NPORT-P false 0000711175 XXXXXXXX S000002225 C000226564 C000005723 Prudential Series Fund 811-03623 0000711175 5493007AGJZME68YC130 655 Broad Street Newark 07102-4077 1-888-778-2888 PSF PGIM Flexible Managed Portfolio S000002225 GZ8IGVJEYJG8HWH6OH73 2026-12-31 2026-06-30 N 5536490992.28 138198883.76 5398292108.52 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10142286.09000000 10751023.44000000 0.00000000 1335245.85000000 EUR USD N Blended Custom Benchmark N/A MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 135000.00000000 PA USD 112177.70000000 0.002078022043 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 180000.00000000 PA USD 178810.55000000 0.003312354100 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -7664.27000000 -0.00014197582 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE FRTR 5.75 10/25/32 OAT Y Default Event 2030-12-20 0.00000000 USD -3948.89000000 USD -1480000.00000000 USD -3715.38000000 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 25000.00000000 PA USD 24183.96000000 0.000447992800 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBB0 1000000.00000000 PA USD 1018757.80000000 0.018871853903 Long DBT CORP ES N 2 2030-03-14 Fixed 5.53800000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417MH71 101667.86000000 PA USD 100542.51000000 0.001862487393 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N STERIS PLC N/A 000000000 11600.00000000 NS USD 2442612.00000000 0.045247866378 Long EC CORP IE N 1 N N PFISTERER HOLDING AG 529900APPYG9TGZYS639 000000000 162.00000000 NS 17518.93000000 0.000324527269 Long EC CORP DE N 2 N N N KANSAI ELECTRIC POWER CO INC (THE) 353800PFUKP5ONPJNZ86 000000000 2500.00000000 NS 35329.63000000 0.000654459397 Long EC CORP JP N 2 N N N VESTAS WIND SYSTEMS A/S 549300DYMC8BGZZC8844 000000000 2146.00000000 NS 60760.54000000 0.001125551170 Long EC CORP DK N 2 N N N ALLIANZ SE 529900K9B0N5BT694847 000000000 144.00000000 NS 68162.12000000 0.001262660831 Long EC CORP DE N 2 N N N PECO ENERGY COMPANY YH65D4JBECK76IFEJ279 693304AY3 1110000.00000000 PA USD 692006.13000000 0.012818982672 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPL0 1541473.84000000 PA USD 1456729.96000000 0.026985015458 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.00000000 N N N N N N FORTESCUE LTD 529900VEJFORCO6I4826 000000000 9462.00000000 NS 125941.94000000 0.002332996019 Long EC CORP AU N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP38 8052568.60000000 PA USD 8138150.49000000 0.150754170511 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N DXC TECHNOLOGY COMPANY 549300DOVZ3EDJB7O259 23355L106 163300.00000000 NS USD 1445205.00000000 0.026771522751 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VTW0 467295.53000000 PA USD 399613.23000000 0.007402586261 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 2.50000000 N N N N N N SANTANDER MORTGAGE ASSET RECEIVABLES 2026-NQM2 254900X3WQ94L5BYAR60 802933AC5 2672655.08000000 PA USD 2632209.79000000 0.048760047383 Long ABS-O CORP US N 2 2066-01-25 Variable 4.70400000 N N N N N N CROSS 2026-NQM1 MORTGAGE TRUST N/A 22758EAA5 1424879.96000000 PA USD 1404106.07000000 0.026010190663 Long ABS-O CORP US N 2 2061-02-25 Variable 4.69900000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 7037.23000000 0.000130360303 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SLOVAKIA GOVERNMENT BOND SLOVAKIA GOVERNMENT BOND Y Default Event 2027-12-20 6920.70000000 USD 0.00000000 USD 585000.00000000 USD 116.53000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2 N/A 95003UAD2 4730000.00000000 PA USD 4864253.48000000 0.090107266932 Long ABS-O CORP US N 2 2057-11-19 Variable 5.92000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -4260000.00000000 OU Other Units USD -10016.09000000 -0.00018554183 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 -4260000.00000000 USD 3.93400000 USD 2026-07-23 XXXX -10016.09000000 N N N ANTERO MIDSTREAM CORP N/A 03676B102 46300.00000000 NS USD 1053325.00000000 0.019512189759 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202VS85 8688.54000000 PA USD 8767.16000000 0.000162406180 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N RIO TINTO LTD 529900X2VMAQT2PE0V24 000000000 648.00000000 NS 77967.24000000 0.001444294573 Long EC CORP AU N 2 N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233WLL1 1580000.00000000 PA USD 1524559.68000000 0.028241518786 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACX3 3085000.00000000 PA USD 3100464.66000000 0.057434177285 Long DBT CORP US N 2 2027-03-19 Fixed 5.30000000 N N N N N HOCHTIEF AG 529900Y25S8NZIYTT924 000000000 508.00000000 NS 294461.23000000 0.005454710935 Long EC CORP DE N 2 N N N RCKT MORTGAGE TRUST 2024-CES3 N/A 74942AAA1 961245.47000000 PA USD 967853.84000000 0.017928889740 Long ABS-O CORP US N 2 2044-05-25 Variable 6.59100000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 51000.00000000 NS USD 21197130.00000000 0.392663634606 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31292JBG4 5608.58000000 PA USD 5627.49000000 0.000104245748 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N MAKITA CORP 529900CDR9E94BCM6294 000000000 600.00000000 NS 21576.75000000 0.000399695858 Long EC CORP JP N 2 N N N ISRAEL DISCOUNT BANK LTD 549300XWZ7BG5G23OF51 465074201 9920.00000000 NS 98221.36000000 0.001819489535 Long EC CORP IL N 2 N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAQ0 800000.00000000 PA USD 807494.56000000 0.014958333927 Long DBT CORP US N 2 2029-01-10 Fixed 5.37300000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 7683.00000000 NS 384990.85000000 0.007131715777 Long EC CORP FR N 2 N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HY6 2000000.00000000 PA USD 1461635.26000000 0.027075883087 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132GRZN4 143737.24000000 PA USD 134560.22000000 0.002492644289 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N CONNECTICUT LIGHT & POWER COMPANY (THE) 549300O45IUXEDS1VZ32 207597EN1 3255000.00000000 PA USD 2871332.74000000 0.053189651139 Long DBT CORP US N 2 2031-07-01 Fixed 2.05000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771108 449900.00000000 NS USD 11198011.00000000 0.207436181201 Long EC CORP US N 1 N N DAI NIPPON PRINTING CO LTD 529900S7NFNQ4FT6OP83 000000000 2000.00000000 NS 36696.95000000 0.000679788148 Long EC CORP JP N 2 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1467.99000000 0.000027193600 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 WELLS FARGO & COMPANY WFC V5.198 01/23/30 Y Default Event 2026-12-20 1434.40000000 USD 0.00000000 USD 365000.00000000 USD 33.59000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RVC0 409330.81000000 PA USD 391998.69000000 0.007261531649 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.00000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 1675000.00000000 PA USD 1530889.03000000 0.028358766054 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 445545AV8 1640000.00000000 PA USD 1664198.20000000 0.030828235422 Long DBT NUSS HU N 2 2030-09-26 Fixed 5.37500000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GWV2 540000.00000000 PA USD 531546.10000000 0.009846560529 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N RIO TINTO FINANCE (USA) PLC 2138006TSNBEUA761G16 76720AAU0 250000.00000000 PA USD 253814.93000000 0.004701763537 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N JX ADVANCED METALS CORP 353800NC6NPNKC4JEC58 000000000 4300.00000000 NS 118676.91000000 0.002198415862 Long EC CORP JP N 2 N N N LVMH MOET HENNESSY LOUIS VUITTON SE IOG4E947OATN0KJYSD45 000000000 46.00000000 NS 25440.78000000 0.000471274608 Long EC CORP FR N 2 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851109 60400.00000000 NS USD 5599684.00000000 0.103730659390 Long EC CORP US N 1 N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 000000000 211000.00000000 PA USD 214758.44000000 0.003978266379 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 8000000.00000000 PA USD 7752575.45000000 0.143611632978 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 3825000.00000000 PA USD 3824256.40000000 0.070841968591 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YGD5 30832.11000000 PA USD 31069.09000000 0.000575535546 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N OBAYASHI CORP 529900YT4O5S0LCXWD54 000000000 1400.00000000 NS 28291.96000000 0.000524090942 Long EC CORP JP N 2 N N N TOWD POINT MORTGAGE TRUST 2020-4 N/A 89179JAA4 454018.14000000 PA USD 412542.45000000 0.007642092011 Long ABS-O CORP US N 2 2060-10-25 Variable 1.75000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 2440000.00000000 OU Other Units USD 1312.02000000 0.000024304353 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 2440000.00000000 USD 60.00000000 USD 2026-08-19 XXXX -1347.58000000 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473P105 63700.00000000 NS USD 3028935.00000000 0.056109134872 Long EC CORP US N 1 N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAN5 1075000.00000000 PA USD 1034627.05000000 0.019165821878 Long DBT CORP US N 2 2036-03-15 Fixed 5.00000000 N N N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 715638DF6 453000.00000000 PA USD 416986.50000000 0.007724415270 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDN2 545000.00000000 PA USD 544536.97000000 0.010087208306 Long DBT CORP GB N 2 2037-06-26 Fixed 5.58600000 N N N N N N JFE HOLDINGS INC 3538002Y11Y03NA9B530 000000000 6000.00000000 NS 57926.97000000 0.001073061050 Long EC CORP JP N 2 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 2317.00000000 NS 38215.97000000 0.000707927048 Long EC CORP GB N 2 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GFD1 104000.00000000 PA USD 113328.87000000 0.002099346751 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XHY5 3507233.65000000 PA USD 3405399.40000000 0.063082903472 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WXW52 82166.05000000 PA USD 76560.09000000 0.001418227996 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 070830104 109600.00000000 NS USD 2535048.00000000 0.046960185722 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 43289.27000000 0.000801906772 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ALPHABET INC GOOGL 4 05/15/30 Y Default Event 2030-06-20 46118.35000000 USD 0.00000000 USD 2110000.00000000 USD -2829.08000000 N N N OVS SPA 8156001A772766DCAA71 000000000 5182.00000000 NS 35828.84000000 0.000663706951 Long EC CORP IT N 2 N N N FEDEX FREIGHT HOLDING COMPANY INC 984500Y1DA5A58ICE336 314352105 9800.00000000 NS USD 1479800.00000000 0.027412373585 Long EC CORP US N 1 N N N MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP N/A 55342UAH7 400000.00000000 PA USD 387944.28000000 0.007186426228 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406CVA3 13439.09000000 PA USD 13749.74000000 0.000254705372 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444U700 2600.00000000 NS USD 2710214.00000000 0.050205026803 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 78200.00000000 NS USD 14147162.00000000 0.262067367152 Long EC CORP US N 1 N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 000000000 1770.00000000 NS 330466.64000000 0.006121688737 Long EC CORP GB N 2 N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BA1 1021000.00000000 PA USD 937886.62000000 0.017373765649 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 7385000.00000000 PA USD 6553252.54000000 0.121394922843 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -84162.26000000 -0.00155905346 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-11 0.00000000 USD 0.00000000 USD -15960000.00000000 USD -84162.26000000 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 000000000 1658.00000000 NS 681581.22000000 0.012625867705 Long EP CORP CH N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAX7 835000.00000000 PA USD 744364.26000000 0.013788884429 Long DBT CORP JP N 2 2031-07-14 Fixed 2.60800000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389GSV3 4088.88000000 PA USD 4318.01000000 0.000079988446 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 525400.00000000 NS USD 125223836.00000000 2.319693589799 Long EC CORP US N 1 N N N IG GROUP HOLDINGS PLC 2138003A5Q1M7ANOUD76 000000000 2160.00000000 NS 52088.10000000 0.000964899619 Long EC CORP GB N 1 N N N FUSO CHEMICAL COMPANY LTD N/A 000000000 3600.00000000 NS 101235.08000000 0.001875316821 Long EC CORP JP N 2 N N N KBR INC 254900OFQDXZRKRCV808 48242W106 32600.00000000 NS USD 1125678.00000000 0.020852484033 Long EC CORP US N 1 N N N PRET 2024-RPL2 TRUST N/A 69392CAA2 1393255.72000000 PA USD 1319411.77000000 0.024441281491 Long ABS-O CORP US N 2 2064-06-25 Variable 4.07500000 N N N N N N CORPORACION ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 1200000.00000000 PA USD 1217580.00000000 0.022554911359 Long DBT NUSS VE N 2 2029-01-24 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410BE67 7897.00000000 PA USD 8185.41000000 0.000151629623 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 01309QAE8 505000.00000000 PA USD 488025.33000000 0.009040365363 Long DBT CORP US N 2 2032-03-31 Fixed 5.62500000 N N N N N N TELIA COMPANY AB 213800FSR9RNDUOTXO25 000000000 36087.00000000 NS 175774.02000000 0.003256104272 Long EC CORP SE N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202D6F3 20431.77000000 PA USD 21119.08000000 0.000391217806 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 6.00000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620MCE4 1950000.00000000 PA USD 1928977.67000000 0.035733110236 Long DBT CORP US N 2 2031-03-10 Fixed 4.80000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179V4U1 1848431.16000000 PA USD 1516615.57000000 0.028094359095 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N CASIO COMPUTER CO LTD 353800JRMIABSXKHV344 000000000 1700.00000000 NS 20200.06000000 0.000374193533 Long EC CORP JP N 2 N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAH6 40000.00000000 PA USD 36506.54000000 0.000676260922 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N PUBLIC SERVICE ELECTRIC & GAS COMPANY 549300RUHPVD434XUK18 74456QCK0 1050000.00000000 PA USD 1056077.71000000 0.019563181998 Long DBT CORP US N 2 2032-12-15 Fixed 4.90000000 N N N N N N TOWD POINT MORTGAGE TRUST 2025-CES1 254900FMI2GPXLO84795 89183HAA2 1390634.31000000 PA USD 1393514.45000000 0.025813987498 Long ABS-O CORP US N 2 2055-02-25 Variable 5.70500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 10000.00000000 PA USD 9087.98000000 0.000168349170 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N CRH SMW FINANCE DAC 54930044475SH442C864 12704PAB4 2120000.00000000 PA USD 2146809.31000000 0.039768305731 Long DBT CORP IE N 2 2030-01-09 Fixed 5.12500000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 N/A 61690YBT8 2586730.08000000 PA USD 2574809.65000000 0.047696745530 Long ABS-O CORP US N 2 2049-11-18 Fixed 2.79100000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYU5 190580.15000000 PA USD 187215.73000000 0.003468054826 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAX2 420000.00000000 PA USD 422424.44000000 0.007825149723 Long DBT CORP US N 2 2066-03-15 Fixed 6.70000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA7 5493000ISOMSKCX2AW62 35564KMA4 128.24000000 PA USD 128.20000000 0.000002374825 Long ABS-O USGSE US N 2 2041-11-25 Floating 4.47776000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJMS6 384824.61000000 PA USD 381034.31000000 0.007058423337 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N GENERAC HOLDINGS INC 529900S2H2AHJHSFFI84 368736104 21800.00000000 NS USD 6383258.00000000 0.118245879839 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912797VK0 70000.00000000 PA USD 69302.41000000 0.001283783993 Long DBT UST US N 2 2026-10-06 None 0.00000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAB9 90000.00000000 PA USD 84483.21000000 0.001564998860 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AK3 4985000.00000000 PA USD 4972544.32000000 0.092113287314 Long DBT CORP US Y 2 2027-04-14 Fixed 4.50000000 N N N N N BANK HAPOALIM LTD B6ARUI4946ST4S7WOU88 000000000 1651.00000000 NS 38081.09000000 0.000705428480 Long EC CORP IL N 2 N N N HUT 8 DC LLC 2549001DBTVKADI7M690 44813DAA4 370000.00000000 PA USD 375436.73000000 0.006954731653 Long DBT CORP US N 2 2042-11-15 Fixed 6.19200000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383PRN3 847509.20000000 PA USD 11701.47000000 0.000216762445 Long ABS-O USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEP4 765000.00000000 PA USD 813244.60000000 0.015064849838 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 350000.00000000 PA USD 236363.57000000 0.004378487959 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBG7 15000.00000000 PA USD 11429.23000000 0.000211719369 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJS35 611839.53000000 PA USD 553735.25000000 0.010257600716 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 15000.00000000 PA USD 13566.72000000 0.000251315040 Long DBT CORP US N 2 2030-05-11 Fixed 1.65000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2026-CES1 N/A 105926AA7 1845129.54000000 PA USD 1839777.37000000 0.034080730220 Long ABS-O CORP US N 2 2056-05-25 Variable 5.25400000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-CES1 N/A 89183CAA3 91876.87000000 PA USD 91930.68000000 0.001702958605 Long ABS-O CORP US N 2 2064-01-25 Variable 5.84800000 N N N N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 000000000 3600.00000000 NS 111127.87000000 0.002058574596 Long EC CORP JP N 2 N N N ICE FUTURES U.S. 5493004R83R1LVX2IL36 000000000 4.00000000 NC USD -6558.36000000 -0.00012148953 N/A DE CORP US N 1 ICE FUTURES U.S. 5493004R83R1LVX2IL36 Long MSCI MSCI EAFE INDEX 2026-09-18 635618.36000000 USD -6558.36000000 N N N GENERAL MOTORS FINANCIAL COMPANY INC 5493008B6JBRUJ90QL97 37045XDP8 3340000.00000000 PA USD 3173294.59000000 0.058783306390 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WCHZ9 336801.97000000 PA USD 322841.39000000 0.005980435728 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHK9 3304622.30000000 PA USD 3189738.03000000 0.059087910877 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 3960.46000000 0.000073365055 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2027-06-20 2945.44000000 USD 0.00000000 USD 435000.00000000 USD 1015.02000000 N N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 000000000 11486.00000000 NS 478655.61000000 0.008866797134 Long EC CORP AU N 2 N N N AMERICAN AIRLINES PASS THROUGH TRUST 2015-1 N/A 023770AA8 1463017.29000000 PA USD 1446006.93000000 0.026786378004 Long ABS-O CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3454.58000000 0.000063993943 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BANK OF NOVA SCOTIA (THE) BNS 5.35 12/07/26 Y Default Event 2026-12-20 3177.47000000 USD 0.00000000 USD 945000.00000000 USD 277.11000000 N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BL6 555000.00000000 PA USD 559242.06000000 0.010359610942 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVA7 33328.10000000 PA USD 26860.86000000 0.000497580706 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406RMN2 61711.93000000 PA USD 62886.05000000 0.001164924919 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N ALFA TRANSMISORA DE ENERGIA SA 2549006BJAN34R520038 01538TAA3 617945.08000000 PA USD 492267.41000000 0.009118947254 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BL7 235000.00000000 PA USD 235211.77000000 0.004357151581 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B93 1095000.00000000 PA USD 1029734.05000000 0.019075182100 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAG0 550000.00000000 PA USD 541615.25000000 0.010033085263 Long DBT CORP US N 2 2036-03-16 Fixed 4.95000000 N N N N N N WALT DISNEY COMPANY (THE) 549300GZKULIZ0WOW665 254687106 236100.00000000 NS USD 22724625.00000000 0.420959528368 Long EC CORP US N 1 N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 1015000.00000000 PA USD 1102165.97000000 0.020416938317 Long DBT CORP AU N 2 2033-09-19 Fixed 6.87500000 N N N N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 127848.00000000 NS USD 32469556.56000000 0.601478317721 Long EC CORP US N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 2490000.00000000 PA USD 2521844.39000000 0.046715597068 Long DBT CORP US N 2 2030-01-08 Fixed 5.30000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402CV66 560.22000000 PA USD 573.17000000 0.000010617617 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 14400.00000000 NS 131835.38000000 0.002442168325 Long EC CORP HK N 2 N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614N201 40300.00000000 NS USD 5466292.00000000 0.101259655648 Long EC CORP US N 1 N N UTAH ACQUISITION SUB INC 254900JOFV74IJ7H9933 62854AAP9 690000.00000000 PA USD 583869.34000000 0.010815815970 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N CIM TRUST 2024-R1 N/A 17179VAA8 1636978.44000000 PA USD 1603328.71000000 0.029700666021 Long ABS-O CORP US N 2 2064-06-25 Variable 4.75000000 N N N N N N CARLYLE EURO CLO 2021-2 DAC 635400GXUD5SKWFXE966 000000000 5000000.00000000 PA 5712038.50000000 0.105811956544 Long ABS-O CORP IE N 2 2035-10-15 Floating 3.19400000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RCP5 545000.00000000 PA USD 513629.59000000 0.009514668337 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CDL5 85437.86000000 PA USD 76472.66000000 0.001416608409 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 000000000 8804.00000000 NS 60512.43000000 0.001120955086 Long EC CORP IT N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 1900000.00000000 PA USD 1896076.18000000 0.035123630620 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YYZ1 2119890.62000000 PA USD 2196463.15000000 0.040688112200 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 7.00000000 N N N N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 857524AK8 2805000.00000000 PA USD 2842755.30000000 0.052660271857 Long DBT NUSS PL N 2 2036-04-14 Fixed 5.37500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 1895000.00000000 PA USD 1997727.67000000 0.037006661178 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N ACCENTURE PLC 5493000EWHDSR3MZWH98 000000000 70200.00000000 NS USD 8735688.00000000 0.161823180820 Long EC CORP IE N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEC3 5690265.70000000 PA USD 5499031.52000000 0.101866134871 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410XZS8 29112.79000000 PA USD 30400.30000000 0.000563146628 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611109 6400.00000000 NS USD 1039040.00000000 0.019247569029 Long EC CORP US N 1 N N N SERBIA, REPUBLIC OF - MINISTRY OF FINANCE 254900W94OCY91V32O78 817477AK8 1480000.00000000 PA USD 1451554.40000000 0.026889141432 Long DBT NUSS RS N 2 2036-05-06 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHBE6 716265.32000000 PA USD 611605.51000000 0.011329611249 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD -3958.14000000 -0.00007332207 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long STANDARD & POORS'S 500 STANDARD & POORS'S 500 2026-09-18 381370.64000000 USD -3958.14000000 N N N AIRTEL AFRICA PLC 254900ZNZDQL6OWQH623 000000000 9833.00000000 NS 42746.85000000 0.000791858779 Long EC CORP GB N 2 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834107 55900.00000000 NS USD 2582021.00000000 0.047830331299 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUJ1 193566.94000000 PA USD 188950.12000000 0.003500183320 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CF4 3380000.00000000 PA USD 3158848.97000000 0.058515710274 Long DBT CORP US N 2 2032-01-14 Fixed 3.72900000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YYX6 2322663.45000000 PA USD 2384024.94000000 0.044162577572 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N TSUGAMI CORP N/A 000000000 400.00000000 NS 20129.78000000 0.000372891640 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ER3T5 106990.98000000 PA USD 105253.68000000 0.001949758884 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.50000000 N N N N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74460DAH2 10000.00000000 PA USD 9437.41000000 0.000174822143 Long DBT CORP US N 2 2028-11-09 Fixed 1.95000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNC9 1795000.00000000 PA USD 1790494.62000000 0.033167797962 Long DBT CORP US N 2 2037-04-23 Fixed 5.48900000 N N N N N N MERCEDES-BENZ GROUP AG 529900R27DL06UVNT076 000000000 5924.00000000 NS 297969.49000000 0.005519699268 Long EC CORP DE N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390VPW8 12745.47000000 PA USD 13189.04000000 0.000244318753 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 N/A 95001MAE0 3724332.28000000 PA USD 3678937.51000000 0.068150026638 Long ABS-O CORP US N 2 2050-07-15 Fixed 3.19000000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 000000000 2600.00000000 NS 99037.99000000 0.001834617097 Long EC CORP JP N 2 N N N PROLOGIS INC 529900DFH19P073LZ636 74340W103 91500.00000000 NS USD 12395505.00000000 0.229619011917 Long EC CORP US N 1 N N N ZURICH INSURANCE GROUP AG 529900QVNRBND50TXP03 000000000 86.00000000 NS 63608.43000000 0.001178306559 Long EC CORP CH N 2 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 000000000 700.00000000 NS 27439.34000000 0.000508296688 Long EC CORP JP N 2 N N N SWEDBANK AB M312WZV08Y7LYUC71685 000000000 5655.00000000 NS 211247.37000000 0.003913225993 Long EC CORP SE N 2 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA K8MS7FD7N5Z2WQ51AZ71 000000000 13849.00000000 NS 348673.63000000 0.006458961889 Long EC CORP ES N 2 N N N NEWDAY FUNDING MASTER ISSUER PLC 213800GBPRAJHSB5YK19 000000000 2100000.00000000 PA 2788478.18000000 0.051654822005 Long ABS-O CORP GB N 2 2032-07-15 Floating 4.62900000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866F104 19900.00000000 NS USD 2449889.00000000 0.045382668272 Long EC CORP US N 1 N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 4315000.00000000 PA USD 4331917.27000000 0.080246070107 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N YAMAHA MOTOR MASTER TRUST II N/A 98463GAG3 2100000.00000000 PA USD 2086398.09000000 0.038649225496 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.43000000 N N N N N N EPIROC AB 5493004Q73OEYW1SPE91 000000000 3380.00000000 NS 92736.20000000 0.001717880361 Long EC CORP SE N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132ACSZ4 3664764.11000000 PA USD 3388971.63000000 0.062778589262 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAF2 805000.00000000 PA USD 789885.26000000 0.014632132610 Long DBT CORP US N 2 2033-03-16 Fixed 4.60000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UL0 12005000.00000000 PA USD 12111919.53000000 0.224365767663 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 500000.00000000 PA USD 487235.46000000 0.009025733513 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N BECTON DICKINSON & COMPANY ICE2EP6D98PQUILVRZ91 075887109 34400.00000000 NS USD 5205752.00000000 0.096433314377 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTQ5 8626469.46000000 PA USD 6960248.42000000 0.128934268099 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TZ65 247442.79000000 PA USD 242234.49000000 0.004487243097 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407F6B1 30890.50000000 PA USD 31073.42000000 0.000575615757 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAC7 1265000.00000000 PA USD 1300597.10000000 0.024092751445 Long DBT CORP US N 2 2029-01-15 Fixed 6.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133AUTM0 2716974.29000000 PA USD 2317412.82000000 0.042928629526 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N CORPORATE DEFENSE PROPERTIES LP H0TWO5VRNEP6CQAWPX27 22003BAP1 1345000.00000000 PA USD 1148715.90000000 0.021279246785 Long DBT CORP US N 2 2033-12-01 Fixed 2.90000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31283HJM8 2403.14000000 PA USD 2540.43000000 0.000047059883 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGKP3 375957.35000000 PA USD 328642.88000000 0.006087904718 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAF9 130000.00000000 PA USD 115545.86000000 0.002140415110 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N JPMorgan Chase Bank, National Association 8I5DZWZKVSZI1NUHU748 000000000 1405000.00000000 NC USD -18483.72000000 -0.00034239940 N/A DIR CORP US N 2 JPMorgan Chase Bank, National Association 8I5DZWZKVSZI1NUHU748 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 4.5 02/15/44 2026-07-13 1356682.99000000 USD -18483.72000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UF3 13270000.00000000 PA USD 12791035.94000000 0.236945976298 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N AISIN CORP 3538004IOK08PDY6I723 000000000 4000.00000000 NS 54306.77000000 0.001005999099 Long EC CORP JP N 2 N N N BBCMS MORTGAGE TRUST 2018-C2 N/A 05491UBC1 5400000.00000000 PA USD 5334386.76000000 0.098816193210 Long ABS-O CORP US N 2 2051-12-15 Fixed 4.04700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NBQ3 6541.07000000 PA USD 6712.18000000 0.000124338955 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVC3 2980196.72000000 PA USD 2516757.86000000 0.046621372267 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403YRV7 7785.40000000 PA USD 7965.36000000 0.000147553334 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N FUTU HOLDINGS LTD 213800X4W4ZRESFPTQ37 36118L106 100.00000000 NS USD 9374.00000000 0.000173647513 Long EC CORP KY N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -3605000.00000000 OU Other Units USD -26792.17000000 -0.00049630826 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 -3605000.00000000 USD 3.69400000 USD 2026-11-04 XXXX -18339.07000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 10532.95000000 0.000195116340 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 VERIZON COMMUNICATIONS INC VZ 4.125 03/16/27 Y Default Event 2027-06-20 10291.69000000 USD 0.00000000 USD 1493000.00000000 USD 241.26000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -17080.86000000 -0.00031641229 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-25 416.17000000 USD 0.00000000 USD -2250000.00000000 USD -17497.03000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDD5 1609202.34000000 PA USD 1509431.84000000 0.027961284970 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N GE VERNOVA INC 254900DP080RU6OK2553 36828A101 19500.00000000 NS USD 22909770.00000000 0.424389224211 Long EC CORP US N 1 N N N WOODSIDE ENERGY GROUP LTD 2549005ZC5RXAOO7FH41 000000000 5853.00000000 NS 113191.37000000 0.002096799649 Long EC CORP AU N 2 N N N NOVO NORDISK A/S 549300DAQ1CVT6CXN342 000000000 1248.00000000 NS 59937.64000000 0.001110307460 Long EC CORP DK N 2 N N N EXLSERVICE HOLDINGS INC 81E3DTNF6OSH489ZOV15 302081104 52800.00000000 NS USD 1365408.00000000 0.025293333012 Long EC CORP US N 1 N N N MANPOWERGROUP INC ERO1WSFOSR0JJ6CRQ987 56418H100 77300.00000000 NS USD 2610421.00000000 0.048356423615 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36212SK96 171.25000000 PA USD 171.24000000 0.000003172114 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7QE0 352848.63000000 PA USD 325761.67000000 0.006034532097 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M9A85 11029.87000000 PA USD 11555.65000000 0.000214061220 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBS0 740000.00000000 PA USD 791488.83000000 0.014661837745 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N N HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 406216101 396800.00000000 NS USD 13471360.00000000 0.249548555898 Long EC CORP US N 1 N N N CONSOLIDATED EDISON COMPANY OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111EY5 220000.00000000 PA USD 220645.45000000 0.004087319573 Long DBT CORP US N 2 2039-12-01 Fixed 5.50000000 N N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JBD9 640000.00000000 PA USD 482291.12000000 0.008934142693 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N MURATA MANUFACTURING COMPANY LTD 529900QZG6DL8ZRI7140 000000000 5100.00000000 NS 366102.51000000 0.006781821039 Long EC CORP JP N 2 N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAT1 145000.00000000 PA USD 143960.72000000 0.002666782699 Long DBT CORP US N 2 2031-04-15 Fixed 5.25000000 N N N N N N ATLAS COPCO AB 213800T8PC8Q4FYJZR07 000000000 2517.00000000 NS 44621.49000000 0.000826585318 Long EC CORP SE N 2 N N N LOWE'S COMPANIES INC WAFCR4OKGSC504WU3E95 548661EL7 30000.00000000 PA USD 30122.91000000 0.000558008151 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 1504.00000000 NS 30250.08000000 0.000560363896 Long EC CORP FR N 2 N N N MARS INC 54930073HKEO6GZBSS03 571676AN5 660000.00000000 PA USD 467096.38000000 0.008652669596 Long DBT CORP US N 2 2040-07-16 Fixed 2.37500000 N N N N N N NORTHWEST PIPELINE GP N/A 66775VAB1 3725000.00000000 PA USD 3711818.57000000 0.068759127801 Long DBT CORP US N 2 2027-04-01 Fixed 4.00000000 N N N N N N SBI HOLDINGS INC 353800L6LMHYIPSMRQ17 000000000 2700.00000000 NS 44276.74000000 0.000820199039 Long EC CORP JP N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W7M4 1539648.10000000 PA USD 1445861.79000000 0.026783689376 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5JG5 702475.58000000 PA USD 727213.92000000 0.013471185059 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 7.