NPORT-P false 0000814679 XXXXXXXX S000020634 C000057623 Advanced Series Trust 811-05186 0000814679 549300VWSUPW8FKG9V43 655 Broad Street Newark 07102-4077 1-888-778-2888 AST Investment Grade Bond Portfolio S000020634 RMORFJ3FL57XQYFOW336 2026-12-31 2026-06-30 N 6483782804.42 177287949.58 6306494854.84 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Bloomberg US Gov/Credit: 5-10 Yr Total Return Unhedged USD LD03TRUU Index HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FQ7 3250000.00000000 PA USD 3237355.23000000 0.051333669566 Long DBT CORP GB N 2 2034-05-12 Fixed 5.20800000 N N N N N N Onemain Direct Auto Receivables Trust 2017-1 N/A 682684AA3 18900000.00000000 PA USD 19150498.71000000 0.303663114785 Long ABS-O CORP US N 2 2035-04-16 Fixed 5.36000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810SE9 1000000.00000000 PA USD 782031.25000000 0.012400410497 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457BY5 19852000.00000000 PA USD 17969225.69000000 0.284932059782 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 13600000.00000000 PA USD 13771272.96000000 0.218366513839 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GS1 549300WZ62L3Y22NOZ64 36255NAS4 7043110.42000000 PA USD 6960389.09000000 0.110368584296 Long ABS-O CORP US N 2 2051-03-10 Fixed 3.72700000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QDP4 1710000.00000000 PA USD 2015235.00000000 0.031954913884 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 22945000.00000000 PA USD 21509512.69000000 0.341069218085 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 18000000.00000000 PA USD 16430990.40000000 0.260540772302 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 7965000.00000000 OU Other Units USD 0.00000000 0.000000 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 7965000.00000000 USD 8.00000000 USD 2026-07-23 XXXX 0.00000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41 N/A 95001ABC9 15610000.00000000 PA USD 15350017.01000000 0.243400135310 Long ABS-O CORP US N 2 2050-11-17 Fixed 3.21000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -18250000.00000000 OU Other Units USD -4791.20000000 -0.00007597247 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -18250000.00000000 USD 70.00000000 USD 2026-08-19 XXXX 5976.30000000 N N N MASSACHUSETTS CLEAN WATER TRUST (MA) 549300SYPEROLSQU0261 57604P5P5 885000.00000000 PA USD 895742.79000000 0.014203496722 Long DBT MUN US N 2 2040-08-01 Fixed 5.19200000 N N N N N N BANK5 2024-5YR10 N/A 06604AAF1 7535000.00000000 PA USD 7620179.41000000 0.120830660856 Long ABS-O CORP US N 2 2057-10-17 Fixed 5.30200000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 29985000.00000000 PA USD 29766342.65000000 0.471995035834 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 147918AF3 2600000.00000000 PA USD 2555647.90000000 0.040524062237 Long DBT NUSS US N 2 2030-10-01 Fixed 4.37500000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TBB1 5540000.00000000 PA USD 5655251.54000000 0.089673450469 Long DBT CORP US N 2 2034-07-01 Fixed 5.70000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGH0 4430436.81000000 PA USD 4477522.78000000 0.070998595623 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 2330000.00000000 PA USD 2359336.56000000 0.037411218344 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N CITADEL SECURITIES GLOBAL HOLDINGS LLC 549300NV5RXBUS3X7L47 17289RAE6 5160000.00000000 PA USD 5097474.36000000 0.080828962479 Long DBT CORP US N 2 2032-01-27 Fixed 5.12500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAV1 26670000.00000000 PA USD 28376763.82000000 0.449960944600 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 1350000.00000000 PA USD 1236043.13000000 0.019599526495 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 1450000.00000000 PA USD 1485431.07000000 0.023553988454 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CP8 7840000.00000000 PA USD 6801655.45000000 0.107851597544 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ER2Y5 225.31000000 PA USD 223.69000000 0.000003546978 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 4.00000000 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAA1 3045000.00000000 PA USD 3040936.25000000 0.048219118860 Long DBT CORP US N 2 2026-12-15 Fixed 4.01100000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 5493001DTG5N7T8BG747 34529BAA4 22600000.00000000 PA USD 22659935.20000000 0.359311086769 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJZ3 8760000.00000000 PA USD 8340115.21000000 0.132246444371 Long DBT CORP US Y 2 2029-06-14 Fixed 2.08700000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 7049000.00000000 PA USD 7300076.38000000 0.115754893138 Long DBT CORP US N 2 2029-03-01 Fixed 6.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCQ2 5390000.00000000 PA USD 4875598.41000000 0.077310749032 Long DBT CORP US N 2 2031-02-15 Fixed 2.45000000 N N N N N N CENTRAL PUGET SOUND REGIONAL TRANSIT AUTHORITY (THE) (WA) N/A 15504RET2 2330000.00000000 PA USD 2352306.29000000 0.037299741681 Long DBT MUN US N 2 2039-11-01 Fixed 5.49100000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CWS9 422460.47000000 PA USD 387757.54000000 0.006148542874 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JAN8 4790000.00000000 PA USD 4918668.93000000 0.077993704002 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1 N/A 80288DAE6 21100000.00000000 PA USD 21194568.09000000 0.336075245882 Long ABS-O CORP US N 2 2031-03-15 Fixed 5.04000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 14300000.00000000 PA USD 13383493.92000000 0.212217630047 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N B.A.T. INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1628000.00000000 PA USD 1624245.34000000 0.025755120354 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GCK1 15819876.76000000 PA USD 15797774.81000000 0.250500082432 Long ABS-O CORP US N 2 2040-05-18 Fixed 4.41000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023DS1 17421000.00000000 PA USD 18940415.43000000 0.300331893800 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 1150936.96000000 PA USD 1157975.51000000 0.018361634103 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N BENCHMARK 2023-B38 MORTGAGE TRUST N/A 081916AC2 10000000.00000000 PA USD 10287903.00000000 0.163131870187 Long ABS-O CORP US N 2 2056-04-17 Fixed 5.79300000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KR7 18785000.00000000 PA USD 19205872.63000000 0.304541160693 Long DBT CORP US N 2 2034-05-15 Fixed 5.80000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023DC6 9738000.00000000 PA USD 9262436.60000000 0.146871389150 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBM8 11460000.00000000 PA USD 11261325.52000000 0.178567108658 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAH0 1250000.00000000 PA USD 1237278.75000000 0.019619119312 Long DBT CORP US N 2 2028-01-07 Fixed 2.55200000 N N N N N N BMO 2023-C7 MORTGAGE TRUST N/A 05593FAB4 29479548.56000000 PA USD 30328252.97000000 0.480905061655 Long ABS-O CORP US N 2 2056-12-15 Fixed 6.77000000 N N N N N N BARRICK (PD) AUSTRALIA FINANCE PTY LTD 5493008DX0TK7OFLV260 06849UAD7 4267000.00000000 PA USD 4429602.14000000 0.070238733907 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128BAH4 6000000.00000000 PA USD 6014058.70000000 0.095362936756 Long DBT CORP US N 2 N/A Floating 6.43675000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 000000000 450000.00000000 PA USD 429417.00000000 0.006809123132 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19300000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBS0 2800000.00000000 PA USD 2994822.60000000 0.047487909986 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834QP6 7800000.00000000 PA USD 2768094.87000000 0.043892763471 Long DBT UST US N 2 2046-08-15 None 0.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 390000.00000000 PA USD 412806.15000000 0.006545730385 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2026-X1 N/A 00835EAA8 7022699.80000000 PA USD 7019827.52000000 0.111311079792 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.27000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHM9 3600000.00000000 PA USD 3703945.32000000 0.058732234073 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BG7 9788000.00000000 PA USD 10294305.68000000 0.163233395363 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-REV2 N/A 34536BAA5 36669000.00000000 PA USD 36334703.39000000 0.576147356437 Long ABS-O CORP US N 2 2038-02-15 Fixed 4.37000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 N/A 36271NAA3 30800000.00000000 PA USD 30876408.64000000 0.489596984548 Long ABS-O CORP US N 2 2037-12-11 Fixed 4.64000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CLF6 64500000.00000000 PA USD 62302968.75000000 0.987917538728 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 706451BR1 368000.00000000 PA USD 342122.24000000 0.005424919037 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 5290000.00000000 PA USD 5723257.38000000 0.090751796548 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA 254900EHU7Q8FGVPI369 25714PDT2 700000.00000000 PA USD 703850.00000000 0.011160716312 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95000000 