NPORT-P false 0000930007 XXXXXXXX S000002698 C000007359 C000007360 PACE SELECT ADVISORS TRUST 811-08764 0000930007 549300TPB2UX3QR3SC50 1285 Avenue of the Americas New York 10019 212-821-3000 PACE Strategic Fixed Income Investments S000002698 5493008PS83BJ3Y3F160 2026-07-31 2026-07-31 N 446996550.32 54378770.15 392617780.17 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 37953523.39000000 0.00000000 0.00000000 2277395.47000000 BRL CAD EUR USD UST Bloomberg U.S. Government/Credit (Returns Universe) LEHM.MC.LEHM000003UUSD AAG US GSI Bidco Inc 25490004WTN5CN5TXD48 00033RAD3 993250.00000000 PA USD 993250.00000000 0.252981410971 Long LON CORP US N 2 2031-10-31 Floating 8.32300000 N N N N N N A&D Mortgage Trust 984500676AA49C11FP07 00038TAC6 80854.42000000 PA USD 79677.62000000 0.020293940831 Long ABS-MBS CORP US N 2 2071-03-25 Variable 4.81100000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBF6 200000.00000000 PA USD 199908.39000000 0.050916794933 Long DBT CORP NL N 2 2035-12-03 Fixed 5.51500000 N N N N N N ADI ESCROW ISSUER LLC N/A 00092YAA2 30000.00000000 PA USD 30583.31000000 0.007789588639 Long DBT CORP US N 2 2034-07-15 Fixed 7.12500000 N N N N N N A&D Mortgage Trust 984500BF4A54A44C4E83 00193HAH2 100000.00000000 PA USD 99463.75000000 0.025333480811 Long ABS-MBS CORP US N 2 2071-06-25 Variable 6.40300000 N N N N N N APLD COMPUTECO LLC N/A 00202DAA5 10000.00000000 PA USD 10627.56000000 0.002706846336 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNN8 135000.00000000 PA USD 128720.91000000 0.032785298196 Long DBT CORP US N 2 2036-10-30 Fixed 5.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNP3 55000.00000000 PA USD 50907.83000000 0.012966256896 Long DBT CORP US N 2 2056-10-30 Fixed 6.20000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 00216LAF0 1680000.00000000 PA USD 1698694.42000000 0.432658556437 Long DBT CORP NZ N 2 2027-11-29 Fixed 5.39800000 N N N N N N AAR ESCROW ISSUER LLC N/A 00253PAA6 75000.00000000 PA USD 76617.38000000 0.019514495743 Long DBT CORP US N 2 2029-03-15 Fixed 6.75000000 N N N N N N ABU DHABI DEVELOPMENT HO 254900G082ZFKTCR2Q75 00402D2C8 200000.00000000 PA USD 191812.00000000 0.048854639216 Long DBT CORP AE N 2 2031-10-02 Fixed 4.37500000 N N N N N N ACADIA HEALTHCARE CO INC 5493005CW985Y9D0NC11 00404AAP4 25000.00000000 PA USD 24473.49000000 0.006233413573 Long DBT CORP US N 2 2029-04-15 Fixed 5.00000000 N N N N N N Accredited Mortgage Loan Trust N/A 004375AW1 154828.37000000 PA USD 152189.94000000 0.038762875164 Long ABS-MBS CORP US N 2 2034-07-25 Floating 4.12900000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAH6 505000.00000000 PA USD 502515.17000000 0.127990935556 Long DBT CORP US N 2 2033-07-10 Fixed 5.30000000 N N N N N N ACRISURE LLC / FIN INC N/A 00489LAL7 15000.00000000 PA USD 14507.37000000 0.003695036427 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N ACRISURE LLC / FIN INC N/A 004961AA6 5000.00000000 PA USD 4593.98000000 0.001170089647 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N ADAMS OUTDOOR ADVERTISING 549300BTFXNHDCUHER30 006346AZ3 770000.00000000 PA USD 770701.62000000 0.196298196089 Long ABS-O CORP US N 2 2056-07-20 Fixed 5.95300000 N N N N N N ADAPTHEALTH LLC N/A 00653VAA9 20000.00000000 PA USD 20000.00000000 0.005094012805 Long DBT CORP US N 2 2028-08-01 Fixed 6.12500000 N N N N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 00654GAA1 262000.00000000 PA USD 245750.76000000 0.062592875924 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036LJ3 11677.52000000 PA USD 9836.39000000 0.002505334831 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.57000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAK2 35000.00000000 PA USD 35862.23000000 0.009134132943 Long DBT CORP US N 2 2030-08-01 Fixed 7.00000000 N N N N N N ADVANCE AUTO PARTS 529900UCNQ5H9FSL0Y70 00751YAL0 45000.00000000 PA USD 46445.85000000 0.011829787733 Long DBT CORP US N 2 2033-08-01 Fixed 7.37500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 200000.00000000 PA USD 192261.30000000 0.048969076213 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBJ3 50000.00000000 PA USD 50210.09000000 0.012788542072 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N AEGON LTD O4QK7KMMK83ITNTHUG69 007924AJ2 1105000.00000000 PA USD 1103833.23000000 0.281147030458 Long DBT CORP BM N 2 2048-04-11 Fixed 5.50000000 N N N N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AC5 100000.00000000 PA USD 99169.04000000 0.025258417985 Long DBT CORP US N 2 2029-03-16 Fixed 4.40000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAX9 100000.00000000 PA USD 102700.46000000 0.026157872920 Long DBT CORP BM N 2 2028-07-18 Fixed 6.50000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051DY0 335000.00000000 PA 181117.70000000 0.046130794158 Long DBT NUSS CA N 2 2048-12-01 Fixed 3.05000000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051ED5 95000.00000000 PA 51274.99000000 0.013059772784 Long DBT NUSS CA N 2 2050-06-01 Fixed 3.10000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAE8 85000.00000000 PA USD 80852.16000000 0.020593096921 Long DBT CORP US N 2 2032-03-31 Fixed 5.62500000 N N N N N N ALBION FINANCING 1SARL / N/A 01330AAA4 45000.00000000 PA USD 45840.29000000 0.011675551214 Long DBT CORP LU N 2 2030-05-21 Fixed 7.00000000 N N N N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AF5 110000.00000000 PA USD 107871.98000000 0.027475062375 Long DBT CORP US N 2 2056-04-01 Fixed 5.75000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAE6 100000.00000000 PA USD 102390.89000000 0.026079025243 Long DBT CORP US N 2 2029-03-30 Fixed 5.95000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAG8 55000.00000000 PA USD 54953.56000000 0.013996706918 Long DBT CORP US N 2 2031-10-01 Fixed 6.50000000 N N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 019576AD9 10000.00000000 PA USD 10382.52000000 0.002644434491 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N UMBS, TBA N/A 01F040693 560000.00000000 PA USD 509906.88000000 0.129873608826 Long ABS-MBS USGSE US N 2 2049-09-12 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F042681 3125000.00000000 PA USD 2933390.63000000 0.747136471692 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F042699 300000.00000000 PA USD 281225.70000000 0.071628365857 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F050684 835000.00000000 PA USD 805689.83000000 0.205209715579 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F050692 1200000.00000000 PA USD 1156465.20000000 0.294552426917 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F0506A9 400000.00000000 PA USD 385015.60000000 0.098063719843 Long ABS-MBS USGSE US N 2 2056-10-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052680 1955000.00000000 PA USD 1933862.54000000 0.492556027178 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052698 6900000.00000000 PA USD 6815502.60000000 1.735912876143 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F060683 1120000.00000000 PA USD 1131681.60000000 0.288240028128 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F0606A8 410000.00000000 PA USD 412968.40000000 0.105183315901 Long ABS-MBS USGSE US N 2 2056-10-01 Fixed 6.00000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 104000.00000000 PA USD 100486.10000000 0.025593874010 Long DBT CORP US N 2 2028-05-15 Fixed 4.70000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBP4 200000.00000000 PA USD 188789.56000000 0.048084821812 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G4F7 105245.94000000 PA USD 105795.59000000 0.026946204513 Long ABS-O CORP US N 2 2032-09-15 Fixed 6.67800000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007G5F6 155669.65000000 PA USD 155351.46000000 0.039568116332 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.84400000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A 02007GZ71 84628.48000000 PA USD 85537.31000000 0.021786407626 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.31500000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAA9 210000.00000000 PA USD 211830.79000000 0.053953437846 Long DBT CORP US N 2 2032-10-15 Fixed 6.75000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 02073LAC5 86000.00000000 PA USD 84038.84000000 0.021404746357 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBL0 620000.00000000 PA USD 594735.33000000 0.151479469356 Long DBT CORP US N 2 2033-02-15 Fixed 4.40000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBP1 170000.00000000 PA USD 157005.85000000 0.039989490524 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 021468AA1 1103462.29000000 PA USD 550957.51000000 0.140329230571 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6.00000000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 02149CAJ0 279366.51000000 PA USD 125581.25000000 0.031985624783 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DE3 565000.00000000 PA USD 545861.52000000 0.139031278655 Long DBT CORP US N 2 2033-03-13 Fixed 4.55000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EC6 125000.00000000 PA USD 123814.22000000 0.031535561111 Long DBT CORP US N 2 2031-07-09 Fixed 4.80000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135ED4 1600000.00000000 PA USD 1585133.38000000 0.403734486836 Long DBT CORP US N 2 2033-07-09 Fixed 5.10000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EE2 105000.00000000 PA USD 103167.19000000 0.026276749350 Long DBT CORP US N 2 2036-07-09 Fixed 5.30000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135EG7 320000.00000000 PA USD 307335.20000000 0.078278472224 Long DBT CORP US N 2 2056-07-09 Fixed 6.10000000 N N N N N N AMENTUM HOLDINGS INC 2549009FJIBLW40CU216 02352BAA3 65000.00000000 PA USD 66780.55000000 0.017009048844 Long DBT CORP US N 2 2032-08-01 Fixed 7.25000000 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 200000.00000000 PA USD 201046.08000000 0.051206565304 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N AMER AIRLINE 16-2 AA PTT N/A 023765AA8 168600.00000000 PA USD 163639.33000000 0.041679042128 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBS3 227694.24000000 PA USD 227571.29000000 0.057962553275 Long LON CORP KY N 2 2028-04-20 Floating 5.97900000 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 02376CBT1 829500.00000000 PA USD 829201.38000000 0.211198122418 Long LON CORP KY N 2 2032-05-28 Floating 6.47900000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 157863.90000000 PA USD 156236.64000000 0.039793572245 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N AMER AIRLINE 26-1A PTT N/A 02379VAA8 100000.00000000 PA USD 96951.84000000 0.024693695725 Long DBT CORP US N 2 2038-11-10 Fixed 5.25000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AW1 195000.00000000 PA USD 202724.28000000 0.051634003919 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AZ4 135000.00000000 PA USD 139414.14000000 0.035508870723 Long DBT CORP US N 2 2054-12-15 Fixed 7.05000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 02557TAF6 55000.00000000 PA USD 54050.21000000 0.013766623095 Long DBT CORP US N 2 2056-03-15 Fixed 6.05000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WGH8 100000.00000000 PA USD 100182.69000000 0.025516595289 Long DBT CORP US N 2 2027-08-13 Floating 4.36000000 N N N N N N AMERICAN NATIONAL GF N/A 02771D2A1 720000.00000000 PA USD 723660.18000000 0.184316711201 Long DBT CORP US N 2 2030-01-28 Fixed 5.55000000 N N N N N N AMERICAN NATIONAL GF N/A 02771D2B9 860000.00000000 PA USD 853824.06000000 0.217469534780 Long DBT CORP US N 2 2030-06-03 Fixed 5.25000000 N N N N N N AMERICAN NATIONAL GF N/A 02771D2D5 700000.00000000 PA USD 691750.33000000 0.176189251974 Long DBT CORP US N 2 2028-12-15 Fixed 4.62500000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AR5 30000.00000000 PA USD 30464.67000000 0.007759370955 Long DBT CORP US N 2 2031-06-01 Fixed 6.87500000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 100000.00000000 PA USD 92301.28000000 0.023509195115 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BL3 50000.00000000 PA USD 48635.55000000 0.012387505726 Long DBT CORP US N 2 2033-10-01 Fixed 5.87500000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AK3 55000.00000000 PA USD 55470.58000000 0.014128392243 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AC4 45000.00000000 PA USD 43141.05000000 0.010988053057 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AE0 20000.00000000 PA USD 18665.00000000 0.004753987451 Long DBT NUSS AO N 2 2049-11-26 Fixed 9.12500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AF7 10000.00000000 PA USD 10195.40000000 0.002596774908 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AK6 20000.00000000 PA USD 20556.40000000 0.005235728242 Long DBT NUSS AO N 2 2033-03-31 Fixed 9.37500000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 65000.00000000 PA USD 64796.90000000 0.016503811919 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAK2 200000.00000000 PA USD 203557.40000000 0.051846200116 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N APLD COMPUTECO 2 LLC N/A 03772CAA1 67000.00000000 PA USD 65493.07000000 0.016681126863 Long DBT CORP US N 2 2031-03-15 Fixed 6.75000000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CZ8 200000.00000000 PA USD 180869.29000000 0.046067523972 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N APPALACHIAN POW REC FNDG N/A 037975AA7 505000.00000000 PA USD 500918.91000000 0.127584367112 Long DBT CORP US N 2 2035-10-01 Fixed 4.96100000 N N N N N N ARBOR REALTY SR INC 549300TW7RTL2CI3CN08 03881NAC1 2395000.00000000 PA USD 2323150.00000000 0.591707792498 Long DBT US N 2 2027-10-15 Fixed 8.50000000 N N N N N N ARCHROCK PARTNERS LP/FIN N/A 03959KAD2 65000.00000000 PA USD 65930.74000000 0.016792601693 Long DBT CORP US N 2 2032-09-01 Fixed 6.62500000 N N N N N N ARDAGH METAL PACKAGING N/A 03969YAD0 32000.00000000 PA USD 32215.74000000 0.008205369605 Long DBT CORP XX N 2 2031-01-30 Fixed 6.25000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 200000.00000000 PA USD 200642.72000000 0.051103829254 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 04342JAA5 1700000.00000000 PA USD 1701721.11000000 0.433429456318 Long DBT CORP NZ N 2 2032-06-17 Fixed 5.28400000 N N N N N N ASCENT RESOURCES/ARU FIN 549300164ZV2301BC703 04364VAU7 20000.00000000 PA USD 19929.55000000 0.005076069145 Long DBT CORP US N 2 2029-06-30 Fixed 5.87500000 N N N N N N ASCENT RESOURCES/ARU FIN 549300EGLQ2M2CL7JZ89 04364VAX1 35000.00000000 PA USD 35186.03000000 0.008961904370 Long DBT CORP US N 2 2032-10-15 Fixed 6.62500000 N N N N N N ASCOT GROUP LTD 213800DJV7WRJBE2II28 04365XAB4 585000.00000000 PA USD 584092.24000000 0.148768667518 Long DBT CORP BM N 2 2035-06-15 Fixed 6.34900000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 200000.00000000 PA USD 201646.93000000 0.051359602184 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4C2 870000.00000000 PA USD 855362.62000000 0.217861406997 Long DBT CORP US N 2 2029-10-08 Fixed 4.72100000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 1295000.00000000 PA USD 1276747.61000000 0.325188433760 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4Y4 665000.00000000 PA USD 664153.85000000 0.169160410848 Long DBT CORP US N 2 2029-06-01 Fixed 5.13300000 N N N N N N MORGAN STANLEY + CO INC N/A 000000000 87000.00000000 NS USD 87000.00000000 0.022158955705 Long STIV CORP US N 1 N N N ATLANTICA INFRA PLC 549300ITBBGKJ651R879 04916WAA2 1495000.00000000 PA USD 1466835.84000000 0.373604027653 Long DBT CORP GB N 2 2028-06-15 Fixed 4.12500000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 05351WAB9 200000.00000000 PA USD 194259.33000000 0.049477975734 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 63000.00000000 PA USD 63463.49000000 0.016164191538 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAN1 200000.00000000 PA USD 203934.61000000 0.051942275745 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAQ4 200000.00000000 PA USD 201434.32000000 0.051305450281 Long DBT CORP US N 2 2029-07-15 Fixed 5.37500000 N N N N N N AVIS BUDGET CAR/FINANCE N/A 053773BJ5 805000.00000000 PA USD 816893.00000000 0.208063170151 Long DBT CORP US N 2 2030-01-15 Fixed 8.25000000 N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGY4 2100000.00000000 PA USD 2122218.63000000 0.540530443904 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RKY9 100000.00000000 PA USD 98507.02000000 0.025089801067 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAU5 300000.00000000 PA USD 304626.00000000 0.077588437250 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 100000.00000000 PA USD 99274.43000000 0.025285260885 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N AXOS FINANCIAL INC 529900D8M56422GK9O25 05465CAC4 540000.00000000 PA USD 552150.00000000 0.140632958538 Long DBT CORP US N 2 2035-10-01 Fixed 7.00000000 N N N N N N AZORRA FINANCE 254900MC1HXDAVUUP395 05480AAC9 9000.00000000 PA USD 8820.23000000 0.002246518228 Long DBT CORP KY N 2 2034-02-15 Fixed 6.25000000 N N N N N N The BAHA Trust N/A 05493XAE0 1400000.00000000 PA USD 1438214.82000000 0.366314235533 Long ABS-MBS CORP US N 2 2041-12-10 Variable 6.84100000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 05494TAB4 990000.00000000 PA USD 982160.78000000 0.250156979537 Long ABS-O CORP US N 2 2037-06-17 Fixed 5.30000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 054976AG0 1290773.55000000 PA USD 72279.83000000 0.018409718981 Long ABS-MBS CORP US N 2 2055-09-15 Variable 1.14900000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 200000.00000000 PA USD 209699.18000000 0.053410515415 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 100000.00000000 PA USD 94508.10000000 0.024071273582 Long ABS-MBS CORP US N 2 2037-03-15 Floating 4.59600000 N N N N N N BLP Commercial Mortgage Trust N/A 05556WAG1 93000.00000000 PA USD 93290.63000000 0.023761183194 Long ABS-MBS CORP US N 2 2042-12-15 Floating 6.32600000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ASK0 215000.00000000 PA USD 196440.79000000 0.050033594992 Long DBT CORP FR N 2 2031-02-25 Fixed 4.62500000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECY9 200000.00000000 PA USD 200017.08000000 0.050944478345 Long DBT CORP US N 2 2030-03-21 Fixed 5.05000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 250000.00000000 PA USD 258981.95000000 0.065962868489 Long DBT CORP FR N 2 2029-10-19 Fixed 6.71400000 N N N N N BX Trust N/A 05593VAL7 189899.08000000 PA USD 189543.04000000 0.048276733651 Long ABS-MBS CORP US N 2 2030-03-15 Floating 5.66900000 N N N N N N BX Trust N/A 05594XAA6 620000.00000000 PA USD 618073.91000000 0.157423820625 Long ABS-MBS CORP US N 2 2039-03-15 Floating 4.87600000 N N N N N N BX Trust N/A 05595AAA5 1140000.00000000 PA USD 1141425.80000000 0.290721882107 Long ABS-MBS CORP US N 2 2041-04-15 Floating 4.97600000 N N N N N N BX Trust 2019-OC11 N/A 05606FAL7 100000.00000000 PA USD 94093.73000000 0.023965733278 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94400000 N N N N N N BX Trust N/A 05612AAJ5 100000.00000000 PA USD 99375.70000000 0.025311054419 Long ABS-MBS CORP US N 2 2041-02-15 Floating 6.31600000 N N N N N N BX Trust N/A 05612EAE8 143443.64000000 PA USD 143847.08000000 0.036637943380 Long ABS-MBS CORP US N 2 2039-02-15 Floating 5.61700000 N N N N N N BX Trust N/A 05612GAG8 114100.01000000 PA USD 114777.48000000 0.029233897647 Long ABS-MBS CORP US N 2 2041-03-15 Floating 6.36600000 N N N N N N BX Trust N/A 05612TAJ4 130492.00000000 PA USD 129240.43000000 0.032917620272 Long ABS-MBS CORP US N 2 2041-06-15 Floating 6.56600000 N N N N N N BX Trust N/A 05619PAG1 100000.00000000 PA USD 99749.87000000 0.025406355758 Long ABS-MBS CORP US N 2 2044-12-15 Floating 6.42600000 N N N N N N BX Trust N/A 05619TAE8 125000.00000000 PA USD 123660.08000000 0.031496301554 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.51700000 N N N N N N BX Trust N/A 05620HAC5 762770.15000000 PA USD 765630.54000000 0.195006588766 Long ABS-MBS CORP US N 2 2043-04-15 Floating 5.22600000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05682GAQ1 250000.00000000 PA USD 250235.75000000 0.063735205749 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 4.88300000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05684NAL5 250000.00000000 PA USD 250029.75000000 0.063682737417 Long ABS-CBDO CORP JE N 2 2035-07-17 Floating 4.91000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAS0 200000.00000000 PA USD 209138.00000000 0.053267582509 Long DBT CORP ES N 2 2032-01-14 Fixed 7.75000000 N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAT8 200000.00000000 PA USD 196692.09000000 0.050097601263 Long DBT CORP ES N 2 2029-03-03 Fixed 4.15000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAJ4 200000.00000000 PA USD 198708.59000000 0.050611205104 Long DBT CORP ES N 2 2028-04-12 Fixed 4.37900000 N N N N N N BANCO SANTANDER MEXICO SCRYQ25DTVRHYYMM6P89 05969BAF0 10000.00000000 PA USD 10126.00000000 0.002579098683 Long DBT CORP MX N 2 2029-12-10 Fixed 5.62100000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAX7 200000.00000000 PA USD 198367.56000000 0.050524344545 Long DBT CORP ES N 2 2029-04-15 Fixed 4.60000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAE8 15000.00000000 PA USD 15375.00000000 0.003916022344 Long DBT CORP KY N 2 2035-05-20 Fixed 8.75000000 N N N N N N FIEMEX ENERGIA - BANC AC N/A 05974EAA8 63861.54000000 PA USD 63379.39000000 0.016142771214 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25000000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 06000BAC6 25000.00000000 PA USD 25258.50000000 0.006433356122 Long DBT CORP TH N 2 2034-07-05 Fixed 5.65000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 1455000.00000000 PA USD 1446151.71000000 0.368335766498 Long DBT CORP US N 2 2027-01-27 Fixed 4.37500000 N N N N N N Banc of America Mortgage Securities N/A 06050HKR8 50.14000000 PA USD 49.18000000 0.000012526177 Long ABS-MBS CORP US N 2 2032-07-20 Variable 5.75000000 N N N N N N Banc of America Funding Corporation 5493001796TAQ7M7QX12 06051GDM8 82590.14000000 PA USD 80164.65000000 0.020417987683 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.35000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 200000.00000000 PA USD 199474.82000000 0.050806364376 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGL7 100000.00000000 PA USD 99383.44000000 0.025313025802 Long DBT CORP US N 2 2028-04-24 Fixed 3.70500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 200000.00000000 PA USD 183484.02000000 0.046733497377 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 250000.00000000 PA USD 249602.58000000 0.063573936944 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 200000.00000000 PA USD 204031.91000000 0.051967058117 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 45000.00000000 PA USD 44496.94000000 0.011333399109 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMW6 85000.00000000 PA USD 84885.23000000 0.021620322432 Long DBT CORP US N 2 2036-05-09 Fixed 5.46400000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNC9 175000.00000000 PA USD 170491.51000000 0.043424296761 Long DBT CORP US N 2 2037-04-23 Fixed 5.48900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAH6 160000.00000000 PA USD 163327.04000000 0.041599501665 Long DBT CORP US N 2 2030-05-01 Fixed 6.62500000 N N N N N N Bank5 N/A 06211EAZ4 43000.00000000 PA USD 43677.68000000 0.011124733062 Long ABS-MBS CORP US N 2 2056-09-15 Variable 7.31500000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AL4 170000.00000000 PA USD 168838.82000000 0.043003355560 Long DBT CORP US N 2 2026-12-20 Fixed 3.75000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAB3 1760000.00000000 PA USD 1752568.47000000 0.446380311467 Long DBT CORP US N 2 2028-02-07 Fixed 3.44200000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBV8 200000.00000000 PA USD 200918.02000000 0.051173948340 Long DBT CORP US N 2 2030-03-14 Fixed 4.97500000 N N N N N N Bank 549300664283JRAXM588 065403BH9 72000.00000000 PA USD 67628.16000000 0.017224935653 Long ABS-MBS CORP US N 2 2052-04-15 Variable 4.50700000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675DCX8 200000.00000000 PA USD 197386.43000000 0.050274450106 Long DBT CORP FR N 2 2032-07-09 Fixed 5.15200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBD6 200000.00000000 PA USD 200182.18000000 0.050986529421 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBX2 200000.00000000 PA USD 210405.60000000 0.053590441041 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 400000.00000000 PA USD 441018.07000000 0.112327584810 Long DBT CORP GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N BAYER US FINANCE LLC 54930093Q75GSEM74I71 07274EAH6 400000.00000000 PA USD 401430.70000000 0.102244656323 Long DBT CORP US N 2 2026-11-21 Fixed 6.12500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336YAF2 34000.00000000 PA USD 33592.95000000 0.008556145874 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.75600000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MR87 27880.85000000 PA USD 26370.35000000 0.006716545029 Long ABS-MBS CORP US N 2 2034-07-25 Variable 4.49400000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MTN2 2528.15000000 PA USD 2551.96000000 0.000649985846 Long ABS-MBS CORP US N 2 2033-04-25 Variable 6.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MW65 97309.28000000 PA USD 89135.61000000 0.022702896939 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.03200000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MWN8 27989.85000000 PA USD 25709.63000000 0.006548259222 Long ABS-MBS CORP US N 2 2033-08-25 Variable 4.35800000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MX98 30601.93000000 PA USD 23550.79000000 0.005998401292 Long ABS-MBS CORP US N 2 2034-10-25 Variable 0.00000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HB83 216251.61000000 PA USD 148438.15000000 0.037807291849 Long ABS-MBS CORP US N 2 2036-02-25 Variable 4.31600000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HKZ3 40428.53000000 PA USD 36376.96000000 0.009265235003 Long ABS-MBS CORP US N 2 2034-09-25 Variable 4.39300000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HVS7 204057.18000000 PA USD 103336.43000000 0.026319854886 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.62500000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 15000.00000000 PA USD 15192.73000000 0.003869598058 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N N BEIGNET INVESTOR LLC N/A 076912AA2 1985000.00000000 PA USD 1924384.75000000 0.490142027996 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N BELL CANADA 5493000G3EFX9S7TDE29 0778FPAP4 75000.00000000 PA USD 75624.60000000 0.019261634041 Long DBT CORP CA N 2 2055-09-15 Fixed 6.87500000 N N N N N N BENCHMARK Mortgage Trust N/A 08161HAB6 23267.71000000 PA USD 23056.03000000 0.005872385603 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.97600000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAK3 59000.00000000 PA USD 48530.67000000 0.012360792722 Long ABS-MBS CORP US N 2 2053-02-15 Variable 3.63900000 N N N N N N BENCHMARK Mortgage Trust N/A 08164HBD8 67000.00000000 PA USD 65437.84000000 0.016667059747 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 6.00600000 N N N N N N BEUSA INVESTMENTS LLC 254900LSHKD9PYNOU509 08782JAA3 55000.00000000 PA USD 53755.35000000 0.013691522064 Long DBT CORP US N 2 2031-08-01 Fixed 7.00000000 N N N N N N BHG Owner Loan Trust N/A 088938AD7 610000.00000000 PA USD 602672.07000000 0.153500962116 Long ABS-O CORP US N 2 2037-07-17 Fixed 6.98000000 N N N N N N BLACK HILLS CORP 3MGELCRSTNSAMJ962671 092113AT6 200000.00000000 PA USD 182070.77000000 0.046373541697 Long DBT CORP US N 2 2030-06-15 Fixed 2.50000000 N N N N N N BLACK PEARL COMPUTE LLC N/A 09216NAA8 118000.00000000 PA USD 117802.23000000 0.030004303409 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAF7 50000.00000000 PA USD 51670.70000000 0.013160560374 Long DBT US N 2 2029-12-01 Fixed 7.75000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 09257WAG5 20000.00000000 PA USD 19122.32000000 0.004870467147 Long DBT US N 2 2031-06-01 Fixed 6.25000000 N N N N N N BLACKROCK TCP CAP CORP 549300JU1XG1HF56J989 09259EAC2 565000.00000000 PA USD 558814.89000000 0.142330510288 Long DBT CORP US N 2 2029-05-30 Fixed 6.95000000 N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBC0 1975000.00000000 PA USD 2039520.25000000 0.519467113567 Long DBT CORP US N 2 2028-11-27 Fixed 7.30000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAM4 100000.00000000 PA USD 98378.59000000 0.025057089864 Long DBT CORP US N 2 2029-09-04 Fixed 5.25000000 N N N N N N BLUE OWL TECHNOLOGY FINA 254900G5EZJSOD3UKL16 095924AB2 505000.00000000 PA USD 505013.55000000 0.128627274542 Long DBT CORP US N 2 2028-03-15 Fixed 6.10000000 N N N N N N Blue Stream Issuer, LLC N/A 09606BAG9 104000.00000000 PA USD 104057.93000000 0.026503621398 Long ABS-O CORP US N 2 2054-11-20 Fixed 5.40800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2W3 200000.00000000 PA USD 202403.40000000 0.051552275577 Long DBT CORP FR N 2 2030-05-20 Fixed 5.49700000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3D4 755000.00000000 PA USD 753754.01000000 0.191981628970 Long DBT CORP FR N 2 2031-05-09 Fixed 5.08500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CA1 200000.00000000 PA USD 194628.79000000 0.049572077432 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CM5 100000.00000000 PA USD 99181.44000000 0.025261576273 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 120000.00000000 PA USD 123596.16000000 0.031480021089 Long DBT CORP CA N 2 2033-06-15 Fixed 6.75000000 N N N N N N BOND US BIDCO 1/2/3/G1/2 N/A 097947AA3 40000.00000000 PA USD 40247.24000000 0.010250997798 Long DBT CORP US N 2 2033-06-15 Fixed 7.12500000 N N N N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A 102104AA4 41000.00000000 PA USD 40911.60000000 0.010420210715 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.78100000 N N N N N N BOWHEAD SPECIALTY HOLD N/A 10240LAA0 590000.00000000 PA USD 575679.13000000 0.146625843014 Long DBT CORP US N 2 2030-12-01 Fixed 7.75000000 N N N N N N BRAVO Residential Funding Trust 254900HGOJX787MBR512 10569RAE2 93121.92000000 PA USD 92914.21000000 0.023665308779 Long ABS-MBS CORP US N 2 2065-02-25 Variable 5.80000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CN8 60000.00000000 PA USD 57472.50000000 0.014638282549 Long DBT NUSS BR N 2 2056-01-12 Fixed 7.25000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CQ1 20000.00000000 PA USD 19375.00000000 0.004934824905 Long DBT NUSS BR N 2 2036-05-22 Fixed 6.25000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709AS1 335000.00000000 PA 228526.95000000 0.058205960489 Long DBT NUSS CA N 2 2057-06-18 Fixed 4.60000000 N N N N N N Business Jet Securities, LLC N/A 12013JAA6 98000.00000000 PA USD 97488.70000000 0.024830434311 Long ABS-O CORP US N 2 2041-06-15 Fixed 5.46400000 N N N N N N Business Jet Securities, LLC N/A 12326TAA6 1055707.34000000 PA USD 1050538.60000000 0.267572854073 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.36400000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 63896.87000000 PA USD 64476.29000000 0.016422152346 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.19700000 N N N N N N Business Jet Securities, LLC N/A 12327CAB0 54612.69000000 PA USD 55572.07000000 0.014154241811 Long ABS-O CORP US N 2 2039-05-15 Fixed 6.92400000 N N N N N N BX Trust N/A 123913AG0 128000.00000000 PA USD 127998.86000000 0.032601391598 Long ABS-MBS CORP US N 2 2044-07-15 Floating 6.92600000 N N N N N N BX Trust N/A 12433DAE3 117930.91000000 PA USD 118262.59000000 0.030121557395 Long ABS-MBS CORP US N 2 2041-11-15 Floating 5.86800000 N N N N N N BX Trust N/A 12433GAG1 100000.00000000 PA USD 100500.00000000 0.025597414349 Long ABS-MBS CORP US N 2 2042-07-15 Floating 6.42600000 N N N N N N BX Trust N/A 12433LAA3 1220000.00000000 PA USD 1223431.25000000 0.311608722730 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.07600000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AK9 15000.00000000 PA USD 9334.05000000 0.002377388511 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 20000.00000000 PA USD 19423.29000000 0.004947124399 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 65000.00000000 PA USD 60731.16000000 0.015468265337 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 190000.00000000 PA USD 173356.44000000 0.044153996267 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCQ4 120000.00000000 PA USD 104855.15000000 0.026706673843 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAH3 200000.00000000 PA USD 203187.65000000 0.051752024554 Long DBT CORP US N 2 2029-04-01 Fixed 5.50000000 N N N N N N Capital Automotive Reit N/A 12510HAT7 1150008.34000000 PA USD 1152021.43000000 0.293420595853 Long ABS-O US N 2 2053-09-15 Fixed 6.50000000 N N N N N N Capital Automotive Reit N/A 12510HAX8 1427758.34000000 PA USD 1412019.73000000 0.359642329338 Long ABS-O US N 2 2054-05-15 Fixed 5.25000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 12511VAA6 45000.00000000 PA USD 44866.89000000 0.011427625610 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N CFE FIBRA E N/A 125276AA3 19428.96000000 PA USD 18627.52000000 0.004744441271 Long DBT MX N 2 2040-09-23 Fixed 5.87500000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 200000.00000000 PA USD 198657.23000000 0.050598123679 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N CHI Commercial Mortgage Trust N/A 12577HAG5 135000.00000000 PA USD 133319.05000000 0.033956447398 Long ABS-MBS CORP US N 2 2040-12-13 Variable 6.62900000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BY5 180000.00000000 PA USD 182113.74000000 0.046384486184 Long DBT CORP US N 2 2055-06-01 Fixed 6.50000000 N N N N N N CHPE LLC 2549001XI2F7Q85COR50 12602LAC4 95000.00000000 PA USD 92544.69000000 0.023571191798 Long DBT CORP US N 2 2036-06-30 Fixed 5.35000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAA8 5000.00000000 PA USD 4868.19000000 0.001239931110 Long DBT CORP US N 2 2031-06-15 Fixed 5.50000000 N N N N N N CQP HOLDCO LP/BIP-V CHIN N/A 12657NAB6 180000.00000000 PA USD 188646.84000000 0.048048470937 Long DBT CORP US N 2 2033-12-15 Fixed 7.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 35000.00000000 PA USD 30417.74000000 0.007747417854 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 170000.00000000 PA USD 143579.52000000 0.036569795677 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EG1 90000.00000000 PA USD 92729.88000000 0.023618359810 Long DBT CORP US N 2 2054-12-10 Fixed 6.75000000 N N N N N N CVS PASS-THROUGH TR 2013 N/A 12665UAA2 2006912.12000000 PA USD 1873481.56000000 0.477176952910 Long DBT CORP US N 2 2036-01-10 Fixed 4.70400000 N N N N N N Countrywide Home Loans N/A 126670LE6 72745.61000000 PA USD 68151.40000000 0.017358205216 Long ABS-MBS CORP US N 2 2036-02-20 Floating 6.14800000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12668ATT2 54259.68000000 PA USD 47345.60000000 0.012058954635 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.40400000 N N N N N N Countrywide Alternative Loan Trust 5493004SLAYUFMHIS127 12669FFD0 8438.26000000 PA USD 8309.36000000 0.002116399312 Long ABS-MBS CORP US N 2 2033-12-25 Fixed 6.25000000 N N N N N N Countrywide Home Loans N/A 12669FFS7 290229.99000000 PA USD 261345.31000000 0.066564817794 Long ABS-MBS CORP US N 2 2034-01-25 Variable 4.70600000 N N N N N N Countrywide Home Loans N/A 12669UCN8 124979.03000000 PA USD 119277.54000000 0.030380065810 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.17900000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12674GAL8 100000.00000000 PA USD 101162.34000000 0.025766112771 Long ABS-MBS CORP US N 2 2041-12-10 Variable 7.92600000 N N N N N N CACI INTERNATIONAL INC SYRPI2D1O9WRTS2WX210 127190AE6 70000.00000000 PA USD 70541.69000000 0.017967013610 Long DBT CORP US N 2 2033-06-15 Fixed 6.37500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAG9 200000.00000000 PA USD 203582.02000000 0.051852470846 Long DBT CORP ES N 2 2030-03-15 Fixed 5.67300000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BD2 100000.00000000 PA USD 100562.83000000 0.025613417190 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N CANPACK GROUP INC/SA N/A 13804MAA0 15000.00000000 PA USD 14917.92000000 0.003799603775 Long DBT CORP US N 2 2031-05-15 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCS2 1700000.00000000 PA USD 1703161.07000000 0.433796215052 Long DBT CORP US N 2 2028-05-10 Fixed 4.92700000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDE2 100000.00000000 PA USD 101551.82000000 0.025865313576 Long DBT CORP US N 2 2030-02-01 Fixed 5.70000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDJ1 135000.00000000 PA USD 135390.64000000 0.034484082697 Long DBT CORP US N 2 2036-01-30 Fixed 6.18300000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 97000.00000000 PA USD 97217.77000000 0.024761428266 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N N CARLYLE FINANCE SUB LLC N/A 14314DAA1 200000.00000000 PA USD 191206.58000000 0.048700438354 Long DBT CORP US N 2 2029-09-19 Fixed 3.50000000 N N N N N N CARNIVAL CORP LTD F1OF2ZSX47CR0BCWA982 143658BX9 100000.00000000 PA USD 100004.90000000 0.025471312062 Long DBT CORP BM N 2 2033-02-15 Fixed 6.12500000 N N N N N CARRIX INC EC2837NM50M2I72ZCF05 144567AA2 55000.00000000 PA USD 54745.97000000 0.013943833612 Long DBT CORP US N 2 2033-08-01 Fixed 6.12500000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14855XAA2 230862.72000000 PA USD 229602.16000000 0.058479817164 Long ABS-O CORP US N 2 2050-08-15 Fixed 5.46500000 N N N N N N Castlelake Aircraft Securitization Trust 549300MHTIBONNXM3R82 14856VAB3 214308.85000000 PA USD 213889.55000000 0.054477805337 Long ABS-O CORP US N 2 2050-02-15 Fixed 6.50400000 N N N N N N CATURUS ENERGY LLC 254900LM244SIFQ1QY31 149482AA9 29000.00000000 PA USD 28748.20000000 0.007322184947 Long DBT CORP US N 2 2031-05-15 Fixed 7.12500000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 10000.00000000 PA USD 10463.13000000 0.002664965910 Long DBT CORP US N 2 2032-07-15 Fixed 7.37900000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 50000.00000000 PA USD 52633.45000000 0.013405773415 Long DBT CORP US N 2 2030-11-15 Fixed 7.55000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAY0 10000.00000000 PA USD 10585.41000000 0.002696110704 Long DBT CORP US N 2 2033-11-15 Fixed 7.70000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBC7 5000.00000000 PA USD 5126.47000000 0.001305715191 Long DBT CORP US N 2 2031-02-15 Fixed 7.