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383RFV4 1181066.17000000 PA USD 27028.70000000 0.000500689837 Long ABS-O USGA US N 2 2052-04-20 Floating 0.24128000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C9 N/A 90291JAV9 2189167.99000000 PA USD 2151621.35000000 0.039857445776 Long ABS-O CORP US N 2 2051-03-17 Fixed 3.85400000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ94 730493.30000000 PA USD 738069.50000000 0.013672277919 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N BBCMS 2019-BWAY MORTGAGE TRUST N/A 05492NAG8 10000.00000000 PA USD 124.80000000 0.000002311842 Long ABS-O CORP US N 2 2034-11-15 Floating 5.90048000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DY71 3749752.03000000 PA USD 3256644.00000000 0.060327302312 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402CU67 56570.49000000 PA USD 56505.24000000 0.001046724387 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 000000000 3965.00000000 NS 245365.98000000 0.004545251999 Long EC CORP GB N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VSJ0 254388.67000000 PA USD 231808.38000000 0.004294105901 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 3.50000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 10000.00000000 PA USD 9881.42000000 0.000183047152 Long DBT CORP US N 2 2027-03-15 Fixed 2.90000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UUJ9 2483221.02000000 PA USD 2271303.96000000 0.042074491604 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 8383.00000000 NS 415470.96000000 0.007696340836 Long EC CORP CH N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 625000.00000000 PA USD 605624.04000000 0.011218808242 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N NORTHERN STATES POWER COMPANY (MINNESOTA) 3S1GHB0TEH85KX44SB51 665772CQ0 1580000.00000000 PA USD 1183800.18000000 0.021929161227 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N TOLL BROTHERS INC 529900JB6IS9MSZGVR44 889478103 14500.00000000 NS USD 2388875.00000000 0.044252421913 Long EC CORP US N 1 N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017104 89700.00000000 NS USD 8180640.00000000 0.151541262227 Long EC CORP US N 1 N N OTSUKA CORP 529900RG9DJ58J3UIE72 000000000 6000.00000000 NS 102722.48000000 0.001902869980 Long EC CORP JP N 2 N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AE3 102000.00000000 PA USD 105317.04000000 0.001950932589 Long DBT CORP AU N 2 2028-10-01 Fixed 9.25000000 N N N N N N BATTALION CLO LTD 2024-25 N/A 07090BAA9 16000000.00000000 PA USD 15999824.00000000 0.296386777120 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 0.00010000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383R3S4 752921.82000000 PA USD 9700.04000000 0.000179687201 Long ABS-O USGA US N 2 2052-05-20 Floating 0.04128000 N N N N N N IMPERIAL BRANDS PLC 549300DFVPOB67JL3A42 000000000 5098.00000000 NS 188416.31000000 0.003490294823 Long EC CORP GB N 2 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 147918AF3 800000.00000000 PA USD 786353.20000000 0.014566703397 Long DBT NUSS US N 2 2030-10-01 Fixed 4.37500000 N N N N N N ROCKWELL AUTOMATION INC VH3R4HHBHH12O0EXZJ88 773903109 8900.00000000 NS USD 4406212.00000000 0.081622333720 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 1260000.00000000 PA USD 1132810.17000000 0.020984603041 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 75886F107 8300.00000000 NS USD 5175382.00000000 0.095870729037 Long EC CORP US N 1 N N N FEDEX CORP 549300E707U7WNPZN687 31428X106 19600.00000000 NS USD 6137348.00000000 0.113690550207 Long EC CORP US N 1 N N N NEUROCRINE BIOSCIENCES INC 549300FECER0XBN49756 64125C109 9600.00000000 NS USD 1617936.00000000 0.029971256973 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3D3 1500000.00000000 PA USD 1523088.09000000 0.028214258498 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3133XGAY0 960000.00000000 PA USD 1033377.90000000 0.019142682152 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N ROCKFORD TOWER EUROPE CLO 2024-1 DAC 635400WHKG8Q1Z8MAE80 000000000 8000000.00000000 PA 9144692.15000000 0.169399728028 Long ABS-O CORP IE N 2 2038-07-15 Floating 3.50400000 N N N N N N TESLA INC 54930043XZGB27CTOV49 88160R101 113300.00000000 NS USD 47653980.00000000 0.882760307186 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAL0 3250000.00000000 PA USD 2558631.52000000 0.047397055745 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201UVW1 995.72000000 PA USD 1009.22000000 0.000018695172 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJYT1 1770633.73000000 PA USD 1587705.73000000 0.029411260044 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383TYC1 1591458.16000000 PA USD 25533.35000000 0.000472989410 Long ABS-O USGA US N 2 2052-07-20 Floating 0.34128000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H7BF9 315674.55000000 PA USD 4737.64000000 0.000087761831 Long ABS-O USGSE US N 2 2052-05-25 Floating 0.01000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBN0 5000.00000000 PA USD 4919.76000000 0.000091135490 Long DBT CORP US N 2 2027-04-15 Fixed 2.12500000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 1345000.00000000 PA USD 1122427.11000000 0.020792263320 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWAN3 496463.46000000 PA USD 400673.98000000 0.007422235995 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N CDW LLC / CDW FINANCE CORP N/A 12513GBG3 1810000.00000000 PA USD 1796847.19000000 0.033285475366 Long DBT CORP US Y 2 2026-12-01 Fixed 2.67000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DN81 1806294.71000000 PA USD 1719424.96000000 0.031851276763 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 19414.13000000 0.000359634669 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP INC C V3.98 03/20/30 Y Default Event 2026-12-20 16002.99000000 USD 0.00000000 USD 4955000.00000000 USD 3411.14000000 N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 850000.00000000 PA USD 551414.26000000 0.010214605821 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 390000.00000000 PA USD 346394.29000000 0.006416738535 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USLM1 480230.19000000 PA USD 497038.79000000 0.009207334097 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1996.02000000 0.000036975027 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 National Bank of Canada National Bank of Canada Y Default Event 2026-12-20 1870.56000000 USD 0.00000000 USD 544000.00000000 USD 125.46000000 N N N (PIPA070) PGIM Core Government Money Market Fund FDBJO5TMSRMHJL5YKP11 74440W862 268441982.11000000 NS USD 268441982.11000000 4.972720570017 Long STIV RF US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV80 422165.72000000 PA USD 426489.17000000 0.007900446315 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N INCYTE CORP 549300Z4WN6JVZ3T4680 45337C102 16000.00000000 NS USD 1813760.00000000 0.033598774640 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 690000.00000000 PA USD 678526.23000000 0.012569275918 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WCUT8 548395.89000000 PA USD 525664.94000000 0.009737615702 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MFJ7 3600000.00000000 PA USD 3940814.00000000 0.073001125555 Long DBT USGSE US N 2 2030-01-15 Fixed 7.12500000 N N N N N N TALANX AG 5299006ZIILJ6VJVSJ32 000000000 416.00000000 NS 52617.58000000 0.000974707906 Long EC CORP DE N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLN87 706888.75000000 PA USD 661722.81000000 0.012258003025 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 2.50000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 254900QVX5SBHB37FT67 891950AA5 4000000.00000000 PA USD 4011793.20000000 0.074315971039 Long ABS-O CORP US N 2 2038-05-25 Fixed 4.65000000 N N N N N N MOLSON COORS BEVERAGE COMPANY 54930073LBBH6ZCBE225 60871R209 116300.00000000 NS USD 4531048.00000000 0.083934842889 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390REE9 9402.35000000 PA USD 9929.23000000 0.000183932803 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCL3 1795000.00000000 PA USD 1800020.17000000 0.033344252845 Long DBT CORP US N 2 2032-07-15 Fixed 4.90000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UP1 2500000.00000000 PA USD 2378906.25000000 0.044067757027 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N ADVANCED DRAINAGE SYSTEMS INC 6QQTOZ5MF5DHM7K92I60 00790RAC8 235000.00000000 PA USD 230113.24000000 0.004262704488 Long DBT CORP US N 2 2034-03-01 Fixed 5.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20754LAA7 138.49000000 PA USD 138.45000000 0.000002564700 Long ABS-O USGSE US N 2 2041-12-26 Floating 4.62776000 N N N N N N SECURITAS AB 635400TTYKE8EIWDS617 000000000 1296.00000000 NS 21283.80000000 0.000394269142 Long EC CORP SE N 2 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38145GAT7 525000.00000000 PA USD 507397.19000000 0.009399217007 Long DBT CORP US N 2 2047-01-21 Fixed 5.54100000 N N N N N N CALIFORNIA (CA), STATE OF 9845007J7054602FF597 13063BFR8 220000.00000000 PA USD 259615.37000000 0.004809213076 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAC7 145000.00000000 PA USD 157325.23000000 0.002914351925 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJY95 72894.75000000 PA USD 71438.48000000 0.001323353359 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBM0 3355000.00000000 PA USD 3438511.65000000 0.063696287286 Long DBT CORP JP N 2 2028-07-12 Fixed 6.07000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y5P5 578570.20000000 PA USD 601319.79000000 0.011139074690 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 7.00000000 N N N N N N RCKT MORTGAGE TRUST 2024-CES9 N/A 749426AA0 1283553.68000000 PA USD 1286051.22000000 0.023823298075 Long ABS-O CORP US N 2 2044-12-25 Variable 5.58200000 N N N N N N NOVARTIS AG 5493007HIVTX6SY6XD66 000000000 3833.00000000 NS 599068.83000000 0.011097377058 Long EC CORP CH N 2 N N N KINGFISHER PLC 213800KBMEV7I92FY281 000000000 50839.00000000 NS 190883.77000000 0.003536002983 Long EC CORP GB N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C3E2 177982.71000000 PA USD 173281.70000000 0.003209935596 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N TRIMARAN CAVU 2019-1 LTD 549300IGMQ24BLOIU872 89624CDG4 5000000.00000000 PA USD 5003432.50000000 0.092685471616 Long ABS-CBDO CORP KY N 2 2037-01-21 Floating 4.86523000 N N N N N N MEXICO CITY AIRPORT TRUST N/A 59284MAC8 919000.00000000 PA USD 896484.50000000 0.016606817155 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N IRON MOUNTAIN INC (REIT) SQL3F6CKNNBM3SQGHX24 46284V101 57000.00000000 NS USD 7199670.00000000 0.133369403790 Long EC CORP US N 1 N N N FAST RETAILING COMPANY LTD 353800ZCXKHDPY0N5218 000000000 700.00000000 NS 358641.06000000 0.006643602324 Long EC CORP JP N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWAD5 3396209.50000000 PA USD 2601105.06000000 0.048183851627 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RJK1 600000.00000000 PA USD 607319.70000000 0.011250219287 Long ABS-O CORP US Y 2 2030-12-20 Fixed 5.23000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHP8 336563.31000000 PA USD 333454.28000000 0.006177032907 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N BASF SE 529900PM64WH8AF1E917 000000000 442.00000000 NS 23626.27000000 0.000437661940 Long EC CORP DE N 2 N N N CRH PLC 549300MIDJNNTH068E74 000000000 9100.00000000 NS USD 973700.00000000 0.018037186214 Long EC CORP IE N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411WWF0 9164.46000000 PA USD 9498.32000000 0.000175950463 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VFR6 827092.91000000 PA USD 784089.00000000 0.014524760502 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 4.00000000 N N N N N N CHASE MORTGAGE FINANCE TRUST N/A 161630AE8 19037.59000000 PA USD 19077.20000000 0.000353393251 Long ABS-O CORP US N 2 2037-02-25 Variable 6.31011000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 5140000.00000000 PA USD 4944191.70000000 0.091588072683 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N KENTUCKY UTILITIES COMPANY AGX0G2MXE54NFNNICD28 491674BL0 10000.00000000 PA USD 8428.94000000 0.000156140865 Long DBT CORP US N 2 2045-10-01 Fixed 4.37500000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAE4 550000.00000000 PA USD 585085.71000000 0.010838348467 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QL66 76762.67000000 PA USD 73704.71000000 0.001365333859 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -638000.00000000 OU Other Units USD -7031.16000000 -0.00013024786 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 -638000.00000000 USD 3.68500000 USD 2026-08-11 XXXX -7031.16000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -4950000.00000000 OU Other Units -336.58000000 -0.00000623493 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 -4950000.00000000 USD 3.24100000 EUR 2026-09-21 XXXX -336.58000000 N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 7246.00000000 NS 170003.25000000 0.003149204351 Long EC CORP IT N 2 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AV2 25000.00000000 PA USD 24091.56000000 0.000446281148 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QK5U8 2479668.77000000 PA USD 2163701.74000000 0.040081227479 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 74984CAA6 365000.00000000 PA USD 361104.76000000 0.006689240832 Long DBT CORP US N 2 2034-03-15 Fixed 5.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128L4R71 57420.62000000 PA USD 60312.54000000 0.001117252249 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EE63 3714364.88000000 PA USD 3582845.46000000 0.066369981245 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 01F060691 2500000.00000000 PA USD 2544879.85000000 0.047142314621 Long ABS-MBS USGSE US N 2 2056-09-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SQX8 85944.68000000 PA USD 82135.76000000 0.001521513811 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.00000000 N N N N N N HARMONIC DRIVE SYSTEMS INC 353800XFIX2EUARGOE85 000000000 400.00000000 NS 19574.68000000 0.000362608758 Long EC CORP JP N 2 N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887102 374600.00000000 NS USD 5042116.00000000 0.093402059366 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3N1 3220000.00000000 PA USD 3214863.75000000 0.059553349195 Long DBT CORP US N 2 2035-12-03 Fixed 5.21100000 N N N N N N ISUZU MOTORS LTD 529900C0QSXVCC7AR494 000000000 8000.00000000 NS 106529.60000000 0.001973394508 Long EC CORP JP N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VRT3 12711.92000000 PA USD 12697.38000000 0.000235211058 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-CES2 N/A 89182JAA9 169589.59000000 PA USD 169943.35000000 0.003148094741 Long ABS-O CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 670000.00000000 PA USD 669624.80000000 0.012404382470 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2016-GS4 N/A 36251XAQ0 244967.89000000 PA USD 244654.89000000 0.004532079499 Long ABS-O CORP US N 2 2049-11-15 Fixed 3.17800000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 03831W108 8600.00000000 NS USD 4430978.00000000 0.082081108449 Long EC CORP US N 1 N N N SOFI PROFESSIONAL LOAN PROGRAM 2019-A TRUST N/A 78471HAB4 123327.63000000 PA USD 122676.10000000 0.002272498366 Long ABS-O CORP US N 2 2048-06-15 Fixed 3.69000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGW7 5847366.88000000 PA USD 5469446.59000000 0.101318092464 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.00000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332BA9 770000.00000000 PA USD 671521.87000000 0.012439524510 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 216600.00000000 NS USD 10294998.00000000 0.190708427647 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424QMF9 714154.45000000 PA USD 123942.50000000 0.002295957638 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 3.00000000 N N N N N N MITSUBISHI ELECTRIC CORP 549300TRXM9Y6561AX39 000000000 5000.00000000 NS 183372.54000000 0.003396862124 Long EC CORP JP N 2 N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621X108 15400.00000000 NS USD 4135362.00000000 0.076605006118 Long EC CORP US N 1 N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834KV9 13850000.00000000 PA USD 6444211.38000000 0.119375003250 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAZ4 4310000.00000000 PA USD 4356333.71000000 0.080698369455 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13648TAG2 15000.00000000 PA USD 10652.65000000 0.000197333708 Long DBT CORP CA N 2 2050-05-01 Fixed 3.50000000 N N N N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A 431318AZ7 500000.00000000 PA USD 483954.19000000 0.008964950029 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N QATAR ENERGY QSC 254900QTESJKJ3P87J26 74730DAB9 600000.00000000 PA USD 596556.00000000 0.011050828447 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 1732000.00000000 PA USD 1749512.67000000 0.032408632857 Long DBT CORP US N 2 2033-08-15 Fixed 5.16400000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SQY6 236397.25000000 PA USD 232226.07000000 0.004301843348 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 587000.00000000 PA USD 582719.46000000 0.010794515159 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD 254900Z3JEM14YIGLM66 000000000 9400.00000000 NS 24936.37000000 0.000461930727 Long EC CORP SG N 2 N N N FORD CREDIT AUTO OWNER TRUST 2023-REV2 N/A 34535CAA4 2900000.00000000 PA USD 2947530.13000000 0.054601160343 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N NOS SGPS SA 5493004DM8FGIY6QKF37 000000000 1728.00000000 NS 9960.91000000 0.000184519655 Long EC CORP PT N 1 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -701.78000000 -0.00001300003 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE FRTR 5.75 10/25/32 OAT Y Default Event 2030-12-20 0.00000000 USD -8132.19000000 USD 1480000.00000000 USD 7430.41000000 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFP6 2695000.00000000 PA USD 2675235.07000000 0.049557063905 Long DBT CORP US N 2 2037-04-23 Fixed 5.14800000 N N N N N MITSUBISHI CORP KVIPTY4PULAPGC1VVD26 000000000 9000.00000000 NS 240769.70000000 0.004460108774 Long EC CORP JP N 2 N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 N/A 68269HAA3 5400000.00000000 PA USD 5457789.18000000 0.101102146202 Long ABS-O CORP US N 2 2036-09-15 Fixed 5.84000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2021-REV2 N/A 345285AB6 500000.00000000 PA USD 495273.55000000 0.009174634125 Long ABS-O CORP US N 2 2034-05-15 Fixed 1.91000000 N N N N N N PORSCHE AUTOMOBIL HOLDING SE 52990053Z17ZYM1KFV27 000000000 6325.00000000 NS 195364.23000000 0.003619000714 Long EP CORP DE N 2 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834MZ8 426000.00000000 PA USD 176121.16000000 0.003262534825 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N INDUSTRIVARDEN AB 549300TM1DLIQI3B3T37 000000000 188.00000000 NS 10547.56000000 0.000195386981 Long EC CORP SE N 2 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 5619.84000000 0.000104104036 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SKANDINAVISKA ENSKILDA SKANDINAVISKA ENSKILDA Y Default Event 2026-12-20 5168.00000000 USD 0.00000000 USD 1254000.00000000 USD 451.84000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDZ3 815442.40000000 PA USD 712398.20000000 0.013196733071 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AT5 10000.00000000 PA USD 10000.00000000 0.000185243773 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N BENCHMARK 2026-V21 MORTGAGE TRUST N/A 08164HBA4 5600000.00000000 PA USD 5642613.76000000 0.104525906463 Long ABS-O CORP US N 2 2059-03-17 Fixed 5.12687000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 37500.00000000 NS USD 2851875.00000000 0.052829208621 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DJR4 327950.79000000 PA USD 289721.82000000 0.005366916316 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N GAP INC (THE) T2ZG1WRWZ4BUCMQL9224 364760AP3 275000.00000000 PA USD 259133.75000000 0.004800291366 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N WOODWARD INC YPYKXXTR8TFDH54ZMB45 980745103 3300.00000000 NS USD 1403952.00000000 0.026007336612 Long EC CORP US N 1 N N N TRIMBLE INC 549300E2MI7NSZFQWS19 896239100 20200.00000000 NS USD 1033836.00000000 0.019151168169 Long EC CORP US N 1 N N N SOFI PROFESSIONAL LOAN PROGRAM 2020-A TRUST N/A 83406TAB8 584749.18000000 PA USD 564544.05000000 0.010457827006 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 114700.00000000 NS USD 28863108.00000000 0.534671103744 Long EC CORP US N 1 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066101 12400.00000000 NS USD 1774440.00000000 0.032870396123 Long EC CORP US N 1 N N N ANHEUSER-BUSCH COMPANIES LLC 5493002J2SVENP0PVK27 03522AAJ9 584000.00000000 PA USD 529068.43000000 0.009800663235 Long DBT CORP US Y 2 2046-02-01 Fixed 4.90000000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 N/A 36263HAB4 200000.00000000 PA USD 198884.22000000 0.003684206337 Long ABS-O CORP US N 2 2034-06-12 Fixed 1.49000000 N N N N N N ABU DHABI NATIONAL ENERGY COMPANY PJSC (TAQA) 213800UNJSVQFNUYYW03 00388WAJ0 525000.00000000 PA USD 499495.50000000 0.009252843120 Long DBT CORP AE N 2 2028-04-29 Fixed 2.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 1385000.00000000 PA USD 1371643.94000000 0.025408849918 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N J.P. MORGAN MORTGAGE TRUST 2024-HE3 529900WFSAT2OA83L954 46658JAA4 1554242.40000000 PA USD 1557438.70000000 0.028850582159 Long ABS-O CORP US N 2 2055-02-22 Variable 4.84014000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417CVH5 113954.55000000 PA USD 106322.07000000 0.001969550144 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383ABJ2 491768.34000000 PA USD 116.01000000 0.000002149013 Long ABS-O USGA US N 2 2050-01-20 Floating 0.01000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 38383UCS7 9597911.11000000 PA USD 156272.23000000 0.002894845756 Long ABS-O USGA US N 2 2052-07-20 Floating 0.34128000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834FB9 405000.00000000 PA USD 209689.13000000 0.003884360567 Long DBT UST US N 2 2040-02-15 None 0.00000000 N N N N N N CENTRA HEALTH INC 549300Q8RNBDU210L043 15236AAA9 25000.00000000 PA USD 20357.27000000 0.000377105751 Long DBT CORP US N 2 2048-01-01 Fixed 4.70000000 N N N N N N BXP TRUST 2021-601L N/A 05607TAA0 5620000.00000000 PA USD 4888164.16000000 0.090550197390 Long ABS-O CORP US N 2 2044-01-15 Fixed 2.61800000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QCC4 578000.00000000 PA USD 494085.96000000 0.009152634760 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N TOWER SEMICONDUCTOR LTD 54930086ZSNXZOUX0C54 000000000 248.00000000 NS 64211.48000000 0.001189477684 Long EC CORP IL N 2 N N N FIRST AMERICAN FINANCIAL CORP 549300B6VEZK3N0A1P55 31847R102 54000.00000000 NS USD 3703860.00000000 0.068611700247 Long EC CORP US N 1 N N N Cross 2026 NQM2 Mortgage Trust N/A 22759CAA8 2132402.72000000 PA USD 2123184.98000000 0.039330679728 Long ABS-O CORP US N 2 2071-05-25 Variable 5.26800000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 3779.83000000 0.000070018997 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 3404.73000000 USD 0.00000000 USD 835000.00000000 USD 375.10000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UR7 305000.00000000 PA USD 296374.22000000 0.005490147884 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 13900.00000000 NS USD 9913619.00000000 0.183643619143 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DE3 1645000.00000000 PA USD 1618338.34000000 0.029978710071 Long DBT CORP US N 2 2033-03-13 Fixed 4.55000000 N N N N N N CONSTELLATION ENERGY CORP 549300F8Y20RYGNGV346 21037T109 6100.00000000 NS USD 1515057.00000000 0.028065487556 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWBT9 977265.47000000 PA USD 784990.70000000 0.014541463933 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAU8 110000.00000000 PA USD 108837.45000000 0.002016145992 Long DBT CORP US N 2 2034-04-15 Fixed 5.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -7310000.00000000 OU Other Units USD -15340.27000000 -0.00028416894 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 -7310000.00000000 USD 4.26500000 USD 2027-03-19 XXXX -6031.66000000 N N N OBIC CO LTD N/A 000000000 3900.00000000 NS 91590.83000000 0.001696663095 Long EC CORP JP N 2 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 N/A 80287GAE0 495225.59000000 PA USD 496879.89000000 0.009204390574 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ATWB2 1586824.50000000 PA USD 1484845.99000000 0.027505847407 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CB3 6890000.00000000 PA USD 6948909.74000000 0.128724226112 Long DBT CORP US N 2 2032-08-15 Fixed 5.20000000 N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWCH4 370330.28000000 PA USD 297280.37000000 0.005506933749 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAA6 4600000.00000000 PA USD 4617470.34000000 0.085535762926 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.99000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UD8 18225000.00000000 PA USD 16485082.03000000 0.305375879974 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N ORIGIN ENERGY LTD ZSN2LWNPYW6ISMRUC664 000000000 4326.00000000 NS 32882.23000000 0.000609122836 Long EC CORP AU N 2 N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 200447AL4 1400000.00000000 PA USD 1375682.00000000 0.025483652465 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAB6 950000.00000000 PA USD 955896.13000000 0.017707380608 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N DCP MIDSTREAM OPERATING LP 549300Y6CTBSE0QIPL28 23311VAH0 2690000.00000000 PA USD 2720061.11000000 0.050387438384 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDK6 8468966.07000000 PA USD 7400911.05000000 0.137097268936 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 4263.02000000 0.000078969791 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2027-12-20 3025.23000000 USD 0.00000000 USD 325000.00000000 USD 1237.79000000 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408GK3 715000.00000000 PA USD 771901.97000000 0.014299003360 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N QATAR ENERGY QSC 254900QTESJKJ3P87J26 74730DAC7 820000.00000000 PA USD 728586.40000000 0.013496609397 Long DBT CORP QA N 2 2031-07-12 Fixed 2.25000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579Y101 10000.00000000 NS USD 1619100.00000000 0.029992819348 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VVY3 2133758.68000000 PA USD 1824704.37000000 0.033801512280 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043109 13200.00000000 NS USD 1111968.00000000 0.020598514819 Long EC CORP US N 1 N N N INDIANA UNIVERSITY HEALTH INC 5493005H76YOO81B8D75 455170AA8 15000.00000000 PA USD 11918.09000000 0.000220775196 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N COMPAGNIE FINANCIERE RICHEMONT SA 549300YIPGJ6UX2QPS51 000000000 85.00000000 NS 19620.41000000 0.000363455878 Long EC CORP CH N 2 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD -25767.88000000 -0.00047733393 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -6939184.00000000 GBP 9178514.19000000 USD 2026-08-04 -25767.88000000 N N N WESTERN MIDSTREAM OPERATING LP L6D8A6MLSY454J2JXJ60 958254AJ3 125000.00000000 PA USD 108814.27000000 0.002015716597 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N FIVE BELOW INC 529900AAXP5Z6BGI7418 33829M101 5000.00000000 NS USD 898950.00000000 0.016652489008 Long EC CORP US N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 31579.00000000 NS 438312.00000000 0.008119456879 Long EC CORP ES N 2 N N N DEUTSCHE TELEKOM AG 549300V9QSIG4WX4GJ96 000000000 12736.00000000 NS 347238.09000000 0.006432369405 Long EC CORP DE N 2 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B51 200000.00000000 PA USD 193193.93000000 0.003578797258 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRW4 918040.78000000 PA USD 739397.89000000 0.013696885517 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJQ7 498979.77000000 PA USD 492812.70000000 0.009129048411 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VVX5 5534201.91000000 PA USD 4549418.07000000 0.084275136997 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AF3 231000.00000000 PA USD 240541.45000000 0.004455880585 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403RLM8 13687.34000000 PA USD 13741.62000000 0.000254554954 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VBF6 111607.31000000 PA USD 99304.18000000 0.001839548101 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N FRESENIUS SE & CO. KGAA XDFJ0CYCOO1FXRFTQS51 000000000 2442.00000000 NS 111566.35000000 0.002066697165 Long EC CORP DE N 2 N N N XPO INC 54930096DB9LCLPN7H13 98379KAB8 150000.00000000 PA USD 155027.41000000 0.002871786240 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N CALIFORNIA (CA), STATE OF 9845007J7054602FF597 13063A5E0 475000.00000000 PA USD 539938.80000000 0.010002030070 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N MFA 2021-RPL1 TRUST N/A 55283QAA2 1376206.15000000 PA USD 1260990.31000000 0.023359060322 Long ABS-O CORP US N 2 2060-07-25 Variable 1.13130000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CPJ7 659706.08000000 PA USD 630028.56000000 0.011670886779 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 2.