N N N N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MA) DLZO3A31IADZ27B62557 575718AF8 8500000.00000000 PA USD 5840896.50000000 0.092617161108 Long DBT CORP US N 2 2116-07-01 Fixed 3.88500000 N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HT3 31960000.00000000 PA USD 33279057.40000000 0.527694990101 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 N/A 17325GAC0 721808.92000000 PA USD 718613.04000000 0.011394808947 Long ABS-O CORP US N 2 2049-11-18 Fixed 2.89600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 35155000.00000000 PA USD 34979307.87000000 0.554655298626 Long DBT CORP US N 2 2037-04-10 Fixed 5.29600000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 6540000.00000000 PA USD 6341247.02000000 0.100551053571 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FRUX7 54548000.00000000 PA USD 2711646.54000000 0.042997681000 Long ABS-O USGSE US N 2 2030-02-25 Variable 1.70659100 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQC8 46130000.00000000 PA USD 44681229.69000000 0.708495459339 Long DBT UST US N 2 2033-02-28 Fixed 3.75000000 N N N N N N BANK 2019-BNK20 N/A 06540AAC5 6475673.12000000 PA USD 6101256.82000000 0.096745608462 Long ABS-O CORP US N 2 2062-09-15 Fixed 2.75800000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAS6 5645000.00000000 PA USD 5516655.28000000 0.087475775481 Long DBT CORP FR N 2 2033-09-25 Fixed 4.81800000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAA8 15970000.00000000 PA USD 16002144.42000000 0.253740703644 Long DBT CORP NO N 2 2027-05-18 Fixed 5.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -123022.48000000 -0.00195072671 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-09 353.39000000 USD 0.00000000 USD -23475000.00000000 USD -123375.87000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UU0 1350000.00000000 PA USD 1364765.63000000 0.021640636540 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 8455000.00000000 PA USD 8373465.38000000 0.132775266970 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 000000000 900000.00000000 PA USD 784575.00000000 0.012440745898 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -99059.40000000 -0.00157075209 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-11 0.00000000 USD -2766.86000000 USD -18785000.00000000 USD -96292.54000000 N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAB2 499892.52000000 PA USD 500193.91000000 0.007931409150 Long ABS-O USGSE US N 2 2041-10-25 Floating 5.17776000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 N/A 17325HBN3 7787251.49000000 PA USD 7737919.25000000 0.122697622500 Long ABS-O CORP US N 2 2050-04-15 Fixed 3.44200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 17.00000000 NC USD -152.66000000 -0.00000242067 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 1819949.62000000 USD -152.66000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 13140000.00000000 PA USD 11733167.36000000 0.186048948426 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -13350000.00000000 OU Other Units USD -139255.71000000 -0.00220813166 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -13350000.00000000 USD 3.49400000 USD 2026-11-04 XXXX -92300.54000000 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C27 8875000.00000000 PA USD 8882190.69000000 0.140841955705 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -13350000.00000000 OU Other Units USD -99216.50000000 -0.00157324317 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -13350000.00000000 USD 3.69400000 USD 2026-11-04 XXXX -67913.05000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CNZ0 55405000.00000000 PA USD 54180030.08000000 0.859114790816 Long DBT UST US N 2 2032-09-30 Fixed 3.87500000 N N N N N N ARTHUR J. GALLAGHER & COMPANY 54930049QLLMPART6V29 04316JAN9 5840000.00000000 PA USD 5799481.04000000 0.091960449877 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N CBAM 2018/8 LTD 254900YSCN4KH02DQ033 12478CAQ4 47750000.00000000 PA USD 47887997.50000000 0.759344114318 Long ABS-CBDO CORP KY N 2 2037-07-15 Variable 5.22219000 N N N N N N MADISON PARK FUNDING XLVII LTD N/A 55820FAJ7 29000000.00000000 PA USD 29047760.10000000 0.460600710356 Long ABS-CBDO CORP KY N 2 2037-04-20 Variable 5.21523000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAG0 2295000.00000000 PA USD 2260012.74000000 0.035836273429 Long DBT CORP US N 2 2036-03-16 Fixed 4.95000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834NP9 705000.00000000 PA USD 282905.83000000 0.004485944038 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N ARI FLEET LEASE TRUST 2025-B N/A 00193GAB7 565676.61000000 PA USD 566623.33000000 0.008984758460 Long ABS-O CORP US N 2 2034-03-15 Fixed 4.59000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 305000.00000000 PA USD 301776.56000000 0.004785170953 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES N/A 3137FMCV2 51135000.00000000 PA USD 1583149.83000000 0.025103482464 Long ABS-O USGSE US N 2 2029-05-25 Variable 1.33626400 N N N N N N BENCHMARK 2020-IG1 MORTGAGE TRUST N/A 08162LAC4 10120000.00000000 PA USD 8837928.57000000 0.140140105929 Long ABS-O CORP US N 2 2043-09-17 Variable 2.68660000 N N N N N N OAKTREE CLO 2022-3 LTD N/A 67401RAN4 27000000.00000000 PA USD 27043659.00000000 0.428822343036 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.05310000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBK4 1510000.00000000 PA USD 1506930.16000000 0.023894892403 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614NAC6 3844000.00000000 PA USD 3840798.73000000 0.060902273265 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 5490000.00000000 PA USD 5275448.60000000 0.083651041052 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N TIKEHAU US CLO V LTD 254900B2V9LYKTKKHF52 88675YAA2 27250000.00000000 PA USD 27269470.13000000 0.432402955329 Long ABS-CBDO CORP BM N 2 2036-01-15 Floating 5.62310000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAT4 4585000.00000000 PA USD 4510021.95000000 0.071513924197 Long DBT CORP FR N 2 2032-01-12 Fixed 4.65600000 N N N N N N OBX 2018-1 TRUST N/A 67112FAD2 298527.00000000 PA USD 296553.92000000 0.004702357281 Long ABS-O CORP US N 2 2057-06-25 Variable 4.34880000 N N N N N N PRUDENTIAL INVESTMENT PORTFOLIOS 9 5493006TC8ECBK1GPV34 74440E300 123455503.81600000 NS USD 123369084.96000000 1.956222716416 Long STIV RF US N 1 N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 240000.00000000 PA USD 236599.68000000 0.003751682756 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEW2 20100000.00000000 PA USD 20551964.98000000 0.325885701218 Long DBT CORP US N 2 2036-01-24 Fixed 5.50200000 N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 N/A 03065UAF6 16500000.00000000 PA USD 16776130.80000000 0.266013549303 Long ABS-O CORP US N 2 2029-07-18 Fixed 6.00000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBB5 270000.00000000 PA USD 252758.30000000 0.004007904641 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331AY3 450000.00000000 PA USD 448295.74000000 0.007108477059 Long DBT CORP US N 2 2026-10-01 Fixed 2.85000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 5000000.00000000 PA USD 5032860.56000000 0.079804402855 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GXR0 4085000.00000000 PA USD 3592785.35000000 0.056969607249 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQW4 31175000.00000000 PA USD 31058093.75000000 0.492477905157 Long DBT UST US N 2 2033-06-30 Fixed 4.25000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BZ5 5000000.00000000 PA USD 4821498.39000000 0.076452902935 Long DBT CORP US N 2 2038-05-01 Fixed 5.10000000 N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -27310000.00000000 OU Other Units USD -57310.90000000 -0.00090875995 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-03-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -27310000.00000000 USD 4.26500000 USD 2027-03-19 XXXX -22534.12000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNC9 9145000.00000000 PA USD 9122046.41000000 0.144645268409 Long DBT CORP US N 2 2037-04-23 Fixed 5.48900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3134A4KX1 8600000.00000000 PA USD 9489166.84000000 0.150466575465 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAW9 40334000.00000000 PA USD 35937698.87000000 0.569852187264 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N NATIONWIDE CHILDREN'S HOSPITAL 549300P18KU1WR8JWZ05 63861UAA7 3360000.00000000 PA USD 2879727.64000000 0.045662887329 Long DBT CORP US N 2 2052-11-01 Fixed 4.55600000 N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAF0 5600000.00000000 PA USD 5546340.46000000 0.087946483548 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 1153000.00000000 PA USD 977980.15000000 0.015507507300 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2Z6 2350000.00000000 PA USD 2373750.28000000 0.037639771927 Long DBT CORP FR N 2 2030-11-19 Fixed 5.28300000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPQ8 142550000.00000000 PA USD 139197847.66000000 2.207214163556 Long DBT UST US N 2 2032-12-31 Fixed 3.87500000 N N N N N N ACE SECURITIES CORP HOME EQUITY LOAN TRUST N/A 004421FD0 661478.09000000 PA USD 628669.70000000 0.009968607197 Long