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QBD5 10000.00000000 PA USD 10286.45000000 0.002619965401 Long DBT CORP US N 2 2034-02-15 Fixed 7.37500000 N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BJ1 40000.00000000 PA USD 37298.00000000 0.009499824481 Long DBT CORP CL N 2 2030-01-29 Fixed 4.20000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 80000.00000000 PA USD 77610.98000000 0.019767566299 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 55000.00000000 PA USD 50868.89000000 0.012956338854 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAW1 1380000.00000000 PA USD 1240138.24000000 0.315864003780 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 300000.00000000 PA USD 259921.32000000 0.066202126629 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBP1 170000.00000000 PA USD 172845.97000000 0.044023979231 Long DBT CORP US N 2 2055-05-15 Fixed 6.70000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TBS5 120000.00000000 PA USD 118695.44000000 0.030231804567 Long DBT CORP US N 2 2056-04-01 Fixed 5.95000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XBD9 200000.00000000 PA USD 202237.86000000 0.051510112433 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N Central Parent Inc N/A 15477BAE7 1462696.84000000 PA USD 750363.48000000 0.191118058809 Long LON CORP US N 2 2029-07-06 Floating 6.98200000 N N N N N N CENTURY ALUMINUM COMPANY 549300U5ODNGEYWKSW73 156431AS7 35000.00000000 PA USD 35542.57000000 0.009052715336 Long DBT CORP US N 2 2032-08-01 Fixed 6.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 55000.00000000 PA USD 43292.32000000 0.011026581623 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BT0 323000.00000000 PA USD 225927.53000000 0.057543886550 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 200000.00000000 PA USD 135319.45000000 0.034465950559 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 200000.00000000 PA USD 185097.00000000 0.047144324416 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16159HAK3 76179.59000000 PA USD 76098.18000000 0.019382255171 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.00000000 N N N N N N Chase Mortgage Finance Corporation 529900PXR6MEGSRAOO62 16160BAW7 78798.95000000 PA USD 77210.68000000 0.019665609633 Long ABS-MBS CORP US N 2 2056-07-25 Variable 5.50000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 16162WNL9 648777.67000000 PA USD 440111.44000000 0.112096665568 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161636AE5 471683.63000000 PA USD 154566.15000000 0.039368097372 Long ABS-MBS CORP US N 2 2022-12-25 Fixed 5.50000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161919AU9 17120.00000000 PA USD 17013.50000000 0.004333349343 Long ABS-MBS CORP US N 2 2055-11-25 Variable 6.30000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161919AV7 32185.63000000 PA USD 32156.28000000 0.008190225105 Long ABS-MBS CORP US N 2 2055-11-25 Variable 6.00000000 N N N N N N Chase Mortgage Finance Corporation 529900A7SLLSJMEDIN80 161929AJ3 42734.55000000 PA USD 42699.38000000 0.010875559426 Long ABS-MBS CORP US N 2 2055-02-25 Variable 6.00000000 N N N N N N CHEC LOAN TRUST N/A 162765AT8 150018.26000000 PA USD 155958.20000000 0.039722653399 Long ABS-MBS CORP US N 2 2034-06-25 Floating 4.79900000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 200000.00000000 PA USD 180948.86000000 0.046087790502 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N CHI Commercial Mortgage Trust N/A 16706GAJ6 100000.00000000 PA USD 100139.18000000 0.025505513264 Long ABS-MBS CORP US N 2 2042-04-15 Variable 7.32500000 N N N N N N Chile Government International Bonds 549300FLZTJM5YJF8D34 168863DV7 210000.00000000 PA USD 186270.00000000 0.047443088267 Long DBT NUSS CL N 2 2034-01-31 Fixed 3.50000000 N N N N N N CHURCHILL DOWNS INC 529900FODTBQC8MIS994 171484AJ7 270000.00000000 PA USD 273211.11000000 0.069587044652 Long DBT CORP US N 2 2031-05-01 Fixed 6.75000000 N N N N N N CIPHER COMPUTE LLC N/A 17253NAA5 53000.00000000 PA USD 54060.58000000 0.013769264340 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N CION INVESTMENT CORP 549300XN70JLF94XKX80 17259U303 48000.00000000 NS USD 1191840.00000000 0.303562411127 Long EP CORP US N 1 N N Citigroup Commercial Mortgage Trust N/A 17291NAE1 100000.00000000 PA USD 100002.43000000 0.025470682951 Long ABS-MBS CORP US N 2 2040-06-12 Variable 5.85200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 50000.00000000 PA USD 48856.86000000 0.012443873524 Long DBT CORP US N 2 2031-09-11 Fixed 4.50300000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QJ3 45000.00000000 PA USD 45204.26000000 0.011513553966 Long DBT CORP US N 2 2031-02-15 Fixed 6.62500000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GW53 6617.52000000 PA USD 6686.63000000 0.001703088942 Long ABS-MBS CORP US N 2 2035-05-25 Floating 6.19000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GWE4 13160.43000000 PA USD 13101.80000000 0.003337036849 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.56300000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GXQ6 1975.37000000 PA USD 1975.98000000 0.000503283371 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.86000000 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 17307GXR4 169.17000000 PA USD 168.64000000 0.000042952715 Long ABS-MBS CORP US N 2 2035-09-25 Floating 5.51000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 85000.00000000 PA USD 85749.96000000 0.021840569717 Long DBT CORP US N 2 2030-02-15 Fixed 6.95000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17331LAC1 1120000.00000000 PA USD 1136742.54000000 0.289529052787 Long ABS-MBS CORP US N 2 2028-07-10 Variable 6.36000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17331LAE7 100000.00000000 PA USD 100952.65000000 0.025712704594 Long ABS-MBS CORP US N 2 2028-07-10 Variable 6.36000000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AP0 60000.00000000 PA USD 59991.39000000 0.015279845445 Long DBT CORP US N 2 2026-10-06 Variable 7.01500000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AQ8 80000.00000000 PA USD 79669.96000000 0.020291989824 Long DBT CORP US N 2 2026-10-06 Variable 7.16900000 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 17888HAC7 40000.00000000 PA USD 41989.52000000 0.010694757629 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 45000.00000000 PA USD 46142.78000000 0.011752595610 Long DBT CORP XX N 2 2030-02-15 Fixed 6.75000000 N N N N N N CLEAR CHANNEL OUTDOOR HO 254900XBEE6V1ENYS150 18453HAH9 65000.00000000 PA USD 68132.68000000 0.017353437220 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 18539UAG0 25000.00000000 PA USD 24106.27000000 0.006139882404 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 25000.00000000 PA USD 25052.37000000 0.006380854679 Long DBT CORP US N 2 2032-03-15 Fixed 7.00000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 40000.00000000 PA USD 40426.60000000 0.010296680904 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N CLOROX COMPANY 54930044KVSC06Z79I06 189054BA6 100000.00000000 PA USD 98408.58000000 0.025064728336 Long DBT CORP US N 2 2031-05-15 Fixed 4.70000000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAC9 15000.00000000 PA USD 14871.03000000 0.003787660862 Long DBT CORP US N 2 2030-01-15 Fixed 6.87500000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 25000.00000000 PA USD 23807.56000000 0.006063800775 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAH5 1145000.00000000 PA USD 1151371.18000000 0.293254976761 Long DBT USGA US N 2 2031-07-01 Fixed 6.75000000 N N N N N N Cogent IPv4 LLC N/A 19240JAA6 2360000.00000000 PA USD 2411374.60000000 0.614178654608 Long ABS-O CORP US N 2 2054-05-25 Fixed 7.92400000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EG6 15000.00000000 PA USD 15732.00000000 0.004006950473 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N N COLUMBUS MCKINNON CORP 549300W3HQB0HO1F3G69 199333AK1 81000.00000000 PA USD 81607.50000000 0.020785482502 Long DBT CORP US N 2 2033-02-01 Fixed 7.12500000 N N N N N N FIFTH THIRD BANK INC QFROUN1UWUYU0DVIWD51 200339EX3 1690000.00000000 PA USD 1668074.19000000 0.424859564250 Long DBT CORP US N 2 2033-08-25 Fixed 5.33200000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AN0 30000.00000000 PA USD 29925.00000000 0.007621916660 Long DBT CORP MX N 2 2030-01-24 Fixed 5.70000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 20047UAA4 980000.00000000 PA USD 968984.11000000 0.246800873251 Long ABS-MBS CORP US N 2 2041-08-10 Variable 5.25700000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 50000.00000000 PA USD 48567.98000000 0.012370295603 Long DBT CORP US N 2 2030-09-01 Fixed 4.35200000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JBD4 50000.00000000 PA USD 47598.54000000 0.012123378615 Long DBT CORP US N 2 2035-09-01 Fixed 4.97500000 N N N N N N COMPEER FINANCIAL ACA 54930020HTACTODKHT04 20453QAC6 1030000.00000000 PA USD 1045450.01000000 0.266276786942 Long DBT CORP US N 2 2031-02-15 Fixed 7.87500000 N N N N N N Compass Datacenters Issuer II, LLC N/A 20469AAA7 40000.00000000 PA USD 39851.86000000 0.010150294258 Long ABS-O CORP US N 2 2049-02-25 Fixed 5.25000000 N N N N N N Compass Datacenters Issuer II, LLC N/A 20469AAC3 102000.00000000 PA USD 102820.07000000 0.026188337664 Long ABS-O CORP US N 2 2049-02-25 Fixed 7.00000000 N N N N N N Compass Datacenters Issuer II, LLC N/A 20469AAD1 77000.00000000 PA USD 75907.06000000 0.019333576784 Long ABS-O CORP US N 2 2049-08-25 Fixed 5.02200000 N N N N N N Compass Datacenters Issuer III, LLC N/A 20469BAG2 83000.00000000 PA USD 81273.72000000 0.020700468523 Long ABS-O CORP US N 2 2056-02-25 Fixed 5.28900000 N N N N N N Compass Datacenters Issuer III, LLC N/A 20469BAH0 63000.00000000 PA USD 61302.34000000 0.015613745249 Long ABS-O CORP US N 2 2056-02-25 Fixed 5.43600000 N N N N N N CONAGRA BRANDS INC 54930035UDEIH090K650 205887CC4 100000.00000000 PA USD 99740.18000000 0.025403887709 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N CONE Trust N/A 20682AAL4 57000.00000000 PA USD 56904.03000000 0.014493492876 Long ABS-MBS CORP US N 2 2041-08-15 Floating 6.71600000 N N N N N N CONNECT FINCO SARL/CONNE N/A 20752TAB0 1350000.00000000 PA USD 1416122.38000000 0.360687276920 Long DBT CORP XX N 2 2029-09-15 Fixed 9.00000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753EAD8 100000.00000000 PA USD 100271.01000000 0.025539090449 Long ABS-MBS USGSE US N 2 2046-02-25 Floating 5.11600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753XAB0 82000.00000000 PA USD 83310.51000000 0.021219240240 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.11600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20753YCK6 191000.00000000 PA USD 193377.53000000 0.049253380709 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.71600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754LAF6 178000.00000000 PA USD 178779.64000000 0.045535288779 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 6.76600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754TAD4 108000.00000000 PA USD 108302.22000000 0.027584644779 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.21600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754TAH5 75000.00000000 PA USD 75649.75000000 0.019268039763 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.56600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754UAC3 173000.00000000 PA USD 173953.32000000 0.044306021985 Long ABS-MBS USGSE US N 2 2046-04-25 Floating 5.16600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754YAC5 153000.00000000 PA USD 153851.64000000 0.039186111218 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 5.16600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755AAC6 144000.00000000 PA USD 148467.63000000 0.037814800423 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 6.96600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755DAF3 336000.00000000 PA USD 350694.46000000 0.089322103509 Long ABS-MBS USGSE US N 2 2042-07-25 Floating 9.21600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20755JAG8 90000.00000000 PA USD 90142.60000000 0.022959377937 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.31600000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 207932AB0 133000.00000000 PA USD 137852.58000000 0.035111140392 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 7.36600000 N N N N N N Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC N/A 209031AA1 100000.00000000 PA USD 100901.87000000 0.025699770895 Long ABS-O CORP US N 2 2055-05-20 Fixed 6.00000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBQ0 100000.00000000 PA USD 100038.36000000 0.025479834345 Long DBT CORP US N 2 2029-01-15 Fixed 4.80000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AD2 200000.00000000 PA USD 208624.06000000 0.053136681662 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N COORSTEK INC GHWONX83GNDLWPBRQQ83 21702EAH9 558600.00000000 PA USD 560694.75000000 0.142809311834 Long LON CORP US N 2 2032-10-28 Floating 6.22800000 N N N N N N CORE & MAIN LP 549300ZSLF8Q660SCD17 21867FAC8 15000.00000000 PA USD 14916.19000000 0.003799163143 Long DBT CORP US N 2 2034-07-01 Fixed 6.00000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAP4 1690000.00000000 PA USD 1709418.10000000 0.435389884599 Long DBT CORP US N 2 2052-12-15 Fixed 6.87500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 410000.00000000 PA USD 383168.12000000 0.097593165504 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAC2 585000.00000000 PA USD 528075.87000000 0.134501262212 Long DBT CORP US N 2 2031-02-01 Fixed 9.00000000 N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAG3 34000.00000000 PA USD 30850.34000000 0.007857601351 Long DBT CORP US N 2 2031-10-01 Fixed 9.75000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBQ0 10000.00000000 PA USD 9617.00000000 0.002449456057 Long DBT CORP CL N 2 2037-01-30 Fixed 5.52900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040699 500000.00000000 PA USD 451966.50000000 0.115116156941 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042687 140000.00000000 PA USD 131236.28000000 0.033425964545 Long ABS-MBS USGA US N 2 2056-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042695 400000.00000000 PA USD 374584.40000000 0.095406886524 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050680 220000.00000000 PA USD 212890.92000000 0.054223453636 Long ABS-MBS USGA US N 2 2056-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060697 420000.00000000 PA USD 425350.80000000 0.108337121109 Long ABS-MBS USGA US N 2 2056-09-01 Fixed 6.00000000 N N N N N N COSTAR GROUP INC 984500Q1D53D08E2E698 22160NAA7 200000.00000000 PA USD 179326.74000000 0.045674635499 Long DBT CORP US N 2 2030-07-15 Fixed 2.80000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AT3 20000.00000000 PA USD 20919.20000000 0.005328133634 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.62500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AU0 75000.00000000 PA USD 80935.50000000 0.020614323672 Long DBT NUSS CI N 2 2037-01-30 Fixed 8.25000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AV8 280000.00000000 PA USD 297710.00000000 0.075826927621 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.07500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 221625AX4 15000.00000000 PA USD 14110.05000000 0.003593838769 Long DBT NUSS CI N 2 2041-02-25 Fixed 6.75000000 N N N N N N COUGAR JV SUBSIDIARY LLC N/A 22208WAA1 60000.00000000 PA USD 62754.90000000 0.015983713211 Long DBT CORP US N 2 2032-05-15 Fixed 8.00000000 N N N N N N COX ASSET MEXICO SA CV 4469000001ERQUPOUR24 22389AAA0 20000.00000000 PA USD 19877.80000000 0.005062888387 Long DBT CORP MX N 2 2032-01-08 Fixed 7.12500000 N N N N N N COX ASSET MEXICO SA CV 4469000001ERQUPOUR24 22389AAB8 110000.00000000 PA USD 110005.86000000 0.028018562978 Long DBT CORP MX N 2 2036-05-08 Fixed 7.75000000 N N N N N Credit Acceptance Auto Loan Trust N/A 22535XAC9 2190000.00000000 PA USD 2166407.57000000 0.551785395216 Long ABS-O CORP US N 2 2036-06-16 Fixed 4.96000000 N N N N N N Cross Mortgage Trust N/A 22757GAF0 100000.00000000 PA USD 100555.30000000 0.025611499294 Long ABS-MBS CORP US N 2 2069-12-25 Variable 6.31500000 N N N N N N Cross Mortgage Trust N/A 22759CAG5 96432.16000000 PA USD 95568.25000000 0.024341294466 Long ABS-MBS CORP US N 2 2071-05-25 Variable 5.62300000 N N N N N N CRSO TR 2023 BRND N/A 228925AG8 1130000.00000000 PA USD 1155413.59000000 0.294284581177 Long ABS-MBS CORP US N 2 2028-07-10 Variable 7.65800000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAA2 58000.00000000 PA USD 56766.84000000 0.014458550495 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.30000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAG9 100159.00000000 PA USD 96295.16000000 0.024526438909 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.50000000 N N N N N N CyrusOne Data Centers Issuer I LLC N/A 23284BAH7 128000.00000000 PA USD 121093.30000000 0.030842541045 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.65000000 N N N N N N CYPRIUM CORP/CYPRIUM HOL N/A 23292NAA6 30000.00000000 PA USD 29733.90000000 0.007573243368 Long DBT CORP XX N 2 2031-04-15 Fixed 6.12500000 N N N N N N CYPRIUM CORP/CYPRIUM HOL N/A 23292NAB4 51000.00000000 PA USD 50244.77000000 0.012797375090 Long DBT CORP XX N 2 2034-04-15 Fixed 6.37500000 N N N N N N DC Office Trust N/A 23312BAJ9 100000.00000000 PA USD 85956.23000000 0.021893106818 Long ABS-MBS CORP US N 2 2045-09-15 Variable 3.07200000 N N N N N N DSLA Mortgage Loan Trust N/A 23332UEM2 78306.45000000 PA USD 69206.94000000 0.017627051930 Long ABS-MBS CORP US N 2 2045-08-19 Floating 4.30400000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 300000.00000000 PA USD 302265.55000000 0.076987229123 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AF7 200000.00000000 PA USD 198314.70000000 0.050510881069 Long DBT CORP US N 2 2026-12-14 Fixed 2.00000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 200000.00000000 PA USD 203466.95000000 0.051823162443 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N DataBank Issuer LLC N/A 23802WAL5 1285000.00000000 PA USD 1267915.80000000 0.322938966098 Long ABS-O CORP US N 2 2053-02-25 Fixed 5.11600000 N N N N N N DAVINCIRE HOLDINGS LTD N/A 23879AAA5 540000.00000000 PA USD 546996.66000000 0.139320399540 Long DBT CORP BM N 2 2035-04-15 Fixed 5.95000000 N N N N N N DC Commercial Mortgage Trust N/A 24023AAC4 860000.00000000 PA USD 870364.81000000 0.221682474396 Long ABS-MBS CORP US N 2 2040-09-12 Fixed 6.80400000 N N N N N N DBR LAND HOLDINGS LLC N/A 24024BAA5 15000.00000000 PA USD 15128.85000000 0.003853327781 Long DBT CORP US N 2 2030-12-01 Fixed 6.25000000 N N N N N N Delta Funding Home Equity Loan Trust N/A 24763LFX3 19265.60000000 PA USD 18669.23000000 0.004755064834 Long ABS-MBS CORP US N 2 2029-09-15 Floating 4.61100000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CU1 200000.00000000 PA USD 208056.91000000 0.052992228194 Long DBT CORP DE N 2 2029-11-20 Fixed 6.81900000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CV9 200000.00000000 PA USD 201086.12000000 0.051216763518 Long DBT CORP DE N 2 2028-02-08 Fixed 5.70600000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AP7 300000.00000000 PA USD 294663.00000000 0.075050854770 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N DISCOVERY HOLDINGS INC 549300DXR29GD4N0A520 254948AR3 25000.00000000 PA USD 17375.00000000 0.004425423625 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PCW6 60000.00000000 PA USD 59062.80000000 0.015043332977 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEB0 10000.00000000 PA USD 9329.60000000 0.002376255093 Long DBT NUSS DO N 2 2049-06-05 Fixed 6.40000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEE4 25000.00000000 PA USD 21125.00000000 0.005380551026 Long DBT NUSS DO N 2 2060-01-30 Fixed 5.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEG9 10000.00000000 PA USD 8644.00000000 0.002201632334 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFB9 30000.00000000 PA USD 30807.71000000 0.007846743462 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFC7 40000.00000000 PA USD 40557.60000000 0.010330046688 Long DBT NUSS DO N 2 2055-02-24 Fixed 7.15000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFF0 25000.00000000 PA USD 24132.75000000 0.006146626877 Long DBT NUSS DO N 2 2035-10-28 Fixed 5.87500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDL0 200000.00000000 PA USD 175406.87000000 0.044676242100 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDV8 90000.00000000 PA USD 90675.63000000 0.023095141020 Long DBT CORP US N 2 2055-05-15 Fixed 6.62500000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UEA3 25000.00000000 PA USD 24611.05000000 0.006268450193 Long DBT CORP US N 2 2056-02-15 Fixed 6.20000000 N N N N N N DRAWBRIDGE SPEC OPPOR FU N/A 26150TAF6 810000.00000000 PA USD 776746.62000000 0.197837861459 Long DBT CORP US N 2 2030-09-17 Fixed 5.95000000 N N N N N N DUKE UNIVERSITY FY5ICUIRRDCHN4HHL592 26442TAF4 300000.00000000 PA USD 214674.71000000 0.054677786091 Long DBT CORP US N 2 2044-10-01 Fixed 2.68200000 N N N N N N Ellington Financial Mortgage Trust 254900QTMZ2ZHRYMFA85 26844LAC2 78622.82000000 PA USD 78289.48000000 0.019940380684 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.44100000 N N N N N N Ellington Financial Mortgage Trust 254900QTMZ2ZHRYMFA85 26844LAD0 100000.00000000 PA USD 99223.46000000 0.025272278794 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.72600000 N N N N N N Elm CLO Ltd 254900IIXJ23M1M8Y987 26860XAL5 100000.00000000 PA USD 99878.20000000 0.025439041491 Long ABS-MBS CORP US N 2 2039-06-10 Variable 6.67400000 N N N N N N Eagle Broadband Investments LLC 254900W09ZHD1OM4I757 26943PAB5 649687.49000000 PA USD 442716.55000000 0.112760188753 Long LON CORP US N 2 2027-11-12 Floating 6.99400000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 365000.00000000 PA USD 364478.97000000 0.092833027032 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1083.15000000 0.000275878998 N/A DFE MX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 37389.00000000 USD 668784.52000000 MXN 2026-09-17 1083.15000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -25581.57000000 -0.00651564225 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2200000.00000000 BRL 402561.76000000 USD 2026-10-02 -25581.57000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1693.99000000 -0.00043146033 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 51053.00000000 USD 891931647.00000000 IDR 2026-09-16 -1693.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2897.64000000 -0.00073803076 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 301402.24000000 PEN 84863.79000000 USD 2027-05-07 -2897.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -3081.92000000 -0.00078496699 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 468357.26000000 PEN 133988.63000000 USD 2026-12-16 -3081.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -471.52000000 -0.00012009644 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 827687.46000000 USD 14379993.62000000 MXN 2026-09-17 -471.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1355.82000000 0.000345328222 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1358939.90000000 THB 42190.00000000 USD 2026-09-16 1355.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1253.49000000 0.000319264705 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1262473.64000000 THB 39189.00000000 USD 2026-09-16 1253.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 4.16000000 0.000001059554 N/A DFE PE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 391.90000000 USD 1348.21000000 PEN 2026-09-16 4.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1524.36000000 0.000388255468 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1522490.31000000 THB 47273.00000000 USD 2026-09-16 1524.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 187.18000000 0.000047674865 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 328876.00000000 TWD 10389.39000000 USD 2026-09-16 187.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 373.83000000 0.000095214740 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 514672.47000000 THB 15839.00000000 USD 2026-09-16 373.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 566.80000000 0.000144364322 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 764868.68000000 THB 23550.00000000 USD 2026-09-16 566.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -503.50000000 -0.00012824177 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 38505.00000000 USD 686698170.00000000 IDR 2026-09-16 -503.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 30.34000000 0.000007727617 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 48766.48000000 THB 1495.70000000 USD 2026-09-16 30.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -326.80000000 -0.00008323616 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 23594.00000000 USD 420445080.00000000 IDR 2026-09-16 -326.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -328.10000000 -0.00008356728 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 23594.00000000 USD 420421486.00000000 IDR 2026-09-16 -328.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 843.30000000 0.000214789049 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 108209.00000000 USD 556984.19000000 BRL 2026-09-02 843.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 659.69000000 0.000168023465 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 81265.00000000 USD 415288.53000000 BRL 2026-08-04 659.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 236.12000000 0.000060139915 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 49976.00000000 USD 254532.77000000 BRL 2026-08-04 236.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5700.56000000 0.001451936282 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 837593.94000000 USD 4274786.31000000 BRL 2026-08-04 5700.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -107.48000000 -0.00002737522 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 47613.00000000 USD 858438584.00000000 IDR 2026-09-16 -107.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -284.13000000 -0.00007236809 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 46134.00000000 USD 828520506.00000000 IDR 2026-09-16 -284.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 6594.49000000 0.001679620825 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 240974.20000000 ILS 85437.00000000 USD 2026-08-05 6594.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7750.99000000 0.001974182115 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 356397.59000000 ILS 124358.00000000 USD 2026-08-05 7750.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 287.08000000 0.000073119459 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 50789.00000000 USD 922959547.00000000 IDR 2026-09-16 287.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 315.12000000 0.000080261265 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 48376.00000000 USD 879862688.00000000 IDR 2026-09-16 315.12000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 206.07000000 0.000052486160 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 41976.05000000 USD 762243092.00000000 IDR 2026-09-16 206.07000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 8726.99000000 0.002222769940 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 464126.09000000 ILS 160580.87000000 USD 2026-08-05 8726.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -151.20000000 -0.00003851073 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9879.72000000 USD 323760.00000000 THB 2026-09-16 -151.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -120.54000000 -0.00003070161 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 177852085.00000000 IDR 9721.70000000 USD 2026-09-16 -120.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1287.64000000 0.000327962732 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 98321.42000000 ILS 33464.00000000 USD 2026-08-12 1287.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 385.59000000 0.000098210019 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 48555.71000000 USD 4686839.91000000 INR 2026-09-16 385.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -175.76000000 -0.00004476618 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 240000.00000000 MXN 13630.35000000 USD 2026-09-17 -175.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -35.70000000 -0.00000909281 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 964976.85000000 INR 10040.86000000 USD 2026-09-16 -35.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 659.83000000 0.000168059123 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 49133.17000000 ILS 16739.00000000 USD 2026-08-12 659.83000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -421.76000000 -0.00010742254 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 871000.00000000 MXN 49682.93000000 USD 2026-09-17 -421.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -11.71000000 -0.00000298254 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 17587.24000000 MXN 1000.00000000 USD 2026-09-17 -11.71000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -368.92000000 -0.00009396416 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 562688.42000000 MXN 32000.00000000 USD 2026-09-17 -368.92000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 151.56000000 0.000038602429 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 29293.00000000 USD 2819744.18000000 INR 2026-09-16 151.56000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 442.45000000 0.000112692298 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 49027.39000000 ILS 16487.00000000 USD 2026-08-12 442.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 170.38000000 0.000043395895 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 25083.00000000 USD 2418377.45000000 INR 2026-09-16 170.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 779.67000000 0.000198582448 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 71971.90000000 ILS 24332.97000000 USD 2026-08-12 779.67000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 282.25000000 0.000071889255 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1774454853.00000000 IDR 98479.61000000 USD 2026-09-16 282.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 54.04000000 0.000013764022 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13424.00000000 USD 1287495.84000000 INR 2026-08-18 54.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 780.30000000 0.000198742909 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 991012.00000000 THB 30558.78000000 USD 2026-09-16 780.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -62.35000000 -0.00001588058 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 13433.00000000 USD 1280433.56000000 INR 2026-09-16 -62.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -54.13000000 -0.00001378694 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 14231.55000000 USD 1357694.14000000 INR 2026-09-16 -54.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 38.22000000 0.000009734658 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 50388.00000000 THB 1552.31000000 USD 2026-09-16 38.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -137.58000000 -0.00003504171 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 25997.00000000 USD 2479567.86000000 INR 2026-09-30 -137.58000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -172.98000000 -0.00004405811 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 25705.00000000 USD 2448175.05000000 INR 2026-09-30 -172.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 11.78000000 0.000003000373 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 56000.00000000 MXN 3233.21000000 USD 2026-09-17 11.78000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -135.28000000 -0.00003445590 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 16899.44000000 USD 1605411.31000000 INR 2026-09-16 -135.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 152.55000000 0.000038854582 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2066232.74000000 INR 21728.73000000 USD 2026-09-16 152.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 60.38000000 0.000015378824 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 130530.55000000 THB 3982.63000000 USD 2026-09-16 60.38000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4786.34000000 0.001219083862 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 475000.00000000 ILS 160233.36000000 USD 2026-08-12 4786.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1071.27000000 0.000272853154 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 228225.27000000 USD 3986000.00000000 MXN 2026-09-17 1071.27000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 58.45000000 0.000014887252 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 929846.79000000 THB 27999.00000000 USD 2026-09-16 58.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 157.98000000 0.000040237607 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 651350.20000000 THB 19730.11000000 USD 2026-09-16 157.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 279.99000000 THB 8.41000000 USD 2026-09-16 0.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -195.35000000 -0.00004975577 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1337680.00000000 THB 40000.00000000 USD 2026-09-16 -195.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 125.80000000 0.000032041340 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1161724525.00000000 IDR 64415.00000000 USD 2026-09-16 125.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 41.93000000 0.000010679597 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 387247520.00000000 IDR 21472.00000000 USD 2026-09-16 41.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2.07000000 0.000000527230 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 524272035.00000000 IDR 29015.00000000 USD 2026-09-16 2.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8.99000000 -0.00000228975 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 29015.00000000 USD 527840880.00000000 IDR 2026-12-16 -8.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 193.92000000 0.000049391548 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 24000.00000000 ILS 8048.09000000 USD 2026-08-12 193.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -12.42000000 -0.00000316338 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 307202498.00000000 IDR 16988.00000000 USD 2026-09-16 -12.42000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -79.19000000 -0.00002016974 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 70000.00000000 MXN 3947.59000000 USD 2026-09-17 -79.19000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8.27000000 0.000002106374 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 16988.00000000 USD 309292022.00000000 IDR 2026-12-16 8.27000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -41023.34000000 -0.01044867096 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 2593651.23000000 EUR 2949845.13000000 USD 2026-08-04 -41023.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 19.18000000 0.000004885158 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 249865775.00000000 IDR 13846.62000000 USD 2026-09-16 19.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 51.24000000 0.000013050860 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 685058456.00000000 IDR 37962.00000000 USD 2026-09-16 51.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 35.55000000 0.000009054607 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 475256822.00000000 IDR 26336.00000000 USD 2026-09-16 35.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -46.66000000 -0.00001188433 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 26336.00000000 USD 478403974.00000000 IDR 2026-12-16 -46.66000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 263.79000000 0.000067187481 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 30000.00000000 ILS 10081.50000000 USD 2026-08-12 263.