NPORT-P false 0001331971 XXXXXXXX S000003319 C000008940 C000218633 C000218634 C000218631 C000218632 John Hancock Funds II 811-21779 0001331971 O3MKD80X1I2OGNEFGW25 200 Berkeley Street Boston 02116 617-543-9634 Opportunistic Fixed Income Fund S000003319 Z5TNEP76ZWYIF0536T79 2026-08-31 2026-02-28 N 188432758.910000000000 35489581.900000000000 152943177.010000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 33703187.290000000000 0.000000000000 0.000000000000 1683635.250000000000 RON ISK JPY KRW MXN MYR NOK NZD PEN PLN INR ILS IDR HUF ARS AUD BRL CAD PYG CLP COP CZK EUR GBP CNY RSD SGD ZAR SEK THB TRY TWD USD UYU N Fund's Designated Reference Portfolio is the Fund's Securities Portfolio N/A ABG Intermediate Holdings 2 LLC N/A 00076VBL3 57603.85 PA USD 57387.84 0.0375223277 Long LON CORP US N 2 2028-12-21 Floating 5.923 N N N N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD -2171.02 -0.0014194945 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 327528000.000000000000 COP 84801.280000000000 USD 2026-03-18 -2171.020000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD -1130.47 -0.0007391438 N/A DFE CORP CO N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 187900000.000000000000 COP 48764.790000000000 USD 2026-03-18 -1130.470000000000 N N N BOUGHT COP/SOLD USD N/A N/A 1 NC 362.94 0.0002373038 N/A DFE CORP CO N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 13790.430000000000 USD 53300000.000000000000 COP 2026-03-18 362.940000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD -522.64 -0.0003417217 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 69900000.000000000000 COP 18038.710000000000 USD 2026-03-18 -522.640000000000 N N N BOUGHT COP/SOLD USD N/A N/A 1 NC -275.19 -0.0001799296 N/A DFE CORP CO N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 37158.910000000000 USD 138900000.000000000000 COP 2026-03-18 -275.190000000000 N N N BOUGHT COP/SOLD USD N/A N/A 1 NC -551 -0.0003602645 N/A DFE CORP CO N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 59474.670000000000 USD 221900000.000000000000 COP 2026-03-18 -551.000000000000 N N N BOUGHT CNY/SOLD USD N/A N/A 1 NC 235.71 0.0001541161 N/A DFE CORP CN N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 36292.380000000000 USD 252000.000000000000 CNY 2026-03-18 235.710000000000 N N N BOUGHT COP/SOLD USD N/A N/A 1 NC -4064 -0.0026571960 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 171886.260000000000 USD 632000000.000000000000 COP 2026-03-18 -4064.000000000000 N N N SOLD CNH/BOUGHT USD N/A N/A 1 NC USD -3081.88 -0.0020150490 N/A DFE CORP CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4181000.000000000000 CNY 607562.190000000000 USD 2026-03-31 -3081.880000000000 N N N Immunocore Holdings plc N/A 45258DAB1 240000 PA USD 217650 0.1423077539 Long DBT CORP GB N 2 2030-02-01 Fixed 2.500000000000 N N N N N Immunocore Holdings PLC USD XXXX N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM5 A1 144A N/A 45276QAA2 83393.21 PA USD 83158.46 0.0543721280 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.390000000000 N N N N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -831.58 -0.0005437183 N/A DFE CORP AU N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 20000.000000000000 AUD 13400.730000000000 USD 2026-03-18 -831.580000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -388.95 -0.0002543101 N/A DFE CORP AU N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 35000.000000000000 AUD 24517.590000000000 USD 2026-03-18 -388.950000000000 N N N Indonesia Government International Bond N/A 455780CR5 200000 PA USD 145408.66 0.0950736495 Long DBT NUSS ID N 2 2050-02-14 Fixed 3.500000000000 N N N N N N Indonesia Government International Bond N/A 455780CT1 200000 PA USD 163444.68 0.1068662775 Long DBT NUSS ID N 2 2050-10-15 Fixed 4.200000000000 N N N N N N Indonesia Government International Bond N/A 455780CW4 200000 PA USD 132244.98 0.0864667405 Long DBT NUSS ID N 2 2051-03-12 Fixed 3.050000000000 N N N N N N Industrial FandB Investments III Inc. N/A 456142AA6 3000 PA USD 3079 0.0020131660 Long DBT CORP US N 2 2033-02-11 Fixed 7.750000000000 N N N N N N Insight Enterprises Inc. N/A 45765UAC7 125000 PA USD 125313 0.0819343513 Long DBT CORP US N 2 2032-05-15 Fixed 6.625000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CM0 46000 PA USD 43442.22 0.0284041569 Long DBT CORP US N 2 2054-02-21 Fixed 5.600000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAM5 140000 PA USD 125967.91 0.0823625561 Long DBT CORP US N 2 2052-06-01 Fixed 5.050000000000 N N N N N PENN Entertainment Inc. N/A 707569AV1 15000 PA USD 14156.58 0.0092561043 Long DBT CORP US N 2 2029-07-01 Fixed 4.125000000000 N N N N N N Integer Holdings Corporation 549300SUD2ED5XG6X569 45826HAC3 24000 PA USD 23040 0.0150644183 Long DBT CORP US N 2 2030-03-15 Fixed 1.875000000000 N N N N Y Integer Holdings Corp. USD XXXX N N N Intercontinental Exchange Inc. 5493000F4ZO33MV32P92 45866FAL8 95000 PA USD 62536.6 0.0408887805 Long DBT CORP US N 2 2050-06-15 Fixed 3.000000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KV2 115000 PA USD 101567.9 0.0664089121 Long DBT CORP US N 2 2052-07-27 Fixed 4.900000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 46115HBV8 200000 PA USD 239126.85 0.1563501260 Long DBT CORP IT N 2 2033-11-21 Variable 8.248000000000 N N N N N PennyMac Financial Services Inc. N/A 70932MAH0 120000 PA USD 118639.09 0.0775706980 Long DBT CORP US N 2 2034-02-15 Fixed 6.750000000000 N N N N N N Permian Resources Operating LLC N/A 71424VAA8 7000 PA USD 7346.83 0.0048036337 Long DBT CORP US N 2 2032-01-15 Fixed 7.000000000000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAH9 65000 PA USD 61518.05 0.0402228143 Long DBT CORP US N 2 2053-09-15 Fixed 5.500000000000 N N N N N N Ionis Pharmaceuticals Inc. 549300SI4ZGLG0BLUZ92 462222AF7 26000 PA USD 41600 0.0271996442 Long DBT CORP US N 2 2028-06-15 Fixed 1.750000000000 N N N N N Ionis Pharmaceuticals, Inc. USD XXXX N N N Petco Health and Wellness Company Inc. N/A 71601VAA3 27000 PA USD 26369.13 0.0172411287 Long DBT CORP US N 2 2031-02-01 Fixed 8.250000000000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71645WAS0 100000 PA USD 99853.49 0.0652879664 Long DBT CORP NL N 2 2041-01-27 Fixed 6.750000000000 N N N N N N Phillips 66 Company N/A 718547AZ5 44000 PA USD 44239.36 0.0289253570 Long DBT CORP US N 2 2056-03-15 Variable 5.875000000000 N N N N N N Planet Financial Group LLC N/A 72702AAA5 64000 PA USD 61793.18 0.0404027046 Long DBT CORP US N 2 2029-12-15 Fixed 10.500000000000 N N N N N N Ionis Pharmaceuticals Inc. 549300SI4ZGLG0BLUZ92 462222AG5 11000 PA USD 12103.79 0.0079139130 Long DBT CORP US N 2 2030-12-01 None 0.000000000000 N N N N Y Ionis Pharmaceuticals, Inc. USD XXXX N N N ISHARES IBOXX USD HIGH YIELD C ISHR IBX USD HIYLD CB ETF-UI N/A 464288513 1915 NS USD 154578.8 0.1010694318 Long EC RF US N 1 N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 B N/A 46590MAW0 85000 PA USD 79188.38 0.0517763404 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 3.459500000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 B N/A 46642NBJ4 40000 PA USD 38999.6 0.0254994049 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.513084000000 N N N N N N WULF Compute LLC N/A 982911AA7 11000 PA USD 11649.15 0.0076166523 Long DBT CORP US N 2 2030-10-15 Fixed 7.750000000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAY9 22000 PA USD 23045 0.0150676875 Long DBT CORP US N 2 2029-06-15 Fixed 0.250000000000 N N N N Y Zoetis, Inc. USD XXXX N N N Zscaler Inc. N/A 98980GAC6 248000 PA USD 227168 0.1485309802 Long DBT CORP US N 2 2028-07-15 None 0.000000000000 N N N N Y Zscaler, Inc. USD XXXX N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/31 7 N/A 989RJPII3 2409000 PA 148888.42 0.0973488474 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.000000000000 N N N N N N HUNGARY GOVERNMENT BOND BONDS 10/38 3 N/A ACI198T62 42950000 PA 94130.49 0.0615460538 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.000000000000 N N N N N N EURO-BOBL FUTURE 0326 N/A ADI302MC2 9 NC -4263.01237135329 -0.0027873178 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-bobl 5yr 6% Euro-bobl 5yr 6% 2026-03-06 -1053532.170000000000 EUR -4263.012371353290 N N N EURO-BUND FUTURE 0326 N/A ADI302N31 12 NC -27378.1947513322 -0.0179008932 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-Bund 10yr 6% Euro-Bund 10yr 6% 2026-03-06 -1539589.560000000000 EUR -27378.194751332200 N N N EURO BUXL 30Y BND 0326 N/A ADI302N64 1 NC 1511.4201651877 0.0009882233 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Long Euro 30yr 4% Bond Euro 30yr 4% Bond 2026-03-06 112580.870000000000 EUR 1511.420165187700 N N N Euro-BTP Future Jun 17 0326 N/A ADI306KN1 85 NC -116746.227741608 -0.0763330735 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short BTP 10yr 6% (EUX) BTP 10yr 6% (EUX) 2026-03-06 -10343446.500000000000 EUR -116746.227741608000 N N N EURO-OAT FUTURE 0326 N/A ADI306KZ4 32 NC -11234.4649123844 -0.0073455156 N/A DIR CORP DE N 1 EUREX ZURICH 529900LN3S50JPU47S06 Short Euro-OAT 10yr 6% Euro-OAT 10yr 6% 2026-03-06 -3955932.160000000000 EUR -11234.464912384400 N N N PRET 2025-NPL5 LLC N/A 74143LAB2 100000 PA USD 100413.77 0.0656542985 Long ABS-O CORP US N 2 2055-05-25 Variable 8.715100000000 N N N N N N The Progressive Corporation N/A 743315AX1 80000 PA USD 63065.9 0.0412348568 Long DBT CORP US N 2 2050-03-26 Fixed 3.950000000000 N N N N N N PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A N/A 74331VAJ5 100000 PA USD 96766.1 0.0632693147 Long ABS-O CORP US N 2 2041-06-17 Fixed 4.000000000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A N/A 74332XAE1 100000 PA USD 100326.6 0.0655973035 Long ABS-O CORP US N 2 2041-05-17 Fixed 4.888000000000 N N N N N N PROGRESS RESIDENTIAL 2022-SFR5 PROG 2022 SFR5 D 144A N/A 74332YAG4 100000 PA USD 100233.99 0.0655367516 Long ABS-O CORP US N 2 2039-06-17 Fixed 5.734000000000 N N N N N N PROGRESS RESIDENTIAL 2021-SFR9 PROG 2021 SFR9 F 144A N/A 74333QAN5 100000 PA USD 98014.24 0.0640853956 Long ABS-O CORP US N 2 2040-11-17 Fixed 4.053000000000 N N N N N N PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 C 144A N/A 74334HAE4 100000 PA USD 96619.89 0.0631737171 Long ABS-O CORP US N 2 2043-02-17 Fixed 4.000000000000 N N N N N N QUALCOMM Incorporated H1J8DDZKZP6H7RWC0H53 747525BR3 75000 PA USD 63609.06 0.0415899952 Long DBT CORP US N 2 2052-05-20 Fixed 4.500000000000 N N N N N N Boston Properties Limited Partnership BVHHEFJI6SHNOKQT2572 10112RBM5 63000 PA USD 59220 0.0387202628 Long DBT CORP US N 2 2030-10-01 Fixed 2.000000000000 N N N N Y Boston Properties LP USD XXXX N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -274.52 -0.0001794915 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 55000.000000000000 CAD 40073.810000000000 USD 2026-03-18 -274.520000000000 N N N BOUGHT CLP/SOLD USD N/A N/A 1 NC 0.27 0.0000001765 N/A DFE CORP CL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 5.460000000000 USD 5000.000000000000 CLP 2026-03-18 0.270000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -14.53 -0.0000095003 N/A DFE CORP CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 15000.000000000000 CAD 10989.560000000000 USD 2026-03-18 -14.530000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -262.35 -0.0001715343 N/A DFE CORP CA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 50000.000000000000 CAD 36417.950000000000 USD 2026-03-18 -262.350000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -5.72 -0.0000037400 N/A DFE CORP CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 15000.000000000000 CAD 10998.370000000000 USD 2026-03-18 -5.720000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -98.09 -0.0000641349 N/A DFE CORP CA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 11102.180000000000 USD 15000.000000000000 CAD 2026-03-18 -98.090000000000 N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC 10465.36 0.0068426459 N/A DFE CORP ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1375945.000000000000 USD 23291309000.000000000000 IDR 2026-03-31 10465.360000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 6156.74 0.0040255081 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 1715096.510000000000 USD 2345000.000000000000 CAD 2026-03-31 6156.740000000000 N N N SOLD CAD/BOUGHT USD N/A N/A 1 NC USD -5358.6 -0.0035036542 N/A DFE CORP CA N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 2041000.000000000000 CAD 1492755.640000000000 USD 2026-03-31 -5358.600000000000 N N N BOUGHT CHF/SOLD USD N/A N/A 1 NC 45.9 0.0000300111 N/A DFE CORP CH N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 7781.700000000000 USD 6000.000000000000 CHF 2026-03-31 45.900000000000 N N N SOLD CHF/BOUGHT USD N/A N/A 1 NC USD -8461.79 -0.0055326365 N/A DFE CORP CH N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 1106000.000000000000 CHF 1434426.230000000000 USD 2026-03-31 -8461.790000000000 N N N Fluor Corporation CQ7WZ4NOFWT7FAE6Q943 343412AJ1 28000 PA USD 37268 0.0243672197 Long DBT CORP US N 2 2029-08-15 Fixed 1.125000000000 N N N N N Fluor, Corp. USD XXXX N N N Freddie Mac Stacr Remic Trust 2025-Dna3 N/A 35564UAS6 25000 PA USD 25062.37 0.0163867199 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 5.167210000000 N N N N N N STRUCTURED AGENCY CREDIT RISK STACR 2026 DNA1 M2 144A N/A 35564UCS4 45000 PA USD 45024.61 0.0294387830 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.957860000000 N N N N N N Freddie Mac Mscr Trust Mn9 N/A 355917AA3 19152.74 PA USD 19314.45 0.0126285137 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 6.117550000000 N N N N N N Freedom Mortgage Holdings LLC N/A 35641AAB4 17000 PA USD 17597.07 0.0115056260 Long DBT CORP US N 2 2031-05-15 Fixed 9.125000000000 N N N N N N Freedom Mortgage Holdings LLC N/A 35641AAE8 65000 PA USD 62692.32 0.0409905961 Long DBT CORP US N 2 2031-05-01 Fixed 6.875000000000 N N N N N N GCAT 2022-NQM2 TRUST GCAT 2022 NQM2 A1 144A N/A 36169KAA4 64122.48 PA USD 63918.97 0.0417926260 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.210000000000 N N N N N N NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/30 1 N/A BG0207897 32670000 PA 3075616.16 2.0109534927 Long DBT NUSS NO N 2 2030-08-19 Fixed 1.375000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2 N/A BG1229221 760000 PA 32877.67 0.0214966569 Long DBT NUSS CZ N 2 2031-03-13 Fixed 1.200000000000 N N N N N N Quikrete Holdings Inc. 5493007KIN86DIZWZT22 74839XAM1 192083.18 PA USD 191868.05 0.1254505456 Long LON CORP US N 2 2031-04-14 Floating 5.923 N N N N N N Uber Technologies Inc. N/A 90353TAM2 17000 PA USD 21003.5 0.0137328781 Long DBT CORP US N 2 2028-12-01 Fixed 0.875000000000 N N N N Y Uber Technologies, Inc. USD XXXX N N N UNITED STATES TREASURY INFLATI 02/42 0.75 N/A 912810QV3 2136853.7 PA USD 1720614.62 1.1250025360 Long DBT UST US N 2 2042-02-15 Fixed 0.750000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/50 0.25 N/A 912810SM1 2571318 PA USD 1547204.65 1.0116205772 Long DBT UST US N 2 2050-02-15 Fixed 0.250000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/51 0.125 N/A 912810SV1 1686554.95 PA USD 955200.69 0.6245461280 Long DBT UST US N 2 2051-02-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/52 0.125 N/A 912810TE8 861434 PA USD 477037.25 0.3119048913 Long DBT UST US N 2 2052-02-15 Fixed 0.125000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/54 2.125 N/A 912810TY4 1715821.25 PA USD 1599547.85 1.0458445295 Long DBT UST US N 2 2054-02-15 Fixed 2.125000000000 N N N N N N UNITED STATES TREASURY INFLATI 02/55 2.375 N/A 912810UH9 888320.4 PA USD 874955.81 0.5720790081 Long DBT UST US N 2 2055-02-15 Fixed 2.375000000000 N N N N N N United States Treasury Note/Bond N/A 912810UK2 2007000 PA USD 2042514.49 1.3354727749 Long DBT UST US N 2 2055-05-15 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810UR7 78000 PA USD 79486.88 0.0519715110 Long DBT UST US N 2 2056-02-15 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CLJ8 85000 PA USD 85697.27 0.0560320975 Long DBT UST US N 2 2031-08-31 Fixed 3.750000000000 N N N N N N United States Treasury Note/Bond N/A 91282CNC1 3722100 PA USD 3817624.2 2.4961062498 Long DBT UST US N 2 2035-05-15 Fixed 4.250000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPP0 77400 PA USD 77629.78 0.0507572691 Long DBT UST US N 2 2028-12-15 Fixed 3.500000000000 N N N N N N United States Treasury Note/Bond N/A 91282CPZ8 80000 PA USD 81062.5 0.0530017106 Long DBT UST US N 2 2036-02-15 Fixed 4.125000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PCZ3 75000 PA USD 62379.81 0.0407862653 Long DBT CORP US N 2 2047-04-15 Fixed 4.250000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDF6 80000 PA USD 61474.21 0.0401941500 Long DBT CORP US N 2 2047-10-15 Fixed 3.750000000000 N N N N N N UnitedHealth Group Incorporated 549300GHBMY8T5GXDE41 91324PES7 65000 PA USD 66105 0.0432219346 Long DBT CORP US N 2 2053-02-15 Fixed 5.875000000000 N N N N N N Unity Software Inc. N/A 91332UAH4 24000 PA USD 22350 0.0146132704 Long DBT CORP US N 2 2030-03-15 None 0.000000000000 N N N N Y Unity Software, Inc. USD XXXX N N N Unum Group 549300E32YFDO6TZ8R31 91529YAT3 65000 PA USD 64073.83 0.0418938793 Long DBT CORP US N 2 2054-06-15 Fixed 6.000000000000 N N N N N N Upstart Holdings Inc. N/A 91680MAF4 7000 PA USD 5211.5 0.0034074747 Long DBT CORP US N 2 2030-11-15 Fixed 1.000000000000 N N N N N Upstart Holdings, Inc. USD XXXX N N N Wix.com Ltd. 5493008P6N29Q1AG9464 92940WAE9 292000 PA USD 241104.4 0.1576431226 Long DBT CORP IL N 2 2030-09-15 None 0.000000000000 N N N N Y Wix.com, Ltd. USD XXXX N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 672 NS USD 827897.28 0.5413103717 Long EP CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746TD3 33000 PA USD 32966.36 0.0215546457 Long DBT CORP US N 2 2026-03-15 Variable 3.900000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 95000U2M4 70000 PA USD 64039.18 0.0418712238 Long DBT CORP US N 2 2051-04-04 Variable 5.013000000000 N N N N N N FANNIE MAE REMICS FNR 2024 86 SA B1V7KEBTPIMZEU4LTD58 3136BTZZ9 140147.28 PA USD 5048.37 0.0033008141 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 1.382790000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X1 S6XOOCT0IEG5ABCC6L87 3137F72D6 95298.78 PA USD 856.82 0.0005602211 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.720798000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X S6XOOCT0IEG5ABCC6L87 3137F72J3 85949.52 PA USD 12394.7 0.0081041209 Long ABS-MBS USGSE US N 2 2055-10-25 Variable 2.736163000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F040628 469000 PA USD 456285.69 0.2983367411 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F040628 -469000 PA USD -456285.69 -0.2983367411 Short ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F040636 240000 PA USD 233278.13 0.1525260130 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FREDDIE MAC REMICS FHR 5070 PI S6XOOCT0IEG5ABCC6L87 3137F9Y54 90322.73 PA USD 16141.67 0.0105540308 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.000000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5 N/A BU6855664 105080000 PA 4847810.58 3.1696808415 Long DBT NUSS CZ N 2 2035-05-30 Fixed 3.500000000000 N N N N N N ROMANIA GOVERNMENT BOND BONDS 02/32 6.7 N/A BV1224013 270000 PA 64189.59 0.0419695676 Long DBT NUSS RO N 2 2032-02-25 Fixed 6.700000000000 N N N N N N Malaysia Government Bond N/A BV8949489 38000 PA 10728.46 0.0070146706 Long DBT NUSS MY N 2 2042-10-15 Fixed 4.696000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F040636 -240000 PA USD -233278.13 -0.1525260130 Short ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE N/A 01F040644 -240000 PA USD -232603.13 -0.1520846726 Short ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C N/A 12591RBF6 25000 PA USD 24154.14 0.0157928850 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.933734000000 N N N N N N CP Atlas Buyer Inc. N/A 12597YAC3 3000 PA USD 3002.85 0.0019633762 Long DBT CORP US N 2 2030-07-15 Fixed 9.750000000000 N N N N N N CP Atlas Buyer Inc. N/A 12597YAD1 23613 PA USD 21203.8 0.0138638417 Long DBT CORP US N 2 2031-01-15 Fixed 12.750000000000 N N Y N N N CIM TRUST 2021-R4 CIM 2021 R4 A1 144A N/A 12598HAA3 42856.97 PA USD 39317.82 0.0257074691 Long ABS-MBS CORP US N 2 2061-05-01 Variable 2.000000000000 N N N N N N CRB COMMERCIAL MORTGAGE TRUST CRBCM 2025 CRE1 A 144A N/A 12629SAA2 77898.78 PA USD 78904.36 0.0515906375 Long ABS-MBS CORP US N 2 2058-09-15 Variable 3.863432000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650EH9 48000 PA USD 50487.79 0.0330108155 Long DBT CORP US N 2 2055-03-10 Variable 7.000000000000 N N N N N N Cable One Inc. N/A 12685JAG0 15000 PA USD 11475 0.0075027865 Long DBT CORP US N 2 2028-03-15 Fixed 1.125000000000 N N N N Y Cable One, Inc. USD XXXX N N N MEXICAN BONOS BONDS 07/53 8 N/A BX4963407 924000 PA 47433.47 0.0310137862 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.000000000000 N N N N N N Indonesia Treasury Bond N/A BY4236786 459000000 PA 28474.15 0.0186174699 Long DBT NUSS ID N 2 2033-02-15 Fixed 7.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F042434 1532000 PA USD 1538044.2 1.0056311305 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F042624 120000 PA USD 118781.24 0.0776636410 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 6283.32 0.0041082709 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 88323.140000000000 USD 485000.000000000000 BRL 2026-03-03 6283.320000000000 N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -839.56 -0.0005489359 N/A DFE CORP HU N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 7800000.000000000000 HUF 23596.470000000000 USD 2026-03-18 -839.560000000000 N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -1230.42 -0.0008044949 N/A DFE CORP HU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 10100000.000000000000 HUF 30411.100000000000 USD 2026-03-18 -1230.420000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 7814.73 0.0051095643 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 139953.650000000000 USD 7850000.000000000000 TRY 2026-11-04 7814.730000000000 N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F042624 -120000 PA USD -118781.24 -0.0776636410 Short ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F042632 1220000 PA USD 1206370.28 0.7887702502 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F042632 -570000 PA USD -563632.02 -0.3685238080 Short ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE N/A 01F042640 150000 PA USD 148207.02 0.0969033225 Long ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE N/A 01F042640 -445000 PA USD -439680.83 -0.2874798592 Short ABS-MBS USGSE US N 2 N/A Fixed 4.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F050627 375000 PA USD 377226.6 0.2466449353 Long ABS-MBS USGSE US N 2 N/A Fixed 5.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F050627 -375000 PA USD -377226.6 -0.2466449353 Short ABS-MBS USGSE US N 2 N/A Fixed 5.000000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F050635 14010000 PA USD 14073482.11 9.2017717855 Long ABS-MBS USGSE US N 2 N/A Fixed 5.000000000000 N N N N N N Caesars Entertainment Inc. N/A 12768EAG1 85312.5 PA USD 84619.76 0.0553275809 Long LON CORP US N 2 2030-02-06 Floating 5.923 N N N N N N Canyon Clo 2023-2 Ltd. N/A 13887AAJ7 250000 PA USD 250111.25 0.1635321398 Long ABS-CBDO CORP JE N 2 2037-05-15 Floating 7.272190000000 N N N N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -686 -0.0004485326 N/A DFE CORP HU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5900000.000000000000 HUF 17797.660000000000 USD 2026-03-18 -686.000000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -10.38 -0.0000067868 N/A DFE CORP ZA N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 5000.000000000000 ZAR 303.280000000000 USD 2026-03-18 -10.380000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -10.29 -0.0000067280 N/A DFE CORP ZA N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 5000.000000000000 ZAR 303.370000000000 USD 2026-03-18 -10.290000000000 N N N SOLD CLP/BOUGHT USD N/A N/A 1 NC USD 242.39 0.0001584837 N/A DFE CORP CL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 42100000.000000000000 CLP 48479.960000000000 USD 2026-03-18 242.390000000000 N N N Indonesia Treasury Bond N/A BY4236828 493000000 PA 30924.19 0.0202193982 Long DBT NUSS ID N 2 2043-06-15 Fixed 7.125000000000 N N N N N N Thailand Government Bond N/A BY4967448 1642000 PA 60283.27 0.0394154687 Long DBT NUSS TH N 2 2043-06-17 Fixed 3.450000000000 N N N N N N Indonesia Treasury Bond N/A BY9716295 1356000000 PA 84287.92 0.0551106114 Long DBT NUSS ID N 2 2038-06-15 Fixed 7.125000000000 N N N N N N ROMANIA GOVERNMENT BOND BONDS 09/32 8.25 N/A BZ4404662 300000 PA 76985.09 0.0503357466 Long DBT NUSS RO N 2 2032-09-29 Fixed 8.250000000000 N N N N N N Thailand Government Bond N/A BZ5011797 5888000 PA 213948.94 0.1398878617 Long DBT NUSS TH N 2 2033-06-17 Fixed 3.350000000000 N N N N N N Clarios Global LP N/A C8000CAP8 99750 PA USD 99417.83 0.0650031155 Long LON CORP US N 2 2032-01-28 Floating 6.423 N N N N N N BPER Banca S.p.A. N747OI7JINV7RUUH6190 DA3580044 400000 PA 478110.74 0.3126067794 Long DBT CORP IT N 2 2031-03-19 Variable 5.875000000000 N N N N N N Colombia Government International Bond N/A DA6782878 410000 PA 478389.43 0.3127889974 Long DBT NUSS CO N 2 2038-11-26 Fixed 6.500000000000 N N N N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 5137.21 0.0033589011 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 169408.970000000000 USD 9565000.000000000000 TRY 2026-12-16 5137.210000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC -1053.57 -0.0006888637 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 139689.660000000000 USD 7850000.000000000000 TRY 2027-01-29 -1053.570000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD 1004.48 0.0006567668 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 7850000.000000000000 TRY 148772.860000000000 USD 2026-11-04 1004.480000000000 N N N Malaysia Government Bond N/A AX1841680 169000 PA 44400.01 0.0290303960 Long DBT NUSS MY N 2 2029-08-15 Fixed 3.885000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NBT7 1255000 PA USD 1302690 0.8517477049 Long DBT CORP US N 2 2029-03-15 Fixed 3.250000000000 N N N N Y Exelon Corp. USD XXXX N N N Exeter Automobile Receivables Trust 2026-1 N/A 30168HAF4 85000 PA USD 85893.09 0.0561601319 Long ABS-O CORP US N 2 2032-05-17 Fixed 5.000000000000 N N N N N N FIGRE TRUST 2025-HE1 FIGRE 2025 HE1 A 144A N/A 30191LAA7 115665 PA USD 117723.29 0.0769719136 Long ABS-O CORP US N 2 2055-01-25 Variable 5.829000000000 N N N N N N SOLD CLP/BOUGHT USD N/A N/A 1 NC USD 1274.79 0.0008335056 N/A DFE CORP CL N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 56200000.000000000000 CLP 65667.940000000000 USD 2026-03-18 1274.790000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 442.85 0.0002895520 N/A DFE CORP HU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 94757.410000000000 USD 30388000.000000000000 HUF 2026-03-18 442.850000000000 N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBE9 71725.42 PA USD 71492.31 0.0467443605 Long LON CORP US N 2 2030-09-19 Floating 7.923 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAD3 150000 PA USD 102702.25 0.0671505928 Long DBT CORP US N 2 2051-05-25 Fixed 3.950000000000 N N N N N N Nykredit Realkredit A/S LIU16F6VZJSD6UKHD557 AX2426804 1.29 PA 0.17 0.0000001112 Long DBT CORP DK N 2 2050-10-01 Fixed 1.500000000000 N N N N N N Jyske Realkredit A/S N/A AX2612635 1.04 PA 0.13 0.0000000850 Long DBT CORP DK N 2 2050-10-01 Fixed 1.500000000000 N N N N N N COLOMBIAN TES BONDS 09/30 7.75 N/A EK6999263 9423400000 PA 1993245.96 1.3032591574 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.750000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAE1 100000 PA USD 61819.15 0.0404196848 Long DBT CORP US N 2 2052-05-15 Fixed 3.450000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAL5 110000 PA USD 107636.28 0.0703766471 Long DBT CORP US N 2 2055-05-19 Fixed 6.625000000000 N N N N N N BX TRUST 2025-ARIA BX 2025 ARIA B 144A N/A 05619TAC2 35000 PA USD 35835.37 0.0234305124 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.177024000000 N N N N N N BX TRUST 2025-ARIA BX 2025 ARIA C 144A N/A 05619TAE8 150000 PA USD 153231.11 0.1001882614 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.517301000000 N N N N N N BAIN CAPITAL CREDIT CLO 2021-3 BCC 2021 3A CR 144A N/A 05683NAN2 100000 PA USD 100047.1 0.0654145559 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 5.568020000000 N N N N N N BAIN CAPITAL CREDIT CLO 2020-4 BCC 2020 4A DAR2 144A N/A 05684KBQ9 250000 PA USD 249090 0.1628644081 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 6.617630000000 N N N N N N BOUGHT ARS/SOLD USD N/A N/A 1 NC 246.86 0.0001614064 N/A DFE CORP AR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2311.700000000000 USD 3775000.000000000000 ARS 2026-05-12 246.860000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 926.31 0.0006056563 N/A DFE CORP AU N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 13306.000000000000 USD 20000.000000000000 AUD 2026-03-18 926.310000000000 N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040H733 1600 NS USD 26400 0.0172613127 Long EP CORP US N 1 N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040H824 775 NS USD 15221 0.0099520621 Long EP CORP US N 1 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 1952.75 0.0012767814 N/A DFE CORP AU N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 30069.950000000000 USD 45000.000000000000 AUD 2026-03-18 1952.750000000000 N N N BOUGHT ARS/SOLD USD N/A N/A 1 NC 1044.66 0.0006830380 N/A DFE CORP AR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 13056.890000000000 USD 21805000.000000000000 ARS 2026-07-14 1044.660000000000 N N N BOUGHT ARS/SOLD USD N/A N/A 1 NC 2014.9 0.0013174174 N/A DFE CORP AR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 25595.510000000000 USD 45560000.000000000000 ARS 2026-10-16 2014.900000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD -124.54 -0.0000814289 N/A DFE CORP GB N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 31000.000000000000 GBP 41653.710000000000 USD 2026-03-18 -124.540000000000 N N N Bausch Health Companies Inc. B3BS7ACMDUWISF18KY76 071734AN7 25000 PA USD 23265.75 0.0152120222 Long DBT CORP CA N 2 2028-06-01 Fixed 4.875000000000 N N N N N Brandywine Operating Partnership L.P. IXBXSCONLDQ1ZI73YU71 105340AT0 65000 PA USD 61680.03 0.0403287229 Long DBT CORP US N 2 2031-01-15 Fixed 6.125000000000 N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TBQ9 735000 PA USD 777777 0.5085398481 Long DBT CORP US N 2 2028-08-01 Fixed 3.000000000000 N N N N Y CenterPoint Energy, Inc. USD XXXX N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TBT3 432000 PA USD 436406.4 0.2853389138 Long DBT CORP US N 2 2029-05-15 Fixed 2.875000000000 N N N N Y CenterPoint Energy, Inc. USD XXXX N N N BOUGHT ARS/SOLD USD N/A N/A 1 NC 1080.05 0.0007061773 N/A DFE CORP AR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 20190.300000000000 USD 32890000.000000000000 ARS 2026-07-14 1080.050000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC -1062.52 -0.0006947155 N/A DFE CORP GB N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 42840.770000000000 USD 31000.000000000000 GBP 2026-03-18 -1062.520000000000 N N N BOUGHT ARS/SOLD USD N/A N/A 1 NC 1154.14 0.0007546201 N/A DFE CORP AR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 20116.210000000000 USD 32890000.000000000000 ARS 2026-07-14 1154.140000000000 N N N SOLD ARS/BOUGHT USD N/A N/A 1 NC USD -451.06 -0.0002949200 N/A DFE CORP AR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 20775000.000000000000 ARS 12984.380000000000 USD 2026-07-14 -451.060000000000 N N N SOLD ARS/BOUGHT USD N/A N/A 1 NC USD -99.28 -0.0000649130 N/A DFE CORP AR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 3775000.000000000000 ARS 2459.280000000000 USD 2026-05-12 -99.280000000000 N N N SOLD ARS/BOUGHT USD N/A N/A 1 NC USD -451.06 -0.0002949200 N/A DFE CORP AR N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 20775000.000000000000 ARS 12984.380000000000 USD 2026-07-14 -451.060000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 208.94 0.0001366128 N/A DFE CORP GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 13000.000000000000 GBP 17728.850000000000 USD 2026-03-18 208.940000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC -122.6 -0.0000801605 N/A DFE CORP GB N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 17642.510000000000 USD 13000.000000000000 GBP 2026-03-18 -122.600000000000 N N N EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 B 144A N/A 30227WAC7 50000 PA USD 50093.75 0.0327531773 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.059650000000 N N N N N N EXTENDED STAY AMERICA TRUST 20 ESA 2026 ESH2 E 144A N/A 30227WAJ2 65000 PA USD 65376.81 0.0427458166 Long ABS-MBS CORP US N 2 2043-02-15 Floating 6.559650000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -3325.64 -0.0021744285 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 6954200.000000000000 EUR 8224850.560000000000 USD 