ABS-O CORP US N 2 2034-05-25 Floating 4.40282000 N N N N N N GENUINE PARTS COMPANY 549300D46DQVEU651W04 372460AE5 9015000.00000000 PA USD 9305251.34000000 0.147550288300 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N CSMC 2018-RPL4 TRUST N/A 12653MAM8 1827755.15000000 PA USD 1703927.66000000 0.027018616509 Long ABS-O CORP US N 2 2058-04-25 Variable 3.20467990 N N N N N N CORPORACION ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 7520000.00000000 PA USD 7630168.00000000 0.120989046619 Long DBT NUSS VE N 2 2029-01-24 Fixed 5.00000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 17888HAC7 1575000.00000000 PA USD 1654375.08000000 0.026232877661 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N AMEREN ILLINOIS COMPANY RC71E2BZ6UOMFPDJSE79 02361DAY6 11000000.00000000 PA USD 10440920.54000000 0.165558218635 Long DBT CORP US N 2 2032-09-01 Fixed 3.85000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 25000000.00000000 PA USD 24226798.29000000 0.384156315792 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 13587000.00000000 PA USD 13886223.54000000 0.220189247111 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 3300000.00000000 PA USD 2740750.85000000 0.043459178403 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAP2 1405000.00000000 PA USD 1481917.70000000 0.023498278110 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 14078.16000000 0.000223232719 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 12681.08000000 USD 0.00000000 USD 3110000.00000000 USD 1397.08000000 N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A 431318BC7 8834000.00000000 PA USD 9205123.61000000 0.145962596051 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 13099000.00000000 PA USD 12311027.89000000 0.195211891444 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAP5 11035000.00000000 PA USD 10892941.72000000 0.172725768762 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1 N/A 80288AAE2 3500000.00000000 PA USD 3520116.60000000 0.055817322950 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.45000000 N N N N N N PROGRESSIVE CORP (THE) 529900TACNVLY9DCR586 743315BD4 7360000.00000000 PA USD 7363054.82000000 0.116753521401 Long DBT CORP US N 2 2036-03-26 Fixed 5.15000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A 59284MAC8 2513000.00000000 PA USD 2451431.50000000 0.038871537302 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DL5 30000000.00000000 PA USD 30677142.00000000 0.486437279441 Long DBT CORP JP N 2 2036-04-24 Fixed 5.61500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 1510000.00000000 PA USD 1207557.65000000 0.019147841674 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQX2 205000.00000000 PA USD 204279.30000000 0.003239189196 Long DBT UST US N 2 2031-06-30 Fixed 4.12500000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 254900QVX5SBHB37FT67 891950AA5 20000000.00000000 PA USD 20058966.00000000 0.318068379689 Long ABS-O CORP US N 2 2038-05-25 Fixed 4.65000000 N N N N N N CD 2016-CD2 MORTGAGE TRUST N/A 12515ABE9 10170000.00000000 PA USD 10055390.20000000 0.159444991733 Long ABS-O CORP US N 2 2049-11-15 Variable 3.52600000 N N N N N N CF 2019-CF2 MORTGAGE TRUST N/A 12528YAE3 10082691.42000000 PA USD 9475550.06000000 0.150250658695 Long ABS-O CORP US N 2 2052-11-18 Variable 2.62360000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C31 N/A 61766RAY2 4643293.48000000 PA USD 4635020.06000000 0.073495977824 Long ABS-O CORP US N 2 2049-11-18 Fixed 2.84000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 8900000.00000000 PA USD 9188317.49000000 0.145696106973 Long DBT CORP US N 2 2035-01-23 Fixed 5.67800000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 9300000.00000000 PA USD 9691573.79000000 0.153676075428 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N CD 2019-CD8 MORTGAGE TRUST N/A 12515BAD0 18132745.46000000 PA USD 17060625.13000000 0.270524681660 Long ABS-O CORP US N 2 2057-08-17 Variable 2.65700000 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCB7 2600000.00000000 PA USD 2543454.24000000 0.040330711410 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 6110000.00000000 PA USD 6436932.45000000 0.102068305741 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAB2 21821000.00000000 PA USD 22901371.60000000 0.363139463793 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BD2 10160000.00000000 PA USD 10253266.77000000 0.162582654961 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 N/A 96041KAE4 2300000.00000000 PA USD 2303084.76000000 0.036519252183 Long ABS-O CORP US N 2 2031-01-15 Fixed 4.63000000 N N N N N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAP9 4773000.00000000 PA USD 4038852.69000000 0.064042749307 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834JB5 15935000.00000000 PA USD 7992939.99000000 0.126741401903 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 14510000.00000000 PA USD 13143611.97000000 0.208413901422 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLU1 17425000.00000000 PA USD 18208527.27000000 0.288726585672 Long DBT CORP US N 2 2034-09-15 Fixed 5.87200000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEX0 3860000.00000000 PA USD 3968700.56000000 0.062930370219 Long DBT CORP US N 2 2036-04-22 Fixed 5.57200000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 80287DAD9 9543045.34000000 PA USD 9603819.27000000 0.152284581071 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.98000000 N N N N N N MADISON PARK FUNDING LIX LTD N/A 55822EAJ8 57000000.00000000 PA USD 57137683.50000000 0.906013321427 Long ABS-CBDO CORP KY N 2 2037-04-20 Variable 6.83405000 N N N N N N NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY (NY) 549300Q2EHQ6RJPQKP05 64972FT63 7000000.00000000 PA USD 6653401.95000000 0.105500790901 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 13655000.00000000 OU Other Units USD 57315.35000000 0.000908830520 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-03-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 13655000.00000000 USD 3.81500000 USD 2027-03-19 XXXX 22538.57000000 N N N CD 2017-CD4 MORTGAGE TRUST N/A 12515DAQ7 6757053.65000000 PA USD 6719899.31000000 0.106555217512 Long ABS-O CORP US N 2 2050-05-12 Fixed 3.24800000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 7981000.00000000 PA USD 8393822.85000000 0.133098068629 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N BERMUDA, GOVERNMENT OF 549300FP5PUZXX9FVJ40 000000000 490000.00000000 PA USD 442960.00000000 0.007023869997 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N CLUE OPCO LLC N/A 36267QAA2 3280000.00000000 PA USD 3180090.32000000 0.050425638856 Long DBT CORP US Y 2 2031-10-15 Fixed 9.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PDF0 11100000.00000000 PA USD 11059053.37000000 0.175359746175 Long DBT CORP US N 2 2030-06-14 Fixed 4.56500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHU6 905000.00000000 PA USD 793060.63000000 0.012575299722 Long DBT CORP US N 2 2040-04-23 Fixed 4.07800000 N N N N N N BBCMS MORTGAGE TRUST 2022-C14 N/A 07336AAD9 10800000.00000000 PA USD 9602195.76000000 0.152258837611 Long ABS-O CORP US N 2 2055-02-18 Fixed 2.69200000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAS0 6500000.00000000 PA USD 6472375.37000000 0.102630312383 Long DBT CORP US N 2 2036-07-30 Fixed 5.40000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBX3 19095000.00000000 PA USD 16808851.13000000 0.266532384738 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 835000.00000000 PA USD 745241.78000000 0.011817052057 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBM8 4649843.30000000 PA USD 4682329.43000000 0.074246146833 Long ABS-O CORP US N 2 2039-02-18 Fixed 5.49000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 655000.00000000 PA USD 652863.96000000 0.010352247564 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQQ7 23635000.00000000 PA USD 23513132.03000000 0.372839946296 Long DBT UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -2250000.00000000 OU Other Units USD -84.92000000 -0.00000134654 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -2250000.00000000 USD 3.08500000 USD 2026-08-11 XXXX 308.83000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 13350000.00000000 OU Other Units USD 29.50000000 0.000000467771 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 13350000.00000000 USD 8.19400000 USD 2026-11-04 XXXX -137.37000000 N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 N/A 46590TAE5 7669000.00000000 PA USD 7589965.59000000 0.120351570320 Long ABS-O CORP US N 2 2050-03-17 Fixed 3.69390000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KU0 9392000.00000000 PA USD 9484081.55000000 0.150385939706 Long DBT CORP US N 2 2035-03-01 Fixed 5.70000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 23570000.00000000 PA USD 21625452.93000000 0.342907644067 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71643VAB1 6632000.00000000 PA USD 6681806.32000000 0.105951189587 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N BENCHMARK 2018-B4 MORTGAGE TRUST N/A 08161HAE0 17350000.00000000 PA USD 17057857.23000000 0.270480791987 Long ABS-O CORP US N 2 2051-07-17 Fixed 3.85800000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1 