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -13300.46000000 -0.00338763567 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1385115.36000000 CAD 974762.00000000 USD 2026-08-04 -13300.46000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -197.35000000 -0.00005026517 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 176000.00000000 MXN 9927.13000000 USD 2026-09-17 -197.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -41.97000000 -0.00001068978 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 616733.95000000 THB 18490.00000000 USD 2026-09-16 -41.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -8.47000000 -0.00000215731 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 394765208.00000000 IDR 21837.62000000 USD 2026-09-16 -8.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 3722.63000000 0.000948156244 N/A DFE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 279224.05000000 USD 45018232.00000000 JPY 2026-08-04 3722.63000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -2868.27000000 -0.00073055020 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 535512.99000000 SGD 414702.00000000 USD 2026-08-04 -2868.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -970.06000000 -0.00024707490 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1266968.36000000 CNY 186660.85000000 USD 2026-08-04 -970.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2254.04000000 0.000574105431 N/A DFE NO N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 50243.00000000 USD 497540.69000000 NOK 2026-08-04 2254.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 0.52000000 0.000000132444 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 34280.38000000 THB 1030.60000000 USD 2026-09-16 0.52000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -2048.01000000 -0.00052162945 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 414401.93000000 SGD 321085.00000000 USD 2026-08-04 -2048.01000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1006.94000000 0.000256468262 N/A DFE SE N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 48951.00000000 USD 475709.49000000 SEK 2026-08-04 1006.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5717.31000000 -0.00145620251 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 406000.00000000 AUD 279964.61000000 USD 2026-08-04 -5717.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 531.44000000 0.000135358108 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 53666.60000000 USD 47000.00000000 EUR 2026-08-04 531.44000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 791.37000000 0.000201562445 N/A DFE NO N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 16138.00000000 USD 160448.11000000 NOK 2026-08-04 791.37000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -311.72000000 -0.00007939528 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 38632.54000000 CAD 27246.54000000 USD 2026-08-04 -311.72000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 877.85000000 0.000223588957 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 30000.00000000 USD 156524.45000000 BRL 2026-08-04 877.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 20.67000000 0.000005264662 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 719388000.00000000 IDR 40000.00000000 USD 2026-08-03 20.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -880.36000000 -0.00022422825 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 140000.00000000 USD 13274100.00000000 INR 2026-08-03 -880.36000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 48.39000000 0.000012324963 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 223938000.00000000 IDR 12441.00000000 USD 2026-09-16 48.39000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -52.40000000 -0.00001334631 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 12441.00000000 USD 225443361.00000000 IDR 2026-12-16 -52.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1336.66000000 -0.00034044815 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 238314.53000000 SGD 184490.88000000 USD 2026-08-04 -1336.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -21397.99000000 -0.00545008175 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 940000.00000000 NZD 532308.93000000 USD 2026-08-04 -21397.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7173.72000000 -0.00182715107 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 293000.00000000 GBP 387717.23000000 USD 2026-08-04 -7173.72000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 35.84000000 0.000009128470 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 331602.00000000 THB 10000.00000000 USD 2026-09-16 35.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 1945.09000000 0.000495415668 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 486991.22000000 CHF 604321.51000000 USD 2026-08-04 1945.09000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 0.00000000 0.000000 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 30.00000000 THB 0.90000000 USD 2026-09-16 0.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -205.42000000 -0.00005232060 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 272000.00000000 CNY 40076.26000000 USD 2026-08-04 -205.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2.36000000 -0.00000060109 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 207616038.00000000 IDR 11487.00000000 USD 2026-09-16 -2.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -0.98000000 -0.00000024960 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 11487.00000000 USD 209018436.00000000 IDR 2026-12-16 -0.98000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1703.33000000 -0.00043383924 N/A DFE IL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 64518.00000000 USD 191570.07000000 ILS 2026-10-08 -1703.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -281.34000000 -0.00007165747 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 350000.00000000 MXN 19852.58000000 USD 2026-09-17 -281.34000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -271.23000000 -0.00006908245 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 12000.00000000 GBP 15901.78000000 USD 2026-08-04 -271.23000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3274.25000000 0.000833953571 N/A DFE NZ N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 90384.69000000 USD 159000.00000000 NZD 2026-08-04 3274.25000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1418.56000000 -0.00036130814 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 295000.00000000 NOK 29707.79000000 USD 2026-08-04 -1418.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 178.95000000 0.000045578679 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 28897.82000000 USD 1382763.58000000 TRY 2026-08-04 178.95000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 286.28000000 0.000072915699 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 40429.00000000 USD 152099.96000000 PLN 2026-08-10 286.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -997.23000000 -0.00025399511 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 51260.00000000 USD 153289.70000000 ILS 2026-10-08 -997.23000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3890.08000000 0.000990805866 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 319167.02000000 USD 51400000.00000000 JPY 2026-08-04 3890.08000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -2223.39000000 -0.00056629885 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 198000.00000000 EUR 226100.28000000 USD 2026-08-04 -2223.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1210.81000000 -0.00030839408 N/A DFE IL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 59266.72000000 USD 177056.96000000 ILS 2026-10-08 -1210.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 46.94000000 0.000011955648 N/A DFE PL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 19625.00000000 USD 73488.40000000 PLN 2026-08-10 46.94000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 171.08000000 0.000043574185 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 26881.00000000 USD 101058.37000000 PLN 2026-08-10 171.08000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3007.45000000 0.000765999440 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 3357899.00000000 ZAR 205116.15000000 USD 2026-10-15 3007.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -274.86000000 -0.00007000701 N/A DFE CL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 44937.74000000 USD 41500000.00000000 CLP 2026-10-15 -274.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -25091.48000000 -0.00639081602 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 2434725.71000000 EUR 2790494.65000000 USD 2026-10-15 -25091.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -16912.01000000 -0.00430749977 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1704789.00000000 CAD 1203068.52000000 USD 2026-10-15 -16912.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -8800.08000000 -0.00224138601 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 670000.00000000 GBP 894189.30000000 USD 2026-10-15 -8800.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 1056.61000000 0.000269119243 N/A DFE BR N 2 Citibank NA E57ODZWZ7FF32TWEFA76 37763.14000000 USD 200000.00000000 BRL 2026-10-15 1056.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2260.19000000 0.000575671840 N/A DFE NZ N 2 Citibank NA E57ODZWZ7FF32TWEFA76 62670.19000000 USD 110000.00000000 NZD 2026-10-15 2260.19000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 3408.64000000 0.000868182790 N/A DFE MX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 279849.53000000 USD 4935377.00000000 MXN 2026-10-15 3408.64000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -27.42000000 -0.00000698389 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10000.00000000 USD 331882.10000000 THB 2026-09-16 -27.42000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -433.43000000 -0.00011039489 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 110000.00000000 USD 10459460.00000000 INR 2026-08-10 -433.43000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 80.94000000 0.000020615469 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 95954.00000000 USD 9196739.92000000 INR 2026-09-16 80.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 241.06000000 0.000061398136 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 41054.00000000 USD 154265.82000000 PLN 2026-08-10 241.06000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -19.55000000 -0.00000497939 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 57573.00000000 USD 5511578.44000000 INR 2026-09-16 -19.55000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -0.01000000 -0.00000000254 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 120.00000000 THB 3.60000000 USD 2026-09-16 -0.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -614.21000000 -0.00015643968 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 430702.70000000 PEN 125911.20000000 USD 2026-09-16 -614.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -383.97000000 -0.00009779740 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 476000.00000000 CNY 70108.96000000 USD 2026-08-04 -383.97000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -217.84000000 -0.00005548398 N/A DFE CH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 64538.45000000 USD 52000.00000000 CHF 2026-08-04 -217.84000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -1156.74000000 -0.00029462241 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 81000.00000000 GBP 108011.06000000 USD 2026-08-04 -1156.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 209.95000000 0.000053474399 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 18016.33000000 USD 68087.87000000 PLN 2026-08-10 209.95000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1.00000000 NC 54.01000000 0.000013756381 N/A DFE US N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 92933.67000000 MYR 22800.77000000 USD 2026-08-12 54.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 135.10000000 0.000034410056 N/A DFE IN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 88096.00000000 USD 8460167.22000000 INR 2026-09-30 135.10000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 434.23000000 0.000110598659 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 45887.00000000 USD 173042.22000000 PLN 2026-10-23 434.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 1151.07000000 0.000293178266 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 2300786.42000000 ZAR 140232.00000000 USD 2026-08-21 1151.07000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -61.33000000 -0.00001562079 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 9000.00000000 GBP 12068.43000000 USD 2026-08-04 -61.33000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -67.98000000 -0.00001731454 N/A DFE TW N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 10270.19000000 USD 328876.00000000 TWD 2026-09-16 -67.98000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -625.64000000 -0.00015935090 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 475709.49000000 SEK 49332.30000000 USD 2026-08-04 -625.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1177.97000000 -0.00030002971 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 362988.80000000 NOK 37122.09000000 USD 2026-08-04 -1177.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -592.75000000 -0.00015097380 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 15328051.00000000 KRW 10160.03000000 USD 2026-08-19 -592.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 154.30000000 0.000039300308 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 68642.13000000 USD 6596645.98000000 INR 2026-09-30 154.30000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1.00000000 NC 85.53000000 0.000021784545 N/A DFE TR N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 17760.43000000 USD 853337.16000000 TRY 2026-08-11 85.53000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -0.62000000 -0.00000015791 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 2960997.30000000 THB 88973.08000000 USD 2026-09-16 -0.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 341.13000000 0.000086886029 N/A DFE ID N 2 Citibank NA E57ODZWZ7FF32TWEFA76 39324.94000000 USD 721828975.00000000 IDR 2026-12-16 341.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 766.57000000 0.000195245869 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 128409.87000000 USD 12370518.92000000 INR 2026-09-16 766.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2185.14000000 0.000556556557 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4344497.79000000 ZAR 264807.00000000 USD 2026-08-21 2185.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 642.15000000 0.000163556016 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 154000.66000000 ILS 51052.00000000 USD 2026-08-20 642.15000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -458.13000000 -0.00011668600 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 49000.00000000 EUR 56046.21000000 USD 2026-08-04 -458.13000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1418.37000000 0.000361259747 N/A DFE PL N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 74158.00000000 USD 282330.63000000 PLN 2026-10-23 1418.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 666.35000000 0.000169719771 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 154036.71000000 ILS 51088.00000000 USD 2026-08-20 666.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 23.81000000 0.000006064422 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 707479.08000000 ZAR 42790.43000000 USD 2026-08-21 23.81000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 768.11000000 0.000195638108 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 75111.93000000 USD 7275867.32000000 INR 2026-09-30 768.11000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -25.87000000 -0.00000658910 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 136000.00000000 CNY 20114.97000000 USD 2026-08-04 -25.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1117.33000000 0.000284584666 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 153935.98000000 ILS 51506.00000000 USD 2026-08-20 1117.33000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 2362.52000000 0.000601735356 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 50970.00000000 USD 76025323.00000000 KRW 2026-08-19 2362.52000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -281.89000000 -0.00007179756 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 33000.00000000 GBP 44193.88000000 USD 2026-08-04 -281.89000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 642.51000000 0.000163647708 N/A DFE MX N 2 Bank of America NA B4TYDEB6GKMZO031MB27 89787.53000000 USD 1572000.00000000 MXN 2026-09-17 642.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 928.40000000 0.000236464074 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 142149.88000000 ILS 47459.07000000 USD 2026-08-20 928.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1387.52000000 0.000353402232 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 117061.91000000 USD 11343252.00000000 INR 2026-09-16 1387.52000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1.00000000 NC 117.17000000 0.000029843274 N/A DFE TR N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 53541.96000000 USD 2578714.65000000 TRY 2026-08-17 117.17000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8277.77000000 0.002108353319 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1003567.20000000 USD 5199331.13000000 BRL 2026-10-02 8277.77000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8087.30000000 -0.00205984048 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5128228.39000000 BRL 1003567.20000000 USD 2026-08-04 -8087.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 107.69000000 0.000027428711 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1161870485.00000000 IDR 63955.00000000 USD 2026-12-16 107.69000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 621.09000000 0.000158192020 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 49606.00000000 USD 4816097.72000000 INR 2026-09-30 621.09000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -584.88000000 -0.00014896931 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 4788963.24000000 INR 49606.00000000 USD 2026-08-03 -584.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 248.68000000 0.000063338955 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1250029871.00000000 IDR 68940.54000000 USD 2026-12-16 248.68000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2471.08000000 0.000629385658 N/A DFE PL N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 163670.87000000 USD 620656.47000000 PLN 2026-10-23 2471.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -485.00000000 -0.00012352981 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4718749.20000000 INR 48970.00000000 USD 2026-08-03 -485.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 503.94000000 0.000128353840 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 48970.00000000 USD 4737847.50000000 INR 2026-09-16 503.94000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -333.93000000 -0.00008505218 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1000000.00000000 MXN 57059.49000000 USD 2026-10-15 -333.93000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5.98000000 -0.00000152310 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 80000.00000000 BRL 15521.92000000 USD 2026-10-15 -5.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 493.13000000 0.000125600526 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 39135.37000000 USD 3804623.27000000 INR 2026-10-14 493.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -465.53000000 -0.00011857078 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3778519.97000000 INR 39135.37000000 USD 2026-08-03 -465.53000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -118.44000000 -0.00003016674 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 11000.00000000 GBP 14706.82000000 USD 2026-08-04 -118.44000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1964.97000000 0.000500479117 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 82884.66000000 USD 13500000.00000000 JPY 2026-08-04 1964.97000000 N N N Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 000000000 1.00000000 NC 94.85000000 0.000024158355 N/A DFE TR N 2 Barclays Capital Securities Ltd. K9WDOH4D2PYBSLSOB484 34040.39000000 USD 1652763.06000000 TRY 2026-08-26 94.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 31.96000000 0.000008140232 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 27344.19000000 USD 1326597.91000000 TRY 2026-08-27 31.96000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 48.36000000 0.000012317322 N/A DFE ID N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 39550.00000000 USD 712532800.00000000 IDR 2026-08-03 48.36000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -48.59000000 -0.00001237590 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 720601000.00000000 IDR 39550.00000000 USD 2026-12-16 -48.59000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 1555.42000000 0.000396166469 N/A DFE SG N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 287015.00000000 USD 370077.14000000 SGD 2026-08-04 1555.42000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -1572.46000000 -0.00040050656 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 369341.52000000 SGD 287015.00000000 USD 2026-09-02 -1572.46000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -596.80000000 -0.00015200534 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 10468806.73000000 INR 109067.68000000 USD 2026-08-10 -596.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 616.13000000 0.000156928705 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 109067.68000000 USD 10503817.46000000 INR 2026-09-16 616.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 195.59000000 0.000049816898 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 40000.00000000 USD 1337688.00000000 THB 2026-09-16 195.59000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 45239.91000000 0.011522634043 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3176258.53000000 USD 2793651.23000000 EUR 2026-08-04 45239.91000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -45030.86000000 -0.01146938887 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2793651.23000000 EUR 3180172.43000000 USD 2026-09-02 -45030.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 58.35000000 0.000014861782 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 68579.00000000 USD 209783.16000000 ILS 2026-08-05 58.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -39.13000000 -0.00000996643 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 209501.30000000 ILS 68579.00000000 USD 2026-09-08 -39.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1461.62000000 0.000372275549 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 152610.00000000 USD 2697809.06000000 MXN 2026-12-16 1461.62000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1482.74000000 -0.00037765482 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2678687.03000000 MXN 152610.00000000 USD 2026-09-17 -1482.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -370.98000000 -0.00009448884 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1286000.00000000 CNY 190078.41000000 USD 2026-08-04 -370.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 233.70000000 0.000059523539 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 135187.00000000 USD 914421.50000000 CNY 2026-08-04 233.70000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -232.58000000 -0.00005923827 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 912589.71000000 CNY 135187.00000000 USD 2026-09-02 -232.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -2.31000000 -0.00000058835 N/A DFE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 71062.00000000 USD 217186.79000000 ILS 2026-08-05 -2.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 16.82000000 0.000004284064 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 216911.43000000 ILS 71062.00000000 USD 2026-09-08 16.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -0.18000000 -0.00000004584 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1147.20000000 THB 34.29000000 USD 2026-09-16 -0.18000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -898.31000000 -0.00022880013 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 50000.00000000 GBP 66489.22000000 USD 2026-08-04 -898.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -145.28000000 -0.00003700290 N/A DFE TR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 370436.88000000 USD 18017864.62000000 TRY 2026-09-01 -145.28000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 530.37000000 0.000135085578 N/A DFE CH N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 39176.44000000 USD 32000.00000000 CHF 2026-09-02 530.37000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -9031.27000000 -0.00230027025 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 52025787.00000000 JPY 317959.00000000 USD 2026-08-04 -9031.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8995.33000000 0.002291116310 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 317959.00000000 USD 51903690.00000000 JPY 2026-09-02 8995.33000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 157.56000000 0.000040130632 N/A DFE PL N 2 Bank of America NA B4TYDEB6GKMZO031MB27 9746.88000000 USD 37000.00000000 PLN 2026-10-23 157.56000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 185.77000000 0.000047315737 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 39793.56000000 USD 719388000.00000000 IDR 2026-08-03 185.77000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 166.56000000 0.000042422938 N/A DFE IN N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 50024.32000000 USD 4788963.24000000 INR 2026-08-03 166.56000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -42.94000000 -0.00001093684 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 1290441.03000000 INR 13465.94000000 USD 2026-08-18 -42.94000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 49.00000000 0.000012480331 N/A DFE IN N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 13465.94000000 USD 1294251.89000000 INR 2026-09-16 49.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1654.50000000 0.000421402209 N/A DFE IL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 205555.06000000 USD 633315.14000000 ILS 2026-08-05 1654.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1592.39000000 -0.00040558275 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 632451.81000000 ILS 205555.06000000 USD 2026-09-08 -1592.39000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 3320.65000000 0.000845771681 N/A DFE XX N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 578535.25000000 USD 504000.00000000 EUR 2026-09-02 3320.65000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -5124.85000000 -0.00130530257 N/A DFE US N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 34294740.00000000 JPY 210423.00000000 USD 2026-08-04 -5124.85000000 N N N HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC 5118.50000000 0.001303685227 N/A DFE JP N 2 HSBC Bank PLC MP6I5ZYZBEU3UXPYFY54 210423.00000000 USD 34217010.00000000 JPY 2026-09-02 5118.50000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -184.00000000 -0.00004686491 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 712532800.00000000 IDR 39414.36000000 USD 2026-08-03 -184.00000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -461.69000000 -0.00011759273 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 13274100.00000000 INR 138657.95000000 USD 2026-08-03 -461.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 295.54000000 0.000075274227 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 88760.36000000 USD 8497269.17000000 INR 2026-08-03 295.54000000 N N N EdgeConneX Data Centers Issuer, LLC N/A 28000XAB4 1047762.50000000 PA USD 1034382.47000000 0.263457877417 Long ABS-O CORP US N 2 2054-07-27 Fixed 6.00000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BA4 200000.00000000 PA USD 201413.70000000 0.051300198353 Long DBT CORP US N 2 2029-06-15 Fixed 5.45000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 28368EAE6 200000.00000000 PA USD 224521.06000000 0.057185657741 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 283875CB6 25000.00000000 PA USD 28000.00000000 0.007131617928 Long DBT NUSS SV N 2 2052-07-15 Fixed 9.50000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 285039AP8 130000.00000000 PA USD 125248.86000000 0.031900964838 Long DBT CORP FR N 2 2036-04-22 Fixed 5.25000000 N N N N N N ELK GROVE VILLAGE PROPER 254900LQ6GXC66JXL664 28734DAA3 1190000.00000000 PA USD 1146270.76000000 0.291955896521 Long DBT CORP US N 2 2031-06-15 Fixed 7.50000000 N N N N N N ELLINGTON FINANCIAL 60GS1D1R1YY5G1W7IT74 28852N406 121000.00000000 NS USD 3097600.00000000 0.788960703373 Long EP US N 1 N N N ELLUCIAN HOLDINGS INC 549300RP8NIJ7FY7OS79 289178AA3 20000.00000000 PA USD 19232.07000000 0.004898420543 Long DBT CORP US N 2 2029-12-01 Fixed 6.50000000 N N N N N N EMRLD BOR / EMRLD CO-ISS 98450099EE3A0ZD5F786 29103CAA6 245000.00000000 PA USD 249017.27000000 0.063424858113 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N EMERA US FINANCE LLC N/A 29103HAC1 100000.00000000 PA USD 98894.41000000 0.025188469548 Long DBT CORP US N 2 2029-04-01 Fixed 4.50000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAT7 290000.00000000 PA USD 288138.20000000 0.073388984033 Long DBT NUSS AE N 2 2034-04-30 Fixed 5.00000000 N N N N N N ABU DHABI GOVT INT'L 213800FER4348CINTA77 29135LAU4 30000.00000000 PA USD 27929.70000000 0.007113712473 Long DBT NUSS AE N 2 2054-04-30 Fixed 5.50000000 N N N N N N EMORY UNIVERSITY 95MD72NUUVZ3P8PQ6919 29157TAD8 200000.00000000 PA USD 180231.11000000 0.045904979117 Long DBT CORP US N 2 2030-09-01 Fixed 2.14300000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 23000.00000000 PA USD 22959.96000000 0.005847916513 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBS3 100000.00000000 PA USD 105210.10000000 0.026797079835 Long DBT CORP CA N 2 2084-01-15 Fixed 8.25000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCB9 200000.00000000 PA USD 202633.16000000 0.051610795596 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCF0 62000.00000000 PA USD 65284.09000000 0.016627899523 Long DBT CORP CA N 2 2054-06-27 Fixed 7.20000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCJ2 200000.00000000 PA USD 199572.68000000 0.050831289381 Long DBT CORP CA N 2 2030-06-20 Fixed 4.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 200000.00000000 PA USD 205579.30000000 0.052361179341 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAZ3 200000.00000000 PA USD 202320.83000000 0.051531244945 Long DBT CORP US N 2 2029-07-01 Fixed 5.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBK3 200000.00000000 PA USD 198455.00000000 0.050546615569 Long DBT CORP NL N 2 2029-07-13 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 200000.00000000 PA USD 201775.33000000 0.051392305746 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAD1 755000.00000000 PA USD 786536.35000000 0.200331311959 Long DBT CORP BM N 2 2045-04-01 Fixed 7.50000000 N N N N N N ENSTAR GROUP LTD 213800AMAL5QFXVUCN04 29359UAF6 715000.00000000 PA USD 698219.19000000 0.177836874758 Long DBT CORP BM N 2 2037-07-15 Fixed 6.69300000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AX3 200000.00000000 PA USD 199274.39000000 0.050755314727 Long DBT CORP US N 2 2029-09-15 Fixed 4.80000000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAB5 20000.00000000 PA USD 20454.56000000 0.005209789528 Long DBT CORP US N 2 2032-05-15 Fixed 8.62500000 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAC3 88000.00000000 PA USD 88666.34000000 0.022583373570 Long DBT CORP US N 2 2033-03-15 Fixed 8.00000000 N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAD1 30000.00000000 PA USD 28653.81000000 0.007298143753 Long DBT CORP US N 2 2034-07-01 Fixed 7.12500000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452EAD3 110000.00000000 PA USD 111700.60000000 0.028450214341 Long DBT CORP US N 2 2055-03-28 Fixed 6.70000000 N N N N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605JAB2 5000.00000000 PA USD 4939.55000000 0.001258106547 Long DBT CORP US N 2 2031-04-01 Fixed 5.62500000 N N N N N N ESENTIA ENERGY DEV SAB 254900Q2VJTZZLC8UL64 29642EAB8 15000.00000000 PA USD 14366.74000000 0.003659217876 Long DBT CORP MX N 2 2038-07-30 Fixed 6.50000000 N N N N N N EVERGY MISSOURI WEST INC EZIFUDC0VSUS6T6LCG85 30037FAC4 100000.00000000 PA USD 99593.78000000 0.025366599535 Long DBT CORP US N 2 2029-05-21 Fixed 4.70000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAW8 100000.00000000 PA USD 102564.55000000 0.026123256556 Long DBT CORP US N 2 2029-02-01 Fixed 5.95000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBC1 45000.00000000 PA USD 44747.76000000 0.011397283123 Long DBT CORP US N 2 2056-08-15 Fixed 6.10000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBD9 85000.00000000 PA USD 84590.64000000 0.021545290170 Long DBT CORP US N 2 2056-08-15 Fixed 6.35000000 N N N N N N EXCELERATE ENERGY LP LGL4IE90TNTFYJ55BK06 30069UAA6 10000.00000000 PA USD 10476.83000000 0.002668455309 Long DBT CORP US N 2 2030-05-15 Fixed 8.00000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBB6 200000.00000000 PA USD 197986.19000000 0.050427209362 Long DBT CORP US N 2 2027-03-15 Fixed 2.75000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBM2 200000.00000000 PA USD 201662.43000000 0.051363550044 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167MAF4 54000.00000000 PA USD 54462.35000000 0.013871595416 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.49000000 N N N N N N Exeter Select Automobile Receivables Trust N/A 30185EAE3 61000.00000000 PA USD 60771.37000000 0.015478506850 Long ABS-O CORP US N 2 2031-12-15 Fixed 4.91000000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAC8 2715000.00000000 PA USD 2780474.59000000 0.708188658393 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N EXPEDIA GROUP INC 2549009GW3Z3DQCB8H87 30212PAP0 100000.00000000 PA USD 98659.97000000 0.025128757530 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N First Franklin Mtg Loan Asset Backed Certificates N/A 30247DAE1 862141.41000000 PA USD 547839.91000000 0.139535175855 Long ABS-O CORP US N 2 2036-10-25 Floating 4.31900000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AU9 5000.00000000 PA USD 4594.87000000 0.001170316331 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AY1 5000.00000000 PA USD 3892.03000000 0.000991302533 Long DBT CORP US N 2 2053-05-18 Fixed 6.37500000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AZ8 5000.00000000 PA USD 3760.80000000 0.000957878168 Long DBT CORP US N 2 2055-11-01 Fixed 8.45000000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491BA2 5000.00000000 PA USD 5170.15000000 0.001316840515 Long DBT CORP US N 2 2031-06-01 Fixed 8.00000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 35000.00000000 PA USD 32900.01000000 0.008379653612 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAC6 1205000.00000000 PA USD 1159935.77000000 0.295436383318 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 90000.00000000 PA USD 86289.14000000 0.021977899208 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 260000.00000000 PA USD 238607.17000000 0.060773398977 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N FS LUXEMBOURG SARL 222100EKR3JUJPGGOY81 30315XAD6 20000.00000000 PA USD 18970.00000000 0.004831671146 Long DBT CORP LU N 2 2033-06-25 Fixed 8.62500000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2G6 100000.00000000 PA USD 100960.58000000 0.025714724370 Long DBT CORP US N 2 2027-06-10 Fixed 5.87500000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AG9 25000.00000000 PA USD 24196.42000000 0.006162843666 Long DBT CORP US N 2 2033-05-15 Fixed 6.00000000 N N N N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 303250AJ3 25000.00000000 PA USD 24151.30000000 0.006151351573 Long DBT CORP US N 2 2034-09-15 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 000000000 206.44000000 PA USD 206.44000000 0.000052580400 Long ABS-MBS USGSE US N 3 2026-11-01 Variable 5.00000000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 31209DAC9 82000.00000000 PA USD 81594.51000000 0.020782173941 Long DBT CORP FR N 2 2033-09-15 Fixed 6.75000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPYV4 84770.17000000 PA USD 77635.20000000 0.019773735149 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQFK7 235281.10000000 PA USD 234244.49000000 0.059662221588 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQM78 161108.44000000 PA USD 163960.17000000 0.041760760281 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQXV3 93511.20000000 PA USD 93027.62000000 0.023694194379 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS4G4 50416.90000000 PA USD 46195.11000000 0.011765924095 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSTP7 101048.57000000 PA USD 100516.55000000 0.025601629645 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTG79 109480.34000000 PA USD 109031.97000000 0.027770512571 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUXF9 27832.51000000 PA USD 27667.13000000 0.007046835726 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE74 179579.08000000 PA USD 174969.07000000 0.044564734160 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEK5 452128.42000000 PA USD 428254.83000000 0.109076779409 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFB4 212645.55000000 PA USD 174447.01000000 0.044431765144 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 59466.64000000 PA USD 57940.06000000 0.014757370380 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFR9 353405.32000000 PA USD 344332.99000000 0.087701833027 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGG2 179067.30000000 PA USD 174298.87000000 0.044394033791 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGZ0 150576.95000000 PA USD 149892.01000000 0.038177590921 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWH30 113367.93000000 PA USD 115065.63000000 0.029307289636 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 112166.41000000 PA USD 111607.62000000 0.028426532275 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHU0 283248.96000000 PA USD 287513.44000000 0.073229857261 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJ46 330525.10000000 PA USD 328789.91000000 0.083743000599 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJL8 142982.27000000 PA USD 142253.66000000 0.036232098286 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E03E0 111025.50000000 PA USD 110624.68000000 0.028176176828 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385A55 400000.00000000 PA USD 399922.00000000 0.101860389467 Long DBT USGSE US N 2 2026-08-03 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31339NC79 1338.96000000 PA USD 1339.53000000 0.000341179148 Long ABS-MBS USGSE US N 2 2032-01-15 Floating 4.