 0.079668257933 Long DBT CORP US N 2 2029-10-04 Fixed 4.05000000 N N N N N N GS Mortgage Securities Trust N/A 36260JAD9 820000.00000000 PA USD 754774.66000000 0.034074174468 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.57000000 N N N N N N SHINHAN BANK 5493003P813VL21KG928 824589AH8 410000.00000000 PA USD 419663.77000000 0.018945649973 Long DBT CORP KR N 2 2034-04-15 Fixed 5.75000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154DW6 300000.00000000 PA USD 307429.04000000 0.013878832055 Long DBT NUSS KR N 2 2033-01-11 Fixed 5.13000000 N N N N N N HTA GROUP LTD 213800WEFU8O8X6EPU13 40435WAC4 600000.00000000 PA USD 608700.00000000 0.027479658629 Long DBT CORP MU N 2 2029-06-04 Fixed 7.50000000 N N N N N N CENTRAL AMERICAN BANK 549300OLDAMXBPSHIC05 15238PAK2 400000.00000000 PA USD 403881.40000000 0.018233157546 Long DBT NUSS XX N 2 2028-01-24 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M5MR3 2138596.80000000 PA USD 2121605.93000000 0.095779541157 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 200000.00000000 PA USD 172010.80000000 0.007765398496 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF5E7 3781304.59000000 PA USD 3729141.91000000 0.168351481300 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 5464788.64000000 0.246706959600 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 600000.00000000 PA USD 602987.26000000 0.027221757947 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 1145476.42000000 0.051712339394 Long ABS-MBS CORP US N 2 2055-02-15 Variable 3.27000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 2422068.46000000 PA USD 2431533.90000000 0.109771186985 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 5.99000000 N N N N N N 200 PARK FUNDING TRUST N/A 901928AA9 1985000.00000000 PA USD 1969702.56000000 0.088921889190 Long DBT CORP US N 2 2055-02-15 Fixed 5.74000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BAR9 200000.00000000 PA USD 157581.01000000 0.007113968065 Long DBT CORP CL N 2 2042-07-17 Fixed 4.25000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DJ6 679000.00000000 PA USD 705521.93000000 0.031850668296 Long DBT CORP US N 2 2028-10-27 Fixed 6.36000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAZ7 251000.00000000 PA USD 249188.32000000 0.011249564593 Long DBT CORP US N 2 2030-04-15 Fixed 6.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 9895000.00000000 PA USD 9708466.58000000 0.438287083018 Long DBT CORP US N 2 2035-10-25 Fixed 5.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 22767636.80000000 PA USD 18282885.23000000 0.825377763891 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N Egypt Government International Bonds 529900GFIVH4086NMH82 000000000 284000.00000000 PA USD 265540.00000000 0.011987758423 Long DBT NUSS EG N 2 2027-09-30 Fixed 5.80000000 N N N N N N AXIS BANK GANDHINAGAR 549300HVNWMJPOFVNI41 000000000 590000.00000000 PA USD 569736.73000000 0.025720668390 Long DBT CORP IN N 2 2026-09-08 Fixed 4.10000000 N N N N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BU0 1495000.00000000 PA USD 1517542.24000000 0.068509187959 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N Bank N/A 06540BBD0 6160000.00000000 PA USD 5577308.97000000 0.251786670882 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NRNY8 5519551.51000000 PA USD 5590226.88000000 0.252369847746 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 1533215.25000000 0.069216743347 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N ENGIE ENERGIA CHILE SA 5493000FIKCC3ZDWTO77 29287TAB5 620000.00000000 PA USD 639051.36000000 0.028849865647 Long DBT CORP CL N 2 2034-04-17 Fixed 6.38000000 N N N N N N BENIN INTL GOV BOND 635400Q11P6AE5A5Y230 08205QAA6 200000.00000000 PA USD 186850.00000000 0.008435311672 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 3138699.42000000 PA USD 2497636.60000000 0.112755382205 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 422045.00000000 0.019053150199 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 502232.96000000 0.022673222101 Long DBT CORP US N 2 2033-01-31 Fixed 5.35000000 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2D8 880000.00000000 PA USD 849460.39000000 0.038348745747 Long DBT CORP PE N 2 2031-09-30 Fixed 3.