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 3655000.00000000 OU Other Units USD 15341.46000000 0.000284190993 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 3655000.00000000 USD 3.81500000 USD 2027-03-19 XXXX 6032.85000000 N N N MASSACHUSETTS INSTITUTE OF TECHNOLOGY (MA) DLZO3A31IADZ27B62557 575718AF8 1500000.00000000 PA USD 1030746.44000000 0.019093935994 Long DBT CORP US N 2 2116-07-01 Fixed 3.88500000 N N N N N N IMPERIAL BRANDS FINANCE PLC 2138008L3B3MCG1DFS50 45262BAG8 1800000.00000000 PA USD 1837701.54000000 0.034042276761 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAW4 500000.00000000 PA USD 500509.88000000 0.009271633878 Long DBT CORP US N 2 2056-03-15 Fixed 6.55000000 N N N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3132A8XR5 200525.32000000 PA USD 191048.13000000 0.003539047649 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 25700.00000000 NS USD 3108415.00000000 0.057581452383 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TXW0 190136.78000000 PA USD 185726.14000000 0.003440461098 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160K105 23900.00000000 NS USD 22357733.00000000 0.414163082518 Long EC CORP US N 1 N N N MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG 529900MUF4C20K50JS49 000000000 71.00000000 NS 39650.70000000 0.000734504528 Long EC CORP DE N 2 N N N AT&T INC 549300Z40J86GGSTL398 00206R102 278000.00000000 NS USD 5754600.00000000 0.106600381830 Long EC CORP US N 1 N N N FORTINET INC 549300O0QJWDBAS0QX03 34959E109 70200.00000000 NS USD 10784124.00000000 0.199769182237 Long EC CORP US N 1 N N N GALP ENERGIA SGPS SA 2138003319Y7NM75FG53 000000000 2356.00000000 NS 49932.86000000 0.000924975140 Long EC CORP PT N 2 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-5 N/A 80285XAE5 1500000.00000000 PA USD 1513819.50000000 0.028042563639 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N ISHARES TRUST 5493000860OXIC4B5K91 464287465 988.00000000 NS USD 102633.44000000 0.001901220570 Long EC RF US N 1 N N N FUJITSU LTD 3538000246DHJLRTUZ24 000000000 6100.00000000 NS 121207.03000000 0.002245284759 Long EC CORP JP N 2 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 177100.00000000 NS USD 20802166.00000000 0.385347172435 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 67200.00000000 NS USD 11977728.00000000 0.221879953126 Long EC CORP US N 1 N N N AUTODESK INC FRKKVKAIQEF3FCSTPG55 052769106 23600.00000000 NS USD 4588312.00000000 0.084995622833 Long EC CORP US N 1 N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAW9 3480000.00000000 PA USD 3229580.51000000 0.059825968011 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2019-B TRUST N/A 83404WAB3 212900.82000000 PA USD 209845.88000000 0.003887264263 Long ABS-O CORP US N 2 2048-08-17 Fixed 3.09000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 320100.00000000 NS USD 114394137.00000000 2.119080159064 Long EC CORP US N 1 N N N SOUTHERN COMPANY (THE) 549300FC3G3YU2FBZD92 842587107 34000.00000000 NS USD 3254140.00000000 0.060280917271 Long EC CORP US N 1 N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 585000.00000000 PA USD 572830.54000000 0.010611329073 Long DBT CORP NO N 2 2034-10-01 Fixed 5.12500000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271BC2 2445000.00000000 PA USD 2390578.72000000 0.044283982265 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 107800.00000000 NS USD 13619452.00000000 0.252291867987 Long EC CORP US N 1 N N N JAPAN POST HOLDINGS CO LTD 5299003D9N4JBS256X18 000000000 600.00000000 NS 8064.70000000 0.000149393545 Long EC CORP JP N 2 N N N B.A.T. INTERNATIONAL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 1500000.00000000 PA USD 1496540.55000000 0.027722481850 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C48 549300REQJRID6TODX95 95001RAW9 6338475.38000000 PA USD 6232191.82000000 0.115447472917 Long ABS-O CORP US N 2 2052-01-18 Fixed 4.03700000 N N N N N N MADISON PARK FUNDING XXXVII LLC N/A 55817EAW6 11000000.00000000 PA USD 11017421.80000000 0.204090878717 Long ABS-CBDO CORP US N 2 2037-04-15 Floating 5.18310000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 507.00000000 NS 78153.15000000 0.001447738440 Long EC CORP DE N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K05T1 241455.74000000 PA USD 214245.06000000 0.003968756334 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBH0 1015000.00000000 PA USD 895797.58000000 0.016594092390 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266101 48000.00000000 NS USD 2621760.00000000 0.048566471530 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 175000.00000000 PA USD 160941.49000000 0.002981340890 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJG64 1096380.75000000 PA USD 1044158.78000000 0.019342391241 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 3.00000000 N N N N N N ONTARIO TEACHERS' CADILLAC FAIRVIEW PROPERTIES TRUST N/A 68327LAD8 1522000.00000000 PA USD 1346452.98000000 0.024942203069 Long DBT CORP CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 77586RAY6 5840000.00000000 PA USD 5868324.00000000 0.108707048118 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 99400.00000000 NS USD 2639070.00000000 0.048887128501 Long EC CORP US N 1 N N N INTERNATIONAL FLAVORS & FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506101 16800.00000000 NS USD 1330896.00000000 0.024654019701 Long EC CORP US N 1 N N MERCK & COMPANY INC 4YV9Y5M8S0BRK1RP0397 58933Y105 86700.00000000 NS USD 11140950.00000000 0.206379161705 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHKD3 176749.85000000 PA USD 163694.87000000 0.003032345540 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAM6 465000.00000000 PA USD 402474.77000000 0.007455594508 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401WBQ1 10005.51000000 PA USD 9859.18000000 0.000182635170 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N W.W. GRAINGER INC 549300TWZSP6O1IH2V34 384802104 5600.00000000 NS USD 7618240.00000000 0.141123152412 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402CV58 8105.91000000 PA USD 7978.16000000 0.000147790446 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 000000000 3889.00000000 NS 367918.12000000 0.006815454084 Long EC CORP GB N 2 N N N BOARD OF REGENTS OF THE TEXAS A&M UNIVERSITY SYSTEM (TX) N/A 88213APS8 25000.00000000 PA USD 21661.22000000 0.000401260612 Long DBT MUN US N 2 2039-05-15 Fixed 3.33000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 000000000 4525.00000000 NS 18748.82000000 0.000347310216 Long EC CORP NO N 2 N N N REACH ABS TRUST 2024-1 N/A 754923AA8 2143619.74000000 PA USD 2141521.35000000 0.039670349565 Long ABS-O CORP US N 2 2035-02-15 Fixed 4.34000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377REZ3 4100000.00000000 PA USD 4072968.29000000 0.075449201490 Long ABS-O CORP US N 2 2028-08-20 Fixed 3.83000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20753CAA8 2109757.82000000 PA USD 2112651.99000000 0.039135562647 Long ABS-O USGSE US N 2 2045-07-25 Floating 4.62776000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2M5 2211785.60000000 PA USD 2270218.23000000 0.042054379132 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CP5 1395000.00000000 PA USD 1349419.42000000 0.024997154523 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DW65 1656202.74000000 PA USD 1441505.58000000 0.026702993299 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128L37L4 565.50000000 PA USD 579.19000000 0.000010729134 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N NOKIA OYJ (NOKIA CORP) 549300A0JPRWG1KI7U06 000000000 7362.00000000 NS 98181.32000000 0.001818747819 Long EC CORP FI N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M6AP3 21923.31000000 PA USD 22490.60000000 0.000416624360 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N L'OREAL SA 529900JI1GG6F7RKVI53 000000000 141.00000000 NS 61808.32000000 0.001144960642 Long EC CORP FR N 2 N N N TRANE TECHNOLOGIES PLC 549300BURLR9SLYY2705 000000000 2100.00000000 NS USD 1031436.00000000 0.019106709664 Long EC CORP IE N 1 N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 380000.00000000 PA USD 430966.09000000 0.007983378471 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2021-2 N/A 68269MAB0 2666248.51000000 PA USD 2667713.08000000 0.049417723723 Long ABS-O CORP US N 2 2036-06-16 Floating 4.35301000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 171779309 17100.00000000 NS USD 8388576.00000000 0.155393147154 Long EC CORP US N 1 N N N SIMPLEX HOLDINGS INC N/A 000000000 3800.00000000 NS 21996.07000000 0.000407463500 Long EC CORP JP N 2 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UM8 29345000.00000000 PA USD 28482990.63000000 0.527629666150 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027X100 58200.00000000 NS USD 9519774.00000000 0.176347885750 Long EC CORP US N 1 N N N AECOM 0EEB8GF0W0NPCIHZX097 00766TAE0 135000.00000000 PA USD 135156.54000000 0.002503690746 Long DBT CORP US N 2 2033-08-01 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 4175000.00000000 PA USD 3865809.45000000 0.071611712969 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 2420.72000000 0.000044842330 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE FRTR 5.75 10/25/32 OAT Y Default Event 2026-12-20 1828.99000000 USD 0.00000000 USD 2581000.00000000 USD 591.73000000 N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901CD2 2570000.00000000 PA USD 2563737.94000000 0.047491648996 Long DBT CORP CA N 2 2056-06-08 Fixed 6.20000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWCN1 3137602.52000000 PA USD 2517755.81000000 0.046639858669 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N WH GROUP LTD 254900A4AYEDRWYSE928 000000000 191000.00000000 NS 202520.27000000 0.003751561900 Long EC CORP KY Y 2 N N N VOLKSWAGEN AG 529900NNUPAGGOMPXZ31 000000000 1245.00000000 NS 99875.56000000 0.001850132560 Long EP CORP DE N 2 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAF8 5000.00000000 PA USD 4242.65000000 0.000078592449 Long DBT CORP US N 2 2047-05-15 Fixed 4.75000000 N N N N N N SUMITOMO ELECTRIC INDUSTRIES LTD 5493005SP87FL5TOS202 000000000 12000.00000000 NS 222685.51000000 0.004125110414 Long EC CORP JP N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 8006.21000000 0.000148310055 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2026-12-20 7231.13000000 USD 0.00000000 USD 1699000.00000000 USD 775.08000000 N N N ARGENX SE 7245009C5FZE6G9ODQ71 000000000 22.00000000 NS 20391.01000000 0.000377730763 Long EC CORP NL N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF7J4 13110858.08000000 PA USD 11558745.14000000 0.214118556529 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BP8 325000.00000000 PA USD 301326.70000000 0.005581889492 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 206200.00000000 NS USD 28859752.00000000 0.534608935934 Long EC CORP US N 1 N N N CHESAPEAKE FUNDING II LLC 5493000HT7H4OFOD6Z12 165183DE1 539501.70000000 PA USD 542801.02000000 0.010055050914 Long ABS-O CORP US N 2 2036-05-15 Fixed 5.52000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AW9 1815000.00000000 PA USD 1528282.54000000 0.028310482450 Long DBT CORP US N 2 2032-05-18 Fixed 2.00000000 N N N N N N ARI FLEET LEASE TRUST 2024-A N/A 00218KAB9 307407.11000000 PA USD 308203.54000000 0.005709278671 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 3130000.00000000 PA USD 3206469.17000000 0.059397844828 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 90100.00000000 NS USD 12199540.00000000 0.225988882312 Long EC CORP US N 1 N N N KONINKLIJKE AHOLD DELHAIZE NV 724500C9GNBV20UYRX36 000000000 6955.00000000 NS 280046.33000000 0.005187683889 Long EC CORP NL N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CPF5 90592.51000000 PA USD 85314.20000000 0.001580392433 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179M5K2 249155.31000000 PA USD 220365.82000000 0.004082139602 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 2.50000000 N N N N N N ISRAEL, STATE OF - MINISTRY OF FINANCE 213800T8ZHTFZIBYPE21 46514Y8A8 3317000.00000000 PA USD 3354249.91000000 0.062135391019 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYZK1 20042570.88000000 PA USD 344684.12000000 0.006385058701 Long ABS-O USGSE US N 2 2056-02-25 Floating 0.67224000 N N N N N N APTIV PLC 254900HTTDFIJZ32GX53 000000000 105800.00000000 NS USD 6494004.00000000 0.120297380531 Long EC CORP JE N 1 N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416TL49 164090.94000000 PA USD 162274.91000000 0.003006041665 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGH0 10337686.33000000 PA USD 10447553.61000000 0.193534425332 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNPL0 696506.46000000 PA USD 639599.51000000 0.011848182668 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403QQH6 6030.21000000 PA USD 6240.08000000 0.000115593596 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VYK2 11377.73000000 PA USD 11753.88000000 0.000217733308 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N AFFIRM ASSET SECURITIZATION TRUST 2026-X1 N/A 00835EAA8 1898026.97000000 PA USD 1897250.68000000 0.035145387501 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.27000000 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 845000.00000000 PA USD 745355.98000000 0.013807255424 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7GM0 1050284.08000000 PA USD 979936.66000000 0.018152716457 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N JPMorgan Chase Bank, National Association 8I5DZWZKVSZI1NUHU748 000000000 20385000.00000000 NC USD -271474.38000000 -0.00502889385 N/A DIR CORP US N 2 JPMorgan Chase Bank, National Association 8I5DZWZKVSZI1NUHU748 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 2 02/15/50 2026-07-16 12158294.04000000 USD -271474.38000000 N N N HOST HOTELS & RESORTS INC N6EL63S0K3PB1YFTDI24 44107P104 297000.00000000 NS USD 7041870.00000000 0.130446257046 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTEJ4 5951810.46000000 PA USD 6021944.51000000 0.111552772412 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N SAFRAN SA 969500UIC89GT3UL7L24 000000000 951.00000000 NS 374771.09000000 0.006942401086 Long EC CORP FR N 2 N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AK7 290000.00000000 PA USD 280763.15000000 0.005200962533 Long DBT CORP US N 2 2030-06-01 Fixed 3.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 2803971.39000000 PA USD 2364781.20000000 0.043806099271 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M8BH5 338472.37000000 PA USD 315168.28000000 0.005838296143 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAS2 4270000.00000000 PA USD 4278200.59000000 0.079251002057 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 62400.00000000 NS USD 13044096.00000000 0.241633756339 Long EC CORP US N 1 N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAJ1 615000.00000000 PA USD 614238.16000000 0.011378379451 Long DBT CORP US N 2 2036-05-15 Fixed 5.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 40000.00000000 PA USD 36013.16000000 0.000667121364 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY 549300SHS4T08CL0LP14 698299BH6 475000.00000000 PA USD 380920.31000000 0.007056311558 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810TZ1 21665000.00000000 PA USD 20632527.34000000 0.382204721886 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 3880000.00000000 PA USD 3906067.73000000 0.072357472539 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FPDG1 243711.63000000 PA USD 231402.17000000 0.004286581113 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FPG5 381091.52000000 PA USD 377480.98000000 0.006992600111 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N HOLCIM AG 529900EHPFPYHV6IQO98 000000000 536.00000000 NS 48327.23000000 0.000895231844 Long EC CORP CH N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417C4P7 569377.98000000 PA USD 531122.41000000 0.009838711935 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBR0 30000.00000000 PA USD 29821.28000000 0.000552420643 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWBH5 85421.75000000 PA USD 68734.45000000 0.001273262887 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 220000.00000000 PA USD 222952.59000000 0.004130057905 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YTMZ4 172580.17000000 PA USD 168141.59000000 0.003114718259 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903202 13100.00000000 NS USD 4854729.00000000 0.089930831870 Long EC CORP US N 1 N N RECKITT BENCKISER GROUP PLC 5493003JFSMOJG48V108 000000000 1011.00000000 NS 65850.06000000 0.001219831359 Long EC CORP GB N 2 N N N ELBIT SYSTEMS LTD 529900Q9CB1REUMZSS32 000000000 107.00000000 NS 81360.05000000 0.001507144266 Long EC CORP IL N 2 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 5000.00000000 NS USD 1302200.00000000 0.024122444169 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 2465000.00000000 PA USD 2217074.01000000 0.041069915547 Long DBT CORP US N 2 2033-01-21 Fixed 2.94300000 N N N N N N COVIVIO SA 969500P8M3W2XX376054 000000000 2755.00000000 NS 168695.78000000 0.003124984284 Long EC CORP FR N 2 N N N LOGITECH INTERNATIONAL SA 549300SN6PRK6IJJC215 000000000 1035.00000000 NS 97091.87000000 0.001798566436 Long EC CORP CH N 2 N N N BANK 2021-BNK35 N/A 06540CAZ0 4900000.00000000 PA USD 4485047.42000000 0.083082710787 Long ABS-O CORP US N 2 2064-06-17 Variable 1.71700000 N N N N N N VERSANT MEDIA GROUP INC 254900D2Q5F5F229PU30 925283103 176300.00000000 NS USD 6348563.00000000 0.117603176567 Long EC CORP US N 1 N N N BANCO COMERCIAL PORTUGUES SA JU1U6S0DG9YLT7N8ZV32 000000000 10665.00000000 NS 12618.75000000 0.000233754486 Long EC CORP PT N 2 N N N GAP INC (THE) T2ZG1WRWZ4BUCMQL9224 364760AQ1 250000.00000000 PA USD 227795.81000000 0.004219775540 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPJ4 5800000.00000000 PA USD 5610593.75000000 0.103932755716 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N SCOUT24 SE 5493007EIKM2ENQS7U66 000000000 234.00000000 NS 19364.58000000 0.000358716786 Long EC CORP DE N 2 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334104 147200.00000000 NS USD 5122560.00000000 0.094892234377 Long EC CORP US N 1 N N N SOUTHERN COMPANY GAS CAPITAL CORP E8CD46SWUD2TSN8PA636 8426EPAF5 30000.00000000 PA USD 30372.41000000 0.000562629983 Long DBT CORP US N 2 2032-09-15 Fixed 5.15000000 N N N N N N WILMAR INTERNATIONAL LTD 549300H2EAI4YRLWBB20 000000000 3400.00000000 NS 9489.00000000 0.000175777816 Long EC CORP SG N 2 N N N TOWD POINT MORTGAGE TRUST 2024-CES3 N/A 89183EAA9 1328510.39000000 PA USD 1335895.45000000 0.024746631400 Long ABS-O CORP US N 2 2064-05-25 Variable 6.29000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 37600.00000000 NS USD 8003160.00000000 0.148253555737 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 17675000.00000000 NC USD -213299.96000000 -0.00395124894 N/A DIR CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 1.875 11/15/51 2026-07-27 9934249.48000000 USD -213299.96000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X2L9 1599914.76000000 PA USD 1619173.56000000 0.029994182001 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 5.50000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525AU7 12000.00000000 PA USD 11895.96000000 0.000220365251 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 000000000 27680.00000000 NS 530615.69000000 0.009829325263 Long EC CORP GB N 1 N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 10663.00000000 NS 336453.02000000 0.006232582699 Long EC CORP NL N 2 N N N BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 N/A 10569GAA4 3001368.08000000 PA USD 2966103.81000000 0.054945226200 Long ABS-O CORP US N 2 2063-05-25 Variable 5.00000000 N N N N N N DTE ENERGY COMPANY 549300IX8SD6XXD71I78 233331107 14400.00000000 NS USD 2194128.00000000 0.040644855000 Long EC CORP US N 1 N N N CONNECTICUT AVENUE SECURITIES TRUST 2025-R04 N/A 20755TAA9 1123008.97000000 PA USD 1124361.30000000 0.020828092985 Long ABS-O USGSE US N 2 2045-05-25 Floating 4.62776000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383PB42 964167.65000000 PA USD 21678.15000000 0.000401574230 Long ABS-O USGA US N 2 2052-04-20 Floating 0.24128000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 2600000.00000000 PA USD 2321631.29000000 0.043006774056 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N STRUCTURED ASSET SECURITIES CORP TRUST 2007-9 N/A 86359BGH8 23251.13000000 PA USD 22522.83000000 0.000417221401 Long ABS-O CORP US N 2 2034-02-25 Variable 5.92340000 N N N N N N CAPGEMINI SE 96950077L0TN7BAROX36 000000000 1394.00000000 NS 139947.23000000 0.002592435295 Long EC CORP FR N 2 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFM9 410000.00000000 PA USD 399672.01000000 0.007403675124 Long DBT CORP US N 2 2064-07-15 Fixed 5.75000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573AQ9 710000.00000000 PA USD 625727.81000000 0.011591218063 Long DBT CORP US N 2 2030-08-15 Fixed 1.60000000 N N N N N N FANUC CORP 529900QTSW745LOKW705 000000000 2600.00000000 NS 119719.89000000 0.002217736417 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXP2 684561.29000000 PA USD 653648.69000000 0.012108434980 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 2.00000000 N N N N N N GLENCORE PLC 2138002658CPO9NBH955 000000000 10676.00000000 NS 72793.54000000 0.001348455002 Long EC CORP JE N 2 N N N CHEVRON CORP N/A 166764BX7 10000.00000000 PA USD 9819.53000000 0.000181900679 Long DBT CORP US N 2 2027-05-11 Fixed 1.99500000 N N N N N N EATON CORP PLC 549300VDIGTMXUNT7H71 000000000 3000.00000000 NS USD 1278360.00000000 0.023680823014 Long EC CORP IE N 1 N N N MITSUBISHI HEAVY INDUSTRIES LTD 353800TJ98PCAZROVE69 000000000 2800.00000000 NS 63623.56000000 0.001178586833 Long EC CORP JP N 2 N N N SCENTRE GROUP LTD 529900TUCASM3W86E831 000000000 7020.00000000 NS 18712.46000000 0.000346636669 Long EC CORP AU N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEV30 1498579.23000000 PA USD 1393189.02000000 0.025807959109 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N DALLAS & FORT WORTH CITIES TEXAS INTERNATIONAL AIRPORT (TX) N/A 2350368N3 15000.00000000 PA USD 10938.86000000 0.000202635570 Long DBT MUN US N 2 2046-11-01 Fixed 2.84300000 N N N N N N TOKIO MARINE HOLDINGS INC 5299009QN2NZ191KLS29 000000000 1300.00000000 NS 57159.46000000 0.001058843405 Long EC CORP JP N 2 N N N GENPACT LTD 529900OSEC6Q0L4L5B35 000000000 63700.00000000 NS USD 1751750.00000000 0.032450078002 Long EC CORP BM N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 3135000.00000000 PA USD 2897472.14000000 0.053673867248 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 6500.00000000 NS USD 6357780.00000000 0.117773915753 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWBB8 1371314.12000000 PA USD 1105130.64000000 0.020471856983 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 N/A 78398AAF0 300000.00000000 PA USD 303425.52000000 0.005620768826 Long ABS-O CORP US N 2 2030-01-22 Fixed 5.71000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26614NAC6 1116000.00000000 PA USD 1115070.60000000 0.020655988553 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N BENCHMARK 2018-B3 COMMERCIAL MORTGAGE TRUST N/A 08161BAX1 4670913.81000000 PA USD 4610687.51000000 0.085410115223 Long ABS-O CORP US N 2 2051-04-12 Fixed 3.76100000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 N/A 03067BAF6 2100000.00000000 PA USD 2119922.91000000 0.039270251912 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.80000000 N N N N N N UNILEVER PLC 549300MKFYEKVRWML317 000000000 570.00000000 NS 34238.54000000 0.000634247634 Long EC CORP GB N 2 N N N EFMT 2026-NQM1 254900H3V169GPKPIM43 26847BAF4 2576644.49000000 PA USD 2576030.99000000 0.047719370093 Long ABS-O CORP US N 2 2071-06-25 Variable 5.52700000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJZB9 5183309.02000000 PA USD 4624556.60000000 0.085667031480 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CW26 265697.50000000 PA USD 258970.66000000 0.004797270225 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 144976.00000000 NS 212176.43000000 0.003930436251 Long EC CORP GB N 2 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 802927AF0 2600000.00000000 PA USD 2639834.34000000 0.048901287424 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N HEINEKEN HOLDING NV 724500M1WJLFM9TYBS04 000000000 2290.00000000 NS 174383.69000000 0.003230349275 Long EC CORP NL N 2 N N N GECINA SA 9695003E4MMA10IBTR26 000000000 77.00000000 NS 6469.70000000 0.000119847164 Long EC CORP FR N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -259.81000000 -0.00000481281 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-06-01 0.00000000 USD 0.00000000 USD 1695000.00000000 USD -259.81000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJ76 1496184.14000000 PA USD 1481745.45000000 0.027448411834 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAA1 115000.00000000 PA USD 109774.01000000 0.002033495183 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBJ6 15000.00000000 PA USD 14861.52000000 0.000275300404 Long DBT CORP US N 2 2027-06-15 Fixed 3.41000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 26200.00000000 NS USD 9487544.00000000 0.175750845068 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X3AX6 2513551.56000000 PA USD 2384606.87000000 0.044173357463 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 4445000.00000000 PA USD 3717248.86000000 0.068859720542 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 N/A 682685AA0 3401282.77000000 PA USD 3415826.31000000 0.063276055488 Long ABS-O CORP US N 2 2029-11-14 Fixed 5.41000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 133500.00000000 NS USD 11295435.00000000 0.209240900139 Long EC CORP US N 1 N N N BMO 2025-C12 MORTGAGE TRUST N/A 09663VAC4 3700000.00000000 PA USD 3730885.75000000 0.069112335438 Long ABS-O CORP US N 2 2058-10-18 Fixed 5.18000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DHK1 1205740.07000000 PA USD 1020190.37000000 0.018898391370 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 250000.00000000 PA USD 220202.60000000 0.004079116053 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2U1 1166008.17000000 PA USD 996936.38000000 0.018467625685 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222105 56300.00000000 NS USD 40704900.00000000 0.754032927113 Long EC CORP US N 1 N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGC2 3353000.00000000 PA USD 3382670.03000000 0.062661856046 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 379.00000000 NC USD -84185.30000000 -0.00155948026 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 78208521.03000000 USD -84185.30000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 638000.00000000 OU Other Units USD 76.42000000 0.000001415632 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 638000.00000000 USD 3.28500000 USD 2026-08-11 XXXX 76.42000000 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 375000.00000000 PA USD 384163.21000000 0.007116384261 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N N BANNER HEALTH PLD0E0WJKFN8IZJ2WD85 06654DAD9 5000.00000000 PA USD 4441.52000000 0.000082276392 Long DBT CORP US N 2 2031-01-01 Fixed 1.89700000 N N N N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AE4 850000.00000000 PA USD 799281.76000000 0.014806196921 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 755000.00000000 PA USD 758846.40000000 0.014057157055 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13648TAC1 5000.00000000 PA USD 4732.80000000 0.000087672173 Long DBT CORP CA N 2 2029-11-15 Fixed 2.87500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 98050.00000000 NS USD 55230584.50000000 1.023112187886 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H9NW5 811462.00000000 PA USD 660513.60000000 0.012235603163 Long ABS-O USGSE US N 2 2052-08-25 Fixed 2.50000000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 66800.00000000 NS USD 34308480.00000000 0.635543229419 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 3830000.00000000 PA USD 2845211.31000000 0.052705767913 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENL0 3953804.86000000 PA USD 4052487.76000000 0.075069812424 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -10706.44000000 -0.00019833013 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2056-06-01 0.00000000 USD 0.00000000 USD -2305000.00000000 USD -10706.44000000 N N N GFL ENVIRONMENTAL HOLDINGS (US) INC N/A 36273TAA8 595000.00000000 PA USD 581899.38000000 0.010779323687 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M4AX1 2469.65000000 PA USD 2593.86000000 0.000048049641 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DMN9 1536733.66000000 PA USD 1300285.70000000 0.024086982954 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N PUBLIC SERVICE ELECTRIC & GAS COMPANY 549300RUHPVD434XUK18 74456QBU9 1280000.00000000 PA USD 1265417.98000000 0.023441080152 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q72X4 91538.92000000 PA USD 89216.72000000 0.001652684186 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31297SX75 13916.47000000 PA USD 14051.14000000 0.000260288619 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBJ6 1285000.00000000 PA USD 1607186.51000000 0.029772129364 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457CP3 1615000.00000000 PA USD 1648339.33000000 0.030534459730 Long DBT CORP US N 2 2035-03-15 Fixed 5.60000000 N N N N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71643VAB1 2258000.00000000 PA USD 2274957.58000000 0.042142172640 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382HVK3 1965117.27000000 PA USD 332755.08000000 0.006164080663 Long ABS-O USGA US N 2 2050-08-20 Fixed 3.00000000 N N N N N N REGIONAL TRANSPORTATION DISTRICT (CO) N/A 759136QP2 680000.00000000 PA USD 683235.75000000 0.012656516843 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RCQ3 7285000.00000000 PA USD 7327000.21000000 0.135728116647 Long DBT CORP FR N 2 2032-05-27 Fixed 5.37100000 N N N N N N SINGAPORE TECHNOLOGIES ENGINEERING LTD 254900OEXGGWCR24DG90 000000000 28900.00000000 NS 232770.64000000 0.004311931168 Long EC CORP SG N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWBU6 2782026.87000000 PA USD 2344313.95000000 0.043426956208 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200D2B8 9267.55000000 PA USD 9247.97000000 0.000171312885 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403J7D2 13561.35000000 PA USD 14033.32000000 0.000259958514 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 55800.00000000 NS USD 4154310.00000000 0.076956006019 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 9205000.00000000 PA USD 8010155.70000000 0.148383146724 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 759100.00000000 NS USD 219653176.00000000 4.068938315755 Long EC CORP US N 1 N N N PUUILO OYJ 743700UJUT6FWHBXPR69 000000000 1014.00000000 NS 20818.22000000 0.000385644562 Long EC CORP FI N 2 N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 675000.00000000 PA USD 655421.16000000 0.012141268883 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N EVOLUTION MINING LTD 254900BCFW5QO5LW8F27 000000000 14632.00000000 NS 120988.37000000 0.002241234219 Long EC CORP AU N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USLL3 574029.00000000 PA USD 594120.67000000 0.011005715475 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -33.00000000 NC USD -46860.35000000 -0.00086805880 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 -3698639.65000000 USD -46860.35000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPY1 50710000.00000000 PA USD 49850307.03000000 0.923445897848 Long DBT UST US N 2 2033-01-31 Fixed 4.00000000 N N N N N N ZEBRA TECHNOLOGIES CORP PO0I32GKZ3HZMMDPZZ08 989207105 4400.00000000 NS USD 1158344.00000000 0.021457601343 Long EC CORP US N 1 N N N OBX 2026-NQM2 TRUST 2549007DTHVTGCMU8X03 67124UAA1 2000000.00000000 PA USD 1992048.20000000 0.036901452532 Long ABS-O CORP US N 2 2066-05-25 Variable 5.29700000 N N N N N N EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE 529900AKDMUSFSDOM949 283875CE0 1630000.00000000 PA USD 1755713.75000000 0.032523504002 Long DBT NUSS SV N 2 2030-04-17 Fixed 9.25000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 