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBGJ2 408876.63000000 PA USD 362987.13000000 0.092453054429 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BMYP4 187082.14000000 PA USD 177058.50000000 0.045096913319 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KN6U2 429602.55000000 PA USD 393470.01000000 0.100217063483 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPQL5 67495.83000000 PA USD 59927.09000000 0.015263468193 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUH9 196741.58000000 PA USD 186350.80000000 0.047463668079 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQEU6 194096.30000000 PA USD 189113.96000000 0.048167446700 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KRB29 156182.43000000 PA USD 151959.99000000 0.038704306752 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W7HH1 194377.15000000 PA USD 188295.10000000 0.047958882534 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.00000000 N N N N N N FannieMae Whole Loan 5493006KCWOV61WOTM60 31359VA94 16088.28000000 PA USD 16194.70000000 0.004124800459 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSCJ2 153090.86000000 PA USD 153893.29000000 0.039196719499 Long ABS-MBS USGSE US N 2 2054-03-25 Floating 4.76600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BSPM1 164869.02000000 PA USD 165818.83000000 0.042234162173 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.78600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU3V0 156630.12000000 PA USD 158836.79000000 0.040455832115 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.41600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUTY6 154241.85000000 PA USD 155437.66000000 0.039590071527 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.21600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BV2T4 161749.39000000 PA USD 163519.61000000 0.041648549367 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 5.31600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5Z78 150000.00000000 PA USD 149036.94000000 0.037959804045 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 5.21600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G6KW7 147102.01000000 PA USD 147493.77000000 0.037566757658 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 5.31600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374GEW3 736.65000000 PA USD 735.38000000 0.000187301756 Long ABS-MBS USGSE US N 2 2027-04-01 Floating 5.73100000 N N N N N N Freddie Mac Multiclass Certificates S6XOOCT0IEG5ABCC6L87 3137FRV57 3433782.77000000 PA USD 128969.45000000 0.032848601493 Long ABS-MBS USGSE US N 2 2029-02-27 Variable 2.12600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137GCBB8 97969.45000000 PA USD 97632.64000000 0.024867095921 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 5.11600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HH7J4 155456.30000000 PA USD 156287.91000000 0.039806630747 Long ABS-MBS USGSE US N 2 2054-08-25 Floating 4.76600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHAP6 202650.56000000 PA USD 203732.05000000 0.051890683583 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.76600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHAY7 191411.45000000 PA USD 192098.60000000 0.048927636419 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.81600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHDE8 110792.66000000 PA USD 110774.07000000 0.028214226556 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.71600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKD92 154784.15000000 PA USD 156518.82000000 0.039865443672 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 5.31600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKEA8 151808.65000000 PA USD 153972.89000000 0.039216993670 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 5.41600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384VYL0 2948.43000000 PA USD 2962.28000000 0.000754494612 Long ABS-MBS USGSE US N 2 2030-05-01 Floating 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31393DLT6 398059.15000000 PA USD 405512.65000000 0.103284331602 Long ABS-MBS USGSE US N 2 2033-07-25 Fixed 6.00000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31393LFK4 273321.98000000 PA USD 281008.23000000 0.071572976108 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N FannieMae Whole Loan 5493001NEANKKEPIN618 31394ALL8 83656.43000000 PA USD 84409.59000000 0.021499176619 Long ABS-MBS USGSE US N 2 2044-06-25 Fixed 6.50000000 N N N N N N FHLMC Structured Pass Through Securities S6XOOCT0IEG5ABCC6L87 31394JY35 103354.43000000 PA USD 103983.73000000 0.026484722611 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394TUG8 133288.60000000 PA USD 131375.28000000 0.033461367934 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31394TYD1 96272.69000000 PA USD 97702.34000000 0.024884848556 Long ABS-MBS USGSE US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395LRL7 332383.67000000 PA USD 331854.48000000 0.084523548540 Long ABS-MBS USGSE US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395TUG7 322503.35000000 PA USD 330760.85000000 0.084245000279 Long ABS-MBS USGSE US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396RDY0 410964.09000000 PA USD 422922.90000000 0.107718733424 Long ABS-MBS USGSE US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408B5A2 2143.34000000 PA USD 2179.12000000 0.000555023259 Long ABS-MBS USGSE US N 2 2036-01-01 Floating 5.66300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DC85 2471.42000000 PA USD 2533.44000000 0.000645268790 Long ABS-MBS USGSE US N 2 2035-11-01 Floating 6.15500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DXN9 10764.86000000 PA USD 10973.09000000 0.002794853049 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 5.97800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GAR8 7549.43000000 PA USD 7752.74000000 0.001974627842 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 6.16200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409BB48 11084.35000000 PA USD 11354.47000000 0.002891990779 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 6.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409BFF9 12862.29000000 PA USD 13164.13000000 0.003352912339 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 5.99800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N1WN9 224660.18000000 PA USD 218600.45000000 0.055677674583 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N3AD1 184466.38000000 PA USD 174441.60000000 0.044430387213 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N9TX4 176470.29000000 PA USD 176004.03000000 0.044828339135 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NCT25 167148.17000000 PA USD 162148.37000000 0.041299293661 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NE3Q6 80316.66000000 PA USD 78147.65000000 0.019904256492 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NK4F5 101370.23000000 PA USD 100915.95000000 0.025703357080 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NLVQ9 399211.01000000 PA USD 388430.01000000 0.098933372256 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNB50 404137.57000000 PA USD 346962.43000000 0.088371553078 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QR5B5 158615.64000000 PA USD 150298.79000000 0.038281198048 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRHN6 180039.66000000 PA USD 175427.23000000 0.044681427805 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRR47 46182.23000000 PA USD 45996.62000000 0.011715368565 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRVZ3 184772.13000000 PA USD 179786.53000000 0.045791744307 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSKM2 155618.89000000 PA USD 151416.28000000 0.038565823466 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSMW8 76191.91000000 PA USD 74178.87000000 0.018893405685 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSPN5 81229.59000000 PA USD 79033.58000000 0.020129903430 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QUUT1 124708.53000000 PA USD 123851.73000000 0.031545114932 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W2KH3 128351.99000000 PA USD 130401.11000000 0.033213246212 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4SK4 23848.91000000 PA USD 19570.36000000 0.004984583222 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W5AG9 127255.48000000 PA USD 116647.39000000 0.029710164921 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHJC2 225452.84000000 PA USD 206658.96000000 0.052636169434 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ6F5 416171.51000000 PA USD 356074.50000000 0.090692403142 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJNP4 69991.19000000 PA USD 64762.43000000 0.016495032387 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XL4P0 40896.61000000 PA USD 34930.90000000 0.008896922596 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLPT9 118727.87000000 PA USD 120570.34000000 0.030709342798 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNWB6 89009.35000000 PA USD 90302.67000000 0.023000147869 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQKG1 123223.46000000 PA USD 122461.57000000 0.031191040290 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FSB2 918007.44000000 PA USD 927136.51000000 0.236142262736 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 5.18700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHH6 137487.47000000 PA USD 122056.82000000 0.031087950206 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELX6 420476.81000000 PA USD 409682.68000000 0.104346440913 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EMT4 143800.46000000 PA USD 143459.30000000 0.036539175566 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPC8 181262.44000000 PA USD 176609.22000000 0.044982481415 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPD6 159097.22000000 PA USD 158676.86000000 0.040415097841 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES68 133100.19000000 PA USD 135114.80000000 0.034413826073 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ET75 284083.97000000 PA USD 288361.02000000 0.073445736429 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EVA5 27782.28000000 PA USD 28198.32000000 0.007182130159 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEZ6 190243.58000000 PA USD 179198.44000000 0.045641957407 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FPG6 101796.16000000 PA USD 100789.56000000 0.025671165466 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FT56 121364.77000000 PA USD 117194.85000000 0.029849603334 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427R2Y5 98746.47000000 PA USD 92875.14000000 0.023655357625 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GUPY3 155207.01000000 PA USD 157175.59000000 0.040032723411 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GWBF5 335718.72000000 PA USD 339436.66000000 0.086454734641 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6AP8 85881.19000000 PA USD 85031.97000000 0.021657697204 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.50000000 N N N N N N PELAGOS INSURANCE CAPITA 549300CDMGCAGJQ7DX03 31575FAC0 815000.00000000 PA USD 849567.41000000 0.216385363299 Long DBT CORP BM N 2 2055-06-15 Fixed 7.75000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MCD6 100000.00000000 PA USD 99100.28000000 0.025240904769 Long DBT CORP US N 2 2029-03-10 Fixed 4.55000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MCE4 85000.00000000 PA USD 83499.22000000 0.021267304798 Long DBT CORP US N 2 2031-03-10 Fixed 4.80000000 N N N N N N FIDELITY NATL FINANCIAL 549300CAZYIH39SYQ287 31620RAJ4 67000.00000000 PA USD 62489.23000000 0.015916046892 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CM0 115000.00000000 PA USD 115246.56000000 0.029353372623 Long DBT CORP US N 2 2026-08-30 Variable 7.02700000 N N N N N N First Horizon Mortgage Pass-Through Trust 549300YB0SYOI7JLTH61 32051GQL2 6521.60000000 PA USD 4195.21000000 0.001068522673 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.64100000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AX3 10000.00000000 PA USD 10165.63000000 0.002589192469 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738AR9 100000.00000000 PA USD 98513.82000000 0.025091533031 Long DBT CORP US N 2 2028-10-01 Fixed 4.20000000 N N N N N N FLASH COMPUTE LLC N/A 33853QAA9 18000.00000000 PA USD 18176.80000000 0.004629642598 Long DBT CORP US N 2 2030-12-31 Fixed 7.25000000 N N N N N N Flexential Issuer, LLC N/A 33938MAK5 1180000.00000000 PA USD 1167841.87000000 0.297450072050 Long ABS-O CORP US N 2 2060-10-25 Fixed 6.03000000 N N N N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAG0 50000.00000000 PA USD 48878.29000000 0.012449331759 Long DBT CORP US N 2 2036-05-15 Fixed 5.70000000 N N N N N N FOCUS FINANCIAL PARTNERS 5493007L0E0VKRC2CP39 34417VAA5 25000.00000000 PA USD 24843.75000000 0.006327719032 Long DBT CORP US N 2 2031-09-15 Fixed 6.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 200000.00000000 PA USD 201019.11000000 0.051199696028 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J20 200000.00000000 PA USD 197654.73000000 0.050342786288 Long DBT CORP US N 2 2029-04-06 Fixed 4.97000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35040VAD1 72152.10000000 PA USD 72734.32000000 0.018525477875 Long ABS-O CORP US N 2 2050-03-15 Fixed 6.59000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAH8 100000.00000000 PA USD 99532.21000000 0.025350917616 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N FRANKLIN BSP CAPITAL CO 549300KJEVMKATLINB36 35250VAC8 535000.00000000 PA USD 518264.51000000 0.132002302538 Long DBT CORP US N 2 2030-10-02 Fixed 6.00000000 N N N N N N Multifamily Structured Credit Risk 529900LI975WW9HNVJ97 35562HAB4 131000.00000000 PA USD 131442.30000000 0.033478437971 Long ABS-MBS CORP US N 2 2046-06-25 Floating 6.31600000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 200000.00000000 PA USD 201057.42000000 0.051209453609 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 7.01600000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 127509.78000000 PA USD 127865.61000000 0.032567452738 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 5.41600000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 417000.00000000 PA USD 419606.25000000 0.106873980546 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.11600000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRN1 439000.00000000 PA USD 445595.45000000 0.113493446426 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 7.36600000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KTJ8 221000.00000000 PA USD 226741.58000000 0.057751225607 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.86600000 N N N N N N Freddie Mac - STACR 5493000IRODEKU3J3Q16 35564KUE7 200000.00000000 PA USD 207126.00000000 0.052755124821 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 10.61600000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 99000.00000000 PA USD 100299.87000000 0.025546441110 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.51600000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KVE6 111000.00000000 PA USD 113678.74000000 0.028954047865 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.96600000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KXW4 81000.00000000 PA USD 84211.56000000 0.021448738252 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 9.86600000 N N N N N N Freddie Mac - STACR 5493000IS349P4O9HR58 35564KYP8 192000.00000000 PA USD 198065.64000000 0.050447445328 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.11600000 N N N N N N Freddie Mac - STACR 529900PGKDI4ZEXFQ523 35564NCA9 210000.00000000 PA USD 211704.84000000 0.053921358301 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 5.61600000 N N N N N N Freddie Mac - STACR 5299002728NGTS7IC376 35564UFB8 54000.00000000 PA USD 53994.79000000 0.013752507585 Long ABS-MBS USGSE US N 2 2046-05-25 Floating 5.11600000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 359694AB2 10000.00000000 PA USD 9914.49000000 0.002525226951 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VBK5 31406.08000000 PA USD 31052.97000000 0.007909211342 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 371775.89000000 PA USD 361388.06000000 0.092045770276 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N6HR1 453206.18000000 PA USD 396433.84000000 0.100971952882 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 3.50000000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 51787.04000000 PA USD 49670.65000000 0.012651146358 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.82200000 N N N N N N GSAMP Trust N/A 362439AA9 178676.43000000 PA USD 176432.92000000 0.044937577692 Long ABS-O CORP US N 2 2036-06-25 Floating 4.11900000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36252TAY1 70000.00000000 PA USD 66465.34000000 0.016928764655 Long ABS-MBS CORP US N 2 2049-05-10 Variable 4.56900000 N N N N N N GS Mortgage Securities Trust 549300WF5YRKNHB1FX69 36257UAS6 79000.00000000 PA USD 64995.65000000 0.016554433671 Long ABS-MBS CORP US N 2 2052-09-10 Variable 3.70800000 N N N N N N GLS Auto Select Receivables Trust N/A 36271BAG6 33000.00000000 PA USD 32808.40000000 0.008356320487 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.75000000 N N N N N N GLS Auto Select Receivables Trust N/A 36271BAJ0 34000.00000000 PA USD 33856.02000000 0.008623149971 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.28000000 N N N N N N GLS Auto Select Receivables Trust N/A 36271FAD4 38000.00000000 PA USD 38124.96000000 0.009710451723 Long ABS-O CORP US N 2 2031-03-15 Fixed 5.26000000 N N N N N N GABX LEASING 25490085PXP0WGRIRI44 36274FAB5 45000.00000000 PA USD 43500.58000000 0.011079625579 Long DBT CORP US N 2 2036-04-15 Fixed 5.30000000 N N N N N N GAIA PURCHASER INC N/A 36276MAA0 25000.00000000 PA USD 25076.86000000 0.006387092298 Long DBT CORP US N 2 2033-07-15 Fixed 7.62500000 N N N N N N GALAXY PIPELINE ASSETS 549300L82YB0C6JQIC26 36321PAE0 16978.20000000 PA USD 13767.45000000 0.003506578330 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N GALAXY HELIOS DATA CNTR N/A 36322DAA4 70000.00000000 PA USD 70190.41000000 0.017877542369 Long DBT CORP US N 2 2031-08-01 Fixed 9.87500000 N N N N N N GARDA WORLD SECURITY 549300ZF1NDXLMCHNO20 36485MAQ2 15000.00000000 PA USD 15165.08000000 0.003862555586 Long DBT CORP CA N 2 2031-01-15 Fixed 6.50000000 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AJ6 200000.00000000 PA USD 193388.49000000 0.049256172228 Long DBT CORP US N 2 2031-03-20 Fixed 4.95000000 N N N N N N GATES CORPORATION/DE 984500F43C791F4C7894 367398AA2 25000.00000000 PA USD 25503.10000000 0.006495655899 Long DBT CORP US N 2 2029-07-01 Fixed 6.87500000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAR3 50000.00000000 PA USD 52015.87000000 0.013248475394 Long DBT CORP US N 2 2033-05-15 Fixed 8.00000000 N N N N N N GENESIS ENERGY LP/FIN N/A 37185LAS1 42000.00000000 PA USD 41889.97000000 0.010669402180 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N GEON Performance Solutions LLC N/A 37254YAB6 1261629.08000000 PA USD 1196024.37000000 0.304628172845 Long LON CORP US N 2 2028-08-18 Floating 8.24400000 N N N N N N GEOPARK LTD 529900ZR5QI19AH4KZ07 37255BAC3 10000.00000000 PA USD 10132.90000000 0.002580856118 Long DBT CORP BM N 2 2030-01-31 Fixed 8.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 200000.00000000 PA USD 197363.42000000 0.050268589444 Long DBT CORP US N 2 2028-11-15 Fixed 4.50000000 N N N N N N GLOBAL ATLANTIC 98450051B2E65CAA7E94 37959GAC1 420000.00000000 PA USD 414610.16000000 0.105601473224 Long DBT CORP US N 2 2051-10-15 Fixed 4.70000000 N N N N N N GLOBAL ATLANTIC FIN CO 98450051B2E65CAA7E94 37959GAG2 510000.00000000 PA USD 510457.47000000 0.130013844451 Long DBT CORP US N 2 2054-10-15 Fixed 7.95000000 N N N N N N GLOBAL MEDICAL RESPONSE 549300ZFWD4ZFCEJCQ87 37960BAD7 93000.00000000 PA USD 94638.78000000 0.024104557862 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 37960XAA5 40000.00000000 PA USD 39887.21000000 0.010159297926 Long DBT CORP US N 2 2029-06-01 Fixed 5.62500000 N N N N N N GLOVES BUYER INC 549300UVUPSOKLP9XA81 37987UAK8 671625.00000000 PA USD 672115.29000000 0.171188194714 Long LON CORP US N 2 2032-05-21 Floating 7.48300000 N N N N N N GLOBAL INFRASTRUCTURE SO 2549003BGLQITAJ6ZT28 379968AA8 40000.00000000 PA USD 40273.23000000 0.010257617467 Long DBT CORP US N 2 2034-07-15 Fixed 6.37500000 N N N N N N GOAT HOLDCO LLC N/A 38021MAA4 102000.00000000 PA USD 103635.47000000 0.026396020566 Long DBT CORP US N 2 2032-02-01 Fixed 6.75000000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 38046YAE1 89000.00000000 PA USD 90405.31000000 0.023026290342 Long DBT CORP BM N 2 2030-10-02 Fixed 7.50000000 N N N N N N GOLDMAN FUTURES CASH N/A 000000000 393000.00000000 NS USD 393000.00000000 0.100097351635 Long STIV CORP US N 1 N N N Golden State Tobacco Securitization Corp N/A 38122ND58 200000.00000000 PA USD 151675.88000000 0.038631943753 Long DBT MUN US N 2 2041-06-01 Fixed 3.71400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA79 130000.00000000 PA USD 134467.19000000 0.034248879391 Long DBT CORP US N 2 2029-05-10 Fixed 7.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB52 70000.00000000 PA USD 69026.23000000 0.017581024978 Long DBT CORP US N 2 2034-11-10 Fixed 6.12500000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD35 57000.00000000 PA USD 55173.82000000 0.014052807281 Long DBT CORP US N 2 2031-10-21 Fixed 4.36900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD43 105000.00000000 PA USD 99309.72000000 0.025294249271 Long DBT CORP US N 2 2036-10-21 Fixed 4.93900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF66 95000.00000000 PA USD 94286.15000000 0.024014742775 Long DBT CORP US N 2 2031-08-10 Fixed 6.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 35000.00000000 PA USD 37175.62000000 0.009468654217 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVX9 200000.00000000 PA USD 200767.21000000 0.051135536936 Long DBT CORP US N 2 2027-10-28 Floating 5.84900000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXT6 200000.00000000 PA 139435.75000000 0.035514374804 Long DBT CORP US N 2 2029-02-28 Fixed 2.01300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 100000.00000000 PA USD 99452.70000000 0.025330666368 Long DBT CORP US N 2 2027-10-21 Fixed 1.94800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYU2 50000.00000000 PA USD 49779.13000000 0.012678776284 Long DBT CORP US N 2 2026-11-10 Fixed 4.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAV2 300000.00000000 PA USD 299410.02000000 0.076259923804 Long DBT CORP US N 2 2032-07-21 Fixed 5.24000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAW0 85000.00000000 PA USD 84612.91000000 0.021550962354 Long DBT CORP US N 2 2037-07-21 Fixed 5.65500000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAD4 200000.00000000 PA USD 205103.02000000 0.052239870520 Long DBT CORP US N 2 2028-12-05 Fixed 7.05000000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAF9 680000.00000000 PA USD 669590.90000000 0.170545230964 Long DBT CORP US N 2 2031-06-01 Fixed 6.25000000 N N N N N N Golub Capital Partners CLO, LTD 254900N3E7Y6I5DRGW52 38178DAN7 250000.00000000 PA USD 249745.25000000 0.063610275085 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 4.83900000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 382550BT7 20000.00000000 PA USD 20527.24000000 0.005228301171 Long DBT CORP US N 2 2032-07-15 Fixed 8.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RFJ0 140525.19000000 PA USD 140692.67000000 0.035834513133 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.33600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380UAY9 140175.59000000 PA USD 135317.16000000 0.034465367294 Long ABS-MBS USGA US N 2 2047-05-20 Floating 4.11100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380V2S9 434693.88000000 PA USD 421640.94000000 0.107392217392 Long ABS-MBS USGA US N 2 2043-10-20 Floating 4.06100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382GDD1 185362.66000000 PA USD 139298.04000000 0.035479299979 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382TV84 164460.54000000 PA USD 132905.09000000 0.033851011521 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382UP70 167804.77000000 PA USD 135545.53000000 0.034523533279 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CCE6 144847.31000000 PA USD 146069.72000000 0.037204051211 Long ABS-MBS USGA US N 2 2055-01-20 Floating 5.22100000 N N N N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AG2 40000.00000000 PA USD 39885.59000000 0.010158885311 Long DBT CORP US N 2 2034-06-15 Fixed 6.37500000 N N N N N N GREENSAIF PIPELINES BIDC 549300YWDGUXPB8GRP47 39541EAD5 200000.00000000 PA USD 198164.00000000 0.050472497683 Long DBT CORP LU N 2 2036-02-23 Fixed 5.85300000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571NAF3 85179.18000000 PA USD 85282.76000000 0.021721573578 Long ABS-O CORP US N 2 2060-03-25 Fixed 5.69000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAG3 90067.36000000 PA USD 89431.96000000 0.022778377474 Long ABS-O CORP US N 2 2060-06-25 Fixed 5.56000000 N N N N N N GRUPO AVAL LTD 549300J4FW1ELLQ80113 40053FAC2 70000.00000000 PA USD 65814.00000000 0.016762867940 Long DBT CORP KY N 2 2030-02-04 Fixed 4.37500000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494BB4 30000.00000000 PA USD 31350.00000000 0.007984865073 Long DBT NUSS GT N 2 2055-08-15 Fixed 6.87500000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 40408AAB7 1255000.00000000 PA USD 1282265.50000000 0.326593843876 Long DBT CORP US N 2 2035-07-15 Fixed 6.75000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 49000.00000000 PA USD 48062.41000000 0.012241526601 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CH0 200000.00000000 PA USD 198319.52000000 0.050512108726 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 2000000.00000000 PA USD 1840809.54000000 0.468855368496 Long DBT CORP GB N 2 2031-06-04 Fixed 2.84800000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DH9 200000.00000000 PA USD 200475.69000000 0.051061286606 Long DBT CORP GB N 2 2033-08-11 Fixed 5.40200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 1205000.00000000 PA USD 1242463.17000000 0.316456164940 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DV8 600000.00000000 PA USD 625641.11000000 0.159351191311 Long DBT CORP GB N 2 2034-03-09 Fixed 6.25400000 N N N N N N HPS CORPORATE LENDING FU 549300ZS7IHUA6FKFV61 40440VBE4 620000.00000000 PA USD 612909.58000000 0.156108462468 Long DBT CORP US N 2 2031-08-19 Fixed 6.30000000 N N N N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 1400000.00000000 PA USD 1404765.52000000 0.357794677406 Long DBT CORP US N 2 2034-07-01 Fixed 6.37500000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PKD4 12706.29000000 PA USD 12040.66000000 0.003066763811 Long ABS-MBS CORP US N 2 2035-01-19 Floating 4.48400000 N N N N N N HarborView Mortgage Loan Trust 549300SZXFEQICAU3R39 41161PMX8 86153.13000000 PA USD 63671.43000000 0.016217153989 Long ABS-MBS CORP US N 2 2035-07-19 Variable 4.32600000 N N N N N N HARVEST MIDSTREAM I LP 549300DW5M17KJOXCY66 417558AB9 65000.00000000 PA USD 66643.59000000 0.016974165044 Long DBT CORP US N 2 2032-05-15 Fixed 7.50000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAF1 70000.00000000 PA USD 72188.83000000 0.018386541223 Long DBT CORP US N 2 2030-06-15 Fixed 7.00000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAG9 100000.00000000 PA USD 103186.10000000 0.026281565739 Long DBT CORP US N 2 2033-06-15 Fixed 7.25000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 5000.00000000 PA USD 4950.39000000 0.001260867502 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 14000.00000000 PA USD 13726.02000000 0.003496026082 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N N HERCULES CAPITAL INC 549300UJ5OC256GR2B73 42711MAA1 690000.00000000 PA USD 680748.57000000 0.173387096658 Long DBT CORP US N 2 2029-02-10 Fixed 5.35000000 N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 20000.00000000 PA USD 19960.88000000 0.005084048916 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BE3 65000.00000000 PA USD 63664.82000000 0.016215470418 Long DBT CORP US N 2 2034-05-15 Fixed 6.87500000 N N N N N N Hilcorp Energy I LP 549300ITPIHLG0LHEC09 431319AH5 469062.50000000 PA USD 468476.17000000 0.119321180461 Long LON CORP US N 2 2030-02-11 Floating 5.41700000 N N N N N N Hilton Grand Vacations Trust N/A 43283BAD5 20322.71000000 PA USD 20324.84000000 0.005176749761 Long ABS-O CORP US N 2 2034-06-20 Fixed 6.79000000 N N N N N N Hilton Grand Vacations Trust N/A 43283GAB8 24858.38000000 PA USD 24752.14000000 0.006304385906 Long ABS-O CORP US N 2 2037-01-25 Fixed 4.74000000 N N N N N N Hilton Grand Vacations Trust N/A 43283JAC0 59881.12000000 PA USD 60480.58000000 0.015404442451 Long ABS-O CORP US N 2 2038-03-25 Fixed 5.99000000 N N N N N N HILTON GRAND VAC LLC/INC N/A 43283QAC4 40000.00000000 PA USD 40091.80000000 0.010211407130 Long DBT CORP US N 2 2032-01-15 Fixed 6.62500000 N N N N N N Hilton Grand Vacations Trust N/A 43283YAB9 7084.24000000 PA USD 7188.00000000 0.001830788202 Long ABS-O CORP US N 2 2039-09-15 Fixed 5.99000000 N N N N N N Hilton Grand Vacations Trust N/A 43283YAC7 16529.67000000 PA USD 16793.72000000 0.004277371236 Long ABS-O CORP US N 2 2039-09-15 Fixed 6.62000000 N N N N N N Hilton Grand Vacations Trust N/A 43285JAC8 61916.21000000 PA USD 61574.80000000 0.015683140985 Long ABS-O CORP US N 2 2044-05-25 Fixed 5.12000000 N N N N N N Hilton Grand Vacations Trust N/A 43285MAC1 93311.21000000 PA USD 92932.00000000 0.023669839903 Long ABS-O CORP US N 2 2045-03-27 Fixed 5.54000000 N N N N N N HOLOGIC INC 9845009E9B4548A5N478 43644ABK4 1275000.00000000 PA USD 1259062.50000000 0.320684024919 Long LON CORP US N 2 2029-04-09 Floating 5.74500000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAG0 110000.00000000 PA USD 106038.49000000 0.027008071298 Long DBT CORP US N 2 2036-03-16 Fixed 4.95000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAJ4 105000.00000000 PA USD 100008.74000000 0.025472290112 Long DBT CORP US N 2 2056-03-16 Fixed 5.73200000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AC8 130000.00000000 PA USD 134376.45000000 0.034225767855 Long DBT CORP US N 2 2032-07-15 Fixed 7.37500000 N N N N N N HOWARD MIDSTREAM ENERGY N/A 442722AD6 31000.00000000 PA USD 31345.81000000 0.007983797877 Long DBT CORP US N 2 2034-01-15 Fixed 6.62500000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 142000.00000000 PA USD 146213.00000000 0.037240544719 Long DBT CORP US N 2 2030-06-15 Fixed 7.25000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AV6 50000.00000000 PA USD 49216.04000000 0.012535356900 Long DBT CORP US N 2 2027-10-15 Fixed 4.45000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BB9 830000.00000000 PA USD 827312.32000000 0.210716977626 Long DBT CORP US N 2 2028-08-04 Fixed 4.44300000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413AZ9 200000.00000000 PA USD 189535.53000000 0.048274820849 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N The Huntington National Bank N/A 44644NAA7 77550.10000000 PA USD 78149.83000000 0.019904811739 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.15300000 N N N N N N Hudson Yards N/A 44855PAG3 100000.00000000 PA USD 101446.31000000 0.025838440112 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.34000000 N N N N N N Hudson Yards N/A 44855PAJ7 100000.00000000 PA USD 101737.35000000 0.025912568186 Long ABS-MBS CORP US N 2 2040-01-13 Variable 6.67800000 N N N N N N HYBAR LLC 636700GY538OO3EGRW14 44861JAA2 40000.00000000 PA USD 40150.16000000 0.010226271459 Long DBT CORP US N 2 2034-07-01 Fixed 7.37500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACM7 100000.00000000 PA USD 100214.49000000 0.025524694769 Long DBT CORP US N 2 2026-09-21 Fixed 5.95000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACT2 200000.00000000 PA USD 200654.31000000 0.051106781234 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 100000.00000000 PA USD 99940.00000000 0.025454781990 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADZ7 855000.00000000 PA USD 843639.89000000 0.214875620160 Long DBT CORP US N 2 2028-09-18 Fixed 4.25000000 N N N N N N IQVIA Inc 549300PLWY28YB00C717 44969CBP4 1209186.00000000 PA USD 1211701.11000000 0.308621048561 Long LON CORP US N 2 2031-01-02 Floating 5.48200000 N N N N N N IP 2025-IP Mortgage Trust N/A 449843AG6 55000.00000000 PA USD 55124.48000000 0.014040240351 Long ABS-MBS CORP US N 2 2042-06-10 Variable 6.31500000 N N N N N N IP 2025-IP Mortgage Trust N/A 449843AJ0 31000.00000000 PA USD 31119.07000000 0.007926047054 Long ABS-MBS CORP US N 2 2042-06-10 Variable 6.84600000 N N N N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAA2 200000.00000000 PA USD 201457.80000000 0.051311430652 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N INGRAM MICRO INC 549300KJMEWPKRQZHX63 45258LAA5 25000.00000000 PA USD 24326.52000000 0.006195980220 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N CRESCENT ENERGY FINANCE 54930061FUL6DBLFUW14 45344LAD5 40000.00000000 PA USD 40421.92000000 0.010295488905 Long DBT CORP US N 2 2032-04-01 Fixed 7.62500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BM7 165000.00000000 PA USD 137986.20000000 0.035145173491 Long DBT NUSS ID N 2 2043-04-15 Fixed 4.62500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AY9 227000.00000000 PA USD 222469.85000000 0.056663213241 Long DBT CORP NL N 2 2027-05-16 Fixed 3.87500000 N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AZ6 200000.00000000 PA USD 178877.30000000 0.045560162844 Long DBT CORP NL N 2 2031-05-16 Fixed 4.25000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BJ1 200000.00000000 PA USD 200196.07000000 0.050990067213 Long DBT CORP NL N 2 2027-09-11 Floating 5.21000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BL6 200000.00000000 PA USD 202251.65000000 0.051513624755 Long DBT CORP NL N 2 2030-03-19 Fixed 5.33500000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BR3 200000.00000000 PA USD 200178.38000000 0.050985561558 Long DBT CORP NL N 2 2031-03-25 Fixed 5.06600000 N N N N N N INFINITY NATURAL RESOURC 54930021094IFVB5ND43 45690BAA3 40000.00000000 PA USD 39904.06000000 0.010163589632 Long DBT CORP US N 2 2031-04-01 Fixed 7.62500000 N N N N N N INSIGHT ENTERPRS 529900S8991TYW6YP792 45765UAC7 20000.00000000 PA USD 20111.86000000 0.005122503619 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CU2 260000.00000000 PA USD 243948.28000000 0.062133783114 Long DBT CORP US N 2 2056-05-15 Fixed 6.12500000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AQ4 99000.00000000 PA USD 88569.16000000 0.022558621762 Long DBT CORP US N 2 2030-11-01 Fixed 2.30000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBL0 200000.00000000 PA USD 194556.64000000 0.049553700781 Long DBT CORP IT N 2 2029-09-23 Fixed 4.00000000 N N N N N N INTOWN Mortgage Trust N/A 46117WAA0 1660000.00000000 PA USD 1659999.83000000 0.422803019588 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.02600000 N N N N N N Invesco Senior Loan ETF 549300SIHU6DQELRNG59 46138G508 64755.00000000 NS USD 1320354.45000000 0.336295123829 Long EC RF US N 1 N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 46150DAA0 22000.00000000 PA USD 21411.57000000 0.005453540588 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 200000.00000000 PA USD 193613.28000000 0.049313426385 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Iridium Satellite LLC 254900615BJ7139TFM33 46269KAT1 1356939.86000000 PA USD 1356749.89000000 0.345565065701 Long LON CORP US N 2 2030-09-20 Floating 5.98100000 N N N N N N Island Finance Trust 2025-1 N/A 463920AA6 100000.00000000 PA USD 100325.87000000 0.025553063327 Long ABS-O CORP US N 2 2035-03-19 Fixed 6.54000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514BRL3 200000.00000000 PA USD 200032.00000000 0.050948278479 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46515CKR4 25000.00000000 PA USD 23300.25000000 0.005934588594 Long DBT NUSS IL N 2 2056-01-13 Fixed 5.87500000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAX4 45000.00000000 PA USD 43504.37000000 0.011080590894 Long DBT CORP NL N 2 2052-12-01 Fixed 6.50000000 N N N N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAB1 40000.00000000 PA USD 40031.23000000 0.010195979912 Long DBT CORP US N 2 2032-07-31 Fixed 6.12500000 N N N N N N JP Morgan Mortgage Trust 529900HUVRKWBRYVE531 46596KAG3 27542.81000000 PA USD 27484.46000000 0.007000309560 Long ABS-MBS CORP US N 2 2066-10-25 Variable 5.83500000 N N N N N N JP Morgan Mortgage Trust 529900HUVRKWBRYVE531 46596KAH1 25000.00000000 PA USD 24877.93000000 0.006336424700 Long ABS-MBS CORP US N 2 2066-10-25 Variable 6.26200000 N N N N N N JP Morgan Mortgage Trust 5299007DSRZLE19EYU93 465985AB5 68586.78000000 PA USD 68828.08000000 0.017530556046 Long ABS-O CORP US N 2 2054-05-20 Floating 5.72100000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 466247YH0 191750.49000000 PA USD 147791.94000000 0.037642701748 Long ABS-MBS CORP US N 2 2035-11-25 Variable 4.69900000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46628LAG3 103107.51000000 PA USD 70798.56000000 0.018032438563 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.21700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAM8 200000.00000000 PA USD 196625.12000000 0.050080543961 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCP9 200000.00000000 PA USD 199191.20000000 0.050734126180 Long DBT CORP US N 2 2027-09-22 Fixed 1.47000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCW4 200000.00000000 PA USD 198251.83000000 0.050494868040 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDU7 200000.00000000 PA USD 202062.69000000 0.051465496522 Long DBT CORP US N 2 2029-07-24 Fixed 5.29900000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDW3 200000.00000000 PA USD 200700.02000000 0.051118423600 Long DBT CORP US N 2 2027-10-22 Fixed 6.07000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFC5 30000.00000000 PA USD 29718.67000000 0.007569364277 Long DBT CORP US N 2 2036-07-23 Fixed 5.57600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFE1 95000.00000000 PA USD 90200.14000000 0.022974033412 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFP6 95000.00000000 PA USD 92118.02000000 0.023462518676 Long DBT CORP US N 2 2037-04-23 Fixed 5.14800000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46655AAJ7 144000.00000000 PA USD 108863.99000000 0.027727727957 Long ABS-MBS CORP US N 2 2039-01-05 Variable 3.45000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 46656PAC8 200000.00000000 PA USD 196359.56000000 0.050012905659 Long DBT CORP US N 2 2029-02-01 Fixed 4.20000000 N N N N N N JP Morgan Mortgage Trust 529900PFHUFMSHU0UV97 46658AAB1 38233.70000000 PA USD 38399.81000000 0.009780456194 Long ABS-O CORP US N 2 2054-08-25 Floating 5.62100000 N N N N N N JP Morgan Mortgage Trust 529900PFHUFMSHU0UV97 46658AAC9 29285.38000000 PA USD 29468.09000000 0.007505541391 Long ABS-O CORP US N 2 2054-08-25 Floating 6.02100000 N N N N N N JP Morgan Mortgage Trust 529900HDRKAITSFGZ261 46659QAD1 75052.78000000 PA USD 74869.13000000 0.019069215349 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.64800000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LVH1 200000.00000000 PA USD 194654.92000000 0.049578732760 Long DBT CORP US N 2 2030-09-09 Fixed 4.55000000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAC2 20000.00000000 PA USD 20640.46000000 0.005257138377 Long DBT CORP US N 2 2031-04-30 Fixed 7.12500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAD0 65000.00000000 PA USD 64674.96000000 0.016472753722 Long DBT CORP US N 2 2032-11-01 Fixed 6.12500000 N N N N N N JANE STREET GRP/JSG FIN N/A 47077WAE8 15000.00000000 PA USD 15286.79000000 0.003893555201 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N JPN BANK FOR INT'L COOP 549300TJ3QFYVCTSCJ29 471048BM9 300000.00000000 PA USD 296069.35000000 0.075409053016 Long DBT NUSS JP N 2 2027-07-21 Fixed 2.87500000 N N N N N N JAPAN INT'L COOP AGENCY 254900XEIG78M2AJB031 47109LAB0 300000.00000000 PA USD 296876.39000000 0.075614606621 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AB8 30000.00000000 PA USD 30309.54000000 0.007719859245 Long DBT CORP NL N 2 2035-04-20 Fixed 5.95000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AD4 320000.00000000 PA USD 303612.37000000 0.077330265040 Long DBT CORP NL N 2 2055-02-25 Fixed 6.37500000 N N N N N N JETBLUE 2019-1 CLASS A N/A 477143AJ0 208553.58000000 PA USD 194859.43000000 0.049630821588 Long DBT CORP US N 2 2028-05-15 Fixed 2.