2026-03-31 -3325.640000000000 N N N BOUGHT GBP/SOLD USD N/A N/A 1 NC -32.24 -0.0000210797 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 16070.410000000000 USD 11900.000000000000 GBP 2026-03-31 -32.240000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -177.26 -0.0001158993 N/A DFE CORP DE N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 270000.000000000000 EUR 319285.450000000000 USD 2026-03-31 -177.260000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 53.51 0.0000349869 N/A DFE CORP GB N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 17000.000000000000 GBP 22964.170000000000 USD 2026-03-18 53.510000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -2.33 -0.0000015234 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1000.000000000000 EUR 1180.870000000000 USD 2026-03-31 -2.330000000000 N N N BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6 N/A EJ5299593 20000000 PA 24743.33 0.0161781195 Long DBT NUSS CL N 2 2043-01-01 Fixed 6.000000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A N/A 105699AD4 129000 PA USD 126089.31 0.0824419320 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.181000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A N/A 10569TAD0 100000 PA USD 95550.08 0.0624742351 Long ABS-MBS CORP US N 2 2049-02-25 Variable 2.316000000000 N N N N N N PT Pertamina Persero N/A EJ6770360 200000 PA USD 193474.71 0.1265010403 Long DBT CORP ID N 2 2043-05-20 Fixed 5.625000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/44 8.75 N/A EJ7498649 2801000 PA 177699.17 0.1161863991 Long DBT NUSS ZA N 2 2044-01-31 Fixed 8.750000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/32 8.25 N/A EJ7500097 289000 PA 18729.28 0.0122459075 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.250000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/37 8.5 N/A EJ7500196 2122000 PA 135668.66 0.0887052712 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.500000000000 N N N N N N Indonesia Treasury Bond N/A EJ7740016 496000000 PA 33240.72 0.0217340326 Long DBT NUSS ID N 2 2034-03-15 Fixed 8.375000000000 N N N N N N KAZAKHSTAN GOVERNMENT INTERNAT SR UNSECURED REGS 10/44 4.875 N/A EK5167292 200000 PA USD 184201.37 0.1204377819 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.875000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 05/55 6 N/A EK6971114 1398000 PA 1136895.03 0.7433447194 Long DBT NUSS BR N 2 2055-05-15 Fixed 6.000000000000 N N N N N N BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5 N/A EK9859522 55000000 PA 63739.8 0.0416754779 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.000000000000 N N N N N N Champ Acquisition Corporation N/A 15807XAA8 26000 PA USD 27649.05 0.0180779885 Long DBT CORP US N 2 2031-12-01 Fixed 8.375000000000 N N N N N N Chobani LLC 549300ISVDMZ91KNTR38 17026YAL3 200000 PA USD 200500 0.1310944391 Long LON CORP US N 2 2032-10-28 Floating 5.923 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10 N/A JV5341526 507000 PA 98106.26 0.0641455617 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.000000000000 N N N N N N Sunrise Financing Partnership N/A N9000DAK3 140000 PA USD 138483.8 0.0905459156 Long LON CORP US N 2 2032-02-15 Floating 6.129 N N N N N N Inversiones CMPC S.A. N/A P58072AY8 200000 PA USD 204445 0.1336738284 Long DBT CORP CL N 2 2034-02-26 Fixed 6.125000000000 N N N N N N Thailand Government Bond N/A YI0637649 853000 PA 27757.97 0.0181492045 Long DBT NUSS TH N 2 2036-05-17 Fixed 1.840000000000 N N N N N N MEXICO CETES BILLS 02/27 0.00000 N/A YI6064889 6138650 PA 334000.48 0.2183820727 Long DBT NUSS MX N 2 2027-02-04 None 0.000000000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 YJ6504486 100000 PA 12365.15 0.0080848000 Long DBT NUSS PH N 2 2040-11-10 None 0.000000000000 N N N N N N MEXICAN BONOS BONDS 04/55 8 N/A YJ7057260 773200 PA 39531.66 0.0258472858 Long DBT NUSS MX N 2 2055-04-29 Fixed 8.000000000000 N N N N N N Korea Treasury Bond N/A YJ8526396 2022670000 PA 1382546.3 0.9039607566 Long DBT NUSS KR N 2 2035-12-10 Fixed 3.250000000000 N N N N N N MEXICO CETES BILLS 10/27 0.00000 N/A YJ8953764 6629650 PA 341603.48 0.2233532000 Long DBT NUSS MX N 2 2027-10-28 None 0.000000000000 N N N N N N Colombia Government International Bond N/A YK0049733 110000 PA 126118.18 0.0824608083 Long DBT NUSS CO N 2 2032-09-19 Fixed 5.000000000000 N N N N N N EZCORP Inc. 5493003K6PG3ZQ7TUQ63 302301AJ5 25000 PA USD 26773.45 0.0175054883 Long DBT CORP US N 2 2032-04-01 Fixed 7.375000000000 N N N N N N FMC Corporation CKDHZ2X64EEBQCSP7013 302491AZ8 80000 PA USD 52622.03 0.0344062619 Long DBT CORP US N 2 2055-11-01 Variable 8.450000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303M8K1 170000 PA USD 138142.62 0.0903228393 Long DBT CORP US N 2 2062-08-15 Fixed 4.650000000000 N N N N N N BOUGHT CLP/SOLD USD N/A N/A 1 NC -1370.36 -0.0008959929 N/A DFE CORP CL N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 64845.730000000000 USD 55399000.000000000000 CLP 2026-03-18 -1370.360000000000 N N N SOLD NGN/BOUGHT USD N/A N/A 1 NC USD 7.07 0.0000046226 N/A DFE CORP NG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 10203000.000000000000 NGN 7440.670000000000 USD 2026-03-18 7.070000000000 N N N Bridgecrest Lending Auto Securitization Trust 2026-1 N/A 107927AF2 80000 PA USD 80905.86 0.0528992934 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.990000000000 N N N N N N BridgeBio Pharma Inc. N/A 10806XAH5 9000 PA USD 14058 0.0091916490 Long DBT CORP US N 2 2031-03-01 Fixed 1.750000000000 N N N N Y Bridgebio Pharma, Inc. USD XXXX N N N BridgeBio Pharma Inc. N/A 10806XAK8 9000 PA USD 8626.5 0.0056403301 Long DBT CORP US N 2 2033-02-01 Fixed 0.750000000000 N N N N Y Bridgebio Pharma, Inc. USD XXXX N N N Brighthouse Financial Inc. N/A 10922N707 1326 NS USD 18205.98 0.0119037543 Long EP CORP US N 1 N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CC6 210000 PA USD 130752.67 0.0854910121 Long DBT CORP US N 2 2050-06-01 Fixed 2.525000000000 N N N N N N CRC Insurance Group LLC N/A 89788VAG7 45967.74 PA USD 45036.89 0.0294468121 Long LON CORP US N 2 2031-05-06 Floating 6.422 N N N N N N Country Garden Holdings Company Limited 549300MGHLPT1EFHGF84 DC6264410 6177 PA USD 178.72 0.0001168539 Long DBT CORP CN N 2 2034-12-31 None 0.000000000000 N N N Y N Country Garden Holdings Company Limited USD XXXX N N N Country Garden Holdings Company Limited 549300MGHLPT1EFHGF84 DC6400881 204081 PA USD 15561.18 0.0101744846 Long DBT CORP CN N 2 2036-12-31 Fixed 1.250000000000 N N Y N N N Brown and Brown Inc. N/A 115236AF8 70000 PA USD 60110.29 0.0393023678 Long DBT CORP US N 2 2052-03-17 Fixed 4.950000000000 N N N N N Brown and Brown Inc. N/A 115236AN1 120000 PA USD 122551.31 0.0801286546 Long DBT CORP US N 2 2055-06-23 Fixed 6.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967QJ3 30000 PA USD 31013.43 0.0202777467 Long DBT CORP US N 2 2031-02-15 Variable 6.625000000000 N N N N N N Citizens Financial Group Inc. N/A 174610600 97 NS USD 2546.25 0.0016648340 Long EP CORP US N 1 N N N Cinemark USA Inc. 54930008H2137JSCPQ09 172442AV7 121596.71 PA USD 121786.4 0.0796285277 Long LON CORP US N 2 2030-05-24 Floating 5.923 N N N N N N Cipher Compute LLC N/A 17253NAA5 11000 PA USD 11465.78 0.0074967581 Long DBT CORP US N 2 2030-11-15 Fixed 7.125000000000 N N N N N N Cisco Systems Inc. N/A 17275RBU5 65000 PA USD 63236.19 0.0413461988 Long DBT CORP US N 2 2054-02-26 Fixed 5.300000000000 N N N N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 8105.75 0.0052998441 N/A DFE CORP TR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 39437.300000000000 USD 2184000.000000000000 TRY 2026-04-27 8105.750000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 80119.33 0.0523850305 N/A DFE CORP TR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 374268.130000000000 USD 20890000.000000000000 TRY 2026-04-28 80119.330000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -22575.97 -0.0147610181 N/A DFE CORP TR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 10445000.000000000000 TRY 204617.760000000000 USD 2026-04-28 -22575.970000000000 N N N Country Garden Holdings Company Limited 549300MGHLPT1EFHGF84 DC6509905 11472 PA USD 946.44 0.0006188181 Long DBT CORP CN N 2 2034-12-31 Fixed 2.250000000000 N N Y N N N TURKIYE GOVERNMENT BOND BONDS 01/31 5.3 N/A DC9123225 9833950.34 PA 226744.47 0.1482540604 Long DBT NUSS TR N 2 2031-01-08 Fixed 5.300000000000 N N N N N N Citizens Financial Group Inc. N/A 174610808 23450 NS USD 598209.5 0.3911318646 Long EP CORP US N 1 N N N CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75 N/A 18060TAE5 10000 PA USD 10380.25 0.0067869978 Long DBT CORP US N 2 2032-09-15 Fixed 6.750000000000 N N N N N N Tyler Technologies Inc. N/A 902252AB1 5000 PA USD 4990 0.0032626496 Long DBT CORP US N 2 2026-03-15 Fixed 0.250000000000 N N N N Y Tyler Technologies, Inc. USD XXXX N N N TKO Worldwide Holdings LLC N/A 90266UAL7 99002.5 PA USD 99023.29 0.0647451504 Long LON CORP US N 2 2031-11-21 Floating 5.664 N N N N N N UWM Holdings LLC N/A 903522AB6 130000 PA USD 125602.41 0.0821235785 Long DBT CORP US N 2 2031-03-15 Fixed 6.250000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAZ0 10000 PA USD 15724 0.0102809424 Long DBT CORP US N 2 2026-06-01 Fixed 3.750000000000 N N N N Y Ventas Realty LP USD XXXX N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 21313.04 0.0139352670 N/A DFE CORP TR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 192199.760000000000 USD 10445000.000000000000 TRY 2026-07-17 21313.040000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -23636.3 -0.0154543017 N/A DFE CORP TR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 10445000.000000000000 TRY 203557.430000000000 USD 2026-04-28 -23636.300000000000 N N N Clearway Energy Operating LLC 549300Z3NFMM54NWBB87 18539UAG0 11000 PA USD 11144.95 0.0072869874 Long DBT CORP US N 2 2034-01-15 Fixed 5.750000000000 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAA0 70000 PA USD 68547.44 0.0448188937 Long DBT CORP US N 2 2029-09-30 Fixed 9.000000000000 N N N N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 04316JAJ8 65000 PA USD 63827.65 0.0417329176 Long DBT CORP US N 2 2054-07-15 Fixed 5.750000000000 N N N N N N ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8 N/A 045941AA9 12000 PA USD 12603.7 0.0082407730 Long DBT CORP US N 2 2032-12-31 Fixed 8.000000000000 N N N N N N ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375 N/A 045941AB7 5000 PA USD 4975.83 0.0032533848 Long DBT CORP US N 2 2034-02-01 Fixed 8.375000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A N/A 20755CAF5 25000 PA USD 26106.59 0.0170694702 Long ABS-MBS USGSE US N 2 2043-10-25 Floating 7.217210000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1B1 144A N/A 20755JAG8 55000 PA USD 54725 0.0357812627 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.367210000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1M2 144A N/A 20755TAC5 25000 PA USD 25141.48 0.0164384450 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 5.167210000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A N/A 207932AF1 15000 PA USD 15974.51 0.0104447353 Long ABS-MBS USGSE US N 2 2042-12-25 Floating 8.767210000000 N N N N N N AGNC Investment Corp. 5TRACI5HRMELWV32OF39 00123Q856 10000 NS USD 251500 0.1644401567 Long EP CORP US N 1 N N N AGNC Investment Corp. 5TRACI5HRMELWV32OF39 00123Q872 10000 NS USD 249500 0.1631324815 Long EP CORP US N 1 N N N ATandT Inc. 549300Z40J86GGSTL398 00206RKJ0 180000 PA USD 122790.25 0.0802848825 Long DBT CORP US N 2 2053-09-15 Fixed 3.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RNK4 130000 PA USD 131121.91 0.0857324351 Long DBT CORP US N 2 2056-04-30 Fixed 6.000000000000 N N N N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 21842.46 0.0142814217 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 244352.810000000000 USD 13630000.000000000000 TRY 2026-09-16 21842.460000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -12705.34 -0.0083072290 N/A DFE CORP TR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 10445000.000000000000 TRY 200807.460000000000 USD 2026-07-17 -12705.340000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC 693.85 0.0004536652 N/A DFE CORP PE N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 111647.470000000000 USD 377000.000000000000 PEN 2026-03-18 693.850000000000 N N N BOUGHT NGN/SOLD USD N/A N/A 1 NC 703.97 0.0004602821 N/A DFE CORP NG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 6729.630000000000 USD 10203000.000000000000 NGN 2026-03-18 703.970000000000 N N N BOUGHT KZT/SOLD USD N/A N/A 1 NC 14789.31 0.0096698070 N/A DFE CORP KZ N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 206293.390000000000 USD 114400000.000000000000 KZT 2026-06-15 14789.310000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 1680.88 0.0010990225 N/A DFE CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 30792.950000000000 USD 560000.000000000000 MXN 2026-03-18 1680.880000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -4871.97 -0.0031854772 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 320000.000000000000 BRL 57548.780000000000 USD 2026-03-03 -4871.970000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -7268.29 -0.0047522813 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 609000.000000000000 BRL 111526.210000000000 USD 2026-03-03 -7268.290000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -187720.96 -0.1227390222 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 31285000.000000000000 BRL 5914883.160000000000 USD 2026-03-03 -187720.960000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -681.09 -0.0004453223 N/A DFE CORP BR N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 170000.000000000000 BRL 32479.940000000000 USD 2026-03-03 -681.090000000000 N N N SOLD MYR/BOUGHT USD N/A N/A 1 NC USD -299.75 -0.0001959878 N/A DFE CORP MY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 100000.000000000000 MYR 25414.900000000000 USD 2026-03-18 -299.750000000000 N N N SOLD KZT/BOUGHT USD N/A N/A 1 NC USD 1593.7 0.0010420210 N/A DFE CORP KZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 114400000.000000000000 KZT 222676.400000000000 USD 2026-06-15 1593.700000000000 N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAC6 75000 PA USD 75062.84 0.0490789073 Long DBT CORP US N 2 2032-06-30 Fixed 8.250000000000 N N N N N N Cloud Software Group Inc. 04EEB871XLHVNY4RZJ65 18912UAG7 125000 PA USD 117974.54 0.0771361903 Long DBT CORP US N 2 2033-08-15 Fixed 6.625000000000 N N N N N SOLD MYR/BOUGHT USD N/A N/A 1 NC USD -508.51 -0.0003324830 N/A DFE CORP MY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 310000.000000000000 MYR 79206.910000000000 USD 2026-03-18 -508.510000000000 N N N BOUGHT KZT/SOLD USD N/A N/A 1 NC 58.03 0.0000379422 N/A DFE CORP KZ N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 20960.700000000000 USD 10800000.000000000000 KZT 2026-05-26 58.030000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 1442.24 0.0009429907 N/A DFE CORP TR N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 22286.830000000000 USD 1215000.000000000000 TRY 2026-09-16 1442.240000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -6803.72 -0.0044485280 N/A DFE CORP TR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 5280000.000000000000 TRY 96315.210000000000 USD 2026-09-16 -6803.720000000000 N N N SOLD MYR/BOUGHT USD N/A N/A 1 NC USD 162.83 0.0001064644 N/A DFE CORP MY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 2590000.000000000000 MYR 666357.930000000000 USD 2026-03-31 162.830000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -36842.84 -0.0240892341 N/A DFE CORP NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 11372000.000000000000 NZD 6791710.930000000000 USD 2026-03-31 -36842.840000000000 N N N Malaysia Government Bond N/A EG4790283 205000 PA 53011.55 0.0346609447 Long DBT NUSS MY N 2 2027-05-31 Fixed 3.502000000000 N N N N N N Peru Government Bond N/A EG6650006 45000 PA 14027.86 0.0091719423 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.900000000000 N N N N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 4227.91 0.0027643665 N/A DFE CORP NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 779386.460000000000 USD 1305000.000000000000 NZD 2026-03-31 4227.910000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -1145.16 -0.0007487487 N/A DFE CORP NZ N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 760000.000000000000 NZD 455212.640000000000 USD 2026-03-31 -1145.160000000000 N N N Navient Corporation 54930067J0ZNOEBRW338 63938CAQ1 120000 PA USD 111624.66 0.0729843999 Long DBT CORP US N 2 2032-06-15 Fixed 7.875000000000 N N N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -4329.92 -0.0028310645 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 9565000.000000000000 TRY 182475.490000000000 USD 2026-09-16 -4329.920000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 1582.86 0.0010349334 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 187295.530000000000 USD 3873000.000000000000 CZK 2026-03-18 1582.860000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -143.28 -0.0000936819 N/A DFE CORP CZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 470000.000000000000 CZK 22777.670000000000 USD 2026-03-18 -143.280000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -548.45 -0.0003585972 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 857000.000000000000 CZK 41245.710000000000 USD 2026-03-18 -548.450000000000 N N N Cloudflare Inc. N/A 18915MAC1 18000 PA USD 19463.4 0.0127259028 Long DBT CORP US N 2 2026-08-15 None 0.000000000000 N N N N Y Cloudflare, Inc. USD XXXX N N N Cloudflare Inc. N/A 18915MAE7 30000 PA USD 31452 0.0205645002 Long DBT CORP US N 2 2030-06-15 None 0.000000000000 N N N N Y Cloudflare, Inc. USD XXXX N N N Clydesdale Acquisition Holdings Inc. N/A 18972EAD7 65000 PA USD 65490.79 0.0428203410 Long DBT CORP US N 2 2032-04-15 Fixed 6.750000000000 N N N N N N Coinbase Global Inc. N/A 19260QAF4 15000 PA USD 13950 0.0091210345 Long DBT CORP US N 2 2030-04-01 Fixed 0.250000000000 N N N N Y Coinbase Global, Inc. USD XXXX N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -232.06 -0.0001517296 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 360000.000000000000 CZK 17324.410000000000 USD 2026-03-18 -232.060000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 1.52 0.0000009938 N/A DFE CORP CZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 36086.790000000000 USD 740000.000000000000 CZK 2026-03-18 1.520000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 78.14 0.0000510909 N/A DFE CORP CZ N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 18941.370000000000 USD 390000.000000000000 CZK 2026-03-18 78.140000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -376.57 -0.0002462156 N/A DFE CORP CZ N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1068000.000000000000 CZK 51707.630000000000 USD 2026-03-18 -376.570000000000 N N N Venture Global Plaquemines LNG LLC N/A 922966AE6 5000 PA USD 5194.04 0.0033960587 Long DBT CORP US N 2 2030-12-15 Fixed 6.125000000000 N N N N N N Venture Global Plaquemines LNG LLC N/A 922966AF3 10000 PA USD 10499.61 0.0068650398 Long DBT CORP US N 2 2034-06-15 Fixed 6.500000000000 N N N N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 285.09 0.0001864026 N/A DFE CORP NZ N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 40000.000000000000 NZD 24292.310000000000 USD 2026-03-18 285.090000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -1253.36 -0.0008194939 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 271000.000000000000 BRL 51609.220000000000 USD 2026-03-03 -1253.360000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -3542.97 -0.0023165270 N/A DFE CORP BR N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 1315000.000000000000 BRL 252967.320000000000 USD 2026-03-03 -3542.970000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -991.11 -0.0006480250 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 275000.000000000000 BRL 52651.730000000000 USD 2026-03-03 -991.110000000000 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967242 4625 NS USD 117475 0.0768095722 Long EP CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PE5 33000 PA USD 34974.36 0.0228675517 Long DBT CORP US N 2 2028-11-15 Variable 7.625000000000 N N N N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 861.22 0.0005630980 N/A DFE CORP DE N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 490164.800000000000 USD 415000.000000000000 EUR 2026-03-31 861.220000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 622.88 0.0004072624 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 277428.000000000000 USD 235000.000000000000 EUR 2026-03-31 622.880000000000 N N N CrossCountry Intermediate HoldCo LLC N/A 22757VAA8 5000 PA USD 4980.16 0.0032562159 Long DBT CORP US N 2 2030-10-01 Fixed 6.500000000000 N N N N N N CrossCountry Intermediate HoldCo LLC N/A 22757VAB6 115000 PA USD 113822.33 0.0744213192 Long DBT CORP US N 2 2032-12-01 Fixed 6.750000000000 N N N N N N VERDELITE STATIC CLO 2024-1 LT BVSTAT 2024 1A B 144A N/A 92338VAC5 390000 PA USD 390145.47 0.2550917783 Long ABS-CBDO CORP JE N 2 2032-07-20 Floating 5.317630000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHJ6 165000 PA USD 166104.67 0.1086054790 Long DBT CORP US N 2 2055-11-30 Fixed 5.875000000000 N N N N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -1531.34 -0.0010012477 N/A DFE CORP HU N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 21493000.000000000000 HUF 65802.450000000000 USD 2026-03-18 -1531.340000000000 N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD 104.91 0.0000685941 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 13629000.000000000000 HUF 42802.170000000000 USD 2026-03-18 104.910000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -1540.95 -0.0010075311 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 7850000.000000000000 TRY 169071.720000000000 USD 2026-04-29 -1540.950000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 15.68 0.0000102522 N/A DFE CORP CZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3885.760000000000 USD 80000.000000000000 CZK 2026-03-18 15.680000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -2035.78 -0.0013310695 N/A DFE CORP AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 45000.000000000000 AUD 29986.920000000000 USD 2026-03-18 -2035.780000000000 N N N BOUGHT CLP/SOLD USD N/A N/A 1 NC 1508.95 0.0009866082 N/A DFE CORP CL N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 29770.990000000000 USD 27300000.000000000000 CLP 2026-03-18 1508.950000000000 N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC -1371.54 -0.0008967644 N/A DFE CORP ID N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 363116.320000000000 USD 6076207000.000000000000 IDR 2026-03-25 -1371.540000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -1658.16 -0.0010841674 N/A DFE CORP NZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 105000.000000000000 NZD 61360.800000000000 USD 2026-03-18 -1658.160000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD 24.96 0.0000163198 N/A DFE CORP ID N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 614717000.000000000000 IDR 36621.910000000000 USD 2026-03-25 24.960000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD -377.03 -0.0002465164 N/A DFE CORP NZ N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 20000.000000000000 NZD 11626.580000000000 USD 2026-03-18 -377.030000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 122.87 0.0000803370 N/A DFE CORP CZ N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 22554.240000000000 USD 465000.000000000000 CZK 2026-03-18 122.870000000000 N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD 135.26 0.0000884381 N/A DFE CORP HU N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 7900000.000000000000 HUF 24884.570000000000 USD 2026-03-18 135.260000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC -229.23 -0.0001498792 N/A DFE CORP CZ N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 27051.620000000000 USD 550000.000000000000 CZK 2026-03-18 -229.230000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -1027.63 -0.0006719031 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 7985000.000000000000 TRY 170875.240000000000 USD 2026-05-11 -1027.630000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC -631.16 -0.0004126761 N/A DFE CORP CZ N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 248470.040000000000 USD 5082000.000000000000 CZK 2026-03-18 -631.160000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 2525.1 0.0016510053 N/A DFE CORP CO N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 556500000.000000000000 COP 150298.980000000000 USD 2026-03-18 2525.100000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -800.58 -0.0005234493 N/A DFE CORP ZA N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 370000.000000000000 ZAR 22410.390000000000 USD 2026-03-18 -800.580000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 961.45 0.0006286322 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 56000.000000000000 EUR 67178.940000000000 USD 2026-03-18 961.450000000000 N N N SOLD NZD/BOUGHT USD N/A N/A 1 NC USD 15.06 0.0000098468 N/A DFE CORP NZ N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20000.000000000000 NZD 12018.670000000000 USD 2026-03-18 15.060000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 806.59 0.0005273789 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 42107.680000000000 USD 220000.000000000000 BRL 2026-03-03 806.590000000000 N N N BX TRUST 2026-CART BX 2026 CART C 144A N/A 12433MAE3 100000 PA USD 99893.31 0.0653140022 Long ABS-MBS CORP US N 2 2036-02-15 Floating 5.214060000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCB7 2000 PA USD 1995.24 0.0013045629 Long DBT CORP US N 2 2029-06-01 Fixed 5.375000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCQ4 39000 PA USD 36267.13 0.0237128133 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A 1248EPCU5 5000 PA USD 5112.23 0.0033425682 Long DBT CORP US N 2 2033-02-01 Fixed 7.000000000000 N N N N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -2350.48 -0.0015368322 N/A DFE CORP SG N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 190000.000000000000 SGD 148018.880000000000 USD 2026-03-18 -2350.480000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC 49.21 0.0000321753 N/A DFE CORP CA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 10954.880000000000 USD 15000.000000000000 CAD 2026-03-18 49.210000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -153.64 -0.0001004556 N/A DFE CORP SG N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 20000.000000000000 SGD 15674.710000000000 USD 2026-03-18 -153.640000000000 N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -172.83 -0.0001130028 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 22181.010000000000 USD 30000.000000000000 CAD 2026-03-18 -172.830000000000 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHK3 115000 PA USD 115442.1 0.0754803858 Long DBT CORP US N 2 2065-11-30 Fixed 6.000000000000 N N N N N N Versant Media Group Inc. N/A 925283AA1 5000 PA USD 5116.92 0.0033456347 Long DBT CORP US N 2 2031-01-30 Fixed 7.250000000000 N N N N N N BOUGHT CAD/SOLD USD N/A N/A 1 NC -211.62 -0.0001383651 N/A DFE CORP CA N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 18551.770000000000 USD 25000.000000000000 CAD 2026-03-18 -211.620000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -135.11 -0.0000883400 N/A DFE CORP SG N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 40000.000000000000 SGD 31521.600000000000 USD 2026-03-18 -135.110000000000 N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD -7674.19 -0.0050176740 N/A DFE CORP KR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2557069000.000000000000 KRW 1769083.730000000000 USD 2026-03-31 -7674.190000000000 N N N IREN Limited N/A 46270CAE9 7000 PA USD 5512.5 0.0036042798 Long DBT CORP AU N 2 2031-07-01 None 0.000000000000 N N N N Y IREN Ltd. USD XXXX N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC -151.44 -0.0000990172 N/A DFE CORP ID N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 62127.000000000000 USD 1041000000.000000000000 IDR 2026-03-25 -151.440000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD 8.8 0.0000057538 N/A DFE CORP ID N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 131000000.000000000000 IDR 7807.840000000000 USD 2026-03-25 8.800000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD -205.93 -0.0001346448 N/A DFE CORP ID N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 404000000.000000000000 IDR 23846.060000000000 USD 2026-03-25 -205.930000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 770.53 0.0005038015 N/A DFE CORP NZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 29238.500000000000 USD 50000.000000000000 NZD 2026-03-18 770.530000000000 N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC -132.01 -0.0000863131 N/A DFE CORP ID N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 35852.790000000000 USD 600000000.000000000000 IDR 2026-03-25 -132.010000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD 3.79 0.0000024780 N/A DFE CORP ZA N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 420000.000000000000 ZAR 26351.370000000000 USD 2026-03-18 3.790000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 5324.29 0.0034812210 N/A DFE CORP BR N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 377002.830000000000 USD 1960000.000000000000 BRL 2026-03-03 5324.290000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC -6.06 -0.0000039623 N/A DFE CORP SG N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 23748.590000000000 USD 30000.000000000000 SGD 2026-03-18 -6.060000000000 N N N Enstar Group Limited N/A 29359U109 2794 NS USD 63284.1 0.0413775241 Long EP CORP BM N 1 N N N Flowers Foods Inc. 7YNCQQNDK8FBM9BBTK25 343498AD3 65000 PA USD 64396.99 0.0421051735 Long DBT CORP US N 2 2035-03-15 Fixed 5.750000000000 N N N N N N Flynn Restaurant Group LP N/A 34410JAG6 99250 PA USD 97451.59 0.0637175139 Long LON CORP US N 2 2032-01-28 Floating 7.423 N N N N N N Focus Financial Partners LLC N/A 34417VAA5 60000 PA USD 59684.31 0.0390238461 Long DBT CORP US N 2 2031-09-15 Fixed 6.750000000000 N N N N N N Versant Media Group Inc. N/A 92528PAB0 100000 PA USD 99875 0.0653020304 Long LON CORP US N 2 2031-01-30 Floating 7.161 N N N N N N Verus Securitization Trust 2021-5 N/A 92538KAA1 49401 PA USD 43691 0.0285668186 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013000000000 N N N N N N Fortress Intermediate 3 Inc. N/A 34966MAA0 195000 PA USD 190644.44 0.1246505034 Long DBT CORP US N 2 2031-06-01 Fixed 7.500000000000 N N N N N N Freddie Mac Mscr Trust Mn10 N/A 35563UAA6 86106.73 PA USD 85334.8 0.0557951009 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.717210000000 N N N N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -86.14 -0.0000563216 N/A DFE CORP ZA N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 300000.000000000000 ZAR 18733.560000000000 USD 2026-03-18 -86.140000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD -176.91 -0.0001156704 N/A DFE CORP ID N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 512000000.000000000000 IDR 30304.820000000000 USD 2026-03-25 -176.910000000000 N N N Verus Securitization Trust 2024-5 N/A 92540HAA4 62744.73 PA USD 63591.16 0.0415782915 Long ABS-MBS CORP US N 2 2069-06-25 Variable 6.192000000000 N N N N N N Verus Securitization Trust 2025-1 N/A 92540TAC4 79841.04 PA USD 80655.82 0.0527358079 Long ABS-MBS CORP US N 2 2070-01-25 Variable 5.976000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAP7 51000 PA USD 32166.05 0.0210313730 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAE7 65000 PA USD 51025 0.0333620636 Long DBT CORP US N 2 2062-03-30 Variable 6.375000000000 N N N N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -456.38 -0.0002983984 N/A DFE CORP ZA N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 4920000.000000000000 ZAR 308186.760000000000 USD 2026-03-18 -456.380000000000 N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC -139.94 -0.0000914980 N/A DFE CORP NZ N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 18145.360000000000 USD 30000.000000000000 NZD 2026-03-18 -139.940000000000 N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC 321.26 0.0002100519 N/A DFE CORP ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 201679.770000000000 USD 3393000000.000000000000 IDR 2026-03-25 321.260000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -313.2 -0.0002047819 N/A DFE CORP ZA N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 430000.000000000000 ZAR 26661.710000000000 USD 2026-03-18 -313.200000000000 N N N VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375 N/A 92840JAB5 10000 PA USD 9302.86 0.0060825597 Long DBT CORP MT N 2 2030-02-01 Fixed 6.375000000000 N N N N N N VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 06/28 9.5 N/A 92841HAA0 10000 PA USD 10314.08 0.0067437333 Long DBT CORP MT N 2 2028-06-01 Fixed 