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 3400000.00000000 PA USD 3306001.22000000 0.149248866361 Long DBT CORP US N 2 2035-10-23 Fixed 5.02000000 N N N N N N FannieMae Grantor Trust N/A 31393XFT9 1255.32000000 PA USD 1295.23000000 0.000058472939 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 -0.00315788092 Short STIV CORP US N 1 N N N JANNEY MONTGOMERY SCOTT LLC N/A 48171UAB1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2031-11-28 Floating 7.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D9RQ9 3682802.06000000 PA USD 3140527.43000000 0.141778580076 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N Republic of Azerbaijan 549300P74FF45UQVU281 000000000 413000.00000000 PA USD 361635.19000000 0.016325959536 Long DBT NUSS AZ N 2 2032-09-01 Fixed 3.50000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 2620000.00000000 PA USD 2442900.89000000 0.110284347827 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 1749000.00000000 PA USD 1726585.80000000 0.077946424147 Long DBT CORP US N 2 2026-08-01 Fixed 4.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9FX4 1680010.61000000 PA USD 1719536.29000000 0.077628175209 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.50000000 N N N N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAC0 800000.00000000 PA USD 779844.72000000 0.035205958090 Long DBT CORP LU N 2 2054-03-05 Fixed 6.95000000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAF2 595000.00000000 PA USD 597860.17000000 0.026990296335 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 370000.00000000 PA USD 363293.82000000 0.016400838107 Long DBT CORP MX N 2 2029-06-27 Fixed 7.50000000 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 86184XAB0 2500000.00000000 PA USD 2488275.00000000 0.112332754355 Long LON CORP US N 2 2032-02-04 None 0.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -43384.56000000 -0.00195858862 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1074206.12000000 EUR 1118396.60000000 USD 2025-04-04 -43384.56000000 N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CB6 139990.00000000 PA USD 73550.75000000 0.003320436178 Long DBT NUSS UA Y 2 2035-02-01 Variable 1.75000000 Y N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748CE0 4020000.00000000 PA USD 3927132.81000000 0.177289747020 Long DBT CORP US N 2 2044-11-15 Fixed 5.35000000 N N N N N N TECPETROL S.A. 529900C0GOV3UC7ZMZ16 87876TAG9 655000.00000000 PA USD 656179.00000000 0.029623090060 Long DBT CORP AR N 2 2033-01-22 Fixed 7.63000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAQ4 275000.00000000 PA USD 268692.13000000 0.012130060799 Long DBT CORP NL N 2 2029-05-09 Fixed 5.13000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBX8 3330000.00000000 PA USD 3376251.54000000 0.152420305185 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8J48 1806343.92000000 PA USD 1650128.57000000 0.074494775420 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N APOLLO DEBT SOLUTIONS BD 549300UMUGX092P8DW87 03770DAD5 4550000.00000000 PA USD 4694445.16000000 0.211929933384 Long DBT CORP US N 2 2031-07-29 Fixed 6.70000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829VAA4 207802.70000000 PA USD 199855.91000000 0.009022461281 Long ABS-MBS CORP US N 2 2057-12-25 Variable 3.50000000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAC7 770000.00000000 PA USD 804182.53000000 0.036304684409 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 3283017.31000000 0.148211261628 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.41000000 N N N N N N CIA DE MINAS BUENAVENTUR 529900WQB1ZU9KB6EL71 204448AB0 815000.00000000 PA USD 825595.00000000 0.037271346749 Long DBT CORP PE N 2 2032-02-04 Fixed 6.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFV2 2420000.00000000 PA USD 2364094.90000000 0.106726664727 Long DBT CORP US N 2 2055-11-19 Fixed 5.52000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAA4 2400000.00000000 PA USD 1790954.81000000 0.080852352225 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N CLOUD SOFTWARE GRP INC 04EEB871XLHVNY4RZJ65 88632QAE3 3180000.00000000 PA USD 3091168.58000000 0.139550283135 Long DBT CORP US N 2 2029-03-31 Fixed 6.50000000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 638933.97000000 PA USD 618858.01000000 0.027938240274 Long DBT CORP NL N 2 2029-05-07 Fixed 5.13000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368L5Q5 776000.00000000 PA USD 773507.18000000 0.034919850918 Long DBT CORP CA N 2 2084-11-26 Fixed 7.30000000 N N N N N N NBK TIER 1 FINANCING 2 549300HMWSJFNREWT164 62878WAA6 365000.00000000 PA USD 362253.38000000 0.016353867619 Long DBT CORP AE N 2 2025-08-27 Fixed 4.