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAQ4 45000.00000000 PA USD 46463.18000000 0.011834201696 Long DBT CORP US N 2 2029-06-01 Fixed 6.87500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAU5 105000.00000000 PA USD 104541.69000000 0.026626835380 Long DBT CORP US N 2 2032-07-23 Fixed 5.04100000 N N N N N N K HOVNANIAN ENTERPRISES 549300JJCQ0KAI7CJG32 48251UAQ1 35000.00000000 PA USD 35567.32000000 0.009059019177 Long DBT CORP US N 2 2033-10-01 Fixed 8.37500000 N N N N N N KAISER ALUMINUM CORP N/A 483007AM2 5000.00000000 PA USD 4879.71000000 0.001242865261 Long DBT CORP US N 2 2034-03-01 Fixed 5.87500000 N N N N N N KEYBANK NATIONAL ASSN HUX2X73FUCYHUVH1BK78 49327M3F9 1435000.00000000 PA USD 1454775.95000000 0.370532365948 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N CATURUS ENERGY LLC 254900LM244SIFQ1QY31 49446BAA2 50000.00000000 PA USD 51787.30000000 0.013190258469 Long DBT CORP US N 2 2030-02-15 Fixed 8.50000000 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 60000.00000000 PA USD 60066.48000000 0.015298970916 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DM0 115000.00000000 PA USD 103518.94000000 0.026366340300 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 34000.00000000 PA USD 34378.22000000 0.008756154646 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AM6 5000.00000000 PA USD 4944.75000000 0.001259430991 Long DBT CORP US N 2 2036-07-01 Fixed 6.75000000 N N N N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 8000.00000000 PA USD 8129.33000000 0.002070545556 Long DBT CORP US N 2 2030-10-01 Fixed 6.62500000 N N N N N N LHOME Mortgage Trust 5299002NGIWITLMXOH85 50205PAA0 217000.00000000 PA USD 217273.22000000 0.055339628252 Long ABS-MBS CORP US N 2 2039-07-25 Variable 5.92100000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AK3 200000.00000000 PA USD 204053.28000000 0.051972501070 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N LAZARD GROUP LLC FI94J2CJ1D7BIGVMS874 52107QAK1 100000.00000000 PA USD 98549.92000000 0.025100727724 Long DBT CORP US N 2 2029-03-11 Fixed 4.37500000 N N N N N N Lendmark Funding Trust N/A 52590AAA2 1640000.00000000 PA USD 1629454.47000000 0.415023096838 Long ABS-O CORP US N 2 2034-02-21 Fixed 4.47000000 N N N N N N 20491230AN BRTH HLDH PROD 549300FDK6ZP3YIHRJ47 525ESC1D1 1900000.00000000 PA USD 190.00000000 0.000048393121 Long DBT CORP US N 2 2013-12-30 None 0.00000000 N N N N N N ESC LEHMAN BRTH HLDH PROD 549300FDK6ZP3YIHRJ47 525ESC1Y5 900000.00000000 PA USD 90.00000000 0.000022923057 Long DBT CORP US N 2 2049-12-30 None 0.00000000 N N N N N N ESC LEHMAN BRTH HLDG 549300FDK6ZP3YIHRJ47 525ESCIB7 4500000.00000000 PA USD 450.00000000 0.000114615288 Long DBT CORP US N 2 2049-01-24 None 0.00000000 Y N N N N N LendingTree Inc 549300ISY5YHUJZTON08 52602KAE8 1562613.93000000 PA USD 1529799.04000000 0.389640795008 Long LON CORP US N 2 2030-08-21 Floating 7.98100000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CM3 63000.00000000 PA USD 63752.81000000 0.016237881527 Long DBT CORP US N 2 2033-06-30 Fixed 6.87500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 60000.00000000 PA USD 61033.08000000 0.015545164555 Long DBT CORP US N 2 2034-03-31 Fixed 7.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CQ4 10000.00000000 PA USD 10403.82000000 0.002649859615 Long DBT CORP US N 2 2036-01-15 Fixed 8.50000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CR2 10000.00000000 PA USD 9931.96000000 0.002529676571 Long DBT CORP US N 2 2037-02-15 Fixed 7.50000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBM5 110000.00000000 PA USD 109264.34000000 0.027829697359 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N LIGHT & WONDER INTL INC RLTHESQ0RNFQJWPBJN60 531968AB1 55000.00000000 PA USD 54037.50000000 0.013763385849 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAY5 10000.00000000 PA USD 10067.93000000 0.002564308217 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LBA6 30000.00000000 PA USD 28021.21000000 0.007137020128 Long DBT CORP US N 2 2034-05-01 Fixed 7.00000000 N N N N N N LIGHTPATH FIBER ISSUER LLC N/A 53229YAA7 98000.00000000 PA USD 97065.89000000 0.024722744333 Long ABS-O CORP US N 2 2056-03-25 Fixed 5.59700000 N N N N N N LIGHTPATH FIBER ISSUER LLC N/A 53229YAC3 61000.00000000 PA USD 59712.88000000 0.015208908769 Long ABS-O CORP US N 2 2056-03-25 Fixed 5.89000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAS2 1785000.00000000 PA USD 1775788.28000000 0.452294411942 Long DBT CORP GB N 2 2028-03-18 Fixed 3.75000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAV5 200000.00000000 PA USD 211006.20000000 0.053743414245 Long DBT CORP GB N 2 2029-09-27 Fixed 8.00000000 N N N N N N LSF12 HELIX PARENT LLC 254900H70V4IL22BHL88 548916AA3 49000.00000000 PA USD 47972.89000000 0.012218725799 Long DBT CORP US N 2 2033-02-01 Fixed 7.12500000 N N N N N N LSF12 HELIX PARENT LLC 254900H70V4IL22BHL88 54913EAB8 1132397.77000000 PA USD 1118956.21000000 0.284998863147 Long LON CORP US N 2 2033-02-10 Floating 7.23100000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAN4 190000.00000000 PA USD 188878.05000000 0.048107360272 Long DBT CORP US N 2 2026-09-01 Fixed 3.50000000 N N N N N MF1 N/A 55284JAA7 197664.79000000 PA USD 197849.57000000 0.050392412160 Long ABS-CBDO CORP KY N 2 2037-02-19 Floating 5.01800000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAP6 176609.44000000 PA USD 176565.29000000 0.044971292416 Long LON CORP US N 2 2030-12-31 Floating 7.57300000 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 55328HAQ4 1463987.15000000 PA USD 1256408.41000000 0.320008026497 Long LON CORP US N 2 2030-12-31 Floating 8.68400000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 200000.00000000 PA USD 195630.38000000 0.049827183046 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N MTP ABS FUNDING LLC N/A 55378HAA8 126000.00000000 PA USD 124617.53000000 0.031740164682 Long ABS-O CORP US N 2 2056-04-25 Fixed 5.19800000 N N N N N N MTP ABS FUNDING LLC N/A 55378HAB6 56000.00000000 PA USD 55602.22000000 0.014161921035 Long ABS-O CORP US N 2 2056-04-25 Fixed 5.88200000 N N N N N N MV24 CAPITAL BV N/A 55388RAA4 26884.00000000 PA USD 27107.41000000 0.006904274683 Long DBT CORP NL N 2 2034-06-01 Fixed 6.74800000 N N N N N N MVW Owner Trust N/A 55389QAC1 52361.42000000 PA USD 51277.85000000 0.013060501227 Long ABS-O CORP US N 2 2042-03-20 Fixed 4.92000000 N N N N N N MVW Owner Trust N/A 55400UAB9 46423.47000000 PA USD 45943.32000000 0.011701793021 Long ABS-O CORP US N 2 2039-11-21 Fixed 4.40000000 N N N N N N MVW Owner Trust N/A 55400WAC3 38704.58000000 PA USD 39546.81000000 0.010072597828 Long ABS-O CORP US N 2 2040-11-20 Fixed 7.06000000 N N N N N N MVW Owner Trust N/A 55400XAC1 94433.14000000 PA USD 93380.24000000 0.023784006918 Long ABS-O CORP US N 2 2043-03-20 Fixed 5.36000000 N N N N N N Madison Avenue Trust N/A 55616AAG2 217000.00000000 PA USD 218483.22000000 0.055647816027 Long ABS-MBS CORP US N 2 2042-10-15 Variable 6.35900000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAQ5 362000.00000000 PA USD 359391.46000000 0.091537234978 Long DBT CORP US N 2 2030-03-15 Fixed 5.87500000 N N N N N N MACY'S RETAIL HLDGS LLC N/A 55617LAS1 665000.00000000 PA USD 691992.63000000 0.176250965939 Long DBT CORP US N 2 2033-08-01 Fixed 7.37500000 N N N N N N Manhattan West N/A 563136AJ9 100000.00000000 PA USD 96182.93000000 0.024497853856 Long ABS-MBS CORP US N 2 2039-09-10 Variable 2.33500000 N N N N N N MANITOWOC COMPANY INC 2RTSLGQ89VMY18RHX631 563571AN8 25000.00000000 PA USD 26478.45000000 0.006744078168 Long DBT CORP US N 2 2031-10-01 Fixed 9.25000000 N N N N N N MAPLE PARENT HLDS CO 254900J6FBJ1E892Q074 56530KAA4 100000.00000000 PA USD 99600.97000000 0.025368430832 Long DBT CORP US N 2 2029-03-26 Fixed 4.75000000 N N N N N N Marble Point CLO 549300MZC31PBFF01E87 56606GAJ3 250000.00000000 PA USD 250000.00000000 0.063675160073 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.03000000 N N N N N N MARRIOTT OWNERSHIP RESOR BW4532OH033VURR0IT68 57164PAK2 50000.00000000 PA USD 49171.90000000 0.012524114414 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AY1 200000.00000000 PA USD 199318.83000000 0.050766633623 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 1005000.00000000 PA USD 1001826.30000000 0.255165800073 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BN2 200000.00000000 PA USD 203417.02000000 0.051810445240 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AG1 40000.00000000 PA USD 39925.17000000 0.010168966362 Long DBT CORP US N 2 2032-04-15 Fixed 6.50000000 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AJ5 20000.00000000 PA USD 19343.71000000 0.004926855322 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAQ5 55000.00000000 PA USD 52353.08000000 0.013334362997 Long DBT CORP CA N 2 2033-12-15 Fixed 6.00000000 N N N N N N MAUSER PACKAGING SOLUT 549300DNGHXL0OMHW304 57763RAE7 324000.00000000 PA USD 330447.60000000 0.084165215303 Long DBT CORP US N 2 2030-04-15 Fixed 7.87500000 N N N N N N MCGRAW-HILL EDUCATION 254900U6YJ9QZ4IQOR26 58064LAA2 25000.00000000 PA USD 25316.00000000 0.006448001409 Long DBT CORP US N 2 2031-09-01 Fixed 7.37500000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAK9 1429714.13000000 PA USD 1424023.87000000 0.362699791482 Long LON CORP US N 2 2033-05-30 Floating 5.23100000 N N N N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 58547DAC3 105000.00000000 PA USD 104763.75000000 0.026683394204 Long DBT CORP KY N 2 2027-07-17 Fixed 5.62500000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JBE6 200000.00000000 PA USD 199920.21000000 0.050919805494 Long DBT CORP US N 2 2028-03-31 Fixed 4.75000000 N N N N N N MERIDIAN ARC HOLDCO LLC N/A 58990CAA1 135000.00000000 PA USD 129712.43000000 0.033037838975 Long DBT CORP US N 2 2031-04-30 Fixed 6.25000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AF4 110000.00000000 PA USD 102300.00000000 0.026055875502 Long DBT CORP NL N 2 2029-10-17 Fixed 7.75000000 N N N N N N METINVEST BV 635400TMCKVEU87EJ582 591555AG2 25000.00000000 PA USD 24375.00000000 0.006208328107 Long DBT CORP NL N 2 2027-10-01 Fixed 7.65000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCQ9 45000.00000000 PA USD 45648.18000000 0.011626620674 Long DBT CORP US N 2 2055-03-15 Fixed 6.35000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JAX6 174000.00000000 PA USD 173732.32000000 0.044249733143 Long ABS-O CORP US N 2 2055-08-20 Fixed 5.40000000 N N N N N N MetroNet Infrastructure Issuer LLC 5493000BIROCAEATAQ61 59170JBB3 105000.00000000 PA USD 106667.66000000 0.027168321300 Long ABS-O CORP US N 2 2055-08-20 Fixed 7.83000000 N N N N N N MFRA Trust 25490048OKUKCESK4V59 59319DAF0 86944.21000000 PA USD 86300.33000000 0.021980749308 Long ABS-MBS CORP US N 2 2070-11-25 Variable 5.33800000 N N N N N N MICHAELS COS INC/THE 549300H9LWMBP7HYLR98 59408QAB2 35000.00000000 PA USD 34671.92000000 0.008830960224 Long DBT CORP US N 2 2033-03-15 Fixed 8.50000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AT2 1400000.00000000 PA USD 1364781.88000000 0.347610818697 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N Midcontinent Communications 549300ZI9GDQBS28C408 59565TAM1 1355850.00000000 PA USD 1330427.81000000 0.338860815071 Long LON CORP US N 2 2031-08-18 Floating 6.23100000 N N N N N N MIDCONTINENT COMMUNICATI 549300ZI9GDQBS28C408 59565XAD2 20000.00000000 PA USD 16984.71000000 0.004326016512 Long DBT CORP US N 2 2032-08-15 Fixed 8.00000000 N N N N N N MIDWEST GMNG BOR/MWG FIN N/A 59833DAB6 30000.00000000 PA USD 29134.08000000 0.007420468830 Long DBT CORP US N 2 2029-05-01 Fixed 4.87500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AF0 40000.00000000 PA USD 41162.72000000 0.010484171140 Long DBT CORP AU N 2 2031-04-01 Fixed 7.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AG8 20000.00000000 PA USD 19632.69000000 0.005000458713 Long DBT CORP AU N 2 2032-05-01 Fixed 6.00000000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AH6 20000.00000000 PA USD 19493.18000000 0.004964925427 Long DBT CORP AU N 2 2034-05-01 Fixed 6.25000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AH2 45000.00000000 PA USD 46597.50000000 0.011868413086 Long DBT CORP LU N 2 2033-09-13 Fixed 8.87500000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 603374AK5 20000.00000000 PA USD 19079.00000000 0.004859433516 Long DBT CORP LU N 2 2036-04-22 Fixed 7.50000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YBX6 200000.00000000 PA USD 191536.77000000 0.048784537958 Long DBT CORP JP N 2 2030-05-22 Fixed 3.26100000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDF3 200000.00000000 PA USD 202341.54000000 0.051536519796 Long DBT CORP JP N 2 2030-07-10 Fixed 5.38200000 N N N N N N MOHEGAN TRIBAL / MS DIG N/A 60832QAA8 35000.00000000 PA USD 36406.41000000 0.009272735937 Long DBT CORP US N 2 2030-04-15 Fixed 8.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAM2 60000.00000000 PA USD 59332.05000000 0.015111911124 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855RAN0 15000.00000000 PA USD 15137.93000000 0.003855640463 Long DBT CORP US N 2 2031-02-15 Fixed 6.50000000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 1800000.00000000 PA USD 1786050.04000000 0.454908088784 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N MOO Securitization Trust N/A 614916AB0 870000.00000000 PA USD 834717.41000000 0.212603058791 Long ABS-MBS CORP US N 2 2066-06-25 Variable 4.75000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U7Z7 250000.00000000 PA USD 250620.92000000 0.063833308795 Long DBT CORP US N 2 2028-01-14 Floating 4.74200000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61690U8B9 250000.00000000 PA USD 251701.85000000 0.064108622358 Long DBT CORP US N 2 2028-05-26 Fixed 5.50400000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691JAZ7 19000.00000000 PA USD 18627.59000000 0.004744459100 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 4.07500000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691JBA1 50000.00000000 PA USD 47551.23000000 0.012111328727 Long ABS-MBS CORP US N 2 2050-06-15 Variable 4.28100000 N N N N N N Morgan Stanley Capital I Trust 3IFG42XD94UUZ7FL2766 61691RAK2 45000.00000000 PA USD 41807.97000000 0.010648516728 Long ABS-MBS CORP US N 2 2051-12-15 Variable 5.05000000 N N N N N N Morgan Stanley Capital Inc 5493002PQ8PF80BA0L77 61744CKP0 106031.69000000 PA USD 105942.47000000 0.026983614943 Long ABS-MBS CORP US N 2 2034-12-25 Floating 4.54400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEY7 200000.00000000 PA USD 210312.52000000 0.053566733505 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 200000.00000000 PA USD 200874.49000000 0.051162861221 Long DBT CORP US N 2 2029-02-01 Fixed 5.12300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 200000.00000000 PA USD 202100.08000000 0.051475019779 Long DBT CORP US N 2 2029-07-20 Fixed 5.44900000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFL4 45000.00000000 PA USD 44859.39000000 0.011425715356 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 85000.00000000 PA USD 83804.53000000 0.021345067450 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 95000.00000000 PA USD 90062.08000000 0.022938869442 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 95000.00000000 PA USD 92194.66000000 0.023482038933 Long DBT CORP US N 2 2037-04-10 Fixed 5.29600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UBB7 60000.00000000 PA USD 59639.07000000 0.015190109315 Long DBT CORP US N 2 2037-07-17 Fixed 5.60500000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61767CBA5 18000.00000000 PA USD 17087.39000000 0.004352169173 Long ABS-MBS CORP US N 2 2050-05-15 Variable 4.55800000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 617726AP9 400000.00000000 PA USD 417996.00000000 0.106463848840 Long DBT NUSS MA N 2 2033-09-08 Fixed 6.50000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61776UAF4 100000.00000000 PA USD 99573.30000000 0.025361383266 Long ABS-MBS CORP US N 2 2069-07-25 Variable 5.60900000 N N N N N N Morgan Stanley BAML Trust 549300P1YQ48837ZOI22 61779CAZ7 42000.00000000 PA USD 41340.08000000 0.010529344845 Long ABS-MBS CORP US N 2 2058-08-15 Variable 6.34900000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61781AAG9 24363.39000000 PA USD 24281.72000000 0.006184569631 Long ABS-MBS CORP US N 2 2071-04-27 Variable 5.84300000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61781AAH7 25000.00000000 PA USD 24849.97000000 0.006329303270 Long ABS-MBS CORP US N 2 2071-04-27 Variable 6.25800000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 200000.00000000 PA USD 178760.31000000 0.045530365416 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N MUNICH RE 529900MUF4C20K50JS49 62582PAA8 1000000.00000000 PA USD 1015180.10000000 0.258567021483 Long DBT CORP DE N 2 2042-05-23 Fixed 5.87500000 N N N N N N MUTUAL OF OMAHA GLOBAL 635400AL5J3F1ZPTAN95 62829D2F6 100000.00000000 PA USD 100016.60000000 0.025474292060 Long DBT CORP US N 2 2030-04-01 Fixed 5.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBG5 10000.00000000 PA USD 10382.32000000 0.002644383551 Long DBT CORP BM N 2 2029-02-15 Fixed 7.75000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 15000.00000000 PA USD 14702.45000000 0.003744723428 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAC2 40000.00000000 PA USD 41003.31000000 0.010443569311 Long DBT CORP US N 2 2029-02-15 Fixed 8.12500000 N N N N N N NGL ENRGY OP/FIN CORP 5299005YSRP46BE8Z459 62922LAD0 25000.00000000 PA USD 25997.15000000 0.006621490750 Long DBT CORP US N 2 2032-02-15 Fixed 8.37500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 3000.00000000 PA USD 2744.41000000 0.000699002984 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CW0 25000.00000000 PA USD 24924.84000000 0.006348372707 Long DBT CORP US N 2 2033-02-01 Fixed 6.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CY6 100000.00000000 PA USD 99942.48000000 0.025455413648 Long DBT CORP US N 2 2029-07-15 Fixed 5.75000000 N N N N N N Nomura Asset Acceptance Corporation N/A 62951MAY6 267762.82000000 PA USD 228916.38000000 0.058305148559 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 6.50000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WBF1 200000.00000000 PA USD 196999.90000000 0.050176000667 Long DBT CORP JP N 2 2033-11-01 Fixed 5.25900000 N N N N N N New York Mortgage Trust 2549009GL7U73W4FX613 62956XAC5 81241.21000000 PA USD 81166.87000000 0.020673253759 Long ABS-MBS CORP US N 2 2069-06-25 Variable 5.83400000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 62956YAA7 89341.43000000 PA USD 88942.51000000 0.022653714246 Long ABS-O CORP US N 2 2031-11-25 Variable 7.39800000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BR1 300000.00000000 PA USD 271868.35000000 0.069245042820 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BW0 100000.00000000 PA USD 98679.77000000 0.025133800603 Long DBT CORP US N 2 2031-10-15 Fixed 5.05000000 N N N N N N NATIONAL FUNDING INC 254900M755T2IVN0F977 636190AE0 545000.00000000 PA USD 513142.14000000 0.130697631619 Long DBT CORP US N 2 2031-04-30 Fixed 9.00000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFG2 100000.00000000 PA USD 100331.58000000 0.025554517667 Long DBT CORP US N 2 2028-03-15 Fixed 4.80000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 200000.00000000 PA USD 198230.43000000 0.050489417446 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAJ6 250000.00000000 PA USD 250903.71000000 0.063905335589 Long DBT CORP GB N 2 2027-10-18 Fixed 6.55700000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AD0 200000.00000000 PA USD 183599.66000000 0.046762950959 Long DBT CORP GB N 2 2031-06-28 Fixed 4.60000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AH1 200000.00000000 PA USD 206550.13000000 0.052608450363 Long DBT CORP GB N 2 2034-03-02 Fixed 6.01600000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AR9 1220000.00000000 PA USD 1228934.15000000 0.313010314883 Long DBT CORP GB N 2 2028-11-15 Floating 4.93000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAL2 5000.00000000 PA USD 4887.15000000 0.001244760234 Long DBT CORP US N 2 2028-03-15 Fixed 4.87500000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAM0 30000.00000000 PA USD 28733.54000000 0.007318451035 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AD4 45000.00000000 PA USD 45840.33000000 0.011675561402 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 1500000.00000000 PA USD 1215015.00000000 0.309465098466 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N New Residential Mortgage Loan Trust 213800H34ZKQ2LAZZL53 64831WAA8 112000.00000000 PA USD 111817.63000000 0.028480021957 Long ABS-MBS CORP US N 2 2039-09-25 Variable 5.44300000 N N N N N N New Residential Mortgage Loan Trust 2138002D8CMDYG7QOU84 64832CAF0 100000.00000000 PA USD 99965.74000000 0.025461337985 Long ABS-MBS CORP US N 2 2065-05-25 Variable 6.32000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 64832EAA7 101451.34000000 PA USD 100831.75000000 0.025681911286 Long ABS-MBS CORP US N 2 2032-03-25 Variable 6.54500000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue 5493003476LG35QAKM08 64972JLP1 140000.00000000 PA USD 131544.66000000 0.033504509129 Long DBT MUN US N 2 2037-05-01 Fixed 4.37500000 N N N N N N NY STATE ELECTRIC & GAS 549300GEC6J0YHUXA160 649840CT0 200000.00000000 PA USD 174759.71000000 0.044511410034 Long DBT CORP US N 2 2031-10-01 Fixed 2.15000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BD7 5000.00000000 PA USD 5060.14000000 0.001288820897 Long DBT CORP US N 2 2029-09-15 Fixed 6.62500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 7000.00000000 PA USD 7076.87000000 0.001802483320 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BG0 15000.00000000 PA USD 15656.02000000 0.003987598318 Long DBT CORP US N 2 2028-06-01 Fixed 8.50000000 N N N N N N NEWMARK GROUP INC N/A 65158NAD4 200000.00000000 PA USD 207250.00000000 0.052786707700 Long DBT CORP US N 2 2029-01-12 Fixed 7.50000000 N N N N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAC7 10000.00000000 PA USD 10177.50000000 0.002592215766 Long DBT CORP LU N 2 2037-04-08 Fixed 6.60000000 N N N N N N Nexstar Media Inc. 5493006PK6I4I2OOT688 65336RBB3 906969.34000000 PA USD 903005.88000000 0.229996175824 Long LON CORP US N 2 2032-06-28 Floating 6.23100000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAT7 300000.00000000 PA USD 298040.88000000 0.075911202969 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDE7 50000.00000000 PA USD 50195.05000000 0.012784711374 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KEG1 45000.00000000 PA USD 43973.90000000 0.011200180486 Long DBT CORP US N 2 2056-10-01 Fixed 6.20000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KEH9 45000.00000000 PA USD 43828.95000000 0.011163261628 Long DBT CORP US N 2 2066-10-01 Fixed 6.62500000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAB8 55000.00000000 PA USD 54367.38000000 0.013847406497 Long DBT CORP US N 2 2027-09-15 Fixed 4.50000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 310000.00000000 PA USD 308411.16000000 0.078552519925 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 65364UAL0 300000.00000000 PA USD 296205.08000000 0.075443623534 Long DBT CORP US N 2 2028-12-15 Fixed 4.27800000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAH6 20000.00000000 PA USD 20390.00000000 0.005193346055 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 200000.00000000 PA USD 190830.35000000 0.048604612332 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAY1 95000.00000000 PA USD 93568.40000000 0.023831931391 Long DBT CORP US N 2 2056-07-15 Fixed 5.75000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BT5 200000.00000000 PA USD 190317.18000000 0.048473907604 Long DBT CORP US N 2 2028-03-09 Fixed 2.75000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 654744AD3 200000.00000000 PA USD 185389.33000000 0.047218781054 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 65480CAL9 65000.00000000 PA USD 63479.44000000 0.016168254013 Long DBT CORP US N 2 2030-09-30 Fixed 6.12500000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBQ1 200000.00000000 PA USD 201342.00000000 0.051281936318 Long DBT CORP JP N 2 2027-07-02 Floating 4.90400000 N N N N N N NORTHERN OIL & GAS INC OKFF0PIZDDMNH4UCYE51 665530AB7 15000.00000000 PA USD 15459.02000000 0.003937422292 Long DBT CORP US N 2 2031-06-15 Fixed 8.75000000 N N N N N N NORTHWESTERN CORP 3BPWMBHR1R9SHUN7J795 66807TAA0 200000.00000000 PA USD 200254.47000000 0.051004941730 Long DBT CORP US N 2 2030-03-21 Fixed 5.07300000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2K4 985000.00000000 PA USD 983592.01000000 0.250521514734 Long DBT CORP US N 2 2027-09-15 Fixed 4.35000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AE6 40000.00000000 PA USD 38387.00000000 0.009777193478 Long DBT CORP US N 2 2030-01-30 Fixed 4.75000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AN6 35000.00000000 PA USD 34936.04000000 0.008898231757 Long DBT CORP US N 2 2033-08-15 Fixed 6.37500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAT1 540000.00000000 PA USD 516682.16000000 0.131599276980 Long DBT CORP US N 2 2036-06-15 Fixed 4.95000000 N N N N N N OFS CAPITAL CORP 549300XTK3HSWPDBJD13 67103B803 27000.00000000 NS USD 679860.00000000 0.173160777310 Long EP CORP US N 1 N N N System One Holdings LLC N/A 67114AAD1 2185581.99000000 PA USD 2184664.05000000 0.556435332361 Long LON CORP US N 2 2028-03-02 Floating 7.23100000 N N N N N N Onslow Bay Financial LLC 25490010LUJWFEUCIH44 67115DAA0 232159.44000000 PA USD 195947.35000000 0.049907915508 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N Ondeck Asset Securitization Trust LLC N/A 67118NAA5 1410000.00000000 PA USD 1416498.27000000 0.360783016343 Long ABS-O CORP US N 2 2031-06-17 Fixed 6.27000000 N N N N N N NYC Commercial Mortgage Trust N/A 67120UAG2 100000.00000000 PA USD 100250.00000000 0.025533739189 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.11800000 N N N N N N Onslow Bay Financial LLC 2549002GJHC7CO92J583 67121CAA4 83681.36000000 PA USD 84030.26000000 0.021402561026 Long ABS-O CORP US N 2 2055-02-25 Floating 5.21600000 N N N N N N Onslow Bay Financial LLC 2549002GJHC7CO92J583 67121CAB2 100000.00000000 PA USD 100555.95000000 0.025611664850 Long ABS-O CORP US N 2 2055-02-25 Floating 5.51600000 N N N N N N Onslow Bay Financial LLC 2549008GB179CC65SK60 67121DAC8 63810.82000000 PA USD 63875.01000000 0.016269005945 Long ABS-MBS CORP US N 2 2055-05-25 Variable 5.86400000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAA1 65000.00000000 PA USD 67351.25000000 0.017154406499 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N OAK-EAGLE ACQUIRECO INC 6488ICS9P20290MA1H31 67124CAB9 40000.00000000 PA USD 42139.48000000 0.010732952537 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67124HAK8 100000.00000000 PA USD 98674.65000000 0.025132496535 Long ABS-MBS CORP US N 2 2066-04-25 Variable 5.83200000 N N N N N N New York Mortgage Trust 254900C73SEGEDUFYJ21 67124MAG6 99047.64000000 PA USD 98221.27000000 0.025017020359 Long ABS-MBS CORP US N 2 2061-06-27 Variable 5.70900000 N N N N N N OAKTREE STRATEGIC CREDIT 2549006RRE0JC7G43241 67403AAE9 1365000.00000000 PA USD 1372908.30000000 0.349680623074 Long DBT CORP US N 2 2029-07-23 Fixed 6.50000000 N N N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67449PAH5 100000.00000000 PA USD 99573.80000000 0.025361510616 Long ABS-MBS CORP US N 2 2066-04-25 Variable 5.81600000 N N N N N N OCEANEERING INTL INC 549300L6PH74701W0R30 675232AE2 45000.00000000 PA USD 46044.59000000 0.011727586555 Long DBT CORP US N 2 2034-07-15 Fixed 6.87500000 N N N N N N OAKST Commercial Mortgage Trust N/A 67630KAA0 1022721.31000000 PA USD 1018228.60000000 0.259343476385 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.09500000 N N N N N N OLIN CORP 549300GKK294V7W57P06 680665AN6 1115000.00000000 PA USD 1091130.64000000 0.277911672652 Long DBT CORP US N 2 2033-04-01 Fixed 6.62500000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AA8 65000.00000000 PA USD 62741.80000000 0.015980376633 Long DBT CORP US N 2 2028-10-01 Fixed 4.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AD2 20000.00000000 PA USD 20210.62000000 0.005147657854 Long DBT CORP US N 2 2031-06-15 Fixed 7.25000000 N N N N N N OLYMPUS WTR US HLDG CORP 549300YU2GGVCBN3MY89 681639AE0 119000.00000000 PA USD 116568.73000000 0.029690130169 Long DBT CORP US N 2 2033-02-15 Fixed 7.25000000 N N N N N N OMNICOM GROUP INC HKUPACFHSSASQK8HLS17 681919BV7 100000.00000000 PA USD 98235.43000000 0.025020626920 Long DBT CORP US N 2 2029-03-02 Fixed 4.20000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 3100000.00000000 PA USD 2854857.27000000 0.727133974616 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51600000 N N N N N N One Market Plaza Trust N/A 68245HAE4 100000.00000000 PA USD 94772.19000000 0.024138537475 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 4.01600000 N N N N N N Avenue of Americas N/A 682461AJ7 90000.00000000 PA USD 89014.62000000 0.022672080709 Long ABS-MBS CORP US N 2 2042-08-11 Variable 6.22300000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 200000.00000000 PA USD 203413.75000000 0.051809612369 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 225000.00000000 PA USD 216882.49000000 0.055240109071 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CQ4 200000.00000000 PA USD 202313.98000000 0.051529500246 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AG5 110000.00000000 PA USD 111472.90000000 0.028392219005 Long DBT CORP US N 2 2031-11-15 Fixed 7.12500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AJ9 10000.00000000 PA USD 9951.54000000 0.002534663609 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AL4 15000.00000000 PA USD 14909.91000000 0.003797563623 Long DBT CORP US N 2 2030-05-15 Fixed 6.12500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AM2 15000.00000000 PA USD 14643.76000000 0.003729775048 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N ONNI Commercial Mortgage Trust N/A 682939AE3 136000.00000000 PA USD 136467.13000000 0.034758265390 Long ABS-MBS CORP US N 2 2039-07-15 Variable 6.43000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZAA5 120000.00000000 PA 63003.32000000 0.016046985944 Long DBT NUSS CA N 2 2049-06-02 Fixed 2.90000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZAG2 240000.00000000 PA 118559.33000000 0.030197137263 Long DBT NUSS CA N 2 2050-12-02 Fixed 2.65000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZAL1 140000.00000000 PA 57714.73000000 0.014699978685 Long DBT NUSS CA N 2 2051-12-02 Fixed 1.90000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZBA4 90000.00000000 PA 57649.82000000 0.014683446066 Long DBT NUSS CA N 2 2054-12-02 Fixed 4.15000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZBF3 165000.00000000 PA 114044.62000000 0.029047237736 Long DBT NUSS CA N 2 2055-12-02 Fixed 4.60000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68333ZBK2 215000.00000000 PA 149359.70000000 0.038042011224 Long DBT NUSS CA N 2 2035-06-02 Fixed 3.60000000 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68334ZAA4 215000.00000000 PA 151333.56000000 0.038544754629 Long DBT NUSS CA N 2 2036-06-02 Fixed 3.90000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AB6 55000.00000000 PA USD 54025.95000000 0.013760444057 Long DBT CORP IT N 2 2033-11-15 Fixed 6.37500000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AD2 9000.00000000 PA USD 8673.00000000 0.002209018653 Long DBT CORP IT N 2 2034-09-30 Fixed 6.00000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 683879AF7 15000.00000000 PA USD 15223.95000000 0.003877549812 Long DBT CORP IT N 2 2036-07-18 Fixed 7.