9.500000000000 N N N N N N VoltaGrid LLC N/A 92874BAA3 7000 PA USD 7309.34 0.0047791213 Long DBT CORP US N 2 2030-11-01 Fixed 7.375000000000 N N N N N N VOYA CLO 2021-1 LTD VOYA 2021 1A CR 144A N/A 92918QAS9 250000 PA USD 250481.25 0.1637740597 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.372190000000 N N N N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -690.79 -0.0004516645 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 49000000.000000000000 HUF 152817.600000000000 USD 2026-03-18 -690.790000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 0.56 0.0000003661 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 13166.790000000000 USD 270000.000000000000 CZK 2026-03-18 0.560000000000 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAR7 56000 PA USD 69972 0.0457503246 Long DBT CORP US N 2 2029-06-01 Fixed 4.375000000000 N N N N Y WEC Energy Group, Inc. USD XXXX N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAS5 100000 PA USD 104600 0.0683914131 Long DBT CORP US N 2 2028-06-01 Fixed 3.375000000000 N N N N Y WEC Energy Group, Inc. USD XXXX N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC 9.53 0.0000062311 N/A DFE CORP ID N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 22673.170000000000 USD 381000000.000000000000 IDR 2026-03-25 9.530000000000 N N N Spotify USA Inc. N/A 84921RAB6 17000 PA USD 16957.5 0.0110874511 Long DBT CORP US N 2 2026-03-15 None 0.000000000000 N N N N Y Spotify USA, Inc. USD XXXX N N N AUST 10Y BOND FUT 0326 N/A ADI30L4V8 20 NC 21961.0940908137 0.0143589891 N/A DIR CORP AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300VSBVYUCBIQKT71 Long Aust 10yr 6% Aust 10yr 6% 2026-03-16 2180587.000000000000 AUD 21961.094090813700 N N N US LONG BONDCBT 0626 N/A ADI37KQQ0 49 NC USD -42744.88 -0.0279482098 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short US 20yr 6% US 20yr 6% 2026-06-18 -5762223.870000000000 USD -42744.880000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 31.85 0.0000208247 N/A DFE CORP BR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 11422.180000000000 USD 60000.000000000000 BRL 2026-06-02 31.850000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 2351.97 0.0015378064 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1470898.140000000000 USD 7608000.000000000000 BRL 2026-04-02 2351.970000000000 N N N Block Inc. 549300OHIIUWSTIZME52 852234AS2 60000 PA USD 61725.54 0.0403584790 Long DBT CORP US N 2 2032-05-15 Fixed 6.500000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 852234AU7 125000 PA USD 127023.25 0.0830525771 Long DBT CORP US N 2 2033-08-15 Fixed 6.000000000000 N N N N N N Staples Inc. XQM2JINI1UL7642TU573 855030AQ5 21000 PA USD 19268.85 0.0125986987 Long DBT CORP US N 2 2029-09-01 Fixed 10.750000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND BONDS 09/35 5.3 N/A YK1551562 2010000 PA 105800.96 0.0691766459 Long DBT NUSS CZ N 2 2035-09-19 Fixed 5.300000000000 N N N N N N Freddie Mac Mscr Trust Mn11 N/A 35563YAB6 55000 PA USD 54970.82 0.0359419891 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 6.317210000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-HQA3 N/A 35564KJP5 180000 PA USD 181138.54 0.1184351885 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 5.767210000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA6 N/A 35564KKY4 136318.91 PA USD 136690.3 0.0893732579 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 5.167210000000 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA7 N/A 35564KNE5 10000 PA USD 10436.71 0.0068239134 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 11.467210000000 N N N N N N US ULTRA BOND CBT 0626 N/A ADI37KRH9 19 NC USD 21024.85 0.0137468375 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 30yr 6% US 30yr 6% 2026-06-18 2289256.400000000000 USD 21024.850000000000 N N N US 10YR NOTE CBT 0626 N/A ADI37KRJ5 10 NC USD 5813.92 0.0038013595 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 10yr 6% US 10yr 6% 2026-06-18 1132311.080000000000 USD 5813.920000000000 N N N Freddie Mac STACR REMIC Trust 2023-DNA1 N/A 35564KP94 25000 PA USD 27174.92 0.0177679845 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 9.167550000000 N N N N N N Garda World Security Corporation 549300ZF1NDXLMCHNO20 36485MAL3 3000 PA USD 2931.84 0.0019169472 Long DBT CORP CA N 2 2029-06-01 Fixed 6.000000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/39 9.875 N/A YK3662656 952000 PA 66025.37 0.0431698695 Long DBT NUSS ZA N 2 2039-03-31 Fixed 9.875000000000 N N N N N N International Bank for Reconstruction and Development ZTMSNXROF84AHWJNKQ93 YK3684296 4500000 PA 46921.11 0.0306787860 Long DBT NUSS US N 2 2037-10-01 Fixed 6.500000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -9671.59 -0.0063236492 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 31285000.000000000000 BRL 6048507.930000000000 USD 2026-04-02 -9671.590000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -90.86 -0.0000594077 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1266000.000000000000 BRL 241589.220000000000 USD 2026-06-02 -90.860000000000 N N N JAPAN GOVERNMENT THIRTY YEAR B BONDS 09/55 3.2 N/A YK8376260 121700000 PA 757897.69 0.4955420077 Long DBT NUSS JP N 2 2055-09-20 Fixed 3.200000000000 N N N N N N Indonesia Treasury Bond N/A YL1333084 596000000 PA 35693.13 0.0233375105 Long DBT NUSS ID N 2 2031-03-15 Fixed 5.875000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XDB9 100000 PA USD 100541.8 0.0657380093 Long DBT CORP US N 2 2030-09-30 Variable 5.700000000000 N N N N N N Global Atlantic (Fin) Company N/A 37959GAH0 36000 PA USD 34308.16 0.0224319650 Long DBT CORP US N 2 2056-03-01 Variable 7.250000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -1301.55 -0.0008510023 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 7608000.000000000000 BRL 1482751.900000000000 USD 2026-03-03 -1301.550000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 489.41 0.0003199947 N/A DFE CORP DE N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 457407.140000000000 USD 387000.000000000000 EUR 2026-03-31 489.410000000000 N N N GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 03/29 3.5 N/A 38016LAC9 65000 PA USD 60809.13 0.0397592957 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAQ2 100000 PA USD 97858.71 0.0639837042 Long ABS-O CORP US N 2 2028-06-26 Fixed 2.950000000000 N N N N N N GINNIE MAE II POOL G2 10/51 FIXED 2.5 549300M8ZYFG0OCMTT87 36179WQA9 74509.01 PA USD 65770.36 0.0430031344 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.500000000000 N N N N N N GS Mortgage Securities Corporation II N/A 36269JAA6 100000 PA USD 102105.38 0.0667603367 Long ABS-MBS CORP US N 2 2041-03-10 Variable 5.487217000000 N N N N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -159.93 -0.0001045682 N/A DFE CORP HU N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 4200000.000000000000 HUF 12997.930000000000 USD 2026-03-18 -159.930000000000 N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 91.29 0.0000596888 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 23317.340000000000 USD 480000.000000000000 CZK 2026-03-18 91.290000000000 N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 363576AB5 90000 PA USD 62525.04 0.0408812222 Long DBT CORP US N 2 2051-05-20 Fixed 3.500000000000 N N N N N N GameStop Corp. 549300505KLOET039L77 36467WAD1 9000 PA USD 9670.5 0.0063229365 Long DBT CORP US N 2 2030-04-01 None 0.000000000000 N N N N Y GameStop Corp. USD XXXX N N N Peru Government Bond N/A YX8593908 178000 PA 57732.14 0.0377474439 Long DBT NUSS PE N 2 2039-08-12 Fixed 7.600000000000 N N N N N N REPUBLIC OF POLAND GOVERNMENT BONDS 10/34 5 N/A ZB2921763 440000 PA 124900.77 0.0816648199 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.000000000000 N N N N N N OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A N/A 67115FAA5 66735.57 PA USD 66733.87 0.0436331135 Long ABS-MBS CORP US N 2 2062-05-25 Variable 4.310000000000 N N N N N N NYC COMMERCIAL MORTGAGE TRUST NYC 2025 28L B 144A N/A 67123JAC3 100000 PA USD 100873.29 0.0659547500 Long ABS-MBS CORP US N 2 2038-11-05 Variable 5.006880000000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 682189AU9 30000 PA USD 30135 0.0197033961 Long DBT CORP US N 2 2029-03-01 Fixed 0.500000000000 N N N N Y ON Semiconductor Corp. USD XXXX N N N OneMain Finance Corporation 5493008I795YYBFWFU90 682691AN0 130000 PA USD 129026.67 0.0843624884 Long DBT CORP US N 2 2033-09-15 Fixed 6.750000000000 N N N N N N ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8 N/A 68306MAA7 60000 PA USD 57996.41 0.0379202336 Long DBT CORP CA N 2 2030-08-01 Fixed 8.000000000000 N N N N N N Open Text Holdings Inc. N/A 683720AA4 161000 PA USD 145095.55 0.0948689264 Long DBT CORP US N 2 2030-02-15 Fixed 4.125000000000 N N N N N N Open Text Holdings Inc. N/A 683720AC0 80000 PA USD 69879.7 0.0456899754 Long DBT CORP US N 2 2031-12-01 Fixed 4.125000000000 N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389X204 9583 NS USD 440722.17 0.2881607265 Long EP CORP US N 1 N N N INDIA GOVERNMENT BOND SR UNSECURED 08/55 7.24 N/A YL1902912 53770000 PA 583103.28 0.3812548499 Long DBT NUSS IN N 2 2055-08-18 Fixed 7.240000000000 N N N N N N NEW ZEALAND GOVERNMENT INFLATI BONDS 09/50 3.25 N/A YL9727550 720000 PA 456393.47 0.2984072117 Long DBT NUSS NZ N 2 2050-09-20 Fixed 3.250000000000 N N N N N N Hertz Vehicle Financing III LLC N/A 42806MDN6 100000 PA USD 100833.73 0.0659288842 Long ABS-O CORP US N 2 2030-05-25 Fixed 5.500000000000 N N N N N N HP Inc. WHKXQACZ14C5XRO8LW03 428236BR3 120000 PA USD 120351.01 0.0786900157 Long DBT CORP US N 2 2041-09-15 Fixed 6.000000000000 N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 160000 PA USD 100084.35 0.0654389113 Long DBT CORP US N 2 2050-04-01 Fixed 3.600000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 100000 PA USD 60834.48 0.0397758705 Long DBT CORP US N 2 2060-04-01 Fixed 3.850000000000 N N N N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -8537.53 -0.0055821581 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 9565000.000000000000 TRY 206542.860000000000 USD 2026-03-18 -8537.530000000000 N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 65000 PA USD 62270.87 0.0407150363 Long DBT CORP US N 2 2066-02-04 Fixed 6.850000000000 N N N N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 2217.88 0.0014501333 N/A DFE CORP TR N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 71716.710000000000 USD 3288000.000000000000 TRY 2026-03-18 2217.880000000000 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC 1371.24 0.0008965683 N/A DFE CORP KR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 76071.310000000000 USD 111500000.000000000000 KRW 2026-03-18 1371.240000000000 N N N European Bank for Reconstruction and Development 549300HTGDOVDU6OGK19 ZD4889477 5000000 PA 54528.52 0.0356527967 Long DBT NUSS GB N 2 2031-03-14 Fixed 6.750000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/33 3 N/A ZD6507176 460000 PA 21056 0.0137672045 Long DBT NUSS CZ N 2 2033-03-03 Fixed 3.000000000000 N N N N N N MEXICO CETES BILLS 07/27 0.00000 N/A YM2810211 621170 PA 32782.82 0.0214346404 Long DBT NUSS MX N 2 2027-07-08 None 0.000000000000 N N N N N N Indonesia Treasury Bond N/A YM8024957 442000000 PA 26503.15 0.0173287560 Long DBT NUSS ID N 2 2036-04-15 Fixed 6.500000000000 N N N N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD -622.87 -0.0004072558 N/A DFE CORP KR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 42450000.000000000000 KRW 28860.860000000000 USD 2026-03-18 -622.870000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD -126.23 -0.0000825339 N/A DFE CORP IN N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2820000.000000000000 INR 30826.410000000000 USD 2026-03-18 -126.230000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD -185.26 -0.0001211300 N/A DFE CORP IN N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 4390000.000000000000 INR 47999.880000000000 USD 2026-03-18 -185.260000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD -131.01 -0.0000856593 N/A DFE CORP IN N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 1830000.000000000000 INR 19955.280000000000 USD 2026-03-18 -131.010000000000 N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAY5 120000 PA USD 123259.53 0.0805917154 Long DBT CORP US N 2 2045-10-15 Fixed 6.350000000000 N N N N N N Hightower Holding LLC N/A 43117LAP8 144419.91 PA USD 142164.07 0.0929522145 Long LON CORP US N 2 2032-02-03 Floating 6.413 N N N N N N Hopper Merger Sub Inc. N/A 43644ABL2 150000 PA USD 148125 0.0968496947 Long LON CORP US N 2 2033-01-14 Floating 0 N N N N N N HORIZON AIRCRAFT FINANCE I LTD HORZN 2018 1 A 144A N/A 440405AE8 76433.62 PA USD 75669.59 0.0494756232 Long ABS-O CORP US N 2 2038-12-15 Fixed 4.458000000000 N N N N N N BOUGHT COP/SOLD USD N/A N/A 1 NC -21323.46 -0.0139420799 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1389123.120000000000 USD 5167538000.000000000000 COP 2026-03-31 -21323.460000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 101276.01 0.0662180635 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 24543283000.000000000000 COP 6597656.720000000000 USD 2026-03-31 101276.010000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD 61.4 0.0000401456 N/A DFE CORP IN N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 7080000.000000000000 INR 77772.290000000000 USD 2026-03-18 61.400000000000 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC 228.22 0.0001492188 N/A DFE CORP KR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 12141.750000000000 USD 17810000.000000000000 KRW 2026-03-18 228.220000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 13189.53 0.0086238107 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1410908.730000000000 USD 454932000.000000000000 HUF 2026-03-31 13189.530000000000 N N N SOLD HUF/BOUGHT USD N/A N/A 1 NC USD -4850.42 -0.0031713870 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 167300000.000000000000 HUF 518857.830000000000 USD 2026-03-31 -4850.420000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -390.81 -0.0002555263 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1102000.000000000000 CZK 53351.510000000000 USD 2026-03-18 -390.810000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 8.29 0.0000054203 N/A DFE CORP DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 26000.000000000000 EUR 30752.120000000000 USD 2026-03-18 8.290000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 242.88 0.0001588041 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 25000.000000000000 EUR 29804.260000000000 USD 2026-03-18 242.880000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 141.79 0.0000927076 N/A DFE CORP DE N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 28000.000000000000 EUR 33250.530000000000 USD 2026-03-18 141.790000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 37.2 0.0000243228 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 15000.000000000000 EUR 17774.030000000000 USD 2026-03-18 37.200000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 81.68 0.0000534055 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 202008.060000000000 USD 170800.000000000000 EUR 2026-03-31 81.680000000000 N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BR9 65000 PA USD 69354.09 0.0453463118 Long DBT CORP US N 2 2027-12-01 Variable 9.250000000000 N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BZ1 100000 PA USD 97631.06 0.0638348581 Long DBT CORP US N 2 2035-11-15 Fixed 5.350000000000 N N N N N N Live Nation Entertainment Inc. 5493007B9BM9ZXJINO78 538034BC2 30000 PA USD 33600 0.0219689434 Long DBT CORP US N 2 2030-01-15 Fixed 2.875000000000 N N N N Y Live Nation Entertainment, Inc. USD XXXX N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAK0 170000 PA USD 120744.86 0.0789475296 Long DBT CORP US N 2 2041-07-15 Fixed 2.700000000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAL8 195000 PA USD 119352.37 0.0780370673 Long DBT CORP US N 2 2051-07-15 Fixed 2.900000000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAM6 105000 PA USD 61140.82 0.0399761671 Long DBT CORP US N 2 2061-07-15 Fixed 3.050000000000 N N N N N N Santander Drive Auto Receivables Trust 2025-4 N/A 802923AF9 70000 PA USD 70842.31 0.0463193660 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.950000000000 N N N N N N The E.W. Scripps Company 549300U1OW41QPKYW028 811054AH8 95000 PA USD 95393.49 0.0623718507 Long DBT CORP US N 2 2030-08-15 Fixed 9.875000000000 N N N N N N Scripps Escrow II Inc. N/A 81105DAA3 10000 PA USD 9432.87 0.0061675651 Long DBT CORP US N 2 2029-01-15 Fixed 3.875000000000 N N N N N N Scripps Escrow II Inc. N/A 81105DAB1 5000 PA USD 3922.27 0.0025645276 Long DBT CORP US N 2 2031-01-15 Fixed 5.375000000000 N N N N N N Seagate HDD Cayman N/A 81180WBL4 7000 PA USD 34520.5 0.0225708009 Long DBT CORP KY N 2 2028-06-01 Fixed 3.500000000000 N N N N N Seagate HDD Cayman USD XXXX N N N Sedgwick Claims Management Services Inc. 549300BIN4DWJG5VWF64 81527CAP2 123833.43 PA USD 119685.01 0.0782545599 Long LON CORP US N 2 2031-07-31 Floating 6.173 N N N N N N Semtech Corporation 549300J7WUY317SW6O61 816850AF8 5000 PA USD 12285 0.0080323949 Long DBT CORP US N 2 2027-11-01 Fixed 1.625000000000 N N N N N Semtech Corp. USD XXXX N N N Semtech Corporation 549300J7WUY317SW6O61 816850AJ0 20000 PA USD 24070 0.0157378711 Long DBT CORP US N 2 2030-10-15 None 0.000000000000 N N N N Y Semtech Corp. USD XXXX N N N Sempra PBBKGKLRK5S5C0Y4T545 816851604 459 NS USD 10327.5 0.0067525078 Long EP CORP US N 1 N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BW8 55000 PA USD 56315.71 0.0368213287 Long DBT CORP US N 2 2056-04-01 Variable 6.375000000000 N N N N N N Shake Shack Inc. N/A 819047AB7 5000 PA USD 4806.25 0.0031425070 Long DBT CORP US N 2 2028-03-01 None 0.000000000000 N N N N Y Shake Shack, Inc. USD XXXX N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC 34.81 0.0000227601 N/A DFE CORP CZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 23373.820000000000 USD 480000.000000000000 CZK 2026-03-18 34.810000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 176.8 0.0001155985 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 50100000.000000000000 COP 13480.430000000000 USD 2026-03-18 176.800000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 10965.57 0.0071697020 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2912039000.000000000000 COP 781755.440000000000 USD 2026-03-31 10965.570000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 3.36 0.0000021969 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 34300000.000000000000 COP 9111.440000000000 USD 2026-03-18 3.360000000000 N N N Energy Fuels Inc. N/A 292671AC8 12000 PA USD 15750 0.0102979422 Long DBT CORP US N 2 2031-11-01 Fixed 0.750000000000 N N N N Y Energy Fuels, Inc. USD XXXX N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAX8 63000 PA USD 67587.28 0.0441911050 Long DBT CORP US N 2 2054-05-15 Variable 8.000000000000 N N N N N N Enphase Energy Inc. 5493008U7KIGMI59Z314 29355AAK3 40000 PA USD 35900 0.0234727699 Long DBT CORP US N 2 2028-03-01 None 0.000000000000 N N N N Y Enphase Energy, Inc. USD XXXX N N N MKS Inc. 549300KEQATBHAGVF505 55306NAB0 10000 PA USD 17395 0.0113735051 Long DBT CORP US N 2 2030-06-01 Fixed 1.250000000000 N N N N Y MKS, Inc. USD XXXX N N N HORIZON AIRCRAFT FINANCE III L HORZN 2019 2 A 144A N/A 44040JAA6 116224.86 PA USD 113898.15 0.0744708932 Long ABS-O CORP KY N 2 2039-11-15 Fixed 3.425000000000 N N N N N N HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125 N/A 44287DAA1 200000 PA USD 191485.6 0.1252004854 Long DBT CORP GB N 2 2032-02-15 Fixed 8.125000000000 N N N N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD -438.96 -0.0002870086 N/A DFE CORP KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 25920000.000000000000 KRW 17563.830000000000 USD 2026-03-18 -438.960000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 680.94 0.0004452242 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 26077.620000000000 USD 1190000.000000000000 TRY 2026-03-18 680.940000000000 N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 59408QAB2 12000 PA USD 11672.46 0.0076318932 Long DBT CORP US N 2 2033-03-15 Fixed 8.500000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017BG8 23000 PA USD 23442.85 0.0153278168 Long DBT CORP US N 2 2030-06-01 Fixed 0.750000000000 N N N N Y Microchip Technology, Inc. USD XXXX N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAR1 65000 PA USD 65082 0.0425530588 Long DBT CORP US N 2 2035-09-01 Fixed 5.250000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAS9 130000 PA USD 128819.19 0.0842268302 Long DBT CORP US N 2 2036-03-15 Fixed 5.150000000000 N N N N N N Macy's Retail Holdings LLC N/A 55616XAG2 10000 PA USD 8307.45 0.0054317232 Long DBT CORP US N 2 2042-01-15 Fixed 5.125000000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAR3 5000 PA USD 5036.29 0.0032929158 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000 N N N N N Discovery Global Holdings Inc. N/A 55903VBQ5 75000 PA USD 68906.25 0.0450534972 Long DBT CORP US N 2 2032-03-15 Fixed 4.279000000000 N N N N N N Discovery Global Holdings Inc. N/A 55903VBW2 8000 PA USD 5620 0.0036745673 Long DBT CORP US N 2 2042-03-15 Fixed 5.050000000000 N N N N N N MakeMyTrip Limited N/A 56087FAC8 309000 PA USD 276458.78 0.1807591456 Long DBT CORP IN N 2 2030-07-01 None 0.000000000000 N N N N N MakeMyTrip Ltd. USD XXXX N N N Mara Holdings Inc. N/A 565788AJ5 9000 PA USD 6257.7 0.0040915196 Long DBT CORP US N 2 2032-08-01 None 0.000000000000 N N N N Y MARA Holdings, Inc. USD XXXX N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BT8 65000 PA USD 62553.17 0.0408996146 Long DBT CORP US N 2 2053-03-15 Fixed 5.450000000000 N N N N N N Neptune Bidco US Inc. N/A 640695AD4 65000 PA USD 63621.4 0.0415980636 Long DBT CORP US N 2 2033-02-15 Fixed 9.500000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KCY4 17000 PA USD 23910.5 0.0156335840 Long DBT CORP US N 2 2027-03-01 Fixed 3.000000000000 N N N N N NextEra Energy Capital Holdings, Inc. USD XXXX N N N Northern Oil and Gas Inc. OKFF0PIZDDMNH4UCYE51 665531AJ8 17000 PA USD 17892.5 0.0116987893 Long DBT CORP US N 2 2029-04-15 Fixed 3.625000000000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N Northern Oil and Gas Inc. OKFF0PIZDDMNH4UCYE51 665531AK5 5000 PA USD 5262.5 0.0034408204 Long DBT CORP US N 2 2029-04-15 Fixed 3.625000000000 N N N N Y Northern Oil & Gas, Inc. USD XXXX N N N Nutanix Inc. 549300X7J6E8TKVIXW09 67059NAK4 118000 PA USD 108501 0.0709420336 Long DBT CORP US N 2 2029-12-15 Fixed 0.500000000000 N N N N N Nutanix, Inc. USD XXXX N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAH7 85000 PA USD 64880.03 0.0424210032 Long DBT CORP US N 2 2050-04-01 Fixed 3.500000000000 N N N N N N OCP CLO 2015-9 Ltd. N/A 67091YBN3 250000 PA USD 250183.5 0.1635793795 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 6.172190000000 N N N N N N OSI Systems Inc. DDX3MPX1Y8YD30050X33 671044AG0 12000 PA USD 12718.8 0.0083160297 Long DBT CORP US N 2 2031-02-01 Fixed 0.500000000000 N N N N Y OSI Systems, Inc. USD XXXX N N N OCP CLO 2023-26 LTD OCP 2023 26A D1R 144A N/A 67116HAQ5 250000 PA USD 250044 0.1634881692 Long ABS-CBDO CORP JE N 2 2037-04-17 Floating 6.117630000000 N N N N N N OMNIA Partners LLC N/A 68218HAE7 99750 PA USD 99389.9 0.0649848538 Long LON CORP US N 2 2032-12-31 Floating 6.455 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017BM5 2000 PA USD 2069.45 0.0013530842 Long DBT CORP US N 2 2030-02-15 None 0.000000000000 N N N N Y Microchip Technology, Inc. USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V838 2400 NS USD 63360 0.0414271504 Long EP CORP US N 1 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC 69.43 0.0000453959 N/A DFE CORP KR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 17613.860000000000 USD 25460000.000000000000 KRW 2026-03-18 69.430000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD -25.61 -0.0000167448 N/A DFE CORP IN N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2170000.000000000000 INR 23792.560000000000 USD 2026-03-18 -25.610000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 491.67 0.0003214723 N/A DFE CORP TR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 34474.350000000000 USD 1555000.000000000000 TRY 2026-03-18 491.670000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -117.45 -0.0000767932 N/A DFE CORP TR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 397000.000000000000 TRY 8809.570000000000 USD 2026-03-18 -117.450000000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V861 1025 NS USD 18491 0.0120901111 Long EP CORP US N 1 N N N Medline Borrower LP N/A 62482BAB8 28000 PA USD 27997.78 0.0183060013 Long DBT CORP US N 2 2029-10-01 Fixed 5.250000000000 N N N N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBS9 14000 PA USD 16737 0.0109432799 Long DBT CORP US N 2 2030-04-15 Fixed 0.875000000000 N N N N Y NCL Corp,. Ltd. USD XXXX N N N NCL Corporation Ltd. UNZWILHE4KMRP9K2L524 62886HBW0 65000 PA USD 67352.74 0.0440377540 Long DBT CORP US N 2 2030-09-15 Fixed 0.750000000000 N N N N Y NCL Corp., Ltd. USD XXXX N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332EAZ9 120230.39 PA USD 118778.01 0.0776615292 Long LON CORP US N 2 2030-06-20 Floating 5.92 N N N N N N IREN Limited N/A 46270CAJ8 6000 PA USD 6018 0.0039347947 Long DBT CORP AU N 2 2033-06-01 Fixed 1.000000000000 N N N N Y IREN, Ltd. USD XXXX N N N Itron Inc. 24F6LSZD18II6ICG6S41 465741AQ9 12000 PA USD 12495 0.0081697008 Long DBT CORP US N 2 2030-07-15 Fixed 1.375000000000 N N N N Y Itron, Inc. USD XXXX N N N JD.com Inc. 549300HVTWB0GJZ16V92 47215PAJ5 202000 PA USD 199677 0.1305563307 Long DBT CORP CN N 2 2029-06-01 Fixed 0.250000000000 N N N N N JD.com, Inc. USD XXXX N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CD4 340000 PA USD 196845.82 0.1287051988 Long DBT CORP US N 2 2060-06-01 Fixed 2.675000000000 N N N N N N Quikrete Holdings Inc. 5493007KIN86DIZWZT22 74843PAA8 5000 PA USD 5196.49 0.0033976606 Long DBT CORP US N 2 2032-03-01 Fixed 6.375000000000 N N N N N N ROCK TRUST 2024-CNTR ROCC 2024 CNTR C 144A N/A 74970WAE0 100000 PA USD 104855.45 0.0685584359 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 6.471270000000 N N N N N N Raven Acquisition Holdings LLC N/A 75420NAA1 65000 PA USD 62565.41 0.0409076176 Long DBT CORP US N 2 2031-11-15 Fixed 6.875000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109CY8 428000 PA USD 454322 0.2970528067 Long DBT CORP US N 2 2029-01-15 Fixed 3.500000000000 N N N N Y Realty Income Corp. USD XXXX N N N Redfin Corporation N/A 75737FAE8 8000 PA USD 7640 0.0049953193 Long DBT CORP US N 2 2027-04-01 Fixed 0.500000000000 N N N N Y Redfin Corp. USD XXXX N N N Reinsurance Group of America Incorporated LORM1GNEU1DKEW527V90 759351AV1 80000 PA USD 80078.24 0.0523581644 Long DBT CORP US N 2 2056-09-15 Variable 6.375000000000 N N N N N N Repligen Corporation 54930006QJ0T5AUO1E71 759916AD1 6000 PA USD 6009 0.0039289101 Long DBT CORP US N 2 2028-12-15 Fixed 1.000000000000 N N N N Y Repligen Corp. USD XXXX N N N Uruguay Government International Bond N/A 760942BF8 1079500 PA 32015.86 0.0209331731 Long DBT NUSS UY N 2 2033-07-20 Fixed 9.750000000000 N N N N N N Rexford Industrial Realty L.P. N/A 76169XAE4 464000 PA USD 462840 0.3026221954 Long DBT CORP US N 2 2029-03-15 Fixed 4.125000000000 N N N N Y Rexford Industrial Realty, Inc. USD XXXX N N N Rivian Automotive Inc. N/A 76954AAD5 26000 PA USD 25480.9 0.0166603705 Long DBT CORP US N 2 2030-10-15 Fixed 3.625000000000 N N N N Y Rivian Automotive, Inc. USD XXXX N N N Rocket Software Inc. N/A 77314EAA6 288000 PA USD 241114.69 0.1576498506 Long DBT CORP US N 2 2029-02-15 Fixed 6.500000000000 N N N N N Rocket Software Inc. N/A 77314EAB4 8000 PA USD 7800.08 0.0050999856 Long DBT CORP US N 2 2028-11-28 Fixed 9.000000000000 N N N N N N Rockies Express Pipeline LLC W2ZGZGZKY5GGNY6F3V51 77340RAU1 15000 PA USD 15801.36 0.0103315233 Long DBT CORP US N 2 2033-03-15 Fixed 6.750000000000 N N N N N N Ryan Specialty LLC N/A 78351GAA3 125000 PA USD 125944.34 0.0823471452 Long DBT CORP US N 2 2032-08-01 Fixed 5.875000000000 N N N N N N Ryan Specialty LLC N/A 78351MAA0 65000 PA USD 63227.42 0.0413404646 Long DBT CORP US N 2 2030-02-01 Fixed 4.375000000000 N N N N N N ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/31 6.5 N/A 01883LAG8 60000 PA USD 60329.32 0.0394455779 Long DBT CORP US N 2 2031-10-01 Fixed 6.500000000000 N N N N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 2400.99 0.0015698575 N/A DFE CORP HU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 88128.230000000000 USD 28897000.000000000000 HUF 2026-03-18 2400.990000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -149.47 -0.0000977291 N/A DFE CORP TH N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 390000.000000000000 THB 12410.660000000000 USD 2026-03-18 -149.470000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -216.67 -0.0001416670 N/A DFE CORP TH N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 560000.000000000000 THB 17818.390000000000 USD 2026-03-18 -216.670000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 578.77 0.0003784216 N/A DFE CORP HU N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 17904.890000000000 USD 5900000.000000000000 HUF 2026-03-18 578.770000000000 N N N BOUGHT CLP/SOLD USD N/A N/A 1 NC 1378.21 0.0009011255 N/A DFE CORP CL N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 39755.490000000000 USD 35900000.000000000000 CLP 2026-03-18 1378.210000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 1182.27 0.0007730126 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 27326.430000000000 USD 9100000.000000000000 HUF 2026-03-18 1182.270000000000 N N N Nasdaq Inc. 549300L8X1Q78ERXFD06 63111XAB7 235000 PA USD 161152.78 0.1053677471 Long DBT CORP US N 2 2050-04-28 Fixed 3.250000000000 N N N N N N South Bow Canadian infrastructure Holdings Ltd. N/A 836720AG7 32000 PA USD 33345.79 0.0218027313 Long DBT CORP CA N 2 2055-03-01 Variable 7.625000000000 N N N N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 1630.85 0.0010663111 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 47554.490000000000 USD 15700000.000000000000 HUF 2026-03-18 1630.850000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 1347.68 0.0008811639 N/A DFE CORP HU N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 42198.580000000000 USD 13900000.000000000000 HUF 2026-03-18 1347.680000000000 N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD 147.31 0.0000963168 N/A DFE CORP KR N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 25500000.000000000000 KRW 17858.390000000000 USD 2026-03-18 147.310000000000 N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD -71.07 -0.0000464682 N/A DFE CORP KR N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 60900000.000000000000 KRW 42227.150000000000 USD 2026-03-18 -71.070000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 1182.95 0.0007734572 N/A DFE CORP BR N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 18323.540000000000 USD 100000.000000000000 BRL 2026-03-03 1182.950000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 1412.89 0.0009238006 N/A DFE CORP BR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 25896.190000000000 USD 140000.000000000000 BRL 2026-03-03 1412.890000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -5895.91 -0.0038549677 N/A DFE CORP MX N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 1911000.000000000000 MXN 104921.020000000000 USD 2026-03-18 -5895.910000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -6593.78 -0.0043112613 N/A DFE CORP MX N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2340000.000000000000 MXN 129100.420000000000 USD 2026-03-18 -6593.780000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -1727.51 -0.0011295110 N/A DFE CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 593000.000000000000 MXN 32659.950000000000 USD 2026-03-18 -1727.510000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 143.5 0.0000938257 N/A DFE CORP MX N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2755.950000000000 USD 50000.000000000000 MXN 2026-03-18 143.500000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 878.06 0.0005741086 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 10825.830000000000 USD 60000.000000000000 BRL 2026-03-03 878.060000000000 N N N BOUGHT RON/SOLD USD N/A N/A 1 NC 814.92 0.0005328253 N/A DFE CORP RO N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 86305.140000000000 USD 376000.000000000000 RON 2026-03-18 814.920000000000 N N N COLOMBIAN TES BONDS 01/35 11.75 N/A YM8536158 399800000 PA 97199.26 0.0635525310 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.750000000000 N N N N N N Attica Bank S.A. N/A YN1655490 100000 PA 127751.84 0.0835289566 Long DBT CORP GR N 2 2031-01-31 Variable 9.375000000000 N N N N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 380.77 0.0002489617 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 29381.060000000000 USD 9500000.000000000000 HUF 2026-03-18 380.770000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 