1185000.00000000 PA USD 1187142.30000000 0.021991071919 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N WARTSILA OYJ ABP 743700G7A9J1PHM3X223 000000000 3642.00000000 NS 139095.89000000 0.002576664752 Long EC CORP FI N 2 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 108000.00000000 NS USD 20571840.00000000 0.381080526700 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401XAE7 55950.84000000 PA USD 56596.79000000 0.001048420294 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AWEN9 897276.77000000 PA USD 870894.13000000 0.016132771485 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M1MS4 309791.07000000 PA USD 289266.60000000 0.005358483649 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV SA/NV 5493008H3828EMEXB082 000000000 2342.00000000 NS 193519.00000000 0.003584818978 Long EC CORP BE N 2 N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1 N/A 03881BAC7 4350000.00000000 PA USD 4037585.18000000 0.074793751409 Long ABS-O CORP US N 2 2053-05-16 Fixed 2.49530000 N N N N N N JONES LANG LASALLE INC 6SYKCME112RT8TQUO411 48020Q107 16100.00000000 NS USD 4990195.00000000 0.092440255171 Long EC CORP US N 1 N N N EVONIK INDUSTRIES AG 41GUOJQTALQHLF39XJ34 000000000 2394.00000000 NS 43440.31000000 0.000804704694 Long EC CORP DE N 2 N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 96950FAP9 1000000.00000000 PA USD 882835.77000000 0.016353982931 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N LONDON STOCK EXCHANGE GROUP PLC 213800QAUUUP6I445N30 000000000 894.00000000 NS 96655.31000000 0.001790479434 Long EC CORP GB N 2 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 3286.87000000 0.000060887220 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 STANDARD CHARTERED BK/NY Standard Chartered Bank/New York Y Default Event 2026-12-20 3026.88000000 USD 0.00000000 USD 788000.00000000 USD 259.99000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133USLK5 441811.73000000 PA USD 457275.64000000 0.008470746502 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GFF5 21799.91000000 PA USD 22429.39000000 0.000415490483 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 105000.00000000 PA USD 103974.58000000 0.001926064353 Long DBT CORP US Y 2 2027-08-15 Fixed 3.55700000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31391STK6 29032.53000000 PA USD 29137.43000000 0.000539752747 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N GMF FLOORPLAN OWNER REVOLVING TRUST N/A 361886DQ4 3500000.00000000 PA USD 3518045.65000000 0.065169605113 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.73000000 N N N N N N NEXT PLC 213800WQD8ECPZP9PH98 000000000 369.00000000 NS 71195.91000000 0.001318859901 Long EC CORP GB N 2 N N N EPIROC AB 5493004Q73OEYW1SPE91 000000000 550.00000000 NS 12765.27000000 0.000236468678 Long EC CORP SE N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FTK2 81713.52000000 PA USD 78535.54000000 0.001454821977 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JF5 10000.00000000 PA USD 9734.58000000 0.000180327033 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 000000000 200.00000000 NS 10126.96000000 0.000187595628 Long EC CORP SG N 2 N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAX6 5000.00000000 PA USD 4941.15000000 0.000091531727 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RJN0 138396.10000000 PA USD 138013.95000000 0.002556622487 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAZ3 1463376.08000000 PA USD 1381734.27000000 0.025595766998 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N ANCHORAGE CAPITAL CLO 24 LTD 549300X5ZN5RMBYQ2W98 03331GAQ1 8500000.00000000 PA USD 8518697.45000000 0.157803565993 Long ABS-CBDO CORP JE N 2 2037-07-15 Variable 5.10219000 N N N N N N MONUMENT CLO 1 DAC 254900PSVC5Y0GWN0R36 000000000 8000000.00000000 PA 9158098.96000000 0.169648080835 Long ABS-O CORP IE N 2 2039-05-15 Floating 3.61200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417UEC5 1649.50000000 PA USD 1631.24000000 0.000030217705 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG3D7 1948572.30000000 PA USD 1634652.74000000 0.030280924172 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 25000.00000000 NS USD 7542750.00000000 0.139724747167 Long EC CORP US N 1 N N N KOMATSU LTD 5493004LQ0B4T7QPQV17 000000000 1200.00000000 NS 46856.98000000 0.000867996378 Long EC CORP JP N 2 N N N BANK OF NEW YORK MELLON CORP (THE) WFLLPEPC7FZXENRZV188 064058100 146000.00000000 NS USD 21113060.00000000 0.391106290203 Long EC CORP US N 1 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAN6 300000.00000000 PA USD 296208.40000000 0.005487076172 Long DBT CORP US N 2 2034-07-01 Fixed 5.75000000 N N N N N N HELIA GROUP LTD 529900RUQ2G0JXJOF423 000000000 7550.00000000 NS 28950.08000000 0.000536282205 Long EC CORP AU N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VYT3 8898.81000000 PA USD 9109.83000000 0.000168753928 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N BANC OF AMERICA MORTGAGE SECURITIES INC 549300IE5TDZLY0T0V30 05949AH86 61527.47000000 PA USD 60130.69000000 0.001113883591 Long ABS-O CORP US N 2 2035-02-25 Variable 4.75032000 N N N N N N JEFFERIES FINANCIAL GROUP INC 549300HOF34RGOJ5YL07 47233WBM0 2600000.00000000 PA USD 2650657.89000000 0.049101786948 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271AY5 480000.00000000 PA USD 407389.88000000 0.007546643860 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GV59 69082.39000000 PA USD 69844.62000000 0.001293828095 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 18300.00000000 NS USD 1967250.00000000 0.036442081318 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFK7 493000.00000000 PA USD 485795.97000000 0.008999067857 Long DBT CORP US N 2 2037-02-05 Fixed 5.19300000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAM5 1855000.00000000 PA USD 1528773.90000000 0.028319584588 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N MEDSTAR HEALTH INC 549300ICFOCGDEPVJE31 58506YAS1 20000.00000000 PA USD 14635.34000000 0.000271110560 Long DBT CORP US N 2 2049-08-15 Fixed 3.62600000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YDJ0 489018.80000000 PA USD 484122.97000000 0.008968076574 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.00000000 N N N N N N SANDVIK AB 5299008ZUAXN43LVZF54 000000000 7460.00000000 NS 308061.88000000 0.005706654508 Long EC CORP SE N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3Y6 2328381.78000000 PA USD 1959949.54000000 0.036306844842 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 150052.00000000 NS 198603.17000000 0.003679000061 Long EC CORP GB N 2 N N N SAUDI ARABIA, KINGDOM OF 635400FMICXSM3SI3H65 80413TBJ7 2745000.00000000 PA USD 2762375.85000000 0.051171292595 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FP75 232751.32000000 PA USD 230546.19000000 0.004270724617 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N IBIDEN CO LTD 52990051DBFIQEY37C91 000000000 600.00000000 NS 90588.79000000 0.001678100928 Long EC CORP JP N 2 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 4303.00000000 NS 145729.71000000 0.002699552137 Long EC CORP DE N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWBP7 4353405.11000000 PA USD 3505533.54000000 0.064937826066 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RER1 3700000.00000000 PA USD 3656349.25000000 0.067731593187 Long ABS-O CORP US N 2 2028-02-20 Fixed 1.66000000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047109 8700.00000000 NS USD 1183113.00000000 0.021916431645 Long EC CORP US N 1 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400HU0 1670000.00000000 PA USD 1685942.72000000 0.031231039115 Long DBT CORP US N 2 2028-03-01 Fixed 5.30000000 N N N N N N CANADIAN PACIFIC RAILWAY COMPANY 54930036474DURYNB481 13645RBE3 10000.00000000 PA USD 9899.14000000 0.000183375404 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75000000 N N N N N N PUBLIC STORAGE OPERATING COMPANY 549300LMZF40TKJ6DM64 74460DAJ8 1288000.00000000 PA USD 1141076.90000000 0.021137739067 Long DBT CORP US N 2 2031-11-09 Fixed 2.25000000 N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 3750000.00000000 PA USD 3515392.14000000 0.065120450493 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N GIVAUDAN SA 213800SVRMQA1TD91D41 000000000 2.00000000 NS 8459.52000000 0.000156707340 Long EC CORP CH N 2 N N N HITACHI LTD 549300T6IPOCDWLKC615 000000000 4200.00000000 NS 116239.62000000 0.002153266582 Long EC CORP JP N 2 N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGJ7 1200000.00000000 PA USD 1202170.92000000 0.022269467747 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KVKL3 210134.74000000 PA USD 179200.11000000 0.003319570456 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N GEORGIA MUNICIPAL ELECTRIC AUTHORITY (GA) JA0WNILDDF2KUPS83B16 626207YM0 13000.00000000 PA USD 13884.51000000 0.000257201902 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N INFRATIL LTD N/A 000000000 4090.00000000 NS 35878.41000000 0.000664625205 Long EC CORP NZ N 2 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 17700.00000000 NS USD 9014787.00000000 0.166993316011 Long EC CORP US N 1 N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAE1 20000.00000000 PA USD 18319.11000000 0.000339350106 Long DBT CORP CA N 2 2032-06-01 Fixed 3.20000000 N N N N N N CSMC TRUST 2018-RPL9 N/A 12654PAE8 454423.71000000 PA USD 433866.31000000 0.008037103240 Long ABS-O CORP US N 2 2057-09-25 Variable 3.85000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136B9GC5 854807.96000000 PA USD 93431.36000000 0.001730757767 Long ABS-O USGSE US N 2 2050-04-25 Floating 2.30776000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5C56 7530572.03000000 PA USD 7441161.55000000 0.137842884386 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A74 450181.80000000 PA USD 466424.41000000 0.008640221770 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 7.00000000 N N N N N N ALLSTATE CORP (THE) OBT0W1ED8G0NWVOLOJ77 020002101 25800.00000000 NS USD 6138852.00000000 0.113718410871 Long EC CORP US N 1 N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 01309QAC2 90000.00000000 PA USD 88031.51000000 0.001630728908 Long DBT CORP US N 2 2031-03-31 Fixed 5.50000000 N N N N N N TEXAS DEBT CAPITAL CLO 2025-1 LTD N/A 881936AA6 8000000.00000000 PA USD 7995868.80000000 0.148118490797 Long ABS-O CORP KY N 2 2038-04-24 Variable 4.80709000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SLU9 123079.71000000 PA USD 121305.43000000 0.002247107558 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.50000000 N N N N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 105000.00000000 NS USD 6050100.00000000 0.112074335333 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179T7L3 814195.81000000 PA USD 795466.98000000 0.014735530497 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N DHL GROUP 8ER8GIG7CSMVD8VUFE78 000000000 5648.00000000 NS 343378.31000000 0.006360869384 Long EC CORP DE N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403MC98 4697.91000000 PA USD 4806.51000000 0.000089037604 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N AMUNDI SA 96950010FL2T1TJKR531 000000000 1200.00000000 NS 115192.81000000 0.002133875079 Long EC CORP FR N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERH60 242206.74000000 PA USD 229298.94000000 0.004247620087 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834PT9 235000.00000000 PA USD 86757.18000000 0.001607122739 Long DBT UST US N 2 2045-11-15 None 0.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AC2 465000.00000000 PA USD 462858.49000000 0.008574165322 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AU2 885000.00000000 PA USD 810294.94000000 0.015010209223 Long DBT CORP CH Y 2 2032-05-14 Fixed 3.09100000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES N/A 36201EJS0 5753.35000000 PA USD 5901.22000000 0.000109316426 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381WV62 3620847.69000000 PA USD 44931.46000000 0.000832327319 Long ABS-O USGA US N 2 2049-07-20 Floating 0.01000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023CK9 2570000.00000000 PA USD 1922884.30000000 0.035620234350 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31307EZF4 27966.38000000 PA USD 27543.79000000 0.000510231559 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N CALIFORNIA (CA), STATE OF 9845007J7054602FF597 13063A7D0 1270000.00000000 PA USD 1442586.85000000 0.026723023152 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWHZ9 4815149.96000000 PA USD 4755906.81000000 0.088100212333 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N ENEOS HOLDINGS INC 3538001KQ5SAOZSQTT44 000000000 1500.00000000 NS 11103.55000000 0.000205686349 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403VM89 118051.70000000 PA USD 120780.54000000 0.002237384298 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822CY8 2760000.00000000 PA USD 2785911.98000000 0.051607284748 Long DBT CORP JP N 2 2029-04-19 Fixed 5.24200000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 3206.57000000 0.000059399712 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY PANAMA 8.875 09/30/27 Y Default Event 2027-06-20 2774.76000000 USD 0.00000000 USD 509000.00000000 USD 431.81000000 N N N WEST PHARMACEUTICAL SERVICES INC 5493007NKRGM1RJQ1P16 955306105 6400.00000000 NS USD 2297600.00000000 0.042561609372 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5EY1 433811.24000000 PA USD 449088.05000000 0.008319076496 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 7.00000000 N N N N N N KEMPER CORP 549300FNI1JKTRY2PV09 488401100 154500.00000000 NS USD 4165320.00000000 0.077159959414 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 19767QAS4 450000.00000000 PA USD 514935.76000000 0.009538864323 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36180AB85 5305763.05000000 PA USD 5114232.17000000 0.094737966512 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128LC5X0 7742.03000000 PA USD 8040.11000000 0.000148938031 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391EN31 10163.74000000 PA USD 10517.46000000 0.000194829397 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KL2T3 3669546.22000000 PA USD 3072194.96000000 0.056910498695 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VN48 229488.84000000 PA USD 209642.04000000 0.003883488254 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 3.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 20000.00000000 PA USD 19698.49000000 0.000364902261 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2130000.00000000 OU Other Units USD 10919.79000000 0.000202282310 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 2130000.00000000 USD 3.74300000 USD 2026-07-23 XXXX 10919.79000000 N N N SPECTRA ENERGY PARTNERS LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 15000.00000000 PA USD 14958.08000000 0.000277089118 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-REV1 N/A 34532MAA5 9000000.00000000 PA USD 9083772.00000000 0.168271220182 Long ABS-O CORP US N 2 2037-08-15 Fixed 4.86000000 N N N N N N SWEDISH ORPHAN BIOVITRUM AB 549300124Y3MQI87PT35 000000000 2048.00000000 NS 97622.59000000 0.001808397693 Long EC CORP SE N 2 N N N BENCHMARK 2023-B38 MORTGAGE TRUST N/A 081916AC2 5000000.00000000 PA USD 5143951.50000000 0.095288498595 Long ABS-O CORP US N 2 2056-04-17 Fixed 5.79300000 N N N N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346AS4 10000.00000000 PA USD 9304.98000000 0.000172368960 Long DBT CORP US N 2 2030-06-01 Fixed 2.70000000 N N N N N N TENARIS SA 549300Y7C05BKC4HZB40 000000000 4238.00000000 NS 117317.76000000 0.002173238454 Long EC CORP LU N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 1255000.00000000 PA USD 1241165.68000000 0.022991821395 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFT5 319789.93000000 PA USD 327639.97000000 0.006069326435 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAN4 570000.00000000 PA USD 471847.01000000 0.008740672059 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YXE1 46477.07000000 PA USD 46392.49000000 0.000859391990 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DVMJ1 1405587.88000000 PA USD 1327626.05000000 0.024593445914 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.00000000 N N N N N N INTUIT INC VI90HBPH7XSFMB9E4M29 461202103 10300.00000000 NS USD 2688300.00000000 0.049799083598 Long EC CORP US N 1 N N N CSL LTD 529900ECSECK5ZDQTE14 000000000 3512.00000000 NS 280204.23000000 0.005190608888 Long EC CORP AU N 2 N N N BRAMBLES LTD N/A 000000000 2989.00000000 NS 40357.74000000 0.000747602004 Long EC CORP AU N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 1115000.00000000 PA USD 1121046.23000000 0.020766683378 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 6115.92000000 0.000113293609 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 HSBC BANK PLC HSBC BANK PLC Y Default Event 2026-12-20 5598.19000000 USD 0.00000000 USD 1423000.00000000 USD 517.73000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MC4Y8 34.86000000 PA USD 34.80000000 0.000000644648 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 1690000.00000000 PA USD 1638597.11000000 0.030353991170 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4X9 156710.15000000 PA USD 152518.53000000 0.002825310800 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179R4D8 1677916.62000000 PA USD 1512509.03000000 0.028018287999 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWE58 2499999.97000000 PA USD 2342890.15000000 0.043400581200 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBE2 1425000.00000000 PA USD 1414119.92000000 0.026195690999 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 45159.00000000 NS 302610.45000000 0.005605670162 Long EC CORP GB N 2 N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 000000000 22300.00000000 NS 195792.47000000 0.003626933594 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417A4E6 30418.71000000 PA USD 30241.65000000 0.000560207735 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWBJ1 4604309.34000000 PA USD 3878586.62000000 0.071848402087 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 9100.00000000 NS USD 3079349.00000000 0.057043022831 Long EC CORP US N 1 N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383TWK5 881723.77000000 PA USD 65716.20000000 0.001217351686 Long ABS-O USGA US N 2 2052-07-20 Floating 2.38128000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SSN8 232092.58000000 PA USD 201809.31000000 0.003738391808 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWF57 7070694.78000000 PA USD 7001000.64000000 0.129689177600 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N CALIFORNIA (CA), STATE OF 9845007J7054602FF597 13063A5G5 245000.00000000 PA USD 289339.54000000 0.005359834817 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJSK7 303293.41000000 PA USD 275151.55000000 0.005097011137 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N NORTHWESTERN UNIVERSITY OBWWNZE695DUK77DTI34 668444AS1 20000.00000000 PA USD 12461.68000000 0.000230844862 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N ROKU INC 549300KR6ITU0YIR1T71 77543R102 8500.00000000 NS USD 1174190.00000000 0.021751138626 Long EC CORP US N 1 N N N PENNSYLVANIA TURNPIKE COMMISSION (PA) 549300J8LLBYEYEXZJ24 709223A27 550000.00000000 PA USD 549688.90000000 0.010182644602 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N TIKEHAU CLO XIII DAC 6354006QUI9OYIL7LT78 000000000 9000000.00000000 PA 10279849.14000000 0.190427804449 Long ABS-O CORP IE N 2 2038-10-15 Floating 3.39400000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQF1 20005000.00000000 PA USD 19945610.16000000 0.369480008844 Long DBT UST US N 2 2033-03-31 Fixed 4.25000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 59562VAP2 305000.00000000 PA USD 321697.44000000 0.005959244767 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N RECTOR AND VISITORS OF THE UNIVERSITY OF VIRGINIA (THE) (VA) 549300H2U5XHL1CLTN62 915217WX7 495000.00000000 PA USD 364386.72000000 0.006750037098 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 3660000.00000000 PA USD 3722398.24000000 0.068955109600 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CS47 3669178.91000000 PA USD 3371803.66000000 0.062460563308 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 N/A 17325HBN3 4244785.25000000 PA USD 4217894.54000000 0.078133870031 Long ABS-O CORP US N 2 2050-04-15 Fixed 3.44200000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179S2P1 1632635.38000000 PA USD 1504831.00000000 0.027876057274 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N YARA INTERNATIONAL ASA 213800WKOUWXWFJ5Z514 000000000 5523.00000000 NS 242889.59000000 0.004499378416 Long EC CORP NO N 2 N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059N108 65400.00000000 NS USD 3332784.00000000 0.061737748402 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410F2R5 9686.51000000 PA USD 9966.56000000 0.000184624318 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 5791.02000000 0.000107275039 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CHILE, REPUBLIC OF - MINISTRY OF FINANCE CHILE 3.24 02/06/28 Y Default Event 2028-06-20 4546.33000000 USD 0.00000000 USD 373000.00000000 USD 1244.69000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UQ54 4660569.00000000 PA USD 4411720.02000000 0.081724366360 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.00000000 N N N N N N BP PLC 213800LH1BZH3DI6G760 000000000 8944.00000000 NS 55128.55000000 0.001021222062 Long EC CORP GB N 2 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2U7 1505000.00000000 PA USD 1360447.76000000 0.025201447655 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 000000000 9167.00000000 NS 173961.36000000 0.003222525874 Long EC CORP FI N 2 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810TG3 19430000.00000000 PA USD 13443131.25000000 0.249025635881 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHY3 1800000.00000000 PA USD 1827272.70000000 0.033849088994 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410CR46 4501.51000000 PA USD 4648.05000000 0.000086102232 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 20755CAA6 95801.29000000 PA USD 95859.13000000 0.001775730695 Long ABS-O USGSE US N 2 2043-10-26 Floating 5.12776000 N N N N N N PHEAA STUDENT LOAN TRUST 2021-1 N/A 71723MAB4 861529.37000000 PA USD 849299.44000000 0.015732743299 Long ABS-O CORP US N 2 2070-05-25 Floating 4.27224000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BB8 5205000.00000000 PA USD 4904424.07000000 0.090851402099 Long DBT CORP US N 2 2030-03-15 Fixed 3.10000000 N N N N N N OVERSEA-CHINESE BANKING CORP LTD 5493007O3QFXCPOGWK22 000000000 7500.00000000 NS 143930.16000000 0.002666216594 Long EC CORP SG N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RTA7 370482.40000000 PA USD 355123.73000000 0.006578445976 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132KEZJ7 60825.80000000 PA USD 59036.46000000 0.001093613661 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 58300.00000000 NS USD 67295107.00000000 1.246599955081 Long EC CORP US N 1 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1410000.00000000 NC USD -24720.36000000 -0.00045792927 N/A DIR CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 4.625 05/15/44 2026-07-14 1386967.89000000 USD -24720.36000000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAE8 5000.00000000 PA USD 4895.72000000 0.000090690164 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N D'AMICO INTERNATIONAL SHIPPING SA 2221005IWV4R4EP4D553 000000000 3624.00000000 NS 27253.66000000 0.000504857081 Long EC CORP LU N 2 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQX2 1960000.00000000 PA USD 1953109.38000000 0.036180135137 Long DBT UST US N 2 2031-06-30 Fixed 4.12500000 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50065WAP1 530000.00000000 PA USD 532771.90000000 0.009869267710 Long DBT NUSS KR N 2 2028-04-03 Fixed 4.87500000 N N N N N N CHAMPION IRON CANADA INC N/A 15853BAA9 400000.00000000 PA USD 413708.00000000 0.007663683099 Long DBT CORP CA N 2 2032-07-15 Fixed 7.87500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 450000.00000000 PA USD 439357.32000000 0.008138820781 Long DBT CORP CH Y 2 2031-04-01 Fixed 4.19400000 N N N N N N KIRIN HOLDINGS COMPANY LTD 353800GBVL72LLMTYM96 497350108 12600.00000000 NS 217301.98000000 0.004025383873 Long EC CORP JP N 2 N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 250000.00000000 PA USD 249666.75000000 0.004624921085 Long DBT CORP US N 2 2033-05-01 Fixed 7.37500000 N N N N N N PUBLICIS GROUPE SA 2138004KW8BV57III342 000000000 681.00000000 NS 67298.39000000 0.001246660770 Long EC CORP FR N 2 N N N WISCONSIN (WI), STATE OF 549300VTAT608CNZ5827 977100EL6 15000.00000000 PA USD 14040.25000000 0.000260086888 Long DBT MUN US N 2 2036-05-01 Fixed 3.95400000 N N N N N N BAY AREA TOLL AUTHORITY (CA) 5493001FUZGUQMIP5D78 072024ND0 1325000.00000000 PA USD 1381878.40000000 0.025598436917 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BX0 2695000.00000000 PA USD 2694928.17000000 0.049921866320 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 312928W75 27616.33000000 PA USD 28284.86000000 0.000523959419 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AD8 15000.00000000 PA USD 14960.26000000 0.000277129501 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383YAV4 1672697.60000000 PA USD 19907.11000000 0.000368766817 Long ABS-O USGA US N 2 2052-08-20 Floating 0.01000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 1150000.00000000 PA USD 1168981.45000000 0.021654653481 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N COCA-COLA HBC AG 549300EFP3TNG7JGVE49 000000000 133.00000000 NS 8669.72000000 0.000160601164 Long EC CORP CH N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410VBM1 28747.98000000 PA USD 30042.96000000 0.000556527127 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2026-1 254900OR20P23DBVOT48 89231BAA7 3600000.00000000 PA USD 3596037.12000000 0.066614348533 Long ABS-O CORP US N 2 2039-04-25 Fixed 4.58000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2K9 4960798.30000000 PA USD 4899452.62000000 0.090759309083 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.00000000 N N N N N N DATADOG INC 549300F6JNO0KRPO1K63 23804L103 14600.00000000 NS USD 3801256.00000000 0.070415900503 Long EC CORP US N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 53200.00000000 NS USD 9037616.00000000 0.167416209021 Long EC CORP US N 1 N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 470000.00000000 PA USD 462362.50000000 0.008564977417 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N FREMF 2017-K68 MORTGAGE TRUST N/A 3137FBBW5 830.08000000 PA USD 826.10000000 0.000015302988 Long ABS-O USGSE US N 2 2027-02-25 Fixed 2.95200000 N N N N N N APPALACHIAN POWER COMPANY 3SCHO1ABYYIG382BEI70 037735CV7 10000.00000000 PA USD 8341.73000000 0.000154525354 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 80287DAD9 601813.67000000 PA USD 605646.26000000 0.011219219853 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.98000000 N N N N N N CLARIVATE PLC 549300WDHIIODXFO0R55 000000000 2860800.00000000 NS USD 6179328.00000000 0.114468203568 Long EC CORP JE N 1 N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 96949LAC9 500000.00000000 PA USD 455242.96000000 0.008433092371 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B9MY7 909216.50000000 PA USD 856203.40000000 0.015860634859 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 2019-B N/A 55316EAE2 130237.00000000 PA USD 130162.90000000 0.002411186675 Long ABS-O CORP US N 2 2041-11-12 Fixed 2.29000000 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 084664DB4 50000.00000000 PA USD 37896.43000000 0.000702007769 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 17888HAC7 150000.00000000 PA USD 157559.53000000 0.002918692186 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AH6 180000.00000000 PA USD 177300.00000000 0.003284372102 Long DBT CORP AU N 2 2034-05-01 Fixed 6.25000000 N N N N N N NESTE OYJ 5493009GY1X8GQ66AM14 000000000 660.00000000 NS 21549.01000000 0.000399181992 Long EC CORP FI N 2 N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849R105 7800.00000000 NS USD 1724424.00000000 0.031943880867 Long EC CORP US N 1 N N N GE AEROSPACE 3C7474T6CDKPR9K6YT90 369604301 23600.00000000 NS USD 8820028.00000000 0.163385526805 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CJZ5 9870000.00000000 PA USD 9643298.44000000 0.178636099087 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 1625000.00000000 PA USD 1515966.85000000 0.028082341961 Long DBT CORP US N 2 2031-02-15 Fixed 3.40000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAE3 5000.00000000 PA USD 4977.58000000 0.000092206570 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546104 16200.00000000 NS USD 2738610.00000000 0.050731045022 Long EC CORP US N 1 N N N ACCIONA SA 54930002KP75TLLLNO21 000000000 126.00000000 NS 39920.13000000 0.000739495551 Long EC CORP ES N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -4520.81000000 -0.00008374519 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COMISION FEDERAL DE ELECTRICIDAD CFELEC 6.45 01/24/35 REGS Y Default Event 2029-06-20 0.00000000 USD -1743.65000000 USD 420000.00000000 USD -2777.16000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834MT2 1480000.00000000 PA USD 620412.42000000 0.011492753773 Long DBT UST US N 2 2043-08-15 None 0.00000000 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 015271109 82800.00000000 NS USD 4375980.00000000 0.081062304744 Long EC CORP US N 1 N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612E106 75000.00000000 NS USD 9795750.00000000 0.181460169310 Long EC CORP US N 1 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 000000000 13205.00000000 NS 155191.58000000 0.002874827387 Long EC CORP IE N 2 N N N ABB LTD (CH) 5493000LKVGOO9PELI61 000000000 5502.00000000 NS 598503.90000000 0.011086912081 Long EC CORP CH N 1 N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 575000.00000000 PA USD 537907.14000000 0.009964394834 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045V100 137600.00000000 NS USD 10606208.00000000 0.196473399119 Long EC CORP US N 1 N N N OBX 2025-NQM10 TRUST 254900NDJVO62R77II89 67121LAA4 1126150.42000000 PA USD 1127370.94000000 0.020883844692 Long ABS-O CORP US N 2 2065-05-25 Variable 5.54300000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GD35 3210000.00000000 PA USD 3139227.48000000 0.058152234389 Long DBT CORP US N 2 2031-10-21 Fixed 4.36900000 N N N N N N BOF-VII AL FUNDING TRUST I N/A 097093AC2 243724.03000000 PA USD 246426.95000000 0.004564905808 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.63200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CD0 245000.00000000 PA USD 228749.27000000 0.004237437793 Long DBT CORP US N 2 2043-12-05 Fixed 5.30000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 595000.00000000 PA USD 547642.30000000 0.010144732611 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 380000.00000000 PA USD 398047.07000000 0.007373574123 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807103 83200.00000000 NS USD 7389824.00000000 0.136891888238 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDAS3 546830.67000000 PA USD 464970.96000000 0.008613297514 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N STARBUCKS CORP OQSJ1DU9TAOC51A47K68 855244109 17400.00000000 NS USD 1778106.00000000 0.032938306491 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAL6 1225000.00000000 PA USD 1211329.35000000 0.022439121960 Long DBT CORP US N 2 2066-05-15 Fixed 6.45000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2130000.00000000 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 2130000.00000000 USD 8.00000000 USD 2026-07-23 XXXX 0.00000000 N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BN1 10000.00000000 PA USD 9051.11000000 0.000167666176 Long DBT CORP US N 2 2030-11-15 Fixed 2.