N/A 96043LAB6 1604995.36000000 PA USD 1606461.52000000 0.025473128211 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.65000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -2082779.21000000 -0.03302594004 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-12-16 0.00000000 USD -235409.38000000 USD 34710000.00000000 USD -1847369.83000000 N N N TENNESSEE VALLEY AUTHORITY (TN) 549300HE1ISW43LNKM54 880591FC1 16072000.00000000 PA USD 15823280.63000000 0.250904519772 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N PENNSYLVANIA TURNPIKE COMMISSION (PA) 549300J8LLBYEYEXZJ24 709223A27 4000000.00000000 PA USD 3997737.43000000 0.063390798248 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAE3 3499000.00000000 PA USD 3483309.15000000 0.055233679407 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N BBCMS MORTGAGE TRUST 2022-C17 N/A 054976AD7 9358000.00000000 PA USD 8950459.10000000 0.141924465269 Long ABS-O CORP US N 2 2055-09-17 Fixed 4.17400000 N N N N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAF7 2970000.00000000 PA USD 2645083.19000000 0.041942208007 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N MAGNETITE XLII LTD 5299008QF7XUGQ5EZC63 55955XAA4 45000000.00000000 PA USD 45057249.00000000 0.714457872988 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 4.97659000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBY5 20530000.00000000 PA USD 20515722.43000000 0.325311015107 Long DBT CORP US N 2 2035-04-01 Fixed 5.40000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYN8 1975000.00000000 PA USD 1757332.87000000 0.027865445234 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 8870000.00000000 PA USD 9111272.87000000 0.144474435954 Long DBT CORP FR N 2 2031-01-14 Fixed 5.87600000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAP6 1155000.00000000 PA USD 1156741.03000000 0.018342059363 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C8 N/A 90276VAD1 5281208.71000000 PA USD 5188073.54000000 0.082265563667 Long ABS-O CORP US N 2 2051-02-17 Fixed 3.72000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2016-GS4 N/A 36251XAQ0 225674.04000000 PA USD 225385.70000000 0.003573866389 Long ABS-O CORP US N 2 2049-11-15 Fixed 3.17800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAF9 5045000.00000000 PA USD 5153411.25000000 0.081715935216 Long DBT CORP US N 2 2036-01-18 Fixed 5.58700000 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAA2 782977.94000000 PA USD 749247.96000000 0.011880576726 Long ABS-O CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834MM7 10150000.00000000 PA USD 4321220.75000000 0.068520166105 Long DBT UST US N 2 2043-05-15 None 0.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZD9 10436.74000000 PA USD 10292.52000000 0.000163205080 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.00000000 N N N N N N CSMC TRUST 2014-USA 549300818AKCJ4Q9TD76 12649AAA7 7917430.60000000 PA USD 7320207.73000000 0.116074109287 Long ABS-O CORP US N 2 2037-09-17 Fixed 3.30390000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 4790000.00000000 PA USD 4891036.66000000 0.077555548249 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 16995000.00000000 PA USD 16873186.96000000 0.267552536684 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N CSMC TRUST 2018-RPL9 N/A 12654PAE8 856312.89000000 PA USD 817574.66000000 0.012964010576 Long ABS-O CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N SOUND POINT CLO VII/R LTD 549300IYECLSB6ZQZB89 83610HAL4 929169.23000000 PA USD 929293.74000000 0.014735503023 Long ABS-CBDO CORP KY Y 2 2031-10-23 Floating 4.99767000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLKY3 3831307.37000000 PA USD 3779519.01000000 0.059930581043 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132AD7A0 14435.01000000 PA USD 14216.41000000 0.000225424904 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 4.00000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QDC3 1600000.00000000 PA USD 1643200.00000000 0.026055678119 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 19755000.00000000 PA USD 17585704.06000000 0.278850684330 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834KV9 52865000.00000000 PA USD 24597345.47000000 0.390031959688 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N CD 2017-CD6 MORTGAGE TRUST N/A 125039AE7 13627996.46000000 PA USD 13444838.91000000 0.213190357234 Long ABS-O CORP US N 2 2050-11-15 Fixed 3.19000000 N N N N N N LIGHT SERVICOS DE ELETRICIDADE SA N/A 53222MAC6 64600.00000000 PA USD 16150.00000000 0.000256085200 Long DBT CORP BR N 2 2037-12-19 Fixed 2.26000000 N N Y N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPZ8 7390000.00000000 PA USD 7212178.13000000 0.114361119702 Long DBT UST US N 2 2036-02-15 Fixed 4.12500000 N N N N N N ALTERNATIVE LOAN TRUST 2005-56 N/A 12667GZ30 927108.79000000 PA USD 867899.91000000 0.013762001396 Long ABS-O CORP US N 2 2035-09-25 Floating 4.46282000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBZ4 13000000.00000000 PA USD 13061711.00000000 0.207115224869 Long DBT CORP FR N 2 2027-02-19 Fixed 5.25000000 N N N N N N CCG RECEIVABLES TRUST 2025-1 N/A 12515XAB6 5327305.71000000 PA USD 5332016.65000000 0.084548021884 Long ABS-O CORP US N 2 2032-10-14 Fixed 4.48000000 N N N N N N SALT RIVER PROJECT AGRICULTURAL IMPROVEMENT & POWER DISTRICT (AZ) SHB8HO6GKXJ83RX5OV39 79575DE63 20800000.00000000 PA USD 20009981.81000000 0.317291653613 Long DBT MUN US N 2 2041-01-01 Fixed 4.83900000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B36 9858000.00000000 PA USD 9256347.71000000 0.146774839638 Long DBT CORP US N 2 2030-11-13 Fixed 4.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAT8 5545000.00000000 PA USD 5413560.48000000 0.085841035386 Long DBT CORP US N 2 2031-04-15 Fixed 4.35000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DF0 4641000.00000000 PA USD 4567844.39000000 0.072430795475 Long DBT CORP US N 2 2036-03-13 Fixed 4.87500000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 13055000.00000000 PA USD 11826776.18000000 0.187533272478 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFH0 22077000.00000000 PA USD 22232252.50000000 0.352529463858 Long DBT CORP US N 2 2032-01-15 Fixed 4.95000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834MZ8 100000000.00000000 PA USD 41342994.51000000 0.655562169820 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBG8 17760000.00000000 PA USD 16095418.45000000 0.255219719043 Long DBT CORP US N 2 2032-03-15 Fixed 2.85000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3134A4AA2 11042000.00000000 PA USD 12208665.65000000 0.193588767310 Long DBT USGSE US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BE0 11100000.00000000 PA USD 11188100.70000000 0.177406006942 Long DBT CORP CA N 2 2034-12-15 Fixed 5.40000000 N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 N/A 10569GAA4 25106380.65000000 PA USD 24811395.74000000 0.393426083919 Long ABS-O CORP US N 2 2063-05-25 Variable 5.00000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CC6 14500000.00000000 PA USD 14335368.45000000 0.227311189178 Long DBT CORP JP N 2 2028-01-19 Fixed 2.34100000 N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -15930000.00000000 OU Other Units USD -37454.54000000 -0.00059390423 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-27 0.00000000 USD 0.00000000 USD 0.00000000 USD -15930000.00000000 USD 3.93400000 USD 2026-07-23 XXXX -37454.54000000 N N N LIGHT SA N/A 53223N208 65148.00000000 PA USD 9772.20000000 0.000154954538 Long DBT CORP BR N 2 2027-08-31 Fixed 4.21000000 N N N N N N BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH N/A 000000000 405000.00000000 PA USD 402671.25000000 0.006385024633 Long DBT CORP KY N 2 2029-01-11 Fixed 4.87500000 N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834KP2 67600000.00000000 PA USD 31943058.67000000 0.506510500765 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A 59284MAA2 7622000.00000000 PA USD 7597228.50000000 0.120466735878 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AL4 3200000.00000000 PA USD 3046390.32000000 0.048305602242 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N GREENWICH CAPITAL COMMERCIAL FUNDING CORP COMMERCIAL MORTGAGE TRUST 2007-GG9 N/A 12624QAR4 709898.27000000 PA USD 695693.21000000 0.011031376795 Long ABS-O CORP US N 2 2045-10-17 Fixed 2.85300000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 6500000.00000000 PA USD 6252382.50000000 0.099141958313 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 475000.00000000 PA USD 471595.46000000 0.007477933001 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -1422.00000000 NC USD -5108688.71000000 -0.08100678471 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -160065498.79000000 USD -5108688.71000000 N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 N/A 36268DAA0 20000000.00000000 PA USD 20562878.00000000 0.326058745361 Long ABS-O CORP US N 2 2036-08-11 Fixed 5.77000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEH4 10710000.00000000 PA USD 9467340.62000000 0.150120484324 Long DBT CORP US N 2 2032-10-20 Fixed 2.51100000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -18500000.00000000 OU Other Units -1257.93000000 -0.00001994657 