308.48 0.0002016958 N/A DFE CORP HU N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 21934.570000000000 USD 7100000.000000000000 HUF 2026-03-18 308.480000000000 N N N The Southern Company 549300FC3G3YU2FBZD92 842587867 2788 NS USD 72627.4 0.0474865250 Long EP CORP US N 1 N N N The Southern Company 549300FC3G3YU2FBZD92 842587DZ7 30000 PA USD 33600 0.0219689434 Long DBT CORP US N 2 2027-06-15 Fixed 4.500000000000 N N N N Y The Southern Company USD XXXX N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD 391.11 0.0002557224 N/A DFE CORP IN N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 6800000.000000000000 INR 75028.690000000000 USD 2026-03-18 391.110000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 311.3 0.0002035396 N/A DFE CORP TR N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 59434.500000000000 USD 2657000.000000000000 TRY 2026-03-18 311.300000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -2442.58 -0.0015970506 N/A DFE CORP MX N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 914000.000000000000 MXN 50559.340000000000 USD 2026-03-18 -2442.580000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -523.02 -0.0003419701 N/A DFE CORP MX N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 472000.000000000000 MXN 26847.780000000000 USD 2026-03-18 -523.020000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 36.5 0.0000238651 N/A DFE CORP MX N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5762.400000000000 USD 100000.000000000000 MXN 2026-03-18 36.500000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC -5.95 -0.0000038903 N/A DFE CORP MX N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 12183.630000000000 USD 210000.000000000000 MXN 2026-03-18 -5.950000000000 N N N ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375 N/A 01883LAH6 60000 PA USD 59326.58 0.0387899488 Long DBT CORP US N 2 2032-10-01 Fixed 7.375000000000 N N N N N Allied Universal Holdco LLC N/A 019576AD9 7000 PA USD 7395.56 0.0048354952 Long DBT CORP US N 2 2031-02-15 Fixed 7.875000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587EC7 1030000 PA USD 1057295 0.6912992267 Long DBT CORP US N 2 2028-06-15 Fixed 3.250000000000 N N N N Y The Southern Company USD XXXX N N N SOUTHWICK PARK CLO LLC STHWK 2019 4A CRR 144A N/A 846031BA9 250000 PA USD 250029 0.1634783616 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.217630000000 N N N N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 11596.43 0.0075821820 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 149332.080000000000 USD 825000.000000000000 BRL 2026-03-03 11596.430000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 6852.59 0.0044804810 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 73709.200000000000 USD 413000.000000000000 BRL 2026-03-03 6852.590000000000 N N N REPUBLIC OF POLAND GOVERNMENT BONDS 10/35 5 N/A YN2882762 304000 PA 85539.67 0.0559290527 Long DBT NUSS PL N 2 2035-10-25 Fixed 5.000000000000 N N N N N N MEXICAN BONOS BONDS 02/36 8 N/A YN3190611 3155300 PA 175164.77 0.1145293131 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.000000000000 N N N N N N SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75 N/A 84749AAC1 7000 PA USD 6750.86 0.0044139661 Long DBT CORP US N 2 2029-10-15 Fixed 7.750000000000 N N N N N N JH COLLATERAL N/A N/A 225266.69 NS USD 2253342.67 1.4733201664 Long STIV RF US N 1 N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -116.89 -0.0000764271 N/A DFE CORP MX N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 640000.000000000000 MXN 36996.050000000000 USD 2026-03-18 -116.890000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 132.48 0.0000866204 N/A DFE CORP MX N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 18250.020000000000 USD 317000.000000000000 MXN 2026-03-18 132.480000000000 N N N BOUGHT RON/SOLD USD N/A N/A 1 NC 125.82 0.0000822658 N/A DFE CORP RO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 14934.830000000000 USD 65000.000000000000 RON 2026-03-18 125.820000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 959.12 0.0006271087 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 12695.420000000000 USD 70000.000000000000 BRL 2026-03-03 959.120000000000 N N N Bellis Acquisition Company PLC N/A YN4668672 100000 PA 112400.91 0.0734919414 Long DBT CORP GB N 2 2031-07-01 Fixed 8.000000000000 N N N N N N Piraeus Bank S.A. N/A YN6459799 200000 PA 246055.33 0.1608802268 Long DBT CORP GR N 2 2030-12-30 Variable 6.750000000000 N N N N N N BRF S.A N/A ZO5145958 200000 PA USD 164786.16 0.1077433876 Long DBT CORP BR N 2 2050-09-21 Fixed 5.750000000000 N N N N N N Thailand Government Bond N/A ZO8401234 618000 PA 19121.47 0.0125023361 Long DBT NUSS TH N 2 2042-06-17 Fixed 2.000000000000 N N N N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -329.69 -0.0002155637 N/A DFE CORP TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 770000.000000000000 THB 24468.520000000000 USD 2026-03-18 -329.690000000000 N N N BOUGHT HUF/SOLD USD N/A N/A 1 NC 185.67 0.0001213980 N/A DFE CORP HU N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 26919.530000000000 USD 8652000.000000000000 HUF 2026-03-18 185.670000000000 N N N Malaysia Government Bond N/A ZO9018995 176000 PA 43758.46 0.0286109265 Long DBT NUSS MY N 2 2031-04-15 Fixed 2.632000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 N/A ZP2084801 3536000 PA 628394.07 0.4108676714 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.000000000000 N N N N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -40.92 -0.0000267550 N/A DFE CORP CZ N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 610000.000000000000 CZK 29707.550000000000 USD 2026-03-18 -40.920000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -282.86 -0.0001849445 N/A DFE CORP TH N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 1720000.000000000000 THB 55110.540000000000 USD 2026-03-18 -282.860000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 2.83 0.0000018504 N/A DFE CORP TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6116.210000000000 USD 190000.000000000000 THB 2026-03-18 2.830000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -552.36 -0.0003611537 N/A DFE CORP TH N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 9300000.000000000000 THB 298958.470000000000 USD 2026-03-18 -552.360000000000 N N N Thailand Government Bond N/A ZQ3490328 605000 PA 19810.91 0.0129531179 Long DBT NUSS TH N 2 2029-12-17 Fixed 1.600000000000 N N N N N N Malaysia Government Bond N/A ZQ6789759 210000 PA 53616.26 0.0350563268 Long DBT NUSS MY N 2 2040-05-22 Fixed 3.757000000000 N N N N N N BOUGHT THB/SOLD USD N/A N/A 1 NC -837.32 -0.0005474713 N/A DFE CORP TH N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 206952.300000000000 USD 6400000.000000000000 THB 2026-03-18 -837.320000000000 N N N SOLD GBP/BOUGHT USD N/A N/A 1 NC USD 4756.08 0.0031097039 N/A DFE CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1756000.000000000000 GBP 2371397.220000000000 USD 2026-03-31 4756.080000000000 N N N Peru Government Bond N/A ZQ7588416 102000 PA 26819.81 0.0175358002 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.350000000000 N N N N N N NEW ZEALAND GOVERNMENT BOND UNSECURED 05/31 1.5 N/A ZR6098787 9885000 PA 5301278.81 3.4661754213 Long DBT NUSS NZ N 2 2031-05-15 Fixed 1.500000000000 N N N N N N ROMANIA GOVERNMENT BOND BONDS 10/34 4.75 N/A ZR8870548 460000 PA 96109.4 0.0628399396 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.750000000000 N N N N N N Nordea Kredit Realkreditaktieselskab N/A ZS9944027 1.3 PA 0.16 0.0000001046 Long DBT CORP DK N 2 2050-10-01 Fixed 1.000000000000 N N N N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 3467.12 0.0022669334 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 53101.690000000000 USD 290000.000000000000 BRL 2026-03-03 3467.120000000000 N N N BOUGHT RON/SOLD USD N/A N/A 1 NC 882.05 0.0005767175 N/A DFE CORP RO N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 67238.420000000000 USD 294000.000000000000 RON 2026-03-18 882.050000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 4529.23 0.0029613809 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 81299.310000000000 USD 440000.000000000000 BRL 2026-03-03 4529.230000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 45650.67 0.0298481246 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1438402.780000000000 USD 7608000.000000000000 BRL 2026-03-03 45650.670000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 132.17 0.0000864177 N/A DFE CORP BR N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 6695.100000000000 USD 35000.000000000000 BRL 2026-03-03 132.170000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 1000.61 0.0006542364 N/A DFE CORP BR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 32160.420000000000 USD 170000.000000000000 BRL 2026-03-03 1000.610000000000 N N N SOLD PLN/BOUGHT USD N/A N/A 1 NC USD 795.62 0.0005202063 N/A DFE CORP PL N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 5735000.000000000000 PLN 1605695.950000000000 USD 2026-03-31 795.620000000000 N N N BOUGHT HKD/SOLD USD N/A N/A 1 NC -30.38 -0.0000198636 N/A DFE CORP HK N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 48660.550000000000 USD 380000.000000000000 HKD 2026-03-31 -30.380000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 4.56 0.0000029815 N/A DFE CORP TH N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 22217.210000000000 USD 690000.000000000000 THB 2026-03-18 4.560000000000 N N N Freddie Mac STACR REMIC Trust 2022-DNA1 N/A 35564KQZ5 15000 PA USD 15692.09 0.0102600785 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 10.767210000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-HQA1 N/A 35564KTJ8 460000 PA USD 479817.72 0.3137228671 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 8.917210000000 N N N N N N US 5YR NOTE CBT 0626 N/A ADI37RNY1 46 NC USD 18108.87 0.0118402601 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 5yr 6% US 5yr 6% 2026-06-30 5048359.880000000000 USD 18108.870000000000 N N N US 2YR NOTE CBT 0626 N/A ADI37RNZ8 80 NC USD 23163.68 0.0151452850 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 2yr 6% US 2yr 6% 2026-06-30 16718711.360000000000 USD 23163.680000000000 N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A 019576AF4 5000 PA USD 5204.26 0.0034027409 Long DBT CORP US N 2 2030-06-15 Fixed 6.875000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F020638 -1350000 PA USD -1118021.54 -0.7310045220 Short ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022626 595000 PA USD 515465.22 0.3370305430 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022626 -595000 PA USD -515465.22 -0.3370305430 Short ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N Freddie Mac STACR REMIC Trust 2023-DNA2 N/A 35564KW70 15000 PA USD 16763.62 0.0109606851 Long ABS-MBS USGSE US N 2 2043-04-25 Floating 11.267550000000 N N N N N N Freddie Mac Stacr Remic Trust 2024-Dna3 N/A 35564NFA6 41315.07 PA USD 41339.32 0.0270292018 Long ABS-MBS USGSE US N 2 2044-10-25 Floating 5.117210000000 N N N N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD 666.31 0.0004356585 N/A DFE CORP IN N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 31200000.000000000000 INR 343121.080000000000 USD 2026-03-18 666.310000000000 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC 29.49 0.0000192817 N/A DFE CORP KR N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 18278.900000000000 USD 26360000.000000000000 KRW 2026-03-18 29.490000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -373.38 -0.0002441299 N/A DFE CORP IN N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 110793.090000000000 USD 10060000.000000000000 INR 2026-03-18 -373.380000000000 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC 9059.92 0.0059237164 N/A DFE CORP KR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2088524.440000000000 USD 3018795000.000000000000 KRW 2026-03-31 9059.920000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -125.91 -0.0000823247 N/A DFE CORP TH N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 980000.000000000000 THB 31435.450000000000 USD 2026-03-18 -125.910000000000 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC 167.39 0.0001094459 N/A DFE CORP KR N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 22349.990000000000 USD 32420000.000000000000 KRW 2026-03-18 167.390000000000 N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022634 711000 PA USD 615709.36 0.4025739311 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N BOUGHT KZT/SOLD USD N/A N/A 1 NC 1906.37 0.0012464564 N/A DFE CORP KZ N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 25224.890000000000 USD 13600000.000000000000 KZT 2026-03-18 1906.370000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -304.72 -0.0001992374 N/A DFE CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 490000.000000000000 MXN 28109.880000000000 USD 2026-03-18 -304.720000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD -118.63 -0.0000775648 N/A DFE CORP ID N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 433000000.000000000000 IDR 25659.870000000000 USD 2026-03-25 -118.630000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 14.02 0.0000091668 N/A DFE CORP MX N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 11003.890000000000 USD 190000.000000000000 MXN 2026-03-18 14.020000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 134.7 0.0000880719 N/A DFE CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1229000.000000000000 MXN 71403.150000000000 USD 2026-03-18 134.700000000000 N N N LONG GILT FUTURE 0626 N/A ADI37YNJ9 8 NC -8850.83123099812 -0.0057870063 N/A DIR CORP GB N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION 549300UF4R84F48NCH34 Short UK 10yr 4.0% UK 10yr 4.0% 2026-06-26 -742872.400000000000 GBP -8850.831230998120 N N N US 10YR ULTRA FUT 0626 N/A ADI383C25 11 NC USD 8406.26 0.0054963289 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long US 10yr 6% US 10yr 6% 2026-06-18 1275671.870000000000 USD 8406.260000000000 N N N Indonesia Treasury Bond N/A AF1743877 320000000 PA 21599.25 0.0141224018 Long DBT NUSS ID N 2 2036-05-15 Fixed 8.250000000000 N N N N N N COLOMBIAN TES BONDS 06/32 7 N/A AM1281642 7989000000 PA 1526517.23 0.9980943641 Long DBT NUSS CO N 2 2032-06-30 Fixed 7.000000000000 N N N N N N NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5 N/A AM6596531 820000 PA 637898.87 0.4170822671 Long DBT NUSS NZ N 2 2040-09-20 Fixed 2.500000000000 N N N N N N MEXICAN BONOS BONDS 11/47 8 N/A AM7523740 1209600 PA 62584.97 0.0409204067 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.000000000000 N N N N N N Malaysia Government Bond N/A AN1292431 284000 PA 80350.99 0.0525364986 Long DBT NUSS MY N 2 2037-04-07 Fixed 4.762000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2 N/A AP5145606 3620000 PA 152586.79 0.0997669808 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.000000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10 N/A AQ6084745 467000 PA 87200.15 0.0570147369 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.000000000000 N N N N N N HUNGARY GOVERNMENT BOND BONDS 10/38 3 N/A AR0226704 12330000 PA 27022.79 0.0176685162 Long DBT NUSS HU N 2 2038-10-27 Fixed 3.000000000000 N N N N N N BOUGHT KZT/SOLD USD N/A N/A 1 NC 1971.16 0.0012888185 N/A DFE CORP KZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 26637.670000000000 USD 14700000.000000000000 KZT 2026-05-26 1971.160000000000 N N N BOUGHT KZT/SOLD USD N/A N/A 1 NC 8173.44 0.0053441024 N/A DFE CORP KZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 114914.700000000000 USD 61700000.000000000000 KZT 2026-03-18 8173.440000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD -275 -0.0001798053 N/A DFE CORP ID N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 5158000000.000000000000 IDR 306804.660000000000 USD 2026-03-25 -275.000000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -622.09 -0.0004067458 N/A DFE CORP TR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 5300000.000000000000 TRY 118554.710000000000 USD 2026-03-18 -622.090000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 416.25 0.0002721599 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 82900000.000000000000 COP 22429.650000000000 USD 2026-03-18 416.250000000000 N N N SOLD KZT/BOUGHT USD N/A N/A 1 NC USD 187.78 0.0001227776 N/A DFE CORP KZ N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 23300000.000000000000 KZT 46670.010000000000 USD 2026-03-18 187.780000000000 N N N Freddie Mac STACR REMIC Trust 2025-DNA1 N/A 35564NGA5 30000 PA USD 30018.44 0.0196271848 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 5.017210000000 N N N N N N Freddie Mac Stacr Remic Trust 2025-Hqa1 N/A 35564NHA4 25000 PA USD 25091.34 0.0164056616 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.317210000000 N N N N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -1567.03 -0.0010245831 N/A DFE CORP IN N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 623955.860000000000 USD 56770000.000000000000 INR 2026-03-30 -1567.030000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD 11039.83 0.0072182560 N/A DFE CORP IN N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 399948000.000000000000 INR 4395805.850000000000 USD 2026-03-30 11039.830000000000 N N N SOLD INR/BOUGHT USD N/A N/A 1 NC USD 40.02 0.0000261666 N/A DFE CORP IN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 3610000.000000000000 INR 39663.790000000000 USD 2026-03-18 40.020000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD 2606.07 0.0017039466 N/A DFE CORP TH N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 28950000.000000000000 THB 935923.960000000000 USD 2026-03-31 2606.070000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC -276.38 -0.0001807076 N/A DFE CORP MX N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 460998.780000000000 USD 7945000.000000000000 MXN 2026-03-18 -276.380000000000 N N N SOLD TRY/BOUGHT USD N/A N/A 1 NC USD -57.15 -0.0000373668 N/A DFE CORP TR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1695000.000000000000 TRY 37653.550000000000 USD 2026-03-31 -57.150000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC 322.61 0.0002109345 N/A DFE CORP TR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 212548.190000000000 USD 9568000.000000000000 TRY 2026-03-31 322.610000000000 N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1 S6XOOCT0IEG5ABCC6L87 3137FQKQ5 217328.97 PA USD 4491.65 0.0029368097 Long ABS-MBS USGSE US N 2 2029-11-25 Variable 0.632775000000 N N N N N N SOLD JPY/BOUGHT USD N/A N/A 1 NC USD 36643.65 0.0239589962 N/A DFE CORP JP N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 507166000.000000000000 JPY 3292120.650000000000 USD 2026-03-31 36643.650000000000 N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD -49.33 -0.0000322538 N/A DFE CORP KR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 26270000.000000000000 KRW 18196.550000000000 USD 2026-03-18 -49.330000000000 N N N SOLD THB/BOUGHT USD N/A N/A 1 NC USD -456.11 -0.0002982219 N/A DFE CORP TH N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 23570000.000000000000 THB 759416.180000000000 USD 2026-03-31 -456.110000000000 N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC -118.7 -0.0000776105 N/A DFE CORP KR N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 13697.190000000000 USD 19550000.000000000000 KRW 2026-03-18 -118.700000000000 N N N Malaysia Government Bond N/A AS4638860 158000 PA 43736.4 0.0285965029 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.642000000000 N N N N N N Malaysia Government Bond N/A AS9547660 180000 PA 51505.62 0.0336763110 Long DBT NUSS MY N 2 2038-06-08 Fixed 4.893000000000 N N N N N N BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7 N/A AT3408966 25000000 PA 29115.87 0.0190370506 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.700000000000 N N N N N N Thailand Government Bond N/A AT4545436 2194000 PA 74096.53 0.0484470974 Long DBT NUSS TH N 2 2028-12-17 Fixed 2.875000000000 N N N N N N Australia Government Bond N/A AU5557122 1025000 PA 623548.32 0.4076993379 Long DBT NUSS AU N 2 2050-02-21 Fixed 1.000000000000 N N N N N N COLOMBIAN TES BONDS 10/34 7.25 N/A AW6274582 594700000 PA 108504.12 0.0709440736 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.250000000000 N N N N N N SOLD KRW/BOUGHT USD N/A N/A 1 NC USD 13361.97 0.0087365584 N/A DFE CORP KR N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 1985251000.000000000000 KRW 1392796.960000000000 USD 2026-03-31 13361.970000000000 N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AN7 145000 PA USD 128546.4 0.0840484698 Long DBT CORP CA N 2 2030-10-01 Fixed 7.375000000000 N N N N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AR8 80000 PA USD 69004.31 0.0451176125 Long DBT CORP CA N 2 2031-02-15 Fixed 6.875000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GA38 24000 PA USD 25657.56 0.0167758775 Long DBT CORP US N 2 2029-02-10 Variable 7.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38144GAG6 33000 PA USD 32871.15 0.0214923939 Long DBT CORP US N 2 2026-08-10 Variable 3.650000000000 N N N N N N GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A CR 144A N/A 381929AS7 250000 PA USD 249989.25 0.1634523716 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 5.317630000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382XSD8 84941.02 PA USD 14890.27 0.0097358184 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.500000000000 N N N N N N Granite Construction Incorporated 549300OM4BWMCIXVCZ39 387328AF4 13000 PA USD 23627.5 0.0154485479 Long DBT CORP US N 2 2030-06-15 Fixed 3.250000000000 N N N N Y Granite Construction, Inc. USD XXXX N N N GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75 N/A 389925AA6 16000 PA USD 16262.3 0.0106329032 Long DBT CORP CA N 2 2029-11-15 Fixed 8.750000000000 N N N N N N GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A N/A 39809PAE5 100000 PA USD 99937.51 0.0653429018 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.428540000000 N N N N N N Guidewire Software Inc. 549300WXSG0J8IXZCK32 40171VAC4 28000 PA USD 27902 0.0182433768 Long DBT CORP US N 2 2029-11-01 Fixed 1.250000000000 N N N N Y Guidewire Software, Inc. USD XXXX N N N Haemonetics Corporation 549300ZEL6TXZS6F5F95 405024AD2 11000 PA USD 10787.7 0.0070534039 Long DBT CORP US N 2 2029-06-01 Fixed 2.500000000000 N N N N Y Haemonetics Corp. USD XXXX N N N HA Sustainable Infrastructure Capital Inc. N/A 41068XAG5 85000 PA USD 89536.45 0.0585422977 Long DBT CORP US N 2 2056-06-01 Variable 8.000000000000 N N N N N N HA Sustainable Infrastructure Capital Inc. N/A 41068XAH3 40000 PA USD 39989.01 0.0261463184 Long DBT CORP US N 2 2056-11-15 Variable 7.125000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1 S6XOOCT0IEG5ABCC6L87 3137FQXL2 97093.7 PA USD 239.84 0.0001568164 Long ABS-MBS USGSE US N 2 2026-10-25 Variable 0.604572000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K105 X1 S6XOOCT0IEG5ABCC6L87 3137FRUL3 165341.97 PA USD 8276.21 0.0054112973 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 1.513716000000 N N N N N N FREDDIE MAC REMICS FHR 4975 EI S6XOOCT0IEG5ABCC6L87 3137FT3B1 82977.72 PA USD 15406.95 0.0100736432 Long ABS-MBS USGSE US N 2 2050-05-25 Fixed 4.500000000000 N N N N N N FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 N/A 3137H2NR1 87695.34 PA USD 9381 0.0061336505 Long ABS-MBS USGSE US N 2 2045-09-25 Variable 1.746047000000 N N N N N N Cytokinetics Incorporated 549300BE5DY1HW7IHA64 23282WAD2 9000 PA USD 11126.25 0.0072747606 Long DBT CORP US N 2 2031-10-01 Fixed 1.750000000000 N N N N Y Cytokinetics, Inc. USD XXXX N N N Datadog Inc. N/A 23804LAD5 115000 PA USD 110917.5 0.0725220321 Long DBT CORP US N 2 2029-12-01 None 0.000000000000 N N N N Y Datadog, Inc. USD XXXX N N N Dayforce Bidco LLC N/A 23923YAB7 150000 PA USD 137893.5 0.0901599553 Long LON CORP US N 2 2033-02-04 Floating 6.663 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2020 2 M1 144A N/A 24380NAD1 63272.76 PA USD 62964.58 0.0411686100 Long ABS-MBS CORP US N 2 2065-05-25 Variable 4.112000000000 N N N N N N Deluxe Corporation KWGNKB8TX9LE5TV29231 248019AW1 10000 PA USD 10489.23 0.0068582530 Long DBT CORP US N 2 2029-09-15 Fixed 8.125000000000 N N N N N N DexCom Inc. N/A 252131AM9 260000 PA USD 243490 0.1592029176 Long DBT CORP US N 2 2028-05-15 Fixed 0.375000000000 N N N N Y Dexcom, Inc. USD XXXX N N N DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5 N/A 25260WAD3 3000 PA USD 3188.93 0.0020850423 Long DBT CORP KY N 2 2030-10-01 Fixed 8.500000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 25278XBA6 58000 PA USD 56607.35 0.0370120139 Long DBT CORP US N 2 2054-04-18 Fixed 5.750000000000 N N N N N N Digital Realty Trust L.P. CD4SPTZ3YBTHY0C1AH38 25389JAX4 32000 PA USD 33827.2 0.0221174953 Long DBT CORP US N 2 2029-11-15 Fixed 1.875000000000 N N N N N Digital Realty Trust LP USD XXXX N N N DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10 N/A 25461LAD4 13000 PA USD 13296.04 0.0086934509 Long DBT CORP US N 2 2031-02-15 Fixed 10.000000000000 N N N N N N DISH DBS Corporation N/A 25470XBF1 4000 PA USD 3871.22 0.0025311492 Long DBT CORP US N 2 2028-12-01 Fixed 5.750000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UDM8 134000 PA USD 133350.05 0.0871892768 Long DBT CORP US N 2 2027-01-15 Variable 4.350000000000 N N N N N N DoorDash Inc. N/A 25809KAA3 23000 PA USD 22160.5 0.0144893682 Long DBT CORP US N 2 2030-05-15 None 0.000000000000 N N N N N DoorDash, Inc. USD XXXX N N N The Dow Chemical Company ZQUIP1CSZO8LXRBSOU78 260543DK6 120000 PA USD 103880.93 0.0679212581 Long DBT CORP US N 2 2054-02-15 Fixed 5.600000000000 N N N N N DuPont de Nemours Inc. N/A 26078JAE0 65000 PA USD 65988.34 0.0431456579 Long DBT CORP US N 2 2038-11-15 Fixed 5.319000000000 N N N N N N DraftKings Holdings Inc. N/A 26142RAB0 22000 PA USD 19855 0.0129819456 Long DBT CORP US N 2 2028-03-15 None 0.000000000000 N N N N Y DraftKings, Inc. USD XXXX N N N Dropbox Inc. N/A 26210CAD6 14000 PA USD 13811 0.0090301511 Long DBT CORP US N 2 2028-03-01 None 0.000000000000 N N N N Y Dropbox, Inc. USD XXXX N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 26884LBD0 10000 PA USD 10141.67 0.0066310052 Long DBT CORP US N 2 2031-01-15 Fixed 4.750000000000 N N N N N N EchoStar Corporation 549300EE20907QZ9GT38 278768AA4 24668 PA USD 24982.62 0.0163345763 Long DBT CORP US N 2 2030-11-30 Fixed 6.750000000000 N N Y N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5 N/A BH2499433 970000 PA 32179.82 0.0210403763 Long DBT NUSS CZ N 2 2040-04-24 Fixed 1.500000000000 N N N N N N Hungary Government International Bond N/A BJ0850450 110000 PA 115850.07 0.0757471319 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.625000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 366651AK3 65000 PA USD 62275.01 0.0407177432 Long DBT CORP US N 2 2035-11-20 Fixed 5.600000000000 N N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAU6 355000 PA USD 322872.5 0.2111061809 Long DBT CORP US N 2 2031-03-01 Fixed 1.500000000000 N N N N Y Global Payments, Inc. USD XXXX N N N Malaysia Government Bond N/A AW6351018 77000 PA 19860.71 0.0129856790 Long DBT NUSS MY N 2 2026-07-15 Fixed 3.906000000000 N N N N N N Thailand Government Bond N/A ZF0235696 1075000 PA 37799.94 0.0247150221 Long DBT NUSS TH N 2 2034-06-17 Fixed 2.800000000000 N N N N N N BRAZIL LETRAS DO TESOURO NACIO BILLS 01/30 0.00000 N/A ZF1598282 1178000 PA 144528.52 0.0944981808 Long DBT NUSS BR N 2 2030-01-01 None 0.000000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10 N/A ZF1603256 7743000 PA 1285733.72 0.8406610515 Long DBT NUSS BR N 2 2035-01-01 Fixed 10.000000000000 N N N N N N INEOS Finance Plc N/A ZF6573538 100000 PA 106827.21 0.0698476467 Long DBT CORP GB N 2 2029-04-15 Fixed 6.375000000000 N N N N N N Metro Bank Holdings PLC N/A ZG3563688 100000 PA 153460.03 0.1003379379 Long DBT CORP GB N 2 2029-04-30 Variable 12.000000000000 N N N N N N FREDDIE MAC REMICS FHR 5158 GI S6XOOCT0IEG5ABCC6L87 3137H3Y89 77650.7 PA USD 13482.32 0.0088152478 Long ABS-MBS USGSE US N 2 2049-06-25 Fixed 3.500000000000 N N N N N N FREDDIE MAC REMICS FHR 5462 S S6XOOCT0IEG5ABCC6L87 3137HFQB4 102067.38 PA USD 7139.31 0.0046679493 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 2.332790000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140W2X48 134439.73 PA USD 136542.47 0.0892766011 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140XQNK9 92604.97 PA USD 96152.54 0.0628681461 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418EWF3 84938.08 PA USD 88138.85 0.0576284943 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.000000000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31424VEC4 88242.03 PA USD 10960.52 0.0071664001 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 2.000000000000 N N N N N N goeasy Ltd. 5493009DJVZG2P8YV435 380355AM9 10000 PA USD 8789.14 0.0057466702 Long DBT CORP CA N 2 2030-05-15 Fixed 6.875000000000 N N N N N N NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/29 1 N/A AX3516264 15325000 PA 1495473.77 0.9777969827 Long DBT NUSS NO N 2 2029-09-06 Fixed 1.750000000000 N N N N N N COLOMBIAN TES SR UNSECURED 02/37 3.75 N/A AX5504979 4330365032.5 PA 879472.67 0.5750323010 Long DBT NUSS CO N 2 2037-02-25 Fixed 3.750000000000 N N N N N N Nykredit Realkredit A/S LIU16F6VZJSD6UKHD557 AZ1042375 1.74 PA 0.23 0.0000001504 Long DBT CORP DK N 2 2050-10-01 Fixed 1.000000000000 N N N N N N Nxera Pharma Co. Ltd. N/A ZG4009236 30000000 PA 149841.51 0.0979720135 Long DBT CORP JP N 2 2028-12-14 Fixed 0.250000000000 N N N N N Nxera Pharma Co., Ltd. JPY XXXX N N N TURKIYE GOVERNMENT BOND BONDS 10/33 26.2 N/A ZH5408328 5994320 PA 125899.28 0.0823176832 Long DBT NUSS TR N 2 2033-10-05 Fixed 26.200000000000 N N N N N N BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8 N/A ZH7377901 15000000 PA 18311.72 0.0119728911 Long DBT NUSS CL N 2 2034-10-01 Fixed 5.800000000000 N N N N N N Indonesia Treasury Bond N/A ZH8062890 694000000 PA 43029.39 0.0281342331 Long DBT NUSS ID N 2 2029-04-15 Fixed 6.875000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5 N/A ZI2447426 1050000 PA 52768.72 0.0345021733 Long DBT NUSS CZ N 2 2032-11-11 Fixed 4.500000000000 N N N N N N HUNGARY GOVERNMENT BOND BONDS 10/35 7 N/A ZI7193496 17860000 PA 58227.5 0.0380713289 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.000000000000 N N N N N N INDIA GOVERNMENT BOND SR UNSECURED 07/37 7.18 N/A ZJ8780851 4080000 PA 45881.9 0.0299993114 Long DBT NUSS IN N 2 2037-07-24 Fixed 7.180000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9 N/A ZK1433224 460000 PA 23604.63 0.0154335947 Long DBT NUSS CZ N 2 2034-04-14 Fixed 4.900000000000 N N N N N N INDIA GOVERNMENT BOND SR UNSECURED 06/53 7.3 N/A ZK9672989 173290000 PA 1878303.58 1.2281055074 Long DBT NUSS IN N 2 2053-06-19 Fixed 7.300000000000 N N N N N N Malaysia Government Bond N/A ZL8877116 74000 PA 20397.57 0.0133366982 Long DBT NUSS MY N 2 2053-03-31 Fixed 4.457000000000 N N N N N N COLOMBIAN TES BONDS 02/33 13.25 N/A ZM3975335 136900000 PA 35349.95 0.0231131265 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.250000000000 N N N N N N NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 3 N/A ZM8878765 14340000 PA 1408060.35 0.9206428018 Long DBT NUSS NO N 2 2033-08-15 Fixed 3.000000000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 3142G42C4 98972.24 PA USD 17650.45 0.0115405279 Long ABS-MBS USGSE US N 2 2052-12-25 Fixed 3.000000000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 3142G5QB7 82884.49 PA USD 12703.49 0.0083060194 Long ABS-MBS USGSE US N 2 2052-08-25 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 06/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3142GU2B8 282230.2 PA USD 290305.2 0.1898124556 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 12/55 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3142J6CN1 1289608.87 PA USD 1311293 0.8573726698 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.500000000000 N N N N N N Peru Government Bond N/A AZ1761248 62000 PA 18417.33 0.0120419429 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.400000000000 N N N N N N Indonesia Treasury Bond N/A AZ4598522 420000000 PA 26882.96 0.0175770901 Long DBT NUSS ID N 2 2035-06-15 Fixed 7.500000000000 N N N N N N Malaysia Government Bond N/A AZ4602308 412000 PA 108235.72 0.0707685835 Long DBT NUSS MY N 2 2034-07-05 Fixed 3.828000000000 N N N N N N Thailand Government Bond N/A AZ8301691 799000 PA 25483.21 0.0166618809 Long DBT NUSS TH N 2 2035-06-17 Fixed 1.600000000000 N N N N N N Country Garden Holdings Company Limited 549300MGHLPT1EFHGF84 B1VKYN902 630 NS 28.44 0.0000185951 Long EC CORP CN N 2 N N N Owens-Illinois Group Inc. N/A BA000PX54 200000 PA USD 200000 0.1307675203 Long LON CORP US N 2 2032-09-30 Floating 6.673 N N N N N N REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6 N/A ZN9554595 279000 PA 84777.67 0.0554308284 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.000000000000 N N N N N N BOUGHT KRW/SOLD USD N/A N/A 1 NC -110.04 -0.0000719483 N/A DFE CORP