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWEG4 1403884.12000000 PA USD 1226480.04000000 0.022719779058 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N COGNIZANT TECHNOLOGY SOLUTIONS CORP 5493006IEVQEFQO40L83 192446102 171800.00000000 NS USD 6653814.00000000 0.123257761274 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 2160000.00000000 PA USD 2260922.94000000 0.041882189673 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYTV1 808186.14000000 PA USD 698062.22000000 0.012931167968 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 2.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 1495000.00000000 PA USD 1519339.33000000 0.028144815053 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M7CZ7 16929.56000000 PA USD 17093.71000000 0.000316650334 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N SCHINDLER HOLDING AG 5299007DRLI319H7Q933 000000000 35.00000000 NS 11126.05000000 0.000206103148 Long EC CORP CH N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 382200.00000000 NS USD 21777756.00000000 0.403419369723 Long EC CORP US N 1 N N N RAYMOND JAMES FINANCIAL INC RGUZHJ05YTITL6D76949 754730109 30500.00000000 NS USD 4636915.00000000 0.085895963145 Long EC CORP US N 1 N N GREENSAIF PIPELINES BIDCO SARL 549300YWDGUXPB8GRP47 39541EAC7 715000.00000000 PA USD 756019.55000000 0.014004791419 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N HOME PARTNERS OF AMERICA 2021-3 TRUST N/A 43730XAA2 700904.70000000 PA USD 657188.15000000 0.012174001272 Long ABS-O CORP US N 2 2041-01-17 Fixed 2.20000000 N N N N N N NATURGY ENERGY GROUP SA TL2N6M87CW970S5SV098 000000000 3773.00000000 NS 118261.68000000 0.002190723984 Long EC CORP ES N 2 N N N EVERUS CONSTRUCTION GROUP INC 2549006JMMHR0KILT425 300426103 14400.00000000 NS USD 2389680.00000000 0.044267334037 Long EC CORP US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEK5 25000.00000000 PA USD 24590.04000000 0.000455515179 Long DBT CORP US N 2 2027-04-06 Fixed 2.25000000 N N N N N N SHIZUOKA GAS CO LTD 353800FKNOC1V6FE8T28 000000000 900.00000000 NS 6952.03000000 0.000128782026 Long EC CORP JP N 2 N N N ANGEL OAK MORTGAGE TRUST 2025-11 254900U7QMG1IM2AZ079 03466FAC1 1487016.35000000 PA USD 1473133.71000000 0.027288884713 Long ABS-O CORP US N 2 2070-10-25 Variable 4.97500000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 6200.00000000 NS USD 2397726.00000000 0.044416381177 Long EC CORP US N 1 N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DA4 5150000.00000000 PA USD 5228403.00000000 0.096852910048 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N SEAGATE TECHNOLOGY HOLDINGS PLC 635400RUXIFEZSRU8X70 000000000 12000.00000000 NS USD 11580000.00000000 0.214512289576 Long EC CORP IE N 1 N N N TOYOTA TSUSHO CORP 549300CEE2ENIUJNXB84 000000000 2600.00000000 NS 96777.60000000 0.001792744780 Long EC CORP JP N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FWN22 3099836.72000000 PA USD 66739.17000000 0.001236301568 Long ABS-O USGSE US N 2 2050-10-25 Floating 0.01000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 36.00000000 NC USD 3512.64000000 0.000065069468 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 4045362.36000000 USD 3512.64000000 N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 000000000 13400.00000000 NS 120704.04000000 0.002235967183 Long EC CORP JP N 2 N N N RELX CAPITAL INC 2R15C3RTKJN1RCBOV146 74949LAD4 10000.00000000 PA USD 9380.46000000 0.000173767180 Long DBT CORP US N 2 2030-05-22 Fixed 3.00000000 N N N N N N TRINITY HEALTH CORP TWSRHFGEDJDX0GKMGJ67 896516AA9 5000.00000000 PA USD 4076.22000000 0.000075509437 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ86 2449357.79000000 PA USD 2422055.53000000 0.044867070571 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404XLJ1 41388.36000000 PA USD 41635.42000000 0.000771270230 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CN83 708385.75000000 PA USD 676520.60000000 0.012532122871 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409V104 24900.00000000 NS USD 10140774.00000000 0.187851524077 Long EC CORP US N 1 N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 000000000 600.00000000 NS 101005.93000000 0.001871071960 Long EC CORP IT N 2 N N N ASAHI GROUP HOLDINGS LTD 353800KAJ02XNHLCJW79 000000000 1800.00000000 NS 17111.99000000 0.000316988959 Long EC CORP JP N 2 N N N UNIBAIL-RODAMCO-WESTFIELD SE 969500SHQITWXSIS7N89 000000000 450.00000000 NS 52662.19000000 0.000975534279 Long EC CORP FR N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EPW3 50797.93000000 PA USD 51396.27000000 0.000952083899 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 5.00000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00766T100 34800.00000000 NS USD 2429040.00000000 0.044996453529 Long EC CORP US N 1 N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RF87 33936.49000000 PA USD 33891.83000000 0.000627825047 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBC3 2625000.00000000 PA USD 2760345.00000000 0.051133672363 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201S6P9 13284.80000000 PA USD 13621.11000000 0.000252322581 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287QGN5 57998.71000000 PA USD 59402.74000000 0.001100398770 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N MARSH & MCLENNAN COMPANIES INC 549300XMP3KDCKJXIU47 571748BC5 5000.00000000 PA USD 4157.80000000 0.000077020656 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-DNA5 5493000IS349P4O9HR58 35564KYN3 5841.44000000 PA USD 5910.99000000 0.000109497409 Long ABS-O USGSE US N 2 2042-06-25 Floating 6.57776000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402URR5 18720.57000000 PA USD 18965.06000000 0.000351315927 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742101 15000.00000000 NS USD 2384400.00000000 0.044169525325 Long EC CORP US N 1 N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 000000000 24567.00000000 NS 348069.41000000 0.006447769090 Long EC CORP ES N 2 N N N CHICAGO O'HARE INTERNATIONAL AIRPORT (IL) N/A 167593AN2 1030000.00000000 PA USD 1115450.50000000 0.020663025964 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31283HPA7 9134.35000000 PA USD 9656.19000000 0.000178874907 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N LOWE'S COMPANIES INC WAFCR4OKGSC504WU3E95 548661107 22400.00000000 NS USD 4938976.00000000 0.091491455088 Long EC CORP US N 1 N N N BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -220866.87000000 -0.00409142124 N/A DFE CORP US N 2 BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 -63190337.80000000 USD 55106250.81000000 EUR 2026-07-02 -220866.87000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EK4C6 175004.41000000 PA USD 163465.26000000 0.003028092157 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200WJK8 81532.76000000 PA USD 82057.64000000 0.001520066686 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410F5M3 59874.38000000 PA USD 61605.70000000 0.001141207232 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAT8 2260000.00000000 PA USD 1590755.19000000 0.029467749392 Long DBT CORP US N 2 2051-02-15 Fixed 3.60000000 N N N N N N CHEVRON CORP N/A 166764100 97700.00000000 NS USD 16194752.00000000 0.299997696946 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYUA5 1217457.80000000 PA USD 1061995.17000000 0.019672799260 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y5M2 507370.70000000 PA USD 520338.70000000 0.009638950422 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2R4 975000.00000000 PA USD 921569.61000000 0.017071503199 Long DBT CORP FR Y 2 2029-09-15 Fixed 2.15900000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAB3 3700000.00000000 PA USD 3693129.99000000 0.068412933493 Long DBT CORP BM N 2 2036-06-15 Fixed 5.25000000 N N N N N N BANK 2020-BNK25 N/A 06539WBA3 6700000.00000000 PA USD 6221164.40000000 0.115243196828 Long ABS-O CORP US N 2 2063-01-18 Fixed 2.39900000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 580135101 16300.00000000 NS USD 4406053.00000000 0.081619388344 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CWS9 334135.52000000 PA USD 306688.03000000 0.005681204792 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N CANON INC 529900JH1GSC035SSP77 000000000 600.00000000 NS 15366.23000000 0.000284649842 Long EC CORP JP N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 515000.00000000 PA USD 510357.51000000 0.009454055092 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDL6 980000.00000000 PA USD 979730.01000000 0.018148888394 Long DBT CORP GB N 2 2030-06-26 Fixed 4.91100000 N N N N N N OLD DOMINION FREIGHT LINE INC 5299009TWK32WE417T96 679580100 4000.00000000 NS USD 866400.00000000 0.016049520525 Long EC CORP US N 1 N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 65163LAR0 1280000.00000000 PA USD 1311526.02000000 0.024295202883 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M6VH8 19322.87000000 PA USD 19510.24000000 0.000361415047 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N SV RNO PROPERTY OWNER 1 LLC N/A 78488XAA2 905000.00000000 PA USD 892219.56000000 0.016527811797 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SGL5 1629603.90000000 PA USD 1493653.85000000 0.027669007530 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N QXO BUILDING PRODUCTS INC 549300HDXQWWCBOYXP31 77583AAA8 175000.00000000 PA USD 178328.09000000 0.003303416829 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FYT6 22743.66000000 PA USD 23859.46000000 0.000441981640 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N MOBILITY GLOBAL INC 2549005RG02MFEFPS959 60744MAA4 615000.00000000 PA USD 616155.89000000 0.011413904205 Long DBT CORP US N 2 2029-06-15 Fixed 5.05000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MFCN6 189881.61000000 PA USD 180169.98000000 0.003337536694 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 320000.00000000 PA USD 271425.54000000 0.005027989122 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPTH7 367836.01000000 PA USD 323958.97000000 0.006001138202 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402CTT9 26347.65000000 PA USD 27016.94000000 0.000500471991 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N CLUE OPCO LLC N/A 36267QAA2 600000.00000000 PA USD 581723.84000000 0.010776071918 Long DBT CORP US Y 2 2031-10-15 Fixed 9.50000000 N N N N N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 000000000 2716.00000000 NS 255852.48000000 0.004739507882 Long EC CORP DE N 2 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738108 74000.00000000 NS USD 3629700.00000000 0.067237932424 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31296YBG7 59068.29000000 PA USD 59265.21000000 0.001097851113 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N UNITED AIRLINES HOLDINGS INC 98450079DA0B78DD6764 910047AM1 850000.00000000 PA USD 841310.81000000 0.015584758903 Long DBT CORP US N 2 2029-03-01 Fixed 4.87500000 N N N N N N SPECTRUM MANAGEMENT HOLDING COMPANY LLC B1WXCWLJVJXMWJX6O298 88732JBB3 360000.00000000 PA USD 307496.09000000 0.005696173601 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N NORTHERN TRUST CORP 549300GLF98S992BC502 665859104 66600.00000000 NS USD 11577744.00000000 0.214470498580 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP (THE) 549300VSGCJ7E698NM85 808513105 246000.00000000 NS USD 22698420.00000000 0.420474097060 Long EC CORP US N 1 N N N STOCKLAND TRUST MANAGEMENT LTD 549300Y8E5TMSOLM7P64 000000000 43969.00000000 NS 123992.54000000 0.002296884598 Long EC CORP AU N 2 N N N ORION OYJ 74370029VAHCXDR7B745 000000000 1280.00000000 NS 105148.85000000 0.001947816974 Long EC CORP FI N 2 N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874DR5 30000.00000000 PA USD 28524.29000000 0.000528394711 Long DBT CORP US N 2 2030-06-30 Fixed 3.40000000 N N N N N N CONCENTRIX CORP 5493000EAJN1KMPVA737 20602D101 114600.00000000 NS USD 2567613.00000000 0.047563432070 Long EC CORP US N 1 N N HEXCEL CORP S6Q7LW43WUBUHXY2QP69 428291108 11600.00000000 NS USD 1160696.00000000 0.021501170678 Long EC CORP US N 1 N N GS MORTGAGE-BACKED SECURITIES TRUST 2026-CES3 254900B9BZ62VF1C0U09 36275BAA5 1471992.33000000 PA USD 1469946.85000000 0.027229850116 Long ABS-O CORP US N 2 2056-09-25 Variable 5.35800000 N N N N N N SIEMENS ENERGY AG 5299005CHJZ14D4FDJ62 000000000 1811.00000000 NS 345251.78000000 0.006395574249 Long EC CORP DE N 1 N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BJ1 15000.00000000 PA USD 15102.09000000 0.000279756813 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWE74 363561.65000000 PA USD 360259.47000000 0.006673582361 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 2412000.00000000 PA USD 2323441.73000000 0.043040311329 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N HULIC COMPANY LTD 3538002E12E7IHAKTB10 000000000 4600.00000000 NS 48167.36000000 0.000892270352 Long EC CORP JP N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -258.75000000 -0.00000479318 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COMISION FEDERAL DE ELECTRICIDAD CFELEC 6.45 01/24/35 REGS Y Default Event 2027-06-20 717.66000000 USD 0.00000000 USD 500000.00000000 USD -976.41000000 N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPBT9 39000.00000000 PA USD 38938.87000000 0.000721318321 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4G6 188221.56000000 PA USD 183250.20000000 0.003394595852 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N NATIONAL FUEL GAS COMPANY 8JB38FFW1Y3C1HM8E841 636180101 16000.00000000 NS USD 1235360.00000000 0.022884274788 Long EC CORP US N 1 N N N ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021-MF3 N/A 03882KAE2 8000000.00000000 PA USD 7574190.40000000 0.140307161000 Long ABS-O CORP US N 2 2054-10-16 Fixed 2.16780000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C7F5 58066.83000000 PA USD 56214.49000000 0.001041338424 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 147918AC0 800000.00000000 PA USD 824304.88000000 0.015269734638 Long DBT NUSS US N 2 2029-04-30 Fixed 5.87500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 638000.00000000 OU Other Units USD 3222.05000000 0.000059686470 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 638000.00000000 USD 3.88500000 USD 2026-08-11 XXXX 3222.05000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EES5 722533.07000000 PA USD 677720.87000000 0.012554357125 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N AMERICAN INTERNATIONAL GROUP INC ODVCVCQG2BP6VHV36M30 026874784 206900.00000000 NS USD 15420257.00000000 0.285650659319 Long EC CORP US N 1 N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023BY0 1296000.00000000 PA USD 1084917.27000000 0.020097416890 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N ASAHI KASEI CORP 353800GPI4Z3MGDGN142 000000000 4300.00000000 NS 47824.99000000 0.000885928160 Long EC CORP JP N 2 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 271500.00000000 NS USD 37909545.00000000 0.702250716299 Long EC CORP US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397B69 620000.00000000 PA USD 565283.95000000 0.010471533193 Long DBT CORP US N 2 2031-06-17 Fixed 3.62500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 N/A 95002UAD3 6629761.64000000 PA USD 5956749.34000000 0.110345072483 Long ABS-O CORP US N 2 2053-07-17 Fixed 1.81000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXU9 556206.24000000 PA USD 561432.31000000 0.010400183960 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BP4 20000.00000000 PA USD 19061.47000000 0.000353101862 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508BJ2 15000.00000000 PA USD 13553.62000000 0.000251072371 Long DBT CORP US N 2 2030-05-04 Fixed 1.75000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 369550108 30400.00000000 NS USD 10768896.00000000 0.199487093019 Long EC CORP US N 1 N N N GALDERMA GROUP AG 89450001OK6O8ELQ4584 000000000 1051.00000000 NS 239047.41000000 0.004428204424 Long EC CORP CH N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VDQ0 1218172.36000000 PA USD 1152539.58000000 0.021350078077 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 4.00000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 4545000.00000000 PA USD 4645093.54000000 0.086047465506 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 5275000.00000000 PA USD 4653742.41000000 0.086207680437 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N SANOFI SA 549300E9PC51EN656011 000000000 3001.00000000 NS 256596.42000000 0.004753288907 Long EC CORP FR N 2 N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 857524AH5 2565000.00000000 PA USD 2620609.20000000 0.048545153676 Long DBT NUSS PL N 2 2035-02-12 Fixed 5.37500000 N N N N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 000000000 75100.00000000 NS USD 3954015.00000000 0.073245665860 Long EC CORP NL N 1 N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAB6 60000.00000000 PA USD 61058.02000000 0.001131061802 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 171239AN6 2570000.00000000 PA USD 2597047.22000000 0.048108682668 Long DBT CORP US N 2 2036-05-20 Fixed 5.30000000 N N N N N N SAAB AB 549300ZHO4JCQQI13M69 000000000 1873.00000000 NS 97647.76000000 0.001808863952 Long EC CORP SE N 1 N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DVL78 1014596.94000000 PA USD 901136.25000000 0.016692987928 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 255000.00000000 PA USD 249418.82000000 0.004620328336 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 000000000 2069.00000000 NS 50704.22000000 0.000939264103 Long EC CORP GB N 2 N N N EMS-CHEMIE HOLDING AG 529900G1XFTGSE0DIX60 000000000 13.00000000 NS 11143.58000000 0.000206427880 Long EC CORP CH N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409WAZ4 35351.96000000 PA USD 36084.21000000 0.000668437521 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132GUGL2 97643.51000000 PA USD 91348.16000000 0.001692167784 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N METROPOLITAN EDISON COMPANY N/A 591894CE8 900000.00000000 PA USD 908995.02000000 0.016838566749 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N SOUTHWEST AIRLINES COMPANY UDTZ87G0STFETI6HGH41 844741BK3 905000.00000000 PA USD 908705.93000000 0.016833211536 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WBX5 1151003.02000000 PA USD 944381.48000000 0.017494078886 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAV4 805000.00000000 PA USD 790998.51000000 0.014652754873 Long DBT CORP US N 2 2030-10-15 Fixed 4.60000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 100000.00000000 PA USD 100600.18000000 0.001863555694 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AW9 772000.00000000 PA USD 811879.76000000 0.015039567027 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N BAY AREA TOLL AUTHORITY (CA) 5493001FUZGUQMIP5D78 072024YC0 25000.00000000 PA USD 19777.03000000 0.000366357166 Long DBT MUN US N 2 2041-04-01 Fixed 3.17600000 N N N N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 1170000.00000000 PA USD 920769.54000000 0.017056682400 Long DBT CORP US N 2 2052-04-01 Fixed 4.06300000 N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCHB7 2181141.82000000 PA USD 2065768.97000000 0.038267083893 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2026-REV1 N/A 34532XAA1 5100000.00000000 PA USD 5041871.73000000 0.093397534417 Long ABS-O CORP US N 2 2038-08-15 Fixed 4.32000000 N N N N N N SOFI CONSUMER LOAN PROGRAM 2017-4 LLC N/A 83408CAA5 2500000.00000000 PA USD 2500248.25000000 0.046315542022 Long ABS-O CORP US N 2 2035-06-25 Fixed 4.46000000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAY2 1325000.00000000 PA USD 1354756.06000000 0.025096012456 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAB5 1070000.00000000 PA USD 1049692.17000000 0.019444893846 Long DBT CORP US N 2 2032-02-15 Fixed 5.12500000 N N N N N N TJX COMPANIES INC (THE) V167QI9I69W364E2DY52 872540109 65400.00000000 NS USD 9908100.00000000 0.183541383104 Long EC CORP US N 1 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CF3 5000.00000000 PA USD 3263.80000000 0.000060459862 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200MVU4 5544.62000000 PA USD 5650.33000000 0.000104668845 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N KONAMI GROUP CORP 353800FC4A5QCMIZFV94 000000000 500.00000000 NS 54773.48000000 0.001014644611 Long EC CORP JP N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381AHP4 1539946.71000000 PA USD 22790.90000000 0.000422187231 Long ABS-O USGA US N 2 2048-10-20 Floating 0.08649000 N N N N N N SNAM SPA 8156002278562044AF79 000000000 22042.00000000 NS 159123.85000000 0.002947670240 Long EC CORP IT N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CM27 625808.36000000 PA USD 596953.10000000 0.011058184477 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 2.50000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAV8 2170000.00000000 PA USD 2151541.08000000 0.039855958824 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N BANCA MEDIOLANUM SPA 7LVZJ6XRIE7VNZ4UBX81 000000000 3840.00000000 NS 95697.77000000 0.001772741601 Long EC CORP IT N 2 N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448C104 26000.00000000 NS USD 1907100.00000000 0.035327840021 Long EC CORP US N 1 N N N UNIVERSAL HEALTH SERVICES INC 549300YGMGQDO0NMJD09 913903100 10000.00000000 NS USD 1486900.00000000 0.027543896664 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410TVW2 56719.21000000 PA USD 59981.30000000 0.001111116234 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N GREENSKY HME IMP ISSUER 2024-1 N/A 39571MAD0 359728.90000000 PA USD 363931.72000000 0.006741608506 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.67000000 N N N N N N INSURANCE AUSTRALIA GROUP LTD 549300PFEWKNHRG25N08 000000000 3575.00000000 NS 19994.79000000 0.000370391034 Long EC CORP AU N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DQR6 484620.68000000 PA USD 469738.50000000 0.008701613224 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 4.50000000 N N N N N N PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-2 529900T8KGS8BIJDM810 70018AAU4 4500000.00000000 PA USD 4499555.40000000 0.083351462083 Long ABS-CBDO CORP KY N 2 2034-10-16 Floating 4.72310000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NYQ8 47669.95000000 PA USD 49060.34000000 0.000908812250 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N VERUS SECURITIZATION TRUST 2026-5 213800Y85D9QDDY8I603 92541NAE2 3100000.00000000 PA USD 3096278.45000000 0.057356630351 Long ABS-O CORP US N 2 2071-05-25 Variable 5.36200000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 511900.00000000 NS USD 12326552.00000000 0.228341700526 Long EC CORP US N 1 N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GG2 580000.00000000 PA USD 432309.35000000 0.008008261526 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N TERUMO CORP 353800JX1R4582QVK932 000000000 2400.00000000 NS 32778.10000000 0.000607193892 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAH84 1712715.82000000 PA USD 1581237.82000000 0.029291446039 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N SCANDINAVIAN TOBACCO GROUP A/S 5299003KG4JS99TRML67 000000000 1605.00000000 NS 16332.65000000 0.000302552171 Long EC CORP DK N 2 N N N ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FINANCE CORP N/A 03690AAF3 450000.00000000 PA USD 450303.81000000 0.008341597693 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWFG3 1144882.99000000 PA USD 1136433.22000000 0.021051717786 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484108 12600.00000000 NS USD 1129464.00000000 0.020922617325 Long EC CORP US N 1 N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 000000000 16870.00000000 NS 293456.05000000 0.005436090602 Long EC CORP AU N 2 N N N AFFIRM MASTER TRUST N/A 00833KAA6 2400000.00000000 PA USD 2391321.60000000 0.044297743655 Long ABS-O CORP US N 2 2035-04-16 Fixed 4.67000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DUF7 3448444.14000000 PA USD 2647094.48000000 0.049035776997 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1292.51000000 0.000023942942 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY (REPUBLIC OF) ITALY (REPUBLIC OF) Y Default Event 2026-09-20 1147.46000000 USD 0.00000000 USD 539000.00000000 USD 145.05000000 N N N HENKEL AG & CO. KGAA 549300VZCL1HTH4O4Y49 000000000 144.00000000 NS 11395.92000000 0.000211102322 Long EC CORP DE N 2 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -9.00000000 NC USD -3295.02000000 -0.00006103819 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 -1042111.23000000 USD -3295.02000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 312936EZ6 217929.48000000 PA USD 211780.48000000 0.003923101524 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.00000000 N N N N N N PRINCIPAL FINANCIAL GROUP INC CUMYEZJOAF02RYZ1JJ85 74251VAS1 20000.00000000 PA USD 18114.22000000 0.000335554646 Long DBT CORP US N 2 2030-06-15 Fixed 2.12500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AV6 410000.00000000 PA USD 315484.09000000 0.005844146327 Long DBT CORP US N 2 2050-09-17 Fixed 4.15000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 570000.00000000 PA USD 530952.74000000 0.009835568904 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N RECRUIT HOLDINGS CO LTD 353800R2LRSMVVC4I806 000000000 6000.00000000 NS 417473.84000000 0.007733442940 Long EC CORP JP N 2 N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C N/A 63940YAB2 144521.53000000 PA USD 143376.05000000 0.002655952051 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.13000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 115000.00000000 PA USD 116454.86000000 0.002157253769 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFD9 1680000.00000000 PA USD 1572897.28000000 0.029136942728 Long DBT CORP US N 2 2064-04-15 Fixed 5.50000000 N N N N N N MS & AD INSURANCE GROUP HOLDINGS INC 529900CXROT5S2HMMP26 000000000 9800.00000000 NS 254015.67000000 0.004705482120 Long EC CORP JP N 2 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 340988.00000000 NS USD 14437431.92000000 0.267444436680 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133KKNG0 3119836.94000000 PA USD 2657575.79000000 0.049229936738 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFT6 1114000.00000000 PA USD 787089.48000000 0.014580342526 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-REV1 N/A 34533BAA8 4400000.00000000 PA USD 4443557.36000000 0.082314133260 Long ABS-O CORP US N 2 2036-08-15 Fixed 4.87000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAX4 3350000.00000000 PA USD 3330472.03000000 0.061694920598 Long DBT CORP US N 2 2029-12-05 Fixed 4.45200000 N N N N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AE6 369000.00000000 PA USD 377452.98000000 0.006992081428 Long DBT CORP US N 2 2030-12-15 Fixed 6.12500000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BD7 130000.00000000 PA USD 119896.02000000 0.002220999115 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189TAJ3 670000.00000000 PA USD 698138.70000000 0.012932584713 Long DBT CORP US N 2 2028-08-01 Fixed 6.70000000 N N N N N N AMERICAN AIRLINES INC N/A 02377LAA2 16860.60000000 PA USD 15810.79000000 0.000292885039 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 000000000 3976.00000000 NS 464369.60000000 0.008602157694 Long EC CORP FR N 2 N N N BARINGS EQUIPMENT FINANCE LLC 2025-A N/A 06764MAC8 2900000.00000000 PA USD 2920506.48000000 0.054100564054 Long ABS-O CORP US N 2 2032-08-13 Fixed 4.82000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABK6 200000.00000000 PA USD 200631.04000000 0.003716565090 Long DBT CORP DK N 2 2031-03-04 Fixed 5.01900000 N N N N N N CODAN LTD 9845005866EB809B5694 000000000 540.00000000 NS 16581.79000000 0.000307167334 Long EC CORP AU N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VHT0 1647902.73000000 PA USD 1504465.17000000 0.027869280501 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 7284.37000000 0.000134938418 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 STATE OF ISRAEL STATE OF ISRAEL Y Default Event 2027-06-20 7041.08000000 USD 0.00000000 USD 882000.00000000 USD 243.29000000 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 420000.00000000 PA USD 417937.28000000 0.007742027878 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N COTE D'IVOIRE, REPUBLIC OF 254900ICW11T82O6H590 221625AX4 1320000.00000000 PA USD 1279568.40000000 0.023703207871 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759100 22500.00000000 NS USD 4794300.00000000 0.088811422272 Long EC CORP US N 1 N N N TENNECO LLC 549300U0EXXFAQFAD785 880349AU9 650000.00000000 PA USD 653995.02000000 0.012114850527 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N ADVANTEST CORP 353800EMK32PDKS9XR54 000000000 1300.00000000 NS 267446.98000000 0.004954288775 Long EC CORP JP N 1 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 770000.00000000 PA USD 739908.09000000 0.013706336654 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DV7B5 2603841.18000000 PA USD 2101675.70000000 0.038932233709 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N DIC CORP 549300F1YB9ARLPUKB67 000000000 700.00000000 NS 20873.81000000 0.000386674332 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402UR87 28001.99000000 PA USD 27687.79000000 0.000512899069 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E3CU5 263629.30000000 PA USD 246246.71000000 0.004561566974 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N MEXICO CITY AIRPORT TRUST N/A 59284MAD6 800000.00000000 PA USD 685080.00000000 0.012690680426 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAD5 5000.00000000 PA USD 4712.20000000 0.000087290570 Long DBT CORP US N 2 2028-12-01 Fixed 2.12500000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAF5 515000.00000000 PA USD 560901.75000000 0.010390355666 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N PROVIDENCE ST JOSEPH HEALTH N/A 743820AA0 765000.00000000 PA USD 714927.91000000 0.013243594374 Long DBT CORP US Y 2 2029-10-01 Fixed 2.53200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3H3 735303.74000000 PA USD 619728.58000000 0.011480086063 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390GBM8 4271.82000000 PA USD 4511.20000000 0.000083567171 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N SITC INTERNATIONAL HOLDINGS COMPANY LTD 529900JUV4MOM9CE3V12 000000000 32000.00000000 NS 128369.71000000 0.002377968946 Long EC CORP KY N 2 N N N ALABAMA ECONOMIC SETTLEMENT AUTHORITY (AL) N/A 01026CAD3 240000.00000000 PA USD 236359.17000000 0.004378406452 Long DBT MUN US N 2 2032-09-15 Fixed 4.26300000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 2100.00000000 NS 77895.92000000 0.001442973415 Long EC CORP JP N 1 N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBF4 250000.00000000 PA USD 312579.00000000 0.005790331343 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N SOUTHERN CALIFORNIA EDISON COMPANY 9R1Z5I36FERIBVKW4P77 842400GE7 860000.00000000 PA USD 616887.98000000 0.011427465716 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416TNK1 240940.81000000 PA USD 238274.27000000 0.004413882487 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N PENTA CLO 3 DAC 6354005OXNNWWOAOCX44 000000000 6500000.00000000 PA 7423186.55000000 0.137509908703 Long ABS-O CORP IE N 2 2038-10-17 Floating 3.49000000 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 388800.00000000 NS USD 145030176.00000000 2.686593705648 Long EC CORP US N 1 