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-09-23 0.00000000 USD 0.00000000 USD 0.00000000 EUR -18500000.00000000 USD 3.24100000 EUR 2026-09-21 XXXX -1257.93000000 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBJ0 17500000.00000000 PA USD 15876017.50000000 0.251740750851 Long DBT CORP FR Y 2 2033-01-21 Fixed 3.33700000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA46 27670000.00000000 PA USD 28702276.30000000 0.455122488175 Long DBT CORP US N 2 2029-10-24 Fixed 6.48400000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 4756000.00000000 PA USD 4816824.06000000 0.076378783632 Long DBT CORP US N 2 2030-01-08 Fixed 5.30000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CNX5 35655000.00000000 PA USD 34880617.97000000 0.553090405571 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPM7 87790000.00000000 PA USD 85163158.59000000 1.350403996994 Long DBT UST US N 2 2032-11-30 Fixed 3.75000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 5000000.00000000 PA USD 5058656.44000000 0.080213439579 Long DBT CORP US N 2 2035-08-15 Fixed 5.55000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CLU3 62500000.00000000 PA USD 62192382.81000000 0.986164014107 Long DBT UST US N 2 2031-10-31 Fixed 4.12500000 N N N N N N FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-0736 N/A 3137FNX39 63677000.00000000 PA USD 2508.87000000 0.000039782320 Long ABS-O USGSE US N 2 2026-07-25 Variable 1.69570100 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWB6 240000.00000000 PA USD 239435.31000000 0.003796646402 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 60688XBQ2 15555000.00000000 PA USD 15468741.30000000 0.245282707051 Long DBT CORP JP N 2 2036-04-16 Fixed 5.18500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 472108.14000000 0.007486062398 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-14 188878.30000000 USD 0.00000000 USD -12915000.00000000 USD 283229.84000000 N N N TRANSCONTINENTAL GAS PIPELINE COMPANY LLC N/A 893574AK9 3610000.00000000 PA USD 3574242.44000000 0.056675578467 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N RESOLUTION FUNDING CORP N/A 76116FAB3 4873000.00000000 PA USD 4187420.28000000 0.066398536372 Long DBT USGA US N 2 2030-01-15 None 0.00000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2 N/A 46590MAR1 1645444.74000000 PA USD 1641900.12000000 0.026035066352 Long ABS-O CORP US N 2 2049-08-17 Fixed 2.82180000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 9250000.00000000 OU Other Units 0.00000000 0.000000 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-09-23 0.00000000 USD 0.00000000 USD 0.00000000 EUR 9250000.00000000 USD 10.29100000 EUR 2026-09-21 XXXX 0.00000000 N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAP9 16720000.00000000 PA USD 16518122.72000000 0.261922400639 Long DBT CORP ES N 2 2037-04-22 Fixed 5.40200000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEJ1 5000000.00000000 PA USD 5032942.11000000 0.079805695966 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N ENTERPRISE FLEET FINANCING 2025-3 LLC N/A 29375UAB5 6361778.97000000 PA USD 6369137.64000000 0.100993305894 Long ABS-O CORP US N 2 2028-04-20 Fixed 4.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 14540000.00000000 PA USD 13781361.03000000 0.218526477024 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 4225000.00000000 PA USD 4294736.18000000 0.068100209052 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCT7 9700000.00000000 PA USD 9623276.88000000 0.152593113948 Long DBT CORP FR N 2 2034-08-08 Fixed 5.40000000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457CP3 21825000.00000000 PA USD 22275545.46000000 0.353215945984 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N CWABS ASSET BACKED CERTIFICATES SERIES 2002-4 N/A 126673BR2 448827.26000000 PA USD 439321.50000000 0.006966175508 Long ABS-O CORP US N 2 2034-11-25 Floating 4.54282000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CY9 2677000.00000000 PA USD 2709452.41000000 0.042962889407 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 13337000.00000000 PA USD 12039366.23000000 0.190904242485 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -4645.00000000 NC USD -13574092.05000000 -0.21523988146 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 4.75 11/15/43 2026-09-21 -513633407.95000000 USD -13574092.05000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 7330000.00000000 PA USD 7319468.43000000 0.116062386452 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6NV8 426579.06000000 PA USD 399787.44000000 0.006339297013 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAM5 13966000.00000000 PA USD 14536653.55000000 0.230502900336 Long DBT CORP NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST N/A 12595VAC1 4104581.66000000 PA USD 4053626.56000000 0.064277013670 Long ABS-O CORP US N 2 2051-05-12 Fixed 3.96100000 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CR1 11575000.00000000 PA USD 11718600.61000000 0.185817968296 Long DBT CORP US N 2 2032-03-25 Fixed 5.65000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1 N/A 072926AD0 4366700.36000000 PA USD 4377431.53000000 0.069411481825 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.67000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 802927AF0 9300000.00000000 PA USD 9442484.37000000 0.149726347001 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 525000.00000000 PA USD 387696.19000000 0.006147570067 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834LB2 3015000.00000000 PA USD 1382095.97000000 0.021915438001 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 2600000.00000000 PA USD 2519396.00000000 0.039949227867 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 80286PAE1 20100000.00000000 PA USD 20546740.59000000 0.325802859796 Long ABS-O CORP US N 2 2031-02-18 Fixed 6.43000000 N N N N N N CDW LLC / CDW FINANCE CORP 549300RU2J599RPFD076 12513GBK4 2000000.00000000 PA USD 1994826.44000000 0.031631302108 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N DIGICEL INTERNATIONAL FINANCE LTD 5493007V023VOEW4FK27 25381MAA5 2585000.00000000 PA USD 2664165.63000000 0.042244791937 Long DBT CORP BM Y 2 2032-08-01 Fixed 8.62500000 N N N N N N Advanced Series Trust 549300VWSUPW8FKG9V43 000000000 110914162.46980000 NS USD 1342061365.88000000 21.28062254502 Long EC RF US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 31450000.00000000 PA USD 31385716.82000000 0.497672915659 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UM8 5985000.00000000 PA USD 5809190.63000000 0.092114411629 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJE0 1550000.00000000 PA USD 1124252.00000000 0.017826891575 Long DBT CORP US N 2 2041-06-19 Fixed 2.67600000 N N N N N WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES N/A 93363EAA3 618996.02000000 PA USD 549232.01000000 0.008708990059 Long ABS-O CORP US N 2 2036-09-25 Variable 4.43534000 N N N N N N STANFORD HEALTH CARE 5493005311WCPXQGDG42 85434VAB4 8980000.00000000 PA USD 8548874.45000000 0.135556670492 Long DBT CORP US N 2 2030-08-15 Fixed 3.31000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBU3 4226000.00000000 PA USD 4200977.38000000 0.066613506816 Long DBT CORP US N 2 2032-09-01 Fixed 4.95000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 16718.00000000 NC USD 9878223.74000000 0.156635721860 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 1827273328.60000000 USD 9878223.74000000 N N N LIGHT SERVICOS DE ELETRICIDADE SA N/A 53222MAD4 151936.00000000 PA USD 110913.28000000 0.001758715142 Long DBT CORP BR N 2 2032-12-19 Fixed 4.21000000 N N N N N N CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 549300S8SEQBOJLKHW63 15189XAZ1 9050000.00000000 PA USD 8854800.64000000 0.140407640754 Long DBT CORP US N 2 2032-10-01 Fixed 4.45000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -160.00000000 NC USD -54389.38000000 -0.00086243438 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -33468110.78000000 USD -54389.38000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 9125000.00000000 OU Other Units USD 4906.63000000 0.000077802806 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 9125000.00000000 USD 60.00000000 USD 2026-08-19 XXXX -5039.62000000 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397H48 9062000.00000000 PA USD 9115041.86000000 0.144534199580 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N REGIONAL TRANSPORTATION DISTRICT (CO) N/A 759136QP2 2895000.00000000 PA USD 2908775.72000000 0.046123493112 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BL7 630000.00000000 PA USD 630567.74000000 0.009998703788 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 11165000.00000000 PA USD 9890125.59000000 0.156824445554 Long DBT CORP CH Y 2 2033-02-11 Fixed 2.74600000 N N N N N N Advanced Series Trust 549300VWSUPW8FKG9V43 000000000 27874806.47000000 NS USD 327807724.09000000 5.197938500471 Long EC RF US N 1 N N N BBCMS MORTGAGE TRUST 2019-C4 N/A 07335CAE4 8514478.03000000 PA USD 8095111.89000000 0.128361507879 Long ABS-O CORP US N 2 2052-08-16 Fixed 2.66100000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834MT2 4725000.00000000 PA USD 1980708.56000000 0.031407439561 Long DBT UST US N 2 2043-08-15 None 0.