KR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 13452.380000000000 USD 19210000.000000000000 KRW 2026-03-18 -110.040000000000 N N N MEXICAN BONOS SR UNSECURED 11/42 7.75 N/A EJ1291206 1422900 PA 72862.69 0.0476403665 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.750000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F032625 -150000 PA USD -141445.32 -0.0924822688 Short ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F032633 300000 PA USD 282726.57 0.1848572624 Long ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F032633 -150000 PA USD -141363.29 -0.0924286345 Short ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/48 8.75 N/A EJ2359143 1087000 PA 69125.9 0.0451971126 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.750000000000 N N N N N N Indonesia Treasury Bond N/A EJ3390386 732000000 PA 44471.26 0.0290769820 Long DBT NUSS ID N 2 2033-05-15 Fixed 6.625000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F040438 800000 PA USD 792937.52 0.5184523661 Long ABS-MBS USGSE US N 2 N/A Fixed 4.000000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2016 C03 1B B1V7KEBTPIMZEU4LTD58 30711XCR3 24622.6 PA USD 24999.44 0.0163455739 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 15.531690000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2016 C04 1B B1V7KEBTPIMZEU4LTD58 30711XDB7 24564.82 PA USD 25380.16 0.0165945029 Long ABS-MBS USGSE US N 2 2029-01-25 Floating 14.031690000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2016 C06 1B B1V7KEBTPIMZEU4LTD58 30711XDY7 49203.03 PA USD 51479.54 0.0336592590 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 13.031690000000 N N N N N N FREDDIE MAC POOL FR 09/40 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 3132CXZQ8 350749.56 PA USD 360908.49 0.2359755414 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.500000000000 N N N N N N HAT HOLDINGS I LLC / HAT HOLDI COMPANY GUAR 144A 08/28 3.75 N/A 418751AJ2 11000 PA USD 15539.7 0.0101604402 Long DBT CORP US N 2 2028-08-15 Fixed 3.750000000000 N N N N N HAT Holdings I LLC / HAT Holdings II LLC USD XXXX N N N The Hertz Corporation 549300PD0C69OJ0NLB27 428040DB2 2000 PA USD 1038.52 0.0006790234 Long DBT CORP US N 2 2029-12-01 Fixed 5.000000000000 N N N N N N The Hertz Corporation 549300PD0C69OJ0NLB27 428040DC0 3000 PA USD 2766.28 0.0018086979 Long DBT CORP US N 2 2029-07-15 Fixed 12.625000000000 N N N N N N HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A C 144A N/A 42806MAG4 100000 PA USD 98547.4 0.0644339956 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.520000000000 N N N N N N The United Kingdom N/A BJ4579378 3050000 PA 1095622.95 0.7163594816 Long DBT NUSS GB N 2 2061-10-22 Fixed 0.500000000000 N N N N N N Thailand Government Bond N/A BK8156469 2125000 PA 67623.48 0.0442147740 Long DBT NUSS TH N 2 2035-12-17 Fixed 1.585000000000 N N N N N N UNITED KINGDOM INFLATION-LINKE BONDS REGS 03/52 0.25 N/A EJ3730565 843620 PA 757883.78 0.4955329128 Long DBT NUSS GB N 2 2052-03-22 Fixed 0.250000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 DC7825714 7000000 PA 74595.49 0.0487733363 Long DBT NUSS US N 2 2036-01-22 Fixed 6.750000000000 N N N N N N Mexico Government International Bond N/A DC9391889 265000 PA 316073.87 0.2066609810 Long DBT NUSS MX N 2 2036-05-16 Fixed 4.875000000000 N N N N N N Mexico Government International Bond N/A DC9391897 110000 PA 130470.6 0.0853065842 Long DBT NUSS MX N 2 2031-05-16 Fixed 3.875000000000 N N N N N N Mexico Government International Bond N/A DC9392168 220000 PA 263005.99 0.1719632056 Long DBT NUSS MX N 2 2040-05-16 Fixed 5.375000000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B N/A 12591RBD1 12186.96 PA USD 12003.74 0.0078484966 Long ABS-MBS CORP US N 2 2047-02-10 Variable 3.883734000000 N N N N N N Corebridge Financial Inc. N/A 21871X208 1350 NS USD 31779 0.0207783051 Long EP CORP US N 1 N N N Core Scientific Inc. N/A 21874AAE6 10000 PA USD 11465.24 0.0074964050 Long DBT CORP US N 2 2031-06-15 None 0.000000000000 N N N N Y Core Scientific, Inc. USD XXXX N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H020634 275000 PA USD 232933.22 0.1523004978 Long ABS-MBS USGA US N 2 N/A Fixed 2.000000000000 N N N N N N Jersey Mike's Funding LLC N/A 476681AF8 70000 PA USD 70906.13 0.0463610940 Long ABS-O CORP US N 2 2056-02-15 Fixed 4.952000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A N/A 31574XAA6 73751.63 PA USD 65495.89 0.0428236756 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.797000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773837 10000 NS USD 257500 0.1683631823 Long EP CORP US N 1 N N N JBT Marel Corporation 5493007CT6ATBZ2L6826 477839AD6 22000 PA USD 23375 0.0152834539 Long DBT CORP US N 2 2030-09-15 Fixed 0.375000000000 N N N N Y JBT Marel Corp. USD XXXX N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 48128B523 1450 NS USD 26941 0.0176150388 Long EP CORP US N 1 N N N KKR and Co. Inc. N/A 48251W500 6184 NS USD 245442.96 0.1604798362 Long EP CORP US N 1 N N N Kaiser Aluminum Corporation N/A 483007AM2 15000 PA USD 15167.07 0.0099168007 Long DBT CORP US N 2 2034-03-01 Fixed 5.875000000000 N N N N N N Shift4 Payments Inc. N/A 82452JAD1 7000 PA USD 6527.5 0.0042679249 Long DBT CORP US N 2 2027-08-01 Fixed 0.500000000000 N N N N Y Shift4 Payments, Inc. USD XXXX N N N SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR 144A 08/32 6.75 N/A 82453AAB3 70000 PA USD 68516.17 0.0447984482 Long DBT CORP US N 2 2032-08-15 Fixed 6.750000000000 N N N N N N Sixth Street Lending Partners N/A 829932AF9 65000 PA USD 65810.09 0.0430291114 Long DBT CORP US N 2 2030-07-15 Fixed 6.125000000000 N N N N N N Sixth Street Specialty Lending Inc. 549300TX61566GJWCN05 83012AAD1 60000 PA USD 59619.62 0.0389815493 Long DBT CORP US N 2 2030-08-15 Fixed 5.625000000000 N N N N N Snap Inc. 549300JNC0L6VP8A2Q35 83304AAH9 340000 PA USD 310658 0.2031198816 Long DBT CORP US N 2 2028-03-01 Fixed 0.125000000000 N N N N Y Snap, Inc. USD XXXX N N N Snowflake Inc. N/A 833445AD1 13000 PA USD 17030 0.0111348544 Long DBT CORP US N 2 2029-10-01 None 0.000000000000 N N N N Y Snowflake, Inc. USD XXXX N N N Five9 Inc. N/A 338307AF8 200000 PA USD 176200 0.1152061854 Long DBT CORP US N 2 2029-03-15 Fixed 1.000000000000 N N N N Y Five9, Inc. USD XXXX N N N Corpay Technologies Operating Company LLC N/A 33903RBA6 125000 PA USD 124610 0.0814747035 Long LON CORP US N 2 2032-11-05 Floating 5.423 N N N N N N Solaris Energy Infrastructure Inc. N/A 83419XAB4 15000 PA USD 17467.5 0.0114209083 Long DBT CORP US N 2 2031-10-01 Fixed 0.250000000000 N N N N Y Solaris Energy Infrastructure, Inc. USD XXXX N N N Solventum Corporation N/A 83444MAS0 60000 PA USD 59884.73 0.0391548882 Long DBT CORP US N 2 2054-04-30 Fixed 5.900000000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 75600.04 PA USD 74957.64 0.0490101235 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.845000000000 N N N N N N Sonic Capital LLC N/A 83546DAQ1 71251.67 PA USD 63013.88 0.0412008442 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.636000000000 N N N N N N SOGECAP N/A YN8767389 100000 PA 121563.69 0.0794829115 Long DBT CORP FR N 2 2035-07-08 Variable 6.250000000000 N N N N N N JAPAN GOVERNMENT THIRTY YEAR B BONDS 06/55 2.8 N/A YN9906580 446950000 PA 2571055.97 1.6810530684 Long DBT NUSS JP N 2 2055-06-20 Fixed 2.800000000000 N N N N N N IPD 3 B.V. N/A YO0442815 100000 PA 112030.58 0.0732498057 Long DBT CORP NL N 2 2031-06-15 Fixed 5.500000000000 N N N N N N Romania N/A YQ7562081 335000 PA 429489.44 0.2808163453 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.750000000000 N N N N N N FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE N/A 01F052649 775000 PA USD 786867.19 0.5144833561 Long ABS-MBS USGSE US N 2 N/A Fixed 5.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F060626 185000 PA USD 189877.93 0.1241493303 Long ABS-MBS USGSE US N 2 N/A Fixed 6.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F060626 -185000 PA USD -189877.93 -0.1241493303 Short ABS-MBS USGSE US N 2 N/A Fixed 6.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F060634 1255000 PA USD 1287306.46 0.8416893680 Long ABS-MBS USGSE US N 2 N/A Fixed 6.000000000000 N N N N N N FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE N/A 01F060642 325000 PA USD 333328.16 0.2179424846 Long ABS-MBS USGSE US N 2 N/A Fixed 6.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F062622 361000 PA USD 374861.86 0.2450987794 Long ABS-MBS USGSE US N 2 N/A Fixed 6.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F062622 -361000 PA USD -374861.86 -0.2450987794 Short ABS-MBS USGSE US N 2 N/A Fixed 6.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F062630 -341000 PA USD -354120.52 -0.2315373114 Short ABS-MBS USGSE US N 2 N/A Fixed 6.500000000000 N N N N N N The Allstate Corporation OBT0W1ED8G0NWVOLOJ77 020002BG5 130000 PA USD 99833.91 0.0652751642 Long DBT CORP US N 2 2049-08-10 Fixed 3.850000000000 N N N N N N Alnylam Pharmaceuticals Inc. N/A 02043QAC1 339000 PA USD 317985.51 0.2079108831 Long DBT CORP US N 2 2028-09-15 None 0.000000000000 N N N N Y Alnylam Pharmaceuticals, Inc. USD XXXX N N N Alliant Energy Corporation N/A 018802AD0 763000 PA USD 815014.82 0.5328873350 Long DBT CORP US N 2 2028-05-30 Fixed 3.250000000000 N N N N Y Alliant Energy Corp. USD XXXX N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F020620 1350000 PA USD 1118443.41 0.7312803564 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F020620 -1350000 PA USD -1118443.41 -0.7312803564 Short ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F020638 1075000 PA USD 890276.41 0.5820961925 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAM3 105000 PA USD 101130.18 0.0661227143 Long DBT CORP US N 2 2055-06-28 Variable 6.875000000000 N N N N N N Avantor Funding Inc. N/A 05352TAB5 130000 PA USD 124104.44 0.0811441494 Long DBT CORP US N 2 2029-11-01 Fixed 3.875000000000 N N N N N N Avis Budget Car Rental LLC N/A 053773BK2 129000 PA USD 126853.79 0.0829417778 Long DBT CORP US N 2 2032-06-15 Fixed 8.375000000000 N N N N N AmWINS Group Inc. N/A 031921AB5 65000 PA USD 63107.61 0.0412621283 Long DBT CORP US N 2 2029-06-30 Fixed 4.875000000000 N N N N N N ANCHORAGE CAPITAL CLO 28 LTD ANCHC 2024 28A BR 144A N/A 03330RAN5 250000 PA USD 250710.5 0.1639239520 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.169270000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAM9 120000 PA USD 116790.89 0.0763622754 Long DBT CORP US N 2 2055-05-15 Fixed 5.250000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAN7 125000 PA USD 118524.82 0.0774959840 Long DBT CORP US N 2 2065-05-15 Fixed 5.300000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBB2 105000 PA USD 104930.94 0.0686077941 Long DBT CORP US N 2 2075-11-15 Fixed 5.700000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBG1 400000 PA 457119.76 0.2988820874 Long DBT CORP US N 2 2064-11-06 Fixed 4.375000000000 N N N N N N Rockford Tower Clo 2021-1 Ltd. N/A 77341KAE1 250000 PA USD 250293.5 0.1636513017 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.579240000000 N N N N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 7839989D1 3753397.87 NS USD 3753397.87 2.4541126603 Long STIV RF US N 1 N N N SM Energy Company 84BUTVXV5ODI6BXNMH43 78454LAX8 15000 PA USD 15336.86 0.0100278158 Long DBT CORP US N 2 2029-08-01 Fixed 6.750000000000 N N N N N N SSandC Technologies Inc. N/A 78466CAD8 125000 PA USD 127406.5 0.0833031604 Long DBT CORP US N 2 2032-06-01 Fixed 6.500000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A N/A 03465LAD7 50000 PA USD 48314.55 0.0315898695 Long ABS-MBS CORP US N 2 2065-04-25 Variable 3.809000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 N/A 03690AAK2 18000 PA USD 18709.2 0.0122327785 Long DBT CORP US N 2 2032-02-01 Fixed 6.625000000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBQ9 400000 PA USD 407345.7 0.2663379354 Long DBT CORP US N 2 2066-02-15 Fixed 5.750000000000 N N N N N N AltaGas Ltd. N/A 021361AD2 79000 PA USD 82540.15 0.0539678537 Long DBT CORP CA N 2 2054-10-15 Variable 7.200000000000 N N N N N N ESC GCB ALTA MESA HLDG 12/24 7.875 N/A N/A 460000 PA USD 46 0.0000300765 Long DBT CORP US N 3 2049-12-15 None 0.000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SAZ6 170000 PA 200359.66 0.1310026795 Long DBT CORP US N 2 2031-06-15 Fixed 3.125000000000 N N N N N N AON CORP / AON GLOBAL HOLDINGS COMPANY GUAR 02/52 3.9 N/A 03740LAE2 85000 PA USD 63689.93 0.0416428711 Long DBT CORP US N 2 2052-02-28 Fixed 3.900000000000 N N N N N N Aon North America Inc. N/A 03740MAF7 65000 PA USD 64337.08 0.0420660021 Long DBT CORP US N 2 2054-03-01 Fixed 5.750000000000 N N N N N N APIDOS CLO XXXII APID 2019 32A ER 144A N/A 03768QAU2 250000 PA USD 250379.25 0.1637073682 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 9.167630000000 N N N N N N Apollo Global Management Inc. N/A 03769M304 148 NS USD 8296.88 0.0054248121 Long EP CORP US N 1 N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RKY9 100000 PA USD 100540.08 0.0657368847 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.950000000000 N N N N N N Azorra Finance Limited N/A 05480AAB1 14000 PA USD 14611.7 0.0095536789 Long DBT CORP KY N 2 2031-01-15 Fixed 7.250000000000 N N N N N N BAHA TRUST 2024-MAR BAHA 2024 MAR B 144A N/A 05493XAE0 100000 PA USD 105187.74 0.0687756996 Long ABS-MBS CORP US N 2 2041-12-10 Variable 7.069416000000 N N N N N N Azule Energy Finance Plc N/A 05501YAC2 200000 PA USD 201161.13 0.1315267107 Long DBT CORP GB N 2 2033-01-22 Fixed 8.625000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C N/A 05554VAG5 15000 PA USD 15551.79 0.0101683451 Long ABS-MBS CORP US N 2 2057-03-15 Variable 6.643000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C N/A 05555AAK1 70000 PA USD 72220.79 0.0472206681 Long ABS-MBS CORP US N 2 2057-05-15 Variable 6.000000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C N/A 05555FAG9 15000 PA USD 15614.32 0.0102092295 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.700000000000 N N N N N N BPR TRUST 2024-PMDW BPR 2024 PMDW C 144A N/A 05592VAG9 10000 PA USD 10252.59 0.0067035289 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.850000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DZ0 210000 PA USD 126185.02 0.0825045108 Long DBT CORP US N 2 2050-08-20 Fixed 2.400000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EA4 225000 PA USD 126728.27 0.0828597081 Long DBT CORP US N 2 2060-08-20 Fixed 2.550000000000 N N N N N N BX TRUST 2024-FNX BX 2024 FNX B 144A N/A 05593TAG3 25857.1 PA USD 25880.34 0.0169215394 Long ABS-MBS CORP US N 2 2041-11-15 Floating 5.401540000000 N N N N N N BMS Ireland Capital Funding Designated Activity Company N/A 05594KAE6 380000 PA 447923.67 0.2928693380 Long DBT CORP IE N 2 2055-11-10 Fixed 4.581000000000 N N N N N N Unicaja Banco S.A. N/A BS4044647 200000 PA 238570.74 0.1559865204 Long DBT CORP ES N 2 2026-11-28 Variable 4.875000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10 N/A BT2749815 251000 PA 42819.72 0.0279971430 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.000000000000 N N N N N N Malaysia Government Bond N/A BT4584806 369000 PA 95602.31 0.0625083851 Long DBT NUSS MY N 2 2032-07-15 Fixed 3.582000000000 N N N N N N COLOMBIAN TES BONDS 05/42 9.25 N/A BT5050872 707300000 PA 134398.07 0.0878745117 Long DBT NUSS CO N 2 2042-05-28 Fixed 9.250000000000 N N N N N N AppLovin Corporation N/A 03831WAE8 175000 PA USD 168158.97 0.1099486576 Long DBT CORP US N 2 2054-12-01 Fixed 5.950000000000 N N N N N N Ares Management Corporation N/A 03990B309 6231 NS USD 234285.6 0.1531847347 Long EP CORP US N 1 N N N Aretec Group Inc. N/A 04009DAJ3 98013.1 PA USD 94473.85 0.0617705555 Long LON CORP US N 2 2030-08-09 Floating 6.673 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LBH5 65000 PA USD 64705.02 0.0423065751 Long DBT CORP US N 2 2032-03-08 Fixed 5.800000000000 N N N N N Argentine Republic Government International Bond N/A 040114HT0 400000 PA USD 301520 0.1971451136 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125000000000 N N N N N N Ares Strategic Income Fund N/A 04020EAU1 65000 PA USD 63828.93 0.0417337545 Long DBT CORP US N 2 2031-04-15 Fixed 5.550000000000 N N N N N N Arrival N/A 04271QAA4 170000 PA USD 17 0.0000111152 Long DBT CORP LU N 2 2026-12-01 None 0.0000000000 Y N N N N Arrival SA USD XXXX N N N Arthur J. Gallagher and Co. 54930049QLLMPART6V29 04316JAG4 60000 PA USD 65630.16 0.0429114664 Long DBT CORP US N 2 2054-02-15 Fixed 6.750000000000 N N N N N N Ascendis Pharma A/S N/A 04351PAD3 7000 PA USD 10510.5 0.0068721601 Long DBT CORP DK N 2 2028-04-01 Fixed 2.250000000000 N N N N N Ascendis Pharma A/S USD XXXX N N N COLT 2024-7 MORTGAGE LOAN TRUS COLT 2024 7 A3 144A N/A 19688YAC8 76642.35 PA USD 77369.85 0.0505873171 Long ABS-MBS CORP US N 2 2069-12-26 Variable 5.994000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDS7 230000 PA USD 138836.93 0.0907768053 Long DBT CORP US N 2 2051-11-01 Fixed 2.887000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDU2 195000 PA USD 113718.45 0.0743533986 Long DBT CORP US N 2 2056-11-01 Fixed 2.937000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDW8 110000 PA USD 61296.6 0.0400780219 Long DBT CORP US N 2 2063-11-01 Fixed 2.987000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NEK3 130000 PA USD 125366.02 0.0819690178 Long DBT CORP US N 2 2054-06-01 Fixed 5.650000000000 N N N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 2734.82 0.0017881281 N/A DFE CORP CN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 118516.330000000000 USD 831000.000000000000 CNY 2026-03-18 2734.820000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 650.72 0.0004254652 N/A DFE CORP SG N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 42877.250000000000 USD 55000.000000000000 SGD 2026-03-18 650.720000000000 N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BM7 155000 PA USD 125004.12 0.0817323940 Long DBT CORP US N 2 2057-08-22 Fixed 4.250000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135CC8 290000 PA USD 186332.06 0.1218309072 Long DBT CORP US N 2 2061-05-12 Fixed 3.250000000000 N N N N N N BX TRUST 2025-DELC BX 2025 DELC C 144A N/A 05594MAE2 100000 PA USD 100330.06 0.0655995658 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.859650000000 N N N N N N BWX Technologies Inc. 549300NP85N265KWMS58 05605HAD2 19000 PA USD 19817 0.0129570997 Long DBT CORP US N 2 2030-11-01 None 0.000000000000 N N N N Y BWX Technologies, Inc. USD XXXX N N N BX 2024-BRVE BX 2024 BRVE B 144A N/A 05612KAG9 95640.47 PA USD 95760.02 0.0626115018 Long ABS-MBS CORP US N 2 2041-04-15 Floating 6.199650000000 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST BOCA 2025 BOCA B 144A N/A 05619RAB8 100000 PA USD 100250.12 0.0655472980 Long ABS-MBS CORP US N 2 2042-12-15 Floating 5.559650000000 N N N N N N Bahrain Kingdom of N/A 056909AB0 200000 PA USD 200629.16 0.1311788887 Long DBT NUSS BH N 2 2038-02-03 Fixed 7.100000000000 N N N N N N BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125 N/A 05825XAA7 60000 PA USD 60196.8 0.0393589313 Long DBT CORP US N 2 2031-05-15 Fixed 7.125000000000 N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAR0 200000 PA USD 201597.28 0.1318118820 Long DBT CORP ES N 2 2030-11-06 Fixed 4.551000000000 N N N N N N Bandwidth Inc. N/A 05988JAB9 22000 PA USD 21890 0.0143125051 Long DBT CORP US N 2 2026-03-01 Fixed 0.250000000000 N N N N Y Bandwidth, Inc. USD XXXX N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505682 48 NS USD 59664.48 0.0390108805 Long EP CORP US N 1 N N N BANK OF AMERICA MERRILL LYNCH BACM 2016 UB10 D 144A N/A 06054MAW3 100000 PA USD 87013.43 0.0568926524 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 3.000000000000 N N N N N N Commvault Systems Inc. 65T5VRP62VXG39YFML83 204166AA0 94000 PA USD 78819 0.0515348259 Long DBT CORP US N 2 2030-09-15 None 0.000000000000 N N N N Y Commvault Systems, Inc. USD XXXX N N N Concentra Health Services Inc. N/A 20600DAA1 5000 PA USD 5220.72 0.0034135030 Long DBT CORP US N 2 2032-07-15 Fixed 6.875000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06055H806 1500 NS USD 26640 0.0174182337 Long EP CORP US N 1 N N N BANK5 2023-5YR4 BANK5 2023 5YR4 C N/A 06211FBL1 50000 PA USD 52933.91 0.0346101807 Long ABS-MBS CORP US N 2 2056-12-15 Variable 7.604660000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AJ9 36000 PA USD 35980.33 0.0235252927 Long DBT CORP US N 2 2026-03-20 Variable 3.700000000000 N N N N N N The Bank of New York Mellon Corporation WFLLPEPC7FZXENRZV188 064058AS9 125000 PA USD 124975.56 0.0817137204 Long DBT CORP US N 2 2031-03-20 Variable 5.625000000000 N N N N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 634.3 0.0004147292 N/A DFE CORP CN N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 28985.420000000000 USD 203000.000000000000 CNY 2026-03-18 634.300000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 285.6 0.0001867360 N/A DFE CORP SG N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 23456.930000000000 USD 30000.000000000000 SGD 2026-03-18 285.600000000000 N N N BANK 2021-BNK31 BANK 2021 BN31 C N/A 06541ABZ2 30000 PA USD 24905.74 0.0162843093 Long ABS-MBS CORP US N 2 2054-02-15 Variable 2.545000000000 N N N N N N BANK 2022-BNK42 BANK 2022 BNK42 AS N/A 06541MBV5 40000 PA USD 39502.08 0.0258279452 Long ABS-MBS CORP US N 2 2055-06-15 Variable 4.722734000000 N N N N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 850.89 0.0005563439 N/A DFE CORP CN N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 41462.990000000000 USD 290000.000000000000 CNY 2026-03-18 850.890000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC 497.24 0.0003251142 N/A DFE CORP IN N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 75753.830000000000 USD 6947000.000000000000 INR 2026-03-18 497.240000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 249.89 0.0001633875 N/A DFE CORP SG N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 15578.460000000000 USD 20000.000000000000 SGD 2026-03-18 249.890000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -383.06 -0.0002504590 N/A DFE CORP IN N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 53946.500000000000 USD 4880000.000000000000 INR 2026-03-18 -383.060000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 100.93 0.0000659918 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 29460.450000000000 USD 25000.000000000000 EUR 2026-03-18 100.930000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -227.5 -0.0001487481 N/A DFE CORP IN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 37217.010000000000 USD 3370000.000000000000 INR 2026-03-18 -227.500000000000 N N N Great Outdoors Group LLC N/A 07014QAP6 99000 PA USD 98752.5 0.0645680977 Long LON CORP US N 2 2032-01-23 Floating 6.923 N N N N N N SOLD UYU/BOUGHT USD N/A N/A 1 NC USD -640.17 -0.0004185672 N/A DFE CORP UY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 875000.000000000000 UYU 22095.960000000000 USD 2026-03-18 -640.170000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 12.7 0.0000083037 N/A DFE CORP DE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 19000.000000000000 EUR 22479.350000000000 USD 2026-03-18 12.700000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -46.14 -0.0000301681 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 20000.000000000000 EUR 23602.960000000000 USD 2026-03-18 -46.140000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -105.21 -0.0000687903 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 26000.000000000000 EUR 30638.620000000000 USD 2026-03-18 -105.210000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 42.77 0.0000279646 N/A DFE CORP TH N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7042.430000000000 USD 220000.000000000000 THB 2026-03-18 42.770000000000 N N N CONNECTICUT AVENUE SECURITIES CAS 2025 R05 2M2 144A N/A 20753CAC4 60000 PA USD 60112.8 0.0393040090 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 5.267210000000 N N N N N N Connecticut Avenue Securities Trust 2022-R03 N/A 20753XAF1 67000 PA USD 70651.12 0.0461943588 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 9.917210000000 N N N N N N Connecticut Avenue Securities Trust 2021-R03 N/A 20754AAJ2 150000 PA USD 154526.48 0.1010352230 Long ABS-MBS USGSE US N 2 2041-12-25 Floating 9.167210000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2M2 144A N/A 20754BAB7 97891.26 PA USD 99419.87 0.0650044493 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.667210000000 N N N N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 250.17 0.0001635706 N/A DFE CORP SG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 23492.360000000000 USD 30000.000000000000 SGD 2026-03-18 250.170000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -119.38 -0.0000780551 N/A DFE CORP IN N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 23498.500000000000 USD 2130000.000000000000 INR 2026-03-18 -119.380000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -185.36 -0.0001211953 N/A DFE CORP DE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 24000.000000000000 EUR 28193.560000000000 USD 2026-03-18 -185.360000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -354.66 -0.0002318900 N/A DFE CORP DE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 26000.000000000000 EUR 30389.170000000000 USD 2026-03-18 -354.660000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -299.42 -0.0001957721 N/A DFE CORP IN N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 40252.480000000000 USD 3640000.000000000000 INR 2026-03-18 -299.420000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 94.11 0.0000615327 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 11730.440000000000 USD 10000.000000000000 EUR 2026-03-18 94.110000000000 N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135CK0 165000 PA USD 127711.45 0.0835025481 Long DBT CORP US N 2 2062-04-13 Fixed 4.100000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135CY0 160000 PA USD 156641.41 0.1024180438 Long DBT CORP US N 2 2065-11-20 Fixed 5.550000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A N/A 20754BAF8 150000 PA USD 154381.01 0.1009401093 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 8.167210000000 N N N N N N Connecticut Avenue Securities Trust 2022-R05 N/A 20754DAF4 100000 PA USD 103752.88 0.0678375342 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 8.167210000000 N N N N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -238.82 -0.0001561495 N/A DFE CORP DE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 15000.000000000000 EUR 17498.010000000000 USD 2026-03-18 -238.820000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD -120.63 -0.0000788724 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 15000.000000000000 EUR 17616.200000000000 USD 2026-03-18 -120.630000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 16.61 0.0000108602 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 42551.770000000000 USD 36000.000000000000 EUR 2026-03-18 16.610000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 132.52 0.0000866466 N/A DFE CORP DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 26000.000000000000 EUR 30876.350000000000 USD 2026-03-18 132.520000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC -138.21 -0.0000903669 N/A DFE CORP TH N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 42649.430000000000 USD 1320000.000000000000 THB 2026-03-18 -138.210000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 94.73 0.0000619380 N/A DFE CORP TH N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 12465.400000000000 USD 390000.000000000000 THB 2026-03-18 94.730000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -498.37 -0.0003258530 N/A DFE CORP DE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 50161.480000000000 USD 42000.000000000000 EUR 2026-03-18 -498.370000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -263.05 -0.0001719920 N/A DFE CORP AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 15000.000000000000 AUD 10411.180000000000 USD 2026-03-18 -263.050000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -28.46 -0.0000186082 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 17765.290000000000 USD 15000.000000000000 EUR 2026-03-18 -28.460000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 107.55 0.0000703202 N/A DFE CORP TH N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 7943.820000000000 USD 250000.000000000000 THB 2026-03-18 107.550000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -26.77 -0.0000175032 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 30770.600000000000 USD 26000.000000000000 EUR 2026-03-18 -26.770000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 5.03 0.0000032888 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 30738.800000000000 USD 26000.000000000000 EUR 2026-03-18 5.030000000000 N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 710.09 0.0004642835 N/A DFE CORP CN N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 49191.110000000000 USD 342000.000000000000 CNY 2026-03-18 710.090000000000 N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 491.71 0.0003214985 N/A DFE CORP CN N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 35402.130000000000 USD 246000.000000000000 CNY 2026-03-18 491.710000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 2.09 0.0000013665 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 29559.290000000000 USD 25000.000000000000 EUR 2026-03-18 2.090000000000 N N N BOUGHT TRY/SOLD USD N/A N/A 1 NC -209.47 -0.0001369594 N/A DFE CORP TR N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 140001.750000000000 USD 7985000.000000000000 TRY 2027-02-10 -209.470000000000 N N N BOUGHT UYU/SOLD USD N/A N/A 1 NC -39.65 -0.0000259247 N/A DFE CORP UY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 22775.780000000000 USD 875000.000000000000 UYU 2026-03-18 -39.650000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC -154.24 -0.0001008479 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 24985.800000000000 USD 21000.000000000000 EUR 2026-03-18 -154.240000000000 N N N BOUGHT TWD/SOLD USD N/A N/A 1 NC 5473.31 0.0035786559 N/A DFE CORP TW N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 750562.370000000000 USD 23690000.000000000000 TWD 2026-03-31 5473.310000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 49.34 0.0000322603 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 12957.670000000000 USD 11000.000000000000 EUR 2026-03-18 49.340000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 43.87 0.0000286839 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 17692.960000000000 USD 15000.000000000000 EUR 2026-03-18 43.870000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -53358.64 -0.0348878852 N/A DFE CORP AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 11168000.000000000000 AUD 7893553.570000000000 USD 2026-03-31 -53358.640000000000 N N N CONNECTICUT AVENUE SECURITIES CAS 2016 C02 1B B1V7KEBTPIMZEU4LTD58 30711XCH5 103640.71 PA USD 104402.18 0.0682620709 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 16.031690000000 N N N N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 5919.71 0.0038705290 N/A DFE CORP AU N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 875726.440000000000 USD 1239000.000000000000 AUD 2026-03-31 5919.710000000000 N N N SOLD AUD/BOUGHT USD N/A N/A 1 NC USD -2156.99 -0.0014103212 N/A DFE CORP AU N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 350000.000000000000 AUD 246895.600000000000 USD 2026-03-31 -2156.990000000000 N N N BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025 C32 C N/A 07337AAH9 50000 PA USD 51900.05 0.0339342042 Long ABS-MBS CORP US N 2 2062-02-15 Fixed 6.125000000000 N N N N N N QXO Building Products Inc. 549300HDXQWWCBOYXP31 07368RAM3 199999.96 PA USD 199821.96 0.1306511110 Long LON CORP US N 2 2032-04-30 Floating 5.673 N N N N N N The Bell Telephone Company of Canada or Bell Canada N/A 0778FPAQ2 41000 PA USD 43396.2 0.0283740673 Long DBT CORP CA N 2 2055-09-15 Variable 7.000000000000 N N N N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 244.74 0.0001600202 N/A DFE CORP CN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 21204.020000000000 USD 147000.000000000000 CNY 2026-03-18 244.740000000000 N N N SOLD EUR/BOUGHT USD N/A N/A 1 NC USD 337.07 0.0002203890 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 20000.000000000000 EUR 23986.170000000000 USD 2026-03-18 337.070000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 25.56 0.0000167121 N/A DFE CORP DE N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 23623.540000000000 USD 20000.000000000000 EUR 2026-03-18 25.560000000000 N N N BOUGHT TWD/SOLD USD N/A N/A 1 NC -474.86 -0.0003104813 N/A DFE CORP TW N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 763052.850000000000 USD 23895000.000000000000 TWD 2026-03-31 -474.860000000000 N N N CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A N/A 20754EAF2 85000 PA USD 89590.09 0.0585773696 Long ABS-MBS USGSE US N 2 2043-07-25 Floating 7.567210000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A N/A 20754GAF7 45000 PA USD 46054.04 0.0301118630 Long ABS-MBS USGSE US N 2 2044-02-25 Floating 