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 2080000.00000000 PA USD 2126900.26000000 0.039399502976 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N RCKT MORTGAGE TRUST 2025-CES6 2549002LEW4WNQBOMB89 748949AA2 2643711.27000000 PA USD 2645625.32000000 0.049008561723 Long ABS-O CORP US N 2 2055-06-25 Variable 5.47200000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 1050000.00000000 PA USD 988405.02000000 0.018309587553 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N MACY'S INC 529900NZQ81TIOW3CW52 55616P104 111200.00000000 NS USD 2618760.00000000 0.048510898398 Long EC CORP US N 1 N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDU4 1755365.06000000 PA USD 1646495.97000000 0.030500312634 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625H100 91994.00000000 NS USD 30112396.02000000 0.557813386431 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VXY1 1629152.19000000 PA USD 1393180.80000000 0.025807806839 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N SHELL PLC 21380068P1DRHMJ8KU70 000000000 8655.00000000 NS 336289.95000000 0.006229561928 Long EC CORP GB N 2 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -4.00000000 NC -2769.53000000 -0.00005130381 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2026-09-08 -534732.21000000 USD -2769.53000000 N N N MORGAN STANLEY CAPITAL I TRUST 2018-H4 N/A 61691RAD8 1547348.45000000 PA USD 1517968.17000000 0.028119415168 Long ABS-O CORP US N 2 2051-12-15 Fixed 4.04300000 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853496AG2 760000.00000000 PA USD 722014.64000000 0.013374871635 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 1870000.00000000 PA USD 1701856.15000000 0.031525825497 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UB2 36915000.00000000 PA USD 35663350.78000000 0.660641366992 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 272000.00000000 PA USD 250664.94000000 0.004643411934 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 85600.00000000 NS USD 12544680.00000000 0.232382385906 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWEB5 5407506.00000000 PA USD 5225779.57000000 0.096804312640 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKH40 469545.84000000 PA USD 425755.13000000 0.007886848681 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 171.00000000 NC USD 26810.95000000 0.000496656154 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 18764486.78000000 USD 26810.95000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 460000.00000000 PA USD 433913.45000000 0.008037976479 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5GS2 792424.41000000 PA USD 820329.86000000 0.015196099868 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 7.00000000 N N N N N N A.P. MOLLER-MAERSK A/S 549300D2K6PKKKXVNN73 000000000 4.00000000 NS 9241.54000000 0.000171193774 Long EC CORP DK N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400DWE8 14743.68000000 PA USD 15256.80000000 0.000282622720 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620M106 253200.00000000 NS USD 9844416.00000000 0.182361676658 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 160000.00000000 PA USD 102204.60000000 0.001893276576 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 958102105 30800.00000000 NS USD 19672576.00000000 0.364422221038 Long EC CORP US N 1 N N N GENMAB A/S 529900MTJPDPE4MHJ122 000000000 112.00000000 NS 30705.06000000 0.000568792117 Long EC CORP DK N 2 N N N ASICS CORP 3538002LJMRZ83SU0B85 000000000 3300.00000000 NS 89755.74000000 0.001662669196 Long EC CORP JP N 2 N N N BECTON DICKINSON & COMPANY ICE2EP6D98PQUILVRZ91 075887CJ6 20000.00000000 PA USD 18669.75000000 0.000345845493 Long DBT CORP US N 2 2030-05-20 Fixed 2.82300000 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 107500.00000000 NS USD 7675500.00000000 0.142183858259 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427MR60 922251.64000000 PA USD 890825.06000000 0.016501979553 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D4Y5 808211.15000000 PA USD 679486.45000000 0.012587063395 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M5R93 117214.07000000 PA USD 120331.13000000 0.002229059257 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 295000.00000000 PA USD 291176.80000000 0.005393868915 Long DBT CORP AU N 2 2032-05-01 Fixed 6.00000000 N N N N N N NEW BRUNSWICK, PROVINCE OF 549300POZA55ZTGSOU44 642869AM3 20000.00000000 PA USD 19799.86000000 0.000366780077 Long DBT MUN CA N 2 2028-02-24 Fixed 3.62500000 N N N N N N MSCI INC 549300HTIN2PD78UB763 55354G100 19600.00000000 NS USD 10976784.00000000 0.203338088775 Long EC CORP US N 1 N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DV6J9 362354.68000000 PA USD 293064.71000000 0.005428841272 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.00000000 N N N N N N BANK 2019-BNK22 N/A 06540XBF7 5400000.00000000 PA USD 5068335.78000000 0.093887764465 Long ABS-O CORP US N 2 2062-11-17 Variable 2.72600000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 000000000 18600.00000000 NS USD 3014502.00000000 0.055841772534 Long EC CORP SG N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJQY7 703017.88000000 PA USD 605315.99000000 0.011213101807 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N JAPAN POST BANK CO LTD 5493006JVO6N2HC2XZ76 000000000 11600.00000000 NS 220775.27000000 0.004089724408 Long EC CORP JP N 2 N N N MORNINGSTAR INC 529900YGNQPOVAXQ7F29 617700109 6000.00000000 NS USD 936120.00000000 0.017341040113 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYX4 18854274.69000000 PA USD 15220101.55000000 0.281942904237 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N IBERDROLA INTERNATIONAL BV 549300ZMLFJKWC63XN87 29266MAE9 145000.00000000 PA USD 157532.35000000 0.002918188694 Long DBT CORP NL N 2 2033-09-15 Fixed 6.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJEX2 526328.12000000 PA USD 494340.13000000 0.009157343101 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 1190000.00000000 PA USD 1253674.24000000 0.023223534680 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DTR4 160367.24000000 PA USD 149743.24000000 0.002773900281 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N BMW - BAYERISCHE MOTOREN WERKE AG YEH5ZCD6E441RHVHD759 000000000 830.00000000 NS 54488.43000000 0.001009364237 Long EC CORP DE N 2 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810TF5 8000000.00000000 PA USD 5835000.00000000 0.108089741768 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UU0 120000.00000000 PA USD 121312.50000000 0.002247238525 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N GREEN PALM BIDCO SARL 254900EAMY4VP33WTN08 39321LAC7 1460000.00000000 PA USD 1479637.00000000 0.027409354111 Long DBT CORP LU N 2 2046-06-30 Fixed 6.46230000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MLXD1 337939.73000000 PA USD 306209.30000000 0.005672336617 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397C68 1255000.00000000 PA USD 1327579.35000000 0.024592580825 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJF8 354275.36000000 PA USD 350839.66000000 0.006499086247 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N SWISS RE AG 529900PS9YW3YY29F326 000000000 440.00000000 NS 69937.96000000 0.001295557161 Long EC CORP CH N 2 N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BJ5 685000.00000000 PA USD 569050.77000000 0.010541311188 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N FLORIDA DEVELOPMENT FINANCE CORP (FL) 549300HC854CNBLMWC48 34061UEQ7 40000.00000000 PA USD 32910.10000000 0.000609639110 Long DBT MUN US N 2 2050-04-01 Fixed 4.10900000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 000000000 11403.00000000 NS 358904.02000000 0.006648473494 Long EC CORP FR N 2 N N N MCKESSON CORP 549300WZWOM80UCFSF54 58155Q103 9000.00000000 NS USD 6800400.00000000 0.125973175650 Long EC CORP US N 1 N N N UNIPOL ASSICURAZIONI SPA 8156005CE5E7340CCA86 000000000 8688.00000000 NS 242833.79000000 0.004498344756 Long EC CORP IT N 2 N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431109 7900.00000000 NS USD 2295661.00000000 0.042525690604 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 3605000.00000000 OU Other Units USD 55151.84000000 0.001021653495 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 3605000.00000000 USD 3.20580000 USD 2026-11-04 XXXX 34019.08000000 N N N ASTELLAS PHARMA INC 529900IB708DY2HBBB35 000000000 16200.00000000 NS 216701.98000000 0.004014269247 Long EC CORP JP N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SWW3 569126.48000000 PA USD 511332.12000000 0.009472109136 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N EVERGY KANSAS CENTRAL INC J75GNWGEO73W89ZV3S44 30036FAB7 1310000.00000000 PA USD 1303421.55000000 0.024145072622 Long DBT CORP US N 2 2053-03-15 Fixed 5.70000000 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AL4 1250000.00000000 PA USD 1189996.22000000 0.022043939010 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406EVU5 49224.54000000 PA USD 50362.40000000 0.000932932101 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N AON PLC 635400FALWQYX5E6QC64 000000000 19400.00000000 NS USD 6434786.00000000 0.119200403954 Long EC CORP IE N 1 N N N AMERICAN HOMES 4 RENT LP 549300N4PXZ37U8QKI55 02666TAK3 2160000.00000000 PA USD 2164074.45000000 0.040088131699 Long DBT CORP US N 2 2030-06-15 Fixed 4.95000000 N N N N N N ELI LILLY & COMPANY FRDRIPF3EKNDJ2CQJL29 532457108 43600.00000000 NS USD 52295148.00000000 0.968735054508 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BDJQ2 3577937.67000000 PA USD 669135.88000000 0.012395325531 Long ABS-O USGSE US N 2 2051-01-25 Fixed 3.50000000 N N N N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 000000000 16300.00000000 NS USD 4580789.00000000 0.084856263942 Long EC CORP NL N 1 N N N FINECOBANK BANCA FINECO SPA 549300L7YCATGO57ZE10 000000000 750.00000000 NS 18858.00000000 0.000349332707 Long EC CORP IT N 2 N N N UNITED AIRLINES PASS THROUGH TRUST SERIES 2018-1 N/A 90931VAA4 18627.07000000 PA USD 17666.16000000 0.000327254613 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36292KP75 57939.10000000 PA USD 59903.16000000 0.001109668739 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38382URT0 2529543.33000000 PA USD 333637.15000000 0.006180420460 Long ABS-O USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXJ6 815733.46000000 PA USD 626421.54000000 0.011604068979 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAT8 615000.00000000 PA USD 600421.95000000 0.011122442763 Long DBT CORP US N 2 2031-04-15 Fixed 4.35000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TV69 766712.44000000 PA USD 727094.26000000 0.013468968432 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AP8 1495000.00000000 PA USD 1553716.62000000 0.028781632945 Long DBT CORP US N 2 2035-01-10 Fixed 5.84300000 N N N N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 67091TAH8 1065000.00000000 PA USD 1091976.45000000 0.020228183804 Long DBT CORP MA N 2 2030-04-30 Fixed 6.10000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513E101 71700.00000000 NS USD 13603641.00000000 0.251998979057 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31297AQT4 36551.61000000 PA USD 36723.61000000 0.000680282008 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 2801.32000000 0.000051892708 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BARCLAYS PLC BACR V6.496 09/13/27 Y Default Event 2026-12-20 2454.40000000 USD 0.00000000 USD 767000.00000000 USD 346.92000000 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAD5 2438791.18000000 PA USD 2299596.69000000 0.042598596811 Long ABS-O CORP US N 2 2052-10-18 Fixed 2.78700000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 105000.00000000 PA USD 111140.12000000 0.002058801520 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 637000.00000000 PA USD 647510.50000000 0.011994728832 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDL4 8732106.37000000 PA USD 7932053.76000000 0.146936356917 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142G5QF8 3782011.09000000 PA USD 833215.58000000 0.015434799807 Long ABS-MBS USGSE US N 2 2053-05-25 Fixed 4.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 3605000.00000000 OU Other Units USD 7.97000000 0.000000147639 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 3605000.00000000 USD 8.19400000 USD 2026-11-04 XXXX -37.09000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MGK3 945000.00000000 PA USD 1034851.17000000 0.019169973561 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M8R30 107887.03000000 PA USD 104741.86000000 0.001940277737 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081ER4 215000.00000000 PA USD 226682.81000000 0.004199157908 Long DBT CORP US N 2 2033-10-01 Fixed 5.95000000 N N N N N N CHASE HOME LENDING MORTGAGE TRUST 2024-RPL3 N/A 161917AB5 426867.41000000 PA USD 376003.94000000 0.006965238865 Long ABS-O CORP US N 2 2064-09-25 Variable 3.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGSR1 327753.38000000 PA USD 291087.98000000 0.005392223580 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201108 79700.00000000 NS USD 21428142.00000000 0.396942988064 Long EC CORP US N 1 N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BD2 1560000.00000000 PA USD 1574320.49000000 0.029163306808 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670702 80850.00000000 NS USD 40456531.50000000 0.749432055300 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XVS2 1687846.56000000 PA USD 1673108.25000000 0.030993288550 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36210GC93 9749.77000000 PA USD 9890.46000000 0.000183214613 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 955000.00000000 PA USD 951686.29000000 0.017629395943 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -3605000.00000000 OU Other Units USD -37604.26000000 -0.00069659550 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 -3605000.00000000 USD 3.49400000 USD 2026-11-04 XXXX -24924.60000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31297AX33 19866.43000000 PA USD 19959.91000000 0.000369744904 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N CANADIAN NATURAL RESOURCES LTD 549300T15RIMIKZC5Q38 136385BA8 20000.00000000 PA USD 18710.34000000 0.000346597398 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132KETW5 97518.85000000 PA USD 95897.61000000 0.001776443513 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 375000.00000000 PA USD 378168.97000000 0.007005344697 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 775109CH2 4030000.00000000 PA USD 3750124.96000000 0.069468729824 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N BHP BILLITON FINANCE (USA) LTD 5493003NUVITP3TMY274 055451BL1 325000.00000000 PA USD 330719.06000000 0.006126364660 Long DBT CORP AU N 2 2035-02-21 Fixed 5.30000000 N N N N N N ADT INC N/A 00090Q103 961000.00000000 NS USD 6246500.00000000 0.115712523043 Long EC CORP US N 1 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGN8 1130000.00000000 PA USD 987574.37000000 0.018294200279 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N ICG EURO CLO 2023-1 DAC 635400IDZDV7D9IJ8J46 000000000 8500000.00000000 PA 9717073.57000000 0.180002737433 Long ABS-O CORP IE N 2 2038-10-19 Floating 3.48800000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RBX6 472933.45000000 PA USD 437110.72000000 0.008097203915 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 15000.00000000 PA USD 13287.55000000 0.000246143590 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M4UX9 3655.12000000 PA USD 3839.01000000 0.000071115269 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFH3 3030000.00000000 PA USD 3137300.69000000 0.058116541804 Long DBT CORP US N 2 2029-11-01 Fixed 6.40700000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 225600.00000000 NS USD 85220400.00000000 1.578654846511 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818108 18000.00000000 NS USD 4896000.00000000 0.090695351447 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYB2 3233864.15000000 PA USD 2609513.06000000 0.048339604592 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAU1 5000.00000000 PA USD 4715.33000000 0.000087348552 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N PROCTER & GAMBLE COMPANY (THE) 2572IBTT8CCZW6AU4141 742718109 93505.00000000 NS USD 13711573.20000000 0.253998355857 Long EC CORP US N 1 N N N L'AIR LIQUIDE SA 969500MMPQVHK671GT54 000000000 551.00000000 NS 109112.85000000 0.002021247605 Long EC CORP FR N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 5131.22000000 0.000095052655 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO PERU 8.75 11/21/33 Y Default Event 2028-06-20 3799.15000000 USD 0.00000000 USD 377000.00000000 USD 1332.07000000 N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 5000.00000000 PA USD 4605.81000000 0.000085319762 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6CB4 86251.22000000 PA USD 82251.62000000 0.001523660045 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.50000000 N N N N N N DIGITAL REALTY TRUST INC 549300HKCZ31D08NEI41 253868103 8100.00000000 NS USD 1454598.00000000 0.026945522227 Long EC CORP US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -638000.00000000 OU Other Units USD -24.08000000 -0.00000044606 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 -638000.00000000 USD 3.08500000 USD 2026-08-11 XXXX 87.57000000 N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 95000.00000000 PA USD 94351.59000000 0.001747804455 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2026-REV1 N/A 39571YAA0 3300000.00000000 PA USD 3298132.53000000 0.061095851497 Long ABS-O CORP US N 2 2041-05-15 Fixed 4.93000000 N N N N N N COMPUTERSHARE LTD 21380085HOKTMGLV9G93 000000000 1717.00000000 NS 45471.23000000 0.000842326222 Long EC CORP AU N 2 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 62200.00000000 NS USD 18539954.00000000 0.343441103728 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31292LEG6 39214.64000000 PA USD 37872.91000000 0.000701572075 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FT6T9 655375.77000000 PA USD 94295.01000000 0.001746756346 Long ABS-O USGSE US N 2 2040-05-25 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133B3WR4 382904.29000000 PA USD 339112.49000000 0.006281847724 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 89300.00000000 NS USD 9238085.00000000 0.171129772422 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AQG56 151410.57000000 PA USD 149364.43000000 0.002766883062 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N RESONA HOLDINGS INC 52990067JE75XZCYYT81 000000000 4200.00000000 NS 54759.77000000 0.001014390642 Long EC CORP JP N 2 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 1265000.00000000 PA USD 1368605.03000000 0.025352556002 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N VONOVIA SE 5299005A2ZEP6AP7KM81 000000000 5586.00000000 NS 137803.72000000 0.002552728107 Long EC CORP DE N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M6T99 119559.33000000 PA USD 122653.16000000 0.002272073417 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M4WK5 121658.43000000 PA USD 122837.07000000 0.002275480235 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 2020000.00000000 PA USD 1771962.55000000 0.032824502905 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31296WEP8 195391.51000000 PA USD 196310.94000000 0.003636537928 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GAS6 625311.93000000 PA USD 627106.39000000 0.011616755399 Long ABS-O CORP US N 2 2038-04-19 Fixed 5.80000000 N N N N N N BERKSHIRE HATHAWAY ENERGY COMPANY 549300JD0S5IZJE9LY15 084659AP6 15000.00000000 PA USD 11306.89000000 0.000209453096 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N BRIXMOR OPERATING PARTNERSHIP LP 549300CJHBL7JBUA6503 11120VAJ2 5000.00000000 PA USD 4857.49000000 0.000089981977 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912834NV6 3095000.00000000 PA USD 1223615.19000000 0.022666709496 Long DBT UST US N 2 2044-08-15 None 0.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406KEL0 72872.56000000 PA USD 75541.07000000 0.001399351285 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N KIOXIA HOLDINGS CORP 35380080RTKRARNH4R73 000000000 900.00000000 NS 523106.93000000 0.009690230159 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDE7 2147361.32000000 PA USD 1949551.10000000 0.036114220216 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N NEXTERA ENERGY INC 254900RHL9MEUS5NKX63 65339F101 120900.00000000 NS USD 10611393.00000000 0.196569448015 Long EC CORP US N 1 N N N GS MORTGAGE SECURITIES TRUST 2020-GSA2 N/A 36264KAU4 6000000.00000000 PA USD 5360071.80000000 0.099291992582 Long ABS-O CORP US N 2 2053-12-12 Fixed 1.72100000 N N N N N N BOC HONG KONG (HOLDINGS) LTD 254900JB98W77JDJMW15 000000000 19500.00000000 NS 105817.50000000 0.001960203298 Long EC CORP HK N 2 N N N HASEKO CORP 529900EH7TSG348O4045 000000000 2000.00000000 NS 35128.82000000 0.000650739517 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402VTU4 11093.53000000 PA USD 10910.45000000 0.000202109292 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UML3 627696.28000000 PA USD 594798.99000000 0.011018280931 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.00000000 N N N N N N TAKUMA CO LTD N/A 000000000 900.00000000 NS 20172.93000000 0.000373690967 Long EC CORP JP N 2 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 1270000.00000000 PA USD 1219266.18000000 0.022586146794 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 1057201.14000000 0.019583992839 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -58267198.67000000 EUR 67638661.84000000 USD 2026-07-02 1057201.14000000 N N N TERADYNE INC C3X4YJ278QNZHRJULN75 880770102 17300.00000000 NS USD 8370432.00000000 0.155057040851 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DF0 1349000.00000000 PA USD 1327735.85000000 0.024595479890 Long DBT CORP US N 2 2036-03-13 Fixed 4.87500000 N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAB0 2390000.00000000 PA USD 2530807.19000000 0.046881627357 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQ2V3 375996.28000000 PA USD 350109.85000000 0.006485566971 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N 1011778 B.C. ULC / NEW RED FINANCE INC N/A 68245XAH2 525000.00000000 PA USD 514615.50000000 0.009532931706 Long DBT CORP CA Y 2 2028-01-15 Fixed 3.87500000 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1 N/A 61780XAC9 1120901.20000000 PA USD 1105406.31000000 0.020476963598 Long ABS-O CORP US N 2 2070-12-25 Variable 4.80900000 N N N N N N CAREL INDUSTRIES SPA 815600115DA6E507AE33 000000000 546.00000000 NS 19807.54000000 0.000366922345 Long EC CORP IT N 1 N N N HACKENSACK MERIDIAN HEALTH INC 5493001CB3OCWTEJY668 404530AB3 20000.00000000 PA USD 16345.88000000 0.000302797249 Long DBT CORP US N 2 2048-07-01 Fixed 4.21100000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAJ1 1385000.00000000 PA USD 1385318.70000000 0.025662166332 Long DBT CORP US N 2 2046-05-15 Fixed 6.20000000 N N N N N N KLEPIERRE SA 969500PB4U31KEFHZ621 000000000 2829.00000000 NS 118233.97000000 0.002190210674 Long EC CORP FR N 2 N N N TETRA TECH INC 549300UJ1LP7JGJC5P32 88162G103 49300.00000000 NS USD 1424277.00000000 0.026383844582 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q73S4 389326.14000000 PA USD 370922.67000000 0.006871111502 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CDM3 360185.17000000 PA USD 333505.46000000 0.006177980985 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAJ9 1035000.00000000 PA USD 917889.78000000 0.017003336639 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWB69 374761.12000000 PA USD 315707.54000000 0.005848285599 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Q6P1 353374.45000000 PA USD 326441.49000000 0.006047125339 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N DAIFUKU CO LTD 3538006FG1W4X3MYHL36 000000000 900.00000000 NS 39870.05000000 0.000738567850 Long EC CORP JP N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWGZ0 8001628.24000000 PA USD 8066832.55000000 0.149433050080 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N AUTONATION INC N/A 05329W102 15300.00000000 NS USD 2842587.00000000 0.052657154204 Long EC CORP US N 1 N N N LITTELFUSE INC 549300MY7HLQFYTPCX75 537008104 2500.00000000 NS USD 1138325.00000000 0.021086761833 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBL0 390000.00000000 PA USD 381693.32000000 0.007070631087 Long DBT CORP US N 2 2033-02-15 Fixed 4.40000000 N N N N N N WALT DISNEY COMPANY (THE) 549300GZKULIZ0WOW665 254687FQ4 50000.00000000 PA USD 48854.55000000 0.000905000118 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -525.51000000 -0.00000973474 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NORWAY GOVERNMENT BOND NORWAY GOVERNMENT BOND Y Default Event 2026-12-20 0.00000000 USD -1024.42000000 USD 4390000.00000000 USD 498.91000000 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 69900.00000000 NS USD 6342726.00000000 0.117495049776 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGK0 7206473.69000000 PA USD 6955943.59000000 0.128854523804 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N EXXONMOBIL HOLDINGS CORP J3WHBG0MTS7O8ZVMDC91 30231G102 270700.00000000 NS USD 37010104.00000000 0.685589131821 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7GZ1 80542.09000000 PA USD 72891.67000000 0.001350272799 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GS1 549300WZ62L3Y22NOZ64 36255NAT2 10000.00000000 PA USD 9883.57000000 0.000183086980 Long ABS-O CORP US N 2 2051-03-10 Variable 3.99200000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWK1 25000.00000000 PA USD 24972.25000000 0.000462595381 Long DBT CORP US N 2 2027-09-15 Fixed 4.15000000 N N N N N N SONY GROUP CORP 529900R5WX9N2OI2N910 000000000 4900.00000000 NS 98607.92000000 0.001826650318 Long EC CORP JP N 2 N N N PRUDENTIAL INVESTMENT PORTFOLIOS 9 5493006TC8ECBK1GPV34 74440E300 108172623.85700000 NS USD 108096903.02000000 2.002427820632 Long STIV RF US N 1 N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200GKX3 36471.13000000 PA USD 37010.38000000 0.000685594244 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N TOKYO GAS COMPANY LTD 353800678EIJLOQSWZ83 000000000 3500.00000000 NS 132530.23000000 0.002455039989 Long EC CORP JP N 2 N N N BUYSELL TECHNOLOGIES CO LTD 353800QCRDO2G02AM851 000000000 3000.00000000 NS 61334.38000000 0.001136181198 Long EC CORP JP N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31296RTC2 15678.64000000 PA USD 16058.19000000 0.000297467970 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435105 9600.00000000 NS USD 3273792.00000000 0.060644958334 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RS83 292140.95000000 PA USD 263574.39000000 0.004882551457 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N DELL TECHNOLOGIES INC 549300TJB5YBRUPOG437 24703L202 2500.00000000 NS USD 1078650.00000000 0.019981319615 Long EC CORP US N 1 N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 88339WAC0 510000.00000000 PA USD 509588.14000000 0.009439802992 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N RCKT MORTGAGE TRUST 2024-CES1 N/A 749424AA5 401158.16000000 PA USD 401897.57000000 0.007444902237 Long ABS-O CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625HRY8 695000.00000000 PA USD 692185.37000000 0.012822302981 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419BCD5 198099.80000000 PA USD 183965.73000000 0.003407850599 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 3.50000000 N N N N N N MOBILITY GLOBAL INC 2549005RG02MFEFPS959 60744MAB2 970000.00000000 PA USD 980635.91000000 0.018165669628 Long DBT CORP US N 2 2031-06-15 Fixed 5.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXK3 3075798.30000000 PA USD 2477239.49000000 0.045889319069 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 15100.00000000 NS USD 9578383.00000000 0.177433580981 Long EC CORP US N 1 N N N COCA-COLA COMPANY (THE) UWJKFUJFZ02DKWI3RY53 191216100 115000.00000000 NS USD 9346050.00000000 0.173129756821 Long EC CORP US N 1 N N N MATTEL INC 549300VELLG24KHTJ564 577081102 158400.00000000 NS USD 2198592.00000000 0.040727547820 Long EC CORP US N 1 N N N A.O. SMITH CORP 549300XG4US7UJNECY36 831865209 34200.00000000 NS USD 2145024.00000000 0.039735233975 Long EC CORP US N 1 N N LINDE PLC 5299003QR1WT0EF88V51 000000000 35000.00000000 NS USD 18162900.00000000 0.336456413155 Long EC CORP IE N 1 N N N HILCORP ENERGY I LP / HILCORP FINANCE CO N/A 431318AY0 440000.00000000 PA USD 432254.15000000 0.008007238980 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525BK8 25000.00000000 PA USD 22877.99000000 0.000423800519 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M5KA7 15399.84000000 PA USD 15864.11000000 0.000293872759 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDS9 1088883.50000000 PA USD 951782.24000000 0.017631173357 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410QPE5 8579.99000000 PA USD 9056.65000000 0.000167768802 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2026-R01 N/A 20755BAA8 1835136.77000000 PA USD 1834188.55000000 0.033977200809 Long ABS-O USGSE US N 2 2046-01-25 Floating 4.47776000 N N N N N N NAVIENT STUDENT LOAN TRUST 2014-4 N/A 63941GAB0 330026.48000000 PA USD 315360.17000000 0.005841850786 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.12000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2P8 1203476.74000000 PA USD 1247966.28000000 0.023117798276 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 7.