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 16030000.00000000 PA USD 15799803.40000000 0.250532249112 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 N/A 80287NAE5 27400000.00000000 PA USD 27527179.84000000 0.436489372838 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.06000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 2017-4 LLC N/A 83408EAA1 12674557.87000000 PA USD 12657655.08000000 0.200708243982 Long ABS-O CORP US N 2 2036-03-25 Fixed 4.27000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DE3 5655000.00000000 PA USD 5563345.49000000 0.088216126676 Long DBT CORP US N 2 2033-03-13 Fixed 4.55000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -908.22000000 -0.00001440134 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-06-01 0.00000000 USD 0.00000000 USD 5925000.00000000 USD -908.22000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAK9 14690000.00000000 PA USD 14859818.80000000 0.235627224663 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 2375000.00000000 PA USD 2427326.66000000 0.038489314839 Long DBT CORP US N 2 2036-02-12 Fixed 5.74400000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2349376.12000000 0.037253278946 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-16 238256.45000000 USD 0.00000000 USD -30735000.00000000 USD 2111119.67000000 N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748CC4 25000000.00000000 PA USD 24761486.80000000 0.392634694389 Long DBT CORP US N 2 2035-03-15 Fixed 5.00000000 N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2250000.00000000 OU Other Units USD 269.52000000 0.000004273689 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 2250000.00000000 USD 3.28500000 USD 2026-08-11 XXXX 269.52000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FQXN8 46658000.00000000 PA USD 119943.72000000 0.001901907838 Long ABS-O USGSE US N 2 2026-10-25 Variable 1.14176900 N N N N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAH3 7510000.00000000 PA USD 7425522.41000000 0.117744049284 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 5000000.00000000 PA USD 4629711.92000000 0.073411808406 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAG1 1726000.00000000 PA USD 1696499.72000000 0.026900834124 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 N/A 46590TAD7 6693269.22000000 PA USD 6656697.87000000 0.105553053212 Long ABS-O CORP US N 2 2050-03-17 Fixed 3.41400000 N N N N N N CCUBS COMMERCIAL MORTGAGE TRUST 2017-C1 N/A 12508GAT3 1578540.91000000 PA USD 1549651.72000000 0.024572314029 Long ABS-O CORP US N 2 2050-11-17 Fixed 3.28300000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 24650000.00000000 PA USD 22360443.28000000 0.354562142595 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBC3 1750000.00000000 PA USD 1576973.59000000 0.025005547872 Long DBT CORP US N 2 2031-12-01 Fixed 2.80000000 N N N N N N ANGLO AMERICAN PLC 549300S9XF92D1X8ME43 034863BJ8 9290000.00000000 PA USD 9217073.50000000 0.146152081499 Long DBT CORP GB N 2 2036-03-19 Fixed 5.25000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAE8 5000000.00000000 PA USD 4993072.00000000 0.079173488838 Long DBT CORP CA N 2 2026-12-15 Fixed 4.00000000 N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBA7 11743465.04000000 PA USD 11577902.15000000 0.183586959420 Long ABS-O CORP US N 2 2061-08-17 Fixed 3.95300000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 9250000.00000000 OU Other Units 4508.81000000 0.000071494706 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-09-23 0.00000000 USD 0.00000000 USD 0.00000000 EUR 9250000.00000000 USD 2.79870000 EUR 2026-09-21 XXXX 4508.81000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -3749.00000000 NC USD 428686.97000000 0.006797547288 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -773220599.17000000 USD 428686.97000000 N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 N/A 64828FCQ3 92906.72000000 PA USD 91831.28000000 0.001456138189 Long ABS-O CORP US N 2 2048-01-27 Variable 4.44880000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 5000000.00000000 PA USD 5098650.72000000 0.080847615630 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 5000000.00000000 PA USD 4931826.10000000 0.078202332888 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 47900000.00000000 PA USD 43656067.91000000 0.692239808560 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAA6 19404000.00000000 PA USD 19477694.45000000 0.308851349257 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.99000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAQ0 11290000.00000000 PA USD 11395766.98000000 0.180698902358 Long DBT CORP US N 2 2029-01-10 Fixed 5.37300000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 9350000.00000000 PA USD 9468239.17000000 0.150134732334 Long DBT CORP IE N 2 2030-01-09 Fixed 5.12500000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAG9 10900000.00000000 PA USD 10748704.64000000 0.170438649161 Long DBT CORP US N 2 2029-03-30 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAX3 435000.00000000 PA USD 428790.71000000 0.006799192259 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2026-1 254900OR20P23DBVOT48 89231BAA7 13100000.00000000 PA USD 13085579.52000000 0.207493700085 Long ABS-O CORP US N 2 2039-04-25 Fixed 4.58000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C10 N/A 90276FAV6 1708722.48000000 PA USD 1679660.70000000 0.026633823362 Long ABS-O CORP US N 2 2051-05-17 Fixed 4.04840000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HDC6 5465000.00000000 PA USD 5994268.76000000 0.095049134233 Long DBT CORP US N 2 2031-10-30 Fixed 7.62400000 N N N N N N SAN ANTONIO (TX), CITY OF N/A 796253Z21 1750000.00000000 PA USD 1664108.71000000 0.026387220608 Long DBT MUN US N 2 2042-02-01 Fixed 4.42700000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AJ9 725000.00000000 PA USD 724038.69000000 0.011480841682 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBE5 32795000.00000000 PA USD 30803639.90000000 0.488443114741 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 7415000.00000000 PA USD 7444071.04000000 0.118038168766 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYZ1 12162.68000000 PA USD 11996.18000000 0.000190219452 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFJ0 6800000.00000000 PA USD 6625094.41000000 0.105051927615 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 N/A 68269HAA3 15300000.00000000 PA USD 15463736.01000000 0.245203339825 Long ABS-O CORP US N 2 2036-09-15 Fixed 5.84000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CN3 2650000.00000000 PA USD 2492333.44000000 0.039520105817 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPF2 31435000.00000000 PA USD 30506685.16000000 0.483734401790 Long DBT UST US N 2 2032-10-31 Fixed 3.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 35390000.00000000 PA USD 36497766.31000000 0.578732991147 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 2000.00000000 PA USD 1989.20000000 0.000031542085 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N SUN COMMUNITIES OPERATING LP 549300PUNBPJCGT6X741 866677AH0 24093000.00000000 PA USD 23017945.31000000 0.364987934499 Long DBT CORP US N 2 2032-04-15 Fixed 4.20000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBB4 225000.00000000 PA USD 242711.55000000 0.003848596654 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C4 N/A 90276RBE7 8100000.00000000 PA USD 7957350.90000000 0.126177077491 Long ABS-O CORP US N 2 2050-10-17 Fixed 3.56300000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GD27 10430000.00000000 PA USD 10283181.29000000 0.163056999596 Long DBT CORP US N 2 2029-10-21 Fixed 4.15300000 N N N N N N EXXONMOBIL HOLDINGS CORP J3WHBG0MTS7O8ZVMDC91 723787AQ0 2090000.00000000 PA USD 1876090.25000000 0.029748541673 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N CFCRE 2016-C7 MORTGAGE TRUST N/A 12532BAC1 13677840.68000000 PA USD 13614516.38000000 0.215880876673 Long ABS-O CORP US N 2 2054-12-11 Fixed 3.58530000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHP8 1346253.24000000 PA USD 1333817.10000000 0.021149895951 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6CV0 139103.72000000 PA USD 135334.02000000 0.002145946728 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 4.