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 805000.00000000 PA USD 826204.88000000 0.037298879678 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 44920UAX6 575000.00000000 PA USD 582036.17000000 0.026275924530 Long DBT CORP KR N 2 2028-01-22 Fixed 5.25000000 N N N N N N Light and Wonder International, Inc. RLTHESQ0RNFQJWPBJN60 80875AAW1 0.00000000 PA USD 0.00000000 0.000000 Long LON CORP US N 2 2029-04-14 Floating 6.57000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 903724CC4 79994.00000000 PA USD 41265.18000000 0.001862909577 Long DBT NUSS UA Y 2 2036-02-01 Variable 1.75000000 Y N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 872898AC5 1015000.00000000 PA USD 897864.41000000 0.040533937049 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LFB3 628920.68000000 PA USD 620193.26000000 0.027998519909 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 444291.56000000 0.020057467390 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 77616.86000000 0.003504000027 Long ABS-MBS CORP US N 2 2029-06-25 Variable 3.40000000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAJ2 2675000.00000000 PA USD 2496993.70000000 0.112726358593 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 2600000.00000000 PA USD 2619994.26000000 0.118279198087 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.24000000 N N N N N N JP Morgan Mortgage Trust N/A 46648CAY0 1313331.62000000 PA USD 1178413.85000000 0.053199294105 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HR9 1058323.87000000 PA USD 995284.34000000 0.044931943325 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457CX4 2445000.00000000 PA USD 2493250.75000000 0.112557383748 Long DBT CORP US N 2 2035-02-12 Fixed 5.10000000 N N N N N N CELESTIAL DYNASTY LTD 254900A85ZVOMCLC2410 000000000 580000.00000000 PA USD 561001.52000000 0.025326318810 Long DBT CORP VG N 2 2028-08-22 Fixed 6.38000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 1012000.00000000 PA USD 900275.20000000 0.040642771757 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.13000000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAJ0 1935000.00000000 PA USD 1916116.45000000 0.086502753310 Long DBT CORP US N 2 2054-10-15 Fixed 6.63000000 N N N N N N MERSIN ULUSLARARASI LIMA 635400DAFN6NT43HM530 590454AC8 475000.00000000 PA USD 487214.15000000 0.021995200462 Long DBT CORP TR N 2 2028-11-15 Fixed 8.25000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 500630EH7 200000.00000000 PA USD 203607.98000000 0.009191847847 Long DBT NUSS KR N 2 2030-02-03 Fixed 4.88000000 N N N N N N TRANSMANTARO 549300NL65DC6HVEJX96 210314AD2 465000.00000000 PA USD 442701.25000000 0.019985673114 Long DBT CORP PE N 2 2038-04-11 Fixed 5.20000000 N N N N N N YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 984245AX8 720000.00000000 PA USD 752687.28000000 0.033979940051 Long DBT CORP AR N 2 2031-01-17 Fixed 9.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDV8 1190000.00000000 PA USD 1176818.37000000 0.053127266430 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N TRANSPORT DE GAS DEL SUR 5299002TRC7IFQYSW596 893870AY1 500000.00000000 PA USD 521085.50000000 0.023524316833 Long DBT CORP AR N 2 2031-07-24 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBCC0 821860.07000000 PA USD 777808.38000000 0.035114027865 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N NBK SPC LTD 549300P1ANDK86KWB419 62877PAB0 700000.00000000 PA USD 669499.60000000 0.030224446296 Long DBT CORP AE N 2 2027-09-15 Fixed 1.63000000 N N N N N N TRUST FIBRAUNO N/A 89834JAA1 480000.00000000 PA USD 482167.68000000 0.021767378427 Long DBT MX N 2 2034-02-13 Fixed 7.38000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BH4 670000.00000000 PA USD 605230.12000000 0.027323011483 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 3575000.00000000 PA USD 3840100.55000000 0.173360690350 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N TCW Ltd N/A 87242BBQ2 1450000.00000000 PA USD 1436694.80000000 0.064859343943 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 7.32000000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 3370000.00000000 PA USD 3370603.23000000 0.152165313184 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.69000000 N N N N N N 2025-04-21 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST James Hoffmayer James Hoffmayer VP XXXX