6.167210000000 N N N N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 5.64 0.0000036876 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 23643.460000000000 USD 20000.000000000000 EUR 2026-03-18 5.640000000000 N N N IBM International Capital Pte. Ltd. N/A 449276AG9 115000 PA USD 106901.12 0.0698959719 Long DBT CORP SG N 2 2054-02-05 Fixed 5.300000000000 N N N N N N IRB Holding Corp. N/A 44988LAM9 117077.96 PA USD 116578.04 0.0762231060 Long LON CORP US N 2 2030-12-16 Floating 6.173 N N N N N N Idaho Power Company N/A 45138LBM4 130000 PA USD 130117.18 0.0850755049 Long DBT CORP US N 2 2036-03-01 Fixed 4.850000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2024 R05 2B1 144A N/A 20754XAG8 25000 PA USD 25000 0.0163459400 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.667210000000 N N N N N N FANNIE MAE CAS CAS 2025 R06 1B1 N/A 20754YCL3 43000 PA USD 43566.45 0.0284853832 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 5.517210000000 N N N N N N IMAX Corporation N/A 45245EAK5 7000 PA USD 8414 0.0055013896 Long DBT CORP CA N 2 2030-11-15 Fixed 0.750000000000 N N N N Y IMAX Corp. USD XXXX N N N PALMER SQUARE LOAN FUNDING 202 PSTAT 2025 1A C 144A N/A 69704CAG2 250000 PA USD 248620.25 0.1625572679 Long ABS-CBDO CORP KY N 2 2033-02-15 Floating 5.902530000000 N N N N N N Panther Escrow Issuer LLC N/A 69867RAA5 120000 PA USD 122081.52 0.0798214882 Long DBT CORP US N 2 2031-06-01 Fixed 7.125000000000 N N N N N N PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 04/38 8.5 N/A 699149CC2 299000000 PA 46323.98 0.0302883600 Long DBT NUSS PY N 2 2038-04-04 Fixed 8.500000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -33900.98 -0.0221657354 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2442000.000000000000 BRL 442447.410000000000 USD 2026-03-03 -33900.980000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -6942.33 -0.0045391564 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 607000.000000000000 BRL 111462.040000000000 USD 2026-03-03 -6942.330000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -10277.25 -0.0067196525 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 697000.000000000000 BRL 125682.960000000000 USD 2026-03-03 -10277.250000000000 N N N BOUGHT MYR/SOLD USD N/A N/A 1 NC 11852.62 0.0077496886 N/A DFE CORP MY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 222922.160000000000 USD 913000.000000000000 MYR 2026-03-18 11852.620000000000 N N N BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM N/A 08161NAH0 40000 PA USD 37020.44 0.0242053557 Long ABS-MBS CORP US N 2 2053-02-15 Variable 2.944000000000 N N N N N N BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 B N/A 08164KBA7 30000 PA USD 31218.97 0.0204121365 Long ABS-MBS CORP US N 2 2059-02-15 Variable 5.687000000000 N N N N N N Parsons Corporation N/A 70202LAD4 29000 PA USD 30377.5 0.0198619517 Long DBT CORP US N 2 2029-03-01 Fixed 2.625000000000 N N N N Y Parsons Corp. USD XXXX N N N DP World Limited N/A EG5889142 110000 PA USD 123241.78 0.0805801098 Long DBT CORP AE N 2 2037-07-02 Fixed 6.850000000000 N N N N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -4893.83 -0.0031997701 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 290000.000000000000 BRL 51674.980000000000 USD 2026-03-03 -4893.830000000000 N N N SOLD BRL/BOUGHT USD N/A N/A 1 NC USD -3123.04 -0.0020419610 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 180000.000000000000 BRL 31988.630000000000 USD 2026-03-03 -3123.040000000000 N N N Mitsubishi UFJ Investor Services and Banking (Luxembourg) S.A. N/A EH7636226 100000 PA 80439.73 0.0525945201 Long DBT CORP LU N 2 2050-12-15 Floating 6.534000000000 N N N N N Mitsubishi UFJ Investor Services & Banking Luxembourg SA EUR XXXX N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 02/31 7 N/A EI2585962 1430000 PA 88381.25 0.0577869845 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7.000000000000 N N N N N N MEXICAN BONOS BONDS 05/31 7.75 N/A EI8047355 3602400 PA 206404.84 0.1349552455 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.750000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 01/40 9 N/A EK7733067 709000 PA 46330.25 0.0302924595 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.000000000000 N N N N N N Malaysia Government Bond N/A LW1697165 454000 PA 117525.86 0.0768428264 Long DBT NUSS MY N 2 2026-11-30 Fixed 3.900000000000 N N N N N N Thailand Government Bond N/A LW4217821 703000 PA 23454.65 0.0153355321 Long DBT NUSS TH N 2 2046-06-17 Fixed 2.875000000000 N N N N N N BOUGHT NZD/SOLD USD N/A N/A 1 NC 466.44 0.0003049760 N/A DFE CORP NZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 14538.070000000000 USD 25000.000000000000 NZD 2026-03-18 466.440000000000 N N N SOLD MYR/BOUGHT USD N/A N/A 1 NC USD -113.26 -0.0000740536 N/A DFE CORP MY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 10000.000000000000 MYR 2458.210000000000 USD 2026-03-18 -113.260000000000 N N N BOUGHT MYR/SOLD USD N/A N/A 1 NC 191.38 0.0001251314 N/A DFE CORP MY N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 5465.840000000000 USD 22000.000000000000 MYR 2026-03-18 191.380000000000 N N N BOUGHT IDR/SOLD USD N/A N/A 1 NC -5.03 -0.0000032888 N/A DFE CORP ID N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 43465.320000000000 USD 730000000.000000000000 IDR 2026-03-25 -5.030000000000 N N N BOUGHT NGN/SOLD USD N/A N/A 1 NC -88.05 -0.0000575704 N/A DFE CORP NG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 21883.860000000000 USD 31655000.000000000000 NGN 2026-08-05 -88.050000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 7.75 0.0000050672 N/A DFE CORP MX N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 279000.000000000000 MXN 16186.670000000000 USD 2026-03-18 7.750000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -1032.42 -0.0006750350 N/A DFE CORP MX N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 6120000.000000000000 MXN 353860.100000000000 USD 2026-03-18 -1032.420000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 110.63 0.0000723341 N/A DFE CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 447000.000000000000 MXN 26031.700000000000 USD 2026-03-18 110.630000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -249.43 -0.0001630867 N/A DFE CORP MX N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 1523000.000000000000 MXN 88067.780000000000 USD 2026-03-18 -249.430000000000 N N N SOLD NOK/BOUGHT USD N/A N/A 1 NC USD -30973.19 -0.0202514363 N/A DFE CORP NO N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 87811000.000000000000 NOK 9202880.430000000000 USD 2026-03-31 -30973.190000000000 N N N SOLD CNH/BOUGHT USD N/A N/A 1 NC USD -606.39 -0.0003964806 N/A DFE CORP CN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 401000.000000000000 CNY 57903.490000000000 USD 2026-03-18 -606.390000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC 163.02 0.0001065886 N/A DFE CORP SG N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 31493.690000000000 USD 40000.000000000000 SGD 2026-03-18 163.020000000000 N N N BOUGHT NOK/SOLD USD N/A N/A 1 NC 4856.32 0.0031752446 N/A DFE CORP NO N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 1442931.500000000000 USD 13768000.000000000000 NOK 2026-03-31 4856.320000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD -2802.4 -0.0018323145 N/A DFE CORP MX N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 10930000.000000000000 MXN 630312.670000000000 USD 2026-03-31 -2802.400000000000 N N N BOUGHT MXN/SOLD USD N/A N/A 1 NC 250.24 0.0001636163 N/A DFE CORP MX N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 56284.100000000000 USD 976000.000000000000 MXN 2026-03-31 250.240000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -2391.2 -0.0015634565 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 9550000.000000000000 ZAR 596152.940000000000 USD 2026-03-31 -2391.200000000000 N N N Peer USA LLC N/A N6872NAQ9 225000 PA USD 224367.75 0.1467000715 Long LON CORP US N 2 2032-09-29 Floating 5.922 N N N N N N Colombia Government International Bond N/A YK0049741 315000 PA 353472.88 0.2311138600 Long DBT NUSS CO N 2 2036-02-19 Fixed 5.625000000000 N N N N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 585.14 0.0003825865 N/A DFE CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 136350.390000000000 USD 702000.000000000000 BRL 2026-03-03 585.140000000000 N N N SOLD MXN/BOUGHT USD N/A N/A 1 NC USD 30.22 0.0000197590 N/A DFE CORP MX N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 430000.000000000000 MXN 24965.480000000000 USD 2026-03-18 30.220000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 5352.12 0.0034994173 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 6097252.000000000000 USD 31285000.000000000000 BRL 2026-03-03 5352.120000000000 N N N BOUGHT BRL/SOLD USD N/A N/A 1 NC 216.58 0.0001416081 N/A DFE CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 246735.530000000000 USD 1266000.000000000000 BRL 2026-03-03 216.580000000000 N N N BENEFIT STREET PARTNERS CLO XX BSP 2020 22A CRR 144A N/A 08186UAY8 250000 PA USD 250228.5 0.1636088022 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.417630000000 N N N N N N BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C N/A 081927AG0 15000 PA USD 15541.51 0.0101616236 Long ABS-MBS CORP US N 2 2057-03-15 Fixed 6.668950000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 YK0392737 200000 PA 244760.56 0.1600336575 Long DBT CORP FR N 2 2032-03-17 Variable 6.125000000000 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 YK0592740 10000 PA USD 10255 0.0067051046 Long DBT CORP HK N 2 2032-09-15 None 0.000000000000 N N N N Y Alibaba Group Holding, Ltd. USD XXXX N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 280.4 0.0001833361 N/A DFE CORP CN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 28609.770000000000 USD 198000.000000000000 CNY 2026-03-18 280.400000000000 N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 84.89 0.0000555043 N/A DFE CORP CN N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 14943.830000000000 USD 103000.000000000000 CNY 2026-03-18 84.890000000000 N N N Berlin Packaging L.L.C. N/A 08511LBD9 144792.06 PA USD 143923.31 0.0941024718 Long LON CORP US N 2 2031-06-07 Floating 6.912 N N N N N N BFLD COMMERCIAL MORTGAGE TRUST BFLD 2024 UNIV B 144A N/A 08861RAC5 40000 PA USD 40050 0.0261861959 Long ABS-MBS CORP US N 2 2041-11-15 Floating 5.501750000000 N N N N N N LCM Investments Holdings II LLC N/A 50190EAC8 8000 PA USD 8408.92 0.0054980681 Long DBT CORP US N 2 2031-08-01 Fixed 8.250000000000 N N N N N N Li Auto Inc. N/A 50202MAB8 5000 PA USD 4997.5 0.0032675534 Long DBT CORP CN N 2 2028-05-01 Fixed 0.250000000000 N N N N Y Li Auto, Inc. USD XXXX N N N American Axle and Manufacturing Inc. RY5TAKFOBLDUGX31MS24 02406PBD1 115000 PA USD 116879.19 0.0764200092 Long DBT CORP US N 2 2033-10-15 Fixed 7.750000000000 N N N N N N American National Group Inc. 549300RK5RZQ740FPL83 025676AR8 35000 PA USD 34705.68 0.0226918786 Long DBT CORP US N 2 2055-12-01 Variable 7.000000000000 N N N N N N SOLD RSD/BOUGHT USD N/A N/A 1 NC USD 37.57 0.0000245647 N/A DFE CORP RS N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 835000.000000000000 RSD 8436.770000000000 USD 2026-03-18 37.570000000000 N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC -60.48 -0.0000395441 N/A DFE CORP SG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 23803.010000000000 USD 30000.000000000000 SGD 2026-03-18 -60.480000000000 N N N BOUGHT AUD/SOLD USD N/A N/A 1 NC 9.64 0.0000063030 N/A DFE CORP AU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 7106.510000000000 USD 10000.000000000000 AUD 2026-03-18 9.640000000000 N N N SOLD CNH/BOUGHT USD N/A N/A 1 NC USD -452.95 -0.0002961557 N/A DFE CORP CN N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 463000.000000000000 CNY 67103.350000000000 USD 2026-03-18 -452.950000000000 N N N Beyond Meat Inc. N/A 08862E109 35455 NS USD 33526.25 0.0219207229 Long EC CORP US N 1 N N Beyond Meat Inc. N/A 08862EAD1 22010.87 PA USD 16722.95 0.0109340935 Long DBT CORP US N 2 2030-10-15 Fixed 7.000000000000 N N Y N N Beyond Meat, Inc. USD XXXX N N N TURKIYE GOVERNMENT BOND BONDS 09/30 6.12 N/A YK1547644 7651975.8 PA 173284.36 0.1132998303 Long DBT NUSS TR N 2 2030-09-11 Fixed 6.120000000000 N N N N N N INDIA GOVERNMENT BOND SR UNSECURED 05/35 6.33 N/A YO0526393 100980000 PA 1085390.12 0.7096688726 Long DBT NUSS IN N 2 2035-05-05 Fixed 6.330000000000 N N N N N N BOUGHT SGD/SOLD USD N/A N/A 1 NC -72.59 -0.0000474621 N/A DFE CORP SG N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 15900.940000000000 USD 20000.000000000000 SGD 2026-03-18 -72.590000000000 N N N SOLD RSD/BOUGHT USD N/A N/A 1 NC USD 196.22 0.0001282960 N/A DFE CORP RS N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 3128000.000000000000 RSD 31660.520000000000 USD 2026-03-18 196.220000000000 N N N SOLD CNH/BOUGHT USD N/A N/A 1 NC USD -280.15 -0.0001831726 N/A DFE CORP CN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 316000.000000000000 CNY 45827.390000000000 USD 2026-03-18 -280.150000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -13.87 -0.0000090687 N/A DFE CORP JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2966.590000000000 USD 460000.000000000000 JPY 2026-03-31 -13.870000000000 N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WBE4 865000 PA USD 863270 0.5644383861 Long DBT CORP US N 2 2026-06-15 Fixed 3.625000000000 N N N N Y American Water Capital Corp. USD XXXX N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 144A 06/28 9.375 N/A 030981AM6 170000 PA USD 175709.45 0.1148854453 Long DBT CORP US N 2 2028-06-01 Fixed 9.375000000000 N N N N N N LSEG Finance PLC N/A 50220PAE3 200000 PA USD 155569.28 0.1017170449 Long DBT CORP GB N 2 2041-04-06 Fixed 3.200000000000 N N N N N N Lsf12 Crown US Commercial Bidco LLC N/A 50221UAE1 97152.58 PA USD 97055.43 0.0634584895 Long LON CORP US N 2 2031-12-02 Floating 6.671 N N N N N N Lantheus Holdings Inc. N/A 516544AB9 11000 PA USD 13161.5 0.0086054836 Long DBT CORP US N 2 2027-12-15 Fixed 2.625000000000 N N N N Y Lantheus Holdings, Inc. USD XXXX N N N LBM Acquisition LLC N/A 52109SAB5 120000 PA USD 111924 0.0731801197 Long DBT CORP US N 2 2031-06-15 Fixed 9.500000000000 N N N N N N SOLD RON/BOUGHT USD N/A N/A 1 NC USD -2220.27 -0.0014516960 N/A DFE CORP RO N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 710000.000000000000 RON 162288.350000000000 USD 2026-03-18 -2220.270000000000 N N N BOUGHT PLN/SOLD USD N/A N/A 1 NC 7413.67 0.0048473362 N/A DFE CORP PL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 602378.830000000000 USD 2179000.000000000000 PLN 2026-03-18 7413.670000000000 N N N BOUGHT RSD/SOLD USD N/A N/A 1 NC 280.04 0.0001831007 N/A DFE CORP RS N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 39583.450000000000 USD 3963000.000000000000 RSD 2026-03-18 280.040000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -462.93 -0.0003026810 N/A DFE CORP CZ N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 530000.000000000000 CZK 25384.100000000000 USD 2026-03-18 -462.930000000000 N N N BOUGHT PLN/SOLD USD N/A N/A 1 NC 22.35 0.0000146133 N/A DFE CORP PL N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2776.150000000000 USD 10000.000000000000 PLN 2026-03-18 22.350000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 571.4 0.0003736028 N/A DFE CORP ZA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 18875.630000000000 USD 310000.000000000000 ZAR 2026-03-18 571.400000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -860.83 -0.0005628430 N/A DFE CORP CZ N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 980000.000000000000 CZK 46931.790000000000 USD 2026-03-18 -860.830000000000 N N N SOLD PLN/BOUGHT USD N/A N/A 1 NC USD -470.71 -0.0003077679 N/A DFE CORP PL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 100000.000000000000 PLN 27514.260000000000 USD 2026-03-18 -470.710000000000 N N N SOLD CLP/BOUGHT USD N/A N/A 1 NC USD 4910.23 0.0032104930 N/A DFE CORP CL N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 974343000.000000000000 CLP 1121249.050000000000 USD 2026-03-31 4910.230000000000 N N N BOUGHT CLP/SOLD USD N/A N/A 1 NC -1140.7 -0.0007458326 N/A DFE CORP CL N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 260478.950000000000 USD 226351000.000000000000 CLP 2026-03-31 -1140.700000000000 N N N SOLD RSD/BOUGHT USD N/A N/A 1 NC USD -3.42 -0.0000022361 N/A DFE CORP RS N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 649000.000000000000 RSD 6523.470000000000 USD 2026-03-31 -3.420000000000 N N N BOUGHT CNH/SOLD USD N/A N/A 1 NC 56.63 0.0000370268 N/A DFE CORP CN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 17598.470000000000 USD 121000.000000000000 CNY 2026-03-18 56.630000000000 N N N BOUGHT SEK/SOLD USD N/A N/A 1 NC 541.24 0.0003538831 N/A DFE CORP SE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1219634.030000000000 USD 10999000.000000000000 SEK 2026-03-31 541.240000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -34486 -0.0225482435 N/A DFE CORP JP N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 3098273.670000000000 USD 477303000.000000000000 JPY 2026-03-31 -34486.000000000000 N N N SOLD PLN/BOUGHT USD N/A N/A 1 NC USD -122.87 -0.0000803370 N/A DFE CORP PL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 45000.000000000000 PLN 12470.370000000000 USD 2026-03-18 -122.870000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 1626.29 0.0010633296 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 49876.970000000000 USD 821000.000000000000 ZAR 2026-03-18 1626.290000000000 N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 YO1276865 200000 PA USD 201532.2 0.1317693302 Long DBT CORP MX N 2 2035-05-13 Fixed 7.500000000000 N N N N N N SHIFT4 PAYMENTS LLC / SHIFT4 P COMPANY GUAR REGS 05/33 5.5 N/A YO1565978 100000 PA 116801.49 0.0763692061 Long DBT CORP US N 2 2033-05-15 Fixed 5.500000000000 N N N N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -903.86 -0.0005909777 N/A DFE CORP CZ N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1738000.000000000000 CZK 83854.890000000000 USD 2026-03-18 -903.860000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -391.43 -0.0002559317 N/A DFE CORP CZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 580000.000000000000 CZK 27894.000000000000 USD 2026-03-18 -391.430000000000 N N N BILL Holdings Inc. N/A 090043AF7 15000 PA USD 13800 0.0090229589 Long DBT CORP US N 2 2030-04-01 None 0.000000000000 N N N N Y BILL Holdings, Inc. USD XXXX N N N BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125 N/A 09216NAA8 3000 PA USD 3070.36 0.0020075168 Long DBT CORP US N 2 2031-02-15 Fixed 6.125000000000 N N N N N N Jyske Bank A/S 3M5E1GQGKL17HI6CPN30 YO4376639 100000 PA 119912.08 0.0784030268 Long DBT CORP DK N 2 2031-11-19 Variable 3.500000000000 N N N N N N JAPANESE GOVERNMENT CPI LINKED BONDS 03/35 0.005 N/A YO7824296 243981070 PA 1510434.05 0.9875785763 Long DBT NUSS JP N 2 2035-03-10 Fixed 0.005000000000 N N N N N N Saudi Arabian Oil Company N/A YO9131815 200000 PA USD 210772.45 0.1378109531 Long DBT CORP SA N 2 2055-06-02 Fixed 6.375000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND BONDS 10/34 4.25 N/A YP7773367 370000 PA 18134.76 0.0118571880 Long DBT NUSS CZ N 2 2034-10-24 Fixed 4.250000000000 N N N N N N BOUGHT RON/SOLD USD N/A N/A 1 NC 378.49 0.0002474710 N/A DFE CORP RO N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 46888.770000000000 USD 204000.000000000000 RON 2026-03-18 378.490000000000 N N N BOUGHT PLN/SOLD USD N/A N/A 1 NC -361.33 -0.0002362511 N/A DFE CORP PL N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 67245.410000000000 USD 239000.000000000000 PLN 2026-03-18 -361.330000000000 N N N Blackfin Pipeline LLC N/A 09231PAB2 99750 PA USD 100154.99 0.0654850984 Long LON CORP US N 2 2032-09-29 Floating 6.673 N N N N N N Block Communications Inc. M5G68A9OHJWIL4SFC742 093645AK5 73000 PA USD 67123.95 0.0438881625 Long DBT CORP US N 2 2031-03-01 Fixed 10.250000000000 N N N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -823.49 -0.0005384287 N/A DFE CORP JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 230551.560000000000 USD 35789000.000000000000 JPY 2026-03-31 -823.490000000000 N N N BOUGHT JPY/SOLD USD N/A N/A 1 NC -422.61 -0.0002763183 N/A DFE CORP JP N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 228565.200000000000 USD 35542000.000000000000 JPY 2026-03-31 -422.610000000000 N N N JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875 N/A 476920AA1 12000 PA USD 12194.95 0.0079735169 Long DBT CORP US N 2 2031-09-20 Fixed 9.875000000000 N N N N N Level 3 Financing Inc. N/A 527298CM3 15000 PA USD 15535.13 0.0101574521 Long DBT CORP US N 2 2033-06-30 Fixed 6.875000000000 N N N N N N Level 3 Financing Inc. N/A 527298CQ4 79000 PA USD 82254.75 0.0537812484 Long DBT CORP US N 2 2036-01-15 Fixed 8.500000000000 N N N N N N Eli Lilly and Company FRDRIPF3EKNDJ2CQJL29 532457CG1 70000 PA USD 64439.91 0.0421332362 Long DBT CORP US N 2 2053-02-27 Fixed 4.875000000000 N N N N N N Lumentum Holdings Inc. 549300JLWRRC38DWEF52 55024UAH2 9000 PA USD 90526.5 0.0591896296 Long DBT CORP US N 2 2029-12-15 Fixed 1.500000000000 N N N N Y Lumentum Holdings, Inc. USD XXXX N N N MF1 2025-FL19 LLC MF1 2025 FL19 A 144A N/A 55287KAA1 100000 PA USD 100439.64 0.0656712133 Long ABS-CBDO CORP US N 2 2042-05-18 Floating 5.152160000000 N N N N N N Medline Borrower LP N/A 58503UAH6 18549.05 PA USD 18569.08 0.0121411627 Long LON CORP US N 2 2028-10-23 Floating 5.423 N N N N N N Korea Treasury Bond N/A YP9354505 6138970000 PA 3982984.69 2.6042251559 Long DBT NUSS KR N 2 2035-06-10 Fixed 2.625000000000 N N N N N N Baidu Inc. N/A YQ2199616 200000 PA USD 187100 0.1223330152 Long DBT CORP CN N 2 2032-03-12 None 0.000000000000 N N N N Y Baidu, Inc. USD XXXX N N N ROMANIA GOVERNMENT BOND BONDS 07/31 7.65 N/A YR1557424 120000 PA 29757.45 0.0194565397 Long DBT NUSS RO N 2 2031-07-27 Fixed 7.650000000000 N N N N N N Eurobank S.A. N/A YR2519878 100000 PA 119615.15 0.0782088828 Long DBT CORP GR N 2 2036-02-07 Variable 4.000000000000 N N N N N N Bloom Energy Corporation N/A 093712AM9 4000 PA USD 30130 0.0197001269 Long DBT CORP US N 2 2029-06-01 Fixed 3.000000000000 N N N N Y Bloom Energy Corp. USD XXXX N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023204 810 NS USD 59073.3 0.0386243448 Long EP CORP US N 1 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -154.97 -0.0001013252 N/A DFE CORP IN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 183543.890000000000 USD 16708000.000000000000 INR 2026-03-18 -154.970000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC 278.6 0.0001821592 N/A DFE CORP IN N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 70297.810000000000 USD 6430000.000000000000 INR 2026-03-18 278.600000000000 N N N SOLD IDR/BOUGHT USD N/A N/A 1 NC USD -1326.86 -0.0008675510 N/A DFE CORP ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2953000000.000000000000 IDR 174449.860000000000 USD 2026-03-31 -1326.860000000000 N N N SOLD ILS/BOUGHT USD N/A N/A 1 NC USD 8035.02 0.0052535982 N/A DFE CORP IL N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 3380000.000000000000 ILS 1087288.690000000000 USD 2026-03-31 8035.020000000000 N N N SOLD ILS/BOUGHT USD N/A N/A 1 NC USD 141.38 0.0000924396 N/A DFE CORP IL N 2 BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 85000.000000000000 ILS 27278.740000000000 USD 2026-03-18 141.380000000000 N N N FANNIE MAE REMICS FNR 2023 2 CI B1V7KEBTPIMZEU4LTD58 3136BPUY5 81074.61 PA USD 9997.67 0.0065368526 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.000000000000 N N N N N N FANNIE MAE REMICS FNR 2024 90 B B1V7KEBTPIMZEU4LTD58 3136BTYR8 197215.4 PA USD 197521.04 0.1291466830 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 5.000000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AU1 310000 PA USD 360840 0.2359307601 Long DBT CORP US N 2 2031-01-15 Fixed 3.875000000000 N N N N Y FirstEnergy Corp. USD XXXX N N N ICELAND RIKISBREF BONDS 02/38 6.5 N/A YR6906709 94475000 PA 769180.3 0.5029190024 Long DBT NUSS IS N 2 2038-02-15 Fixed 6.500000000000 N N N N N N SOLD CNH/BOUGHT USD N/A N/A 1 NC USD 234.37 0.0001532399 N/A DFE CORP CN N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 466000.000000000000 CNY 68228.400000000000 USD 2026-03-18 234.370000000000 N N N PRPM 2022-INV1 TRUST PRPM 2022 INV1 A1 144A N/A 69377EAA7 69276.66 PA USD 69051.13 0.0451482252 Long ABS-MBS CORP US N 2 2067-04-25 Variable 4.400000000000 N N N N N N PRET 2025-NPL12 LLC N/A 69383CAB1 100000 PA USD 100000.76 0.0653842571 Long ABS-O CORP US N 2 2055-11-25 Variable 6.899900000000 N N N N N N PRET 2025-NPL14 LLC PRET 2025 NPL14 A1 144A N/A 69393CAA1 121732.27 PA USD 121765.8 0.0796150586 Long ABS-O CORP US N 2 2055-12-25 Variable 5.265000000000 N N N N N N PRET 2026-NPL2 LLC PRET 2026 NPL2 A1 144A N/A 69393DAA9 98887.57 PA USD 98943.29 0.0646928434 Long ABS-MBS CORP US N 2 2056-02-25 Variable 5.151000000000 N N N N N N PRPM 2025-6 LLC PRPM 2025 6 A1 144A N/A 69395KAA1 90511.06 PA USD 90618.23 0.0592496061 Long ABS-MBS CORP US N 2 2028-08-25 Variable 5.774000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DG0 150000 PA USD 147425.32 0.0963922176 Long DBT CORP US N 2 2056-08-15 Variable 7.125000000000 N N N N N N Temasek Financial (I) Limited N/A 87973RAV2 250000 PA USD 157674.5 0.1030935169 Long DBT CORP SG N 2 2051-04-06 Fixed 2.250000000000 N N N N N N Temasek Financial (I) Limited N/A 87973RBC3 250000 PA USD 161758.37 0.1057637046 Long DBT CORP SG N 2 2061-08-02 Fixed 2.750000000000 N N N N N N Tempus AI Inc. N/A 88023BAD5 4000 PA USD 4094 0.0026768111 Long DBT CORP US N 2 2030-07-15 Fixed 0.750000000000 N N N N Y Tempus AI, Inc. USD XXXX N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDU1 15000 PA USD 15574.12 0.0101829453 Long DBT CORP US N 2 2031-05-15 Fixed 6.750000000000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDV9 22000 PA USD 22735.46 0.0148652986 Long DBT CORP US N 2 2033-11-15 Fixed 6.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022634 -1326000 PA USD -1148284.97 -0.7507918905 Short ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022642 -615000 PA USD -532599.59 -0.3482336384 Short ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F030629 488000 PA USD 441563.77 0.2887109962 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F030629 -488000 PA USD -441563.77 -0.2887109962 Short ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F030637 -413000 PA USD -373458.47 -0.2441811902 Short ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 133.22 0.0000871042 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 14295.220000000000 USD 230000.000000000000 ZAR 2026-03-18 133.220000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC -262.56 -0.0001716716 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 24100.850000000000 USD 380000.000000000000 ZAR 2026-03-18 -262.560000000000 N N N BOUGHT PLN/SOLD USD N/A N/A 1 NC -254.41 -0.0001663428 N/A DFE CORP PL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 17045.390000000000 USD 60000.000000000000 PLN 2026-03-18 -254.410000000000 N N N SOLD PLN/BOUGHT USD N/A N/A 1 NC USD 14.73 0.0000096310 N/A DFE CORP PL N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 45000.000000000000 PLN 12607.970000000000 USD 2026-03-18 14.730000000000 N N N TeraWulf Inc. N/A 88080TAB0 1000 PA USD 2133.8 0.0013951587 Long DBT CORP US N 2 2030-02-01 Fixed 2.750000000000 N N N N Y Terawulf, Inc. USD XXXX N N N TeraWulf Inc. N/A 88080TAE4 28000 PA USD 30704.8 0.0200759528 Long DBT CORP US N 2 2032-05-01 None 0.000000000000 N N N N Y Terawulf, Inc. USD XXXX N N N 3D Systems Corporation 5493003HHDOCCW4OP744 88554DAD8 6000 PA USD 5487 0.0035876069 Long DBT CORP US N 2 2026-11-15 None 0.000000000000 N N N N Y 3D Systems Corp. USD XXXX N N N TransCanada Trust N/A 89356BAB4 32000 PA USD 32069.79 0.0209684346 Long DBT CORP CA N 2 2076-08-15 Variable 5.875000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F032435 175000 PA USD 171130.86 0.1118917910 Long ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F032625 150000 PA USD 141445.32 0.0924822688 Long ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 17.92 0.0000117168 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3118.700000000000 USD 50000.000000000000 ZAR 2026-03-18 17.920000000000 N N N BOUGHT RON/SOLD USD N/A N/A 1 NC 9.51 0.0000062180 N/A DFE CORP RO N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 3466.020000000000 USD 15000.000000000000 RON 2026-03-18 9.510000000000 N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YCC7 65000 PA USD 65255.23 0.0426663231 Long DBT CORP US N 2 2065-12-04 Fixed 5.700000000000 N N N N N N Merit Medical Systems Inc. 549300OYTY138SP2CE83 589889AA2 15000 PA USD 16927.5 0.0110678360 Long DBT CORP US N 2 2029-02-01 Fixed 3.000000000000 N N N N Y Merit Medical Systems, Inc. USD XXXX N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 512.51 0.0003350983 N/A DFE CORP ZA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 49296.970000000000 USD 794000.000000000000 ZAR 2026-03-18 512.510000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 945.81 0.0006184061 N/A DFE CORP ZA N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 72200.100000000000 USD 1166000.000000000000 ZAR 2026-03-18 945.810000000000 N N N TransCanada Trust N/A 89356BAG3 121000 PA USD 121577.29 0.0794918037 Long DBT CORP CA N 2 2082-03-07 Variable 5.600000000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 89364MCA0 163529.17 PA USD 163488.29 0.1068947914 Long LON CORP US N 2 2031-02-28 Floating 6.173 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C6 B N/A 12532ABB4 55000 PA USD 52178.47 0.0341162457 Long ABS-MBS CORP US N 2 2049-11-10 Fixed 3.804000000000 N N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBJ8 12000 PA USD 11592.08 0.0075793378 Long DBT CORP US N 2 2029-04-15 Fixed 6.875000000000 N N N N N CHS/Community Health Systems Inc. 5493007X5NC5XI1BB106 12543DBK5 38000 PA USD 34864.67 0.0227958322 Long DBT CORP US N 2 2031-02-15 Fixed 4.750000000000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BU3 72000 PA USD 71226.86 0.0465707993 Long DBT CORP US N 2 2050-06-01 Variable 4.750000000000 N N N N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 69.97 0.0000457490 N/A DFE CORP DE N 2 JPMORGAN CHASE BANK N.A 7H6GLXDRUGQFU57RNE97 12937.040000000000 USD 11000.000000000000 EUR 2026-03-18 69.970000000000 N N N SOLD COP/BOUGHT USD N/A N/A 1 NC USD 424.14 0.0002773187 N/A DFE CORP CO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 142000000.000000000000 COP 38131.040000000000 USD 2026-03-18 424.140000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD -245.57 -0.0001605629 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1455000.000000000000 CZK 70711.840000000000 USD 2026-03-18 -245.570000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 85.67 0.0000560143 N/A DFE CORP ZA N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 18734.030000000000 USD 300000.000000000000 ZAR 2026-03-18 85.670000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 5751.64 0.0037606385 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1433950.720000000000 USD 22971000.000000000000 ZAR 2026-03-31 5751.640000000000 N N N EchoStar Corporation 549300EE20907QZ9GT38 278768AB2 1763 PA USD 6227.8 0.0040719698 Long DBT CORP US N 2 2030-11-30 Fixed 3.875000000000 N N Y N Y EchoStar, Corp. USD XXXX N N N Emera Incorporated NQZVQT2P5IUF2PGA1Q48 290876AD3 122000 PA USD 122610.85 0.0801675841 Long DBT CORP CA N 2 2076-06-15 Variable 6.750000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBC8 120000 PA USD 122131.32 0.0798540493 Long DBT CORP CA N 2 2080-07-15 Variable 5.750000000000 N N N N N N Transocean International Limited DOL4HJ22ADYSIWES4H94 893830BX6 147000 PA USD 153798.84 0.1005594646 Long DBT CORP BM N 2 2030-02-15 Fixed 8.750000000000 N N N N N N TRICON RESIDENTIAL 2023-SFR2 T TCN 2023 SFR2 D 144A N/A 895978AD6 100000 PA USD 99216.01 0.0648711580 Long ABS-O CORP US N 2 2040-12-17 Fixed 5.000000000000 N N N N N N BOUGHT PLN/SOLD USD N/A N/A 1 NC -327.36 -0.0002140403 N/A DFE CORP PL N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 32510.080000000000 USD 115000.000000000000 PLN 2026-03-18 -327.360000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 354.46 0.0002317593 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 322215.260000000000 USD 5142000.000000000000 ZAR 2026-03-18 354.460000000000 N N N TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 E1 144A N/A 89613JAJ9 100000 PA USD 95648.66 0.0625386904 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.730000000000 N N N N N N Trip.com Group Limited N/A 89677QAB3 15000 PA USD 15840 0.0103567876 Long DBT CORP SG N 2 2029-06-15 Fixed 0.750000000000 N N N N Y Trip.com Group Ltd. USD XXXX N N N TRTX 2025-FL6 ISSUER LTD TRTX 2025 FL6 B 144A N/A 897764AE6 100000 PA USD 99690.17 0.0651811816 Long ABS-CBDO CORP KY N 2 2042-09-18 Floating 5.710420000000 N N N N N N TrueNoord Capital Designated Activity Company N/A 89785GAA6 15000 PA USD 15827.63 0.0103486996 Long DBT CORP IE N 2 2030-03-01 Fixed 8.750000000000 