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 200000.00000000 PA USD 112292.72000000 0.028601027684 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 200000.00000000 PA USD 174336.12000000 0.044403521390 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 100000.00000000 PA USD 96079.27000000 0.024471451587 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 200000.00000000 PA USD 191622.38000000 0.048806342880 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 150000.00000000 PA USD 138865.18000000 0.035369050260 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 345000.00000000 PA USD 304207.35000000 0.077481806827 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 30000.00000000 PA USD 26396.59000000 0.006723228374 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N ORGANON & CO/ORGANON FOR 549300SH15FO4Y2G3V63 68622TAB7 1220000.00000000 PA USD 1207505.61000000 0.307552452025 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N BLUE OWL CREDIT INCOME 5493003I42XBWPE05N35 69120VAP6 950000.00000000 PA USD 968551.28000000 0.246690631173 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N BLUE OWL CAPITAL CORP 2549000BD79OOCPF2L94 69121KAG9 1100000.00000000 PA USD 1043796.41000000 0.265855613963 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N Oxford Finance Funding Trust N/A 69145CAC8 1594668.78000000 PA USD 1606469.97000000 0.409168929971 Long ABS-O CORP US N 2 2031-02-15 Fixed 7.87900000 N N N N N N OXFORD FIN LLC/CO-ISS II N/A 69145LAE4 770000.00000000 PA USD 761273.67000000 0.193896891187 Long DBT CORP US N 2 2031-05-15 Fixed 7.75000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 45000.00000000 PA USD 44530.51000000 0.011341949409 Long DBT CORP US N 2 2056-09-15 Fixed 6.85000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AQ8 22000.00000000 PA USD 21952.42000000 0.005591295429 Long DBT CORP US N 2 2026-11-01 Fixed 5.00000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 1149000.00000000 PA USD 1144605.77000000 0.291531822502 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BP9 165000.00000000 PA USD 166721.61000000 0.042464100817 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 40000.00000000 PA USD 39533.94000000 0.010069319831 Long DBT CORP US N 2 2036-07-21 Fixed 5.37300000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CF0 200000.00000000 PA USD 191699.05000000 0.048825870778 Long DBT CORP US N 2 2041-01-25 Fixed 5.42300000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CM5 45000.00000000 PA USD 44537.43000000 0.011343711938 Long DBT CORP US N 2 2037-07-21 Fixed 5.46300000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 69370PAA9 40000.00000000 PA USD 38900.00000000 0.009907854907 Long DBT CORP ID N 2 2044-05-30 Fixed 6.45000000 N N N N N N PEAC Solutions Receivables LLC N/A 69392HAB9 59432.60000000 PA USD 59575.23000000 0.015173849226 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.94000000 N N N N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 1085000.00000000 PA USD 1021656.71000000 0.260216618197 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 52830.00000000 PA USD 42621.59000000 0.010855746263 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 200000.00000000 PA USD 209169.27000000 0.053275546998 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 100000.00000000 PA USD 107591.74000000 0.027403685068 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KQ9 200000.00000000 PA USD 202967.60000000 0.051695977678 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KX4 100000.00000000 PA USD 101453.35000000 0.025840233204 Long DBT CORP US N 2 2035-08-15 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KZ9 37000.00000000 PA USD 34495.10000000 0.008785924056 Long DBT CORP US N 2 2055-10-15 Fixed 6.10000000 N N N N N N PACIFIC LIFE GF II 6354003EUPCHXTWUU869 6944PL2U2 100000.00000000 PA USD 101579.90000000 0.025872465570 Long DBT CORP US N 2 2028-07-18 Fixed 5.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 100000.00000000 PA USD 91038.56000000 0.023187579523 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DB1 200000.00000000 PA USD 201151.50000000 0.051233415846 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69704KAA7 1530000.00000000 PA USD 1531880.37000000 0.390170911092 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.69400000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299CB8 10000.00000000 PA USD 9652.53000000 0.002458505571 Long DBT NUSS PA N 2 2034-02-23 Fixed 5.22700000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299CC6 70000.00000000 PA USD 68066.60000000 0.017336606602 Long DBT NUSS PA N 2 2038-02-23 Fixed 5.66200000 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AH3 60000.00000000 PA USD 52710.60000000 0.013425423570 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAB9 15000.00000000 PA USD 14979.77000000 0.003815357010 Long DBT US N 2 2028-10-01 Fixed 5.87500000 N N N N N N PARK INTERMED HOLDINGS N/A 70052LAD5 209000.00000000 PA USD 212378.28000000 0.054092883900 Long DBT US N 2 2030-02-01 Fixed 7.00000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AH6 85000.00000000 PA USD 83819.73000000 0.021348938900 Long DBT CORP US N 2 2032-11-01 Fixed 6.37500000 N N N N N N PAYCHEX INC 529900K900DW6SUBM174 704326AB3 200000.00000000 PA USD 200435.71000000 0.051051103674 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N PAYPAL HOLDINGS INC 5493005X2GO78EFZ3E94 70450YAV5 730000.00000000 PA USD 722770.42000000 0.184090088759 Long DBT CORP US N 2 2031-06-01 Fixed 4.95000000 N N N N N N PEBBLEBROOK HOTEL/FINANC N/A 70510LAA7 20000.00000000 PA USD 20186.18000000 0.005141432971 Long DBT US N 2 2029-10-15 Fixed 6.37500000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAD9 20000.00000000 PA USD 20534.66000000 0.005230191050 Long DBT CORP US N 2 2029-12-15 Fixed 7.87500000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAE7 15000.00000000 PA USD 14953.20000000 0.003808589614 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAE0 20000.00000000 PA USD 19335.62000000 0.004924794794 Long DBT CORP US N 2 2029-08-01 Fixed 4.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 10000.00000000 PA USD 10028.25000000 0.002554201696 Long DBT CORP US N 2 2032-09-15 Fixed 6.12500000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAA8 125000.00000000 PA USD 129399.75000000 0.032958199178 Long DBT CORP US N 2 2032-01-15 Fixed 7.00000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 71424VAB6 40000.00000000 PA USD 40717.69000000 0.010370821714 Long DBT CORP US N 2 2033-02-01 Fixed 6.25000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BE1 81000.00000000 PA 27283.90000000 0.006949226799 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638BY7 800000.00000000 PA 254814.07000000 0.064901306784 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15000000 N N N N N N PETCO HEALTH & WELLNESS 2549007TYGV6RVSE9M61 71601VAA3 34000.00000000 PA USD 34108.63000000 0.008687489900 Long DBT CORP US N 2 2031-02-01 Fixed 8.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 20000.00000000 PA USD 19966.00000000 0.005085352984 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NBJ7 20000.00000000 PA USD 15736.25000000 0.004008032950 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 30000.00000000 PA USD 24613.50000000 0.006269074209 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 85000.00000000 PA USD 67235.00000000 0.017124797550 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 30000.00000000 PA USD 30426.00000000 0.007749521681 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 145000.00000000 PA USD 129731.50000000 0.033042696116 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDF6 50000.00000000 PA USD 40231.00000000 0.010246861459 Long DBT CORP MX N 2 2060-01-28 Fixed 6.95000000 N N N N N N PETSMART LLC/PETSMART FI N/A 71677KAC2 40000.00000000 PA USD 40416.32000000 0.010294062582 Long DBT CORP US N 2 2032-09-15 Fixed 7.50000000 N N N N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AE2 200000.00000000 PA USD 195232.77000000 0.049725911525 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Republic of Poland Government International Bonds 259400R9L8QEP0TPXS31 731011AY8 100000.00000000 PA USD 98576.00000000 0.025107370317 Long DBT NUSS PL N 2 2034-09-18 Fixed 5.12500000 N N N N N N Post CLO LTD 5493007CUC7FI0ONIF25 73742YAJ4 250000.00000000 PA USD 250067.50000000 0.063692352366 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 4.82900000 N N N N N N PRESTIGE BRANDS INC 549300JBVP4J6D42I235 74112BAN5 10000.00000000 PA USD 10028.24000000 0.002554199149 Long DBT CORP US N 2 2034-07-15 Fixed 6.25000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 74274TAN0 200000.00000000 PA USD 198246.80000000 0.050493586896 Long DBT CORP US N 2 2028-01-27 Fixed 3.85000000 N N N N N N Priority Holdings LLC N/A 74275TAH2 1329186.46000000 PA USD 1311747.53000000 0.334102935794 Long LON CORP US N 2 2032-08-02 Floating 7.48100000 N N N N N N PRM Trust N/A 74277DAJ1 127000.00000000 PA USD 126479.53000000 0.032214417275 Long ABS-MBS CORP US N 2 2033-07-05 Variable 6.58300000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBY9 200000.00000000 PA USD 201612.84000000 0.051350919439 Long DBT CORP US N 2 2029-06-12 Fixed 5.21500000 N N N N N N PROVIDENT FDG/PFG FIN N/A 74387UAK7 25000.00000000 PA USD 25812.93000000 0.006574569798 Long DBT CORP US N 2 2029-09-15 Fixed 9.75000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BJ0 70000.00000000 PA USD 68013.40000000 0.017323056528 Long DBT CORP US N 2 2052-03-01 Fixed 5.12500000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448DD0 200000.00000000 PA USD 197357.24000000 0.050267015394 Long DBT CORP US N 2 2029-03-13 Fixed 4.15000000 N N N N N N QTS ISSUER ABS II LLC N/A 74690FAA4 25038.00000000 PA USD 24221.30000000 0.006169180618 Long ABS-O CORP US N 2 2055-10-05 Fixed 5.04400000 N N N N N N QTS ISSUER ABS II LLC N/A 74690FAQ9 710000.00000000 PA USD 693078.78000000 0.176527609039 Long ABS-O CORP US N 2 2056-01-05 Fixed 5.36400000 N N N N N N QTS ISSUER ABS II LLC N/A 74690FBC9 80000.00000000 PA USD 78786.42000000 0.020066951620 Long ABS-O CORP US N 2 2056-03-05 Fixed 5.70400000 N N N N N N QTS ISSUER ABS II LLC N/A 74690FBE5 35000.00000000 PA USD 34836.59000000 0.008872901778 Long ABS-O CORP US N 2 2056-03-06 Fixed 6.17800000 N N N N N N QTS ISSUER ABS II LLC N/A 74690FBJ4 76000.00000000 PA USD 74588.78000000 0.018997810024 Long ABS-O CORP US N 2 2056-03-05 Fixed 6.72700000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74727PBE0 60000.00000000 PA USD 48324.60000000 0.012308306561 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 74738PUJ5 110000.00000000 PA USD 108797.70000000 0.027710843852 Long DBT NUSS QA N 2 2035-02-27 Fixed 4.87500000 N N N N N N QTS FAYETTEV I DC1-2/TRS N/A 74751AAA1 1240000.00000000 PA USD 1133878.20000000 0.288799503555 Long DBT CORP US N 2 2036-04-15 Fixed 5.70000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAM4 200000.00000000 PA USD 198486.75000000 0.050554702314 Long DBT CORP US N 2 2028-08-09 Fixed 4.30000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 105000.00000000 PA USD 106388.26000000 0.027097157941 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N N Woodward Capital Management 2549008ADDIO9CIJ8W08 74939LAC8 150000.00000000 PA USD 147195.42000000 0.037490767722 Long ABS-MBS CORP US N 2 2055-11-25 Variable 5.16300000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 480000.00000000 PA USD 465205.28000000 0.118488082684 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N RHP HOTEL PPTY/RHP FINAN N/A 749571AK1 230000.00000000 PA USD 233893.21000000 0.059572750347 Long DBT US N 2 2032-04-01 Fixed 6.50000000 N N N N N N RLJ LODGING TRUST LP 549300RX5I8Z6I6LDZ74 74965LAB7 75000.00000000 PA USD 71440.14000000 0.018195849400 Long DBT US N 2 2029-09-15 Fixed 4.00000000 N N N N N N ROCC Trust N/A 74970WAG5 209000.00000000 PA USD 215250.65000000 0.054824478378 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 7.10900000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECT6 100000.00000000 PA USD 100284.86000000 0.025542618053 Long DBT CORP US N 2 2026-11-08 Fixed 5.75000000 N N N N N N REGENERON PHARMACEUTICAL 549300RCBFWIRX3HYQ56 75886FAE7 300000.00000000 PA USD 263745.46000000 0.067176137536 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Regional Management Issuance Trust N/A 75908BAA8 1190000.00000000 PA USD 1180632.20000000 0.300707777291 Long ABS-O CORP US N 2 2037-11-16 Fixed 4.59000000 N N N N N N Republic Finance Issuance Trust N/A 76041RAA9 1920000.00000000 PA USD 1921291.39000000 0.489354147223 Long ABS-O CORP US N 2 2032-08-20 Fixed 5.91000000 N N N N N N Uruguay Government International Bonds 549300RDR012H2V82H43 760942BA9 95000.00000000 PA USD 84075.00000000 0.021413956332 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XRB1 121531.64000000 PA USD 116930.37000000 0.029782240108 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.50000000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 76134KAA2 1790000.00000000 PA USD 1766184.23000000 0.449848254257 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N RESIDEO FUNDING II LLC N/A 76135CAB7 62000.00000000 PA USD 62020.89000000 0.015796760394 Long DBT CORP US N 2 2032-07-15 Fixed 6.50000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAC7 200000.00000000 PA USD 204682.51000000 0.052132766353 Long DBT CORP US N 2 2028-11-21 Fixed 6.00000000 N N N N N N TGNR INTERMEDIATE HOLDIN 5493007AZNVKZ5HEMT23 77289KAA3 35000.00000000 PA USD 34243.83000000 0.008721925427 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N ROCKET COS INC N/A 77311WAC5 145000.00000000 PA USD 146904.58000000 0.037416690588 Long DBT CORP US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77340JAL9 250000.00000000 PA USD 250066.75000000 0.063692161341 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 4.92900000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 35000.00000000 PA USD 35584.26000000 0.009063333806 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 114000.00000000 PA USD 104926.55000000 0.026724859468 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DG3 90000.00000000 PA USD 90540.09000000 0.023060618895 Long DBT CORP CA N 2 2055-04-15 Fixed 7.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DH1 50000.00000000 PA USD 50462.60000000 0.012852856530 Long DBT CORP CA N 2 2055-04-15 Fixed 7.12500000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DL2 55000.00000000 PA USD 55022.44000000 0.014014250698 Long DBT CORP CA N 2 2056-07-31 Fixed 6.87500000 N N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 77578JAC2 200000.00000000 PA USD 202021.30000000 0.051454954462 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAA8 55000.00000000 PA USD 55223.01000000 0.014065336005 Long DBT CORP US N 2 2031-07-15 Fixed 6.50000000 N N N N N N QXO BUILDING PRODUCTS 549300HDXQWWCBOYXP31 77583AAB6 55000.00000000 PA USD 55082.17000000 0.014029463967 Long DBT CORP US N 2 2034-07-15 Fixed 6.87500000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAP5 20000.00000000 PA USD 19506.20000000 0.004968241629 Long DBT NUSS RO N 2 2034-05-25 Fixed 6.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAV2 10000.00000000 PA USD 9520.40000000 0.002424851975 Long DBT NUSS RO N 2 2035-03-24 Fixed 5.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAX8 25000.00000000 PA USD 25076.50000000 0.006387000606 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.62500000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAY6 20000.00000000 PA USD 19965.50000000 0.005085225633 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N ROMANIA 315700IASY927EDWBK92 775921AA7 50000.00000000 PA USD 46900.00000000 0.011945460029 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.75000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 200000.00000000 PA USD 197634.69000000 0.050337682087 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07300000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BG6 200000.00000000 PA USD 201624.79000000 0.051353963112 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAK4 200000.00000000 PA USD 199034.43000000 0.050694196761 Long DBT CORP CA N 2 2029-08-06 Fixed 4.49800000 N N N N N N ROYALTY PHARMA PLC 549300FGFN7VOK8BZR03 78081BAT0 100000.00000000 PA USD 97581.10000000 0.024853968650 Long DBT CORP GB N 2 2031-03-25 Fixed 4.45000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 6593250.21000000 NS USD 6593250.21000000 1.679305050103 Long STIV RF US N 1 N N N SBA TOWER TRUST N/A 78403DAZ3 3100000.00000000 PA USD 3126316.83000000 0.796274898362 Long DBT US N 2 2028-01-15 Fixed 6.59900000 N N N N N N SESI LLC XDZ56K6RXS5J1ESBZS35 78412FAX2 25000.00000000 PA USD 25295.65000000 0.006442818251 Long DBT CORP US N 2 2030-09-30 Fixed 7.87500000 N N N N N N SFO Commerical Mortgage Trust N/A 78432WAG8 63000.00000000 PA USD 62862.19000000 0.016011040043 Long ABS-MBS CORP US N 2 2038-05-15 Floating 6.44000000 N N N N N N SG Capital Partners N/A 78432YAA7 90546.18000000 PA USD 76388.58000000 0.019456220237 Long ABS-MBS CORP US N 2 2061-12-25 Variable 1.73700000 N N N N N N SCIH SALT HOLDINGS INC N/A 78433BAA6 15000.00000000 PA USD 14999.25000000 0.003820318578 Long DBT CORP US N 2 2028-05-01 Fixed 4.87500000 N N N N N N SLM CORP N/A 78442PGG5 15000.00000000 PA USD 14946.29000000 0.003806829633 Long DBT CORP US N 2 2032-05-15 Fixed 6.49500000 N N N N N N SMRT N/A 78457JAN2 115000.00000000 PA USD 114784.38000000 0.029235655081 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.37700000 N N N N N N SV RNO PROPERTY OWNER 1 N/A 78488XAA2 113000.00000000 PA USD 104931.32000000 0.026726074390 Long DBT CORP US N 2 2031-03-01 Fixed 5.87500000 N N N N N N SAAVI ENERGIA SARL 254900A2V0IO8K56UH35 78518PAA3 25000.00000000 PA USD 27102.50000000 0.006903024103 Long DBT CORP LU N 2 2035-02-10 Fixed 8.87500000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAQ7 100000.00000000 PA USD 99770.64000000 0.025411645890 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAR5 100000.00000000 PA USD 99556.51000000 0.025357106842 Long DBT CORP US N 2 2029-03-15 Fixed 4.65000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAU8 1765000.00000000 PA USD 1721105.00000000 0.438366545512 Long DBT CORP US N 2 2036-03-15 Fixed 5.55000000 N N N N N N Sales Tax Securitization Corp N/A 79467BDH5 1400000.00000000 PA USD 1228812.48000000 0.312979325456 Long DBT MUN US N 2 2034-01-01 Fixed 3.05700000 N N N N N N SAMMONS FINANCIAL GLOBAL 635400IPRNPM6HDHRS48 79587J2F9 860000.00000000 PA USD 849211.21000000 0.216294638931 Long DBT CORP US N 2 2031-06-22 Fixed 5.10000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAT2 100000.00000000 PA USD 102252.76000000 0.026043843443 Long DBT CORP GB N 2 2029-01-10 Fixed 6.53400000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 1200000.00000000 PA USD 1188634.98000000 0.302746090481 Long DBT CORP US N 2 2028-01-06 Fixed 2.49000000 N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBF2 970000.00000000 PA USD 992586.07000000 0.252812307575 Long DBT CORP US N 2 2029-03-09 Fixed 6.49900000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287FAE2 2189401.26000000 PA USD 2213055.33000000 0.563666609556 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.69000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAR0 50000.00000000 PA USD 32556.00000000 0.008292034045 Long DBT NUSS SA N 2 2055-01-21 Fixed 3.75000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TAZ2 120000.00000000 PA USD 73354.80000000 0.018683514528 Long DBT NUSS SA N 2 2051-11-17 Fixed 3.25000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBD0 200000.00000000 PA USD 194709.00000000 0.049592506970 Long DBT NUSS SA N 2 2033-07-18 Fixed 4.87500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBE8 200000.00000000 PA USD 163084.00000000 0.041537599221 Long DBT NUSS SA N 2 2053-01-18 Fixed 5.00000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBL2 35000.00000000 PA USD 35485.80000000 0.009038255981 Long DBT NUSS SA N 2 2035-01-13 Fixed 5.62500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L2P9 30000.00000000 PA USD 26806.80000000 0.006827709124 Long DBT CORP SA N 2 2054-07-17 Fixed 5.75000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80414L3B9 200000.00000000 PA USD 197380.00000000 0.050272812381 Long DBT CORP SA N 2 2035-06-02 Fixed 5.37500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 80415RAD3 20000.00000000 PA USD 18250.00000000 0.004648286685 Long DBT CORP SA N 2 2056-02-02 Fixed 6.00000000 N N N N N N Saxon Asset Securities Trust N/A 805564PN5 18669.90000000 PA USD 14928.01000000 0.003802173705 Long ABS-MBS CORP US N 2 2035-03-25 Floating 1.63900000 N N N N N N Saxon Asset Securities Trust N/A 80556UAF0 350401.94000000 PA USD 352744.59000000 0.089844272933 Long ABS-O CORP US N 2 2036-03-25 Floating 4.30400000 N N N N N N Space Coast Credit Union N/A 80620BAF4 29000.00000000 PA USD 28743.78000000 0.007321059170 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.08000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CB9 55000.00000000 PA USD 54897.54000000 0.013982438588 Long DBT CORP US N 2 2027-06-01 Fixed 5.00000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 80854EAK4 575000.00000000 PA USD 574281.25000000 0.146269802083 Long LON CORP US N 2 2033-04-04 Floating 8.23100000 N N N N N N SCOTT Trust 2023-SFS N/A 810064AA3 1125000.00000000 PA USD 1136931.30000000 0.289577130079 Long ABS-MBS CORP US N 2 2040-03-10 Fixed 5.91000000 N N N N N N SEAWORLD PARKS & ENTERTA 549300UZV72O3371JJ53 81282UAG7 65000.00000000 PA USD 63322.27000000 0.016128222713 Long DBT CORP US N 2 2029-08-15 Fixed 5.25000000 N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BT5 175000.00000000 PA USD 174131.62000000 0.044351435109 Long DBT CORP US N 2 2054-10-01 Fixed 6.40000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BW8 35000.00000000 PA USD 35108.61000000 0.008942185446 Long DBT CORP US N 2 2056-04-01 Fixed 6.37500000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BY4 100000.00000000 PA USD 100323.00000000 0.025552332336 Long DBT CORP US N 2 2028-01-07 Floating 4.32900000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAC8 65000.00000000 PA USD 66543.62000000 0.016948702621 Long DBT CORP US N 2 2032-07-15 Fixed 6.62500000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81744MAA0 24046.23000000 PA USD 20393.77000000 0.005194306277 Long ABS-MBS CORP US N 2 2036-07-20 Floating 4.18400000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 35000.00000000 PA USD 35053.90000000 0.008928250774 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 81761LAC6 45000.00000000 PA USD 47289.78000000 0.012044737245 Long DBT US N 2 2031-11-15 Fixed 8.62500000 N N N N N N SG Capital Partners N/A 818918AJ3 100000.00000000 PA USD 99359.77000000 0.025306997038 Long ABS-MBS CORP US N 2 2066-07-01 Variable 6.10200000 N N N N N N SHIFT4 PAYMENTS LLC/FIN N/A 82453AAB3 50000.00000000 PA USD 50070.80000000 0.012753064820 Long DBT CORP US N 2 2032-08-15 Fixed 6.75000000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BS3 100000.00000000 PA USD 99441.98000000 0.025327935978 Long DBT CORP US N 2 2056-09-15 Fixed 6.37500000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650BAC0 29464.24000000 PA USD 30255.25000000 0.007706031547 Long ABS-O CORP US N 2 2040-04-20 Fixed 7.30000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650DAC6 37723.38000000 PA USD 37931.21000000 0.009661103474 Long ABS-O CORP US N 2 2041-06-20 Fixed 5.83000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82650TAB3 36058.12000000 PA USD 36113.21000000 0.009198057710 Long ABS-O CORP US N 2 2040-06-20 Fixed 5.04000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653BAC7 75349.67000000 PA USD 74878.61000000 0.019071629911 Long ABS-O CORP US N 2 2041-08-20 Fixed 5.32000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653HAC4 54029.46000000 PA USD 53615.63000000 0.013655935290 Long ABS-O CORP US N 2 2044-04-20 Fixed 5.32000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826935AC2 31228.77000000 PA USD 31405.34000000 0.007998960206 Long ABS-O CORP US N 2 2043-01-20 Fixed 5.94000000 N N N N N N Sierra Receivables Funding Co LLC N/A 826944AC4 31921.50000000 PA USD 32647.65000000 0.008315377359 Long ABS-O CORP US N 2 2040-09-20 Fixed 7.12000000 N N N N N N SIRIUSPOINT LTD 549300OGXFI85N3YZZ51 82969BAA0 1025000.00000000 PA USD 1063561.87000000 0.270889889280 Long DBT CORP BM N 2 2029-04-05 Fixed 7.00000000 N N N N N N SIX FLAGS ENT/SIX FLAG N/A 83002YAA7 118000.00000000 PA USD 118801.69000000 0.030258866510 Long DBT CORP US N 2 2032-05-01 Fixed 6.62500000 N N N N N N SKANDINAVISKA ENSKILDA F3JS33DEI6XQ4ZBPTN86 830505BB8 885000.00000000 PA USD 896907.64000000 0.228442950192 Long DBT CORP SE N 2 2029-03-05 Fixed 5.37500000 N N N N N N Small Business Administration Participation Certs N/A 83162CQY2 26462.13000000 PA USD 26502.24000000 0.006750137497 Long ABS-O USGA US N 2 2027-04-01 Fixed 5.32000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AN3 10000.00000000 PA USD 10477.90000000 0.002668727838 Long DBT CORP CL N 2 2033-11-07 Fixed 6.50000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 833636AP8 20000.00000000 PA USD 19738.80000000 0.005027484998 Long DBT CORP CL N 2 2034-09-10 Fixed 5.50000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 300000.00000000 PA USD 314899.80000000 0.080205180688 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCT7 200000.00000000 PA USD 195439.26000000 0.049778504660 Long DBT CORP FR N 2 2034-08-08 Fixed 5.40000000 N N N N N N Social Professional Loan Program LLC 5493002WMPR84WZ75V46 83401CAC8 158000.00000000 PA USD 141755.15000000 0.036105127469 Long ABS-O CORP US N 2 2048-11-16 Fixed 3.05000000 N N N N N N SOPAIPILLA INVESTOR LLC N/A 83577VAA8 700000.00000000 PA USD 725538.65000000 0.184795158712 Long DBT CORP US N 2 2048-11-30 Fixed 7.53400000 N N N N N N Sothebys ArtFi Master Trust 9845002FA850DM72BA31 83589DAC0 100000.00000000 PA USD 99206.14000000 0.025267867379 Long ABS-O CORP US N 2 2033-06-20 Fixed 4.90000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205AX2 90000.00000000 PA USD 73191.60000000 0.018641947384 Long DBT NUSS ZA N 2 2047-09-27 Fixed 5.65000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BB9 65000.00000000 PA USD 52762.45000000 0.013438629798 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 836205BE3 10000.00000000 PA USD 9673.50000000 0.002463846643 Long DBT NUSS ZA N 2 2052-04-20 Fixed 7.30000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BF0 355000.00000000 PA USD 371244.80000000 0.094556288265 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BH6 75000.00000000 PA USD 71700.00000000 0.018262035909 Long DBT NUSS ZA N 2 2037-12-11 Fixed 6.12500000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HS5 100000.00000000 PA USD 101326.79000000 0.025807998291 Long DBT CORP US N 2 2027-11-01 Fixed 5.85000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HT3 775000.00000000 PA USD 799030.18000000 0.203513498460 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JC8 200000.00000000 PA USD 200992.96000000 0.051193035606 Long DBT CORP US N 2 2029-06-01 Fixed 5.15000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DC3 665000.00000000 PA USD 667364.61000000 0.169978193476 Long DBT CORP US N 2 2035-06-15 Fixed 5.45000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DE4 200000.00000000 PA USD 191858.81000000 0.048866561752 Long DBT CORP US N 2 2030-04-30 Fixed 3.70000000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAG0 10000.00000000 PA USD 9087.00000000 0.002314464718 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N SOUTHWEST GAS CORP OQQR1IQTGBKH0UR88X59 845011AE5 200000.00000000 PA USD 189186.62000000 0.048185953249 Long DBT CORP US N 2 2032-03-15 Fixed 4.05000000 N N N N N N SOUTHWESTERN ELEC POWER R64UBJHEC74EB3HGQ410 845437BR2 200000.00000000 PA USD 197160.58000000 0.050216925966 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N SPIRE INC 549300NXSY15DRY2R511 84857LAD3 40000.00000000 PA USD 39577.53000000 0.010080422232 Long DBT CORP US N 2 2056-06-01 Fixed 6.25000000 N N N N N N SPIRE INC 549300NXSY15DRY2R511 84857LAE1 30000.00000000 PA USD 29896.57000000 0.007614675521 Long DBT CORP US N 2 2056-06-01 Fixed 6.45000000 N N N N N N SPIRIT AIR 2015-1 PTT A N/A 84858DAA6 46666.24000000 PA USD 45262.86000000 0.011528479423 Long DBT CORP US N 2 2028-04-01 Fixed 4.10000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 852234AS2 135000.00000000 PA USD 136391.04000000 0.034738885218 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 85236KAP7 73000.00000000 PA USD 70393.93000000 0.017929379043 Long ABS-O CORP US N 2 2050-05-25 Fixed 5.00000000 N N N N N N Stack Infrastructure Issuer LLC 254900AV7V87H3A2WM57 85236KAR3 1340000.00000000 PA USD 1285852.48000000 0.327507449979 Long ABS-O CORP US N 2 2056-03-27 Fixed 5.00000000 N N N N N N STANDARD BUILDING SOLUTI 54930064UHXCIUWVI755 853191AC8 25000.00000000 PA USD 24726.81000000 0.006297934339 Long DBT CORP US N 2 2033-08-01 Fixed 6.25000000 N N N N N N STANDARD CHARTERED BK/NY RILFO74KP1CM8P6PCT96 85325X2B1 250000.00000000 PA USD 251272.50000000 0.063999266638 Long DBT CORP GB N 2 2027-12-03 Fixed 4.85300000 N N N N N N STANDARD INDUSTRI INC/NY 54930064UHXCIUWVI755 853496AG2 55000.00000000 PA USD 51924.71000000 0.013225256884 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N Starwood Property Trust Inc 5493008SB15CNJRIOK13 85570DAN2 984687.55000000 PA USD 982531.08000000 0.250251295184 Long LON US N 2 2027-11-18 Floating 5.48100000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBD6 95000.00000000 PA USD 96485.23000000 0.024574849859 Long DBT US N 2 2030-07-01 Fixed 6.50000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBG9 12000.00000000 PA USD 11817.97000000 0.003010044525 Long DBT US N 2 2031-01-15 Fixed 5.75000000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 85571BBH7 15000.00000000 PA USD 14964.48000000 0.003811462637 Long DBT US N 2 2031-06-01 Fixed 6.12500000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 85704AAB3 200000.00000000 PA USD 199940.00000000 0.050924846020 Long DBT NUSS KW N 2 2029-07-29 Fixed 5.03900000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477BY8 740000.00000000 PA USD 751432.94000000 0.191390450955 Long DBT CORP US N 2 2028-11-04 Fixed 5.82000000 N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAL4 200000.00000000 PA USD 194722.30000000 0.049595894489 Long DBT CORP US N 2 2035-03-18 Fixed 6.45000000 N N N N N STELLANTIS FINANCIAL SER 5493000KNKFDOC1BOW59 85855FAE3 200000.00000000 PA USD 196202.15000000 0.049972813232 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N STEWART INFORMATION SERV 529900TV1XI0PLKENU10 86038AAA0 1215000.00000000 PA USD 1067657.36000000 0.271933013206 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N STINGRAY COMPUTE N/A 86083AAA4 65000.00000000 PA USD 63412.45000000 0.016151191617 Long DBT CORP US N 2 2031-06-15 Fixed 6.00000000 N N N N N N STONEBRIAR ABF LLC 984500A76E25968C4F70 86177CAA7 925000.00000000 PA USD 963085.95000000 0.245298608122 Long DBT CORP US N 2 2030-12-15 Fixed 8.12500000 N N N N N N STONEBRIAR ABF LLC 984500A76E25968C4F70 86177CAB5 505000.00000000 PA USD 505381.18000000 0.128720910138 Long DBT CORP US N 2 2031-08-15 Fixed 7.00000000 N N N N N N STONEPEAK NILE PARENT LLC 254900TJV3VAFZD0GU41 86184XAE4 1241887.50000000 PA USD 1238782.78000000 0.315518767250 Long LON CORP US N 2 2032-04-09 Floating 5.65700000 N N N N N N STORE Master Funding LLC N/A 86190BAA2 1335179.13000000 PA USD 1259695.85000000 0.320845339570 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.12000000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86358HNX3 4487.31000000 PA USD 4349.35000000 0.001107782229 Long ABS-MBS CORP US N 2 2032-09-19 Floating 4.44400000 N N N N N N Structured Asset Securities Corporation N/A 86358RDU8 1316.89000000 PA USD 1312.51000000 0.000334297137 Long ABS-MBS CORP US N 2 2031-08-25 Fixed 3.37500000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BWG2 86268.08000000 PA USD 84433.34000000 0.021505225760 Long ABS-MBS CORP US N 2 2034-07-25 Variable 5.42300000 N N N N N N Structured Asset Mortgage Investments Inc N/A 86360KAA6 224597.45000000 PA USD 206341.74000000 0.052555373297 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.25900000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCG3 200000.00000000 PA USD 188746.47000000 0.048073846762 Long DBT CORP JP N 2 2028-09-17 Fixed 1.90200000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MDM9 200000.00000000 PA USD 202627.64000000 0.051609389649 Long DBT CORP JP N 2 2029-07-09 Fixed 5.31600000 N N N N N N Summit Issuer, LLC N/A 86613XAN5 168000.00000000 PA USD 165290.29000000 0.042099542697 Long ABS-O CORP US N 2 2055-11-20 Fixed 5.20800000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAB5 1185000.00000000 PA USD 1210804.56000000 0.308392696702 Long DBT CORP US N 2 2029-05-01 Fixed 7.00000000 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAM1 660000.00000000 PA USD 647396.77000000 0.164892371843 Long DBT CORP US N 2 2031-07-15 Fixed 5.37500000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAP8 735000.00000000 PA USD 739851.10000000 0.188440548892 Long DBT CORP US N 2 2032-08-15 Fixed 5.21300000 N N N N N N SWISS RE FINANCE LUX 549300CLQZ6TM98LW631 87089NAA8 3400000.00000000 PA USD 3367181.77000000 0.857623352804 Long DBT CORP LU N 2 2049-04-02 Fixed 5.00000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 87110CAA5 25000.00000000 PA USD 25844.75000000 0.006582674373 Long DBT CORP US N 2 2034-04-15 Fixed 10.50000000 N N N N N N SWORD PURCHASER LLC 254900S0VY2QTAITBR94 87110CAB3 49000.00000000 PA USD 50118.91000000 0.012765318467 Long DBT CORP US N 2 2033-04-15 Fixed 8.25000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAL4 100000.00000000 PA USD 101871.40000000 0.025946710807 Long DBT CORP US N 2 2034-04-12 Fixed 6.10000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BBA0 80000.00000000 PA USD 78684.19000000 0.020040913573 Long DBT CORP US N 2 2031-08-15 Fixed 7.25000000 N N N N N N Symphony CLO Ltd 549300OJB1EXT6QKOX87 87168NAU8 300000.00000000 PA USD 300305.10000000 0.076487901253 Long ABS-CBDO CORP BM N 2 2035-10-23 Floating 4.90200000 N N N N N N SYSTEM ENERGY RESOURCES N/A 871911AV5 200000.00000000 PA USD 196056.01000000 0.049935591280 Long DBT CORP US N 2 2034-12-15 Fixed 5.30000000 N N N N N N SYNERGY INFRASTRUCTURE H N/A 87191JAB0 60000.00000000 PA USD 60528.42000000 0.015416627329 Long DBT CORP US N 2 2034-07-15 Fixed 7.00000000 N N N N N N Taubman Centers Commercial Mortgage Trust N/A 87231EAE7 100000.00000000 PA USD 100124.85000000 0.025501863404 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.66800000 N N N N N N TKC HOLDINGS INC N/A 87256YAE3 57000.00000000 PA USD 58268.19000000 0.014840945301 Long DBT CORP US N 2 2030-08-15 Fixed 8.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 100000.00000000 PA USD 96082.44000000 0.024472258988 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 200000.00000000 PA USD 179345.40000000 0.045679388213 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N Eastern Power LLC 5493000R3E1L1VM1V279 87264NAB3 1706382.23000000 PA USD 1711006.53000000 0.435794458737 Long LON CORP US N 2 2029-04-03 Floating 8.48100000 N N N N N N TALEN ENERGY SUPPLY LLC K5K33XN0PQAU1XF7NN66 87422VAM0 125000.00000000 PA USD 122601.38000000 0.031226649986 Long DBT CORP US N 2 2034-02-01 Fixed 6.25000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAK7 40000.00000000 PA USD 39359.29000000 0.010024836364 Long DBT CORP US N 2 2031-09-01 Fixed 6.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAM3 22000.00000000 PA USD 22136.66000000 0.005638221475 Long DBT CORP US N 2 2034-03-15 Fixed 6.75000000 N N N N N N TREKOR METALS LTD 549300XKUO1JSLU7KX54 876511AG1 60000.00000000 PA USD 62348.10000000 0.015880100991 Long DBT CORP CA N 2 2030-05-01 Fixed 8.25000000 N N N N N N TELECOM ITALIA CAPITAL 549300777DJZOR5C4L39 87927VAV0 20000.00000000 PA USD 22372.68000000 0.005698335921 Long DBT CORP LU N 2 2038-06-04 Fixed 7.72100000 N N N N N N TELUS CORP 894500TX134IMF6NW757 87971MCR2 70000.00000000 PA USD 68366.88000000 0.017413088110 Long DBT CORP CA N 2 2056-06-09 Fixed 6.62500000 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 85000.00000000 PA USD 85305.07000000 0.021727255949 Long DBT CORP US N 2 2032-10-15 Fixed 6.25000000 N N N N N N Texas Natural Gas Securitization Finance Corp N/A 88258MAA3 79078.71000000 PA USD 79995.37000000 0.020374871959 Long DBT MUN US N 2 2035-04-01 Fixed 5.10200000 N N N N N N Thornburg Mortgage Securities Trust N/A 88522YAB5 54237.64000000 PA USD 53884.97000000 0.013724536361 Long ABS-MBS CORP US N 2 2037-09-25 Variable 3.91200000 N N N N N N 3R LUX SARL 9845007D0DF0BEFD8D97 88563PAA6 30000.00000000 PA USD 31702.80000000 0.008074723459 Long DBT CORP LU N 2 2031-02-05 Fixed 9.75000000 N N N N N N Tidal Waste & Recycling Holdings LLC 254900IQT82RE5KFAZ50 88636PAK7 788027.61000000 PA USD 787436.59000000 0.200560603663 Long LON CORP US N 2 2031-10-24 Floating 6.48200000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAE0 100000.00000000 PA USD 98778.10000000 0.025158845316 Long DBT CORP CA N 2 2028-10-13 Fixed 4.10900000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89117F7G8 100000.00000000 PA 72016.98000000 0.018342770918 Long DBT CORP CA N 2 2027-06-01 Fixed 4.21000000 N N N N N N TOTALENERGI CAP USA LLC 9845000979865101C194 89158TAA7 200000.00000000 PA USD 195326.53000000 0.049749792257 Long DBT CORP US N 2 2031-01-13 Fixed 4.24800000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89180YAA8 162312.95000000 PA USD 152543.77000000 0.038852995891 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 3.75000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89183CAB1 43616.79000000 PA USD 43616.07000000 0.011109040956 Long ABS-MBS CORP US N 2 2064-01-25 Variable 6.04900000 N N N N N N Trafigura Securitisation Finance Plc 549300CH6S10UEZXWN56 892725AZ5 200000.00000000 PA USD 199547.60000000 0.050824901489 Long ABS-O CORP IE N 2 2027-11-15 Fixed 7.29000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 385000.00000000 PA USD 394653.49000000 0.100518496597 Long DBT CORP US N 2 2030-12-15 Fixed 6.87500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BT3 10000.00000000 PA USD 10314.40000000 0.002627084284 Long DBT CORP US N 2 2031-12-01 Fixed 7.12500000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 35000.00000000 PA USD 35585.55000000 0.009063662370 Long DBT CORP US N 2 2032-03-01 Fixed 6.62500000 N N N N N N TRANSOCEAN INTERNTNL LTD DOL4HJ22ADYSIWES4H94 893814AA1 15000.00000000 PA USD 15623.43000000 0.003979297624 Long DBT CORP BM N 2 2032-10-15 Fixed 7.87500000 N N N N N N TRAVEL + LEISURE CO T4VNTWMFQ7JQB65L7T35 894164AD4 65000.00000000 PA USD 65099.97000000 0.016581004042 Long DBT CORP US N 2 2031-06-01 Fixed 6.25000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AP4 20000.00000000 PA USD 19608.60000000 0.004994322975 Long DBT NUSS TT N 2 2038-07-16 Fixed 6.20000000 N N N N N N TRINITY CAPITAL INC/MD 549300YGT4SBRQYDVU48 896442605 50000.00000000 NS USD 1271000.00000000 0.323724513813 Long EP CORP US N 1 N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 89686QAD8 98000.00000000 PA USD 103594.57000000 0.026385603309 Long DBT CORP NL N 2 2030-07-15 Fixed 8.25000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAG7 1720000.00000000 PA USD 1711961.72000000 0.436037746242 Long DBT CORP US N 2 2028-06-06 Fixed 4.12300000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 200000.00000000 PA USD 196712.90000000 0.050102901584 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 125000.00000000 PA USD 123914.01000000 0.031560977688 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123CM0 40000.00000000 PA USD 30882.80000000 0.007865868934 Long DBT NUSS TR N 2 2047-05-11 Fixed 5.75000000 N N N N N N 1211 Avenue of the Americas Trust N/A 90117PAJ4 124000.00000000 PA USD 118730.00000000 0.030240607022 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.09200000 N N N N N N UGI ENERGY SERVICES LLC 5493001O7RUKEUP5XR11 90276DAH2 1496697.54000000 PA USD 1496697.54000000 0.381209821764 Long LON CORP US N 2 2030-02-22 Floating 5.73100000 N N N N N N UKG INC 529900FKHWSTQ1GXK240 90279XAA0 60000.00000000 PA USD 58785.78000000 0.014972775806 Long DBT CORP US N 2 2031-02-01 Fixed 6.87500000 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAJ0 30000.00000000 PA USD 29682.58000000 0.007560172131 Long DBT CORP US N 2 2033-04-15 Fixed 5.75000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 470000.00000000 PA USD 465750.78000000 0.118627021883 Long DBT CORP US N 2 2027-01-15 Fixed 3.70000000 N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90357PAV6 22671.05000000 PA USD 22767.84000000 0.005798983426 Long ABS-O CORP US N 2 2032-08-25 Fixed 6.78900000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAQ7 1250978.97000000 PA USD 1246600.54000000 0.317509955728 Long LON CORP US N 2 2031-02-22 Floating 5.48100000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBB3 25000.00000000 PA USD 19287.50000000 0.004912538599 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBE7 10000.00000000 PA USD 8697.50000000 0.002215258818 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAV2 50000.00000000 PA USD 50194.00000000 0.012784443938 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBQ2 200000.00000000 PA USD 193040.00000000 0.049167411602 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 135000.00000000 PA USD 128999.25000000 0.032856191572 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJG6 30000.00000000 PA USD 29327.32000000 0.007469687182 Long DBT CORP US N 2 2033-07-22 Fixed 4.96700000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJL5 200000.00000000 PA USD 193909.49000000 0.049388871262 Long DBT CORP US N 2 2034-02-01 Fixed 4.83900000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJU5 80000.00000000 PA USD 79871.85000000 0.020343411336 Long DBT CORP US N 2 2036-02-12 Fixed 5.42400000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJV3 35000.00000000 PA USD 35049.28000000 0.008927074057 Long DBT CORP US N 2 2031-05-15 Fixed 5.08300000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797TC1 1300000.00000000 PA USD 1280219.72000000 0.326072782400 Long STIV UST US N 2 2026-12-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UH8 1350000.00000000 PA USD 1342789.10000000 0.342009243549 Long STIV UST US N 2 2026-09-24 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797US4 500000.00000000 PA USD 499854.17000000 0.127313177152 Long STIV UST US N 2 2026-08-04 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PT9 5250000.00000000 PA USD 5272353.50000000 1.342871812304 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QH4 5875000.00000000 PA USD 5511484.38000000 1.403778600554 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QQ4 49000.00000000 PA USD 45390.08000000 0.011560882438 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 500000.00000000 PA USD 366132.81000000 0.093254261139 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RL4 426855.00000000 PA USD 289275.92000000 0.073678762045 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RN0 500000.00000000 PA USD 354687.50000000 0.090339133354 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RR1 353517.50000000 PA USD 247189.71000000 0.062959377411 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SA7 1200000.00000000 PA USD 842625.00000000 0.214617127027 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SD1 100000.00000000 PA USD 69828.13000000 0.017785269421 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SE9 100000.00000000 PA USD 74578.13000000 0.018995097462 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SF6 500000.00000000 PA USD 347226.56000000 0.088438827158 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SG4 133151.00000000 PA USD 88644.46000000 0.022577800720 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 800000.00000000 PA USD 541031.25000000 0.137801005793 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SJ8 675000.00000000 PA USD 398698.24000000 0.101548697011 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SK5 100000.00000000 PA USD 60531.25000000 0.015417348132 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 1100000.00000000 PA USD 608179.68000000 0.154903753909 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SP4 8650000.00000000 PA USD 4009410.11000000 1.021199322217 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 2200000.00000000 PA USD 1088398.43000000 0.277215777015 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 725000.00000000 PA USD 381729.49000000 0.097226745521 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SV1 128693.00000000 PA USD 63786.12000000 0.016246365605 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 100000.00000000 PA USD 59343.75000000 0.015114891122 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 675000.00000000 PA USD 363946.29000000 0.092697353095 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TA6 8775000.00000000 PA USD 5653705.12000000 1.440002314095 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TB4 150000.00000000 PA USD 77982.42000000 0.019862172305 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TC2 100000.00000000 PA USD 66539.06000000 0.016947541186 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TH1 8300000.00000000 PA USD 6574507.85000000 1.674531359011 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 2400000.00000000 PA USD 1615875.00000000 0.411564397134 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TK4 38400.00000000 PA USD 30808.50000000 0.007846944676 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TM0 31000.00000000 PA USD 26916.72000000 0.006855705818 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TP3 676302.00000000 PA USD 485082.42000000 0.123550802969 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TQ1 300000.00000000 PA USD 255527.34000000 0.065082977110 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TU2 31000.00000000 PA USD 28023.52000000 0.007137608487 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TY4 395206.26000000 PA USD 326843.43000000 0.083247230896 Long DBT UST US N 2 2054-02-15 Fixed 2.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UA4 200000.00000000 PA USD 180882.81000000 0.046070967525 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UB2 100000.00000000 PA USD 92824.22000000 0.023642388268 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 300000.00000000 PA USD 254753.91000000 0.064885983994 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 100000.00000000 PA USD 88582.03000000 0.022561899759 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UH9 106182.00000000 PA USD 92613.60000000 0.023588743219 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 344000.00000000 PA USD 327821.25000000 0.083496282276 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UP1 35800.00000000 PA USD 32399.00000000 0.008252046044 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CAH4 5900000.00000000 PA USD 5673449.20000000 1.445031143913 Long DBT UST US N 2 2027-08-31 Fixed 0.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFC0 700000.00000000 PA USD 666695.32000000 0.169807724884 Long DBT UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGJ4 125000.00000000 PA USD 121494.14000000 0.030944635249 Long DBT UST US N 2 2030-01-31 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 125000.00000000 PA USD 122827.15000000 0.031284153750 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNT4 10000.00000000 PA USD 9682.42000000 0.002466118573 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPU9 525886.50000000 PA USD 501004.35000000 0.127606128734 Long DBT UST US N 2 2036-01-15 Fixed 1.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQD6 3450000.00000000 PA USD 3321164.07000000 0.845902615149 Long DBT UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQH7 2205000.00000000 PA USD 2191477.15000000 0.558170633294 Long DBT UST US N 2 2028-03-31 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQL8 1575000.00000000 PA USD 1561587.90000000 0.397737438004 Long DBT UST US N 2 2028-04-30 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQQ7 24000.00000000 PA USD 23370.00000000 0.005952353963 Long DBT UST US N 2 2036-05-15 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQW4 800000.00000000 PA USD 785250.00000000 0.200003677790 Long DBT UST US N 2 2033-06-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KH0 300000.00000000 PA USD 137538.76000000 0.035031210237 Long DBT UST US N 2 2041-05-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KP2 400000.00000000 PA USD 180621.64000000 0.046004447358 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N Uniti Fiber ABS Issuer LLC N/A 91326EAB1 115000.00000000 PA USD 115933.79000000 0.029528410544 Long ABS-O CORP US N 2 2055-04-20 Fixed 6.36900000 N N N N N N UNIVERSAL INSURANCE HLDS 529900GGAZ6WVUCWQM46 91359VAD9 585000.00000000 PA USD 584990.73000000 0.148997513496 Long DBT CORP US N 2 2031-06-30 Fixed 7.75000000 N N N N N N CITI CASH COLL N/A 000000000 -110000.00000000 NS USD -110000.00000000 -0.02801707043 Short STIV CORP US N 1 N N N JP MORGAN JPM CASH COLL BROKER N/A 000000000 -60000.00000000 NS USD -60000.00000000 -0.01528203841 Short STIV CORP US N 1 N N N USA COM PART/USA COM FIN N/A 91740PAG3 75000.00000000 PA USD 76616.03000000 0.019514151897 Long DBT CORP US N 2 2029-03-15 Fixed 7.12500000 N N N N N N USA COM PART/USA COM FIN N/A 91740PAH1 24000.00000000 PA USD 23618.19000000 0.006015568115 Long DBT CORP US N 2 2033-10-01 Fixed 6.25000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204BC1 20000.00000000 PA USD 17968.14000000 0.004576496762 Long DBT CORP US N 2 2030-04-23 Fixed 2.95000000 N N N N N N VB-S1 Issuer LLC 549300DKEDU9WZPGTC09 91825HAC8 70000.00000000 PA USD 68413.46000000 0.017424952066 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.19300000 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 35000.00000000 PA USD 32712.23000000 0.008331825926 Long DBT CORP US N 2 2029-04-15 Fixed 5.50000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAS2 10000.00000000 PA USD 9912.50000000 0.002524720096 Long DBT CORP KY N 2 2054-06-28 Fixed 6.40000000 N N N N N N VALIDUS ENERGY II MIDCON 9845007486CEF8045D94 91917UAA2 25000.00000000 PA USD 24886.96000000 0.006338724646 Long DBT CORP US N 2 2031-08-01 Fixed 8.00000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAH9 395000.00000000 PA USD 385056.70000000 0.098074188039 Long ABS-O CORP US N 2 2055-08-15 Fixed 5.13200000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 92212KAJ5 25000.00000000 PA USD 24091.11000000 0.006136021142 Long ABS-O CORP US N 2 2055-11-15 Fixed 5.23900000 N N N N N N VELOCITY COM CAP LLC 549300TA4MQM8WN2XG31 92259RAE5 30000.00000000 PA USD 30876.84000000 0.007864350918 Long DBT CORP US N 2 2031-02-15 Fixed 9.37500000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AC0 100000.00000000 PA USD 103186.10000000 0.026281565739 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AF3 70000.00000000 PA USD 72193.17000000 0.018387646623 Long DBT CORP US N 2 2034-06-15 Fixed 6.50000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 100000.00000000 PA USD 95096.62000000 0.024221170003 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAF0 25000.00000000 PA USD 24707.98000000 0.006293138326 Long DBT CORP US N 2 2036-05-01 Fixed 6.00000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 93000.00000000 PA USD 96143.23000000 0.024487742240 Long DBT CORP US N 2 2031-06-01 Fixed 8.37500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 25000.00000000 PA USD 26760.50000000 0.006815916484 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAG6 20000.00000000 PA USD 19478.36000000 0.004961150763 Long DBT CORP US N 2 2034-12-15 Fixed 6.37500000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAH4 20000.00000000 PA USD 19601.27000000 0.004992456019 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N VERITIV OPERATING CO 5493004G8OK5L1UTIY12 92339LAA0 50000.00000000 PA USD 51296.50000000 0.013065251394 Long DBT CORP US N 2 2030-11-30 Fixed 10.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHN7 90000.00000000 PA USD 88078.90000000 0.022433752226 Long DBT CORP US N 2 2056-05-14 Fixed 6.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHP2 90000.00000000 PA USD 88499.66000000 0.022540920067 Long DBT CORP US N 2 2058-05-14 Fixed 6.05000000 N N N N N N Verus Securitization Trust 213800HQOHEFNJCQYJ07 924925AA8 76177.02000000 PA USD 75749.63000000 0.019293479263 Long ABS-MBS CORP US N 2 2069-09-25 Variable 5.09500000 N N N N N N Verus Securitization Trust 213800HQOHEFNJCQYJ07 924925AE0 59601.55000000 PA USD 59287.40000000 0.015100538741 Long ABS-MBS CORP US N 2 2069-09-25 Variable 5.40000000 N N N N N N Verus Securitization Trust 213800IHMG1PWP37P355 924936AL1 98869.84000000 PA USD 98051.76000000 0.024973846053 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.47600000 N N N N N N Versant Media Group Inc 254900D2Q5F5F229PU30 92528PAB0 675000.00000000 PA USD 678753.00000000 0.172878823701 Long LON CORP US N 2 2031-01-30 Floating 7.23200000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAC2 50000.00000000 PA USD 45995.89000000 0.011715182633 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538MAA7 70721.09000000 PA USD 60599.04000000 0.015434614289 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.63000000 N N N N N N Verus Securitization Trust 213800278TKDEXPH6140 92538MAC3 163970.32000000 PA USD 140976.57000000 0.035906822645 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.88700000 N N N N N N Verus Securitization Trust 2138009ZO3B2B5MAHZ49 92540UAE7 69993.86000000 PA USD 69848.00000000 0.017790330323 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.75300000 N N N N N N Verus Securitization Trust 213800Y85D9QDDY8I603 92541NAL6 98318.08000000 PA USD 97943.17000000 0.024946188111 Long ABS-MBS CORP US N 2 2071-05-25 Variable 5.71700000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AH3 15000.00000000 PA USD 15638.49000000 0.003983133416 Long DBT CORP US N 2 2030-07-30 Fixed 7.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 925524AX8 20000.00000000 PA USD 18280.72000000 0.004656111089 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAP7 15000.00000000 PA USD 9170.97000000 0.002335851931 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92553PAU6 15000.00000000 PA USD 10633.39000000 0.002708331241 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAB3 20000.00000000 PA USD 18328.04000000 0.004668163523 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 20000.00000000 PA USD 17006.20000000 0.004331490028 Long DBT CORP US N 2 2032-05-19 Fixed 4.20000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAF4 30000.00000000 PA USD 30061.71000000 0.007656736785 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N VIKING OCEAN CRUISES SHI N/A 92682RAA0 10000.00000000 PA USD 9991.45000000 0.002544828712 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 92769XAP0 15000.00000000 PA USD 13466.42000000 0.003429905796 Long DBT CORP GB N 2 2029-05-15 Fixed 5.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VBA9 100000.00000000 PA USD 98464.22000000 0.025078899880 Long DBT CORP US N 2 2031-04-30 Fixed 5.00000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WCA6 70000.00000000 PA USD 63134.25000000 0.016080333899 Long DBT CORP GB N 2 2054-06-28 Fixed 5.75000000 N N N N N N Volofin Finance Designated Activity Company N/A 92873RAA9 91005.13000000 PA USD 91341.25000000 0.023264674860 Long ABS-O CORP IE N 2 2037-06-15 Fixed 5.93500000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 92890KBD6 23555.62000000 PA USD 0.24000000 0.000000061128 Long ABS-MBS CORP US N 2 2057-09-15 Variable 0.23900000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 929227QB5 3410.92000000 PA USD 3226.52000000 0.000821796709 Long ABS-MBS CORP US N 2 2042-06-25 Floating 4.80400000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922F4M7 116916.24000000 PA USD 111922.48000000 0.028506727319 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.41900000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92925CDS8 266809.62000000 PA USD 238706.83000000 0.060798782443 Long ABS-MBS CORP US N 2 2036-03-25 Variable 3.75700000 N N N N N N WMRK Commercial Mortgage Trust N/A 929342AC7 2711707.74000000 PA USD 2711707.74000000 0.690673697667 Long ABS-MBS CORP US N 2 2027-11-15 Floating 7.75900000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAE6 69000.00000000 PA USD 60911.95000000 0.015514312666 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N WRKCO INC 549300JEB576INN13W07 92940PAD6 100000.00000000 PA USD 100090.78000000 0.025493185753 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAE1 10000.00000000 PA USD 9915.27000000 0.002525425617 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAF8 62000.00000000 PA USD 59025.10000000 0.015033730763 Long DBT CORP US N 2 2032-08-15 Fixed 6.62500000 N N N N N N WR GRACE HOLDING LLC 549300WNOVFRGYOAEB12 92943GAH4 29000.00000000 PA USD 27777.48000000 0.007074941941 Long DBT CORP US N 2 2033-08-01 Fixed 7.00000000 N N N N N N WPP 2025 LLC 254900UMZIGDZHNI6216 92944AAA1 80000.00000000 PA USD 77769.40000000 0.019807915975 Long DBT CORP US N 2 2036-03-30 Fixed 6.50000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAA9 20000.00000000 PA USD 19996.40000000 0.005093095883 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N WBI OPERATING LLC 254900POBWB4RX0ODY78 92944BAB7 59000.00000000 PA USD 58894.98000000 0.015000589116 Long DBT CORP US N 2 2033-10-15 Fixed 6.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 93363DAA5 182415.98000000 PA USD 171637.51000000 0.043716183695 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.40400000 N N N N N N WAND NEWCO 3 INC 549300Y3VZEWMSQW8494 933940AA6 83000.00000000 PA USD 85215.19000000 0.021704363455 Long DBT CORP US N 2 2032-01-30 Fixed 7.62500000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAA5 45000.00000000 PA USD 46340.33000000 0.011802911722 Long DBT CORP US N 2 2029-10-31 Fixed 7.25000000 N N N N N N WAYFAIR LLC 549300CTUWTZGOXMYI40 94419NAD9 15000.00000000 PA USD 15409.37000000 0.003924776405 Long DBT CORP US N 2 2034-05-31 Fixed 7.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBG9 143000.00000000 PA USD 141773.16000000 0.036109714628 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.81100000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 200000.00000000 PA USD 187689.62000000 0.047804666390 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 1915000.00000000 PA USD 1741828.12000000 0.443644737445 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3E1 200000.00000000 PA USD 203019.25000000 0.051709132966 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 235000.00000000 PA USD 236873.28000000 0.060331776084 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 80000.00000000 PA USD 80331.57000000 0.020460502314 Long DBT CORP US N 2 2031-04-23 Fixed 5.15000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4B6 120000.00000000 PA USD 114761.39000000 0.029229799513 Long DBT CORP US N 2 2036-09-15 Fixed 4.89200000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300PX4QZK7CUM8D08 95000XAL1 36000.00000000 PA USD 33048.66000000 0.008417514862 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 4.11800000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAC7 50000.00000000 PA USD 51469.60000000 0.013109340075 Long DBT CORP US N 2 2029-09-15 Fixed 6.85000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 155000.00000000 PA USD 154894.15000000 0.039451639182 Long DBT CORP US N 2 2031-06-15 Fixed 6.12500000 N N N N N N CCBPGHUS6 CCPC ST USD N/A 000000000 12000.00000000 NS USD 12000.00000000 0.003056407683 Long STIV CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96041KAG9 127000.00000000 PA USD 126693.99000000 0.032269040374 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.08000000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 96208TAD6 20000.00000000 PA USD 19872.26000000 0.005061477346 Long DBT CORP US N 2 2033-03-15 Fixed 6.50000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BF2 30000.00000000 PA USD 29812.69000000 0.007593311231 Long DBT CORP US N 2 2031-07-01 Fixed 7.50000000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BG0 20000.00000000 PA USD 18907.98000000 0.004815874612 Long DBT CORP US N 2 2034-07-01 Fixed 7.87500000 N N N N N N WILLIAM CARTER TGI2A0HXEYNQPU7TYV27 96926JAG2 600000.00000000 PA USD 615249.60000000 0.156704467060 Long DBT CORP US N 2 2031-02-15 Fixed 7.37500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CL2 200000.00000000 PA USD 199756.53000000 0.050878116093 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N WILLIAMS SCOTSMAN INC 549300DAKDS8SCO1OT57 96949VAL7 50000.00000000 PA USD 51551.95000000 0.013130314673 Long DBT CORP US N 2 2031-10-01 Fixed 7.37500000 N N N N N N Willis Engine Securitization Trust N/A 97064YAA2 40645.96000000 PA USD 41011.91000000 0.010445759736 Long ABS-O CORP US N 2 2048-10-15 Fixed 8.00000000 N N N N N N MORGAN STANLEY CCP N/A 000000000 495000.00000000 NS USD 495000.00000000 0.126076816945 Long STIV CORP US N 1 N N N MORGAN STANLEY CCP N/A 000000000 657000.00000000 NS USD 657000.00000000 0.167338320672 Long STIV CORP US N 1 N N N Wind River CLO Ltd 549300QKM4OHZM4I5C40 97316LAJ7 223171.48000000 PA USD 223346.45000000 0.056886483822 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 4.95300000 N N N N N N WINDSOR HOLDINGS III LLC 254900IXUJZ9H146T437 97360AAA5 100000.00000000 PA USD 104045.70000000 0.026500506409 Long DBT CORP US N 2 2030-06-15 Fixed 8.50000000 N N N N N N WINDSTREAM SERVICES/ESCR N/A 97381AAA0 105000.00000000 PA USD 109308.05000000 0.027840830324 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N N UNITI SERVICES LLC 549300KT9GVEBYCD2N29 97382BAB5 33000.00000000 PA USD 33722.21000000 0.008589068479 Long DBT CORP US N 2 2033-10-15 Fixed 7.50000000 N N N N N N Wireless PropCo Funding LLC N/A 97655EAE3 100000.00000000 PA USD 93603.85000000 0.023840960528 Long ABS-O CORP US N 2 2055-06-25 Fixed 4.30000000 N N N N N N WS ESCROW LLC N/A 982104AA9 40000.00000000 PA USD 41386.28000000 0.010541112015 Long DBT CORP US N 2 2033-06-01 Fixed 7.75000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AD1 5000.00000000 PA USD 4956.22000000 0.001262352407 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAC9 80000.00000000 PA USD 77938.16000000 0.019850899255 Long DBT US N 2 2029-06-01 Fixed 4.87500000 N N N N N N XPO INC 54930096DB9LCLPN7H13 983793AK6 60000.00000000 PA USD 61859.28000000 0.015755598224 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N XP INC 5493008KDA8NBZRJST80 98379XAB0 35000.00000000 PA USD 35402.50000000 0.009017039417 Long DBT CORP KY N 2 2029-07-02 Fixed 6.75000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 98380MAB1 1280000.00000000 PA USD 1367532.80000000 0.348311479782 Long DBT CORP US N 2 2033-03-15 Fixed 8.62500000 N N N N N N YONDR JK 1 LLC N/A 985925AA4 20000.00000000 PA USD 19048.27000000 0.004851606565 Long DBT CORP US N 2 2031-06-30 Fixed 6.87500000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAF2 40000.00000000 PA USD 39694.80000000 0.010110290976 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 98877DAG0 44000.00000000 PA USD 43228.65000000 0.011010364834 Long DBT CORP US N 2 2032-04-23 Fixed 6.87500000 N N N N N N ZAYO GROUP HOLDINGS INC 529900Z6OTS7RT0V0I47 98919VAC9 25953.00000000 PA USD 25920.56000000 0.006601983228 Long DBT CORP US N 2 2030-03-09 Fixed 9.25000000 N N Y N N N Zayo Issuer LLC N/A 98919WAA1 1010000.00000000 PA USD 1009232.40000000 0.257052138485 Long ABS-O CORP US N 2 2055-03-20 Fixed 5.64800000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAX0 200000.00000000 PA USD 202429.00000000 0.051558795914 Long DBT CORP US N 2 2028-12-01 Fixed 5.35000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 200000.00000000 OU Notional Amount USD 25087.86000000 0.006389894005 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-06-15 18120.56000000 USD 0.00000000 USD 200000.00000000 USD 6967.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1200000.00000000 OU Notional Amount USD 85101.60000000 0.021675432010 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-21 14994.34000000 USD 0.00000000 USD 1200000.00000000 USD 70107.26000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount -7869.21000000 -0.00200429282 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-03-09 0.00000000 EUR 0.00000000 EUR 200000.00000000 EUR -7869.21000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount -9062.03000000 -0.00230810484 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-09-20 0.00000000 AUD -8659.05000000 AUD 500000.00000000 AUD -3698.83000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 400000.00000000 OU Notional Amount USD 4134.80000000 0.001053136207 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Verizon Communications, Inc. Verizon Communications, Inc. Y sell protection 2028-06-20 0.00000000 USD -400.12000000 USD 400000.00000000 USD 4534.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 400000.00000000 OU Notional Amount USD 3908.00000000 0.000995370102 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 AT&T, Inc. AT&T, Inc. Y sell protection 2028-06-20 0.00000000 USD -593.65000000 USD 400000.00000000 USD 4501.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 26829.54000000 0.006833501016 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-20 2293.03000000 USD 0.00000000 USD 600000.00000000 USD 24536.51000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount USD 17085.38000000 0.004351657225 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 T-Mobile USA, Inc. T-Mobile USA, Inc. Y sell protection 2028-06-20 13001.83000000 USD 0.00000000 USD 200000.00000000 USD 4083.55000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 100000.00000000 OU Notional Amount USD 1179.50000000 0.000300419405 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Verizon Communications, Inc. Verizon Communications, Inc. Y sell protection 2028-12-20 0.00000000 USD -112.99000000 USD 100000.00000000 USD 1292.49000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount -6162.20000000 -0.00156951628 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-03-20 0.00000000 AUD -10012.90000000 AUD 300000.00000000 AUD 185.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD -284.06000000 -0.00007235026 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-11-22 0.00000000 USD 0.00000000 USD 100000.00000000 USD -284.06000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount -13989.70000000 -0.00356318554 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-06-01 0.00000000 CAD -8735.16000000 CAD 1100000.00000000 CAD -7362.47000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 30000.00000000 OU Notional Amount USD 487.76000000 0.000124232784 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-12-19 0.00000000 USD 0.00000000 USD 30000.00000000 USD 487.76000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 2038.50000000 0.000519207255 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-06-20 0.00000000 USD -905.16000000 USD 200000.00000000 USD 2943.66000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1800000.00000000 OU Notional Amount USD 289056.78000000 0.073622946947 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-06-20 42075.23000000 USD 0.00000000 USD 1800000.00000000 USD 246981.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1690000.00000000 OU Notional Amount USD 52045.41000000 0.013255999251 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 1690000.00000000 USD 52045.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 19563.88000000 0.004982932762 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 700000.00000000 USD 19563.88000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 5362.64000000 0.001365867841 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 200000.00000000 USD 5362.64000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 7859.46000000 0.002001809494 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 300000.00000000 USD 7859.46000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 20298.60000000 0.005170066417 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 700000.00000000 USD 20298.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 1574.92000000 0.000401133132 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-31 0.00000000 USD 0.00000000 USD 100000.00000000 USD 1574.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 1555.79000000 0.000396260709 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-31 0.00000000 USD 0.00000000 USD 100000.00000000 USD 1555.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 3016.28000000 0.000768248447 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-31 0.00000000 USD 0.00000000 USD 200000.00000000 USD 3016.28000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount USD 2273.32000000 0.000579016059 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2028-05-31 0.00000000 USD 0.00000000 USD 400000.00000000 USD 2273.32000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 8187.63000000 0.002085394603 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 300000.00000000 USD 8187.63000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 1536.73000000 0.000391406114 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-10-31 0.00000000 USD 0.00000000 USD 100000.00000000 USD 1536.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 8021.55000000 0.002043093921 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2033-08-15 0.00000000 USD 0.00000000 USD 300000.00000000 USD 8021.55000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount -11386.89000000 -0.00290024817 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-09-18 2785.32000000 AUD 0.00000000 AUD 500000.00000000 AUD -13204.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 3207.30000000 0.000816901363 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-02-18 0.00000000 USD 0.00000000 USD 300000.00000000 USD 3207.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 32282.70000000 0.008222424360 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-12-18 4454.02000000 USD 0.00000000 USD 200000.00000000 USD 27828.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount USD 9504.88000000 0.002420899021 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 0.00000000 USD -9912.68000000 USD 800000.00000000 USD 19417.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4300000.00000000 OU Notional Amount -36423.34000000 -0.00927704801 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 4300000.00000000 BRL -36423.34000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1050000.00000000 OU Notional Amount -9014.57000000 -0.00229601675 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 1050000.00000000 BRL -9014.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 675000.00000000 OU Notional Amount USD 12905.80000000 0.003287115523 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-04-30 0.00000000 USD 0.00000000 USD 675000.00000000 USD 12905.80000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 1140.68000000 0.000290531926 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-08-13 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 1140.68000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 1306.67000000 0.000332809685 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-08-14 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 1306.67000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount -14792.54000000 -0.00376766940 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-19 0.00000000 AUD -401.77000000 AUD 300000.00000000 AUD -14524.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 2576.09000000 0.000656131772 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-25 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 2576.09000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount -6458.69000000 -0.00164503247 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2034-11-05 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR -6458.69000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount 4786.73000000 0.001219183195 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-05 0.00000000 EUR 0.00000000 EUR 200000.00000000 EUR 4786.73000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 2416.20000000 0.000615407687 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-05 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 2416.20000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 2438.36000000 0.000621051853 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-10-05 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 2438.36000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 11905.83000000 0.003032422524 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2054-12-17 0.00000000 USD 0.00000000 USD 100000.00000000 USD 11905.83000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 2495.60000000 0.000635630917 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-11 0.00000000 USD 0.00000000 USD 100000.00000000 USD 2495.60000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 2452.31000000 0.000624604927 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-12 0.00000000 USD 0.00000000 USD 100000.00000000 USD 2452.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount -17986.10000000 -0.00458107118 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-06-18 0.00000000 JPY -1972830.00000000 JPY 10000000.00000000 JPY -5321.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10000000.00000000 OU Notional Amount -11889.39000000 -0.00302823524 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2045-06-18 0.00000000 JPY -1033796.00000000 JPY 10000000.00000000 JPY -5251.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 200000.00000000 OU Notional Amount USD 4578.96000000 0.001166264043 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-03-24 0.00000000 USD 0.00000000 USD 200000.00000000 USD 4578.96000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 355197.60000000 OU Notional Amount 42625.02000000 0.010856619886 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S43 2I667KLL0 Y sell protection 2030-06-20 29045.47000000 EUR 0.00000000 EUR 355197.60000000 EUR 12635.53000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 13892.92000000 0.003538535619 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2055-02-15 0.00000000 USD 0.00000000 USD 100000.00000000 USD 13892.92000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 2623.27000000 0.000668148548 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-09 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 2623.27000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 000000000 70000000.00000000 OU Notional Amount 23634.18000000 0.006019640778 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 N/A N/A Y 2032-06-18 1768395.00000000 JPY 0.00000000 JPY 70000000.00000000 JPY 12267.00000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 2837.41000000 0.000722690143 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-04-29 0.00000000 EUR 0.00000000 EUR 100000.00000000 EUR 2837.41000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3100000.00000000 OU Notional Amount -4754.86000000 -0.00121106588 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 43.84000000 BRL 0.00000000 BRL 3100000.00000000 BRL -4761.43000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 300000.00000000 OU Notional Amount -461.46000000 -0.00011753415 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 300000.00000000 BRL -461.46000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1800000.00000000 OU Notional Amount -8465.11000000 -0.00215606893 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -87.01000000 BRL 1800000.00000000 BRL -8450.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 200000.00000000 OU Notional Amount -912.55000000 -0.00023242706 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 200000.00000000 BRL -912.55000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 200000.00000000 OU Notional Amount -876.81000000 -0.00022332406 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 200000.00000000 BRL -876.81000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 200000.00000000 OU Notional Amount -260.39000000 -0.00006632149 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2027-01-04 0.00000000 BRL 0.00000000 BRL 200000.00000000 BRL -260.39000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 700000.00000000 OU Notional Amount USD 14676.34000000 0.003738073195 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2032-05-15 0.00000000 USD -547.03000000 USD 700000.00000000 USD 15223.37000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 2200000.00000000 OU Notional Amount -8495.83000000 -0.00216389334 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL -204.97000000 BRL 2200000.00000000 BRL -8459.43000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 3100000.00000000 OU Notional Amount 16804.56000000 0.004280132191 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 3100000.00000000 BRL 16804.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 700000.00000000 OU Notional Amount 3840.64000000 0.000978213467 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-01-02 0.00000000 BRL 0.00000000 BRL 700000.00000000 BRL 3840.64000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 100000.00000000 OU Notional Amount USD 1816.00000000 0.000462536362 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Boeing Co. Boeing Co. Y sell protection 2030-12-20 1388.23000000 USD 0.00000000 USD 100000.00000000 USD 427.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 330000.00000000 OU Notional Amount 67194.82000000 0.017114563678 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 55624.46000000 EUR 0.00000000 EUR 330000.00000000 EUR 2596.30000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 70000.00000000 OU Notional Amount 14253.45000000 0.003630362841 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 11839.32000000 EUR 0.00000000 EUR 70000.00000000 EUR 487.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 200000.00000000 OU Notional Amount 40724.13000000 0.010372461986 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 33703.34000000 EUR 0.00000000 EUR 200000.00000000 EUR 1644.67000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 200000.00000000 OU Notional Amount 40724.13000000 0.010372461986 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 32898.99000000 EUR 0.00000000 EUR 200000.00000000 EUR 2710.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500000.00000000 OU Notional Amount 101810.33000000 0.025931156239 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 84830.34000000 EUR 0.00000000 EUR 500000.00000000 EUR 4103.41000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 760000.00000000 OU Notional Amount 55225.18000000 0.014065888706 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 12409.54000000 EUR 0.00000000 EUR 760000.00000000 EUR 40596.99000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1710000.00000000 OU Notional Amount -84966.41000000 -0.02164099903 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -6263.15000000 EUR 1710000.00000000 EUR -77584.31000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 800000.00000000 OU Notional Amount 56848.99000000 0.014479474153 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 18772.84000000 GBP 0.00000000 GBP 800000.00000000 GBP 31658.48000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount 11811.84000000 0.003008483211 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 3658.15000000 GBP 0.00000000 GBP 100000.00000000 GBP 6937.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 150000.00000000 OU Notional Amount USD 6717.24000000 0.001710885329 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 3412.46000000 USD 0.00000000 USD 150000.00000000 USD 3304.78000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 100000.00000000 OU Notional Amount USD 3954.82000000 0.001007295186 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-03 0.00000000 USD 0.00000000 USD 100000.00000000 USD 3954.82000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 90000.00000000 OU Notional Amount USD 3750.00000000 0.000955127401 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-03 0.00000000 USD 0.00000000 USD 90000.00000000 USD 3750.00000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 100000.00000000 OU Notional Amount USD 2674.37000000 0.000681163751 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-03-18 0.00000000 USD -663.35000000 USD 100000.00000000 USD 3337.72000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount USD 3573.20000000 0.000910096327 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Boeing Co. Boeing Co. Y sell protection 2031-06-20 2372.07000000 USD 0.00000000 USD 200000.00000000 USD 1201.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1075000.00000000 OU Notional Amount USD 87159.17000000 0.022199496406 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-06-17 35789.23000000 USD 0.00000000 USD 1075000.00000000 USD 51369.94000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 600000.00000000 OU Notional Amount USD 25934.58000000 0.006605554131 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-06-17 17034.90000000 USD 0.00000000 USD 600000.00000000 USD 8899.68000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 1300000.00000000 OU Notional Amount -3820.02000000 -0.00097296153 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -2416.19000000 BRL 1300000.00000000 BRL -3359.43000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 400000.00000000 OU Notional Amount -1121.28000000 -0.00028559073 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -1523.01000000 BRL 400000.00000000 BRL -830.63000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 100000.00000000 OU Notional Amount -171.24000000 -0.00004361493 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 100000.00000000 BRL -171.24000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1215000.00000000 OU Notional Amount 139568.30000000 0.035548135374 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S45 2I667KNC8 Y sell protection 2031-06-20 118782.36000000 EUR 0.00000000 EUR 1215000.00000000 EUR 1501.46000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2181366.00000000 OU Notional Amount USD 165042.15000000 0.042036341280 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y sell protection 2031-06-20 174965.72000000 USD 0.00000000 USD 2181366.00000000 USD -9923.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 800000.00000000 OU Notional Amount -702.48000000 -0.00017892210 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 800000.00000000 BRL -702.48000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 200000.00000000 OU Notional Amount USD 16849.06000000 0.004291466370 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2056-06-17 4376.07000000 USD 0.00000000 USD 200000.00000000 USD 12472.99000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1049759.70000000 OU Notional Amount USD -4995.10000000 -0.00127225516 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-08-20 0.00000000 USD 0.00000000 USD 1049759.70000000 USD -4995.10000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 300000.00000000 OU Notional Amount USD 6513.06000000 0.001658880552 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-15 589.68000000 USD 0.00000000 USD 300000.00000000 USD 5923.38000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 4310000.00000000 OU Notional Amount -4076.53000000 -0.00103829480 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL -13542.29000000 BRL 4310000.00000000 BRL -1426.56000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 200000.00000000 OU Notional Amount 126.89000000 0.000032318964 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2031-01-02 0.00000000 BRL 0.00000000 BRL 200000.00000000 BRL 126.89000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1311615.48000000 OU Notional Amount USD -9176.72000000 -0.00233731645 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iShares iBoxx USD High Yield Corporate Bond ETF iShares iBoxx USD High Yield Corporate Bond ETF Y equity-performance leg 2026-09-15 0.00000000 USD 0.00000000 USD 1311615.48000000 USD -9176.72000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 100000.00000000 OU Notional Amount USD 193.60000000 0.000049310043 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Broadcom, Inc. Broadcom, Inc. Y sell protection 2031-06-20 604.81000000 USD 0.00000000 USD 100000.00000000 USD -411.21000000 N N N Australia Government Bonds 213800J6B7JSBDETCB42 000000000 300000.00000000 PA 178765.81000000 0.045531766269 Long DBT NUSS AU N 2 2035-06-21 Fixed 2.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 530000.00000000 PA 31522.29000000 0.008028747446 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.00000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 000000000 800000.00000000 PA USD 591624.00000000 0.150687011613 Long DBT CORP GB N 2 2032-04-02 Variable 0.00000000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 000000000 500000.00000000 PA 576574.91000000 0.146853998754 Long DBT CORP DE N 2 2026-07-31 Fixed 2.50000000 N N N N N N TELEFONICA EUROPE BV 7245007FZS0M65WUGP67 000000000 100000.00000000 PA 114309.92000000 0.029114809815 Long DBT CORP NL N 2 2027-06-24 Fixed 2.87500000 N N N N N N ZF EUROPE FINANCE BV 549300RI533US2G6G542 000000000 100000.00000000 PA 110783.20000000 0.028216551973 Long DBT CORP NL N 2 2029-10-23 Fixed 3.00000000 N N N N N N VF CORP CWAJJ9DJ5Z7P057HV541 918204AY4 100000.00000000 PA 94179.80000000 0.023987655362 Long DBT CORP US N 2 2032-02-25 Fixed 0.62500000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 18909.10000000 PA 21810.70000000 0.005555199255 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 104000.00000000 PA USD 92717.04000000 0.023615089454 Long DBT NUSS RO N 2 2031-02-14 Fixed 3.00000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 109320.63000000 0.027844034458 Long DBT CORP GB N 2 2080-08-27 Fixed 3.00000000 N N N N N N ARDAGH METAL PACKAGING N/A 000000000 100000.00000000 PA 112275.66000000 0.028596682491 Long DBT CORP XX N 2 2028-09-01 Fixed 2.00000000 N N N N N N HEIMSTADEN BOSTAD AB 549300TJR3PR8EXILG79 000000000 100000.00000000 PA 112170.60000000 0.028569923642 Long DBT CORP SE N 2 2027-10-29 Fixed 3.00000000 N N N N N N ILIAD HOLDING SAS 9695009BGMXB527HV965 000000000 100000.00000000 PA 115641.20000000 0.029453887684 Long DBT CORP FR N 2 2028-10-15 Fixed 5.62500000 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 000000000 100000.00000000 PA 116448.53000000 0.029659515152 Long DBT CORP NL N 2 2030-05-09 Fixed 4.37500000 N N N N N N BAYER AG 549300J4U55H3WP1XT59 000000000 100000.00000000 PA 117136.63000000 0.029834774662 Long DBT CORP DE N 2 2082-03-25 Fixed 5.37500000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 200000.00000000 PA 244635.75000000 0.062308882163 Long DBT CORP FR N 2 2028-09-06 Fixed 7.50000000 N N N N N N EUROFINS SCIENTIFIC SE 529900JEHFM47DYY3S57 000000000 100000.00000000 PA 119576.52000000 0.030456216208 Long DBT CORP LU N 2 2028-04-24 Fixed 6.75000000 N N N N N N ELIA GROUP SA/NV 549300S1MP1NFDIKT460 000000000 100000.00000000 PA 118497.55000000 0.030181401858 Long DBT CORP BE N 2 2028-03-15 Fixed 5.85000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 000000000 100000.00000000 PA 121899.87000000 0.031047974940 Long DBT CORP GB N 2 2084-08-30 Fixed 6.50000000 N N N N N N BRITISH TELECOMMUNICATIO 549300OWFMSO9NYV4H90 000000000 100000.00000000 PA 141785.08000000 0.036112750660 Long DBT CORP GB N 2 2083-12-20 Fixed 8.37500000 N N N N N N EPH FIN INTERNATIONAL AS 3157003E5A4ZV0JCSM65 000000000 200000.00000000 PA 242703.44000000 0.061816721569 Long DBT CORP CZ N 2 2028-11-13 Fixed 6.65100000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 100000.00000000 PA 119827.55000000 0.030520153709 Long DBT CORP FR N 2 2028-11-22 Fixed 5.99300000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 395000.00000000 PA 429168.03000000 0.109309372034 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 250000.00000000 PA 295278.43000000 0.075207605185 Long DBT NUSS RO N 2 2031-03-22 Fixed 5.37500000 N N N N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 000000000 100000.00000000 PA 116929.80000000 0.029782094929 Long DBT CORP DK N 2 2099-12-31 Fixed 5.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 100000.00000000 PA 116006.94000000 0.029547041896 Long DBT CORP US N 2 2030-03-21 Fixed 3.79000000 N N N N N N SCHAEFFLER AG 549300Q7E782X7GC1P43 000000000 100000.00000000 PA 115795.13000000 0.029493093753 Long DBT CORP DE N 2 2030-03-28 Fixed 4.50000000 N N N N N N GRIFOLS SA 959800HSSNXWRKBK4N60 000000000 61538.46000000 PA 73869.87000000 0.018814703187 Long DBT CORP ES N 2 2030-05-01 Fixed 7.50000000 N N N N N N EDP SA 529900CLC3WDMGI9VH80 000000000 100000.00000000 PA 116334.75000000 0.029630535313 Long DBT CORP PT N 2 2054-05-29 Fixed 4.75000000 N N N N N N KONINKLIJKE KPN NV 549300YO0JZHAL7FVP81 000000000 100000.00000000 PA 117234.16000000 0.029859615616 Long DBT CORP NL N 2 2029-06-18 Fixed 4.87500000 N N N N N N CECONOMY AG 5299001X9L42HXEBCZ51 000000000 100000.00000000 PA 118834.79000000 0.030267297102 Long DBT CORP DE N 2 2029-07-15 Fixed 6.25000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 400000.00000000 PA 459447.03000000 0.117021452722 Long DBT NUSS XX N 2 2029-10-05 Fixed 2.87500000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2200000.00000000 PA 424772.64000000 0.108189863387 Long DBT NUSS BR N 2 2026-10-01 None 0.00000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 000000000 100000.00000000 PA 139275.64000000 0.035473594685 Long DBT CORP FR N 2 2035-06-17 Fixed 7.37500000 N N N N N N CPI PROPERTY GROUP SA 222100CO2ZOTEPGJO223 000000000 100000.00000000 PA 110968.76000000 0.028263814224 Long DBT CORP LU N 2 2032-01-27 Fixed 6.00000000 N N N N N N NIDDA HEALTHCARE HOLDING 549300Q89C4WAO6L0L19 000000000 100000.00000000 PA 116066.77000000 0.029562280635 Long DBT CORP DE N 2 2030-02-21 Fixed 5.62500000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 200000.00000000 PA 227146.32000000 0.057854313144 Long DBT CORP FR N 2 2034-08-19 Fixed 4.50000000 N N N N N N VALEO SE 5493006IH2N2WMIBB742 000000000 100000.00000000 PA 118501.99000000 0.030182532729 Long DBT CORP FR N 2 2031-05-20 Fixed 5.12500000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 100000.00000000 PA 114808.36000000 0.029241762803 Long DBT CORP FR N 2 2030-05-20 Fixed 4.37100000 N N N N N N SUNRISE FINCO I BV 213800MNFBDEQRS6HZ22 000000000 100000.00000000 PA 113561.86000000 0.028924278454 Long DBT CORP NL N 2 2032-05-15 Fixed 4.62500000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 000000000 100000.00000000 PA 115973.29000000 0.029538471219 Long DBT CORP US N 2 2032-07-15 Fixed 5.25000000 N N N N N N FORVIA SE 969500F0VMZLK2IULV85 000000000 100000.00000000 PA 117176.16000000 0.029844842979 Long DBT CORP FR N 2 2031-03-15 Fixed 5.37500000 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 100000.00000000 PA 114293.29000000 0.029110574144 Long DBT NUSS MX N 2 2029-09-19 Fixed 3.50000000 N N N N N N HLDNG D'INFRA METIERS 969500I3QVK40XEORU25 000000000 100000.00000000 PA 114716.39000000 0.029218337985 Long DBT CORP FR N 2 2031-01-31 Fixed 3.87500000 N N N N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 100000.00000000 PA 113036.94000000 0.028790580994 Long DBT NUSS IT N 2 2031-02-01 Fixed 2.85000000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 000000000 152439.16000000 PA 176929.62000000 0.045064087500 Long DBT CORP FR N 2 2029-11-01 Fixed 7.25000000 N N N N N N MKS INC 549300KEQATBHAGVF505 000000000 100000.00000000 PA 111438.25000000 0.028383393628 Long DBT CORP US N 2 2034-02-15 Fixed 4.25000000 N N N N N N FIBERCOP SPA 8156007022402E114A31 000000000 100000.00000000 PA 118551.48000000 0.030195137863 Long DBT CORP IT N 2 2031-04-15 Fixed 5.37500000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 000000000 200000.00000000 PA USD 196986.00000000 0.050172460328 Long DBT NUSS QA N 2 2033-04-08 Fixed 4.80000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 000000000 100000.00000000 PA 115447.65000000 0.029404590375 Long DBT CORP US N 2 2033-06-15 Fixed 4.62500000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 36.00000000 NC USD -51402.73000000 -0.01309230824 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long Three-Month SOFR Futures SFRZ6 Index 2027-03-16 8684202.73000000 USD -51402.73000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -4.00000000 NC 4418.46000000 0.001125384591 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 5 Year Euro BOBL Futures OEU6 Comdty 2026-09-08 -459191.64000000 EUR 4418.46000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 287.00000000 NC USD -298983.57000000 -0.07615130671 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 31294983.57000000 USD -298983.57000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 1.00000000 NC -1961.46000000 -0.00049958511 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 126060.96000000 EUR -1961.46000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 7.00000000 NC -2888.10000000 -0.00073560091 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUU6 Comdty 2026-09-08 740689.53000000 EUR -2888.10000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 80.00000000 NC USD -43912.12000000 -0.01118444508 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 16492662.20000000 USD -43912.12000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -40.00000000 NC USD 21153.60000000 0.005387835464 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 -8245528.64000000 USD 21153.60000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 184.00000000 NC USD -570675.45000000 -0.14535140251 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 20753175.45000000 USD -570675.45000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -47.00000000 NC USD 196184.00000000 0.049968190415 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -5351496.50000000 USD 196184.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 98.00000000 NC USD -130406.64000000 -0.03321465470 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 10881312.89000000 USD -130406.64000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD 1807.26000000 0.000460310279 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -440619.76000000 USD 1807.26000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 142.00000000 NC USD -338484.70000000 -0.08621226981 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 15718859.70000000 USD -338484.70000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 14.00000000 NC -20177.63000000 -0.00513925528 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Long Gilt Futures G U6 Comdty 2026-09-28 1225831.34000000 GBP -20177.63000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 378.00000000 NC USD -338334.50000000 -0.08617401378 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 40397475.32000000 USD -338334.50000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 11.00000000 NC -9124.69000000 -0.00232406438 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long Montreal Exchange 10 Year Canadian Bond Futures CNU6 Comdty 2026-09-18 1319371.45000000 CAD -9124.69000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 19.00000000 NC -12344.72000000 -0.00314420808 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Long Montreal Exchange 5 Year Canadian Bond Futures XQU6 Comdty 2026-09-18 2143785.45000000 CAD -12344.72000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 5.00000000 NC -990.42000000 -0.00025226060 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 542016.05000000 AUD -990.42000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -2.00000000 NC USD -687.50000000 -0.00017510669 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 2.00000000 NC N/A -687.50000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 2.00000000 USD 1000.00000000 107.50000000 USD 2026-08-21 XXXX -159.86000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -2.00000000 NC USD -1031.25000000 -0.00026266003 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 2.00000000 NC N/A -1031.25000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 2.00000000 USD 1000.00000000 108.00000000 USD 2026-08-21 XXXX -592.09000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -46.88000000 -0.00001194036 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -46.88000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 110.00000000 USD 2026-08-21 XXXX 212.51000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A 0.00000000 0.00000000 DIR US Short CBOT 10 Year U.S. Treasury Notes TYQ6 Comdty 2026-08-07 1.00000000 USD 1000.00000000 110.25000000 USD 2026-07-31 XXXX 147.25000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -250.00000000 -0.00006367516 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -250.00000000 0.00000000 DIR US Short CBOT 10 Year U.S. Treasury Notes TYQ6 Comdty 2026-08-07 1.00000000 USD 1000.00000000 108.50000000 USD 2026-07-31 XXXX -71.48000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD 0.00000000 0.000000 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A 0.00000000 0.00000000 DIR US Short CBOT 10 Year U.S. Treasury Notes TYQ6 Comdty 2026-08-07 1.00000000 USD 1000.00000000 110.00000000 USD 2026-07-31 XXXX 155.07000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -93.75000000 -0.00002387818 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -93.75000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 109.50000000 USD 2026-08-21 XXXX 125.07000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -31.25000000 -0.00000795939 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -31.25000000 0.00000000 DIR US Short CBOT 10 Year U.S. Treasury Notes TYQ6 Comdty 2026-08-07 1.00000000 USD 1000.00000000 108.25000000 USD 2026-07-31 XXXX 139.45000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -1.00000000 -0.00000025470 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -1.00000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 110.00000000 USD 2026-08-07 XXXX 193.94000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -468.75000000 -0.00011939092 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -468.75000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 108.50000000 USD 2026-08-07 XXXX -244.18000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -31.25000000 -0.00000795939 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -31.25000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 110.50000000 USD 2026-08-21 XXXX 143.23000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -390.63000000 -0.00009949371 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -390.63000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 107.75000000 USD 2026-08-14 XXXX -204.31000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -31.25000000 -0.00000795939 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -31.25000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 109.75000000 USD 2026-08-14 XXXX 170.70000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -234.38000000 -0.00005969673 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -234.38000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 109.00000000 USD 2026-08-21 XXXX 30.07000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -203.13000000 -0.00005173734 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -203.13000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 107.00000000 USD 2026-08-21 XXXX 30.07000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -125.00000000 -0.00003183758 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -125.00000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 109.25000000 USD 2026-08-21 XXXX 92.57000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -671.88000000 -0.00017112826 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -671.88000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 107.00000000 USD 2026-09-25 XXXX -360.56000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -1.00000000 NC USD -187.50000000 -0.00004775637 N/A DIR US N 1 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Chicago Board of Trade 549300EX04Q2QBFQTQ27 Chicago Board of Trade 549300EX04Q2QBFQTQ27 N/A 1.00000000 NC N/A -187.50000000 0.00000000 DIR US Short CBOT 10 Year US Treasury Note TYU6 Comdty 2026-09-21 1.00000000 USD 1000.00000000 110.00000000 USD 2026-09-25 XXXX 139.45000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 400000.00000000 PA 20311.22000000 0.005173280739 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.25000000 N N N N N N Rockpoint Gas Storage Partners LP 894500SFREGFOBY8I178 000000000 2019250.00000000 PA USD 2020522.13000000 0.514628280238 Long LON CORP CA N 2 2031-09-18 Floating 5.98200000 N N N N N N Mckesson Medical-Surgical Top Holdings Inc. 25490005Q8O88P8PIS92 000000000 285000.00000000 PA USD 285000.00000000 0.072589682483 Long LON CORP US N 2 2032-06-09 Floating 5.98200000 N N N N N N QTS Thunder Managing Issuer LLC 254900VNF68I8YSKC111 000000000 1095000.00000000 PA USD 1078575.00000000 0.274713743104 Long LON CORP US N 2 2033-07-22 Floating 6.02500000 N N N N N N SOLEBURY BORROWER I LLC 254900OCYCSUSFH03U90 000000000 470000.00000000 PA USD 468825.00000000 0.119410027685 Long LON CORP US N 2 2033-08-04 None 0.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 90000.00000000 PA 5173.93000000 0.001317803283 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 11470000.00000000 PA 705487.84000000 0.179688204567 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.87500000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 3277337.50000000 NS USD 3277337.50000000 0.834739959708 Long STIV RF US N 2 N N Jazz Financing Lux Sarl 635400WUEO2NSG5OIU34 000000000 1070602.10000000 PA USD 1072946.72000000 0.273280216585 Long LON CORP LU N 2 2028-05-05 Floating 5.98100000 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 20272.00000000 PA USD 20069.28000000 0.005111658466 Long DBT CORP LU N 2 2030-06-15 Fixed 7.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 4000000.00000000 NC 1130.09000000 0.000287834646 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 4000000.00000000 OU Notional Amount N/A 1130.09000000 0.00000000 DIR US N/A N/A 2027-12-31 0.00000000 N/A 0.00000000 N/A 4000000.00000000 EUR 1.00000000 2.40000000 EUR 2026-12-29 XXXX -1371.97000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -230000.00000000 NC -320.29000000 -0.00008157806 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 230000.00000000 OU Notional Amount N/A -320.29000000 0.00000000 DIR US N/A N/A 2036-12-31 0.00000000 N/A 0.00000000 N/A 230000.00000000 EUR 1.00000000 2.70200000 EUR 2026-12-29 XXXX 930.74000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -230000.00000000 NC -303.44000000 -0.00007728636 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 230000.00000000 OU Notional Amount N/A -303.44000000 0.00000000 DIR US N/A N/A 2036-12-31 0.00000000 N/A 0.00000000 N/A 230000.00000000 EUR 1.00000000 2.69000000 EUR 2026-12-29 XXXX 947.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -240000.00000000 NC -993.63000000 -0.00025307819 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 240000.00000000 OU Notional Amount N/A -993.63000000 0.00000000 DIR US N/A N/A 2036-12-31 0.00000000 N/A 0.00000000 N/A 240000.00000000 EUR 1.00000000 2.94260000 EUR 2026-12-29 XXXX 2611.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2100000.00000000 NC 1536.76000000 0.000391413755 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Purchased Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 2100000.00000000 OU Notional Amount N/A 1536.76000000 0.00000000 DIR US N/A N/A 2027-12-31 0.00000000 N/A 0.00000000 N/A 2100000.00000000 EUR 1.00000000 2.66000000 EUR 2026-12-29 XXXX -2090.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -170000.00000000 NC -737.40000000 -0.00018781625 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 170000.00000000 OU Notional Amount N/A -737.40000000 0.00000000 DIR US N/A N/A 2036-12-31 0.00000000 N/A 0.00000000 N/A 170000.00000000 EUR 1.00000000 2.95300000 EUR 2026-12-29 XXXX 1964.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1500000.00000000 NC 1097.68000000 0.000279579798 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Call Purchased Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 1500000.00000000 OU Notional Amount N/A 1097.68000000 0.00000000 DIR US N/A N/A 2027-12-31 0.00000000 N/A 0.00000000 N/A 1500000.00000000 EUR 1.00000000 2.66000000 EUR 2026-12-29 XXXX -1644.32000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -100000.00000000 NC USD -379.98000000 -0.00009678114 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 100000.00000000 OU Notional Amount N/A -379.98000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 100000.00000000 USD 1.00000000 4.30200000 USD 2026-08-10 XXXX -92.48000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -100000.00000000 NC USD -16.79000000 -0.00000427642 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 100000.00000000 OU Notional Amount N/A -16.79000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 100000.00000000 USD 1.00000000 4.04200000 USD 2026-08-10 XXXX 270.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -100000.00000000 NC USD -486.28000000 -0.00012385582 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Put Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 100000.00000000 OU Notional Amount N/A -486.28000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 100000.00000000 USD 1.00000000 4.27600000 USD 2026-08-10 XXXX -240.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 -100000.00000000 NC USD -11.72000000 -0.00000298509 N/A DIR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Call Written Citibank NA E57ODZWZ7FF32TWEFA76 Citibank NA E57ODZWZ7FF32TWEFA76 N/A 100000.00000000 OU Notional Amount N/A -11.72000000 0.00000000 DIR US N/A N/A 2036-08-12 0.00000000 N/A 0.00000000 N/A 100000.00000000 USD 1.00000000 4.01600000 USD 2026-08-10 XXXX 234.28000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 -200000.00000000 NC USD -103.00000000 -0.00002623416 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Put Written Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 200000.00000000 OU Notional Amount N/A -103.00000000 0.00000000 DIR US N/A N/A 2028-08-17 0.00000000 N/A 0.00000000 N/A 200000.00000000 USD 1.00000000 4.28250000 USD 2026-08-13 XXXX 57.00000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -200000.00000000 NC USD -180.04000000 -0.00004585630 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 200000.00000000 OU Notional Amount N/A -180.04000000 0.00000000 DIR US N/A N/A 2028-08-24 0.00000000 N/A 0.00000000 N/A 200000.00000000 USD 1.00000000 4.25300000 USD 2026-08-20 XXXX -28.04000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -175000.00000000 NC -2311.51000000 -0.00058874307 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 175000.00000000 OU Notional Amount N/A -2311.51000000 0.00000000 DIR US N/A N/A 2037-01-22 0.00000000 N/A 0.00000000 N/A 175000.00000000 EUR 1.00000000 3.20330000 EUR 2027-01-20 XXXX 706.39000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 1500000.00000000 NC 2572.79000000 0.000655291260 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 1500000.00000000 OU Notional Amount N/A 2572.79000000 0.00000000 DIR US N/A N/A 2028-01-22 0.00000000 N/A 0.00000000 N/A 1500000.00000000 EUR 1.00000000 2.88000000 EUR 2027-01-20 XXXX -402.00000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -100000.00000000 NC USD -609.09000000 -0.00015513561 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 98.21875000 USD 2026-10-06 XXXX -226.28000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -100000.00000000 NC USD -190.36000000 -0.00004848481 N/A DIR US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 100.21875000 USD 2026-10-06 XXXX 28.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -100000.00000000 NC USD -599.65000000 -0.00015273123 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 98.18750000 USD 2026-10-06 XXXX -212.93000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -100000.00000000 NC USD -197.31000000 -0.00005025498 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 100.18750000 USD 2026-10-06 XXXX 21.44000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 -100000.00000000 NC USD -79.49000000 -0.00002024615 N/A DIR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Put Written Bank of America NA B4TYDEB6GKMZO031MB27 Bank of America NA B4TYDEB6GKMZO031MB27 N/A 100000.00000000 OU Notional Amount N/A -79.49000000 0.00000000 DIR US N/A N/A 2028-08-25 0.00000000 N/A 0.00000000 N/A 100000.00000000 USD 1.00000000 4.28500000 USD 2026-08-21 XXXX 0.51000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -100000.00000000 NC -102.94000000 -0.00002621888 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 100000.00000000 OU Notional Amount N/A -102.94000000 0.00000000 DIR US N/A N/A 2028-08-24 0.00000000 N/A 0.00000000 N/A 100000.00000000 GBP 1.00000000 4.17000000 GBP 2026-08-24 XXXX 19.83000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -100000.00000000 NC -51.67000000 -0.00001316038 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Put Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 100000.00000000 OU Notional Amount N/A -51.67000000 0.00000000 DIR US N/A N/A 2028-08-24 0.00000000 N/A 0.00000000 N/A 100000.00000000 GBP 1.00000000 4.63000000 GBP 2026-08-24 XXXX 71.10000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 1300000.00000000 NC 1647.95000000 0.000419733920 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Purchased Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 1300000.00000000 OU Notional Amount N/A 1647.95000000 0.00000000 DIR US N/A N/A 2028-01-27 0.00000000 N/A 0.00000000 N/A 1300000.00000000 EUR 1.00000000 2.78000000 EUR 2027-01-25 XXXX 401.92000000 N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 000000000 -150000.00000000 NC -1225.39000000 -0.00031210761 N/A DIR US N 2 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Call Written Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 N/A 150000.00000000 OU Notional Amount N/A -1225.39000000 0.00000000 DIR US N/A N/A 2037-01-27 0.00000000 N/A 0.00000000 N/A 150000.00000000 EUR 1.00000000 3.06700000 EUR 2027-01-25 XXXX 24.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 -100000.00000000 NC USD -64.71000000 -0.00001648167 N/A DIR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Put Written Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A 100000.00000000 OU Notional Amount N/A -64.71000000 0.00000000 DIR US N/A N/A 2028-08-31 0.00000000 N/A 0.00000000 N/A 100000.00000000 USD 1.00000000 4.36900000 USD 2026-08-27 XXXX 16.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -100000.00000000 NC USD -252.01000000 -0.00006418710 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 99.96875000 USD 2026-10-06 XXXX -17.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -100000.00000000 NC USD -538.20000000 -0.00013707988 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 97.96875000 USD 2026-10-06 XXXX -186.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -100000.00000000 NC USD -243.53000000 -0.00006202724 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Call Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 100.00000000 USD 2026-10-06 XXXX -9.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 -100000.00000000 NC USD -546.51000000 -0.00013919644 N/A DIR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Put Written Uniform Mortgage-Backed Security, TBA Uniform Mortgage-Backed Security, TBA 1.00000000 98.00000000 USD 2026-10-06 XXXX -194.95000000 N N N Costa Rica Government International Bonds 549300S1EK2VN6XVJP58 000000000 30000.00000000 PA USD 31949.40000000 0.008137532637 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.15800000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 331000.00000000 PA 94723.85000000 0.024126225246 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.40000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 400000.00000000 PA 22953.85000000 0.005846360292 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N 2026-08-26 PACE SELECT ADVISORS TRUST Rose Ann Bubloski Rose Ann Bubloski Director