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DLT7 4085627.60000000 PA USD 3601108.37000000 0.066708290281 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407KL64 35629.91000000 PA USD 35930.61000000 0.000665592177 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620C0YW2 42700.86000000 PA USD 40473.05000000 0.000749738050 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.00000000 N N N N N N ALBERTA (AB), PROVINCE OF - DEPUTY PROVINCIAL TREASURER LQPXMHHNJKIPJYE53543 013051EA1 20000.00000000 PA USD 19687.15000000 0.000364692195 Long DBT MUN CA N 2 2028-03-15 Fixed 3.30000000 N N N N N N BURLINGTON NORTHERN SANTA FE LLC N/A 12189LAW1 10000.00000000 PA USD 8293.56000000 0.000153633034 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAE3 650000.00000000 PA USD 666156.11000000 0.012340127147 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N WASHINGTON H SOUL PATTINSON AND CO LTD 254900CV4BQYQLH2KI62 000000000 2875.00000000 NS 91898.61000000 0.001702364528 Long EC CORP AU N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XLH7 3137773.38000000 PA USD 3112276.56000000 0.057652985378 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.00000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM 2019-C TRUST N/A 83401CAB0 389578.68000000 PA USD 378403.69000000 0.007009692739 Long ABS-O CORP US N 2 2048-11-16 Fixed 2.37000000 N N N N N N AAON INC 549300ZHF0E5VM7PUD37 000360206 18400.00000000 NS USD 2334224.00000000 0.043240046167 Long EC CORP US N 1 N N VENTURE 42 CLO LTD 5493005OM8P21GK6YE73 923260AC7 10000000.00000000 PA USD 10001286.00000000 0.185267595731 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.06471000 N N N N N N LANDSTAR SYSTEM INC 254900CUQXQRL09MEI52 515098101 15600.00000000 NS USD 3226236.00000000 0.059764013046 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 188000.00000000 NS USD 19544480.00000000 0.362049322398 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NDR6 115370.63000000 PA USD 108179.52000000 0.002003958248 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390GHF7 2694.58000000 PA USD 2845.58000000 0.000052712597 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149Y108 28400.00000000 NS USD 6746704.00000000 0.124978490685 Long EC CORP US N 1 N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AP9 200000.00000000 PA USD 182441.78000000 0.003379620374 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DMJ8 285846.07000000 PA USD 252091.98000000 0.004669846961 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N ASM INTERNATIONAL NV 7245001I22ND6ZFHX623 000000000 104.00000000 NS 119598.08000000 0.002215479962 Long EC CORP NL N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417BXH5 740571.57000000 PA USD 681215.98000000 0.012619101862 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CE67 253590.14000000 PA USD 246989.19000000 0.004575320954 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 4.00000000 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C5 N/A 90276TAF1 3648478.82000000 PA USD 3590309.66000000 0.066508250902 Long ABS-O CORP US N 2 2050-11-17 Fixed 3.21200000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 12000.00000000 NS USD 1556760.00000000 0.028838009665 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BU7 1975000.00000000 PA USD 1760387.77000000 0.032610087313 Long DBT CORP US N 2 2031-04-01 Fixed 2.80000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 17470000.00000000 NC USD -152631.90000000 -0.00282741090 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 2 02/15/50 2026-07-27 10340611.80000000 USD -152631.90000000 N N N CIGNA GROUP (THE) 549300VIWYMSIGT1U456 125523100 36100.00000000 NS USD 9952048.00000000 0.184355492439 Long EC CORP US N 1 N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAL9 915000.00000000 PA USD 797715.24000000 0.014777178114 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N ACADEMEDIA AB 549300H47PGHY4JNKO68 000000000 1428.00000000 NS 14844.51000000 0.000274985304 Long EC CORP SE N 2 N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 71654QDE9 953000.00000000 PA USD 942612.30000000 0.017461305928 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 000000000 1147.00000000 NS 101521.16000000 0.001880616275 Long EC CORP FR N 2 N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA) RRR42I7GG51DB5HDQR14 91412GXY6 5000.00000000 PA USD 4558.54000000 0.000084444115 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 N/A 64828FCQ3 113552.66000000 PA USD 112238.23000000 0.002079143324 Long ABS-O CORP US N 2 2048-01-27 Variable 4.44880000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142103 94600.00000000 NS USD 10714396.00000000 0.198477514454 Long EC CORP US N 1 N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 N/A 802919AE0 3000000.00000000 PA USD 3009743.40000000 0.055753622432 Long ABS-O CORP US N 2 2030-04-15 Fixed 4.95000000 N N N N N N EXPEDIA GROUP INC CI7MUJI4USF3V0NJ1H64 30212P303 13700.00000000 NS USD 3505556.00000000 0.064938242124 Long EC CORP US N 1 N N N BENCHMARK 2018-B8 MORTGAGE TRUST N/A 08162UAV2 8200000.00000000 PA USD 8105173.56000000 0.150143293416 Long ABS-O CORP US N 2 2052-01-18 Fixed 3.96280000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 72000.00000000 NS USD 11279520.00000000 0.208946084673 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132GKGW0 75191.71000000 PA USD 72917.98000000 0.001350760176 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N CROWDSTRIKE HOLDINGS INC 549300YBY08K9KM4HX32 22788C105 7000.00000000 NS USD 5341980.00000000 0.098956853253 Long EC CORP US N 1 N N N BANK 2017-BNK4 N/A 06541FAZ2 6465257.41000000 PA USD 6423341.21000000 0.118988396345 Long ABS-O CORP US N 2 2050-05-17 Fixed 3.36200000 N N N N N N SOFI CONSUMER LOAN PROGRAM 2017-4 LLC N/A 83408EAA1 3414581.63000000 PA USD 3410027.94000000 0.063168644294 Long ABS-O CORP US N 2 2036-03-25 Fixed 4.27000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SGK7 1106552.92000000 PA USD 994193.75000000 0.018416820172 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAY3 1000000.00000000 PA USD 979346.44000000 0.018141782999 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N CITIGROUP CAPITAL XIII N/A 173080201 22000.00000000 NS USD 632500.00000000 0.011716668666 Long EP CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31283HPG4 544.60000000 PA USD 575.71000000 0.000010664669 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N MITSUI & CO. LTD 2NRSB4GOU9DD6CNW5R48 000000000 2300.00000000 NS 64222.85000000 0.001189688307 Long EC CORP JP N 2 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1259997.35000000 0.023340666356 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-11 1225613.90000000 USD 0.00000000 USD -2685000.00000000 USD 34383.45000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MVS6 563777.15000000 PA USD 529103.70000000 0.009801316589 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TG58 1114820.39000000 PA USD 1058022.92000000 0.019599215802 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QGE5 252217.25000000 PA USD 247846.69000000 0.004591205607 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229106 299200.00000000 NS USD 1837088.00000000 0.034030911315 Long EC CORP US N 1 N N N FRESENIUS MEDICAL CARE AG 549300CP8NY40UP89Q40 000000000 1583.00000000 NS 71663.62000000 0.001327523938 Long EC CORP DE N 2 N N N ANGEL OAK MORTGAGE TRUST 2021-1 N/A 03465CAA3 9002.45000000 PA USD 7852.03000000 0.000145453966 Long ABS-O CORP US N 2 2066-01-25 Variable 0.90900000 N N N N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903107 79500.00000000 NS USD 46182345.00000000 0.855499185142 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 000000000 260600.00000000 NS USD 20386738.00000000 0.377651627406 Long EC CORP IE N 1 N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAN0 480000.00000000 PA USD 428455.20000000 0.007936865797 Long DBT CORP US N 2 2041-09-15 Fixed 4.80000000 N N N N N N WOLVERINE WORLD WIDE INC 549300OVC7PK14LQ8D87 978097AG8 725000.00000000 PA USD 682512.02000000 0.012643110196 Long DBT CORP US N 2 2029-08-15 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412LWS5 6091.33000000 PA USD 6454.46000000 0.000119564852 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAC0 905000.00000000 PA USD 921120.31000000 0.017063180196 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290SQB0 12187.91000000 PA USD 12446.60000000 0.000230565514 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3134A4AA2 455000.00000000 PA USD 503073.98000000 0.009319132234 Long DBT USGSE US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023105 9400.00000000 NS USD 2034818.00000000 0.037693736446 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KJY1 57616.76000000 PA USD 60445.93000000 0.001119723215 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N TENNESSEE VALLEY AUTHORITY (TN) 549300HE1ISW43LNKM54 880591FC1 1395000.00000000 PA USD 1373411.93000000 0.025441600832 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N CHIPOTLE MEXICAN GRILL INC 529900REP5VGTPCP1J71 169656105 246100.00000000 NS USD 8367400.00000000 0.155000874939 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746101 192600.00000000 NS USD 15916464.00000000 0.294842585025 Long EC CORP US N 1 N N N ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE 549300QHR2R3J8JSGK83 035198AD2 1660000.00000000 PA USD 1690461.00000000 0.031314737439 Long DBT NUSS AO N 2 2029-11-26 Fixed 8.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNE81 364823.73000000 PA USD 310608.69000000 0.005753832578 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N NEWDAY FUNDING MASTER ISSUER PLC 213800GBPRAJHSB5YK19 000000000 5400000.00000000 PA 7182527.78000000 0.133051854838 Long ABS-O CORP GB N 2 2032-03-15 Floating 4.90900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128KCWM5 1522.52000000 PA USD 1591.49000000 0.000029481361 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N EFMT 2024-CES1 N/A 281907AA3 2275765.13000000 PA USD 2276808.57000000 0.042176461077 Long ABS-O CORP US N 2 2060-01-25 Variable 5.52200000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677105 33700.00000000 NS USD 3879207.00000000 0.071859894240 Long EC CORP US N 1 N N N TOKYO ELECTRON LTD 549300H5LSF8DP3RIJ34 000000000 700.00000000 NS 339397.92000000 0.006287135137 Long EC CORP JP N 2 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 48128BAH4 1045000.00000000 PA USD 1047448.56000000 0.019403332367 Long DBT CORP US N 2 N/A Floating 6.43675000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET42 4851176.81000000 PA USD 4670821.99000000 0.086524069022 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N NEW YORK STATE URBAN DEVELOPMENT CORP (NY) 54930039Y2EMGXN6LM88 64985TDM0 30000.00000000 PA USD 25397.98000000 0.000470481765 Long DBT MUN US N 2 2035-03-15 Fixed 2.59000000 N N N N N N FISHER & PAYKEL HEALTHCARE CORP LTD N/A 000000000 5262.00000000 NS 116892.40000000 0.002165358925 Long EC CORP NZ N 2 N N N NUCOR CORP 549300GGJCRSI2TIEJ46 670346105 24900.00000000 NS USD 5546475.00000000 0.102744995796 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405HHD3 19639.62000000 PA USD 20323.13000000 0.000376473328 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N TENNESSEE VALLEY AUTHORITY (TN) 549300HE1ISW43LNKM54 88059EPB4 110000.00000000 PA USD 74400.32000000 0.001378219601 Long DBT USGA US N 2 2034-07-15 None 0.00000000 N N N N N N DISCO CORP N/A 000000000 100.00000000 NS 52023.39000000 0.000963700906 Long EC CORP JP N 2 N N N NESTLE' SA/AG KY37LUS27QQX7BB93L28 000000000 2984.00000000 NS 306054.44000000 0.005669467932 Long EC CORP CH N 2 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 35000.00000000 PA USD 34882.15000000 0.000646170108 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECS7 8024725.54000000 PA USD 7287088.68000000 0.134988780405 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N DIPLOMA PLC 2138008OGI7VYG8FGR19 000000000 990.00000000 NS 93577.17000000 0.001733458807 Long EC CORP GB N 2 N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 3805.00000000 NS 294223.56000000 0.005450308247 Long EC CORP FR N 2 N N N MINEBEA MITSUMI INC 353800CCB0CZ75YZ4010 000000000 1300.00000000 NS 38561.72000000 0.000714331852 Long EC CORP JP N 2 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807306 81400.00000000 NS USD 35273062.00000000 0.653411510361 Long EC CORP US N 1 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 94642.54000000 0.001753194123 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -6939184.00000000 GBP 9299103.33000000 USD 2026-07-02 94642.54000000 N N N CITIZENS FINANCIAL GROUP INC 2138004JDDA4ZQUPFW65 174610105 22000.00000000 NS USD 1541540.00000000 0.028556068641 Long EC CORP US N 1 N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GBM8 1086411.99000000 PA USD 1094002.21000000 0.020265709746 Long ABS-O CORP US N 2 2039-02-18 Fixed 5.49000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCE3 20000.00000000 PA USD 19875.50000000 0.000368181261 Long DBT CORP US N 2 2027-05-11 Fixed 3.65000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAZ6 1150000.00000000 PA USD 1120492.88000000 0.020756432913 Long DBT CORP US N 2 2032-02-25 Fixed 4.94700000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 495000.00000000 PA USD 494090.66000000 0.009152721825 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N EIFFAGE SA 969500OQXKE5WDM9M994 000000000 259.00000000 NS 38203.83000000 0.000707702162 Long EC CORP FR N 2 N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 75200.00000000 NS USD 4278880.00000000 0.079263587704 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M7NZ5 6490.17000000 PA USD 6553.13000000 0.000121392652 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N SANDISK CORP N/A 80004C200 10000.00000000 NS USD 22737300.00000000 0.421194324851 Long EC CORP US N 1 N N N IBERDROLA SA 5QK37QC7NWOJ8D7WVQ45 000000000 641.00000000 NS 15954.22000000 0.000295541991 Long EC CORP ES N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VZK1 55118.54000000 PA USD 56400.48000000 0.001044783773 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383PNA5 3601668.35000000 PA USD 48902.37000000 0.000905885954 Long ABS-O USGA US N 2 2052-03-20 Floating 0.01000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 2105000.00000000 PA USD 2236878.25000000 0.041436776762 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N HOME DEPOT INC (THE) QEKMOTMBBKA8I816DO57 437076102 35600.00000000 NS USD 12555408.00000000 0.232581115426 Long EC CORP US N 1 N N N DAIICHI LIFE GROUP INC 549300ZUFXI7JXZVTZ25 000000000 17300.00000000 NS 188894.33000000 0.003499149845 Long EC CORP JP N 2 N N N PUBLIC SERVICE ELECTRIC & GAS COMPANY 549300RUHPVD434XUK18 74456QCE4 1005000.00000000 PA USD 537810.98000000 0.009962613530 Long DBT CORP US N 2 2050-08-01 Fixed 2.05000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A N/A 80286YAE2 500000.00000000 PA USD 506101.65000000 0.009375217936 Long ABS-O CORP US N 2 2030-06-17 Fixed 5.84000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 5975000.00000000 PA USD 5966415.26000000 0.110524127632 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 1263100.00000000 NS USD 252733679.00000000 4.681734035865 Long EC CORP US N 1 N N N COMFORT SYSTEMS USA INC 5299009DT1ZA5HTU6R38 199908104 5400.00000000 NS USD 10702530.00000000 0.198257704193 Long EC CORP US N 1 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 799.00000000 NS 1582160.59000000 0.029308539778 Long EC CORP NL N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137BMHP4 250532.36000000 PA USD 242110.74000000 0.004484950705 Long ABS-O USGSE US N 2 2044-03-15 Fixed 3.00000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 165000.00000000 PA USD 162662.28000000 0.003013217453 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N TORO COMPANY YJKE4YIT6BWQHVEW0D14 891092108 31500.00000000 NS USD 3068730.00000000 0.056846312469 Long EC CORP US N 1 N N N AEP TEXAS INC 5493001L78U618KXNZ75 00108WAH3 2910000.00000000 PA USD 2877266.34000000 0.053299567384 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N MIAMI-DADE COUNTY TRANSIT SYSTEM SALES SURTAX N/A 59334PDA2 10000.00000000 PA USD 10111.80000000 0.000187314798 Long DBT MUN US N 2 2040-07-01 Fixed 5.62400000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VY48 2314.09000000 PA USD 2384.90000000 0.000044178787 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBH2 379921.93000000 PA USD 319274.07000000 0.005914353346 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBB4 50000.00000000 PA USD 53935.90000000 0.000999128963 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46652KAC3 4975.65000000 PA USD 4321.63000000 0.000080055504 Long ABS-O CORP US N 2 2050-10-25 Variable 3.00000000 N N N N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 70900.00000000 NS USD 6500112.00000000 0.120410527428 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213CTS9 17717.13000000 PA USD 18317.65000000 0.000339323060 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJ68 550064.81000000 PA USD 531748.52000000 0.009850310233 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 32200.00000000 NS USD 34289780.00000000 0.635196823563 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MFMN5 178502.57000000 PA USD 172577.64000000 0.003196893323 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 3500.00000000 NS USD 1561245.00000000 0.028921091497 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133A2BB5 1365689.51000000 PA USD 1205643.50000000 0.022333795129 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N SIEMENS AG W38RGI023J3WT1HWRP32 000000000 802.00000000 NS 257848.86000000 0.004776489578 Long EC CORP DE N 2 N N N BX TRUST 2026-PNDA N/A 05595DAA9 3100000.00000000 PA USD 3106781.25000000 0.057551188182 Long ABS-O CORP US N 2 2043-05-15 Floating 4.92539000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406BEU0 593.24000000 PA USD 582.54000000 0.000010791190 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516205 7800.00000000 NS USD 1746420.00000000 0.032351343070 Long EC CORP US N 1 N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332AV4 15000.00000000 PA USD 14911.30000000 0.000276222547 Long DBT CORP US N 2 2027-06-01 Fixed 3.75000000 N N N N N N SUN COMMUNITIES OPERATING LP 549300PUNBPJCGT6X741 866677AE7 3000000.00000000 PA USD 2698153.49000000 0.049981613365 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 000000000 704.00000000 NS 122386.21000000 0.002267128335 Long EC CORP AU N 2 N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBS2 4850000.00000000 PA USD 4853881.08000000 0.089915124680 Long DBT CORP US N 2 2036-06-15 Fixed 5.15000000 N N N N N N J.M. SMUCKER COMPANY (THE) 5493000WDH6A0LHDJD55 832696405 59700.00000000 NS USD 6716250.00000000 0.124414349297 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407CAE7 37514.81000000 PA USD 37831.27000000 0.000700800720 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DHL9 376524.49000000 PA USD 332531.20000000 0.006159933425 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36184HLS1 230089.54000000 PA USD 205578.49000000 0.003808213521 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M7N51 19702.37000000 PA USD 19893.49000000 0.000368514515 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.00000000 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370860 172100.00000000 NS USD 2392190.00000000 0.044313830224 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CFD1 688393.99000000 PA USD 614519.51000000 0.011383591284 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 000000000 986.00000000 NS 112368.77000000 0.002081561496 Long EC CORP AU N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402YAN4 531.56000000 PA USD 543.85000000 0.000010074482 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAK8 120000.00000000 PA USD 123546.05000000 0.002288613648 Long DBT CORP US N 2 2032-11-15 Fixed 5.75000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP USA INC N/A 62954HAJ7 25000.00000000 PA USD 22159.75000000 0.000410495570 Long DBT CORP NL N 2 2032-02-15 Fixed 2.65000000 N N N N N N PHC HOLDINGS CORP 3538001U3W83EUYS3187 000000000 2100.00000000 NS 13319.74000000 0.000246739889 Long EC CORP JP N 2 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAK5 25000.00000000 PA USD 25090.41000000 0.000464784222 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N AGEAS SA/NV 5493005DJBML6LY3RV36 000000000 297.00000000 NS 23763.20000000 0.000440198483 Long EC CORP BE N 2 N N N TOWD POINT MORTGAGE TRUST 2024-CES4 N/A 89182QAA3 1084431.66000000 PA USD 1080986.96000000 0.020024610344 Long ABS-O CORP US N 2 2064-09-25 Variable 5.12200000 N N N N N N GRAPHIC PACKAGING HOLDING COMPANY N/A 388689101 100500.00000000 NS USD 1062285.00000000 0.019678168180 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PU9 3900000.00000000 PA USD 4022076.54000000 0.074506463510 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N FLUTTER ENTERTAINMENT PLC 635400EG4YIJLJMZJ782 000000000 17500.00000000 NS USD 1787975.00000000 0.033121123571 Long EC CORP IE N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VDN7 988942.00000000 PA USD 879021.78000000 0.016283331141 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -38984.03000000 -0.00072215488 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3650973.80000000 USD 3160947.86000000 EUR 2026-07-02 -38984.03000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJZF0 1582591.43000000 PA USD 1411653.80000000 0.026150007662 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N GENERAL MOTORS COMPANY 54930070NSV60J38I987 37045VAK6 760000.00000000 PA USD 815544.59000000 0.015107455721 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N PALANTIR TECHNOLOGIES INC 549300UVN46B3BBDHO85 69608A108 46200.00000000 NS USD 5390154.00000000 0.099849246606 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 3478561.02000000 PA USD 3040316.74000000 0.056319974519 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N ENVISTA HOLDINGS CORP 549300BX623VURJZ5269 29415F104 201900.00000000 NS USD 5320065.00000000 0.098550891523 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXL7 4586112.26000000 PA USD 4161596.49000000 0.077090983710 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.50000000 N N N N N N Onemain Direct Auto Receivables Trust 2017-1 N/A 682684AA3 4900000.00000000 PA USD 4964944.11000000 0.091972498156 Long ABS-O CORP US N 2 2035-04-16 Fixed 5.36000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05620QAA9 1850000.00000000 PA USD 1850000.00000000 0.034270098075 Long ABS-O CORP US N 2 2043-06-15 Floating 4.85000000 N N N N N N CRANE COMPANY 5493000CQRQOTHUODL75 224408104 6600.00000000 NS USD 1472262.00000000 0.027272736828 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200WE31 3996.23000000 PA USD 4097.32000000 0.000075900301 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 54450.00000000 NS USD 11163339.00000000 0.206793903990 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WDT2 765312.43000000 PA USD 699717.05000000 0.012961822664 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.50000000 N N N N N N BLACKROCK INC 529900VBK42Y5HHRMD23 09290D101 4700.00000000 NS USD 4519332.00000000 0.083717811284 Long EC CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDK8 2545000.00000000 PA USD 2474490.78000000 0.045838400928 Long DBT CORP GB N 2 2037-02-24 Fixed 5.20700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418FUZ8 485220.90000000 PA USD 496437.11000000 0.009196188350 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 6.00000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109104 34300.00000000 NS USD 2125228.00000000 0.039368525401 Long EC CORP US N 1 N N N MONSTER BEVERAGE CORP 52990090AP0E7HCB6F33 61174X109 74900.00000000 NS USD 7199388.00000000 0.133364179916 Long EC CORP US N 1 N N N INDUSTRIA DE DISENO TEXTIL SA 549300TTCXZOGZM2EY83 000000000 2484.00000000 NS 156572.30000000 0.002900404365 Long EC CORP ES N 1 N N N UBS COMMERCIAL MORTGAGE TRUST 2018-C14 N/A 90278KAZ4 2419375.85000000 PA USD 2396038.31000000 0.044385117771 Long ABS-O CORP US N 2 2051-12-15 Fixed 4.18030000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GA87 4315000.00000000 PA USD 4421407.89000000 0.081903828120 Long DBT CORP US N 2 2030-04-25 Fixed 5.72700000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 25564.94000000 0.000473574595 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -9178895.85000000 USD 6939184.00000000 GBP 2026-07-02 25564.94000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 42456.00000000 NS 374629.79000000 0.006939783592 Long EC CORP GB N 2 N N N SHIMIZU CORP 353800BRAE0QFP3ZLY22 000000000 1200.00000000 NS 19003.26000000 0.000352023558 Long EC CORP JP N 2 N N N BENCHMARK 2021-B24 MORTGAGE TRUST N/A 08163CBA6 2900000.00000000 PA USD 2671178.11000000 0.049481911247 Long ABS-O CORP US N 2 2054-03-17 Fixed 2.01030000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CGD0 492679.38000000 PA USD 438675.83000000 0.008126196604 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 086516101 12800.00000000 NS USD 971264.00000000 0.017992060831 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 10000.00000000 PA USD 9949.52000000 0.000184308662 Long DBT CORP US Y 2 2026-11-21 Fixed 2.95000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135B101 55300.00000000 NS USD 3549707.00000000 0.065756111908 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381XUA2 2488378.26000000 PA USD 31653.91000000 0.000586368973 Long ABS-O USGA US N 2 2049-08-20 Floating 0.01000000 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 000000000 1169.00000000 NS 382526.94000000 0.007086073378 Long EC CORP FR N 2 N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585A102 12300.00000000 NS USD 3144741.00000000 0.058254368914 Long EC CORP US N 1 N N N DP WORLD LTD 549300M3U2DNF4QVSS04 000000000 693000.00000000 PA 789802.65000000 0.014630602311 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2475000.00000000 OU Other Units 1206.41000000 0.000022347994 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 2475000.00000000 USD 2.79870000 EUR 2026-09-21 XXXX 1206.41000000 N N N OFFICE CHERIFIEN DES PHOSPHATES SA 213800D26TAPVTCVWG40 67091TAF2 1888000.00000000 PA USD 1985889.21000000 0.036787361077 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383R4A2 8130186.75000000 PA USD 821461.87000000 0.015217069648 Long ABS-O USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N ESTEE LAUDER COMPANIES INC (THE) 549300VFZ8XJ9NUPU221 518439104 12800.00000000 NS USD 1010560.00000000 0.018719994762 Long EC CORP US N 1 N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 3655000.00000000 OU Other Units USD 14.86000000 0.000000275272 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 3655000.00000000 USD 11.06500000 USD 2027-03-19 XXXX 14.86000000 N N N AFFIRM ASSET SECURITIZATION TRUST 2026-X1 N/A 00835EAB6 1000000.00000000 PA USD 998139.30000000 0.018489909029 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.59000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M7WA0 133129.17000000 PA USD 131817.88000000 0.002441844149 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAR1 5420000.00000000 PA USD 5342629.95000000 0.098968893172 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N LY CORP 52990078MD2OL792YM35 000000000 39800.00000000 NS 105930.14000000 0.001962289884 Long EC CORP JP N 2 N N N UNITED RENTALS (NORTH AMERICA) INC NGIZXNT70J2LYT3FBI09 911365BG8 1065000.00000000 PA USD 1061087.53000000 0.019655985794 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N CANYON CLO 2017-1 LTD 549300ZCQ7Q4BFIA1797 13876GAJ7 430160.23000000 PA USD 430160.23000000 0.007968450416 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 4.93471000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 825.89000000 0.000015299097 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 STATE OF ISRAEL STATE OF ISRAEL Y Default Event 2027-06-20 748.85000000 USD 0.00000000 USD 100000.00000000 USD 77.04000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 6350000.00000000 NC USD -65395.92000000 -0.00121141869 N/A DIR CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Long UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 4.75 11/15/43 2026-07-29 6308912.77000000 USD -65395.92000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YDH4 5680188.81000000 PA USD 5482525.91000000 0.101560378723 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 4.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CS6 10000.00000000 PA USD 8466.02000000 0.000156827749 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WVW5 2468136.18000000 PA USD 2238923.01000000 0.041474654668 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496AR8 420000.00000000 PA USD 422944.98000000 0.007834792402 Long DBT CORP US N 2 2033-10-15 Fixed 5.75000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AG1 5000.00000000 PA USD 4742.32000000 0.000087848525 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N KAISER FOUNDATION HOSPITALS / KAISER FOUNDATION HEALTH PLAN INC N/A 48305QAD5 940000.00000000 PA USD 770194.47000000 0.014267372986 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVB5 3875413.62000000 PA USD 2978462.59000000 0.055174164904 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N KANAMOTO COMPANY LTD N/A 000000000 500.00000000 NS 16438.29000000 0.000304509086 Long EC CORP JP N 2 N N N SANDOZ GROUP AG 5493000JWK6XWFEUD320 000000000 1184.00000000 NS 106979.10000000 0.001981721215 Long EC CORP CH N 2 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810SU3 27910000.00000000 PA USD 15516215.63000000 0.287428233190 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N BANK5 2024-5YR12 N/A 06644XBG0 6878000.00000000 PA USD 7082987.79000000 0.131207938503 Long ABS-O CORP US N 2 2057-12-17 Variable 5.90200000 N N N N N N NEWMONT CORP 549300VSP3RIX7FGDZ51 651639106 122300.00000000 NS USD 11422820.00000000 0.211600627946 Long EC CORP US N 1 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MED8 885000.00000000 PA USD 867629.84000000 0.016072302546 Long DBT CORP JP N 2 2032-01-15 Fixed 4.49400000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31391AVP1 524.81000000 PA USD 543.07000000 0.000010060033 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N ESSITY AB 549300G8E6YUVJ1DA153 000000000 332.00000000 NS 9400.17000000 0.000174132296 Long EC CORP SE N 2 N N N DAIWA HOUSE INDUSTRY CO LTD 353800K9WXR9XRZJZI46 000000000 300.00000000 NS 8129.02000000 0.000150585033 Long EC CORP JP N 2 N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441C204 124000.00000000 NS USD 15695920.00000000 0.290757144750 Long EC CORP US N 1 N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 53500.00000000 NS USD 18355315.00000000 0.340020781221 Long EC CORP US N 1 N N N DENTSPLY SIRONA INC 9NHEHR1SOZCYXDO8HO28 24906P109 96000.00000000 NS USD 1018560.00000000 0.018868189781 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHRP9 283658.93000000 PA USD 269568.17000000 0.004993582499 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N GSK PLC 5493000HZTVUYLO1D793 000000000 8129.00000000 NS 213409.84000000 0.003953284403 Long EC CORP GB N 2 N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668CG5 2690000.00000000 PA USD 2709866.46000000 0.050198588841 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N MONUMENT CLO 3 DAC 254900274MJH69SRXW98 000000000 8000000.00000000 PA 9172398.83000000 0.169912977023 Long ABS-O CORP IE N 2 2038-04-15 Floating 3.58400000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353T100 98500.00000000 NS USD 7107760.00000000 0.131666828269 Long EC CORP US N 1 N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663102 21200.00000000 NS USD 6395828.00000000 0.118478731262 Long EC CORP US N 1 N N N PETROLEOS MEXICANOS SA DE CV 549300CAZKPF4HKMPX17 706451BR1 35000.00000000 PA USD 32538.80000000 0.000602761009 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 000000000 1202.00000000 NS 37903.12000000 0.000702131697 Long EC CORP NO N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 510000.00000000 PA USD 505997.06000000 0.009373280471 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N CADENCE DESIGN SYSTEMS INC GCT7RXJOGLXPV0NXZY22 127387108 3000.00000000 NS USD 1125960.00000000 0.020857707907 Long EC CORP US N 1 N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.14000000 0.000000021117 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38383T2H5 4337178.43000000 PA USD 56159.95000000 0.001040328105 Long ABS-O USGA US N 2 2052-07-20 Floating 0.15128000 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 000000000 2800.00000000 NS 78773.49000000 0.001459229853 Long EC CORP JP N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380YH24 1215645.30000000 PA USD 18731.51000000 0.000346989559 Long ABS-O USGA US N 2 2048-09-20 Floating 0.10649000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2475000.00000000 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 2475000.00000000 USD 10.29100000 EUR 2026-09-21 XXXX 0.00000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWBZ5 1315849.14000000 PA USD 1108683.79000000 0.020537676874 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N HENKEL AG & CO. KGAA 549300VZCL1HTH4O4Y49 000000000 2422.00000000 NS 203689.45000000 0.003773220231 Long EP CORP DE N 2 N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAB9 5000.00000000 PA USD 4591.60000000 0.000085056530 Long DBT CORP US N 2 2031-01-15 Fixed 2.87500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 1385000.00000000 PA USD 1256357.56000000 0.023273241513 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KCM0 3800000.00000000 PA USD 3821286.91000000 0.070786960638 Long DBT CORP US N 2 2028-02-28 Fixed 4.90000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJXA3 118547.04000000 PA USD 113263.38000000 0.002098133589 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N MIZUHO FINANCIAL GROUP INC 353800CI5L6DDAN5XZ33 60687YDV8 3345000.00000000 PA USD 3334851.27000000 0.061776043292 Long DBT CORP JP N 2 2032-07-13 Fixed 4.96500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 714000.00000000 PA USD 657200.59000000 0.012174231716 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N EASTERN GAS TRANSMISSION AND STORAGE INC H2VQBNB3NSKRM5QWBI71 276480AD2 65000.00000000 PA USD 55910.60000000 0.001035709051 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 6225000.00000000 PA USD 6263773.64000000 0.116032506468 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PBX3 4560000.00000000 PA USD 4014054.00000000 0.074357850951 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BUTY6 944238.32000000 PA USD 953606.39000000 0.017664964600 Long ABS-O USGSE US N 2 2055-02-25 Floating 5.22776000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJF6 2769315.07000000 PA USD 2546048.90000000 0.047163970545 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M5RA0 2986.63000000 PA USD 3137.05000000 0.000058111897 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N KEYSIGHT TECHNOLOGIES INC 549300GLKVIO8YRCYN02 49338L103 26900.00000000 NS USD 9416883.00000000 0.174441894041 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 5084.00000000 NS 455621.80000000 0.008440110146 Long EC CORP IT N 2 N N N AMERICAN ELECTRIC POWER COMPANY INC 1B4S6S7G0TW5EE83BO58 025537101 56900.00000000 NS USD 7784489.00000000 0.144202811620 Long EC CORP US N 1 N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406BS35 32637.77000000 PA USD 33392.21000000 0.000618569898 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 504.00000000 NC USD 8359.85000000 0.000154861015 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 53943267.67000000 USD 8359.85000000 N N N TDK CORP 3538005O8WNU39U8NX03 000000000 1900.00000000 NS 42625.24000000 0.000789606029 Long EC CORP JP N 2 N N N BBCMS MORTGAGE TRUST 2026-5C42 N/A 072935AW9 2750000.00000000 PA USD 2827820.33000000 0.052383610837 Long ABS-O CORP US N 2 2059-06-17 Variable 5.59800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDC4 3572109.97000000 PA USD 2870265.09000000 0.053169873587 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457100 59700.00000000 NS USD 4438098.00000000 0.082213002015 Long EC CORP US N 1 N N N SINGAPORE EXCHANGE LTD 549300IQ650PPXM76X03 000000000 14900.00000000 NS 277995.87000000 0.005149700394 Long EC CORP SG N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPC8 12644520.75000000 PA USD 12515632.12000000 0.231844292016 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N BOEING COMPANY (THE) RVHJWBXLJ1RFUBSY1F30 097023BK0 2900000.00000000 PA USD 2505304.06000000 0.046409197754 Long DBT CORP US N 2 2035-03-01 Fixed 3.30000000 N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128P8DM0 125219.25000000 PA USD 117756.57000000 0.002181367136 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 288000.00000000 PA USD 290147.04000000 0.005374793252 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N PUBLIC SERVICE ENTERPRISE GROUP INC PUSS41EMO3E6XXNV3U28 744573106 20800.00000000 NS USD 1688128.00000000 0.031271520067 Long EC CORP US N 1 N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 000000000 4400.00000000 NS 73711.03000000 0.001365450933 Long EC CORP JP N 2 N N N HOMES 2025-NQM3 TRUST N/A 437922AA5 1437513.53000000 PA USD 1419997.14000000 0.026304562840 Long ABS-O CORP US N 2 2070-09-25 Variable 4.80000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DV66 1680810.60000000 PA USD 1289172.35000000 0.023881115065 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N MARRIOTT INTERNATIONAL INC 225YDZ14ZO8E1TXUSU86 571903BF9 2335000.00000000 PA USD 2148292.55000000 0.039795781829 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M6VJ4 16224.31000000 PA USD 16381.64000000 0.000303459680 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128M4NJ8 6353.63000000 PA USD 6415.18000000 0.000118837215 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030N101 285800.00000000 NS USD 7016390.00000000 0.129974255911 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290VPZ1 33265.82000000 PA USD 33276.75000000 0.000616431073 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GYN8 4510000.00000000 PA USD 4012947.47000000 0.074337353172 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N VICINITY CENTRES RE LTD 549300S7GOEVR0EGFN47 000000000 63576.00000000 NS 113281.84000000 0.002098475549 Long EC CORP AU N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RDG1 4692.88000000 PA USD 4822.92000000 0.000089341589 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128LXS76 11041.70000000 PA USD 11148.58000000 0.000206520502 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA5 5493000ISU5NYXNHD479 35564KHE2 44413.09000000 PA USD 44466.06000000 0.000823706074 Long ABS-O USGSE US N 2 2034-01-25 Floating 5.27776000 N N N N N N EL PASO ELECTRIC COMPANY OZ8GM8L4AHPKSWZMW205 283677AW2 670000.00000000 PA USD 688326.53000000 0.012750820373 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290SKR1 23714.34000000 PA USD 23754.74000000 0.000440041767 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 N/A 80288JAE3 2800000.00000000 PA USD 2790154.36000000 0.051685872196 Long ABS-O CORP US N 2 2031-09-15 Fixed 4.68000000 N N N N N N TOWD POINT MORTGAGE TRUST 2023-CES2 N/A 89182FAA7 304815.67000000 PA USD 305676.65000000 0.005662469608 Long ABS-O CORP US N 2 2063-10-25 Variable 7.29400000 N N N N N N HOYA CORP 353800X4VR3BHEUCJB42 000000000 400.00000000 NS 64520.55000000 0.001195203014 Long EC CORP JP N 2 N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 1110000.00000000 PA USD 1133413.50000000 0.020995779354 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAB8 10000.00000000 PA USD 9034.06000000 0.000167350336 Long DBT CORP US N 2 2030-06-05 Fixed 1.95000000 N N N N N N ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2017-1 N/A 682940AA9 6400000.00000000 PA USD 6337808.00000000 0.117403946889 Long ABS-O CORP US N 2 2033-12-14 Fixed 4.49000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQC8 4855000.00000000 PA USD 4702522.66000000 0.087111304195 Long DBT UST US N 2 2033-02-28 Fixed 3.75000000 N N N N N N CHECK POINT SOFTWARE TECHNOLOGIES LTD 2549003ZVBH73EPNS513 000000000 1200.00000000 NS USD 157716.00000000 0.002921590696 Long EC CORP IL N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PFJ0 5000.00000000 PA USD 4871.39000000 0.000090239466 Long DBT CORP US N 2 2037-01-22 Fixed 4.89800000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAJ5 20000.00000000 PA USD 17674.37000000 0.000327406699 Long DBT CORP US N 2 2038-07-24 Fixed 3.88200000 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 000000000 1400.00000000 NS USD 204092.00000000 0.003780677219 Long EC CORP NL N 1 N N N BX COMMERCIAL MORTGAGE TRUST 2018-BIOA N/A 05594LAA2 1733162.11000000 PA USD 1737495.02000000 0.032186013373 Long ABS-O CORP US N 2 2042-11-17 Variable 5.02709000 N N N N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457BM1 1130000.00000000 PA USD 1336458.21000000 0.024757056178 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV98 1487659.51000000 PA USD 1524047.68000000 0.028232034305 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FLORIDA POWER & LIGHT COMPANY A89MY1K3YLIGJMYWVX50 341081GL5 2840000.00000000 PA USD 2876537.10000000 0.053286058667 Long DBT CORP US N 2 2033-04-01 Fixed 5.10000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390LP26 5491.16000000 PA USD 5682.27000000 0.000105260513 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N LEGRAND SA 969500XXRPGD7HCAFA90 000000000 1264.00000000 NS 214177.63000000 0.003967507235 Long EC CORP FR N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132WKQR2 358074.50000000 PA USD 331666.91000000 0.006143922991 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N PUBLIC SERVICE ELECTRIC & GAS COMPANY 549300RUHPVD434XUK18 74456QAR7 535000.00000000 PA USD 564898.71000000 0.010464396861 Long DBT CORP US N 2 2037-05-01 Fixed 5.80000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 5510000.00000000 PA USD 5430874.41000000 0.100603566847 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 560000.00000000 PA USD 567454.85000000 0.010511747763 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N NEW JERSEY TURNPIKE AUTHORITY (NJ) 5493005YN67D71KSMI84 646139W35 1070000.00000000 PA USD 1252919.37000000 0.023209551184 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N SPACE EXPLORATION TECHNOLOGIES CORP 549300B9WLO96RQCXP87 84615QAA1 1950000.00000000 PA USD 1947865.88000000 0.036083002565 Long DBT CORP US N 2 2031-07-15 Fixed 5.35000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CG65 384296.02000000 PA USD 343671.32000000 0.006366297211 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N LEGACY MORTGAGE ASSET TRUST 2021-GS1 N/A 52474JAA4 187006.39000000 PA USD 187130.21000000 0.003466470621 Long ABS-O CORP US N 2 2066-10-25 Variable 5.89200000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWJ53 1397256.34000000 PA USD 1429554.86000000 0.026481613652 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141G104 5100.00000000 NS USD 5157987.00000000 0.095548497493 Long EC CORP US N 1 N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM2 N/A 64832NAE9 2376444.64000000 PA USD 2369558.42000000 0.043894594296 Long ABS-O CORP US N 2 2066-06-25 Variable 5.41800000 N N N N N N BERMUDA, GOVERNMENT OF 549300FP5PUZXX9FVJ40 085209AG9 710000.00000000 PA USD 641840.00000000 0.011889686350 Long DBT NUSS BM N 2 2030-08-20 Fixed 2.37500000 N N N N N N DCLI BIDCO LLC 2549007UUVJTHHNK9T70 233104AA6 615000.00000000 PA USD 635712.59000000 0.011776179895 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46630GAM7 6381.65000000 PA USD 6404.54000000 0.000118640115 Long ABS-O CORP US N 2 2035-07-25 Variable 6.03221000 N N N N N N INTERNATIONAL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 7200.00000000 NS USD 2024712.00000000 0.037506529089 Long EC CORP US N 1 N N N Kinbane 2024-RPL 2 Designated Activity Co. 635400B9FSRJAFAZIY56 000000000 1060214.72000000 PA 1213071.86000000 0.022471400872 Long ABS-O CORP IE N 2 2063-01-24 Floating 3.37900000 N N N N N N AMPHENOL CORP 549300D3L3G0R4U4VT04 032095101 53800.00000000 NS USD 9486016.00000000 0.175722539820 Long EC CORP US N 1 N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAF9 725000.00000000 PA USD 724790.40000000 0.013426290860 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 470000.00000000 PA USD 368953.54000000 0.006834634595 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 000000000 3793.00000000 NS 77998.86000000 0.001444880314 Long EC CORP DE N 2 N N N MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP N/A 55342UAM6 950000.00000000 PA USD 651393.87000000 0.012066665843 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N BOF-VII AL FUNDING TRUST I N/A 097093AB4 646800.46000000 PA USD 654296.17000000 0.012120429144 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.29100000 N N N N N N TJX COMPANIES INC (THE) V167QI9I69W364E2DY52 872540AW9 5000.00000000 PA USD 4363.73000000 0.000080835381 Long DBT CORP US N 2 2031-05-15 Fixed 1.60000000 N N N N N N OSAKA GAS CO LTD (OSAKA GAS KABUSHIKI KAISHA) 353800024KMNOPQRWZ02 000000000 3700.00000000 NS 124665.72000000 0.002309354838 Long EC CORP JP N 2 N N N CBRE GROUP INC 52990016II9MJ2OSWA10 12504L109 32700.00000000 NS USD 4404363.00000000 0.081588082146 Long EC CORP US N 1 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 10000.00000000 PA USD 10134.64000000 0.000187737895 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CQG9 4830000.00000000 PA USD 4762078.13000000 0.088214532194 Long DBT UST US N 2 2031-03-31 Fixed 3.87500000 N N N N N N UGI CORP DX6GCWD4Q1JO9CRE5I40 902681105 38000.00000000 NS USD 1312520.00000000 0.024313615743 Long EC CORP US N 1 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -4880000.00000000 OU Other Units USD -1281.15000000 -0.00002373250 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 -4880000.00000000 USD 70.00000000 USD 2026-08-19 XXXX 1598.05000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 735000.00000000 PA USD 658732.79000000 0.012202614766 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N JPMF1 MULTIFAMILY MORTGAGE TRUST 2026-FX1 N/A 46594VAF3 3600000.00000000 PA USD 3640082.04000000 0.067430253250 Long ABS-O CORP US N 2 2059-05-16 Variable 5.30850000 N N N N N N GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 N/A 36269KAA3 900000.00000000 PA USD 911334.24000000 0.016881899342 Long ABS-O CORP US N 2 2036-12-11 Fixed 4.98000000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 403949100 14400.00000000 NS USD 1002960.00000000 0.018579209495 Long EC CORP US N 1 N N N HOME DEPOT INC (THE) QEKMOTMBBKA8I816DO57 437076CA8 50000.00000000 PA USD 49364.42000000 0.000914445143 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N STANDARD INDUSTRIES LTD N/A 853496AD9 700000.00000000 PA USD 695504.15000000 0.012883781314 Long DBT CORP IN N 2 2028-01-15 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 1074000.00000000 PA USD 975042.28000000 0.018062051115 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBJ3 675000.00000000 PA USD 677207.77000000 0.012544852267 Long DBT CORP US N 2 2029-08-15 Fixed 5.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 456948.38000000 PA USD 459880.66000000 0.008519002876 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136G5CD0 7604801.69000000 PA USD 104035.97000000 0.001927201565 Long ABS-O USGSE US N 2 2056-04-25 Floating 0.52224000 N N N N N N DALLAS & FORT WORTH CITIES TEXAS INTERNATIONAL AIRPORT (TX) N/A 23503CAP2 25000.00000000 PA USD 20589.08000000 0.000381399886 Long DBT MUN US N 2 2051-11-01 Fixed 4.08700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403ASR7 62466.81000000 PA USD 63910.77000000 0.001183907219 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405SMW1 691.50000000 PA USD 707.48000000 0.000013105626 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 000000000 5194.00000000 NS 278411.85000000 0.005157406164 Long EC CORP DK N 2 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 100000.00000000 PA USD 92849.65000000 0.001719981952 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VQV5 1356477.98000000 PA USD 1284836.98000000 0.023800805035 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 4.00000000 N N N N N N NICE LTD 254900YTY4EF5Z4W0A51 000000000 571.00000000 NS 51712.46000000 0.000957941122 Long EC CORP IL N 2 N N N REPSOL SA BSYCX13Y0NOTV14V9N85 000000000 3222.00000000 NS 80500.41000000 0.001491219970 Long EC CORP ES N 2 N N N ONWARD HOLDINGS COMPANY LTD N/A 000000000 2100.00000000 NS 9402.77000000 0.000174180459 Long EC CORP JP N 2 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WJQ2 1259320.32000000 PA USD 1033232.53000000 0.019139989263 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.00000000 N N N N N N ENDESA SA - EMPRESA NACIONAL ELECTRICIDAD 549300LHK07F2CHV4X31 000000000 255.00000000 NS 11586.23000000 0.000214627696 Long EC CORP ES N 2 N N N MLTI TRUST 2026-SF75 N/A 55318JAA7 4650000.00000000 PA USD 4652899.74000000 0.086192070500 Long ABS-O CORP US N 2 2036-03-17 Floating 5.02539000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 755000.00000000 PA USD 689188.76000000 0.012766792647 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MVT4 213993.94000000 PA USD 205667.34000000 0.003809859412 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.00000000 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHC1 533000.00000000 PA USD 531587.98000000 0.009847336329 Long DBT CORP US N 2 2037-07-02 Fixed 5.40100000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJMN7 68124.88000000 PA USD 67453.94000000 0.001249542237 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N COMPASS GROUP PLC 2138008M6MH9OZ6U2T68 000000000 1932.00000000 NS USD 62421.65000000 0.001156322198 Long EC CORP GB N 1 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810TL2 20680000.00000000 PA USD 17691093.75000000 0.327716496150 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2014-2 N/A 682696AA7 1250008.33000000 PA USD 1236140.36000000 0.022898730471 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N IPSEN SA 549300M6SGDPB4Z94P11 000000000 1269.00000000 NS 244560.55000000 0.004530331910 Long EC CORP FR N 2 N N N ALBERTSONS COMPANIES INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 01309QAD0 125000.00000000 PA USD 119007.65000000 0.002204542614 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36201VXY3 4599.20000000 PA USD 4666.85000000 0.000086450490 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 5875000.00000000 PA USD 5845638.85000000 0.108286819840 Long DBT CORP US N 2 2037-04-10 Fixed 5.29600000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KBZ2 25000.00000000 PA USD 22052.48000000 0.000408508460 Long DBT CORP US N 2 2032-01-15 Fixed 2.44000000 N N N N N N FUJIKURA LTD 353800PSDZ8VRCKVPL51 000000000 2900.00000000 NS 114961.43000000 0.002129588908 Long EC CORP JP N 1 N N N CSTL Commercial Mortgage Trust 2026-GATE3 N/A 228920AA2 3500000.00000000 PA USD 3470543.30000000 0.064289653657 Long ABS-O CORP US N 2 2043-02-10 Variable 4.85098300 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 200447AQ3 2825000.00000000 PA USD 2764234.25000000 0.051205718298 Long DBT CORP MX N 2 2034-01-28 Fixed 6.04500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RB24 231147.05000000 PA USD 232702.12000000 0.004310661878 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 5.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2025-REV2 N/A 34536BAA5 8361000.00000000 PA USD 8284776.11000000 0.153470318824 Long ABS-O CORP US N 2 2038-02-15 Fixed 4.37000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BD9 2560000.00000000 PA USD 2584890.45000000 0.047883486073 Long DBT CORP US N 2 2028-03-02 Fixed 5.45000000 N N N N N N SUBARU CORP 549300N244BVAEE6HH86 000000000 2500.00000000 NS 36575.75000000 0.000677542994 Long EC CORP JP N 2 N N N PRPM 2024-RPL4 LLC N/A 74448MAA4 2843812.94000000 PA USD 2769494.44000000 0.051303160042 Long ABS-O CORP US N 2 2054-12-25 Variable 4.00000000 N N N N N N YUM! BRANDS INC 549300JE8XHZZ7OHN517 988498101 6800.00000000 NS USD 1087048.00000000 0.020136887336 Long EC CORP US N 1 N N MONCLER SPA 815600EBD7FB00525B20 000000000 843.00000000 NS 49060.31000000 0.000908811694 Long EC CORP IT N 1 N N N ENTERPRISE FLEET FINANCING 2025-3 LLC N/A 29375UAB5 1339321.89000000 PA USD 1340871.08000000 0.024838801847 Long ABS-O CORP US N 2 2028-04-20 Fixed 4.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DN7 50000.00000000 PA USD 44337.01000000 0.000821315503 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175CD4 895000.00000000 PA USD 833868.25000000 0.015446890113 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRH9 6726726.46000000 PA USD 5715749.86000000 0.105880707177 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N ELI LILLY & COMPANY FRDRIPF3EKNDJ2CQJL29 532457CG1 340000.00000000 PA USD 307617.60000000 0.005698424498 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1 254900WEZWXJLYHMU869 802650AB7 1520621.84000000 PA USD 1505715.18000000 0.027892436158 Long ABS-O CORP US N 2 2055-09-25 Variable 5.03600000 N N N N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GAP3 2140000.00000000 PA USD 1904426.45000000 0.035278314172 Long DBT CORP NL N 2 2031-07-12 Fixed 2.50000000 N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 1000000.00000000 PA USD 673073.57000000 0.012468268787 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1252.10000000 0.000023194372 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE FRTR 3 06/25/49 OAT Y Default Event 2027-06-20 956.47000000 USD 0.00000000 USD 810000.00000000 USD 295.63000000 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 4300000.00000000 PA USD 4425630.52000000 0.081982049711 Long DBT CORP NO N 2 2030-05-22 Fixed 5.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9V69 1107958.19000000 PA USD 1050828.64000000 0.019465946245 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.00000000 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 876030107 6400.00000000 NS USD 936832.00000000 0.017354229470 Long EC CORP US N 1 N N N KUBOTA CORP 549300CSY4INHEHQQT13 000000000 6600.00000000 NS 110434.40000000 0.002045728496 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7M51 293726.74000000 PA USD 279229.73000000 0.005172556882 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N KYOCERA CORP N/A 000000000 1200.00000000 NS 26613.64000000 0.000493001109 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBU3 3937570.79000000 PA USD 3600485.36000000 0.066696749409 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAP6 1925000.00000000 PA USD 1927901.72000000 0.035713178932 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N FURUKAWA ELECTRIC CO LTD (THE) 353800TJR1DQ3P1QR918 000000000 6000.00000000 NS 180463.15000000 0.003342967486 Long EC CORP JP N 2 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 63900.00000000 NS USD 12819618.00000000 0.237475441163 Long EC CORP US N 1 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJZG8 260251.08000000 PA USD 241192.44000000 0.004467939769 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N CK HUTCHISON HOLDINGS LTD 254900Z8HM1VEPOQ2G79 000000000 21000.00000000 NS 177988.38000000 0.003297123912 Long EC CORP KY N 2 N N N DAITO TRUST CONSTRUCTION CO LTD 353800QQ4DRI3KXS3038 000000000 6000.00000000 NS 114619.51000000 0.002123255053 Long EC CORP JP N 2 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397G49 2440000.00000000 PA USD 2469959.55000000 0.045754462714 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DV74 3702731.51000000 PA USD 2984219.87000000 0.055280814932 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179UXT4 1172465.12000000 PA USD 1071796.37000000 0.019854360387 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179V4X5 3293847.95000000 PA USD 3011046.50000000 0.055777761548 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612G101 6600.00000000 NS USD 1769724.00000000 0.032783035160 Long EC CORP US N 1 N N N INPEX CORP 353800VHYYADPR6MXQ47 000000000 400.00000000 NS 8071.29000000 0.000149515621 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403C6L0 20399.15000000 PA USD 20571.31000000 0.000381070708 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N SEKISUI HOUSE LTD 529900GMNDOYQSAJAE76 000000000 12700.00000000 NS 264028.37000000 0.004890961153 Long EC CORP JP N 2 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CR97 1249614.35000000 PA USD 1188807.94000000 0.022021926863 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KFC7 6254.99000000 PA USD 6383.44000000 0.000118249251 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N ARISTOCRAT LEISURE LTD 529900TE2HO3OZKYKC27 000000000 675.00000000 NS 28604.80000000 0.000529886108 Long EC CORP AU N 2 N N N RWE AG 529900GB7KCA94ACC940 000000000 2507.00000000 NS 162127.81000000 0.003003316729 Long EC CORP DE N 2 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 000000000 1083.00000000 NS 46061.98000000 0.000853269498 Long EC CORP NL N 2 N N N TELEFONAKTIEBOLAGET LM ERICSSON 549300W9JLPW15XIFM52 000000000 15750.00000000 NS 176631.51000000 0.003271988741 Long EC CORP SE N 2 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -1237.84000000 -0.00002293021 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COMISION FEDERAL DE ELECTRICIDAD CFELEC 6.45 01/24/35 REGS Y Default Event 2029-06-20 0.00000000 USD -635.26000000 USD 115000.00000000 USD -602.58000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291Q2R4 4575.65000000 PA USD 4651.40000000 0.000086164288 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 000000000 19000.00000000 NS 378535.76000000 0.007012139254 Long EC CORP JP N 2 N N N BE SEMICONDUCTOR INDUSTRIES NV 7245007A1YFLI2GNYX06 000000000 421.00000000 NS 139036.18000000 0.002575558661 Long EC CORP NL N 2 N N N MARUBENI CORP 4P4N3ORD02UGQT1T1W12 000000000 1900.00000000 NS 55391.80000000 0.001026098604 Long EC CORP JP N 2 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128MJ3C2 302708.60000000 PA USD 296066.66000000 0.005484450527 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N AHS HOSPITAL CORP 549300D7W3C9Z4RGJG34 001306AB5 5000.00000000 PA USD 4668.78000000 0.000086486242 Long DBT CORP US N 2 2045-07-01 Fixed 5.02400000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 1215000.00000000 PA USD 901219.43000000 0.016694528785 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416XW63 389742.36000000 PA USD 385426.17000000 0.007139779809 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 15000.00000000 PA USD 14609.87000000 0.000270638744 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832Q109 269900.00000000 NS USD 13446418.00000000 0.249086520879 Long EC CORP US N 1 N N N CCG RECEIVABLES TRUST 2025-2 N/A 12516XAB5 2181154.62000000 PA USD 2175985.28000000 0.040308772409 Long ABS-O CORP US N 2 2034-08-14 Fixed 4.14000000 N N N N N N B.A.T CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 550000.00000000 PA USD 580967.75000000 0.010762065822 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 219350105 31400.00000000 NS USD 8020502.00000000 0.148574805489 Long EC CORP US N 1 N N N GEORGE WASHINGTON UNIVERSITY (THE) 5493002S4P5IVD462L47 372546AT8 5000.00000000 PA USD 4238.07000000 0.000078507607 Long DBT CORP US N 2 2044-09-15 Fixed 4.30000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XNG7 2124151.08000000 PA USD 2153345.58000000 0.039889386063 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.50000000 N N N N N N COGNEX CORP 549300JQTYZCLC43S226 192422103 22800.00000000 NS USD 1651176.00000000 0.030587007275 Long EC CORP US N 1 N N N YAMANA GOLD INC 54930002VY22NXG01418 98462YAF7 3050000.00000000 PA USD 2716331.22000000 0.050318344494 Long DBT CORP CA N 2 2031-08-15 Fixed 2.63000000 N N N N N N BANK5 2024-5YR10 N/A 06604AAF1 8000000.00000000 PA USD 8090436.00000000 0.149870289294 Long ABS-O CORP US N 2 2057-10-17 Fixed 5.30200000 N N N N N N DEVON ENERGY CORP 54930042348RKR3ZPN35 25179MAL7 300000.00000000 PA USD 295430.87000000 0.005472672913 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K107 261540.00000000 NS USD 92409928.20000000 1.711836379771 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTP7 319830.64000000 PA USD 245958.44000000 0.004556226952 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 1.50000000 N N N N N N DOW INC 5493003S21INSLK2IP73 260557103 102600.00000000 NS USD 2807136.00000000 0.052000446503 Long EC CORP US N 1 N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 3785000.00000000 PA USD 3950851.13000000 0.073187057139 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N HEWLETT PACKARD ENTERPRISE COMPANY 549300BX44RGX6ANDV88 42824C109 81900.00000000 NS USD 3694509.00000000 0.068438478795 Long EC CORP US N 1 N N N LAMB WESTON HOLDINGS INC 5493005SMYID1D2OY946 513272AD6 275000.00000000 PA USD 263346.92000000 0.004878337716 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N COMMONWEALTH EDISON COMPANY D8YOXB8L2ZDC8P7Q0771 202795JL5 1610000.00000000 PA USD 1211973.52000000 0.022451054808 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6NV8 1678733.05000000 PA USD 1573298.94000000 0.029144383230 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 000000000 33803.00000000 NS 387733.55000000 0.007182522586 Long EC CORP IT N 2 N N N VERTIV HOLDINGS COMPANY 549300KTTIRAOGXCRV69 92537N108 14400.00000000 NS USD 4821408.00000000 0.089313581093 Long EC CORP US N 1 N N N MEXICO CITY AIRPORT TRUST N/A 59284MAA2 882000.00000000 PA USD 879133.50000000 0.016285400684 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8K71 368562.40000000 PA USD 368976.08000000 0.006835052134 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.00000000 N N N N N N SAN DIEGO GAS & ELECTRIC COMPANY KNIRVXKVNJJ4P8OTMS63 797440BW3 1400000.00000000 PA USD 1112621.44000000 0.020610619389 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAS1 456000.00000000 PA USD 372978.89000000 0.006909201697 Long DBT CORP US N 2 2046-11-01 Fixed 4.20000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3128LXCU2 5864.70000000 PA USD 5921.40000000 0.000109690247 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N FUJI ELECTRIC COMPANY LTD 5299000HVNGZZTYYM906 000000000 300.00000000 NS 25411.40000000 0.000470730362 Long EC CORP JP N 2 N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 920000.00000000 PA USD 933614.28000000 0.017294623211 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 930000.00000000 PA USD 954773.81000000 0.017686590329 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 8800.00000000 NS USD 2129072.00000000 0.039439733108 Long EC CORP US N 1 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PDU7 2740000.00000000 PA USD 2775967.68000000 0.051423072782 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331C108 402800.00000000 NS USD 6775096.00000000 0.125504434806 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECA6 784721.24000000 PA USD 685861.08000000 0.012705149447 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654105 48500.00000000 NS USD 19262745.00000000 0.356830356949 Long EC CORP US N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 755000.00000000 PA USD 715607.12000000 0.013256176316 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N BENCHMARK 2023-B39 MORTGAGE TRUST N/A 081925AB5 5000000.00000000 PA USD 5107120.00000000 0.094606217991 Long ABS-O CORP US N 2 2056-07-17 Variable 6.57221900 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 539830109 10200.00000000 NS USD 5196492.00000000 0.096261778642 Long EC CORP US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402QLK5 2886.97000000 PA USD 2871.62000000 0.000053194972 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36291RAW2 59301.08000000 PA USD 60055.12000000 0.001112483703 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N SYSCO CORP 5RGWIFLMGH3YS7KWI652 871829107 106200.00000000 NS USD 8876196.00000000 0.164426004031 Long EC CORP US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 40229.00000000 NS 760702.00000000 0.014091530889 Long EC CORP GB N 2 N N N SMURFIT KAPPA TREASURY UNLTD CO 635400B3DOXSWFOWJT40 83272GAE1 500000.00000000 PA USD 505494.40000000 0.009363969007 Long DBT CORP IE N 2 2034-04-03 Fixed 5.43800000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390MH56 7905.65000000 PA USD 8180.79000000 0.000151544040 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DWR9 12078256.92000000 PA USD 9746526.35000000 0.180548331844 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N NVENT ELECTRIC PLC N/A 000000000 56300.00000000 NS USD 9549043.00000000 0.176890075750 Long EC CORP IE N 1 N N N SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 N/A 78398AAG8 500000.00000000 PA USD 507342.30000000 0.009398200204 Long ABS-O CORP US N 2 2031-02-20 Fixed 5.97000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAR3 1220000.00000000 PA USD 1203892.68000000 0.022301362279 Long DBT CORP US N 2 2030-01-09 Fixed 4.23800000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141EC31 5000.00000000 PA USD 4485.97000000 0.000083099801 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD 218267.71000000 0.004043273420 N/A DFE CORP US N 2 BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 -55106250.81000000 EUR 63274760.58000000 USD 2026-08-04 218267.71000000 N N N 2026-08-25 Prudential Series Fund Christian J. Kelly Christian J. Kelly Chief Financial Officer