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C14 N/A 90278KAZ4 7936732.97000000 PA USD 7860174.45000000 0.124636182711 Long ABS-O CORP US N 2 2051-12-15 Fixed 4.18030000 N N N N N N ENTERPRISE FLEET FINANCING 2023-3 LLC N/A 29374LAB6 3611780.89000000 PA USD 3635416.38000000 0.057645593371 Long ABS-O CORP US N 2 2030-03-20 Fixed 6.40000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A 59284MAD6 4220000.00000000 PA USD 3613797.00000000 0.057302782023 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPD7 103035000.00000000 PA USD 100700613.28000000 1.596776269510 Long DBT UST US N 2 2030-10-31 Fixed 3.62500000 N N N N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDS2 8810000.00000000 PA USD 7975123.15000000 0.126458886173 Long DBT CORP US N 2 2032-01-12 Fixed 3.10000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAF9 2245000.00000000 PA USD 2244350.95000000 0.035587929613 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N TELEFONICA MOVILES CHILE SA 549300PDWJ2U6A15B785 000000000 430000.00000000 PA USD 339205.50000000 0.005378669257 Long DBT CORP CL N 2 2031-11-18 Fixed 3.53700000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RJK1 7300000.00000000 PA USD 7389056.35000000 0.117165819049 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.23000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834KH0 66575000.00000000 PA USD 31916787.98000000 0.506093935135 Long DBT UST US N 2 2041-05-15 None 0.00000000 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC N/A 18060TAD7 650000.00000000 PA USD 669825.00000000 0.010621193157 Long DBT CORP CA N 2 2030-02-15 Fixed 6.75000000 N N N N N N CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST N/A 12595JAJ3 10080000.00000000 PA USD 9828608.83000000 0.155848994667 Long ABS-O CORP US N 2 2050-11-18 Variable 3.45780000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UR7 5805000.00000000 PA USD 5640827.34000000 0.089444730707 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DT3 20335000.00000000 PA USD 20129731.09000000 0.319190478282 Long DBT CORP US N 2 2030-04-30 Fixed 4.37500000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAU0 1170000.00000000 PA USD 1187853.85000000 0.018835405044 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -2250000.00000000 OU Other Units USD -24796.41000000 -0.00039318846 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -2250000.00000000 USD 3.68500000 USD 2026-08-11 XXXX -24796.41000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 4000000.00000000 PA USD 3988864.45000000 0.063250102343 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDF3 9910000.00000000 PA USD 9853320.55000000 0.156240840225 Long DBT CORP US N 2 2027-03-15 Fixed 3.60000000 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBG3 6600000.00000000 PA USD 6552039.47000000 0.103893519630 Long DBT CORP US Y 2 2026-12-01 Fixed 2.67000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAM3 1200000.00000000 PA USD 1123215.62000000 0.017810458041 Long DBT CORP US Y 2 2032-03-24 Fixed 3.62500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UP1 3330000.00000000 PA USD 3168703.13000000 0.050245075956 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEV4 7930000.00000000 PA USD 8019309.55000000 0.127159535282 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-REV1 N/A 34533BAA8 10060000.00000000 PA USD 10159587.96000000 0.161097221100 Long ABS-O CORP US N 2 2036-08-15 Fixed 4.87000000 N N N N N N CT TRUST 5493003LN2KNNGM2Q244 000000000 200000.00000000 PA USD 190280.00000000 0.003017206933 Long DBT CORP KY N 2 2032-02-03 Fixed 5.12500000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397E74 4000000.00000000 PA USD 4028988.86000000 0.063886341822 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCK3 2500000.00000000 PA USD 2494591.29000000 0.039555907796 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DQ0 4025000.00000000 PA USD 4134377.59000000 0.065557456006 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 3345000.00000000 PA USD 3390097.44000000 0.053755652197 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5 N/A 46647TAS7 6750000.00000000 PA USD 6695929.80000000 0.106175140932 Long ABS-O CORP US N 2 2050-03-17 Fixed 3.72320000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGU2 21545000.00000000 PA USD 21638373.88000000 0.343112527292 Long ABS-O CORP US N 2 2028-02-20 Fixed 5.44000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2250000.00000000 OU Other Units USD 11363.04000000 0.000180179961 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 2250000.00000000 USD 3.88500000 USD 2026-08-11 XXXX 11363.04000000 N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153AW2 2809000.00000000 PA USD 2766574.55000000 0.043868656261 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N MSWF 2023-1 N/A 55376CAB9 10000000.00000000 PA USD 10253601.00000000 0.162587954735 Long ABS-O CORP US N 2 2056-05-17 Fixed 6.45100000 N N N N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HBP5 425000.00000000 PA USD 423937.50000000 0.006722236515 Long DBT CORP BM N 2 2030-03-01 Fixed 6.25000000 N N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BK3 25603000.00000000 PA USD 25983982.88000000 0.412019409800 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA87 6812000.00000000 PA USD 6979983.90000000 0.110679292707 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N MEGLOBAL CANADA ULC 635400MHHHT7LMKMQL03 000000000 350000.00000000 PA USD 356903.75000000 0.005659304545 Long DBT CORP CA N 2 2030-05-18 Fixed 5.87500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYB4 11000000.00000000 PA USD 9882249.97000000 0.156699564456 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 35212000.00000000 PA USD 31670429.99000000 0.502187518090 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687VAB2 12045000.00000000 PA USD 12528177.33000000 0.198655158187 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQJ3 60000.00000000 PA USD 59550.00000000 0.000944264625 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CMM0 91725000.00000000 PA USD 93186867.19000000 1.477633286555 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 147918AC0 4490000.00000000 PA USD 4626411.14000000 0.073359469031 Long DBT NUSS US N 2 2029-04-30 Fixed 5.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834PT9 4405000.00000000 PA USD 1626235.72000000 0.025786681150 Long DBT UST US N 2 2045-11-15 None 0.00000000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1 N/A 39571NAB2 3732850.16000000 PA USD 3742845.99000000 0.059349069112 Long ABS-O CORP US N 2 2060-03-25 Fixed 5.12000000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AG5 500000.00000000 PA USD 497179.58000000 0.007883611918 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N ENTERPRISE FLEET FINANCING 2025-1 LLC N/A 29390HAB5 1834708.72000000 PA USD 1837022.10000000 0.029129050959 Long ABS-O CORP US N 2 2027-10-20 Fixed 4.65000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 3185000.00000000 PA USD 3140021.31000000 0.049790277836 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CG0 7500000.00000000 PA USD 7478922.14000000 0.118590791115 Long DBT CORP US N 2 2026-09-15 Fixed 3.35000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECG8 2715000.00000000 PA USD 2852641.81000000 0.045233396294 Long DBT CORP GB N 2 2034-05-09 Fixed 6.22400000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 1509000.00000000 PA USD 1494263.23000000 0.023694037090 Long DBT CORP US Y 2 2027-08-15 Fixed 3.55700000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TBB7 3870000.00000000 PA USD 3859760.53000000 0.061202944247 Long DBT CORP US N 2 2036-04-30 Fixed 5.25000000 N N N N N N AUGUSTA SPINCO CORP N/A 051473AF3 4755000.00000000 PA USD 4755072.27000000 0.075399605953 Long DBT CORP US N 2 2036-03-23 Fixed 5.24500000 N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 N/A 78435VAE2 2700000.00000000 PA USD 2730399.57000000 0.043295041585 Long ABS-O CORP US N 2 2031-01-21 Fixed 5.38000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 17290000.00000000 PA USD 17403666.65000000 0.275964177416 Long DBT CORP US N 2 2035-03-15 Fixed 5.72500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 6880000.00000000 PA USD 7048085.58000000 0.111759158490 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-1 N/A 39571MAB4 11771.86000000 PA USD 11789.26000000 0.000186938390 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.88000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAF2 13838000.00000000 PA USD 13578176.75000000 0.215304651197 Long DBT CORP US N 2 2033-03-16 Fixed 4.60000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BE8 18955000.00000000 PA USD 18935250.47000000 0.300249994741 Long DBT CORP US N 2 2035-10-01 Fixed 5.50000000 N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAJ3 1500000.00000000 PA USD 1424260.94000000 0.022584033964 Long DBT CORP US N 2 2030-01-15 Fixed 3.10000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CC2 12210000.00000000 PA USD 12101501.37000000 0.191889498819 Long DBT CORP US N 2 2029-01-15 Fixed 4.30000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEK8 10470000.00000000 PA USD 10580080.09000000 0.167764825525 Long DBT CORP US N 2 2035-07-22 Fixed 5.29400000 N N N N N N KKR CLO 47 LTD 254900X4Y2IUWMENHX76 48190DAA8 31000000.00000000 PA USD 31061922.50000000 0.492538616378 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.04310000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DP1 5470000.00000000 PA USD 5479920.10000000 0.086893277900 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N SOUTHWEST AIRLINES COMPANY UDTZ87G0STFETI6HGH41 844741BK3 2815000.00000000 PA USD 2826527.28000000 0.044819306842 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHY3 5600000.00000000 PA USD 5684848.40000000 0.090142758074 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 13350000.00000000 OU Other Units USD 204237.73000000 0.003238530034 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 13350000.00000000 USD 3.20580000 USD 2026-11-04 XXXX 125979.11000000 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 80286YAE2 5700000.00000000 PA USD 5769558.81000000 0.091485982987 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 150000.00000000 PA USD 145103.75000000 0.002300862100 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAU1 9790000.00000000 PA USD 9611523.41000000 0.152406743067 Long DBT CORP FR N 2 2037-01-12 Fixed 5.26100000 N N N N N N PLAINS ALL AMERICAN PIPELINE LP / PLAINS ALL AMERICAN FINANCE CORP N/A 72650RBM3 4340000.00000000 PA USD 4178192.07000000 0.066252207702 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N BANCO DE CREDITO DEL PERU SA 549300EQYQ8SCQZ4BY14 05971V2D6 300000.00000000 PA USD 297975.00000000 0.004724890876 Long DBT CORP PE N 2 2031-09-30 Fixed 3.