N N N N N N Meritage Homes Corporation N/A 59001ABF8 80000 PA USD 82316.23 0.0538214464 Long DBT CORP US N 2 2028-05-15 Fixed 1.750000000000 N N N N Y Meritage Homes Corp. USD XXXX N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RCC0 70000 PA USD 63166.32 0.0413005152 Long DBT CORP US N 2 2052-07-15 Fixed 5.000000000000 N N N N N N BOUGHT RON/SOLD USD N/A N/A 1 NC -537.68 -0.0003515554 N/A DFE CORP RO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 120791.160000000000 USD 519000.000000000000 RON 2026-03-18 -537.680000000000 N N N BOUGHT PLN/SOLD USD N/A N/A 1 NC -704.97 -0.0004609359 N/A DFE CORP PL N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 135032.830000000000 USD 480000.000000000000 PLN 2026-03-18 -704.970000000000 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 45000 PA USD 51935.36 0.0339572912 Long DBT CORP CA N 2 2084-01-15 Variable 8.500000000000 N N N N N N H World Group Limited N/A 44332NAB2 15000 PA USD 21975 0.0143680813 Long DBT CORP CN N 2 2026-05-01 Fixed 3.000000000000 N N N N N H World Group, Ltd. USD XXXX N N N SOLD PLN/BOUGHT USD N/A N/A 1 NC USD 1467.92 0.0009597813 N/A DFE CORP PL N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 1090000.000000000000 PLN 306504.100000000000 USD 2026-03-18 1467.920000000000 N N N SOLD RON/BOUGHT USD N/A N/A 1 NC USD 535.42 0.0003500777 N/A DFE CORP RO N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 625000.000000000000 RON 145349.340000000000 USD 2026-03-18 535.420000000000 N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAH4 60000 PA USD 61887.26 0.0404642176 Long DBT CORP US N 2 2030-06-15 Fixed 7.250000000000 N N N N N N HUB International Ltd 549300JQT6ATTUNS5E06 44332PAJ0 60000 PA USD 61069.49 0.0399295289 Long DBT CORP US N 2 2032-01-31 Fixed 7.375000000000 N N N N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD 462.78 0.0003025830 N/A DFE CORP CZ N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 3960000.000000000000 CZK 193583.990000000000 USD 2026-03-18 462.780000000000 N N N SOLD DOP/BOUGHT USD N/A N/A 1 NC USD -474.28 -0.0003101021 N/A DFE CORP DO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 640000.000000000000 DOP 10233.970000000000 USD 2026-03-18 -474.280000000000 N N N SOLD PLN/BOUGHT USD N/A N/A 1 NC USD -140.87 -0.0000921061 N/A DFE CORP PL N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 105000.000000000000 PLN 29243.350000000000 USD 2026-03-18 -140.870000000000 N N N SOLD RON/BOUGHT USD N/A N/A 1 NC USD -24.62 -0.0000160975 N/A DFE CORP RO N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 380000.000000000000 RON 87958.200000000000 USD 2026-03-31 -24.620000000000 N N N Hudson Pacific Properties L.P. N/A 44409MAB2 70000 PA USD 62300 0.0407340826 Long DBT CORP US N 2 2029-04-01 Fixed 4.650000000000 N N N N N N Hudson Pacific Properties L.P. N/A 44409MAC0 80000 PA USD 66485.6 0.0434707852 Long DBT CORP US N 2 2030-01-15 Fixed 3.250000000000 N N N N N N BOUGHT CZK/SOLD USD N/A N/A 1 NC -338.42 -0.0002212717 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 989099.510000000000 USD 20272000.000000000000 CZK 2026-03-31 -338.420000000000 N N N SOLD CZK/BOUGHT USD N/A N/A 1 NC USD 1890.92 0.0012363546 N/A DFE CORP CZ N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 113268000.000000000000 CZK 5526505.690000000000 USD 2026-03-31 1890.920000000000 N N N Humana Inc. N/A 444859BL5 140000 PA USD 102314 0.0668967403 Long DBT CORP US N 2 2049-08-15 Fixed 3.950000000000 N N N N N N Humana Inc. N/A 444859BX9 120000 PA USD 108207.44 0.0707500930 Long DBT CORP US N 2 2053-03-15 Fixed 5.500000000000 N N N N N N BOUGHT RON/SOLD USD N/A N/A 1 NC 14.64 0.0000095722 N/A DFE CORP RO N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 25240.910000000000 USD 109000.000000000000 RON 2026-03-18 14.640000000000 N N N Kilroy Realty L.P. 5493008CT3N3JR7P1552 49427RAS1 60000 PA USD 61247.3 0.0400457877 Long DBT CORP US N 2 2036-01-15 Fixed 6.250000000000 N N N N N N Humana Inc. N/A 444859CB6 115000 PA USD 107431.84 0.0702429766 Long DBT CORP US N 2 2054-04-15 Fixed 5.750000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BE3 75000 PA USD 60685.89 0.0396787168 Long DBT CORP US N 2 2055-02-12 Fixed 4.000000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RCR7 130000 PA USD 129082.81 0.0843991949 Long DBT CORP US N 2 2056-03-15 Variable 5.850000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 59408QAA4 4000 PA USD 3738.65 0.0024444699 Long DBT CORP US N 2 2034-03-15 Fixed 11.000000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CF9 100000 PA USD 62860.19 0.0411003559 Long DBT CORP US N 2 2062-03-17 Fixed 3.041000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CW2 210000 PA USD 129625.8 0.0847542221 Long DBT CORP US N 2 2050-09-15 Fixed 2.500000000000 N N N N N N Kilroy Realty L.P. 5493008CT3N3JR7P1552 49427RAT9 120000 PA USD 118295.69 0.0773461702 Long DBT CORP US N 2 2035-10-15 Fixed 5.875000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LAB2 75000 PA USD 61559.94 0.0402502035 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N Strategy Inc 549300WQTWEJUEHXQX21 594972AU5 14000 PA USD 12021.8 0.0078603049 Long DBT CORP US N 2 2030-03-01 None 0.000000000000 N N N N Y Strategy, Inc. USD XXXX N N N athenahealth Group Inc. N/A 60337JAA4 15000 PA USD 14103.98 0.0092217125 Long DBT CORP US N 2 2030-02-15 Fixed 6.500000000000 N N N N N N PPL Capital Funding Inc. N/A 69352PAU7 1260000 PA USD 1319220 0.8625556405 Long DBT CORP US N 2 2030-12-01 Fixed 3.000000000000 N N N N Y PPL Capital Funding, Inc. USD XXXX N N N PT Pertamina Persero N/A 69370RAE7 200000 PA USD 167886.31 0.1097703822 Long DBT CORP ID N 2 2049-07-30 Fixed 4.700000000000 N N N N N N PRPM 2025-2 LLC PRPM 2025 2 A1 144A N/A 69382HAA3 86870.82 PA USD 86873.45 0.0568011282 Long ABS-MBS CORP US N 2 2030-05-25 Variable 6.469000000000 N N N N N N Australia Government Bond N/A BJ3916126 5460000 PA 3343022.88 2.1857940611 Long DBT NUSS AU N 2 2030-12-21 Fixed 1.000000000000 N N N N N N LBTY COMMERCIAL MORTGAGE TRUST LBTY 2026 225L C 144A N/A 50178LAE4 100000 PA USD 100043.42 0.0654121498 Long ABS-MBS CORP US N 2 2043-02-10 Variable 5.078740000000 N N N N N N Marsh and McLennan Companies Inc. 549300XMP3KDCKJXIU47 571748BV3 125000 PA USD 124938.94 0.0816897768 Long DBT CORP US N 2 2053-09-15 Fixed 5.700000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636QAL8 85000 PA USD 65478.97 0.0428126127 Long DBT CORP US N 2 2049-06-01 Fixed 3.650000000000 N N N N N N Matador Resources Company N/A 576485AG1 75000 PA USD 76594.55 0.0500803968 Long DBT CORP US N 2 2032-04-15 Fixed 6.500000000000 N N N N N N TELUS Corporation N/A 87971MCM3 82000 PA USD 86530.91 0.0565771626 Long DBT CORP CA N 2 2055-10-15 Variable 7.000000000000 N N N N N N UKG Inc. N/A 90279XAA0 135000 PA USD 130970.08 0.0856331630 Long DBT CORP US N 2 2031-02-01 Fixed 6.875000000000 N N N N N N Windsor Holdings III LLC N/A 97360BAH8 112432.56 PA USD 112186.33 0.0733516409 Long LON CORP US N 2 2030-08-01 Floating 6.423 N N N N N N Indonesia Treasury Bond N/A AL1453656 1234000000 PA 78721.67 0.0514711879 Long DBT NUSS ID N 2 2032-08-15 Fixed 7.500000000000 N N N N N N Hungary Government International Bond N/A BJ8146422 430000 PA 420701.91 0.2750707277 Long DBT NUSS HU N 2 2035-06-05 Fixed 1.750000000000 N N N N N N Australia Government Bond N/A BK4676346 4970000 PA 1848950.28 1.2089132161 Long DBT NUSS AU N 2 2051-06-21 Fixed 1.750000000000 N N N N N N FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 07/50 4 N/A BK5258532 200000 PA USD 135052.49 0.0883023961 Long DBT NUSS AE N 2 2050-07-28 Fixed 4.000000000000 N N N N N N Cellnex Telecom S.A. 5493008T4YG3AQUI7P67 BM3171360 300000 PA 325497.35 0.2128224066 Long DBT CORP ES N 2 2031-11-20 Fixed 0.750000000000 N N N N N Cellnex Telecom SA EUR XXXX N N N Accor N/A BM8244261 42000 PA 28807.87 0.0188356686 Long DBT CORP FR N 2 2027-12-07 Fixed 0.700000000000 N N N N N Accor SA EUR XXXX N N N HUNGARY GOVERNMENT BOND BONDS 10/35 7 N/A BMFLG1II1 9750000 PA 31787.13 0.0207836208 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.000000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 05/35 3.5 N/A BMYRRTII4 1200000 PA 55361.37 0.0361973454 Long DBT NUSS CZ N 2 2035-05-30 Fixed 3.500000000000 N N N N N N CIFI Holdings (Group) Co. Ltd. N/A BN3253588 200000 PA USD 19000 0.0124229144 Long DBT CORP CN N 2 2027-04-12 None 0.0000000000 Y N N N N N COLOMBIAN TES BONDS 07/36 6.25 N/A BN5058530 6560700000 PA 1061434.36 0.6940056959 Long DBT NUSS CO N 2 2036-07-09 Fixed 6.250000000000 N N N N N N NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1 N/A BN9945377 35360000 PA 3217322.4 2.1036063608 Long DBT NUSS NO N 2 2031-09-17 Fixed 1.250000000000 N N N N N N McAfee Corp. N/A 57906HAF4 259748.11 PA USD 225331.49 0.1473302009 Long LON CORP US N 2 2029-03-01 Floating 7.881 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BU7 80000 PA USD 63551.56 0.0415523996 Long DBT CORP US N 2 2056-08-08 Fixed 3.950000000000 N N N N N N PGandE Corporation 8YQ2GSDWYZXO2EDN3511 69331C306 1750 NS USD 79327.5 0.0518673023 Long EP CORP US N 1 N N N PGandE Corporation 8YQ2GSDWYZXO2EDN3511 69331CAL2 480000 PA USD 513024 0.3354343816 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N Y PG&E Corp. USD XXXX N N N PGandE Corporation 8YQ2GSDWYZXO2EDN3511 69331CAN8 50000 PA USD 49919.05 0.0326389519 Long DBT CORP US N 2 2056-09-15 Variable 6.850000000000 N N N N N N PPL Corporation 9N3UAJSNOUXFKQLF3V18 69351T866 4873 NS USD 243698.73 0.1593393931 Long EP CORP US N 1 N N N USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25 N/A 91740PAH1 15000 PA USD 15254.3 0.0099738349 Long DBT CORP US N 2 2033-10-01 Fixed 6.250000000000 N N N N N N VCAT ASSET SECURITIZATION LLC VCAT 2026 NPL1 A1 N/A 91825GAA4 130658.12 PA USD 130294.16 0.0851912210 Long ABS-O CORP US N 2 2056-01-25 Variable 5.101000000000 N N N N N N FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 03/51 4.375 N/A BO3948847 200000 PA USD 143378.87 0.0937464964 Long DBT NUSS AE N 2 2051-03-10 Fixed 4.375000000000 N N N N N N REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75 N/A BP9867766 131000 PA 31453.67 0.0205655921 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.750000000000 N N N N N N VT Topco Inc. N/A 91838PAA9 60000 PA USD 59605.31 0.0389721929 Long DBT CORP US N 2 2030-08-15 Fixed 8.500000000000 N N N N N Varsity Brands Inc. N/A 92227QAG1 99749.37 PA USD 99438.15 0.0650164015 Long LON CORP US N 2 2031-08-26 Floating 6.672 N N N N N N COLOMBIAN TES BONDS 03/31 7 N/A BQ2333632 27800000 PA 5586.82 0.0036528730 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.000000000000 N N N N N N Indonesia Treasury Bond N/A BQ3773885 181000000 PA 11277.94 0.0073739412 Long DBT NUSS ID N 2 2042-06-15 Fixed 7.125000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 C58 B N/A 95002UAU5 65000 PA USD 56304.73 0.0368141496 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.704000000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAB4 14000 PA USD 30569 0.0199871616 Long DBT CORP US N 2 2028-05-15 Fixed 2.750000000000 N N N N Y Welltower OP LLC USD XXXX N N N Western Digital Corporation 549300QQXOOYEF89IC56 958102AT2 4000 PA USD 29687.2 0.0194106076 Long DBT CORP US N 2 2028-11-15 Fixed 3.000000000000 N N N N Y Western Digital Corp. USD XXXX N N N PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST A N/A 962MKZ900 2695 NS USD 269.5 0.0001762092 Long EC CORP US N 3 N N N PARAGON OFFSHORE LITIGATION TR LITIGATION TRUST B N/A 962MLA904 1348 NS USD 8425 0.0055085818 Long EC CORP US N 3 N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457CW8 100000 PA USD 101519.45 0.0663772337 Long DBT CORP US N 2 2056-03-15 Fixed 5.950000000000 N N N N N N Thailand Government Bond N/A BQ5009007 990000 PA 31840.45 0.0208184835 Long DBT NUSS TH N 2 2027-06-17 Fixed 1.000000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95 N/A BR1344414 960000 PA 36549.35 0.0238973393 Long DBT NUSS CZ N 2 2037-07-30 Fixed 1.950000000000 N N N N N N Willis North America Inc. N/A 970648AN1 120000 PA USD 118775.58 0.0776599403 Long DBT CORP US N 2 2054-03-05 Fixed 5.900000000000 N N N N N N Windsor Holdings III LLC N/A 97360AAA5 15000 PA USD 15729.63 0.0102846235 Long DBT CORP US N 2 2030-06-15 Fixed 8.500000000000 N N N N N N Indonesia Government International Bond N/A DF8148838 130000 PA 154377.12 0.1009375658 Long DBT NUSS ID N 2 2034-03-04 Fixed 4.100000000000 N N N N N N Indonesia Government International Bond N/A DF8148846 140000 PA 166388.95 0.1087913520 Long DBT NUSS ID N 2 2038-03-04 Fixed 4.460000000000 N N N N N N BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6 N/A EF3237759 4558000 PA 3829598.63 2.5039355824 Long DBT NUSS BR N 2 2035-05-15 Fixed 6.000000000000 N N N N N N REPUBLIC OF SOUTH AFRICA GOVT BONDS 03/36 6.25 N/A EF5565850 2734000 PA 149786.95 0.0979363401 Long DBT NUSS ZA N 2 2036-03-31 Fixed 6.250000000000 N N N N N N CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 12/36 4.2 N/A EF9234826 780000 PA 37540.86 0.0245456259 Long DBT NUSS CZ N 2 2036-12-04 Fixed 4.200000000000 N N N N N N Peru Government Bond N/A EH3330816 105000 PA 35056.04 0.0229209571 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.950000000000 N N N N N N MEXICAN BONOS SR UNSECURED 11/38 8.5 N/A EH6944449 1438200 PA 80564.92 0.0526763740 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.500000000000 N N N N N N FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 02/32 4.625 N/A YR2861957 100000 PA 119357.27 0.0780402711 Long DBT NUSS AE N 2 2032-02-13 Fixed 4.625000000000 N N N N N N AL Sydbank A/S GP5DT10VX1QRQUKVBK64 YR7954617 100000 PA 120472.07 0.0787691693 Long DBT CORP DK N 2 2030-03-05 Variable 3.625000000000 N N N N N N Indonesia Treasury Bond N/A YS3288000 1166000000 PA 73188.35 0.0478532952 Long DBT NUSS ID N 2 2045-08-15 Fixed 7.125000000000 N N N N N N Indonesia Treasury Bond N/A YS3288018 470000000 PA 29389.75 0.0192161236 Long DBT NUSS ID N 2 2040-08-15 Fixed 7.125000000000 N N N N N N Asian Infrastructure Investment Bank N/A YS4731933 7500000 PA 80826.12 0.0528471564 Long DBT NUSS CN N 2 2035-01-14 Fixed 6.960000000000 N N N N N N Star Parent Inc. N/A 855170AA4 135000 PA USD 137020.28 0.0895890112 Long DBT CORP US N 2 2030-10-01 Fixed 9.000000000000 N N N N N N START II LTD STARR 2019 1 A 144A N/A 85573LAA9 63321.49 PA USD 63179.06 0.0413088450 Long ABS-O CORP BM N 2 2044-03-15 Fixed 4.089000000000 N N N N N N Stem Inc. N/A 85859NAA0 15000 PA USD 5889 0.0038504496 Long DBT CORP US N 2 2028-12-01 Fixed 0.500000000000 N N N N Y Stem, Inc. USD XXXX N N N Thailand Government Bond N/A YS7913462 2063000 PA 70622.86 0.0461758814 Long DBT NUSS TH N 2 2035-03-17 Fixed 2.410000000000 N N N N N N ANLLIAN Capital 2 Limited N/A YT5815691 200000 PA 236320.02 0.1545149150 Long DBT CORP HK N 2 2029-12-05 None 0.000000000000 N N N N N Anllian Capital 2 Ltd. EUR XXXX N N N INDIA GOVERNMENT BOND SR UNSECURED 10/34 6.79 N/A YU1897757 73920000 PA 814860.71 0.5327865721 Long DBT NUSS IN N 2 2034-10-07 Fixed 6.790000000000 N N N N N N Thailand Government Bond N/A YU3100713 352000 PA 12112.17 0.0079193922 Long DBT NUSS TH N 2 2045-06-17 Fixed 2.980000000000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630607 11230 NS USD 228979.7 0.1497155378 Long EP CORP US N 1 N N N Stonebriar ABF Issuer LLC N/A 86177CAA7 24000 PA USD 25232.02 0.0164976434 Long DBT CORP US N 2 2030-12-15 Fixed 8.125000000000 N N N N N N TURKIYE GOVERNMENT BOND BONDS 09/34 27.7 N/A YU3595706 1569000 PA 34891.27 0.0228132243 Long DBT NUSS TR N 2 2034-09-27 Fixed 27.700000000000 N N N N N N Asian Infrastructure Investment Bank N/A YU4754583 3300000 PA 36153.14 0.0236382823 Long DBT NUSS CN N 2 2034-10-23 Fixed 6.900000000000 N N N N N N ROMANIA GOVERNMENT BOND BONDS 04/35 6.75 N/A YV4876673 260000 PA 62355.04 0.0407700698 Long DBT NUSS RO N 2 2035-04-25 Fixed 6.750000000000 N N N N N N TURKIYE GOVERNMENT BOND BONDS 09/29 30 N/A YV8564630 2612000 PA 58115.13 0.0379978572 Long DBT NUSS TR N 2 2029-09-12 Fixed 30.000000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A N/A 864300AA6 54312.5 PA USD 54918.62 0.0359078588 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.028000000000 N N N N N N SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A N/A 864300AC2 79000 PA USD 80916.27 0.0529060999 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.268000000000 N N N N N N Sumitomo Mitsui Financial Group Inc. N/A 86562MEK2 170000 PA USD 170682.62 0.1115987149 Long DBT CORP JP N 2 2041-03-03 Variable 5.334000000000 N N N N N N Sunoco LP N/A 86765KAB5 5000 PA USD 5185.61 0.0033905468 Long DBT CORP US N 2 2029-05-01 Fixed 7.000000000000 N N N N N N Sunoco LP N/A 86765KAK5 10000 PA USD 9784.49 0.0063974675 Long DBT CORP US N 2 2030-05-01 Fixed 4.625000000000 N N N N N N ESC CB SUNNOVA ENERGY 02/28 2.625 N/A N/A 40000 PA USD 24 0.0000156921 Long DBT CORP US N 3 2028-02-15 None 0.000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 125000 PA USD 118016.86 0.0771638607 Long DBT CORP US N 2 2054-08-15 Fixed 5.400000000000 N N N N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Y1 320000 PA USD 311741.48 0.2038283015 Long DBT CORP US N 2 2065-11-15 Fixed 5.750000000000 N N N N N N ESC CB SUNNOVA ENERGY 12/26 0.25 N/A N/A 305000 PA USD 533.75 0.0003489858 Long DBT CORP US N 3 2026-12-01 None 0.000 N N N N N N Super Micro Computer Inc. 54930022CZO1N2UGVW07 86800UAE4 18000 PA USD 16167.6 0.0105709848 Long DBT CORP US N 2 2030-06-15 None 0.000000000000 N N N N Y Super Micro Computer, Inc. USD XXXX N N N SupplyOne Inc. N/A 86859CAN4 139648.24 PA USD 140128.63 0.0916213673 Long LON CORP US N 2 2031-04-21 Floating 7.173 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B400 3268 NS USD 85360.16 0.0558116823 Long EP CORP US N 1 N N N Meta Platforms Inc. BQ4BKCS1HXDV9HN80Z93 30303MAE2 170000 PA USD 166400.29 0.1087987665 Long DBT CORP US N 2 2055-11-15 Fixed 5.625000000000 N N N N N N FREDDIE MAC POOL FR 07/40 FIXED 5 S6XOOCT0IEG5ABCC6L87 3132CXYW6 44321.15 PA USD 45042.07 0.0294501990 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.000000000000 N N N N N N Fidelity National Information Services Inc. 6WQI0GK1PRFVBA061U48 31620MBU9 85000 PA USD 63147.48 0.0412881969 Long DBT CORP US N 2 2041-03-01 Fixed 3.100000000000 N N N N N N FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 2A D 144A N/A 32057JAG8 190000 PA USD 189758.62 0.1240713209 Long ABS-O CORP US N 2 2027-12-15 Fixed 1.660000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 335934AY1 200000 PA USD 200625.56 0.1311765349 Long DBT CORP CA N 2 2036-02-15 Fixed 6.375000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AS6 310000 PA USD 355260 0.2322823463 Long DBT CORP US N 2 2029-01-15 Fixed 3.625000000000 N N N N Y FirstEnergy Corp. USD XXXX N N N SYMPHONY CLO XXII LTD SYMP 2020 22A CR 144A N/A 87167GCP3 250000 PA USD 250055 0.1634953614 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.767630000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264A204 1807 NS USD 41470.65 0.0271150703 Long EP CORP US N 1 N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 87264A303 2314 NS USD 52365.82 0.0342387421 Long EP CORP US N 1 N N N Talos Production Inc. N/A 87485LAE4 10000 PA USD 10640.13 0.0069569171 Long DBT CORP US N 2 2031-02-01 Fixed 9.375000000000 N N N N N N AST SpaceMobile Inc. N/A 00217DAA8 2000 PA USD 6314 0.0041283306 Long DBT CORP US N 2 2032-03-01 Fixed 4.250000000000 N N N N Y AST SpaceMobile, Inc. USD XXXX N N N AST SpaceMobile Inc. N/A 00217DAE0 12000 PA USD 12480 0.0081598933 Long DBT CORP US N 2 2036-01-15 Fixed 2.000000000000 N N N N Y AST SpaceMobile, Inc. USD XXXX N N N Aaset 2021-2 Trust N/A 00258BAA2 159835.12 PA USD 153342.22 0.1002609093 Long ABS-O CORP US N 2 2047-01-15 Fixed 2.798000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YEH8 45000 PA USD 45277.48 0.0296041189 Long DBT CORP US N 2 2056-03-15 Fixed 5.550000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YEJ4 130000 PA USD 130865 0.0855644577 Long DBT CORP US N 2 2066-03-15 Fixed 5.650000000000 N N N N N N Acadia Healthcare Company Inc. 5493005CW985Y9D0NC11 00404AAP4 157000 PA USD 153774.03 0.1005432429 Long DBT CORP US N 2 2029-04-15 Fixed 5.000000000000 N N N N N Acadia Healthcare Company Inc. 5493005CW985Y9D0NC11 00404AAQ2 7000 PA USD 7226.44 0.0047249182 Long DBT CORP US N 2 2033-03-15 Fixed 7.375000000000 N N N N N ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6 N/A 00489LAH6 8000 PA USD 7466.48 0.0048818654 Long DBT CORP US N 2 2029-08-01 Fixed 6.000000000000 N N N N N N ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75 N/A 004961AA6 60000 PA USD 58844.89 0.0384750017 Long DBT CORP US N 2 2032-07-01 Fixed 6.750000000000 N N N N N N Advantage Energy Ltd. 549300WK5YRPOB2DTT64 00791PAA5 70000 PA 53938.05 0.0352667252 Long DBT CORP CA N 2 2029-06-30 Fixed 5.000000000000 N N N N N Advantage Energy, Ltd. CAD XXXX N N N Advanced Energy Industries Inc. 549300756XI3QLFT2U27 007973AE0 4000 PA USD 9922 0.0064873767 Long DBT CORP US N 2 2028-09-15 Fixed 2.500000000000 N N N N Y Advanced Energy Industries, Inc. USD XXXX N N N AeroVironment Inc. N/A 008073AA6 9000 PA USD 10305 0.0067377965 Long DBT CORP US N 2 2030-07-15 None 0.000000000000 N N N N Y AeroVironment, Inc. USD XXXX N N N Affirm Holdings Inc N/A 00827BAD8 5000 PA USD 4742 0.0031004979 Long DBT CORP US N 2 2029-12-15 Fixed 0.750000000000 N N N N Y Affirm Holdings, Inc. USD XXXX N N N Air Lease Corporation N/A 00912XBK9 65000 PA USD 64447.73 0.0421383492 Long DBT CORP US N 2 2026-12-15 Variable 4.125000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAW1 48000 PA USD 47971.14 0.0313653351 Long DBT CORP US N 2 2026-06-15 Variable 5.250000000000 N N N N N N Akamai Technologies Inc. OC1LZNN2LF5WTJ5RIL89 00971TAN1 5000 PA USD 5359 0.0035039157 Long DBT CORP US N 2 2029-02-15 Fixed 1.125000000000 N N N N Y Akamai Technologies, Inc. USD XXXX N N N ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75 N/A 01309QAD0 130000 PA USD 129353.61 0.0845762541 Long DBT CORP US N 2 2034-03-31 Fixed 5.750000000000 N N N N N N Alexandria Real Estate Equities Inc. MGCJBT4MKTQBVLNUIS88 015271BF5 65000 PA USD 65040.93 0.0425262057 Long DBT CORP US N 2 2036-03-15 Fixed 5.250000000000 N N N N N N Alibaba Group Holding Limited 5493001NTNQJDH60PM02 01609WBG6 28000 PA USD 43148 0.0282117848 Long DBT CORP HK N 2 2031-06-01 Fixed 0.500000000000 N N N N N Alibaba Group Holding, Ltd. USD XXXX N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NEQ0 120000 PA USD 122874.53 0.0803399880 Long DBT CORP US N 2 2055-05-15 Fixed 6.050000000000 N N N N N Compass Inc. N/A 20464UAA8 11000 PA USD 10492.25 0.0068602276 Long DBT CORP US N 2 2031-04-15 Fixed 0.250000000000 N N N N Y Compass, Inc. USD XXXX N N N Conagra Brands Inc. 54930035UDEIH090K650 205887CE0 110000 PA USD 98634.26 0.0644907880 Long DBT CORP US N 2 2048-11-01 Fixed 5.400000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A N/A 207942AB9 100000 PA USD 103851.42 0.0679019634 Long ABS-MBS USGSE US N 2 2043-06-25 Floating 6.767210000000 N N N N N N GNMA II TBA 30 YR 2.5 JUMBOS 549300M8ZYFG0OCMTT87 21H022630 1966000 PA USD 1734484.23 1.1340710085 Long ABS-MBS USGA US N 2 N/A Fixed 2.500000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H040632 450000 PA USD 432826.16 0.2829980183 Long ABS-MBS USGA US N 2 N/A Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H040632 -575000 PA USD -553055.64 -0.3616085731 Short ABS-MBS USGA US N 2 N/A Fixed 4.000000000000 N N N N N N GNMA II TBA 30 YR 4 JUMBOS 549300M8ZYFG0OCMTT87 21H040640 -275000 PA USD -264397.46 -0.1728730011 Short ABS-MBS USGA US N 2 N/A Fixed 4.000000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H042620 170000 PA USD 168148.02 0.1099414981 Long ABS-MBS USGA US N 2 N/A Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H042620 -170000 PA USD -168148.02 -0.1099414981 Short ABS-MBS USGA US N 2 N/A Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H042638 5000 PA USD 4939.48 0.0032296178 Long ABS-MBS USGA US N 2 N/A Fixed 4.500000000000 N N N N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC 1383.87 0.0009048262 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 29310.970000000000 USD 1625000.000000000000 EGP 2026-10-05 1383.870000000000 N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC 1283.08 0.0008389259 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 29411.760000000000 USD 1625000.000000000000 EGP 2026-10-05 1283.080000000000 N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC 246.63 0.0001612560 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 9197.940000000000 USD 500000.000000000000 EGP 2026-10-05 246.630000000000 N N N BOUGHT DOP/SOLD USD N/A N/A 1 NC 1338.27 0.0008750112 N/A DFE CORP DO N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 16899.220000000000 USD 1090000.000000000000 DOP 2026-05-29 1338.270000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 4024.04 0.0026310687 N/A DFE CORP TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 264794.990000000000 USD 8347000.000000000000 THB 2026-03-18 4024.040000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 205.3 0.0001342329 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 35268.350000000000 USD 30000.000000000000 EUR 2026-03-18 205.300000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -16300.58 -0.0106579321 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4076000.000000000000 ZAR 239396.460000000000 USD 2026-03-18 -16300.580000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 67.83 0.0000443498 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 22398.820000000000 USD 19000.000000000000 EUR 2026-03-18 67.830000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 35.53 0.0000232308 N/A DFE CORP DE N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 23613.570000000000 USD 20000.000000000000 EUR 2026-03-18 35.530000000000 N N N BOUGHT THB/SOLD USD N/A N/A 1 NC 24.36 0.0000159275 N/A DFE CORP TH N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 3196.190000000000 USD 100000.000000000000 THB 2026-03-18 24.360000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 96.9 0.0000633569 N/A DFE CORP DE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 18822.380000000000 USD 16000.000000000000 EUR 2026-03-18 96.900000000000 N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC -35.62 -0.0000232897 N/A DFE CORP EG N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 4921.740000000000 USD 250000.000000000000 EGP 2026-07-06 -35.620000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -301.28 -0.0001969882 N/A DFE CORP ZA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 130000.000000000000 ZAR 7853.920000000000 USD 2026-03-18 -301.280000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -1275.31 -0.0008338456 N/A DFE CORP ZA N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 500000.000000000000 ZAR 30090.860000000000 USD 2026-03-18 -1275.310000000000 N N N SOLD ZAR/BOUGHT USD N/A N/A 1 NC USD -7.74 -0.0000050607 N/A DFE CORP ZA N 2 HSBC BANK PLC 1IE8VN30JCEQV1H4R804 3000.000000000000 ZAR 180.460000000000 USD 2026-03-18 -7.740000000000 N N N BOUGHT DOP/SOLD USD N/A N/A 1 NC 1951.61 0.0012760360 N/A DFE CORP DO N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 21974.640000000000 USD 1430000.000000000000 DOP 2026-07-13 1951.610000000000 N N N SOLD PHP/BOUGHT USD N/A N/A 1 NC USD -1001.49 -0.0006548118 N/A DFE CORP PH N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 1770000.000000000000 PHP 29668.120000000000 USD 2026-03-18 -1001.490000000000 N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC -242.97 -0.0001588629 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 20224.720000000000 USD 1026000.000000000000 EGP 2026-07-15 -242.970000000000 N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC -502.21 -0.0003283638 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 35520.090000000000 USD 1803000.000000000000 EGP 2026-07-22 -502.210000000000 N N N BOUGHT PHP/SOLD USD N/A N/A 1 NC 689.94 0.0004511087 N/A DFE CORP PH N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 29979.670000000000 USD 1770000.000000000000 PHP 2026-03-18 689.940000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -111.42 -0.0000728506 N/A DFE CORP SG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 40000.000000000000 SGD 31545.290000000000 USD 2026-03-18 -111.420000000000 N N N BOUGHT EGP/SOLD USD N/A N/A 1 NC -750.04 -0.0004904044 N/A DFE CORP EG N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 26004.960000000000 USD 1310000.000000000000 EGP 2026-08-10 -750.040000000000 N N N SOLD EGP/BOUGHT USD N/A N/A 1 NC USD 372.19 0.0002433518 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 520000.000000000000 EGP 10471.630000000000 USD 2026-07-22 372.190000000000 N N N SOLD EGP/BOUGHT USD N/A N/A 1 NC USD 723.98 0.0004733653 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1026000.000000000000 EGP 20705.730000000000 USD 2026-07-15 723.980000000000 N N N SOLD PEN/BOUGHT USD N/A N/A 1 NC USD -23.57 -0.0000154110 N/A DFE CORP PE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 405000.000000000000 PEN 120661.400000000000 USD 2026-03-18 -23.570000000000 N N N SOLD EGP/BOUGHT USD N/A N/A 1 NC USD 184.39 0.0001205611 N/A DFE CORP EG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 250000.000000000000 EGP 5070.510000000000 USD 2026-07-06 184.390000000000 N N N SOLD EGP/BOUGHT USD N/A N/A 1 NC USD 281.81 0.0001842580 N/A DFE CORP EG N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 642000.000000000000 EGP 12750.740000000000 USD 2026-07-22 281.810000000000 N N N BOUGHT PHP/SOLD USD N/A N/A 1 NC 124.86 0.0000816382 N/A DFE CORP PH N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 31584.400000000000 USD 1830000.000000000000 PHP 2026-03-18 124.860000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -7.06 -0.0000046161 N/A DFE CORP SG N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 40000.000000000000 SGD 31649.650000000000 USD 2026-03-18 -7.060000000000 N N N SOLD EGP/BOUGHT USD N/A N/A 1 NC USD 191.27 0.0001250595 N/A DFE CORP EG N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 415000.000000000000 EGP 8191.870000000000 USD 2026-08-10 191.270000000000 N N N BOUGHT PHP/SOLD USD N/A N/A 1 NC 7474.9 0.0048873707 N/A DFE CORP PH N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 1055383.560000000000 USD 61360000.000000000000 PHP 2026-03-31 7474.900000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC 95.47 0.0000624219 N/A DFE CORP PE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 28213.350000000000 USD 95000.000000000000 PEN 2026-03-18 95.470000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 50 0.0000326919 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 18142.380000000000 USD 290000.000000000000 ZAR 2026-03-18 50.000000000000 N N N SOLD PEN/BOUGHT USD N/A N/A 1 NC USD -98.39 -0.0000643311 N/A DFE CORP PE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 170000.000000000000 PEN 50548.600000000000 USD 2026-03-31 -98.390000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -789.58 -0.0005162571 N/A DFE CORP SG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1840000.000000000000 SGD 1456768.030000000000 USD 2026-03-31 -789.580000000000 N N N SOLD SGD/BOUGHT USD N/A N/A 1 NC USD -62.86 -0.0000411002 N/A DFE CORP SG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 40000.000000000000 SGD 31593.850000000000 USD 2026-03-18 -62.860000000000 N N N SOLD PHP/BOUGHT USD N/A N/A 1 NC USD 34.02 0.0000222436 N/A DFE CORP PH N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 1830000.000000000000 PHP 31743.280000000000 USD 2026-03-18 34.020000000000 N N N Humana Inc. N/A 444859CD2 180000 PA USD 183165.07 0.1197602100 Long DBT CORP US N 2 2035-05-01 Fixed 5.550000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F050635 -1325000 PA USD -1331003.84 -0.8702603581 Short ABS-MBS USGSE US N 2 N/A Fixed 5.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F052433 625000 PA USD 641333 0.4193276304 Long ABS-MBS USGSE US N 2 N/A Fixed 5.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F052631 491000 PA USD 498902.06 0.3262009262 Long ABS-MBS USGSE US N 2 N/A Fixed 5.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F052631 -625000 PA USD -635058.63 -0.4152252114 Short ABS-MBS USGSE US N 2 N/A Fixed 5.500000000000 N N N N N N Etsy Inc. 54930089Q7XT501AEA40 29786AAL0 225000 PA USD 209700 0.1371097450 Long DBT CORP US N 2 2027-09-01 Fixed 0.125000000000 N N N N Y Etsy, Inc. USD XXXX N N Etsy Inc. 54930089Q7XT501AEA40 29786AAP1 31000 PA USD 31443.3 0.0205588119 Long DBT CORP US N 2 2030-06-15 Fixed 1.000000000000 N N N N Y Etsy, Inc. USD XXXX N N N Euronet Worldwide Inc. YG3575C4DSHJPA5KET68 298736AM1 22000 PA USD 19552.5 0.0127841597 Long DBT CORP US N 2 2030-10-01 Fixed 0.625000000000 N N N N Y Euronet Worldwide, Inc. USD XXXX N N N EUSHI Finance Inc. N/A 29882DAB9 60000 PA USD 63341.1 0.0414147929 Long DBT CORP US N 2 2054-12-15 Variable 7.625000000000 N N N N N N Evergy Inc. N/A 30034WAD8 5000 PA USD 6832.5 0.0044673454 Long DBT CORP US N 2 2027-12-15 Fixed 4.500000000000 N N N N Y Evergy, Inc. USD XXXX N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBC1 205000 PA USD 205934.73 0.1346478699 Long DBT CORP US N 2 2056-08-15 Variable 6.100000000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WBD9 205000 PA USD 206306.66 0.1348910517 Long DBT CORP US N 2 2056-08-15 Variable 6.350000000000 N N N N N N BOUGHT VND/SOLD USD N/A N/A 1 NC 2807.06 0.0018353614 N/A DFE CORP VN N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 181523.780000000000 USD 4831800000.000000000000 VND 2026-04-29 2807.060000000000 N N N BOUGHT NGN/SOLD USD N/A N/A 1 NC 2284.19 0.0014934893 N/A DFE CORP NG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 28076.820000000000 USD 43126000.000000000000 NGN 2026-06-08 2284.190000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 517.62 0.0003384394 N/A DFE CORP ZA N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 8892.230000000000 USD 150000.000000000000 ZAR 2026-03-18 517.620000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -341.05 -0.0002229913 N/A DFE CORP IN N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 45233.360000000000 USD 4090000.000000000000 INR 2026-03-18 -341.050000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 298.24 0.0001950005 N/A DFE CORP DE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 23350.860000000000 USD 20000.000000000000 EUR 2026-03-18 298.240000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 275.5 0.0001801323 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 18643.780000000000 USD 16000.000000000000 EUR 2026-03-18 275.500000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 653.07 0.0004270017 N/A DFE CORP DE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 46645.130000000000 USD 40000.000000000000 EUR 2026-03-18 653.070000000000 N N N BOUGHT EUR/SOLD USD N/A N/A 1 NC 215.28 0.0001407582 N/A DFE CORP DE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 29346.100000000000 USD 25000.000000000000 EUR 2026-03-18 215.280000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC 747.23 0.0004885671 N/A DFE CORP IN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 64341.130000000000 USD 5930000.000000000000 INR 2026-03-18 747.230000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -402.37 -0.0002630846 N/A DFE CORP IN N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 47489.900000000000 USD 4290000.000000000000 INR 2026-03-18 -402.370000000000 N N N SOLD NGN/BOUGHT USD N/A N/A 1 NC USD 116.82 0.0000763813 N/A DFE CORP NG N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 13456000.000000000000 NGN 9589.940000000000 USD 2026-06-08 116.820000000000 N N N BOUGHT INR/SOLD USD N/A N/A 1 NC -554.76 -0.0003627229 N/A DFE CORP IN N 2 STATE STREET BANK AND TRUST COMPANY 571474TGEMMWANRLN572 173911.510000000000 USD 15794000.000000000000 INR 2026-03-18 -554.760000000000 N N N SOLD VND/BOUGHT USD N/A N/A 1 NC USD 300.42 0.0001964259 N/A DFE CORP VN N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 4831800000.000000000000 VND 184631.260000000000 USD 2026-04-29 300.420000000000 N N N SOLD UYU/BOUGHT USD N/A N/A 1 NC USD -1.07 -0.0000006996 N/A DFE CORP UY N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 160000.000000000000 UYU 4153.690000000000 USD 2026-03-31 -1.070000000000 N N N Spar Nord Bank A/S 549300DHT635Q5P8J715 YV8693561 100000 PA 122343.31 0.0799926564 Long DBT CORP DK N 2 2030-10-01 Variable 4.125000000000 N N N N N N FINANCE DEPARTMENT GOVERNMENT SR UNSECURED REGS 01/31 4.625 N/A YW2597022 100000 PA 119457.96 0.0781061060 Long DBT NUSS AE N 2 2031-01-17 Fixed 4.625000000000 N N N N N N Saudi Arabian Oil Company N/A YW2870692 200000 PA USD 194858.8 0.1274060104 Long DBT CORP SA N 2 2054-07-17 Fixed 5.750000000000 N N N N N N COLOMBIAN TES BONDS 07/46 11.5 N/A YW3418426 4267000000 PA 953944.88 0.6237250322 Long DBT NUSS CO N 2 2046-07-25 Fixed 11.500000000000 N N N N N N European Bank for Reconstruction and Development 549300HTGDOVDU6OGK19 YW6048055 4400000 PA 48008.79 0.0313899521 Long DBT NUSS GB N 2 2031-07-30 Fixed 6.875000000000 N N N N N N UBS Switzerland AG N/A YX0680265 100000 PA 120375.95 0.0787063224 Long DBT CORP CH N 2 2031-06-21 Fixed 3.146000000000 N N N N N N BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/40 6.2 N/A YX3235695 15000000 PA 19119.53 0.0125010676 Long DBT NUSS CL N 2 2040-10-01 Fixed 6.200000000000 N N N N N N MEXICAN BONOS BONDS 05/33 7.5 N/A ZN7935812 298400 PA 16521.68 0.0108024956 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.500000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H042638 -5000 PA USD -4939.48 -0.0032296178 Short ABS-MBS USGA US N 2 N/A Fixed 4.500000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H050631 280000 PA USD 280984.37 0.1837181465 Long ABS-MBS USGA US N 2 N/A Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H050631 -275000 PA USD -275966.79 -0.1804374640 Short ABS-MBS USGA US N 2 N/A Fixed 5.000000000000 N N N N N N GINNIE MAE II POOL MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H052637 510000 PA USD 516566.71 0.3377507386 Long ABS-MBS USGA US N 2 N/A Fixed 5.500000000000 N N N N N N GNMA II TBA 30 YR 5.5 JUMBOS 549300M8ZYFG0OCMTT87 21H052645 225000 PA USD 227659.77 0.1488525179 Long ABS-MBS USGA US N 2 N/A Fixed 5.500000000000 N N N N N N Cougar JV Subsidiary LLC N/A 22208WAA1 16000 PA USD 17040.74 0.0111418766 Long DBT CORP US N 2 2032-05-15 Fixed 8.000000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CT2 65000 PA USD 56738.11 0.0370975097 Long DBT CORP US N 2 2053-12-15 Fixed 5.800000000000 N N N N N N Cox Communications Inc. 5493001NEDZNIFRP2R92 224044CV7 140000 PA USD 125522.77 0.0820715069 Long DBT CORP US N 2 2054-09-01 Fixed 5.950000000000 N N N N N N Cracker Barrel Old Country Store Inc. 8P4PHQIUWPIECBFBW745 22410JAC0 240000 PA USD 195600 0.1278906348 Long DBT CORP US N 2 2030-09-15 Fixed 1.750000000000 N N N N Y Cracker Barrel Old Country Store, Inc. USD XXXX N N N Crocs Inc. 549300B0J6YCXD63OG72 22704NAF9 50000 PA USD 50187.5 0.0328144746 Long LON CORP US N 2 2029-02-19 Floating 5.922 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331792 2125 NS USD 53231.25 0.0348045928 Long EP CORP US N 1 N N N DATABANK ISSUER COLO 2021 2A A2 144A N/A 23802WAG6 45000 PA USD 44323 0.0289800440 Long ABS-O CORP US N 2 2051-10-25 Fixed 2.400000000000 N N N N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC 54.77 0.0000358107 N/A DFE CORP PE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 10374.800000000000 USD 35000.000000000000 PEN 2026-03-18 54.770000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC 164.18 0.0001073471 N/A DFE CORP PE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 34104.390000000000 USD 115000.000000000000 PEN 2026-03-18 164.180000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC -28.26 -0.0000184775 N/A DFE CORP PE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 37276.710000000000 USD 125000.000000000000 PEN 2026-03-18 -28.260000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC -60.87 -0.0000397991 N/A DFE CORP PE N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 13470.310000000000 USD 45000.000000000000 PEN 2026-03-18 -60.870000000000 N N N BOUGHT ZAR/SOLD USD N/A N/A 1 NC 55.79 0.0000364776 N/A DFE CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 18763.910000000000 USD 300000.000000000000 ZAR 2026-03-18 55.790000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC 136.46 0.0000892227 N/A DFE CORP PE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 35622.050000000000 USD 120000.000000000000 PEN 2026-03-18 136.460000000000 N N N BOUGHT PEN/SOLD USD N/A N/A 1 NC -43.71 -0.0000285792 N/A DFE CORP PE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 55469.400000000000 USD 186000.000000000000 PEN 2026-03-18 -43.710000000000 N N N CDS CDX.NA.HY.45 R 500 20301220 N/A N/A 173250 PA USD 11723.5 0.0076652651 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.HY.45 2I65BRAD7 Y Selling protection on reference asset 2030-12-20 11245.040000000000 USD 0.000000000000 USD 173250 USD 478.46 N N N CDS Abu Dhabi P 100 20301220 N/A N/A 2230000 PA USD -65948.24 -0.0431194391 N/A DCR CORP AE N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Abu Dhabi Abu Dhabi Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 69234.370000000000 USD 2230000 USD 3286.13 N N N CDS Barclays PLC P 100 20310620 N/A N/A 105000 PA 1288.37 0.0008423848 N/A DCR CORP GB N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 Barclays PLC Barclays PLC Y Buying protection on reference asset 2031-06-20 729.920000000000 USD 0.000000000000 USD 105000 EUR 558.45 N N N CDS BNP PARIBAS P 100 20301220 N/A N/A 150000 PA -806.37 -0.0005272350 N/A DCR CORP FR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BNP Paribas SA BNP Paribas SA Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 806.680000000000 USD 150000 EUR 0.31 N N N CDS Republic of Chile P 100 20301220 N/A N/A 2005000 PA USD -47180.26 -0.0308482280 N/A DCR CORP CL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Republic of Chile Republic of Chile Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 39681.020000000000 USD 2005000 USD -7499.24 N N N CDS Republic of Chile P 100 20301220 N/A N/A 250000 PA USD -5882.83 -0.0038464155 N/A DCR CORP CL N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Republic of Chile Republic of Chile Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 5423.520000000000 USD 250000 USD -459.31 N N N CDS Republic of Indonesia P 100 20301220 N/A N/A 1775000 PA USD -12384 -0.0080971249 N/A DCR CORP ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Republic of Indonesia Republic of Indonesia Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 14216.380000000000 USD 1775000 USD 1832.38 N N N CDS United Mexican States P 100 20301220 N/A N/A 255000 PA USD -1116.8 -0.0007302058 N/A DCR CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 United Mexican States United Mexican States Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 1218.430000000000 USD 255000 USD 101.63 N N N CDS United Mexican States P 100 20301220 N/A N/A 255000 PA USD -1116.8 -0.0007302058 N/A DCR CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 United Mexican States United Mexican States Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 662.810000000000 USD 255000 USD -453.99 N N N CDS United Mexican States P 100 20301220 N/A N/A 255000 PA USD -1116.8 -0.0007302058 N/A DCR CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 United Mexican States United Mexican States Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 995.030000000000 USD 255000 USD -121.77 N N N IRS NOK R 4.13 20260318-20310318 N/A N/A 53200000 PA -18119.21 -0.0118470208 N/A DIR CORP NO N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 0.000000000000 USD 9201.360000000000 USD 53200000 NOK -8917.85 N N N IRS NOK R 4.22 20260318-20360318 N/A N/A 15080000 PA 4595.55 0.0030047434 N/A DIR CORP NO N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 2051.770000000000 USD 0.000000000000 USD 15080000 NOK 2543.78 N N N IRS USD R 3.89 20260318-20360318 N/A N/A 1780000 PA USD 53007.51 0.0346583032 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 0.000000000000 USD 875.270000000000 USD 1780000 USD 53882.78 N N N IRS USD R 3.97 20251217-20551217 N/A N/A 2330000 PA USD 28145.93 0.0184028674 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2055-12-17 0.000000000000 USD 2778.000000000000 USD 2330000 USD 30923.93 N N N CDS CDX.EM.44 P 100 20301220 N/A N/A 4715000 PA USD 70725.94 0.0462432790 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.EM.44 2I65BZFI8 Y Buying protection on reference asset 2030-12-20 108752.340000000000 USD 0.000000000000 USD 4715000 USD -38026.4 N N N CDS CDX.NA.HY.45 P 500 20301220 N/A N/A 2718911.25 PA USD -183983.56 -0.1202953696 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.HY.45 2I65BRAD7 Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 219178.200000000000 USD 2718911.25 USD 35194.64 N N N CDS CDX.NA.IG.45 P 100 20301220 N/A N/A 13985000 PA USD -271646.04 -0.1776123952 N/A DCR CORP US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 CDX.NA.IG.45 2I65BYEI2 Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 299907.970000000000 USD 13985000 USD 28261.93 N N N CDS Federative Republic of Brazil P 100 20301220 N/A N/A 260000 PA USD 3597.36 0.0023520892 N/A DCR CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Federative Republic of Brazil Federative Republic of Brazil Y Buying protection on reference asset 2030-12-20 2917.570000000000 USD 0.000000000000 USD 260000 USD 679.79 N N N CDS Federative Republic of Brazil P 100 20301220 N/A N/A 260000 PA USD 3597.36 0.0023520892 N/A DCR CORP BR N 2 Bank of America Corporation B4TYDEB6GKMZO031MB27 Federative Republic of Brazil Federative Republic of Brazil Y Buying protection on reference asset 2030-12-20 3148.840000000000 USD 0.000000000000 USD 260000 USD 448.52 N N N CDS Federative Republic of Brazil P 100 20301220 N/A N/A 260000 PA USD 3597.33 0.0023520696 N/A DCR CORP BR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Federative Republic of Brazil Federative Republic of Brazil Y Buying protection on reference asset 2030-12-20 4112.610000000000 USD 0.000000000000 USD 260000 USD -515.28 N N N CDS Federative Republic of Brazil P 100 20301220 N/A N/A 260000 PA USD 3597.33 0.0023520696 N/A DCR CORP BR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Federative Republic of Brazil Federative Republic of Brazil Y Buying protection on reference asset 2030-12-20 4162.800000000000 USD 0.000000000000 USD 260000 USD -565.47 N N N CDS Federative Republic of Brazil P 100 20301220 N/A N/A 1305000 PA USD 18055.85 0.0118055937 N/A DCR CORP BR N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Federative Republic of Brazil Federative Republic of Brazil Y Buying protection on reference asset 2030-12-20 24232.200000000000 USD 0.000000000000 USD 1305000 USD -6176.35 N N N CDS Federative Republic of Brazil P 100 20301220 N/A N/A 260000 PA USD 3597.33 0.0023520696 N/A DCR CORP BR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Federative Republic of Brazil Federative Republic of Brazil Y Buying protection on reference asset 2030-12-20 4556.370000000000 USD 0.000000000000 USD 260000 USD -959.04 N N N CDS iTraxx Europe Crossover Series 44 Version 1 P 500 20301220 N/A N/A 4110000 PA -487506.87 -0.3187503225 N/A DCR CORP DE N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 iTraxx Europe Crossover Series 44 Version 1 2I667KMH8 Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 505051.900000000000 USD 4110000 EUR 17545.03 N N N CDS iTraxx Europe Series 44 Version 1 P 100 20301220 N/A N/A 8590000 PA -205071.52 -0.1340834707 N/A DCR CORP DE N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 iTraxx Europe Series 44 Version 1 2I666VDM4 Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 243888.720000000000 USD 8590000 EUR 38817.2 N N N CDS iTraxx Europe Sub Financials Series 44 Version 1 P 100 20301220 N/A N/A 5260000 PA 3642.12 0.0023813550 N/A DCR CORP DE N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 iTraxx Europe Sub Financials Series 44 Version 1 2I667ECJ9 Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 6964.340000000000 USD 5260000 EUR 10606.46 N N N CDS Malaysia P 100 20301220 N/A N/A 1740000 PA USD -45139.6 -0.0295139678 N/A DCR CORP MY N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Malaysia Malaysia Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 42935.660000000000 USD 1740000 USD -2203.94 N N N CDS Malaysia P 100 20301220 N/A N/A 250000 PA USD -6485.58 -0.0042405161 N/A DCR CORP MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Malaysia Malaysia Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 6891.470000000000 USD 250000 USD 405.89 N N N CDS People's Republic of China P 100 20301220 N/A N/A 1985000 PA USD -48798.05 -0.0319060000 N/A DCR CORP CN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 People's Republic of China People's Republic of China Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 51911.050000000000 USD 1985000 USD 3113 N N N CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220 N/A N/A 255000 PA USD 4507.71 0.0029473103 N/A DCR CORP BR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Petroleo Brasileiro SA Petroleo Brasileiro SA Y Buying protection on reference asset 2030-12-20 5900.350000000000 USD 0.000000000000 USD 255000 USD -1392.64 N N N CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220 N/A N/A 260000 PA USD 4596.1 0.0030051030 N/A DCR CORP BR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Petroleo Brasileiro SA Petroleo Brasileiro SA Y Buying protection on reference asset 2030-12-20 4556.470000000000 USD 0.000000000000 USD 260000 USD 39.63 N N N CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220 N/A N/A 1575000 PA USD 27841.75 0.0182039830 N/A DCR CORP BR N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Petroleo Brasileiro SA Petroleo Brasileiro SA Y Buying protection on reference asset 2030-12-20 41514.970000000000 USD 0.000000000000 USD 1575000 USD -13673.22 N N N CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20301220 N/A N/A 260000 PA USD 4596.1 0.0030051030 N/A DCR CORP BR N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Petroleo Brasileiro SA Petroleo Brasileiro SA Y Buying protection on reference asset 2030-12-20 6355.160000000000 USD 0.000000000000 USD 260000 USD -1759.06 N N N CDS Republic of Indonesia P 100 20301220 N/A N/A 250000 PA USD -1744.23 -0.0011404432 N/A DCR CORP ID N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Republic of Indonesia Republic of Indonesia Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 2762.140000000000 USD 250000 USD 1017.91 N N N CDS Republic of Indonesia P 100 20301220 N/A N/A 255000 PA USD -1779.11 -0.0011632490 N/A DCR CORP ID N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 Republic of Indonesia Republic of Indonesia Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 2860.370000000000 USD 255000 USD 1081.26 N N N CDS Republic of Panama P 100 20301220 N/A N/A 2100000 PA USD 10965.15 0.0071694274 N/A DCR CORP PA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Republic of Panama Republic of Panama Y Buying protection on reference asset 2030-12-20 55353.260000000000 USD 0.000000000000 USD 2100000 USD -44388.11 N N N CDS Republic of Panama P 100 20301220 N/A N/A 260000 PA USD 1357.59 0.0008876434 N/A DCR CORP PA N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Republic of Panama Republic of Panama Y Buying protection on reference asset 2030-12-20 4616.610000000000 USD 0.000000000000 USD 260000 USD -3259.02 N N N CDS Republic of Panama P 100 20301220 N/A N/A 260000 PA USD 1357.59 0.0008876434 N/A DCR CORP PA N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Republic of Panama Republic of Panama Y Buying protection on reference asset 2030-12-20 3760.960000000000 USD 0.000000000000 USD 260000 USD -2403.37 N N N CDS Republic of Panama P 100 20301220 N/A N/A 260000 PA USD 1357.59 0.0008876434 N/A DCR CORP PA N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Republic of Panama Republic of Panama Y Buying protection on reference asset 2030-12-20 3344.490000000000 USD 0.000000000000 USD 260000 USD -1986.9 N N N CDS Republic of Panama P 100 20301220 N/A N/A 260000 PA USD 1357.59 0.0008876434 N/A DCR CORP PA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Republic of Panama Republic of Panama Y Buying protection on reference asset 2030-12-20 3228.280000000000 USD 0.000000000000 USD 260000 USD -1870.69 N N N CDS Republic of Panama P 100 20301220 N/A N/A 260000 PA USD 1357.59 0.0008876434 N/A DCR CORP PA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Republic of Panama Republic of Panama Y Buying protection on reference asset 2030-12-20 3151.160000000000 USD 0.000000000000 USD 260000 USD -1793.57 N N N CDS Republic of Peru P 100 20301220 N/A N/A 240000 PA USD -3173.59 -0.0020750125 N/A DCR CORP PE N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Republic of Peru Republic of Peru Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 3509.790000000000 USD 240000 USD 336.2 N N N CDS Republic of Peru P 100 20301220 N/A N/A 250000 PA USD -3305.83 -0.0021614760 N/A DCR CORP PE N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 Republic of Peru Republic of Peru Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 3876.590000000000 USD 250000 USD 570.76 N N N CDS Republic of Peru P 100 20301220 N/A N/A 250000 PA USD -3305.83 -0.0021614760 N/A DCR CORP PE N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 Republic of Peru Republic of Peru Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 3712.910000000000 USD 250000 USD 407.08 N N N CDS Republic of Peru P 100 20301220 N/A N/A 2020000 PA USD -26711.07 -0.0174647019 N/A DCR CORP PE N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Republic of Peru Republic of Peru Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 27410.890000000000 USD 2020000 USD 699.82 N N N CDS Republic of South Africa P 100 20301220 N/A N/A 260000 PA USD 4707.2 0.0030777444 N/A DCR CORP ZA N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Republic of South Africa Republic of South Africa Y Buying protection on reference asset 2030-12-20 5585.990000000000 USD 0.000000000000 USD 260000 USD -878.79 N N N CDS Republic of South Africa P 100 20301220 N/A N/A 260000 PA USD 4707.2 0.0030777444 N/A DCR CORP ZA N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Republic of South Africa Republic of South Africa Y Buying protection on reference asset 2030-12-20 4772.240000000000 USD 0.000000000000 USD 260000 USD -65.04 N N N CDS Republic of South Africa P 100 20301220 N/A N/A 2895000 PA USD 52412.82 0.0342694725 N/A DCR CORP ZA N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Republic of South Africa Republic of South Africa Y Buying protection on reference asset 2030-12-20 84548.700000000000 USD 0.000000000000 USD 2895000 USD -32135.88 N N N CDS Republic of South Africa P 100 20301220 N/A N/A 260000 PA USD 4707.2 0.0030777444 N/A DCR CORP ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Republic of South Africa Republic of South Africa Y Buying protection on reference asset 2030-12-20 5622.050000000000 USD 0.000000000000 USD 260000 USD -914.85 N N N CDS Republic of the Philippines P 100 20301220 N/A N/A 250000 PA USD -4066.93 -0.0026591118 N/A DCR CORP PH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Republic of the Philippines Republic of the Philippines Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 4397.750000000000 USD 250000 USD 330.82 N N N CDS Republic of the Philippines P 100 20301220 N/A N/A 500000 PA USD -8133.85 -0.0053182170 N/A DCR CORP PH N 2 Bank of America Corporation B4TYDEB6GKMZO031MB27 Republic of the Philippines Republic of the Philippines Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 9008.010000000000 USD 500000 USD 874.16 N N N CDS Republic of the Philippines P 100 20301220 N/A N/A 250000 PA USD -4066.93 -0.0026591118 N/A DCR CORP PH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Republic of the Philippines Republic of the Philippines Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 4417.700000000000 USD 250000 USD 350.77 N N N CDS State of Qatar P 100 20301220 N/A N/A 2475000 PA USD -75641.69 -0.0494573812 N/A DCR CORP QA N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 State of Qatar State of Qatar Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 76840.820000000000 USD 2475000 USD 1199.13 N N N CDS United Mexican States P 100 20301220 N/A N/A 1410000 PA USD -6175.24 -0.0040376041 N/A DCR CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 United Mexican States United Mexican States Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 5807.820000000000 USD 1410000 USD -367.42 N N N CDS United Mexican States P 100 20301220 N/A N/A 255000 PA USD -1116.8 -0.0007302058 N/A DCR CORP MX N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 United Mexican States United Mexican States Y Buying protection on reference asset 2030-12-20 0.000000000000 USD 886.240000000000 USD 255000 USD -230.56 N N N TRS P IBOXHY R 3M USD 20260320 N/A N/A 1225000 PA USD -24926.3 -0.0162977522 N/A DIR CORP US N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 iBoxx USD Liquid High Yield Index IBOXHY Y Return on reference asset 2026-03-20 0.000000000000 USD 0.000000000000 USD 1225000 USD -24926.3 N N N TRS P IBOXHY R 3M USD 20260320 N/A N/A 12975000 PA USD -271527.83 -0.1775351051 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid High Yield Index IBOXHY Y Return on reference asset 2026-03-20 0.000000000000 USD 0.000000000000 USD 12975000 USD -271527.83 N N N TRS P IBOXHY R 3M USD 20260620 N/A N/A 620000 PA USD -6333.3 -0.0041409497 N/A DIR CORP US N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 iBoxx USD Liquid High Yield Index IBOXHY Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 620000 USD -6333.3 N N N TRS P IBOXHY R 3M USD 20260620 N/A N/A 1635000 PA USD -18357.78 -0.0120030068 N/A DIR CORP US N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 iBoxx USD Liquid High Yield Index IBOXHY Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 1635000 USD -18357.78 N N N TRS P IBOXHY R 3M USD 20260620 N/A N/A 1615000 PA USD -18759.84 -0.0122658888 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid High Yield Index IBOXHY Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 1615000 USD -18759.84 N N N TRS P IBOXHY R 3M USD 20260620 N/A N/A 1025000 PA USD -10470.38 -0.0068459281 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid High Yield Index IBOXHY Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 1025000 USD -10470.38 N N N TRS P IBOXIG R 3M USD 20260320 N/A N/A 3940000 PA USD -59316.7 -0.0387834888 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid Investment Grade Index IBOXIG Y Return on reference asset 2026-03-20 0.000000000000 USD 0.000000000000 USD 3940000 USD -59316.7 N N N TRS R IBXXLLTR P 3M USD 20260620 N/A N/A 515000 PA USD -7768.77 -0.0050795139 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid Leveraged Loan Index IBXXLLTR Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 515000 USD -7768.77 N N N TRS R IBXXLLTR P 3M USD 20260620 N/A N/A 1030000 PA USD -21257.14 -0.0138987174 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid Leveraged Loan Index IBXXLLTR Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 1030000 USD -21257.14 N N N TRS R IBXXLLTR P 3M USD 20260620 N/A N/A 510000 PA USD -4383.45 -0.0028660644 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 iBoxx USD Liquid Leveraged Loan Index IBXXLLTR Y Return on reference asset 2026-06-20 0.000000000000 USD 0.000000000000 USD 510000 USD -4383.45 N N N IRS AUD R 4.18 20251217-20301217 N/A N/A 2540000 PA -21287.82 -0.0139187772 N/A DIR CORP AU N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2030-12-17 0.000000000000 USD 0.000000000000 USD 2540000 AUD -21287.82 N N N IRS AUD R 4.22 20260318-20280318 N/A N/A 17840000 PA 5847.7 0.0038234461 N/A DIR CORP AU N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2028-03-18 0.000000000000 USD 23073.040000000000 USD 17840000 AUD 28920.74 N N N IRS AUD R 4.88 20260318-20360318 N/A N/A 6964000 PA 66099.73 0.0432184889 N/A DIR CORP AU N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 7853.460000000000 USD 0.000000000000 USD 6964000 AUD 58246.27 N N N IRS AUD R 4.97 20260318-20560318 N/A N/A 5748000 PA 67444 0.0440974232 N/A DIR CORP AU N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2056-03-18 20583.070000000000 USD 0.000000000000 USD 5748000 AUD 46860.93 N N N IRS KRW R 3.16 20260318-20310318 N/A N/A 7145390000 PA -13373.83 -0.0087443129 N/A DIR CORP KR N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 0.000000000000 USD 43169.460000000000 USD 7145390000 KRW 29795.63 N N N IRS KRW R 3.44 20260318-20310318 N/A N/A 2359360000 PA 16935.89 0.0110733217 N/A DIR CORP KR N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 2346.500000000000 USD 0.000000000000 USD 2359360000 KRW 14589.39 N N N IRS NOK R 3.91 20251217-20301217 N/A N/A 29070000 PA -38914.29 -0.0254436260 N/A DIR CORP NO N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2030-12-17 0.000000000000 USD 0.000000000000 USD 29070000 NOK -38914.29 N N N IRS NOK R 4.06 20251217-20271217 N/A N/A 38100000 PA -21486.47 -0.0140486620 N/A DIR CORP NO N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2027-12-17 1282.980000000000 USD 0.000000000000 USD 38100000 NOK -22769.45 N N N IRS USD R 4.78 20360319-20460319 N/A N/A 2670000 PA USD 54234.91 0.0354608235 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2046-03-19 3248.740000000000 USD 0.000000000000 USD 2670000 USD 50986.17 N N N IRS CHF P 0.94 20310319-20360319 N/A N/A 1175000 PA -14178.71 -0.0092705737 N/A DIR CORP CH N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-19 0.000000000000 USD 0.000000000000 USD 1175000 CHF -14178.71 N N N IRS CHF P 0.95 20310319-20360319 N/A N/A 1180000 PA -15392.41 -0.0100641364 N/A DIR CORP CH N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-19 0.000000000000 USD 0.000000000000 USD 1180000 CHF -15392.41 N N N IRS CHF P 0.96 20310319-20360319 N/A N/A 1140000 PA -15831.15 -0.0103510011 N/A DIR CORP CH N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-19 0.000000000000 USD 0.000000000000 USD 1140000 CHF -15831.15 N N N IRS CNY P 1.5725 20250618-20300618 N/A N/A 18580000 PA -3750.86 -0.0024524533 N/A DIR CORP CN N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2030-06-18 0.000000000000 USD 0.000000000000 USD 18580000 CNY -3750.86 N N N IRS CNY P 1.592 20260318-20310318 N/A N/A 10910000 PA -2344.1 -0.0015326607 N/A DIR CORP CN N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 143.510000000000 USD 0.000000000000 USD 10910000 CNY -2487.61 N N N IRS CNY P 1.6035 20251217-20301217 N/A N/A 21485000 PA -7165.01 -0.0046847530 N/A DIR CORP CN N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2030-12-17 0.000000000000 USD 0.000000000000 USD 21485000 CNY -7165.01 N N N IRS CNY P 1.629 20260318-20310318 N/A N/A 10885000 PA -5157.9 -0.0033724290 N/A DIR CORP CN N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 0.000000000000 USD 0.000000000000 USD 10885000 CNY -5157.9 N N N IRS CNY P 1.631 20260318-20310318 N/A N/A 10885000 PA -5310.32 -0.0034720869 N/A DIR CORP CN N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 0.000000000000 USD 0.000000000000 USD 10885000 CNY -5310.32 N N N IRS CNY P 1.753 20241218-20290918 N/A N/A 9430000 PA -11355.28 -0.0074245090 N/A DIR CORP CN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 Y 2029-09-18 0.000000000000 USD 0.000000000000 USD 9430000 CNY -11355.28 N N N IRS CNY P 2.01 20241218-20290918 N/A N/A 18910000 PA -47324.24 -0.0309423676 N/A DIR CORP CN N 2 JPMORGAN CHASE BANK N.A. 7H6GLXDRUGQFU57RNE97 Y 2029-09-18 0.000000000000 USD 0.000000000000 USD 18910000 CNY -47324.24 N N N IRS ILS P 3.96 20260318-20360318 N/A N/A 5820000 PA -42300.07 -0.0276573763 N/A DIR CORP IL N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 0.000000000000 USD 0.000000000000 USD 5820000 ILS -42300.07 N N N IRS PLN P 3.79 20260318-20310318 N/A N/A 5940000 PA -3078.77 -0.0020130156 N/A DIR CORP PL N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 0.000000000000 USD 0.000000000000 USD 5940000 PLN -3078.77 N N N IRS PLN P 4.23 20260318-20360318 N/A N/A 3280000 PA -5175.91 -0.0033842046 N/A DIR CORP PL N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 0.000000000000 USD 0.000000000000 USD 3280000 PLN -5175.91 N N N IRS PLN P 4.38 20260318-20360318 N/A N/A 3320000 PA -16947.73 -0.0110810631 N/A DIR CORP PL N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 0.000000000000 USD 0.000000000000 USD 3320000 PLN -16947.73 N N N IRS SEK P 2.00 20260318-20280318 N/A N/A 30350000 PA -2422.93 -0.0015842027 N/A DIR CORP SE N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2028-03-18 787.750000000000 USD 0.000000000000 USD 30350000 SEK -3210.68 N N N IRS SEK P 2.34 20260318-20310318 N/A N/A 34330000 PA -10392.62 -0.0067950857 N/A DIR CORP SE N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2031-03-18 718.680000000000 USD 0.000000000000 USD 34330000 SEK -11111.3 N N N IRS SGD P 2.26 20260318-20360318 N/A N/A 3160000 PA -77379.65 -0.0505937247 N/A DIR CORP SG N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2036-03-18 0.000000000000 USD 0.000000000000 USD 3160000 SGD -77379.65 N N N IRS USD P 3.59 20260302-20321115 N/A N/A 475000 PA USD -7201.52 -0.0047086246 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2032-11-15 30.000000000000 USD 0.000000000000 USD 475000 USD -7231.52 N N N IRS USD P 3.70 20250303-20290531 N/A N/A 250000 PA USD -4037.38 -0.0026397909 N/A DIR CORP US N 2 London Clearing House 549300TXTCI7WVVJS380 Y 2029-05-31 0.000000000000 USD 0.000000000000 USD 250000 USD -4037.38 N N N INF P 2.79 USD-CPI 20220215-20520215 N/A N/A 1155000 PA USD -58130.34 -0.0380078021 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Y 2052-02-15 0.000000000000 USD 0.000000000000 USD 1155000 USD -58130.34 N N N 2026-03-27 John Hancock Funds II /s/Salvatore Schiavone Salvatore Schiavone Treasurer