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BK8 14595000.00000000 PA USD 15098200.28000000 0.239407160832 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 4470000.00000000 PA USD 4478081.08000000 0.071007448401 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N BARINGS CLO 2025-III LTD 254900C5SZMUI4ZDAJ86 06764PAA5 50000000.00000000 PA USD 50075000.00000000 0.794022688555 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 4.99523000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457CL2 15720000.00000000 PA USD 15776440.76000000 0.250161795468 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 N/A 80287LAE9 25700000.00000000 PA USD 25961623.43000000 0.411664863407 Long ABS-O CORP US N 2 2030-08-15 Fixed 5.64000000 N N N N N N SKYMILES IP LTD / DELTA AIR LINE INC N/A 830867AB3 2500000.00000000 PA USD 2498150.00000000 0.039612337082 Long DBT CORP KY Y 2 2028-10-20 Fixed 4.75000000 N N N N N N AGL CORE CLO 15 LTD 5493001O95I190NV0196 00121GAJ7 6500000.00000000 PA USD 6503485.95000000 0.103123622546 Long ABS-CBDO CORP KY N 2 2039-01-20 Variable 4.87523000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 N/A 36256BAC4 1769694.19000000 PA USD 1732643.70000000 0.027473957243 Long ABS-O CORP US N 2 2057-10-25 Fixed 3.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 26284.37000000 0.000416782548 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SLOVAKIA GOVERNMENT BOND SLOVAKIA GOVERNMENT BOND Y Default Event 2027-12-20 25849.09000000 USD 0.00000000 USD 2185000.00000000 USD 435.28000000 N N N ENTERPRISE FLEET FINANCING 2024-1 LLC N/A 29375PAB6 5408152.51000000 PA USD 5428298.42000000 0.086074730019 Long ABS-O CORP US N 2 2030-03-20 Fixed 5.23000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 4181000.00000000 PA USD 4376351.31000000 0.069394353134 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAG6 11265000.00000000 PA USD 11748158.10000000 0.186286651625 Long DBT CORP FR N 2 2034-12-05 Fixed 5.89400000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MGK3 28570000.00000000 PA USD 31286452.77000000 0.496098918498 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VBA9 5930000.00000000 PA USD 5885136.75000000 0.093318664098 Long DBT CORP US N 2 2031-04-30 Fixed 5.00000000 N N N N N N COMM 2016-COR1 MORTGAGE TRUST N/A 12594MBB3 1242232.48000000 PA USD 1239837.95000000 0.019659699699 Long ABS-O CORP US N 2 2049-10-13 Fixed 2.82600000 N N N N N N NCL FINANCE LTD N/A 62888HAA7 4075000.00000000 PA USD 4099816.75000000 0.065009436214 Long DBT CORP BM N 2 2028-03-15 Fixed 6.12500000 N N N N N N GEORGIA POWER COMPANY D981X4Z4RWS7PDMJUZ03 373334KQ3 4580000.00000000 PA USD 4573284.61000000 0.072517059242 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N CWABS ASSET BACKED CERTIFICATES SERIES 2002-4 N/A 126673CQ3 1154672.27000000 PA USD 1154191.58000000 0.018301633578 Long ABS-O CORP US N 2 2034-12-25 Floating 4.66282000 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY3 N/A 89177XAA5 200187.46000000 PA USD 200348.37000000 0.003176857741 Long ABS-O CORP US N 2 2059-10-27 Floating 4.76282000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 5000000.00000000 PA USD 4982650.74000000 0.079008242370 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 77586RAY6 14850000.00000000 PA USD 14922022.50000000 0.236613568130 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQF1 9420000.00000000 PA USD 9392034.38000000 0.148926378220 Long DBT UST US N 2 2033-03-31 Fixed 4.25000000 N N N N N N BENCHMARK 2018-B5 MORTGAGE TRUST N/A 08160BAC8 8247831.00000000 PA USD 8122289.11000000 0.128792448054 Long ABS-O CORP US N 2 2051-07-17 Fixed 3.94360000 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DD8 9005000.00000000 PA USD 9280056.97000000 0.147150789521 Long DBT CORP US N 2 2030-09-07 Fixed 5.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-REV1 N/A 34532MAA5 36100000.00000000 PA USD 36436018.80000000 0.577753881334 Long ABS-O CORP US N 2 2037-08-15 Fixed 4.86000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 15720000.00000000 PA USD 15694924.91000000 0.248869225635 Long DBT CORP US N 2 2035-12-03 Fixed 5.21100000 N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834KB3 25000000.00000000 PA USD 9494178.27000000 0.150546040051 Long DBT UST US N 2 2045-05-15 None 0.00000000 N N N N N N ELMWOOD CLO II LTD N/A 29001LAW1 18500000.00000000 PA USD 18536929.70000000 0.293933954227 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.02523000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49447BAA1 2136000.00000000 PA USD 2307481.14000000 0.036588964125 Long DBT CORP US N 2 2034-03-01 Fixed 6.40000000 N N N N N N AGL CLO 19 LTD 254900I16LA7IZQPMU67 001210AQ6 35000000.00000000 PA USD 35059325.00000000 0.555924103753 Long ABS-CBDO CORP KY N 2 2038-07-21 Floating 4.97214000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CP2 425000.00000000 PA USD 421374.50000000 0.006681595873 Long DBT CORP US N 2 2027-11-16 Fixed 2.31100000 N N N N N N TENNESSEE VALLEY AUTHORITY (TN) 549300HE1ISW43LNKM54 88059EPB4 445000.00000000 PA USD 300983.12000000 0.004772589638 Long DBT USGA US N 2 2034-07-15 None 0.00000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBF4 14635000.00000000 PA USD 14857572.01000000 0.235591598058 Long DBT CORP CA N 2 2032-03-12 Fixed 5.25000000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund FDBJO5TMSRMHJL5YKP11 74440W862 92523023.24000000 NS USD 92523023.24000000 1.467106932926 Long STIV RF US N 1 N N N AUTONATION INC N/A 05329RAA1 6700000.00000000 PA USD 6250339.18000000 0.099109558064 Long DBT CORP US N 2 2032-03-01 Fixed 3.85000000 N N N N N PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE 529900RAHBALMYIJ3T08 718286BG1 2000000.00000000 PA USD 2155050.00000000 0.034171914028 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.37500000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAS3 22540000.00000000 PA USD 22487530.25000000 0.356577318583 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA) RRR42I7GG51DB5HDQR14 913366KV1 2305000.00000000 PA USD 2241509.80000000 0.035542878438 Long DBT MUN US N 2 2032-05-15 Fixed 4.13200000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAN3 7876000.00000000 PA USD 7922120.79000000 0.125618445306 Long DBT CORP US N 2 2032-04-01 Fixed 5.20000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 4513000.00000000 PA USD 3774115.66000000 0.059844901912 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHG2 5000000.00000000 PA USD 5110477.50000000 0.081035148963 Long ABS-O CORP US N 2 2029-12-20 Fixed 5.81000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 13655000.00000000 OU Other Units USD 55.51000000 0.000000880203 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-03-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 13655000.00000000 USD 11.06500000 USD 2027-03-19 XXXX 55.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 7965000.00000000 OU Other Units USD 40833.88000000 0.000647489309 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 7965000.00000000 USD 3.74300000 USD 2026-07-23 XXXX 40833.88000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 7854.00000000 NC USD 9292109.93000000 0.147341909315 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 874037452.57000000 USD 9292109.93000000 N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC36 N/A 17324TAE9 1551881.20000000 PA USD 1528587.46000000 0.024238305036 Long ABS-O CORP US N 2 2049-02-12 Fixed 3.61600000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWV2 16650000.00000000 PA USD 16389338.18000000 0.259880306846 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BU6 940000.00000000 PA USD 948552.72000000 0.015040886289 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 2721000.00000000 PA USD 2737646.55000000 0.043409954547 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -37428.41000000 -0.00059348989 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2056-06-01 0.00000000 USD 0.00000000 USD -8058000.00000000 USD -37428.41000000 N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 472140AB8 4760000.00000000 PA USD 4891367.91000000 0.077560800771 Long DBT CORP LU N 2 2035-04-20 Fixed 5.95000000 N N N N N N ARI FLEET LEASE TRUST 2024-A N/A 00218KAB9 1772714.36000000 PA USD 1777307.11000000 0.028182170142 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.30000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834JP4 90475000.00000000 PA USD 44010944.06000000 0.697866962124 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N 2026-08-25 Advanced Series Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer