NPORT-P false 0001479360 XXXXXXXX S000034646 C000106728 C000106729 C000106725 C000106724 PIMCO Equity Series 811-22375 0001479360 549300ZSNZVZHKC5OG19 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Dividend and Income Fund S000034646 YCQRZRQ961D14WOYVN37 2026-06-30 2025-12-31 N 374053221.950000 145024970.240000 229028251.710000 0.000000 0.000000 8398229.620000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2196611.800000 AUD ZAR PEN MXN EUR JPY USD EGP BRL NGN NZD TRY GBP N 50% Bloomberg US Aggregate Total Return Unhedged USD Index, 50% MSCI ACWI High Dividend Yield Net Total Return Index LBUSTRUU, M1ACWIHD N/A N/A 000000000 1.000000 NC USD -16694.230000 -0.0072892 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-20 0.000000 USD -32168.080000 USD 1700000.000000 USD 15473.850000 N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3 N/A 320516AA5 87792.420000 PA USD 69098.490000 0.0301703 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.00473 N N N N N N N/A N/A 000000000 1.000000 NC -1351.450000 -0.0005901 N/A DFE IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 163892.270000 ILS 50110.000000 USD 2026-01-15 -1351.450000 N N N N/A N/A 000000000 1.000000 NC 3399.350000 0.0014842 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 242133.000000 USD 4070715.780000 ZAR 2026-01-22 3399.350000 N N N INDUSTRIA DE DISENO TEXTIL SA (INDITEX) 549300TTCXZOGZM2EY83 ACI08XL68 11593.000000 NS 764728.320000 0.333901 Long EC CORP ES N 2 N N N N/A N/A 000000000 1.000000 NC USD 3499.400000 0.0015279 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-11-15 356.460000 USD 0.000000 USD 204000.000000 USD 3142.940000 N N N RESIDENTIAL ACCREDIT LOANS INC 2007-QS5 N/A 74923JAA5 165522.360000 PA USD 137511.670000 0.0600414 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 5.5 N N N N N N DRIVE AUTO RECEIVABLES TRUST 2025-2 N/A 262103AD6 500000.000000 PA USD 501412.000000 0.21893 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.14 N N N N N N N/A N/A 000000000 1.000000 NC 1615.720000 0.0007055 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 25300000.000000 JPY 163251.760000 USD 2026-01-14 1615.720000 N N N N/A N/A 000000000 1.000000 NC USD 2672.760000 0.001167 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-29 0.000000 USD -286.250000 USD 100000.000000 USD 2959.010000 N N N N/A N/A 000000000 1.000000 NC USD 816.190000 0.0003564 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-08 0.000000 USD -455.000000 USD 100000.000000 USD 1271.190000 N N N NELNET STUDENT LOAN TRUST 2025-CA N/A 64035UAB4 477826.560000 PA USD 481855.400000 0.210391 Long ABS-O CORP US N 2 2065-06-22 Floating 5.26765 N N N N N N N/A N/A 000000000 1.000000 NC 0.750000 0.0000003 N/A DFE TH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 27.910000 USD 902.140000 THB 2026-01-21 0.750000 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 86205.000000 NS USD 2146504.500000 0.937223 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 69725.990000 0.0304443 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.43 Y Single Leg Swap 2029-12-20 66500.000000 USD 0.000000 USD 900000.000000 USD 3225.990000 N N N N/A N/A 000000000 1.000000 NC 981.470000 0.0004285 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 36011.180000 USD 1641893.740000 TRY 2026-02-18 981.470000 N N N ESSENTIAL PROPERTIES REALTY TRUST INC 2549009LXQLVYCGLZO50 29670E107 2850.000000 NS USD 84531.000000 0.0369085 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -3842.700000 -0.0016778 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-12-20 44418.780000 USD 0.000000 USD 2070000.000000 USD -48261.480000 N N N N/A N/A 000000000 1.000000 NC 50607.120000 0.0220965 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2028-09-20 4168.840000 JPY 0.000000 JPY 210000000.000000 JPY 46438.280000 N N N UMBS PASS THRU POOLS N/A 01F030629 2900000.000000 PA USD 2563441.430000 1.11927 Long ABS-MBS USGSE US N 2 2056-02-12 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC 144.060000 0.0000629 N/A DFE CH N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 23000.000000 CHF 29206.010000 USD 2026-01-14 144.060000 N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-D N/A 83207QAB5 659689.740000 PA USD 655323.780000 0.286132 Long ABS-O CORP US N 2 2053-07-15 Floating 5.07416 N N N N N N N/A N/A 000000000 1.000000 NC -9.800000 -0.0000043 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2747.000000 USD 839.850000 KWD 2026-05-21 -9.800000 N N N N/A N/A 000000000 1.000000 NC 3161.960000 0.0013806 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 23270.400000 KWD 80000.000000 USD 2029-05-02 3161.960000 N N N XBP GLOBAL HOLDINGS INC 984500BE0P94C4CD8C71 98400V200 92.000000 NS USD 626.520000 0.0002736 Long EC CORP US N 1 N N N FHLMC PASS THRU POOLS N/A 3133BBPP8 29053.010000 PA USD 25745.490000 0.0112412 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N LUGO FUNDING DAC 24-1A N/A ACI2S0075 339364.610000 PA 399409.540000 0.174393 Long ABS-MBS CORP IE N 2 2066-05-26 Floating 3.059 N N N N N N N/A N/A 000000000 1.000000 NC USD -19195.430000 -0.0083812 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-05-15 0.000000 USD -1958.080000 USD 1923000.000000 USD -17237.350000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 S69124NF8 4600000.000000 PA 271761.110000 0.118658 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC USD -2558.140000 -0.001117 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-17 0.000000 USD -335.000000 USD 100000.000000 USD -2223.140000 N N N EBAY INC OML71K8X303XQONU6T67 278642103 10006.000000 NS USD 871522.600000 0.380531 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 13444.370000 0.0058702 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-01-20 0.000000 USD -131.110000 USD 500000.000000 USD 13575.480000 N N N N/A N/A 000000000 1.000000 NC USD 3485.370000 0.0015218 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-01-12 0.000000 USD -10.640000 USD 55000.000000 USD 3496.010000 N N N ASTRA INTERNATIONAL TBK PT 529900L49TRJOMG4DK47 B800MQ901 431400.000000 NS 173145.290000 0.0756 Long EC CORP ID N 2 N N N N/A N/A 000000000 1.000000 NC USD -5349.470000 -0.0023357 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-06-14 0.000000 USD -912.500000 USD 200000.000000 USD -4436.970000 N N N N/A N/A 000000000 -8384500.000000 PA USD -8398229.620000 -3.6669 Short RA US N 2 Reverse repurchase N 3.930000 2026-01-02 8400000.000000 USD 8287809.510000 USD UST N N N RYANAIR HOLDINGS PUBLIC LIMITED COMPANY 635400BR2ROC1FVEBQ56 BYTBXV906 18395.000000 NS 634215.000000 0.276916 Long EC CORP IE N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128282L3 13310.700000 PA USD 13158.380000 0.0057453 Long DBT UST US N 2 2027-07-15 Fixed 0.375 N N N N N N N/A N/A 000000000 1.000000 NC -91.070000 -0.0000398 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3606267.840000 INR 40000.000000 USD 2026-01-12 -91.070000 N N N N/A N/A 000000000 1.000000 NC USD 6205.500000 0.0027095 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-03-10 0.000000 USD -9228.360000 USD 100000.000000 USD 15433.860000 N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3 N/A 38013KAD2 800000.000000 PA USD 808655.280000 0.353081 Long ABS-O CORP US N 2 2029-04-16 Fixed 5.13 N N N N N N N/A N/A 000000000 1.000000 NC 615.710000 0.0002688 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-07 0.000000 ZAR 0.000000 ZAR 200000.000000 ZAR 615.710000 N N N H&M HENNES & MAURITZ AB 529900O5RR7R39FRDM42 568743900 8954.000000 NS 179472.930000 0.0783628 Long EC CORP SE N 2 N N N N/A N/A 000000000 1.000000 NC USD 1994.180000 0.0008707 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-09-17 0.000000 USD -295.500000 USD 100000.000000 USD 2289.680000 N N N N/A N/A 000000000 1.000000 NC USD 1427.650000 0.0006234 N/A DCR US N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A PETROLEOS MEXICANOS (PEMEX) Y Single Leg Swap 2026-07-06 0.000000 USD 0.000000 USD 164720.000000 USD 1427.650000 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343V104 80255.000000 NS USD 3268786.150000 1.42724 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 29.890000 0.0000131 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 60000.000000 USD 1887017.000000 TWD 2026-01-30 29.890000 N N N N/A N/A 000000000 1.000000 NC 3386.910000 0.0014788 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-04 0.000000 ZAR 0.000000 ZAR 1100000.000000 ZAR 3386.910000 N N N ARC RESOURCES LTD 5493000OCGNQZEVTDT08 00208D960 13146.000000 NS 246628.170000 0.107685 Long EC CORP CA N 1 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNR8 1800000.000000 PA USD 1809738.290000 0.790181 Long DBT UST US N 2 2032-07-31 Fixed 4 N N N N N N CS FIRST BOSTON MTGE SEC CORP 2001-HE17 N/A 22540A7A0 288002.070000 PA USD 286185.960000 0.124957 Long ABS-MBS CORP US N 2 2032-01-25 Floating 4.46621 N N N N N N N/A N/A 000000000 1.000000 NC -380.020000 -0.0001659 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 98203.000000 USD 15311693.000000 JPY 2026-01-14 -380.020000 N N N WESTMET GROUP HOLDINGS LLC N/A 952XGJII0 164.590000 NS USD 462.910000 0.0002021 Long EC CORP US Y 3 N N N HEALTHPEAK PROPERTIES INC 254900M6MTMZM0I22L81 42250P103 31785.000000 NS USD 511102.800000 0.223162 Long EC CORP US N 1 N N N PFP 2024-11 LTD N/A 69291WAA0 212514.960000 PA USD 213185.340000 0.0930826 Long ABS-MBS CORP KY N 2 2039-09-17 Floating 5.60972 N N N N N N N/A N/A 000000000 1.000000 NC USD 528.180000 0.0002306 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-03 0.000000 USD -457.500000 USD 100000.000000 USD 985.680000 N N N N/A N/A 000000000 1.000000 NC -1561.240000 -0.0006817 N/A DFE KR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 152916022.000000 KRW 104493.660000 USD 2026-01-08 -1561.240000 N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 B1X8QN906 112931.000000 NS 445043.980000 0.194318 Long EC CORP ES N 2 N N N N/A N/A 000000000 1.000000 NC USD 1269.790000 0.0005544 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-28 0.000000 USD -360.000000 USD 100000.000000 USD 1629.790000 N N N SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B N/A 80280BAB4 222133.010000 PA USD 223777.990000 0.0977076 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.965 N N N N N N N/A N/A 000000000 1.000000 NC USD 42401.530000 0.0185137 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2051-08-12 0.000000 USD -1338.910000 USD 100000.000000 USD 43740.440000 N N N N/A N/A 000000000 1.000000 NC -14902.320000 -0.0065068 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1190000.000000 BRL -14902.320000 N N N N/A N/A 000000000 1.000000 NC USD 12533.270000 0.0054724 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-02-12 0.000000 USD -18156.900000 USD 200000.000000 USD 30690.170000 N N N N/A N/A 000000000 1.000000 NC -546.980000 -0.0002388 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1000000.000000 BRL 174335.090000 USD 2026-07-02 -546.980000 N N N N/A N/A 000000000 1.000000 NC -3620.160000 -0.0015807 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 219345.900000 PEN 61639.990000 USD 2026-01-05 -3620.160000 N N N N/A N/A 000000000 1.000000 NC USD 3039.670000 0.0013272 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2030-06-20 0.000000 USD -2665.920000 USD 200000.000000 USD 5705.590000 N N N N/A N/A 000000000 1.000000 NC -83395.550000 -0.0364128 N/A DFE GB N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2401000.000000 GBP 3153005.210000 USD 2026-01-14 -83395.550000 N N N BANK HAPOALIM LTD B6ARUI4946ST4S7WOU88 607580909 26700.000000 NS 603875.360000 0.263668 Long EC CORP IL N 2 N N N N/A N/A 000000000 1.000000 NC -772.940000 -0.0003375 N/A DFE JP N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 111713.000000 USD 17364836.000000 JPY 2026-01-14 -772.940000 N N N N/A N/A 000000000 1.000000 NC -1691.910000 -0.0007387 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1000000.000000 BRL 173190.160000 USD 2026-07-02 -1691.910000 N N N N/A N/A 000000000 1.000000 NC USD -2702.550000 -0.00118 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-06-05 0.000000 USD -403.750000 USD 100000.000000 USD -2298.800000 N N N OMV AG 549300V62YJ9HTLRI486 465145001 3164.000000 NS 176068.440000 0.0768763 Long EC CORP AT N 2 N N N BARRICK MINING CORPORATION 0O4KBQCJZX82UKGCBV73 06849F959 16916.000000 NS 736882.180000 0.321743 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC USD -5857.420000 -0.0025575 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-06-06 0.000000 USD -31369.060000 USD 3870000.000000 USD 25511.640000 N N N N/A N/A 000000000 1.000000 NC 1234.760000 0.0005391 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-07-31 0.000000 ZAR 0.000000 ZAR 400000.000000 ZAR 1234.760000 N N N N/A N/A 000000000 1.000000 NC USD 15672.650000 0.0068431 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2049-11-15 0.000000 USD 0.000000 USD 140000.000000 USD 15672.650000 N N N PRPM 2025-8 LLC N/A 69383BAA5 466296.410000 PA USD 467330.560000 0.204049 Long ABS-MBS CORP US N 2 2030-10-25 Fixed 5.385 N N N N N N N/A N/A 000000000 1.000000 NC 801.740000 0.0003501 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 48606.000000 USD 819380.510000 ZAR 2026-01-26 801.740000 N N N N/A N/A 000000000 1.000000 NC 27598.220000 0.0120501 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2034-09-18 3988.970000 JPY 0.000000 JPY 70000000.000000 JPY 23609.250000 N N N N/A N/A 000000000 1.000000 NC USD 1624.920000 0.0007095 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-06-30 0.000000 USD -88.530000 USD 110000.000000 USD 1713.450000 N N N N/A N/A 000000000 1.000000 NC 2795.720000 0.0012207 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-07-31 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2795.720000 N N N CARVANA AUTO RECEIVABLES TRUST 2023-P3 N/A 14688GAC8 197172.830000 PA USD 198517.590000 0.0866782 Long ABS-O CORP US N 2 2028-08-10 Fixed 5.82 N N N N N N PICC HOLDING COMPANY (PEOPLE'S INSURANCE CO GROUP OF CHINA LTD) 3003000P2JHYHQ524P66 B8RZJZ909 196000.000000 NS 170264.410000 0.0743421 Long EC CORP CN N 2 N N N N/A N/A 000000000 1.000000 NC -13.700000 -0.000006 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4135.000000 USD 1263.050000 KWD 2026-07-13 -13.700000 N N N UMBS PASS THRU POOLS N/A 01F052623 4800000.000000 PA USD 4862991.460000 2.12332 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 2573.440000 0.0011236 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-04 0.000000 USD -344.000000 USD 100000.000000 USD 2917.440000 N N N N/A N/A 000000000 1.000000 NC USD -455.850000 -0.000199 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-20 0.000000 USD -94.590000 USD 40000.000000 USD -361.260000 N N N N/A N/A 000000000 1.000000 NC -36029.300000 -0.0157314 N/A DFE BR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3600000.000000 BRL 607441.150000 USD 2026-04-02 -36029.300000 N N N TELEFONAKTIEBOLAGET LM ERICSSON 549300W9JLPW15XIFM52 595937905 63194.000000 NS 615006.110000 0.268529 Long EC CORP SE N 2 N N N N/A N/A 000000000 1.000000 NC -943.730000 -0.0004121 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL -57.870000 BRL 1000000.000000 BRL -885.860000 N N N N/A N/A 000000000 1.000000 NC USD -2936.580000 -0.0012822 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-06 0.000000 USD -680.000000 USD 200000.000000 USD -2256.580000 N N N N/A N/A 000000000 1.000000 NC -11113.450000 -0.0048524 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 UK RPI All Items NSA N/A N/A Y 2031-09-15 0.000000 GBP 0.000000 GBP 100000.000000 GBP -11113.450000 N N N WARTSILA OYJ ABP 743700G7A9J1PHM3X223 452518905 6174.000000 NS 218588.090000 0.0954415 Long EC CORP FI N 2 N N N N/A N/A 000000000 1.000000 NC 2116.340000 0.0009241 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 49227.930000 USD 2222355.520000 TRY 2026-01-16 2116.340000 N N N SILA REALTY TRUST INC 549300HXH142HWKKSW59 146280508 23319.000000 NS USD 543565.890000 0.237336 Long EC CORP US N 1 N N N CARVANA AUTO RECEIVABLES TRUST 2025-P3 N/A 14688AAB3 500000.000000 PA USD 500179.150000 0.218392 Long ABS-O CORP US N 2 2029-02-12 Fixed 4.07 N N N N N N N/A N/A 000000000 1.000000 NC -14692.190000 -0.006415 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1210000.000000 BRL -14692.190000 N N N N/A N/A 000000000 1.000000 NC -761.740000 -0.0003326 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 391055.200000 ZAR 22622.000000 USD 2026-05-20 -761.740000 N N N N/A N/A 000000000 1.000000 NC USD -19626.390000 -0.0085694 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-02-18 0.000000 USD -1230.630000 USD 200000.000000 USD -18395.760000 N N N ALTICE FRANCE LUX 3 N/A 929YHW907 1352.000000 NS 23851.670000 0.0104143 Long EC CORP FR Y 3 N N N N/A N/A 000000000 1.000000 NC -7597.410000 -0.0033172 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2031-01-02 0.000000 BRL -270.550000 BRL 3100000.000000 BRL -7326.860000 N N N N/A N/A 000000000 1.000000 NC -2399.290000 -0.0010476 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 300000.000000 BRL -2399.290000 N N N INPEX CORPORATION 353800VHYYADPR6MXQ47 B10RB1904 18700.000000 NS 374009.780000 0.163303 Long EC CORP JP N 2 N N N ENEL FINANCE INTERNATIONAL NV 0YQH6LCEF474UTUV4B96 29278GBG2 250000.000000 PA USD 249137.960000 0.10878 Long DBT CORP NL N 2 2030-09-30 Fixed 4.375 N N N N N N N/A N/A 000000000 1.000000 NC -20.110000 -0.0000088 N/A DFE NG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3150000.000000 NGN 2000.000000 USD 2026-08-18 -20.110000 N N N N/A N/A 000000000 1.000000 NC -18.470000 -0.0000081 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4037.230000 USD 1232.360000 KWD 2026-06-15 -18.470000 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250N105 5168.000000 NS USD 247185.440000 0.107928 Long EC CORP CA N 1 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADF1 400000.000000 PA USD 401411.980000 0.175267 Long DBT CORP US N 2 2027-09-24 Fixed 4.3 N N N N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 2890.000000 NS USD 44914.940000 0.0196111 Long EC CORP LU N 3 N N N N/A N/A 000000000 1.000000 NC -2027.410000 -0.0008852 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1296652.720000 CNY 184026.000000 USD 2026-01-21 -2027.410000 N N N N/A N/A 000000000 1.000000 NC 984.590000 0.0004299 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 30694.830000 USD 1384981.420000 TRY 2026-01-29 984.590000 N N N N/A N/A 000000000 1.000000 NC -115.280000 -0.0000503 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 31237929.000000 KRW 21549.790000 USD 2026-01-08 -115.280000 N N N CHINA CONSTRUCTION BANK CORPORATION 5493001KQW6DM7KEDR62 B0LMTQ900 800000.000000 NS 791848.070000 0.345743 Long EC CORP CN N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KB2 200000.000000 PA USD 198823.320000 0.0868117 Long DBT CORP US N 2 2029-03-01 Fixed 4.2 N N N N N N N/A N/A 000000000 1.000000 NC -3435.950000 -0.0015002 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2034-09-18 5407.810000 AUD 0.000000 AUD 400000.000000 AUD -8843.760000 N N N TENAGA NASIONAL BERHAD 549300FV8X6UID6I1413 690461009 53900.000000 NS 182078.240000 0.0795003 Long EC CORP MY N 2 N N N N/A N/A 000000000 1.000000 NC 1897.910000 0.0008287 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-18 0.000000 MXN 0.000000 MXN 700000.000000 MXN 1897.910000 N N N N/A N/A 000000000 1.000000 NC 51.690000 0.0000226 N/A DFE TW N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 11083.000000 USD 349646.000000 TWD 2026-01-20 51.690000 N N N FIRSTRAND LIMITED 529900XYOP8CUZU7R671 660699901 109493.000000 NS 600020.570000 0.261985 Long EC CORP ZA N 2 N N N N/A N/A 000000000 1.000000 NC USD 5516.900000 0.0024088 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-31 0.000000 USD -365.000000 USD 100000.000000 USD 5881.900000 N N N FANUC CORPORATION 529900QTSW745LOKW705 635693005 20300.000000 NS 789989.370000 0.344931 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC USD 16278.040000 0.0071074 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-18 0.000000 USD -11177.060000 USD 200000.000000 USD 27455.100000 N N N ARES LX CLO LTD 60A N/A 04018FAJ7 500000.000000 PA USD 500153.070000 0.218381 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 5.06444 N N N N N N N/A N/A 000000000 1.000000 NC 1341.780000 0.0005859 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 106332.320000 USD 4854017.240000 TRY 2026-03-11 1341.780000 N N N FNMA PASS THRU POOLS N/A 3140MNN36 96454.650000 PA USD 85556.190000 0.0373562 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC USD 33022.510000 0.0144185 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-01-16 15266.850000 USD 0.000000 USD 1200000.000000 USD 17755.660000 N N N AFFIRM MASTER TRUST 2025-3A N/A 00833BAN8 490000.000000 PA USD 492031.740000 0.214835 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.45 N N N N N N N/A N/A 000000000 1.000000 NC 852.180000 0.0003721 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 57468.730000 USD 1060729.000000 MXN 2026-04-15 852.180000 N N N ANCHORAGE CREDIT FUNDING 8 LTD 2019-8A N/A 03331XAA9 399529.500000 PA USD 398671.790000 0.174071 Long ABS-CBDO CORP KY N 2 2037-07-25 Fixed 4.43 N N N N N N N/A N/A 000000000 1.000000 NC 54858.520000 0.0239527 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2056-03-18 0.000000 EUR -5401.030000 EUR 920000.000000 EUR 60259.550000 N N N N/A N/A 000000000 1.000000 NC -5056.140000 -0.0022076 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 400000.000000 BRL -5056.140000 N N N N/A N/A 000000000 1.000000 NC USD 1021.940000 0.0004462 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2027-06-20 0.000000 USD -502.450000 USD 100000.000000 USD 1524.390000 N N N N/A N/A 000000000 1.000000 NC USD 16.670000 0.0000073 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-12-18 23.460000 USD 0.000000 USD 10000.000000 USD -6.790000 N N N N/A N/A 000000000 1.000000 NC 308.020000 0.0001345 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 8357.000000 USD 143701.120000 ZAR 2026-01-26 308.020000 N N N OBAYASHI CORPORATION 529900YT4O5S0LCXWD54 665640009 14100.000000 NS 295083.430000 0.128842 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC USD 11947.640000 0.0052167 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-07-16 338.750000 USD 0.000000 USD 100000.000000 USD 11608.890000 N N N N/A N/A 000000000 1.000000 NC USD 3448.560000 0.0015057 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-02 0.000000 USD -386.250000 USD 100000.000000 USD 3834.810000 N N N N/A N/A 000000000 1.000000 NC USD -1855.340000 -0.0008101 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-30 0.000000 USD -327.500000 USD 100000.000000 USD -1527.840000 N N N NETEASE INC 5299004AF4DSJDB0PA32 BM93SF903 39100.000000 NS 1076234.230000 0.469913 Long EC CORP KY N 2 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI309N04 250000.000000 PA 282115.570000 0.123179 Long DBT NUSS CO N 2 2032-09-19 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD 12385.600000 0.0054079 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-07-19 0.000000 USD -209.470000 USD 100000.000000 USD 12595.070000 N N N N/A N/A 000000000 1.000000 NC 128.380000 0.0000561 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 72471.000000 USD 231211.480000 ILS 2026-01-15 128.380000 N N N BANC OF AMERICA ALT LOAN TRUST 2006-6 N/A 059487AC2 32169.420000 PA USD 28297.890000 0.0123556 Long ABS-MBS CORP US N 2 2046-07-25 Fixed 6 N N N N N N PRKCM 2025-AFC1 TRUST N/A 69392YAA4 492318.550000 PA USD 493547.520000 0.215496 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 5.101 N N N N N N N/A N/A 000000000 1.000000 NC 1549.100000 0.0006764 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-01 0.000000 ZAR 0.000000 ZAR 500000.000000 ZAR 1549.100000 N N N N/A N/A 000000000 1.000000 NC 818.270000 0.0003573 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 10500000.000000 JPY 67900.420000 USD 2026-01-14 818.270000 N N N WSTN TRUST 2023-MAUI N/A 92943AAA2 500000.000000 PA USD 509389.000000 0.222413 Long ABS-MBS CORP US N 2 2037-07-05 Variable 6.29674 N N N N N N JOHNSON & JOHNSON COMPANY 549300G0CFPGEF6X2043 478160104 18291.000000 NS USD 3785322.450000 1.65278 Long EC CORP US N 1 N N N PEMBINA PIPELINE CORPORATION 5493002W3L9YICM6FU21 706327103 2778.000000 NS USD 105730.680000 0.0461649 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC USD 1392.470000 0.000608 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-21 0.000000 USD -360.000000 USD 100000.000000 USD 1752.470000 N N N N/A N/A 000000000 1.000000 NC 1396.170000 0.0006096 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 94137.000000 USD 1583623.450000 ZAR 2026-01-20 1396.170000 N N N N/A N/A 000000000 1.000000 NC USD -666.350000 -0.0002909 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-05 0.000000 USD -348.000000 USD 100000.000000 USD -318.350000 N N N N/A N/A 000000000 1.000000 NC USD -2081.900000 -0.000909 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-01 0.000000 USD -332.500000 USD 100000.000000 USD -1749.400000 N N N N/A N/A 000000000 1.000000 NC 211.520000 0.0000924 N/A DFE NZ N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 104000.000000 NZD 60108.900000 USD 2026-01-14 211.520000 N N N GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A N/A 36270YAC6 57922.810000 PA USD 57947.520000 0.0253015 Long ABS-O CORP US N 2 2027-10-15 Fixed 4.76 N N N N N N FNMA PASS THRU POOLS N/A 31418EGF1 24100.040000 PA USD 23721.860000 0.0103576 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N RCKT TRUST 2025-2A N/A 74939HAA1 422025.040000 PA USD 422525.220000 0.184486 Long ABS-O CORP US N 2 2034-11-27 Fixed 4.48 N N N N N N FORTESCUE LTD 529900VEJFORCO6I4826 608625901 38068.000000 NS 556649.210000 0.243048 Long EC CORP AU N 2 N N N N/A N/A 000000000 56.000000 NC USD -5974.020000 -0.0026084 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-31 6115593.740000 USD -5974.020000 N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 13055.320000 PA USD 12329.120000 0.0053832 Long LON CORP US N 2 2028-06-28 Floating 8.8306 N N N N N N DISH DBS CORPORATION N/A 25470XBF1 200000.000000 PA USD 196475.490000 0.0857866 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC 1932.560000 0.0008438 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 77273.340000 USD 1433289.000000 MXN 2026-02-24 1932.560000 N N N MEXICO GOVT 254900EGTWEU67VP6075 975UCXII2 2200000.000000 PA 117842.790000 0.0514534 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75 N N N N N N N/A N/A 000000000 1.000000 NC -5497.130000 -0.0024002 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 219574.880000 PEN 59746.640000 USD 2026-02-09 -5497.130000 N N N N/A N/A 000000000 1.000000 NC 411.070000 0.0001795 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 29975.000000 USD 109092.030000 PLN 2026-01-16 411.070000 N N N N/A N/A 000000000 1.000000 NC USD -11153.350000 -0.0048699 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-02-02 0.000000 USD -299.870000 USD 100000.000000 USD -10853.480000 N N N N/A N/A 000000000 1.000000 NC USD 597.630000 0.0002609 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-06-20 0.000000 USD -12640.960000 USD 490000.000000 USD 13238.590000 N N N PRET 2025-NPL11 LLC N/A 69383AAA7 492905.770000 PA USD 494141.930000 0.215756 Long ABS-MBS CORP US N 2 2055-10-25 Fixed 5.1933 N N N N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2MFC91 7900000.000000 PA 1394590.490000 0.608916 Long DBT NUSS BR N 2 2026-04-01 None 0 N N N N N N NVIDIA CORPORATION 549300S4KLFTLO7GSQ80 67066G104 10231.000000 NS USD 1908081.500000 0.833121 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -2716.620000 -0.0011862 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-15 0.000000 USD -356.250000 USD 100000.000000 USD -2360.370000 N N N TOWD POINT MORTGAGE TRUST 2024-5 N/A 891944AA8 326879.940000 PA USD 328261.920000 0.143328 Long ABS-MBS CORP US N 2 2064-10-25 Variable 4.60644 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638AV4 48000.000000 PA 14948.390000 0.0065269 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N N/A N/A 000000000 1.000000 NC USD 201580.170000 0.0880154 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-12-16 38381.550000 USD 0.000000 USD 400000.000000 USD 163198.620000 N N N N/A N/A 000000000 1.000000 NC 912.910000 0.0003986 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 47566.110000 USD 69899826.000000 KRW 2026-01-08 912.910000 N N N N/A N/A 000000000 1.000000 NC -283.870000 -0.0001239 N/A DFE IL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 78639.790000 ILS 24411.000000 USD 2026-02-19 -283.870000 N N N N/A N/A 000000000 1.000000 NC USD -177.330000 -0.0000774 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-06-22 0.000000 USD -735.000000 USD 200000.000000 USD 557.670000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBB6 220000.000000 PA USD 207994.530000 0.0908161 Long DBT UST US N 2 2027-12-31 Fixed 0.625 N N N N N N N/A N/A 000000000 1.000000 NC USD 1117.090000 0.0004878 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-19 0.000000 USD -350.000000 USD 100000.000000 USD 1467.090000 N N N N/A N/A 000000000 1.000000 NC -419.380000 -0.0001831 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 60000.000000 USD 1869342.000000 TWD 2026-01-12 -419.380000 N N N N/A N/A 000000000 1.000000 NC 129.840000 0.0000567 N/A DFE NZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 103000.000000 NZD 59451.290000 USD 2026-01-14 129.840000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNT4 96000.000000 PA USD 96705.000000 0.042224 Long DBT UST US N 2 2035-08-15 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC -1244.680000 -0.0005435 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 88000.000000 CHF 109948.870000 USD 2026-01-14 -1244.680000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456B101 9173.000000 NS USD 252165.770000 0.110103 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -1099.270000 -0.00048 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 247818.010000 PLN 67927.000000 USD 2026-01-16 -1099.270000 N N N N/A N/A 000000000 1.000000 NC -7.030000 -0.0000031 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1342.000000 USD 409.420000 KWD 2026-06-10 -7.030000 N N N N/A N/A 000000000 1.000000 NC USD 3842.850000 0.0016779 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-18 0.000000 USD -355.000000 USD 100000.000000 USD 4197.850000 N N N FNMA PASS THRU POOLS N/A 3140W2BH3 997893.900000 PA USD 1050666.730000 0.45875 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 7 N N N N N N SCCU AUTO RECEIVABLES TRUST 2024-1A N/A 78436RAE0 400000.000000 PA USD 402801.400000 0.175874 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.11 N N N N N N AB SKF 549300B6HWYEE57O8J84 B1Q3J3907 7703.000000 NS 203889.270000 0.0890236 Long EC CORP SE N 2 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 250000.000000 PA USD 265336.520000 0.115853 Long DBT CORP FR N 2 2029-10-19 Floating 6.714 N N N N N N SLM STUDENT LOAN TRUST 2012-5 N/A 78447EAC0 561508.400000 PA USD 562348.920000 0.245537 Long ABS-O CORP US N 2 2075-01-25 Floating 4.78867 N N N N N N N/A N/A 000000000 1.000000 NC 513.200000 0.0002241 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 53923.310000 USD 2481065.420000 TRY 2026-03-26 513.200000 N N N N/A N/A 000000000 1.000000 NC USD -12264.140000 -0.0053549 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-10-05 0.000000 USD -223.500000 USD 100000.000000 USD -12040.640000 N N N SANOFI 549300E9PC51EN656011 567173901 3089.000000 NS 298876.690000 0.130498 Long EC CORP FR N 2 N N N N/A N/A 000000000 1.000000 NC -116.770000 -0.000051 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 231152.780000 ILS 72471.000000 USD 2026-02-19 -116.770000 N N N RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC N/A 76089RAA2 251568.190000 PA USD 251979.710000 0.110021 Long ABS-O CORP US N 2 2032-01-26 Fixed 7.13 N N N N N N N/A N/A 000000000 1.000000 NC 1232.420000 0.0005381 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1523682.000000 TWD 49744.770000 USD 2026-01-22 1232.420000 N N N N/A N/A 000000000 1.000000 NC 1213.180000 0.0005297 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-04 0.000000 ZAR 0.000000 ZAR 400000.000000 ZAR 1213.180000 N N N GRUPO MEXICO SAB DE CV 529900JWLZAYET2ZGW20 264367905 69400.000000 NS 655287.070000 0.286116 Long EC CORP MX N 1 N N N BEST BUY CO INC HL5XPTVRV0O8TUN5LL90 086516101 4512.000000 NS USD 301988.160000 0.131856 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 1884.780000 0.0008229 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2035-04-23 0.000000 EUR -392.320000 EUR 100000.000000 EUR 2277.100000 N N N JANE STREET GROUP / JSG FINANCE INC N/A 47077WAE8 300000.000000 PA USD 313336.910000 0.136812 Long DBT CORP US N 2 2033-05-01 Fixed 6.75 N N N N N N TOWD POINT MORTGAGE TRUST 2025-CES4 N/A 89170UAA8 481607.170000 PA USD 483707.170000 0.2112 Long ABS-MBS CORP US N 2 2065-10-25 Variable 5.091 N N N N N N N/A N/A 000000000 1.000000 NC -11912.310000 -0.0052012 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 800000.000000 BRL -11912.310000 N N N FHLMC PASS THRU POOLS N/A 3133BBF53 58640.730000 PA USD 52007.090000 0.0227077 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC USD -173.090000 -0.0000756 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-02-07 0.000000 USD -502.500000 USD 100000.000000 USD 329.410000 N N N N/A N/A 000000000 1.000000 NC USD -279.870000 -0.0001222 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 COLOMBIAN GOVT COLOMBIA (REP OF) GLBL UNSUBORDINATED Y Single Leg Swap 2027-12-20 0.000000 USD -8915.070000 USD 100000.000000 USD 8635.200000 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 ACI07KLY6 144101.000000 NS 192087.850000 0.0838708 Long EC CORP GB N 2 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 955PDJII7 68800000.000000 PA 43564.400000 0.0190214 Long DBT NUSS NG N 2 2026-06-12 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 3388.060000 0.0014793 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-31 0.000000 MXN 0.000000 MXN 1100000.000000 MXN 3388.060000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SB5 132039.000000 PA USD 96561.690000 0.0421615 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N EDP SA 529900CLC3WDMGI9VH80 410359905 70540.000000 NS 324891.990000 0.141857 Long EC CORP PT N 2 N N N KRAFT HEINZ CO 9845007488EC87F5AF14 500754106 6266.000000 NS USD 151950.500000 0.0663457 Long EC CORP US N 1 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UE6 1000000.000000 PA USD 943515.620000 0.411965 Long DBT UST US N 2 2054-11-15 Fixed 4.5 N N N N N N AMSURG (AMBULATORY TOPCO LLC) N/A 902RDL901 4188.000000 NS USD 188098.630000 0.082129 Long EC CORP US Y 3 N N N TIAA CLO IV LTD 2018-1A N/A 88631YAL1 149399.150000 PA USD 149471.910000 0.0652635 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.02444 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828Y38 272399.400000 PA USD 269193.690000 0.117537 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N N/A N/A 000000000 1.000000 NC 504.730000 0.0002204 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1218948.000000 TWD 39250.000000 USD 2026-03-18 504.730000 N N N N/A N/A 000000000 1.000000 NC -17952.530000 -0.0078386 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2029-09-18 23168.400000 AUD 0.000000 AUD 2200000.000000 AUD -41120.930000 N N N N/A N/A 000000000 1.000000 NC 2837.670000 0.001239 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-02 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2837.670000 N N N ENDESA SA 549300LHK07F2CHV4X31 527178909 6704.000000 NS 241319.700000 0.105367 Long EC CORP ES N 1 N N N N/A N/A 000000000 1.000000 NC 168.110000 0.0000734 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 14491.710000 USD 461427.640000 THB 2026-01-21 168.110000 N N N MITCHELLS & BUTLERS FINANCE PLC 213800E7QA1U8BF34219 B1FL5TII8 44572.000000 PA 58765.830000 0.0256588 Long DBT CORP GB N 2 2030-12-15 Floating 4.45029 N N N N N N UMBS PASS THRU POOLS N/A 01F062630 100000.000000 PA USD 104041.250000 0.0454273 Long ABS-MBS USGSE US N 2 2055-03-15 Fixed 6.5 N N N N N N ANCHORAGE CREDIT FUNDING 1 LTD 2015-1A N/A 033296AG9 413438.250000 PA USD 410382.080000 0.179184 Long ABS-CBDO CORP KY N 2 2037-07-28 Fixed 3.9 N N N N N N NATIONAL BANK OF GREECE SA 5UMCZOEYKCVFAW8ZLO05 ACI14S0Q0 18852.000000 NS 287539.240000 0.125548 Long EC CORP GR N 2 N N N N/A N/A 000000000 1.000000 NC USD -11962.000000 -0.0052229 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-10-26 0.000000 USD -209.200000 USD 100000.000000 USD -11752.800000 N N N TESLA SUSTAINABLE ENERGY TRUST 2024-1A N/A 88164AAB0 316994.210000 PA USD 318530.740000 0.139079 Long ABS-O CORP US N 2 2050-06-21 Fixed 5.08 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SG4 129395.000000 PA USD 93189.730000 0.0406892 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAY9 20000.000000 PA USD 19922.270000 0.0086986 Long DBT CORP US N 2 2030-09-01 Fixed 4.352 N N N N N N N/A N/A 000000000 1.000000 NC USD 12015.460000 0.0052463 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-17 0.000000 USD -85263.510000 USD 4000000.000000 USD 97278.970000 N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 677381907 17759.000000 NS 1102314.740000 0.481301 Long EP CORP KR N 2 N N N NEWARK BSL CLO 2 LTD 2017 1A N/A 65023PAN0 69199.690000 PA USD 69232.460000 0.0302288 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 5.08959 N N N N N N N/A N/A 000000000 1.000000 NC -1001.560000 -0.0004373 N/A DFE IL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 289768.460000 ILS 89993.000000 USD 2026-02-19 -1001.560000 N N N N/A N/A 000000000 1.000000 NC -17.680000 -0.0000077 N/A DFE TW N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 3878.000000 USD 121386.000000 TWD 2026-02-02 -17.680000 N N N N/A N/A 000000000 1.000000 NC USD -2038.940000 -0.0008903 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-02 0.000000 USD -303.750000 USD 100000.000000 USD -1735.190000 N N N N/A N/A 000000000 1.000000 NC 1101.110000 0.0004808 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94592.690000 USD 1586991.020000 ZAR 2026-01-26 1101.110000 N N N N/A N/A 000000000 1.000000 NC 245.270000 0.0001071 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6198.000000 USD 106855.500000 ZAR 2026-01-26 245.270000 N N N OSAKA GAS CO LTD 353800024KMNOPQRWZ02 666176003 7600.000000 NS 264076.210000 0.115303 Long EC CORP JP N 2 N N N NUMERICABLE US LLC N/A BA000QF60 76232.110000 PA USD 76311.390000 0.0333196 Long LON CORP FR N 2 2031-05-31 Floating 10.8603 N N N N N N N/A N/A 000000000 1.000000 NC 1928.510000 0.000842 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1000000.000000 BRL 176810.580000 USD 2026-07-02 1928.510000 N N N N/A N/A 000000000 1.000000 NC 690.450000 0.0003015 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 15900000.000000 JPY 102272.000000 USD 2026-01-14 690.450000 N N N N/A N/A 000000000 1.000000 NC USD 30012.470000 0.0131043 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A CMBX.NA.AAA.13 Y Single Leg Swap 2072-12-16 0.000000 USD -2185.400000 USD 5700000.000000 USD 32197.870000 N N N N/A N/A 000000000 1.000000 NC 362.170000 0.0001581 N/A DFE NZ N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 69000.000000 NZD 40101.780000 USD 2026-01-14 362.170000 N N N N/A N/A 000000000 1.000000 NC USD -405906.700000 -0.17723 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2051-02-09 0.000000 USD -6743.460000 USD 900000.000000 USD -399163.240000 N N N BRAZIL GOVT 254900ZFY40OYEADAP90 ACI2CRX85 10300000.000000 PA 1760642.570000 0.768745 Long DBT NUSS BR N 2 2026-07-01 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 20.890000 0.0000091 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 313354.000000 TWD 10000.000000 USD 2026-01-08 20.890000 N N N FHLMC PASS THRU POOLS N/A 3133KYXK0 29996.160000 PA USD 29519.260000 0.0128889 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N OCTANE RECEIVABLES TRUST 2024-3A N/A 67571GAB8 268093.160000 PA USD 269646.710000 0.117735 Long ABS-O CORP US N 2 2030-05-20 Fixed 4.94 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CLE9 1037670.000000 PA USD 1042201.730000 0.455054 Long DBT UST US N 2 2034-07-15 Fixed 1.875 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 ACI2GGZ75 700000.000000 PA 237653.450000 0.103766 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.3 N N N N N N ISUZU MOTORS LIMITED 529900C0QSXVCC7AR494 646710004 11800.000000 NS 184163.960000 0.080411 Long EC CORP JP N 2 N N N EUROBANK SA 213800KGF4EFNUQKAT69 ACI3752C2 55518.000000 NS 223219.460000 0.0974637 Long EC CORP GR N 2 N N N SEQUOIA MORTGAGE TRUST 2025-HYB1 N/A 816938AB0 447701.070000 PA USD 449357.430000 0.196202 Long ABS-MBS CORP US N 2 2055-10-25 Variable 5.06111 N N N N N N N/A N/A 000000000 1.000000 NC -1931.530000 -0.0008434 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1000000.000000 BRL 172950.540000 USD 2026-07-02 -1931.530000 N N N N/A N/A 000000000 6.000000 NC USD -13040.010000 -0.0056936 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-20 704718.750000 USD -13040.010000 N N N N/A N/A 000000000 1.000000 NC USD -6589.540000 -0.0028772 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-09-17 0.000000 USD -15140.060000 USD 710000.000000 USD 8550.520000 N N N N/A N/A 000000000 1.000000 NC USD -9090.620000 -0.0039692 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-09-17 0.000000 USD -10215.170000 USD 730000.000000 USD 1124.550000 N N N N/A N/A 000000000 1.000000 NC 672.990000 0.0002938 N/A DFE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 51658.610000 USD 41415.900000 CHF 2026-01-14 672.990000 N N N N/A N/A 000000000 1.000000 NC -146.570000 -0.000064 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 26043.000000 USD 4053426.000000 JPY 2026-01-14 -146.570000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI2XB1Q2 400000.000000 PA 23596.090000 0.0103027 Long DBT NUSS ZA N 2 2026-05-20 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 738.220000 0.0003223 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 8700000.000000 JPY 56320.580000 USD 2026-01-14 738.220000 N N N N/A N/A 000000000 1.000000 NC 223.450000 0.0000976 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 17100000.000000 JPY 109471.530000 USD 2026-01-14 223.450000 N N N N/A N/A 000000000 1.000000 NC -1456.640000 -0.000636 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 163943.830000 ILS 50021.000000 USD 2026-01-15 -1456.640000 N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 7369.000000 PA USD 6604.470000 0.0028837 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 245757.430000 0.107304 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-06-17 0.000000 USD -96415.770000 USD 2400000.000000 USD 342173.200000 N N N N/A N/A 000000000 1.000000 NC -2064.110000 -0.0009012 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1304665.280000 CNY 185139.000000 USD 2026-01-21 -2064.110000 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 14794.000000 NS USD 1384866.340000 0.604671 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -2969.950000 -0.0012968 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 200000.000000 BRL -2969.950000 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI087B66 3880000.000000 PA 200135.390000 0.0873846 Long DBT NUSS MX N 2 2034-11-23 Fixed 7.75 N N N N N N N/A N/A 000000000 1.000000 NC -27.590000 -0.000012 N/A DFE PE N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 210888.700000 PEN 62332.250000 USD 2026-06-17 -27.590000 N N N N/A N/A 000000000 1.000000 NC USD 650.200000 0.0002839 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-23 0.000000 USD -390.000000 USD 100000.000000 USD 1040.200000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UA4 800000.000000 PA USD 770687.500000 0.336503 Long DBT UST US N 2 2054-05-15 Fixed 4.625 N N N N N N N/A N/A 000000000 1.000000 NC USD 29496.210000 0.0128789 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-17 0.000000 USD -284.660000 USD 1200000.000000 USD 29780.870000 N N N N/A N/A 000000000 1.000000 NC USD 1207.840000 0.0005274 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.40 Y Single Leg Swap 2028-12-20 0.000000 USD -10060.000000 USD 200000.000000 USD 11267.840000 N N N N/A N/A 000000000 1.000000 NC -182.330000 -0.0000796 N/A DFE KR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 28993.950000 USD 41548823.000000 KRW 2026-02-13 -182.330000 N N N INVESCO EURO CLO III DAC 3A N/A ACI2Q9953 400000.000000 PA 470249.840000 0.205324 Long ABS-CBDO CORP IE N 2 2038-10-30 Floating 3.184 N N N N N N MEDIATEK INC 254900UEGBK1I4DM4E14 637248907 33000.000000 NS 1498371.300000 0.65423 Long EC CORP TW N 2 N N N N/A N/A 000000000 1.000000 NC USD -12042.170000 -0.0052579 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-10-15 0.000000 USD -170.060000 USD 100000.000000 USD -11872.110000 N N N N/A N/A 000000000 1.000000 NC 1149.840000 0.0005021 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-07 0.000000 ZAR 0.000000 ZAR 300000.000000 ZAR 1149.840000 N N N N/A N/A 000000000 1.000000 NC 722.520000 0.0003155 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 70836.570000 USD 3244881.600000 TRY 2026-03-19 722.520000 N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 55891.000000 PA USD 56260.720000 0.024565 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC -10558.510000 -0.0046101 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 700000.000000 BRL -10558.510000 N N N NEDBANK GROUP LIMITED 3789009E42FA3CB31065 662800903 9804.000000 NS 157633.640000 0.0688272 Long EC CORP ZA N 1 N N N N/A N/A 000000000 1.000000 NC USD 13160.420000 0.0057462 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-06-21 0.000000 USD -840.190000 USD 1900000.000000 USD 14000.610000 N N N N/A N/A 000000000 1.000000 NC -8665.830000 -0.0037837 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 UK RPI All Items NSA N/A N/A Y 2031-10-15 351.890000 GBP 0.000000 GBP 100000.000000 GBP -9017.720000 N N N BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA) K8MS7FD7N5Z2WQ51AZ71 550190904 62909.000000 NS 1475668.910000 0.644317 Long EC CORP ES N 2 N N N WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A N/A 96041KAB0 450000.000000 PA USD 451481.490000 0.197129 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.66 N N N N N N N/A N/A 000000000 9.000000 NC USD 60.570000 0.0000264 N/A DE US N 3 None N/A Call Purchased UNITI GROUP INC WINDSTREAM PARENT EQUITY N/A 0.010000 USD 2035-08-01 XXXX 5.750000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638BD3 242000.000000 PA 80046.980000 0.0349507 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N N/A N/A 000000000 1.000000 NC 12792.100000 0.0055854 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2042-04-27 0.000000 JPY 0.000000 JPY 9000000.000000 JPY 12792.100000 N N N N/A N/A 000000000 1.000000 NC USD 830.240000 0.0003625 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-01-08 0.000000 USD -290.000000 USD 100000.000000 USD 1120.240000 N N N N/A N/A 000000000 1.000000 NC -37579.620000 -0.0164083 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2035-06-18 39065.940000 AUD 0.000000 AUD 2800000.000000 AUD -76645.560000 N N N WH GROUP LTD (AKA: SHUANGHUI INTERNATIONAL HOLDINGS LTD) 254900A4AYEDRWYSE928 BLLHKZ904 179500.000000 NS 199965.450000 0.0873104 Long EC CORP KY N 2 N N N N/A N/A 000000000 1.000000 NC 391.330000 0.0001709 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2907.200000 KWD 10000.000000 USD 2029-07-02 391.330000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI34G249 600000.000000 PA 34925.930000 0.0152496 Long DBT NUSS ZA N 2 2026-08-05 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UC0 100000.000000 PA USD 90443.360000 0.03949 Long DBT UST US N 2 2054-08-15 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC -579.230000 -0.0002529 N/A DFE TH N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 649305.000000 THB 20049.560000 USD 2026-01-21 -579.230000 N N N N/A N/A 000000000 1.000000 NC 3284.070000 0.0014339 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-05-06 0.000000 EUR -152.870000 EUR 100000.000000 EUR 3436.940000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CAU5 100000.000000 PA USD 94765.630000 0.0413773 Long DBT UST US N 2 2027-10-31 Fixed 0.5 N N N N N N REALTEK SEMICONDUCTOR CORPORATION 5299002E7F36O00MYY75 605142900 11000.000000 NS 170793.370000 0.0745731 Long EC CORP TW N 2 N N N RESIDENTIAL ACCREDIT LOANS INC 2005-QO3 N/A 761118KU1 38390.460000 PA USD 26793.010000 0.0116986 Long ABS-MBS CORP US N 2 2045-10-25 Floating 4.64621 N N N N N N AMERICAN ASSETS TRUST INC N/A 024013104 13560.000000 NS USD 256690.800000 0.112078 Long EC CORP US N 1 N N N BANK POLSKA KASA OPIEKI SA (BANK PEKAO SA) 5493000LKS7B3UTF7H35 547311902 4149.000000 NS 235338.060000 0.102755 Long EC CORP PL N 2 N N N ENI SPA BUCRF72VH5RBN7X3VL35 714505906 10822.000000 NS 205143.120000 0.0895711 Long EC CORP IT N 2 N N N PLAINS GP HOLDINGS LP 549300O56BSKRD8FAM12 72651A207 8101.000000 NS USD 155053.140000 0.0677004 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -31467.880000 -0.0137397 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-06-15 0.000000 USD -20639.350000 USD 210000.000000 USD -10828.530000 N N N N/A N/A 000000000 1.000000 NC USD -400.700000 -0.000175 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-03 0.000000 USD -192.000000 USD 50000.000000 USD -208.700000 N N N OPTION ONE MORTGAGE LOAN TRUST 2007-4 N/A 68403FAA4 1595526.480000 PA USD 1150474.790000 0.502329 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.06621 N N N N N N N/A N/A 000000000 1.000000 NC USD 5745.220000 0.0025085 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-05-12 116.620000 USD 0.000000 USD 100000.000000 USD 5628.600000 N N N N/A N/A 000000000 1.000000 NC -1552.030000 -0.0006777 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 228732.620000 ILS 70269.000000 USD 2026-01-15 -1552.030000 N N N ENDEAVOUR MINING PLC 529900NI5MXQ91GHXR07 BL6K5J907 4363.000000 NS 227955.830000 0.0995318 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC 3500.670000 0.0015285 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-10-09 0.000000 EUR -236.600000 EUR 100000.000000 EUR 3737.270000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HS2 145764.800000 PA USD 124556.020000 0.0543846 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2W94G7 2000000.000000 PA 10489.790000 0.0045801 Long DBT NUSS JP N 2 2055-03-20 Fixed 2.4 N N N N N N N/A N/A 000000000 1.000000 NC USD -2446.840000 -0.0010684 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-08-30 0.000000 USD -1000.000000 USD 200000.000000 USD -1446.840000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912828V49 43133.760000 PA USD 42604.800000 0.0186024 Long DBT UST US N 2 2027-01-15 Fixed 0.375 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 15980.000000 NS USD 449357.600000 0.196202 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB COMPANY HLYYNH7UQUORYSJQCN42 110122108 45730.000000 NS USD 2466676.200000 1.07702 Long EC CORP US N 1 N N N QBE INSURANCE GROUP LIMITED 549300D2FBW76FPUSG65 671574002 11619.000000 NS 153829.040000 0.067166 Long EC CORP AU N 2 N N N N/A N/A 000000000 1.000000 NC USD -1888.880000 -0.0008247 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-29 0.000000 USD -313.000000 USD 100000.000000 USD -1575.880000 N N N N/A N/A 000000000 1.000000 NC USD -2089.470000 -0.0009123 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.44 Y Single Leg Swap 2030-12-20 0.000000 USD -4400.000000 USD 200000.000000 USD 2310.530000 N N N BANCO BPM SPA 815600E4E6DCD2D25E30 BYMD5K904 24419.000000 NS 370800.620000 0.161902 Long EC CORP IT N 2 N N N PERU GOVT 254900STKLK2DBJJZ530 ACI2PNWZ1 300000.000000 PA 97607.330000 0.042618 Long DBT NUSS PE N 2 2039-08-12 Fixed 7.6 N N N N N N N/A N/A 000000000 1.000000 NC 1104.980000 0.0004825 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-03 2.480000 ZAR 0.000000 ZAR 300000.000000 ZAR 1102.500000 N N N N/A N/A 000000000 1.000000 NC USD -82.220000 -0.0000359 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-20 1248.990000 USD 0.000000 USD 50000.000000 USD -1331.210000 N N N N/A N/A 000000000 1.000000 NC USD 3469.290000 0.0015148 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-16 0.000000 USD -432.500000 USD 100000.000000 USD 3901.790000 N N N N/A N/A 000000000 1.000000 NC USD 8536.340000 0.0037272 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T INC AT&T INC Y Single Leg Swap 2028-06-20 0.000000 USD -4958.110000 USD 600000.000000 USD 13494.450000 N N N BANCO DE CHILE 8B4EZFY8IHJC44TT2K84 210084901 1021584.000000 NS 197322.070000 0.0861562 Long EC CORP CL N 1 N N N N/A N/A 000000000 1.000000 NC -1343.820000 -0.0005867 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 79.800000 BRL 0.000000 BRL 1600000.000000 BRL -1423.620000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 140000.000000 PA USD 134840.210000 0.0588749 Long DBT CORP US N 2 2030-01-15 Fixed 7 N N N N N N N/A N/A 000000000 1.000000 NC -4227.670000 -0.0018459 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2036-03-18 105.710000 EUR 0.000000 EUR 200000.000000 EUR -4333.380000 N N N N/A N/A 000000000 1.000000 NC USD -2556.330000 -0.0011162 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-15 0.000000 USD -440.000000 USD 100000.000000 USD -2116.330000 N N N N/A N/A 000000000 1.000000 NC -5464.210000 -0.0023858 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 500000.000000 BRL -5464.210000 N N N N/A N/A 000000000 1.000000 NC 2496.980000 0.0010902 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-17 0.000000 MXN 0.000000 MXN 900000.000000 MXN 2496.980000 N N N DT MIDSTREAM INC N/A 23345M107 1653.000000 NS USD 197831.040000 0.0863784 Long EC CORP US N 1 N N N MERCURY AGGREGATOR LP N/A BA000FDW9 11628.600000 PA USD 611.450000 0.000267 Long LON CORP US N 3 2026-04-03 Fixed 0 N N N N N N N/A N/A 000000000 221.000000 NC USD -81798.120000 -0.0357153 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-20 24812429.800000 USD -81798.120000 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179M103 13427.000000 NS USD 491831.010000 0.214747 Long EC CORP US N 1 N N N WORLD OMNI SELECT AUTO TRUST 2025-A N/A 98164UAC3 500000.000000 PA USD 501147.200000 0.218815 Long ABS-O CORP US N 2 2030-05-15 Fixed 4.14 N N N N N N T ROWE PRICE GROUP INC 549300SIV6FPS9Y7IH33 74144T108 4951.000000 NS USD 506883.380000 0.221319 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 21676.970000 0.0094648 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-17 0.000000 GBP -12623.210000 GBP 3900000.000000 GBP 34300.180000 N N N N/A N/A 000000000 1.000000 NC USD -46797.740000 -0.0204332 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2051-01-21 0.000000 USD -1020.570000 USD 100000.000000 USD -45777.170000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HV5 196042.000000 PA USD 136053.150000 0.0594045 Long DBT NUSS AR N 2 2041-07-09 Variable 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 4575.010000 0.0019976 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2033-10-03 0.000000 EUR -382.960000 EUR 100000.000000 EUR 4957.970000 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 3348.000000 NS USD 914271.840000 0.399196 Long EC CORP US N 1 N N N TENARIS SA 549300Y7C05BKC4HZB40 ACI2JZT93 8149.000000 NS 157241.930000 0.0686561 Long EC CORP LU N 2 N N N N/A N/A 000000000 1.000000 NC USD 783.630000 0.0003422 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-06-21 716.410000 USD 0.000000 USD 170000.000000 USD 67.220000 N N N N/A N/A 000000000 1.000000 NC -2724.060000 -0.0011894 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2031-01-02 0.000000 BRL 0.000000 BRL 1200000.000000 BRL -2724.060000 N N N N/A N/A 000000000 1.000000 NC 23568.660000 0.0102907 N/A DCR N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A ITRAXX EUROPE CROSSOVER SERIES 44 Y Single Leg Swap 2030-12-20 23056.970000 EUR 0.000000 EUR 100000.000000 EUR 511.690000 N N N N/A N/A 000000000 1.000000 NC -80.080000 -0.000035 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 907361.000000 INR 10000.000000 USD 2026-01-20 -80.080000 N N N N/A N/A 000000000 1.000000 NC -208.450000 -0.000091 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 728934.500000 TRY 16117.160000 USD 2026-02-26 -208.450000 N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 P97475AJ9 2000.000000 PA USD 593.000000 0.0002589 Long DBT NUSS VE N 2 2038-03-31 Fixed 7 Y Y N N N N CEDAR FUNDING VI CLO LTD 2016-6A N/A 15032DAZ4 400000.000000 PA USD 400122.570000 0.174705 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.97444 N N N N N N N/A N/A 000000000 1.000000 NC USD 3512.710000 0.0015337 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2053-11-15 2089.800000 USD 0.000000 USD 100000.000000 USD 1422.910000 N N N N/A N/A 000000000 1.000000 NC 295.450000 0.000129 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 23181.000000 USD 426715.850000 MXN 2026-04-09 295.450000 N N N N/A N/A 000000000 1.000000 NC USD 3905.860000 0.0017054 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-20 0.000000 USD -342.750000 USD 100000.000000 USD 4248.610000 N N N N/A N/A 000000000 1.000000 NC -27.990000 -0.0000122 N/A DFE NG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2934000.000000 NGN 2000.000000 USD 2026-01-05 -27.990000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 206000.000000 PA USD 150454.590000 0.0656926 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125 N N N N N N N/A N/A 000000000 1.000000 NC USD -2128.340000 -0.0009293 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-11 0.000000 USD -363.750000 USD 100000.000000 USD -1764.590000 N N N N/A N/A 000000000 1.000000 NC -36646.970000 -0.0160011 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2031-03-18 26142.010000 EUR 0.000000 EUR 5920000.000000 EUR -62788.980000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638BY7 1320000.000000 PA 423801.260000 0.185043 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N N/A N/A 000000000 1.000000 NC USD 130807.680000 0.0571142 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-02-03 0.000000 USD -44338.120000 USD 300000.000000 USD 175145.800000 N N N N/A N/A 000000000 1.000000 NC USD 1347.570000 0.0005884 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-28 0.000000 USD -370.000000 USD 100000.000000 USD 1717.570000 N N N DAIFUKU CO LTD 3538006FG1W4X3MYHL36 625002001 4700.000000 NS 147935.700000 0.0645928 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC USD 735.780000 0.0003213 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-20 0.000000 USD -4467.700000 USD 100000.000000 USD 5203.480000 N N N N/A N/A 000000000 1.000000 NC -834.780000 -0.0003645 N/A DFE BR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 400000.000000 BRL 69118.050000 USD 2026-07-02 -834.780000 N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2RLJN5 9500000.000000 PA 46524.770000 0.020314 Long DBT NUSS JP N 2 2054-09-20 Fixed 2.1 N N N N N N CARREFOUR 549300B8P6MUJ1YWTS08 564156909 12584.000000 NS 209971.200000 0.0916792 Long EC CORP FR N 2 N N N ECMC GROUP STUDENT LOAN TRUST 2020-2A N/A 26829HAA4 570948.340000 PA USD 575254.720000 0.251172 Long ABS-O CORP US N 2 2069-11-25 Floating 5.13867 N N N N N N PICC PROPERTY AND CASUALTY COMPANY LIMITED 300300F1000311000017 670625904 156000.000000 NS 327975.510000 0.143203 Long EC CORP CN N 2 N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC N/A 465981AA6 400000.000000 PA USD 421673.840000 0.184114 Long ABS-MBS CORP US N 2 2040-10-05 Fixed 7.23547 N N N N N N N/A N/A 000000000 1.000000 NC USD 59569.950000 0.0260099 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-06-21 34839.530000 USD 0.000000 USD 2460000.000000 USD 24730.420000 N N N N/A N/A 000000000 1.000000 NC 1234.580000 0.0005391 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-04 0.000000 ZAR 0.000000 ZAR 400000.000000 ZAR 1234.580000 N N N 37 CAPITAL CLO II 2022-1A N/A 88429PAU6 400000.000000 PA USD 400745.530000 0.174977 Long ABS-CBDO CORP JE N 2 2034-07-15 Floating 5.19454 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI06HB74 900000.000000 PA 54028.800000 0.0235905 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CHP9 1929780.000000 PA USD 1881712.360000 0.821607 Long DBT UST US N 2 2033-07-15 Fixed 1.375 N N N N N N VINCI SA 213800WFQ334R8UXUG83 B1XH02900 11270.000000 NS 1585498.210000 0.692272 Long EC CORP FR N 2 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 262051AA3 27412.000000 PA USD 27061.160000 0.0118156 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CBJ9 110000.000000 PA USD 104016.600000 0.0454165 Long DBT UST US N 2 2028-01-31 Fixed 0.75 N N N N N N RCKT MORTGAGE TRUST 2025-CES11 N/A 749423AA7 495629.600000 PA USD 496855.390000 0.216941 Long ABS-MBS CORP US N 2 2055-11-25 Variable 4.966 N N N N N N N/A N/A 000000000 1.000000 NC USD -1778.060000 -0.0007763 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-30 0.000000 USD -320.000000 USD 100000.000000 USD -1458.060000 N N N GNMA PASS THRU POOLS N/A 21H042612 100000.000000 PA USD 97421.880000 0.0425371 Long ABS-MBS USGSE US N 2 2056-01-22 Fixed 4.5 N N N N N N DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX) N/A B01RQ2907 41996.000000 NS 2.330000 0.000001 Long EC CORP MX N 3 N N N CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1 N/A 17307GNR5 749577.160000 PA USD 709384.080000 0.309737 Long ABS-MBS CORP US N 2 2035-02-25 Floating 4.47621 N N N N N N N/A N/A 000000000 1.000000 NC USD -2242.310000 -0.0009791 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-05 0.000000 USD -360.000000 USD 100000.000000 USD -1882.310000 N N N ANTA SPORTS PRODUCTS LIMITED 529900291XG0CTK4LF95 B1YVKN900 18000.000000 NS 186922.280000 0.0816154 Long EC CORP KY N 2 N N N N/A N/A 000000000 1.000000 NC -6168.160000 -0.0026932 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 UK RPI All Items NSA N/A N/A Y 2031-11-15 0.000000 GBP -451.790000 GBP 100000.000000 GBP -5716.370000 N N N N/A N/A 000000000 1.000000 NC -17001.640000 -0.0074234 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1410000.000000 BRL -17001.640000 N N N ZURICH INSURANCE GROUP LTD 529900QVNRBND50TXP03 598381903 864.000000 NS 653790.660000 0.285463 Long EC CORP CH N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SV1 375189.000000 PA USD 202917.170000 0.0885992 Long DBT UST US N 2 2051-02-15 Fixed 0.125 N N N N N N BANK OF AMERICA MTGE SEC 2006-3 N/A 05950LAK8 5835.330000 PA USD 5043.070000 0.0022019 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 1152.700000 0.0005033 N/A DFE CN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 100292.940000 USD 707000.000000 CNY 2026-01-21 1152.700000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI2ZQHY3 500000.000000 PA 29039.640000 0.0126795 Long DBT NUSS ZA N 2 2026-08-19 None 0 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AL4 4000.000000 PA USD 4068.600000 0.0017765 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAB7 3047.160000 PA USD 2381.860000 0.00104 Long LON CORP US N 2 2027-12-31 Fixed 7.8306 N N Y N N N N/A N/A 000000000 1.000000 NC -304.270000 -0.0001329 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 178389.000000 PEN 52720.100000 USD 2026-01-30 -304.270000 N N N N/A N/A 000000000 1.000000 NC 0.060000 0 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4.960000 USD 157.910000 THB 2026-01-21 0.060000 N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076C106 1203.000000 NS USD 589879.020000 0.257557 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -709.670000 -0.0003099 N/A DFE JP N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 884439.000000 USD 138325286.000000 JPY 2026-01-14 -709.670000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810UN6 59000.000000 PA USD 59590.000000 0.0260186 Long DBT UST US N 2 2045-08-15 Fixed 4.875 N N N N N N N/A N/A 000000000 1.000000 NC -5.860000 -0.0000026 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1343.000000 USD 410.300000 KWD 2026-05-18 -5.860000 N N N N/A N/A 000000000 1.000000 NC -691.470000 -0.0003019 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 66175.000000 USD 5899699.780000 INR 2026-01-30 -691.470000 N N N CHINA SHENHUA ENERGY COMPANY LIMITED 529900N9JOX4C108MA40 B09N7M905 76000.000000 NS 379474.760000 0.165689 Long EC CORP CN N 2 N N N N/A N/A 000000000 1.000000 NC 1548.300000 0.000676 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 82399.000000 USD 121040011.000000 KRW 2026-01-08 1548.300000 N N N N/A N/A 000000000 1.000000 NC -5769.980000 -0.0025193 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 400000.000000 BRL -5769.980000 N N N N/A N/A 000000000 1.000000 NC USD 119.880000 0.0000523 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-31 208769.530000 USD 119.880000 N N N ILLINOIS ST 54930048FV8RWPR02D67 452152BM2 11538.460000 PA USD 12198.280000 0.0053261 Long DBT MUN US N 2 2035-02-01 Fixed 6.63 N N N N N N N/A N/A 000000000 1.000000 NC USD 511.940000 0.0002235 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-19 0.000000 USD -445.000000 USD 100000.000000 USD 956.940000 N N N N/A N/A 000000000 1.000000 NC USD -2009.920000 -0.0008776 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-30 0.000000 USD -323.000000 USD 100000.000000 USD -1686.920000 N N N N/A N/A 000000000 1.000000 NC -279.610000 -0.0001221 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 94637.570000 ZAR 5346.000000 USD 2026-08-05 -279.610000 N N N N/A N/A 000000000 1.000000 NC 81.100000 0.0000354 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 60000.000000 USD 419113.740000 CNY 2026-01-05 81.100000 N N N N/A N/A 000000000 1.000000 NC -489.290000 -0.0002136 N/A DFE N/A N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 32000.000000 EUR 37133.150000 USD 2026-01-14 -489.290000 N N N N/A N/A 000000000 1.000000 NC 2077.880000 0.0009073 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 17132.420000 KWD 59000.000000 USD 2030-05-09 2077.880000 N N N N/A N/A 000000000 -1.000000 NC USD 3922.530000 0.0017127 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2026-03-17 -240778.130000 USD 3922.530000 N N N N/A N/A 000000000 1.000000 NC -10200.730000 -0.0044539 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 1000000.000000 BRL -10200.730000 N N N AMERICAN HEALTHCARE REIT INC 2549004GGE2APGNT6O92 398182303 1891.000000 NS USD 88990.460000 0.0388557 Long EC CORP US N 1 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 400000.000000 PA USD 410584.230000 0.179272 Long DBT CORP US N 2 2027-05-01 Fixed 6.259 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 N/A 362948AA9 779921.000000 PA USD 769605.760000 0.336031 Long ABS-MBS CORP US N 2 2061-09-25 Variable 3.9 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CAY7 550000.000000 PA USD 521253.910000 0.227594 Long DBT UST US N 2 2027-11-30 Fixed 0.625 N N N N N N N/A N/A 000000000 1.000000 NC USD -4706.380000 -0.0020549 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-01-11 0.000000 USD -280.900000 USD 200000.000000 USD -4425.480000 N N N N/A N/A 000000000 1.000000 NC USD 10236.290000 0.0044694 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-06-15 7948.410000 USD 0.000000 USD 200000.000000 USD 2287.880000 N N N N/A N/A 000000000 1.000000 NC -819.780000 -0.0003579 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 182962.890000 PLN 50142.000000 USD 2026-01-16 -819.780000 N N N EGYPTIAN GOVT 529900GFIVH4086NMH82 ACI2VM0V0 11400000.000000 PA 239333.080000 0.104499 Long DBT NUSS EG N 2 2028-03-04 Fixed 21.954 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI2YZPV1 900000.000000 PA 52507.520000 0.0229262 Long DBT NUSS ZA N 2 2026-07-22 None 0 N N N N N N CHINA HONGQIAO GROUP LIMITED 3003009Q4IBFSDE24571 B44ZV9907 62500.000000 NS 262482.610000 0.114607 Long EC CORP KY N 2 N N N EUROSAIL PLC 2007-3A N/A 29880YAJ8 39847.600000 PA 53727.970000 0.0234591 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.94419 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810RU4 600000.000000 PA USD 443250.000000 0.193535 Long DBT UST US N 2 2046-11-15 Fixed 2.875 N N N N N N N/A N/A 000000000 1.000000 NC -1.130000 -0.0000005 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5000.000000 USD 450488.830000 INR 2026-02-02 -1.130000 N N N SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4 N/A 83613AAA0 1645666.940000 PA USD 1229275.350000 0.536735 Long ABS-MBS CORP US N 2 2037-09-25 Floating 4.84621 N N N N N N N/A N/A 000000000 1.000000 NC -7.270000 -0.0000032 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 24315.000000 USD 2189989.900000 INR 2026-01-30 -7.270000 N N N N/A N/A 000000000 -7.000000 NC -1129.630000 -0.0004932 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED 549300ZD7BBOVZFVHK49 Short N/A AUSTRALIA GOVT 2026-03-16 -511449.340000 AUD -1129.630000 N N N EMC MORTGAGE LOAN TRUST 2002-B N/A 268668BD1 15259.160000 PA USD 15480.590000 0.0067592 Long ABS-MBS CORP US N 2 2041-02-25 Floating 5.14621 N N N N N N N/A N/A 000000000 1.000000 NC -24.490000 -0.0000107 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2685.000000 USD 816.640000 KWD 2026-05-04 -24.490000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128285W6 447459.970000 PA USD 440654.860000 0.192402 Long DBT UST US N 2 2029-01-15 Fixed 0.875 N N N N N N N/A N/A 000000000 1.000000 NC USD 1005.310000 0.0004389 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-28 0.000000 USD -360.500000 USD 100000.000000 USD 1365.810000 N N N N/A N/A 000000000 1.000000 NC 1311.900000 0.0005728 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 45152.000000 USD 1462482.310000 THB 2026-01-21 1311.900000 N N N N/A N/A 000000000 1.000000 NC 825.300000 0.0003603 N/A DIR AU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2027-03-21 0.000000 AUD -9236.960000 AUD 80000.000000 AUD 10062.260000 N N N N/A N/A 000000000 1.000000 NC 3698.300000 0.0016148 N/A DFE MX N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 175560.340000 USD 3251000.000000 MXN 2026-03-18 3698.300000 N N N N/A N/A 000000000 1.000000 NC 1670.210000 0.0007293 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 81060.000000 USD 297033.830000 PLN 2026-01-23 1670.210000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 958ZIAII6 150535000.000000 PA 94601.270000 0.0413055 Long DBT NUSS NG N 2 2026-06-26 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD 2210.030000 0.000965 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-09-05 0.000000 USD -1465.000000 USD 200000.000000 USD 3675.030000 N N N N/A N/A 000000000 1.000000 NC -1393.200000 -0.0006083 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 755358.090000 PEN 222734.080000 USD 2026-03-18 -1393.200000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810TU2 300000.000000 PA USD 286652.340000 0.12516 Long DBT UST US N 2 2043-08-15 Fixed 4.375 N N N N N N KIA CORPORATION 988400V8MJK9N7OI5X76 649092905 5049.000000 NS 428021.370000 0.186886 Long EC CORP KR N 2 N N N SLM STUDENT LOAN TRUST 2005-B N/A 78443CCB8 450288.740000 PA USD 439642.790000 0.19196 Long ABS-O CORP US N 2 2039-06-15 Floating 4.31481 N N N N N N N/A N/A 000000000 1.000000 NC -1.430000 -0.0000006 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1378.190000 USD 422.040000 KWD 2026-06-30 -1.430000 N N N BANCO DO BRASIL SA QE0Q0253K88YAGNPE356 232859900 36900.000000 NS 147279.640000 0.0643063 Long EC CORP BR N 2 N N N N/A N/A 000000000 1.000000 NC USD 12440.440000 0.0054318 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-07-20 0.000000 USD -215.730000 USD 100000.000000 USD 12656.170000 N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2WJ7V9 9000000.000000 PA 53191.010000 0.0232247 Long DBT NUSS JP N 2 2045-03-20 Fixed 2.4 N N N N N N N/A N/A 000000000 1.000000 NC -499.910000 -0.0002183 N/A DFE IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 162000.000000 ILS 50367.380000 USD 2026-01-15 -499.910000 N N N N/A N/A 000000000 1.000000 NC USD -758.590000 -0.0003312 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-25 0.000000 USD -290.000000 USD 100000.000000 USD -468.590000 N N N N/A N/A 000000000 1.000000 NC USD 3414.880000 0.001491 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-12 0.000000 USD -395.000000 USD 100000.000000 USD 3809.880000 N N N N/A N/A 000000000 1.000000 NC USD -20870.240000 -0.0091125 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-15 0.000000 USD -8852.310000 USD 220000.000000 USD -12017.930000 N N N N/A N/A 000000000 1.000000 NC USD 3589.080000 0.0015671 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-10 0.000000 USD -358.750000 USD 100000.000000 USD 3947.830000 N N N N/A N/A 000000000 1.000000 NC -980.160000 -0.000428 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 332066.290000 ZAR 18919.000000 USD 2026-04-22 -980.160000 N N N N/A N/A 000000000 1.000000 NC 0.000000 0 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 32.550000 PEN 9.680000 USD 2026-01-05 0.000000 N N N PAGAYA AI DEBT TRUST 2025-4 N/A 69547DAB2 399985.780000 PA USD 403547.850000 0.1762 Long ABS-O CORP US N 2 2033-01-17 Fixed 5.373 N N N N N N UMBS PASS THRU POOLS N/A 01F042624 3400000.000000 PA USD 3316492.770000 1.44807 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 4.5 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1 N/A 02149JAL0 49178.010000 PA USD 17062.210000 0.0074498 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -525.230000 -0.0002293 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1100000.000000 BRL -525.230000 N N N N/A N/A 000000000 1.000000 NC USD 18734.590000 0.00818 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-15 16436.400000 USD 0.000000 USD 282280.000000 USD 2298.190000 N N N N/A N/A 000000000 1.000000 NC 3090.300000 0.0013493 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-05-02 0.000000 EUR -144.730000 EUR 100000.000000 EUR 3235.030000 N N N N/A N/A 000000000 1.000000 NC 298.750000 0.0001304 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 6713.000000 USD 116283.260000 ZAR 2026-01-26 298.750000 N N N PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL7 N/A 74136TAA6 356191.350000 PA USD 356677.410000 0.155735 Long ABS-MBS CORP US N 2 2054-10-25 Fixed 5.9251 N N N N N N N/A N/A 000000000 1.000000 NC USD 41308.730000 0.0180365 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.IG.45 Y Single Leg Swap 2030-12-20 40099.420000 USD 0.000000 USD 1800000.000000 USD 1209.310000 N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 3641.000000 NS USD 281594.940000 0.122952 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -25586.030000 -0.0111716 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-15 8782.140000 USD 0.000000 USD 422000.000000 USD -34368.170000 N N N N/A N/A 000000000 1.000000 NC 8401.690000 0.0036684 N/A DIR NZ N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 NZ$ Bank Bill 3M FRA N/A N/A Y 2029-06-19 2105.140000 NZD 0.000000 NZD 300000.000000 NZD 6296.550000 N N N N/A N/A 000000000 1.000000 NC -140.520000 -0.0000614 N/A DFE PE N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2045106.110000 PEN 606676.390000 USD 2026-03-18 -140.520000 N N N N/A N/A 000000000 1.000000 NC 4023.110000 0.0017566 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-07-31 0.000000 ZAR 0.000000 ZAR 1300000.000000 ZAR 4023.110000 N N N N/A N/A 000000000 1.000000 NC 23568.660000 0.0102907 N/A DCR N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A ITRAXX EUROPE CROSSOVER SERIES 44 Y Single Leg Swap 2030-12-20 22958.130000 EUR 0.000000 EUR 100000.000000 EUR 610.530000 N N N N/A N/A 000000000 1.000000 NC USD 5536.900000 0.0024176 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-30 0.000000 USD -560.000000 USD 200000.000000 USD 6096.900000 N N N N/A N/A 000000000 1.000000 NC -236.710000 -0.0001034 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 61373.180000 USD 52000.000000 EUR 2026-01-14 -236.710000 N N N TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 87612E106 10210.000000 NS USD 998027.500000 0.435766 Long EC CORP US N 1 N N N HYUNDAI MOBIS 988400HJA9E0ZVDHRS65 644954000 753.000000 NS 195389.330000 0.0853123 Long EC CORP KR N 2 N N N N/A N/A 000000000 1.000000 NC USD 636.960000 0.0002781 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-08 0.000000 USD -470.000000 USD 100000.000000 USD 1106.960000 N N N AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST N/A 02376AAA7 5940.830000 PA USD 5773.400000 0.0025208 Long DBT CORP US N 2 2031-04-15 Fixed 3.35 N N N N N N N/A N/A 000000000 1.000000 NC USD -8990.910000 -0.0039257 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-10-04 0.000000 USD -6546.920000 USD 900000.000000 USD -2443.990000 N N N CHASE MORTGAGE FINANCE CORP 2006-A1 N/A 16163CAB8 13108.680000 PA USD 11719.060000 0.0051169 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.03634 N N N N N N EUROSAIL PLC 2007-3X N/A ACI01JMT5 56342.330000 PA 75956.740000 0.0331648 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.94419 N N N N N N N/A N/A 000000000 1.000000 NC 1127.490000 0.0004923 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-07 0.000000 ZAR 0.000000 ZAR 300000.000000 ZAR 1127.490000 N N N INTERTEK GROUP PLC 2138003GAT25WW1RN369 316383900 3488.000000 NS 216313.890000 0.0944486 Long EC CORP GB N 2 N N N BEIGNET INVESTOR LLC N/A 076912AA2 2060000.000000 PA USD 2178261.800000 0.951089 Long DBT CORP US N 2 2049-05-30 Fixed 6.581 N N N N N N THAMES WATER SUPER SENIOR ISSUER PLC 635400LBEYCV7F4FC741 ACI2VXTH6 18468.000000 PA 28689.460000 0.0125266 Long DBT CORP GB N 2 2027-10-10 Fixed 9.75 N N N N N N ELISA CORPORATION 743700TU2S3DXWGU7H32 570151902 3089.000000 NS 136891.410000 0.0597705 Long EC CORP FI N 2 N N N BANK OF AMERICA MTGE SECS-2006-B N/A 05950TAG0 2132.780000 PA USD 1754.210000 0.0007659 Long ABS-MBS CORP US N 2 2046-11-20 Floating 3.52152 N N N N N N RCKT MORTGAGE TRUST 2025-CES10 N/A 74939LAA2 979127.020000 PA USD 980837.950000 0.428261 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 4.894 N N N N N N N/A N/A 000000000 1.000000 NC USD 4048.760000 0.0017678 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2028-12-20 0.000000 USD -3165.880000 USD 300000.000000 USD 7214.640000 N N N N/A N/A 000000000 1.000000 NC -718.270000 -0.0003136 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 204.090000 BRL 0.000000 BRL 2200000.000000 BRL -922.360000 N N N N/A N/A 000000000 1.000000 NC USD -2635.530000 -0.0011507 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-17 0.000000 USD -340.000000 USD 100000.000000 USD -2295.530000 N N N COLGATE-PALMOLIVE COMPANY YMEGZFW4SBUSS5BQXF88 194162103 6837.000000 NS USD 540259.740000 0.235892 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -2029.480000 -0.0008861 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-23 0.000000 USD -297.500000 USD 100000.000000 USD -1731.980000 N N N N/A N/A 000000000 1.000000 NC -7.590000 -0.0000033 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1000000.000000 BRL 178734.200000 USD 2026-04-02 -7.590000 N N N QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 747525103 2631.000000 NS USD 450032.550000 0.196496 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 1656.250000 0.0007232 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-16 0.000000 USD -345.000000 USD 100000.000000 USD 2001.250000 N N N N/A N/A 000000000 1.000000 NC -11973.770000 -0.0052281 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1040000.000000 BRL -11973.770000 N N N CARVANA AUTO RECEIVABLES TRUST 2024-P1 N/A 14688NAC3 414508.750000 PA USD 416532.960000 0.18187 Long ABS-O CORP US N 2 2029-04-10 Fixed 5.05 N N N N N N N/A N/A 000000000 1.000000 NC USD 1495.690000 0.0006531 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-06-08 0.000000 USD -23.170000 USD 100000.000000 USD 1518.860000 N N N N/A N/A 000000000 1.000000 NC USD -19602.930000 -0.0085592 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-12-20 9938.100000 USD 0.000000 USD 1690000.000000 USD -29541.030000 N N N N/A N/A 000000000 1.000000 NC -415.750000 -0.0001815 N/A DFE IL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 109000.000000 ILS 33809.770000 USD 2026-01-15 -415.750000 N N N NIPPON YUSEN KABUSHIKI KAISHA 353800YPW4XM0ZN5I149 664396009 9200.000000 NS 298002.460000 0.130116 Long EC CORP JP N 2 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884U109 8717.000000 NS USD 434978.300000 0.189923 Long EC CORP US N 1 N N N VERUS SECURITIZATION TRUST 2024-6 N/A 92540JAA0 545641.920000 PA USD 550624.340000 0.240418 Long ABS-MBS CORP US N 2 2069-07-25 Variable 5.799 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DG7 10000.000000 PA USD 9981.370000 0.0043581 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N N/A N/A 000000000 1.000000 NC USD 1818.320000 0.0007939 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-02-21 0.000000 USD -895.000000 USD 200000.000000 USD 2713.320000 N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AL3 19000.000000 PA USD 19343.630000 0.008446 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N REACH ABS TRUST 2024-2A N/A 75525HAA8 83071.740000 PA USD 83419.720000 0.0364233 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.88 N N N N N N N/A N/A 000000000 1.000000 NC -4243.120000 -0.0018527 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 400000.000000 BRL -4243.120000 N N N N/A N/A 000000000 1.000000 NC USD 605.840000 0.0002645 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-03-10 0.000000 USD -213.750000 USD 100000.000000 USD 819.590000 N N N N/A N/A 000000000 1.000000 NC -12327.550000 -0.0053825 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1010000.000000 BRL -12327.550000 N N N PAGAYA AI DEBT GRANTOR TRUST 2024-7 N/A 69545AAA2 112032.840000 PA USD 112804.120000 0.0492534 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.117 N N N N N N N/A N/A 000000000 1.000000 NC USD 1250.240000 0.0005459 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-14 0.000000 USD -330.000000 USD 100000.000000 USD 1580.240000 N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 028758902 49376.000000 NS 2799158.840000 1.22219 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC USD 1036.990000 0.0004528 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-14 0.000000 USD -390.000000 USD 100000.000000 USD 1426.990000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 1041000.000000 PA 344334.340000 0.150346 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P78024AG4 100000.000000 PA 29689.980000 0.0129635 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HS9 20000.000000 PA USD 19794.880000 0.008643 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPKII9 365000.000000 PA USD 107675.000000 0.0470139 Long DBT CORP US N 2 2060-12-31 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD 778.530000 0.0003399 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-01-08 0.000000 USD -275.000000 USD 100000.000000 USD 1053.530000 N N N POWSECHNY ZAKLAD UBEZPIECZEN SA QLPCKOOKVX32FUELX240 B63DG2904 13651.000000 NS 252672.330000 0.110324 Long EC CORP PL N 2 N N N N/A N/A 000000000 1.000000 NC 4452.280000 0.001944 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 102499.000000 USD 4625636.370000 TRY 2026-01-15 4452.280000 N N N N/A N/A 000000000 1.000000 NC 190.680000 0.0000833 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 69778.000000 USD 251201.430000 PLN 2026-01-16 190.680000 N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 380.000000 NS 66844.870000 0.0291863 Long EP CORP GB N 1 N N N N/A N/A 000000000 1.000000 NC USD -1730.290000 -0.0007555 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-07 0.000000 USD -356.250000 USD 100000.000000 USD -1374.040000 N N N BOUYGUES 969500MOCLNQFNZN0D63 400212908 4303.000000 NS 223692.900000 0.0976704 Long EC CORP FR N 2 N N N N/A N/A 000000000 1.000000 NC -930.860000 -0.0004064 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 183031.400000 PLN 50050.000000 USD 2026-01-16 -930.860000 N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 19835.080000 PA USD 7918.460000 0.0034574 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 N N N N N N N/A N/A 000000000 1.000000 NC 2279.050000 0.0009951 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2130977.000000 TWD 70127.000000 USD 2026-01-22 2279.050000 N N N CSPC PHARMACEUTICAL GROUP LIMITED 529900M3XQCW234H8O91 619199904 182000.000000 NS 197477.680000 0.0862242 Long EC CORP HK N 2 N N N CVS PASS-THROUGH TRUST SERIES 2009 N/A 126659AA9 277351.850000 PA USD 302078.130000 0.131896 Long DBT CORP US N 2 2031-07-10 Fixed 8.353 N N N N N N N/A N/A 000000000 1.000000 NC 8.940000 0.0000039 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4037.000000 USD 28223.680000 CNY 2026-01-05 8.940000 N N N MORGAN STANLEY HOME EQUITY LN 2007-1 N/A 61751QAB1 1214148.760000 PA USD 583017.600000 0.254561 Long ABS-MBS CORP US N 2 2036-12-25 Floating 3.94621 N N N N N N GNMA PASS THRU POOLS N/A 21H062628 1300000.000000 PA USD 1342503.920000 0.586174 Long ABS-MBS USGSE US N 2 2055-02-15 Fixed 6.5 N N N N N N BRIDGESTONE CORPORATION 549300DHPOF90OYYD780 613210004 25600.000000 NS 575981.280000 0.251489 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC -37.630000 -0.0000164 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4028.000000 USD 1224.810000 KWD 2026-05-05 -37.630000 N N N N/A N/A 000000000 1.000000 NC -53.080000 -0.0000232 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 99272.750000 TRY 2183.580000 USD 2026-02-18 -53.080000 N N N N/A N/A 000000000 1.000000 NC -1589.860000 -0.0006942 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1000000.000000 BRL 173292.210000 USD 2026-07-02 -1589.860000 N N N N/A N/A 000000000 1.000000 NC -6.240000 -0.0000027 N/A DFE TW N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1357.000000 USD 42474.000000 TWD 2026-02-02 -6.240000 N N N BLUEMOUNTAIN CLO XXXIV LTD N/A 09631JAL0 400000.000000 PA USD 400200.000000 0.174738 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.03444 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI2T3R46 10800000.000000 PA 55376.200000 0.0241788 Long DBT NUSS JP N 2 2054-12-20 Fixed 2.3 N N N N N N QUANTA COMPUTER INC 529900DE8BIV3XOXIK04 614101905 44000.000000 NS 380022.900000 0.165928 Long EC CORP TW N 2 N N N VIBRANT CLO XII LTD 2021-12A N/A 92558WBE1 500000.000000 PA USD 500103.140000 0.218359 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.03444 N N N N N N AKER BP ASA 549300NFTY73920OYK69 B1L95G905 6780.000000 NS 172524.890000 0.0753291 Long EC CORP NO N 2 N N N N/A N/A 000000000 1.000000 NC -6201.030000 -0.0027075 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2033-09-20 0.000000 AUD -3304.650000 AUD 1300000.000000 AUD -2896.380000 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 713360907 17242.000000 NS 406597.490000 0.177532 Long EC CORP NO N 2 N N N PAGAYA AI DEBT GRANTOR TRUST 2024-11 N/A 69544AAA3 147064.800000 PA USD 147765.360000 0.0645184 Long ABS-O CORP US N 2 2032-07-15 Fixed 5.092 N N N N N N N/A N/A 000000000 1.000000 NC -914.140000 -0.0003991 N/A DFE CN N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 650319.970000 CNY 92398.620000 USD 2026-01-21 -914.140000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 9128287D6 913956.560000 PA USD 880816.130000 0.384588 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N N/A N/A 000000000 1.000000 NC 152.090000 0.0000664 N/A DFE NZ N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 70000.000000 NZD 40467.640000 USD 2026-01-14 152.090000 N N N RZD CAPITAL PUBLIC LIMITED COMPANY 635400VKMH1VQDFMW392 B3SXQ5II3 300000.000000 PA 283069.610000 0.123596 Long DBT CORP IE N 2 2031-03-25 Fixed 7.487 Y Y N N N N PERU GOVT 254900STKLK2DBJJZ530 P87324BE1 105000.000000 PA 32699.610000 0.0142775 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N N/A N/A 000000000 1.000000 NC -244.230000 -0.0001066 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 73000.000000 PLN 20088.910000 USD 2026-01-16 -244.230000 N N N FNMA PASS THRU POOLS N/A 3138YAGT6 3243.630000 PA USD 3198.270000 0.0013965 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3 N N N N N N DISH DBS CORPORATION N/A 25470XBE4 490000.000000 PA USD 475546.170000 0.207637 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC -1707.470000 -0.0007455 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 510223.810000 ZAR 28622.130000 USD 2026-08-05 -1707.470000 N N N N/A N/A 000000000 1.000000 NC 442.830000 0.0001934 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 111679.610000 USD 168000.000000 AUD 2026-01-14 442.830000 N N N N/A N/A 000000000 1.000000 NC -35316.010000 -0.0154199 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2032-09-21 8476.750000 EUR 0.000000 EUR 680000.000000 EUR -43792.760000 N N N N/A N/A 000000000 1.000000 NC USD 1964.690000 0.0008578 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2026-06-20 11450.130000 USD 0.000000 USD 500000.000000 USD -9485.440000 N N N N/A N/A 000000000 1.000000 NC USD 5111.140000 0.0022317 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-12-21 14439.860000 USD 0.000000 USD 200000.000000 USD -9328.720000 N N N N/A N/A 000000000 1.000000 NC USD 3235.470000 0.0014127 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-22 0.000000 USD -348.750000 USD 100000.000000 USD 3584.220000 N N N SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD) 549300N244BVAEE6HH86 635640006 12700.000000 NS 273446.530000 0.119394 Long EC CORP JP N 2 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 BYY9RYII7 6100000.000000 PA 384417.870000 0.167847 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N BANK MANDIRI PERSERO TBK PT 549300RSKQN4Z5ZSGH94 665104907 807900.000000 NS 246355.540000 0.107566 Long EC CORP ID N 2 N N N N/A N/A 000000000 1.000000 NC 1869.920000 0.0008165 N/A DFE TW N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1961377.000000 TWD 64318.000000 USD 2026-01-22 1869.920000 N N N ROMARK CLO IV LTD 2021-4A N/A 77588LAN1 500000.000000 PA USD 500216.470000 0.218408 Long ABS-CBDO CORP KY N 2 2034-07-10 Floating 5.06738 N N N N N N N/A N/A 000000000 1.000000 NC -103.390000 -0.0000451 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 16000.000000 CHF 20113.620000 USD 2026-01-14 -103.390000 N N N N/A N/A 000000000 1.000000 NC 501.120000 0.0002188 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 60050.590000 USD 422000.000000 CNY 2026-01-21 501.120000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 958ZIBII4 150535000.000000 PA 94448.500000 0.0412388 Long DBT NUSS NG N 2 2026-06-29 None 0 N N N N N N N/A N/A 000000000 1.000000 NC 202.480000 0.0000884 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 16007.700000 USD 731838.430000 TRY 2026-03-13 202.480000 N N N COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3 N/A 17025QAA5 14108.230000 PA USD 4471.270000 0.0019523 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.34621 N N N N N N N/A N/A 000000000 1.000000 NC USD 39663.090000 0.017318 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2049-10-18 0.000000 USD -21254.420000 USD 100000.000000 USD 60917.510000 N N N PRET 2025-NPL10 LLC N/A 69392WAA8 494862.870000 PA USD 495110.550000 0.216179 Long ABS-MBS CORP US N 2 2055-10-25 Fixed 5.2498 N N N N N N YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD 254900Z3JEM14YIGLM66 B1VT03904 56100.000000 NS 151553.660000 0.0661725 Long EC CORP SG N 2 N N N N/A N/A 000000000 1.000000 NC -1773.230000 -0.0007742 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 138150.970000 USD 12286870.970000 INR 2026-01-30 -1773.230000 N N N PRET 2025-RPL4 TRUST N/A 740943AA3 489359.850000 PA USD 480775.940000 0.20992 Long ABS-MBS CORP US N 2 2065-03-25 Fixed 4 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 10000.000000 PA USD 10617.940000 0.0046361 Long DBT CORP US N 2 2029-05-01 Fixed 6.298 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DA0 60000.000000 PA USD 59931.750000 0.0261678 Long DBT CORP US N 2 2026-02-01 Fixed 2.75 N N N N N N SHIONOGI & CO LTD 35380049VXDTHZI3DY35 680468006 8000.000000 NS 144798.570000 0.063223 Long EC CORP JP N 2 N N N SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO) 5586006WD91QHB7J4X50 80414L2X2 200000.000000 PA USD 202810.800000 0.0885527 Long DBT CORP SA N 2 2030-06-02 Fixed 4.75 N N N N N N COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M N/A 12636GAA9 400000.000000 PA USD 382459.960000 0.166992 Long ABS-MBS CORP US N 2 2036-10-10 Fixed 3.14 N N N N N N N/A N/A 000000000 1.000000 NC USD -15822.220000 -0.0069084 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-06-20 31605.850000 USD 0.000000 USD 1560000.000000 USD -47428.070000 N N N SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2 N/A 83612MAG2 606401.520000 PA USD 596550.470000 0.26047 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.25121 N N N N N N N/A N/A 000000000 1.000000 NC USD 29420.510000 0.0128458 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-15 18400.220000 USD 0.000000 USD 310000.000000 USD 11020.290000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HT0 167024.000000 PA USD 124599.900000 0.0544037 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125 N N N N N N N/A N/A 000000000 1.000000 NC 2088.480000 0.0009119 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 118518.000000 USD 433024.480000 PLN 2026-01-23 2088.480000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI2WQ115 700000.000000 PA 41497.830000 0.0181191 Long DBT NUSS ZA N 2 2026-04-22 None 0 N N N N N N N/A N/A 000000000 -1.000000 NC USD 3444.450000 0.0015039 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Short N/A 90SOFR 2026-06-16 -241206.250000 USD 3444.450000 N N N CSMC 2022-RPL4 N/A 12663TAA7 1178701.510000 PA USD 1136263.070000 0.496124 Long ABS-MBS CORP US N 2 2062-04-25 Variable 3.90435 N N N N N N GRIFONAS FINANCE NO.1 PLC GRIF-1 N/A B1DFQWII3 92116.670000 PA 106397.790000 0.0464562 Long ABS-MBS CORP GB N 2 2039-08-28 Floating 2.344 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-A N/A 831943AA3 392388.940000 PA USD 399681.250000 0.174512 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.24 N N N N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 41089.000000 NS USD 3165085.670000 1.38196 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 1146.200000 0.0005005 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-01-06 0.000000 USD -317.500000 USD 100000.000000 USD 1463.700000 N N N IHEARTMEDIA INC N/A 45174J608 5486.000000 NS USD 20083.150000 0.0087689 Long EC CORP US N 3 N N N N/A N/A 000000000 1.000000 NC 537.090000 0.0002345 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9300000.000000 JPY 59952.710000 USD 2026-01-14 537.090000 N N N N/A N/A 000000000 1.000000 NC USD -4524.900000 -0.0019757 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-16 0.000000 USD -379.700000 USD 200000.000000 USD -4145.200000 N N N N/A N/A 000000000 1.000000 NC 1575.470000 0.0006879 N/A DFE KR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 87252.000000 USD 128076522.000000 KRW 2026-01-08 1575.470000 N N N BANK LEUMI LE-ISRAEL BM 7JDSZWRGUQY2DSTWCR57 607642907 33662.000000 NS 741832.800000 0.323904 Long EC CORP IL N 2 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI0GYHC9 200000.000000 PA 12124.400000 0.0052938 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9 N N N N N N N/A N/A 000000000 1.000000 NC 3451.300000 0.0015069 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2972330.000000 TWD 98087.000000 USD 2026-01-22 3451.300000 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 710891904 719.000000 NS 303623.620000 0.13257 Long EC CORP CH N 2 N N N N/A N/A 000000000 1.000000 NC 4362.290000 0.0019047 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 178185.130000 USD 3303000.000000 MXN 2026-02-23 4362.290000 N N N GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A N/A 39571NAC0 400000.000000 PA USD 409881.680000 0.178966 Long ABS-O CORP US N 2 2060-03-25 Fixed 5.32 N N N N N N N/A N/A 000000000 1.000000 NC -17.590000 -0.0000077 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3878.000000 USD 121389.000000 TWD 2026-02-02 -17.590000 N N N N/A N/A 000000000 1.000000 NC USD 2880.720000 0.0012578 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-02-22 0.000000 USD -480.000000 USD 200000.000000 USD 3360.720000 N N N LCM 31 LTD N/A 50201QAL8 400000.000000 PA USD 400647.780000 0.174934 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.16444 N N N N N N N/A N/A 000000000 1.000000 NC -16674.050000 -0.0072803 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1410000.000000 BRL -16674.050000 N N N N/A N/A 000000000 1.000000 NC USD 17729.540000 0.0077412 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2049-11-15 0.000000 USD 0.000000 USD 140000.000000 USD 17729.540000 N N N N/A N/A 000000000 1.000000 NC USD -954.860000 -0.0004169 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-04 0.000000 USD -360.750000 USD 100000.000000 USD -594.110000 N N N N/A N/A 000000000 -12.000000 NC 24877.200000 0.0108621 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2026-03-06 -1799043.150000 EUR 24877.200000 N N N GNMA PASS THRU POOLS N/A 21H030617 200000.000000 PA USD 179742.190000 0.0784804 Long ABS-MBS USGSE US N 2 2055-01-15 Fixed 3 N N N N N N STARWOOD PROPERTY MORTGAGE TRUST 2025-FL4 LLC N/A 863922AA8 500000.000000 PA USD 500901.300000 0.218707 Long ABS-CBDO CORP US N 2 2042-11-19 Floating 5.18104 N N N N N N N/A N/A 000000000 1.000000 NC USD 949.510000 0.0004146 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2027-06-20 0.000000 USD -338.330000 USD 100000.000000 USD 1287.840000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612G101 647.000000 NS USD 119371.500000 0.0521209 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 901.420000 0.0003936 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-22 0.000000 USD -357.500000 USD 100000.000000 USD 1258.920000 N N N HOME EQUITY PASS-THRU CERTS 2005-7 N/A 437084PA8 86670.680000 PA USD 83900.260000 0.0366331 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.55121 N N N N N N AMERICOLD REALTY TRUST INC 894500O3S3W62PQPO460 03064D108 7040.000000 NS USD 90534.400000 0.0395298 Long EC CORP US N 1 N N N TOKIO MARINE HOLDINGS INC 5299009QN2NZ191KLS29 651312902 26600.000000 NS 983298.240000 0.429335 Long EC CORP JP N 2 N N N BUREAU VERITAS 969500TPU5T3HA5D1F11 B28DTJ907 7394.000000 NS 235224.030000 0.102705 Long EC CORP FR N 2 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 220.000000 NS USD 4963.750000 0.0021673 Long EC CORP LU N 3 N N N N/A N/A 000000000 1.000000 NC 1641.130000 0.0007166 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-04 0.000000 ZAR 0.000000 ZAR 500000.000000 ZAR 1641.130000 N N N N/A N/A 000000000 1.000000 NC USD -2808.620000 -0.0012263 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-06 0.000000 USD -340.000000 USD 100000.000000 USD -2468.620000 N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 B15C55900 2656.000000 NS 173165.860000 0.075609 Long EC CORP FR N 2 N N N LENDMARK FUNDING TRUST 2024-1A N/A 52603DAA1 200000.000000 PA USD 202787.640000 0.0885426 Long ABS-O CORP US N 2 2032-06-21 Fixed 5.53 N N N N N N N/A N/A 000000000 1.000000 NC 2150.530000 0.000939 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 151604.190000 USD 2549876.350000 ZAR 2026-01-26 2150.530000 N N N IHEARTMEDIA INC N/A 45174J509 6979.000000 NS USD 29032.640000 0.0126764 Long EC CORP US N 1 N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 1578.210000 PA USD 670.740000 0.0002929 Long LON CORP US N 3 2029-03-15 Fixed 8 N N Y N N N N/A N/A 000000000 1.000000 NC 472.860000 0.0002065 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 176334.000000 USD 15929308.220000 INR 2026-01-30 472.860000 N N N N/A N/A 000000000 1.000000 NC USD -18146.710000 -0.0079234 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-06-20 0.000000 USD -28412.790000 USD 1840000.000000 USD 10266.080000 N N N IMPERIAL BRANDS PLC 549300DFVPOB67JL3A42 045449907 17132.000000 NS 719375.950000 0.314099 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC USD -172.150000 -0.0000752 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-07-10 0.000000 USD -320.000000 USD 100000.000000 USD 147.850000 N N N N/A N/A 000000000 1.000000 NC -9077.430000 -0.0039635 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 900000.000000 BRL -9077.430000 N N N MICROSOFT CORPORATION INR2EJN1ERAN0W5ZP974 594918104 1473.000000 NS USD 712372.260000 0.311041 Long EC CORP US N 1 N N N PERU GOVT 254900STKLK2DBJJZ530 ACI0WBN59 104000.000000 PA 33390.400000 0.0145792 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N BBCCRE TRUST 2015-GTP N/A 05490TAA0 400000.000000 PA USD 373229.760000 0.162962 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.966 N N N N N N TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A N/A ACI2NQX93 201637.060000 PA 272052.400000 0.118786 Long ABS-MBS CORP GB N 2 2053-07-20 Floating 4.88137 N N N N N N FHLMC PASS THRU POOLS N/A 3133KYXC8 21406.990000 PA USD 21066.660000 0.0091983 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4 N N N N N N CREDICORP LTD 529900UYAEYQCQ2BKB17 G2519Y108 1517.000000 NS USD 435379.000000 0.190098 Long EC CORP BM N 1 N N N N/A N/A 000000000 1.000000 NC -3590.530000 -0.0015677 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1000000.000000 BRL 171291.540000 USD 2026-07-02 -3590.530000 N N N N/A N/A 000000000 1.000000 NC USD 3635.330000 0.0015873 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-05-06 0.000000 USD -325.000000 USD 100000.000000 USD 3960.330000 N N N CIM TRUST 2023-R4 N/A 12569UAA9 1116555.940000 PA USD 1116671.390000 0.487569 Long ABS-MBS CORP US N 2 2062-05-25 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC 3469.290000 0.0015148 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-04-24 0.000000 EUR -150.460000 EUR 100000.000000 EUR 3619.750000 N N N N/A N/A 000000000 1.000000 NC 3073.150000 0.0013418 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-04-16 0.000000 EUR -162.230000 EUR 100000.000000 EUR 3235.380000 N N N N/A N/A 000000000 1.000000 NC USD 370.920000 0.000162 N/A DCR US N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A PETROLEOS MEXICANOS (PEMEX) Y Single Leg Swap 2026-07-06 0.000000 USD 0.000000 USD 41180.000000 USD 370.920000 N N N N/A N/A 000000000 1.000000 NC USD -298.330000 -0.0001303 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SOFTBANK GROUP CORP SOFTBANK GROUP CORP SR UNSEC Y Single Leg Swap 2026-06-20 0.000000 USD -850.200000 USD 100000.000000 USD 551.870000 N N N N/A N/A 000000000 1.000000 NC 1104.170000 0.0004821 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-06 0.000000 ZAR 0.000000 ZAR 300000.000000 ZAR 1104.170000 N N N N/A N/A 000000000 1.000000 NC -43.460000 -0.000019 N/A DFE CH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 16000.000000 CHF 20173.550000 USD 2026-01-14 -43.460000 N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933Y105 24058.000000 NS USD 2532345.080000 1.10569 Long EC CORP US N 1 N N N RCKT MORTGAGE TRUST 2025-CES9 N/A 74942JAA2 482505.990000 PA USD 481926.310000 0.210422 Long ABS-MBS CORP US N 2 2055-09-25 Fixed 4.795 N N N N N N N/A N/A 000000000 1.000000 NC USD -46253.660000 -0.0201956 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-04-05 0.000000 USD -1976.000000 USD 400000.000000 USD -44277.660000 N N N N/A N/A 000000000 1.000000 NC USD 1923.740000 0.00084 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-10 0.000000 USD -240.000000 USD 50000.000000 USD 2163.740000 N N N N/A N/A 000000000 1.000000 NC USD 32938.000000 0.0143816 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-06-21 8882.820000 USD 0.000000 USD 680000.000000 USD 24055.180000 N N N BANK MIZRAHI TEFAHOT LTD YZO9YEGEO4VYDZMDWF93 691670004 3359.000000 NS 234683.730000 0.102469 Long EC CORP IL N 2 N N N N/A N/A 000000000 1.000000 NC USD 1541.000000 0.0006728 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-05-06 56.810000 USD 0.000000 USD 100000.000000 USD 1484.190000 N N N N/A N/A 000000000 1.000000 NC 1478.950000 0.0006458 N/A DFE N/A N 2 UBS AG BFM8T61CT2L1QCEMIK50 273635.150000 USD 234000.000000 EUR 2026-01-14 1478.950000 N N N AMSURG LLC N/A 949ABEII2 126401.420000 PA USD 126401.420000 0.0551903 Long LON CORP US N 3 2026-11-03 Floating 11.8616 N N N N N N N/A N/A 000000000 1.000000 NC USD 171.530000 0.0000749 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2034-06-20 0.000000 USD -7537.530000 USD 270000.000000 USD 7709.060000 N N N N/A N/A 000000000 1.000000 NC -375.300000 -0.0001639 N/A DFE NZ N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 127037.730000 NZD 72790.350000 USD 2026-01-14 -375.300000 N N N FORTRESS CREDIT BSL X LTD 2021-1A N/A 34962HAJ6 500000.000000 PA USD 500559.830000 0.218558 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 5.01419 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 37851.000000 NS USD 2182488.660000 0.952934 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 530.120000 0.0002315 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 70065.710000 USD 492000.000000 CNY 2026-01-21 530.120000 N N N GLS AUTO SELECT RECEIVABLES TRUST 2023-2A N/A 36269EAB5 56630.680000 PA USD 56893.310000 0.0248412 Long ABS-O CORP US N 2 2028-06-15 Fixed 6.37 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI2X3D53 200000.000000 PA 11812.760000 0.0051578 Long DBT NUSS ZA N 2 2026-05-13 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -33107.980000 -0.0144558 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-06-15 0.000000 USD -23399.570000 USD 280000.000000 USD -9708.410000 N N N N/A N/A 000000000 1.000000 NC USD 1636.750000 0.0007146 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-30 0.000000 USD -352.500000 USD 100000.000000 USD 1989.250000 N N N GLS AUTO SELECT RECEIVABLES TRUST 2024-3 N/A 37989EAC0 221476.060000 PA USD 223885.590000 0.0977546 Long ABS-O CORP US N 2 2029-10-15 Fixed 5.59 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3 2025-NQM3 N/A 61778LAA3 430695.830000 PA USD 434043.630000 0.189515 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.53 N N N N N N N/A N/A 000000000 1.000000 NC 8972.390000 0.0039176 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2035-06-18 0.000000 JPY -6588.810000 JPY 30000000.000000 JPY 15561.200000 N N N MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A N/A ACI2PXBX7 614398.830000 PA 723123.330000 0.315735 Long ABS-MBS CORP IE N 2 2081-03-24 Floating 3.003 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAR6 300000.000000 PA USD 72000.000000 0.0314372 Long DBT CORP VE N 2 2026-11-15 Fixed 6 Y Y N N N N GNMA PASS THRU POOLS N/A 21H060614 1200000.000000 PA USD 1223015.630000 0.534002 Long ABS-MBS USGSE US N 2 2055-01-15 Fixed 6 N N N N N N SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST N/A 83405UAA8 309852.120000 PA USD 310267.480000 0.135471 Long ABS-O CORP US N 2 2035-08-25 Fixed 4.24 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452152GS4 3571.440000 PA USD 3891.090000 0.001699 Long DBT MUN US N 2 2035-07-01 Fixed 7.35 N N N N N N N/A N/A 000000000 1.000000 NC USD -1153.200000 -0.0005035 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-10 0.000000 USD -305.000000 USD 100000.000000 USD -848.200000 N N N UMBS PASS THRU POOLS N/A 01F060626 13410000.000000 PA USD 13762653.230000 6.00915 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC USD -662.700000 -0.0002894 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-24 0.000000 USD -405.000000 USD 100000.000000 USD -257.700000 N N N LCM 34 LTD N/A 50203CAL7 500000.000000 PA USD 500608.740000 0.21858 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.06444 N N N N N N PETROBRAS (PETROLEO BRASILEIRO SA) 5493000J801JZRCMFE49 268236908 83500.000000 NS 495730.330000 0.216449 Long EC CORP BR N 2 N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-A N/A 831943AB1 470866.730000 PA USD 475945.120000 0.207811 Long ABS-O CORP US N 2 2056-03-15 Floating 5.43385 N N N N N N N/A N/A 000000000 1.000000 NC USD 12328.290000 0.0053829 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR COMPANY FORD MOTOR COMPANY SR UNSEC Y Single Leg Swap 2027-06-20 24245.780000 USD 0.000000 USD 200000.000000 USD -11917.490000 N N N N/A N/A 000000000 1.000000 NC USD 201925.750000 0.0881663 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-03-12 0.000000 USD -182833.680000 USD 600000.000000 USD 384759.430000 N N N N/A N/A 000000000 1.000000 NC 383.400000 0.0001674 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 77309.000000 USD 2439658.000000 TWD 2026-01-20 383.400000 N N N N/A N/A 000000000 1.000000 NC -931.710000 -0.0004068 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2030-04-09 0.000000 EUR -204.170000 EUR 100000.000000 EUR -727.540000 N N N NESTLE SA KY37LUS27QQX7BB93L28 712387901 1810.000000 NS 179659.010000 0.078444 Long EC CORP CH N 2 N N N SABRA HEALTH CARE REIT INC 549300E3BC7GU7TAZ621 78573L106 69419.000000 NS USD 1314795.860000 0.574076 Long EC CORP US N 1 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2JBZ32 2500000.000000 PA 140183.260000 0.0612078 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 7038.940000 0.0030734 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-09-27 0.000000 USD -817.750000 USD 200000.000000 USD 7856.690000 N N N N/A N/A 000000000 1.000000 NC -10.530000 -0.0000046 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2757.000000 USD 841.790000 KWD 2026-07-07 -10.530000 N N N KONINKLIJKE AHOLD DELHAIZE NV 724500C9GNBV20UYRX36 BD0Q39902 12094.000000 NS 495937.260000 0.21654 Long EC CORP NL N 2 N N N ENT AUTO RECEIVABLES TRUST 2023-1A N/A 293601AE0 236951.420000 PA USD 238375.920000 0.104081 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.24 N N N N N N N/A N/A 000000000 1.000000 NC 1596.620000 0.0006971 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 101003.330000 USD 1865087.000000 MXN 2026-04-10 1596.620000 N N N N/A N/A 000000000 1.000000 NC USD 57684.030000 0.0251864 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2055-09-17 49362.850000 USD 0.000000 USD 500000.000000 USD 8321.180000 N N N N/A N/A 000000000 1.000000 NC USD 395.620000 0.0001727 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-13 0.000000 USD -367.500000 USD 100000.000000 USD 763.120000 N N N SOUTH BOW CORPORATION 2549000XS5TAFA3YF943 83671M105 1786.000000 NS USD 49061.420000 0.0214216 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC 0.150000 0.0000001 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 4.640000 USD 86.930000 MXN 2026-03-18 0.150000 N N N JD.COM INC 549300HVTWB0GJZ16V92 BKPQZT900 52950.000000 NS 761380.290000 0.33244 Long EC CORP KY N 2 N N N N/A N/A 000000000 1.000000 NC 260.730000 0.0001138 N/A DFE IL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 38368.000000 USD 123023.160000 ILS 2026-01-15 260.730000 N N N N/A N/A 000000000 1.000000 NC 69.450000 0.0000303 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 128208.060000 ILS 40330.000000 USD 2026-02-19 69.450000 N N N N/A N/A 000000000 1.000000 NC 132.920000 0.000058 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 80000.000000 USD 2516294.000000 TWD 2026-01-20 132.920000 N N N N/A N/A 000000000 1.000000 NC 32.320000 0.0000141 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 15000.000000 USD 104862.440000 CNY 2026-01-05 32.320000 N N N ARAN FUNDING 2025-1 DAC 25-1A N/A ACI34GBW7 396702.540000 PA 466169.860000 0.203542 Long ABS-MBS CORP IE N 2 2065-12-24 Floating 2.994 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CCM1 2587630.500000 PA USD 2398336.710000 1.04718 Long DBT UST US N 2 2031-07-15 Fixed 0.125 N N N N N N N/A N/A 000000000 1.000000 NC -545.740000 -0.0002383 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 87087.200000 USD 2718105.000000 TWD 2026-01-22 -545.740000 N N N N/A N/A 000000000 1.000000 NC USD 306227.940000 0.133708 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2049-12-11 0.000000 USD -269304.150000 USD 900000.000000 USD 575532.090000 N N N N/A N/A 000000000 1.000000 NC -431.720000 -0.0001885 N/A DFE CH N 2 UBS AG BFM8T61CT2L1QCEMIK50 23963.020000 CHF 29847.070000 USD 2026-01-14 -431.720000 N N N N/A N/A 000000000 1.000000 NC USD 932.210000 0.000407 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-08-30 0.000000 USD -375.630000 USD 100000.000000 USD 1307.840000 N N N UMBS PASS THRU POOLS N/A 01F062622 13100000.000000 PA USD 13617633.530000 5.94583 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 6.5 N N N N N N RCKT MORTGAGE TRUST 2024-CES7 N/A 749414AA6 585447.280000 PA USD 587735.210000 0.256621 Long ABS-MBS CORP US N 2 2044-10-25 Variable 5.158 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAE9 2000.000000 PA USD 2016.370000 0.0008804 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N NISSAN AUTO RECEIVABLES 2024-A OWNER TRUST N/A 65479UAD0 493268.870000 PA USD 497731.030000 0.217323 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.28 N N N N N N N/A N/A 000000000 1.000000 NC USD 1330.200000 0.0005808 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-21 0.000000 USD -340.000000 USD 100000.000000 USD 1670.200000 N N N N/A N/A 000000000 1.000000 NC -953.350000 -0.0004163 N/A DFE ZA N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 483926.320000 ZAR 27782.000000 USD 2026-08-19 -953.350000 N N N N/A N/A 000000000 1.000000 NC 1547.920000 0.0006759 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-04 0.000000 ZAR 0.000000 ZAR 500000.000000 ZAR 1547.920000 N N N CARMAX AUTO OWNER TRUST 2023-4 N/A 14318XAC9 368722.980000 PA USD 373531.570000 0.163094 Long ABS-O CORP US N 2 2028-07-17 Fixed 6 N N N N N N LOCKHEED MARTIN CORPORATION DPRBOZP0K5RM2YE8UU08 539830109 2034.000000 NS USD 983784.780000 0.429547 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -453.900000 -0.0001982 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 195758.050000 ZAR 11258.040000 USD 2026-05-13 -453.900000 N N N CHINA RESOURCES LAND LIMITED 5299001HL0TU7X15HK51 619376908 72500.000000 NS 253626.760000 0.11074 Long EC CORP KY N 2 N N N N/A N/A 000000000 1.000000 NC -21425.670000 -0.009355 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1160824.790000 CAD 824784.490000 USD 2026-01-14 -21425.670000 N N N N/A N/A 000000000 1.000000 NC 4338.560000 0.0018943 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 194640.000000 USD 8884342.800000 TRY 2026-02-26 4338.560000 N N N N/A N/A 000000000 1.000000 NC USD 687.200000 0.0003001 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-01-13 0.000000 USD -273.000000 USD 100000.000000 USD 960.200000 N N N N/A N/A 000000000 1.000000 NC 139.900000 0.0000611 N/A DFE KR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 41603419.000000 KRW 28993.950000 USD 2026-01-08 139.900000 N N N N/A N/A 000000000 1.000000 NC 185598.290000 0.0810373 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2029-03-15 45538.080000 JPY 0.000000 JPY 641000000.000000 JPY 140060.210000 N N N N/A N/A 000000000 1.000000 NC 1983.870000 0.0008662 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1000000.000000 BRL 176865.940000 USD 2026-07-02 1983.870000 N N N N/A N/A 000000000 1.000000 NC 2051.980000 0.000896 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2035-04-09 0.000000 EUR -349.380000 EUR 100000.000000 EUR 2401.360000 N N N STANDARD BANK GROUP LTD/SOUTH AFRICA BRANCH 2549003PEZXUT7MDBU41 B030GJ908 28178.000000 NS 494255.520000 0.215806 Long EC CORP ZA N 2 N N N N/A N/A 000000000 1.000000 NC 2210.710000 0.0009653 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 243787.550000 USD 4079648.130000 ZAR 2026-01-26 2210.710000 N N N TOWD POINT MORTGAGE TRUST 2024-3 N/A 89183FAP3 594318.250000 PA USD 600521.450000 0.262204 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.03257 N N N N N N N/A N/A 000000000 1.000000 NC 43178.270000 0.0188528 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2032-06-15 1713.130000 JPY 0.000000 JPY 90200000.000000 JPY 41465.140000 N N N DBGS 2021-W52 MORTGAGE TRUST N/A 23308LAL8 900000.000000 PA USD 841185.000000 0.367284 Long ABS-MBS CORP US N 2 2039-10-15 Floating 6.66548 N N N N N N 522 FUNDING CLO 2020-6 LTD N/A 33835AAY5 400000.000000 PA USD 400366.000000 0.174811 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.0598 N N N N N N CARETRUST REIT INC 5493001NVXE2B9GPLU96 14174T107 2420.000000 NS USD 87507.200000 0.038208 Long EC CORP US N 1 N N N WELLTOWER INC 254900F33BIAR82QTA19 95040Q104 470.000000 NS USD 87236.700000 0.0380899 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -1186.050000 -0.0005179 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 156999.190000 ILS 48111.000000 USD 2026-01-15 -1186.050000 N N N N/A N/A 000000000 1.000000 NC -3951.250000 -0.0017252 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2034-03-20 0.000000 AUD -2112.500000 AUD 600000.000000 AUD -1838.750000 N N N N/A N/A 000000000 1.000000 NC -17.500000 -0.0000076 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2683.000000 USD 813.830000 KWD 2027-06-10 -17.500000 N N N N/A N/A 000000000 1.000000 NC -1103.120000 -0.0004817 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1586319.410000 ZAR 94592.690000 USD 2026-01-20 -1103.120000 N N N N/A N/A 000000000 1.000000 NC USD -6022.030000 -0.0026294 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-12-18 0.000000 USD -1989.590000 USD 500000.000000 USD -4032.440000 N N N N/A N/A 000000000 1.000000 NC -408.740000 -0.0001785 N/A DFE CH N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 24757.630000 CHF 30874.090000 USD 2026-01-14 -408.740000 N N N N/A N/A 000000000 1.000000 NC 1027.950000 0.0004488 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 64808.000000 USD 1091826.860000 ZAR 2026-01-26 1027.950000 N N N ALTICE FRANCE 5493001ZMCICV4N02J21 02090DAA6 354020.000000 PA USD 365738.100000 0.159691 Long DBT CORP FR N 2 2029-11-01 Fixed 9.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040610 300000.000000 PA USD 284597.680000 0.124263 Long ABS-MBS USGSE US N 2 2056-01-14 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 737.090000 0.0003218 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 28857.850000 USD 106251.720000 PLN 2026-01-16 737.090000 N N N N/A N/A 000000000 1.000000 NC USD -503.680000 -0.0002199 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-24 0.000000 USD -410.000000 USD 100000.000000 USD -93.680000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2R9YZ8 200000.000000 PA 240666.860000 0.105082 Long DBT NUSS RO N 2 2031-09-24 Fixed 5.125 N N N N N N N/A N/A 000000000 1.000000 NC USD 663.560000 0.0002897 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-07 0.000000 USD -340.000000 USD 100000.000000 USD 1003.560000 N N N N/A N/A 000000000 1.000000 NC USD -4836.650000 -0.0021118 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-03-20 0.000000 USD -5939.990000 USD 180000.000000 USD 1103.340000 N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222955 6018.000000 NS 320816.770000 0.140077 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC 2203.910000 0.0009623 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 50957.000000 USD 2311664.310000 TRY 2026-01-22 2203.910000 N N N N/A N/A 000000000 1.000000 NC -27.010000 -0.0000118 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 5818.000000 USD 182095.000000 TWD 2026-02-02 -27.010000 N N N N/A N/A 000000000 1.000000 NC USD -11344.670000 -0.0049534 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-01-12 0.000000 USD -594.370000 USD 200000.000000 USD -10750.300000 N N N N/A N/A 000000000 1.000000 NC 13779.160000 0.0060164 N/A DFE MX N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 497235.340000 USD 9223317.770000 MXN 2026-01-29 13779.160000 N N N N/A N/A 000000000 1.000000 NC USD 663.050000 0.0002895 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-28 0.000000 USD -365.000000 USD 100000.000000 USD 1028.050000 N N N AIB GROUP PLC (AKA: ALLIED IRISH BANKS) 635400AKJBGNS5WNQL34 BF0L35906 48033.000000 NS 513489.420000 0.224204 Long EC CORP IE N 2 N N N N/A N/A 000000000 1.000000 NC USD -10310.400000 -0.0045018 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-12-17 0.000000 USD -17920.170000 USD 1080000.000000 USD 7609.770000 N N N N/A N/A 000000000 1.000000 NC USD 2459.120000 0.0010737 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-12-15 0.000000 USD -1611.410000 USD 100000.000000 USD 4070.530000 N N N HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD 988400DPTJ9KH5R6W540 644662900 924.000000 NS 260726.560000 0.11384 Long EC CORP KR N 2 N N N N/A N/A 000000000 1.000000 NC -10743.940000 -0.0046911 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 505515.000000 AUD 326634.470000 USD 2026-01-14 -10743.940000 N N N N/A N/A 000000000 1.000000 NC USD 39453.700000 0.0172266 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2049-10-17 0.000000 USD -21642.030000 USD 100000.000000 USD 61095.730000 N N N SUNCOR ENERGY INC 894500XO86FKXQGPYV71 867224958 23196.000000 NS 1029543.780000 0.449527 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC -11.160000 -0.0000049 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20000.000000 USD 1801357.640000 INR 2026-02-02 -11.160000 N N N N/A N/A 000000000 1.000000 NC USD 1519.840000 0.0006636 N/A DCR US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 ISRAEL GOVT ISRAEL GOVT GLBL SR UNSEC Y Single Leg Swap 2030-06-20 0.000000 USD -1090.520000 USD 100000.000000 USD 2610.360000 N N N CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 N/A 16159LAC2 1361141.380000 PA USD 1260815.320000 0.550507 Long ABS-MBS CORP US N 2 2062-06-25 Variable 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 819.930000 0.000358 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 35524.320000 USD 657676.000000 MXN 2026-02-24 819.930000 N N N N/A N/A 000000000 1.000000 NC USD -2290.180000 -0.001 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2026-06-20 0.000000 USD -5470.330000 USD 100000.000000 USD 3180.150000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2PJ5W7 6400000.000000 PA 148983.920000 0.0650505 Long DBT NUSS TR N 2 2028-05-17 Floating 42.56 N N N N N N N/A N/A 000000000 1.000000 NC USD -447.850000 -0.0001955 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-03-18 0.000000 USD -809.680000 USD 260000.000000 USD 361.830000 N N N N/A N/A 000000000 -7.000000 NC 7348.850000 0.0032087 N/A DIR DE N 1 EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 Short N/A GERMANY GOVT 2026-03-06 -955578.620000 EUR 7348.850000 N N N CEZ A S 529900S5R9YHJHYKKG94 562403907 2869.000000 NS 180566.580000 0.0788403 Long EC CORP CZ N 2 N N N N/A N/A 000000000 1.000000 NC -3.250000 -0.0000014 N/A DFE JP N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 616.550000 USD 95997.000000 JPY 2026-01-14 -3.250000 N N N N/A N/A 000000000 1.000000 NC -7283.720000 -0.0031803 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 600000.000000 BRL -7283.720000 N N N ARES LXII CLO LTD 2021-62A N/A 00192WAL1 500000.000000 PA USD 500008.020000 0.218317 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 4.92798 N N N N N N NOVARTIS AG 5493007HIVTX6SY6XD66 710306903 19629.000000 NS 2704795.390000 1.18099 Long EC CORP CH N 2 N N N N/A N/A 000000000 1.000000 NC 83.520000 0.0000365 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 16662.970000 USD 1508765.280000 INR 2026-01-30 83.520000 N N N N/A N/A 000000000 1.000000 NC -1942.410000 -0.0008481 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1352699.470000 CNY 192153.000000 USD 2026-01-21 -1942.410000 N N N N/A N/A 000000000 1.000000 NC USD -13707.250000 -0.005985 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2053-07-12 0.000000 USD -655.000000 USD 100000.000000 USD -13052.250000 N N N N/A N/A 000000000 1.000000 NC 362.640000 0.0001583 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 19995.000000 USD 73087.960000 PLN 2026-01-16 362.640000 N N N N/A N/A 000000000 1.000000 NC 1231.690000 0.0005378 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-07-31 0.000000 ZAR 0.000000 ZAR 400000.000000 ZAR 1231.690000 N N N N/A N/A 000000000 1.000000 NC USD 5516.840000 0.0024088 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-11-01 0.000000 USD -421.000000 USD 100000.000000 USD 5937.840000 N N N N/A N/A 000000000 1.000000 NC 54.630000 0.0000239 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 20000.000000 USD 1806810.260000 INR 2026-01-30 54.630000 N N N CONTINENTAL AG 529900A7YD9C0LLXM621 459858908 2389.000000 NS 189598.090000 0.0827837 Long EC CORP DE N 2 N N N NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO I LTD 2023-1A N/A 640977AN4 500000.000000 PA USD 500607.410000 0.218579 Long ABS-CBDO CORP JE N 2 2036-10-25 Floating 5.1404 N N N N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 1491.000000 NS USD 163279.410000 0.0712923 Long EC CORP US N 1 N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 500000.000000 PA USD 500640.140000 0.218593 Long DBT CORP US N 2 2028-12-15 Fixed 4.375 N N N N N N PRET 2025-NPL12 LLC N/A 69383CAA3 489818.920000 PA USD 491410.050000 0.214563 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 5.1835 N N N N N N N/A N/A 000000000 1.000000 NC -2218.290000 -0.0009686 N/A DFE ZA N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4078565.710000 ZAR 243787.550000 USD 2026-01-22 -2218.290000 N N N N/A N/A 000000000 1.000000 NC -1435.760000 -0.0006269 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 127518.000000 USD 11359303.440000 INR 2026-01-30 -1435.760000 N N N INVESCO EURO CLO XI DAC 11A N/A ACI318SX8 400000.000000 PA 470488.310000 0.205428 Long ABS-CBDO CORP IE N 2 2036-10-22 Floating 3.283 N N N N N N TC ENERGY CORPORATION 549300UGKOFV2IWJJG27 87807B107 4323.000000 NS USD 237808.230000 0.103834 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC 36.630000 0.000016 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 142685.000000 USD 12858419.200000 INR 2026-01-30 36.630000 N N N N/A N/A 000000000 1.000000 NC -1249.380000 -0.0005455 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 100000.000000 BRL -1249.380000 N N N N/A N/A 000000000 1.000000 NC USD -2561.440000 -0.0011184 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-01-18 0.000000 USD -173.050000 USD 100000.000000 USD -2388.390000 N N N N/A N/A 000000000 1.000000 NC -1720.850000 -0.0007514 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 306260.000000 USD 47667837.000000 JPY 2026-01-14 -1720.850000 N N N N/A N/A 000000000 1.000000 NC USD -4104.410000 -0.0017921 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-11-22 0.000000 USD -455.000000 USD 100000.000000 USD -3649.410000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2R3GV0 300000.000000 PA 6980.760000 0.003048 Long DBT NUSS TR N 2 2028-09-06 Fixed 41.72 N N N N N N N/A N/A 000000000 1.000000 NC USD 3351.300000 0.0014633 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.36 Y Single Leg Swap 2026-12-20 0.000000 USD -21380.800000 USD 552000.000000 USD 24732.100000 N N N N/A N/A 000000000 1.000000 NC USD 542.620000 0.0002369 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-07-12 0.000000 USD -347.500000 USD 100000.000000 USD 890.120000 N N N N/A N/A 000000000 1.000000 NC -26.060000 -0.0000114 N/A DFE IN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 901447.450000 INR 10000.000000 USD 2026-01-08 -26.060000 N N N CANADIAN TIRE CORPORATION LIMITED 549300RLHDA7VQYMUB14 136681954 1131.000000 NS 143328.940000 0.0625813 Long EC CORP CA N 1 N N N N/A N/A 000000000 1.000000 NC -1090.390000 -0.0004761 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 361504.120000 ZAR 20422.000000 USD 2026-07-22 -1090.390000 N N N N/A N/A 000000000 1.000000 NC 1081.700000 0.0004723 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 36211.180000 USD 1636636.700000 TRY 2026-02-03 1081.700000 N N N PRPM 2024-NQM2 TRUST N/A 74448PAA7 286914.220000 PA USD 290742.400000 0.126946 Long ABS-MBS CORP US N 2 2069-06-25 Fixed 6.327 N N N N N N N/A N/A 000000000 1.000000 NC 88.930000 0.0000388 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 17080.000000 USD 539130.000000 TWD 2026-01-20 88.930000 N N N SNAM SPA 8156002278562044AF79 725147904 45329.000000 NS 301205.310000 0.131515 Long EC CORP IT N 2 N N N N/A N/A 000000000 1.000000 NC 20265.610000 0.0088485 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2029-09-18 1685.690000 JPY 0.000000 JPY 130000000.000000 JPY 18579.920000 N N N N/A N/A 000000000 1.000000 NC USD 2682.820000 0.0011714 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-17 0.000000 USD -340.500000 USD 100000.000000 USD 3023.320000 N N N GNMA PASS THRU POOLS N/A 21H040624 300000.000000 PA USD 283335.940000 0.123712 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 1282.980000 0.0005602 N/A DFE JP N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 15500000.000000 JPY 100309.020000 USD 2026-01-14 1282.980000 N N N N/A N/A 000000000 1.000000 NC -1607.450000 -0.0007019 N/A DFE IN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 131489.000000 USD 11701600.580000 INR 2026-01-30 -1607.450000 N N N FBR SECURITIZATION TRUST 2005-5 N/A 30246QCQ4 471164.310000 PA USD 468500.770000 0.20456 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.55121 N N N N N N FHLMC PASS THRU POOLS N/A 3133BASY8 13788.930000 PA USD 12230.970000 0.0053404 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N PETROBRAS (PETROLEO BRASILEIRO SA) 5493000J801JZRCMFE49 268453008 103900.000000 NS 583238.010000 0.254658 Long EP CORP BR N 2 N N N EAGLE FUNDING LUXCO SA RL 894500VDP08MVIZ6OA60 26951TAA8 500000.000000 PA USD 509920.000000 0.222645 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.5 N N N N N N UMBS PASS THRU POOLS N/A 01F040628 7400000.000000 PA USD 7015451.080000 3.06314 Long ABS-MBS USGSE US N 2 2056-02-12 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 2835.030000 0.0012379 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-01 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2835.030000 N N N N/A N/A 000000000 1.000000 NC USD -8668.520000 -0.0037849 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-12-17 0.000000 USD -12457.290000 USD 650000.000000 USD 3788.770000 N N N N/A N/A 000000000 1.000000 NC 227659.800000 0.0994025 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2052-12-09 8826.860000 EUR 0.000000 EUR 1500000.000000 EUR 218832.940000 N N N N/A N/A 000000000 1.000000 NC 842.090000 0.0003677 N/A DFE CN N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 80228.330000 USD 565000.000000 CNY 2026-01-21 842.090000 N N N N/A N/A 000000000 1.000000 NC USD 37810.430000 0.0165091 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-15 0.000000 USD -23959.140000 USD 100000.000000 USD 61769.570000 N N N N/A N/A 000000000 1.000000 NC 803.660000 0.0003509 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 35560.430000 USD 658035.000000 MXN 2026-02-24 803.660000 N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A N/A ACI2S2BG9 159463.190000 PA 187341.960000 0.0817986 Long ABS-CBDO CORP IE N 2 2033-05-15 Floating 3.034 N N N N N N N/A N/A 000000000 1.000000 NC 67.280000 0.0000294 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 60197.450000 USD 420000.000000 CNY 2026-01-21 67.280000 N N N DENSO CORPORATION 549300RYPA10CQM3QK38 664038007 37900.000000 NS 523478.940000 0.228565 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC USD 997.530000 0.0004355 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-28 0.000000 USD -408.750000 USD 100000.000000 USD 1406.280000 N N N N/A N/A 000000000 1.000000 NC 614.520000 0.0002683 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-09-25 0.000000 EUR -169.500000 EUR 100000.000000 EUR 784.020000 N N N COMCAST CORPORATION 51M0QTTNCGUN7KFCFZ59 20030N101 34462.000000 NS USD 1030069.180000 0.449756 Long EC CORP US N 1 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 269175.000000 PA USD 209687.330000 0.0915552 Long DBT NUSS AR N 2 2038-01-09 Variable 5 N N N N N N JP MORGAN MORTGAGE TRUST 2006-S2 N/A 46628YBM1 74864.030000 PA USD 22917.550000 0.0100064 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.5 N N N N N N GNMA PASS THRU POOLS N/A 21H042620 1700000.000000 PA USD 1654910.150000 0.722579 Long ABS-MBS USGSE US N 2 2056-02-19 Fixed 4.5 N N N N N N SKANSKA AB 549300UINV5RINHGMG07 714209905 7357.000000 NS 200465.870000 0.0875289 Long EC CORP SE N 2 N N N N/A N/A 000000000 1.000000 NC USD -2555.380000 -0.0011157 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-02 0.000000 USD -326.250000 USD 100000.000000 USD -2229.130000 N N N N/A N/A 000000000 1.000000 NC USD 47336.520000 0.0206684 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-06-15 34733.270000 USD 0.000000 USD 399000.000000 USD 12603.250000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 407683002 281810.000000 NS 1947335.820000 0.85026 Long EC CORP IT N 2 N N N N/A N/A 000000000 1.000000 NC -5243.520000 -0.0022895 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 300733.830000 PEN 83435.200000 USD 2026-08-19 -5243.520000 N N N N/A N/A 000000000 1.000000 NC -252.310000 -0.0001102 N/A DFE IL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 122984.790000 ILS 38368.000000 USD 2026-02-19 -252.310000 N N N N/A N/A 000000000 1.000000 NC 1458.270000 0.0006367 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 47903.780000 USD 2169610.100000 TRY 2026-02-05 1458.270000 N N N N/A N/A 000000000 1.000000 NC USD -10160.830000 -0.0044365 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-03-20 0.000000 USD -12564.140000 USD 280000.000000 USD 2403.310000 N N N N/A N/A 000000000 1.000000 NC USD 1977.760000 0.0008635 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-12-16 0.000000 USD -4612.650000 USD 100000.000000 USD 6590.410000 N N N GAMING AND LEISURE PROPERTIES INC 5493006GWRDBCZYWTM57 36467J108 20807.000000 NS USD 929864.830000 0.406004 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 1950.700000 0.0008517 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 132275.000000 USD 481922.800000 PLN 2026-01-23 1950.700000 N N N N/A N/A 000000000 1.000000 NC USD -18763.660000 -0.0081927 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-03-24 0.000000 USD -354.560000 USD 400000.000000 USD -18409.100000 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411R208 737.000000 NS USD 143265.430000 0.0625536 Long EC CORP US N 1 N N N FNMA PASS THRU POOLS N/A 31418EJZ4 935.020000 PA USD 920.150000 0.0004018 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4 N N N N N N N/A N/A 000000000 1.000000 NC 1972.270000 0.0008611 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 54040.650000 USD 2437557.560000 TRY 2026-01-23 1972.270000 N N N N/A N/A 000000000 1.000000 NC USD 2722.990000 0.0011889 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-22 0.000000 USD -395.000000 USD 100000.000000 USD 3117.990000 N N N PAGAYA AI DEBT GRANTOR TRUST 2024-10 N/A 69544MAA7 129740.360000 PA USD 130405.440000 0.0569386 Long ABS-O CORP US N 2 2032-06-15 Fixed 5.183 N N N N N N BRIDGEGATE FUNDING PLC 2023-1A N/A ACI2C6Q55 1330000.000000 PA 1798540.280000 0.785292 Long ABS-MBS CORP GB N 2 2062-10-16 Floating 6.20857 N N N N N N AMBEV SA 549300TH5Q6VRP8OT012 BG7ZWY901 106200.000000 NS 267321.740000 0.11672 Long EC CORP BR N 2 N N N N/A N/A 000000000 1.000000 NC -162.600000 -0.000071 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 60000.000000 USD 1881561.000000 TWD 2026-02-02 -162.600000 N N N TAISEI CORPORATION 529900TF7XJKIOWMLQ79 687010009 3300.000000 NS 312743.890000 0.136552 Long EC CORP JP N 2 N N N MURATA MANUFACTURING CO LTD 529900QZG6DL8ZRI7140 661040006 36000.000000 NS 744046.110000 0.324871 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC USD 1267.430000 0.0005534 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 MEXICO GOVT MEXICO GOVT (UMS) Y Single Leg Swap 2028-06-20 0.000000 USD -1933.970000 USD 100000.000000 USD 3201.400000 N N N N/A N/A 000000000 1.000000 NC 2476.450000 0.0010813 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2074367.000000 TWD 68522.000000 USD 2026-01-22 2476.450000 N N N N/A N/A 000000000 1.000000 NC USD -369.730000 -0.0001614 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-05-07 0.000000 USD -487.500000 USD 100000.000000 USD 117.770000 N N N AVON FINANCE 4A N/A ACI2JTXR2 439092.420000 PA 592673.880000 0.258778 Long ABS-MBS CORP GB N 2 2049-12-28 Floating 4.62617 N N N N N N N/A N/A 000000000 1.000000 NC USD -4885.330000 -0.0021331 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-18 0.000000 USD -5519.980000 USD 560000.000000 USD 634.650000 N N N N/A N/A 000000000 1.000000 NC USD -1196.390000 -0.0005224 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-07-12 0.000000 USD -340.000000 USD 100000.000000 USD -856.390000 N N N ARBOUR CLO VII DAC 7A N/A ACI2S2CF0 400000.000000 PA 471090.670000 0.205691 Long ABS-CBDO CORP IE N 2 2038-12-15 Floating 3.28 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JBD4 100000.000000 PA USD 98864.340000 0.0431669 Long DBT CORP US N 2 2035-09-01 Fixed 4.975 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165B103 8262.000000 NS USD 689298.660000 0.300967 Long EC CORP US N 1 N N N PRPM 2025-RCF5 LLC N/A 69384AAA6 478615.910000 PA USD 479281.140000 0.209267 Long ABS-MBS CORP US N 2 2055-10-25 Fixed 4.839 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11 N/A 073879PA0 669634.950000 PA USD 678640.870000 0.296313 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.72121 N N N N N N N/A N/A 000000000 1.000000 NC USD -2054.490000 -0.000897 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-01 0.000000 USD -430.000000 USD 100000.000000 USD -1624.490000 N N N N/A N/A 000000000 1.000000 NC USD -7349.580000 -0.003209 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-18 0.000000 USD -13812.550000 USD 560000.000000 USD 6462.970000 N N N BROADSTONE NET LEASE INC 549300U8D7PT70B49V21 11135E203 74217.000000 NS USD 1289149.290000 0.562878 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -503.750000 -0.00022 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-06 0.000000 USD -395.000000 USD 100000.000000 USD -108.750000 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 BDR05C901 20620.000000 NS 316279.430000 0.138096 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC 11649.950000 0.0050867 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 10176297.000000 TWD 335652.000000 USD 2026-01-22 11649.950000 N N N BANK RAKYAT INDONESIA PERSERO TBK PT (BRI) 254900HB6S4B12GBNP64 670909902 1531300.000000 NS 335364.990000 0.146429 Long EC CORP ID N 2 N N N N/A N/A 000000000 1.000000 NC -7458.400000 -0.0032565 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 610000.000000 BRL -7458.400000 N N N N/A N/A 000000000 1.000000 NC USD -57471.110000 -0.0250935 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-01-20 0.000000 USD -5613.970000 USD 2400000.000000 USD -51857.140000 N N N N/A N/A 000000000 1.000000 NC 994.190000 0.0004341 N/A DFE TW N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 3926198.000000 TWD 126000.000000 USD 2026-01-22 994.190000 N N N N/A N/A 000000000 1.000000 NC 865.630000 0.000378 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 26346.050000 USD 1188746.950000 TRY 2026-01-28 865.630000 N N N CIM TRUST 2024-R1 N/A 17179VAA8 310546.380000 PA USD 309219.820000 0.135014 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.75 N N N N N N UMBS PASS THRU POOLS N/A 01F050627 11910000.000000 PA USD 11866733.110000 5.18134 Long ABS-MBS USGSE US N 2 2056-02-12 Fixed 5 N N N N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 714456902 87754.000000 NS 912407.540000 0.398382 Long EC CORP IT N 2 N N N N/A N/A 000000000 1.000000 NC -972.860000 -0.0004248 N/A DFE KR N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 93282188.000000 KRW 63723.000000 USD 2026-01-08 -972.860000 N N N CHASE AUTO OWNER TRUST 2024-4A N/A 16144YAB4 30292.390000 PA USD 30327.900000 0.013242 Long ABS-O CORP US N 2 2027-09-27 Fixed 5.25 N N N N N N MARSTONS ISSUER PLC 213800HQB746UJ9UWM15 B0GDY1II6 200000.000000 PA 251729.760000 0.109912 Long DBT CORP GB N 2 2035-07-16 Floating 6.63078 N N N N N N RCO X MORTGAGE LLC 2025-5 N/A 75523YAA3 488615.610000 PA USD 484029.510000 0.21134 Long ABS-MBS CORP US N 2 2030-10-25 Fixed 5.418 N N N N N N LXP INDUSTRIAL TRUST 549300S4MH2ICXDBFV43 529043408 14023.000000 NS USD 695260.340000 0.30357 Long EC CORP US N 1 N N N VENTURE GLOBAL CALCASIEU PASS LLC 549300GKHS6RS20NLH85 92328MAA1 230000.000000 PA USD 215783.980000 0.0942172 Long DBT CORP US N 2 2029-08-15 Fixed 3.875 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2024-F N/A 83207VAA6 336253.110000 PA USD 340745.050000 0.148779 Long ABS-O CORP US N 2 2054-03-16 Fixed 5.06 N N N N N N ANTERO MIDSTREAM CORPORATION N/A 03676B102 2412.000000 NS USD 42909.480000 0.0187355 Long EC CORP US N 1 N N N GUGGENHEIM CLO 2022-2A LTD N/A 40172PAL6 500000.000000 PA USD 499375.000000 0.218041 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.05454 N N N N N N CHINA PACIFIC INSURANCE (GROUP) CO LTD 529900BA5ILEL308WX03 B2Q5H5907 57200.000000 NS 259401.240000 0.113262 Long EC CORP CN N 2 N N N N/A N/A 000000000 1.000000 NC 2756.830000 0.0012037 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-07 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2756.830000 N N N CUMMINS INC ZUNI8PYC725B6H8JU438 231021106 2596.000000 NS USD 1325128.200000 0.578587 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -9046.650000 -0.00395 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 900000.000000 BRL -9046.650000 N N N POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA P4GTT6GF1W40CVIMFR43 B03NGS908 18848.000000 NS 444850.250000 0.194234 Long EC CORP PL N 2 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAY1 400000.000000 PA USD 427131.570000 0.186497 Long DBT CORP ES N 2 2028-11-07 Fixed 6.607 N N N N N N N/A N/A 000000000 1.000000 NC -2164.440000 -0.0009451 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2026-01-02 0.000000 BRL 0.000000 BRL 200000.000000 BRL -2164.440000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CFT3 800000.000000 PA USD 810578.130000 0.353921 Long DBT UST US N 2 2029-10-31 Fixed 4 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CKJ9 1800000.000000 PA USD 1822429.690000 0.795723 Long DBT UST US N 2 2027-04-15 Fixed 4.5 N N N N N N N/A N/A 000000000 1.000000 NC -14.240000 -0.0000062 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3828.000000 USD 119922.000000 TWD 2026-02-02 -14.240000 N N N N/A N/A 000000000 1.000000 NC 1587.020000 0.0006929 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1211541.000000 TWD 40161.150000 USD 2026-01-22 1587.020000 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8 N/A 61779QAA1 484236.450000 PA USD 484862.620000 0.211704 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.963 N N N N N N N/A N/A 000000000 1.000000 NC USD -1994.180000 -0.0008707 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-19 0.000000 USD -420.000000 USD 100000.000000 USD -1574.180000 N N N N/A N/A 000000000 1.000000 NC -12369.540000 -0.0054009 N/A DFE SG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1595143.620000 SGD 1229375.990000 USD 2026-01-14 -12369.540000 N N N GNMA PASS THRU POOLS N/A 21H052611 250000.000000 PA USD 252463.160000 0.110232 Long ABS-MBS USGSE US N 2 2055-01-15 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC USD 6287.970000 0.0027455 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-10 0.000000 USD -8902.460000 USD 100000.000000 USD 15190.430000 N N N N/A N/A 000000000 1.000000 NC USD -936.480000 -0.0004089 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-12 0.000000 USD -296.250000 USD 100000.000000 USD -640.230000 N N N N/A N/A 000000000 1.000000 NC -425.040000 -0.0001856 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 38763.000000 USD 3454035.260000 INR 2026-01-30 -425.040000 N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AB8 200000.000000 PA USD 203422.440000 0.0888198 Long DBT CORP GB N 2 2028-05-08 Fixed 5.829 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CJY8 105925.000000 PA USD 105364.830000 0.0460052 Long DBT UST US N 2 2034-01-15 Fixed 1.75 N N N N N N N/A N/A 000000000 1.000000 NC 58.920000 0.0000257 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 11718.000000 USD 369813.000000 TWD 2026-01-20 58.920000 N N N N/A N/A 000000000 1.000000 NC -7006.400000 -0.0030592 N/A DFE AU N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 508541.000000 AUD 332391.550000 USD 2026-01-14 -7006.400000 N N N HIGHWOODS PROPERTIES INC ZIIGTYKL9T0X3HLTDX53 431284108 23404.000000 NS USD 604291.280000 0.26385 Long EC CORP US N 1 N N N FNMA PASS THRU POOLS N/A 3140X6S77 34339.330000 PA USD 30923.730000 0.0135021 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417106 11018.000000 NS USD 436643.340000 0.19065 Long EC CORP US N 1 N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453H106 29821.000000 NS USD 65904.410000 0.0287757 Long EC CORP US N 1 N N N MEXICO GOVT 254900EGTWEU67VP6075 ACI2BPJ03 400000.000000 PA 20672.050000 0.009026 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.5 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680103 2882.000000 NS USD 211827.000000 0.0924895 Long EC CORP US N 1 N N N AMSURG LLC N/A 949ABFII9 489055.510000 PA USD 503727.180000 0.219941 Long LON CORP US N 3 2028-09-15 Fixed 11.8616 N N Y N N N MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE) 529900MUF4C20K50JS49 529412900 245.000000 NS 161231.160000 0.0703979 Long EC CORP DE N 2 N N N N/A N/A 000000000 1.000000 NC 461.460000 0.0002015 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 27113.620000 USD 99000.000000 PLN 2026-01-16 461.460000 N N N N/A N/A 000000000 1.000000 NC -458.240000 -0.0002001 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 93760.000000 USD 14604010.000000 JPY 2026-01-14 -458.240000 N N N N/A N/A 000000000 1.000000 NC -4193.600000 -0.001831 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2094866.830000 USD 11607447.620000 BRL 2026-03-03 -4193.600000 N N N N/A N/A 000000000 1.000000 NC USD -2305.320000 -0.0010066 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-01 0.000000 USD -440.000000 USD 100000.000000 USD -1865.320000 N N N N/A N/A 000000000 1.000000 NC 1594.260000 0.0006961 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 900000.000000 BRL 158988.130000 USD 2026-07-02 1594.260000 N N N SYNIVERSE HOLDINGS LLC 549300CYZBHMZC8VLL59 87168TAB7 7819.290000 PA USD 7572.870000 0.0033065 Long LON CORP US N 2 2027-05-13 Floating 10.6719 N N N N N N N/A N/A 000000000 1.000000 NC 534.320000 0.0002333 N/A DFE NO N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 36227.180000 USD 370516.950000 NOK 2026-01-14 534.320000 N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 52.130000 NS USD 29.320000 0.0000128 Long EC CORP US Y 3 N N N KT&G CORPORATION 988400ZJV6ISYBLQX875 617507900 2038.000000 NS 201034.190000 0.087777 Long EC CORP KR N 1 N N N WELLS FARGO ALTERNATIVE LOAN 2007-PA4 N/A 94984UAE6 321306.450000 PA USD 298929.480000 0.130521 Long ABS-MBS CORP US N 2 2037-07-25 Floating 6.44216 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 8447.000000 NS USD 1930055.030000 0.842715 Long EC CORP US N 1 N N N GNMA PASS THRU POOLS N/A 21H032621 100000.000000 PA USD 91007.750000 0.0397365 Long ABS-MBS USGSE US N 2 2056-02-19 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC USD -5829.850000 -0.0025455 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-09-28 0.000000 USD -128.930000 USD 100000.000000 USD -5700.920000 N N N N/A N/A 000000000 1.000000 NC 158.150000 0.0000691 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 19772.570000 USD 1795645.940000 INR 2026-01-30 158.150000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 150000.000000 PA USD 155054.610000 0.0677011 Long DBT CORP US N 2 2032-02-01 Fixed 9.875 N N N N N N N/A N/A 000000000 1.000000 NC -1429.610000 -0.0006242 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 128942.000000 USD 11488151.960000 INR 2026-01-30 -1429.610000 N N N N/A N/A 000000000 1.000000 NC 1158.800000 0.000506 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 26171.560000 USD 1180206.500000 TRY 2026-01-13 1158.800000 N N N N/A N/A 000000000 1.000000 NC -5.980000 -0.0000026 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1341.000000 USD 409.510000 KWD 2026-06-02 -5.980000 N N N N/A N/A 000000000 1.000000 NC 16.470000 0.0000072 N/A DFE PL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 20038.130000 USD 72000.000000 PLN 2026-01-16 16.470000 N N N N/A N/A 000000000 1.000000 NC USD -1911.150000 -0.0008345 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-03-01 0.000000 USD -385.000000 USD 100000.000000 USD -1526.150000 N N N N/A N/A 000000000 1.000000 NC USD -102466.950000 -0.0447399 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-17 0.000000 USD -12988.290000 USD 4900000.000000 USD -89478.660000 N N N N/A N/A 000000000 1.000000 NC 6638.750000 0.0028987 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-03-13 0.000000 MXN 0.000000 MXN 2200000.000000 MXN 6638.750000 N N N KINETIK HOLDINGS INC N/A 02215L209 1909.000000 NS USD 68819.450000 0.0300485 Long EC CORP US N 1 N N N CMOC GROUP LIMITED 2549008KG3638J59U652 B1VRCG906 81000.000000 NS 201246.140000 0.0878696 Long EC CORP CN N 2 N N N GREENSKY HOME IMPROVEMENT TRUST 2024-2 N/A 39571XAB0 55252.850000 PA USD 55403.710000 0.0241908 Long ABS-O CORP US N 2 2059-10-27 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 392555.450000 0.1714 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-06-16 174511.470000 USD 0.000000 USD 2600000.000000 USD 218043.980000 N N N DAITO TRUST CONSTRUCTION CO LTD 353800QQ4DRI3KXS3038 625050000 6600.000000 NS 125676.970000 0.054874 Long EC CORP JP N 2 N N N KIMBERLY-CLARK CORPORATION MP3J6QPYPGN75NVW2S34 494368103 7180.000000 NS USD 724390.200000 0.316289 Long EC CORP US N 1 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CNB3 306855.000000 PA USD 308479.200000 0.13469 Long DBT UST US N 2 2030-04-15 Fixed 1.625 N N N N N N MFA 2024-RPL1 TRUST N/A 55287AAA3 338650.600000 PA USD 326054.660000 0.142364 Long ABS-MBS CORP US N 2 2066-02-25 Variable 4.25 N N N N N N STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9 N/A 86361PAA4 1071847.080000 PA USD 528684.610000 0.230838 Long ABS-MBS CORP US N 2 2036-10-25 Floating 4.47903 N N N N N N BOOKING HOLDINGS INC (AKA: PRICELINE GROUP INC/THE) FXM8FAOHMYDIPD38UZ17 09857L108 32.000000 NS USD 171370.560000 0.0748251 Long EC CORP US N 1 N N N VENTURE GLOBAL PLAQUEMINES LNG LLC 549300TKP4I6OJ02BF90 922966AC0 230000.000000 PA USD 235692.510000 0.10291 Long DBT CORP US N 2 2034-01-15 Fixed 6.5 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 1980.000000 NS USD 44673.750000 0.0195058 Long EC CORP LU N 3 N N N GEA GROUP AKTIENGESELLSCHAFT 549300PHUU0ZZWO8EO07 455710905 3294.000000 NS 222615.890000 0.0972002 Long EC CORP DE N 2 N N N LEALAND FINANCE COMPANY BV N/A N5200EAC5 914.510000 PA USD 768.190000 0.0003354 Long LON CORP US N 3 2027-06-30 Floating 6.8306 N N N N N N CRNCL-2019-11A N/A ACI34RX33 450000.000000 PA 529384.590000 0.231144 Long ABS-CBDO CORP IE N 2 2040-01-15 Floating 3.187 N N N N N N ARES XLIV CLO LTD 2017-44A N/A 04016NBH5 450000.000000 PA USD 450142.600000 0.196545 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.03454 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI30Y3M3 58200000.000000 PA 360301.990000 0.157318 Long DBT NUSS JP N 2 2055-09-20 Fixed 3.2 N N N N N N N/A N/A 000000000 1.000000 NC -134.470000 -0.0000587 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 220094.950000 PEN 65136.120000 USD 2026-03-30 -134.470000 N N N N/A N/A 000000000 1.000000 NC 568.380000 0.0002482 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 11671.000000 USD 202978.530000 ZAR 2026-01-26 568.380000 N N N N/A N/A 000000000 1.000000 NC USD 43697.980000 0.0190797 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-16 0.000000 USD -14770.750000 USD 100000.000000 USD 58468.730000 N N N HYUNDAI AUTO RECEIVABLES TRUST 2023-C N/A 44918CAD4 389238.240000 PA USD 393234.860000 0.171697 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.54 N N N N N N UNITI GROUP INC 549300V3NU625PJUVA84 958WDX907 46.000000 NS USD 310.010000 0.0001354 Long EC CORP US N 3 N N N EUROSAIL PLC 2007-3X N/A B23DWGII5 20479.560000 PA 27613.330000 0.0120567 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 4.94419 N N N N N N N/A N/A 000000000 1.000000 NC USD -1966.070000 -0.0008584 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-11-01 0.000000 USD -332.500000 USD 100000.000000 USD -1633.570000 N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 026349902 7050.000000 NS 162256.170000 0.0708455 Long EC CORP GB N 2 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-16CB N/A 021460AB6 74334.260000 PA USD 38407.920000 0.0167699 Long ABS-MBS CORP US N 2 2036-06-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -3.510000 -0.0000015 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1378.190000 USD 421.530000 KWD 2026-06-17 -3.510000 N N N N/A N/A 000000000 1.000000 NC 76.650000 0.0000335 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 40000.000000 USD 1258467.000000 TWD 2026-01-20 76.650000 N N N FNMA PASS THRU POOLS N/A 3140X6S93 23553.820000 PA USD 22035.420000 0.0096213 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC 949.290000 0.0004145 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 46055.000000 USD 168754.730000 PLN 2026-01-16 949.290000 N N N N/A N/A 000000000 1.000000 NC USD 396424.470000 0.17309 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.NA.HY.45 Y Single Leg Swap 2030-12-20 388075.000000 USD 0.000000 USD 5100000.000000 USD 8349.470000 N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R N/A 12646QAG2 97103.560000 PA USD 48322.900000 0.0210991 Long ABS-MBS CORP US N 2 2037-12-29 Floating 3.94006 N N N N N N AG TRUST 2024-NLP N/A 00792MAA1 190066.270000 PA USD 191341.730000 0.083545 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.76576 N N N N N N ABSA GROUP LTD 2138006IPPRD4N6XLT30 BFX05H908 18385.000000 NS 265715.890000 0.116019 Long EC CORP ZA N 2 N N N PROVIDUS CLO V DAC 5A N/A ACI3128Y1 400000.000000 PA 470482.290000 0.205425 Long ABS-CBDO CORP IE N 2 2039-11-15 Floating 3.314 N N N N N N N/A N/A 000000000 1.000000 NC 229.880000 0.0001004 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 16202.000000 USD 272507.110000 ZAR 2026-01-26 229.880000 N N N N/A N/A 000000000 1.000000 NC USD -475.120000 -0.0002075 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-02-22 0.000000 USD -351.880000 USD 100000.000000 USD -123.240000 N N N N/A N/A 000000000 1.000000 NC 1145.750000 0.0005003 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-07 0.000000 ZAR 0.000000 ZAR 300000.000000 ZAR 1145.750000 N N N N/A N/A 000000000 1.000000 NC USD 6397.140000 0.0027932 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-12-22 0.000000 USD -25.390000 USD 100000.000000 USD 6422.530000 N N N MS & AD INSURANCE GROUP HOLDINGS INC 529900CXROT5S2HMMP26 B2Q4CS905 28900.000000 NS 678485.560000 0.296245 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC -22367.120000 -0.0097661 N/A DIR AU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2026-06-17 483316.810000 AUD 0.000000 AUD 5080000.000000 AUD -505683.930000 N N N MICHELIN (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA) 549300SOSI58J6VIW052 BPBPJ0907 15071.000000 NS 499546.090000 0.218115 Long EC CORP FR N 2 N N N N/A N/A 000000000 1.000000 NC 471.950000 0.0002061 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 3536322.610000 INR 39723.250000 USD 2026-01-30 471.950000 N N N N/A N/A 000000000 1.000000 NC -7854.660000 -0.0034296 N/A DFE AU N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 451899.000000 AUD 293740.680000 USD 2026-01-14 -7854.660000 N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 900123CY4 200000.000000 PA USD 199177.000000 0.0869661 Long DBT NUSS TR N 2 2030-03-13 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC 68.750000 0.00003 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12810.000000 USD 404412.000000 TWD 2026-01-20 68.750000 N N N N/A N/A 000000000 1.000000 NC 168.310000 0.0000735 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 3855.410000 KWD 13000.000000 USD 2030-08-12 168.310000 N N N N/A N/A 000000000 1.000000 NC USD 208515.660000 0.0910436 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-22 0.000000 USD -89236.180000 USD 500000.000000 USD 297751.840000 N N N N/A N/A 000000000 1.000000 NC -14.930000 -0.0000065 N/A DFE PL N 2 UBS AG BFM8T61CT2L1QCEMIK50 80139.410000 USD 287676.040000 PLN 2026-01-22 -14.930000 N N N N/A N/A 000000000 1.000000 NC 133.720000 0.0000584 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 65136.120000 USD 219378.450000 PEN 2026-01-05 133.720000 N N N N/A N/A 000000000 1.000000 NC USD 911.690000 0.0003981 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-04-30 0.000000 USD 0.000000 USD 110000.000000 USD 911.690000 N N N N/A N/A 000000000 1.000000 NC USD 10855.830000 0.00474 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-06-19 0.000000 USD -187856.640000 USD 2300000.000000 USD 198712.470000 N N N N/A N/A 000000000 1.000000 NC USD 3099.160000 0.0013532 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-09-17 0.000000 USD -8503.240000 USD 1000000.000000 USD 11602.400000 N N N STARWOOD PROPERTY TRUST INC BUGSFQZERKRBFWIG5267 85571BBF1 500000.000000 PA USD 505528.500000 0.220728 Long DBT CORP US N 2 2028-10-15 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 158957.050000 0.069405 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-06-20 0.000000 USD -418582.740000 USD 4900000.000000 USD 577539.790000 N N N N/A N/A 000000000 1.000000 NC USD 150.920000 0.0000659 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A CDX.EM.42 Y Single Leg Swap 2029-12-20 0.000000 USD -6000.000000 USD 200000.000000 USD 6150.920000 N N N N/A N/A 000000000 1.000000 NC USD 1454.300000 0.000635 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-21 2796.510000 USD 0.000000 USD 210000.000000 USD -1342.210000 N N N RESIDENTIAL ASSET MTGE PROD 2005-EFC1 N/A 76112BRR3 926145.470000 PA USD 911783.450000 0.39811 Long ABS-MBS CORP US N 2 2035-05-25 Floating 4.91121 N N N N N N N/A N/A 000000000 1.000000 NC -269.700000 -0.0001178 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 60143.200000 ILS 18615.000000 USD 2026-01-15 -269.700000 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 4113.000000 NS USD 761357.430000 0.332429 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 1662.340000 0.0007258 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-04 0.000000 USD -378.750000 USD 100000.000000 USD 2041.090000 N N N N/A N/A 000000000 1.000000 NC USD 208999.940000 0.0912551 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-12-21 245877.640000 USD 0.000000 USD 2100000.000000 USD -36877.700000 N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP N/A 466317AA2 375709.980000 PA USD 371341.860000 0.162138 Long ABS-MBS CORP US N 2 2037-04-15 Floating 4.59662 N N N N N N N/A N/A 000000000 1.000000 NC USD 82568.420000 0.0360516 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-05-22 62817.670000 USD 0.000000 USD 6420000.000000 USD 19750.750000 N N N N/A N/A 000000000 1.000000 NC -1087.180000 -0.0004747 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 95059.000000 USD 8466334.780000 INR 2026-01-30 -1087.180000 N N N GNMA PASS THRU POOLS N/A 21H050615 1200000.000000 PA USD 1197444.960000 0.522837 Long ABS-MBS USGSE US N 2 2055-01-15 Fixed 5 N N N N N N N/A N/A 000000000 1.000000 NC USD 15974.330000 0.0069748 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-16 483.280000 USD 0.000000 USD 127000.000000 USD 15491.050000 N N N PROCTER & GAMBLE COMPANY 2572IBTT8CCZW6AU4141 742718109 2481.000000 NS USD 355552.110000 0.155244 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -2307.160000 -0.0010074 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-24 0.000000 USD -588.000000 USD 200000.000000 USD -1719.160000 N N N N/A N/A 000000000 1.000000 NC USD 3086.110000 0.0013475 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-05-03 0.000000 USD -270.000000 USD 100000.000000 USD 3356.110000 N N N NORTHERN TRUST CORPORATION 549300GLF98S992BC502 665859104 4219.000000 NS USD 576273.210000 0.251617 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 2187.770000 0.0009552 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-12-30 0.000000 USD -320.000000 USD 100000.000000 USD 2507.770000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 93527.200000 PA USD 60855.030000 0.026571 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -505.920000 -0.0002209 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2028-11-30 0.000000 USD 0.000000 USD 110000.000000 USD -505.920000 N N N N/A N/A 000000000 1.000000 NC -410.440000 -0.0001792 N/A DFE IL N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 131576.850000 ILS 40903.710000 USD 2026-01-22 -410.440000 N N N N/A N/A 000000000 1.000000 NC USD 12101.890000 0.005284 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-09-07 0.000000 USD -432.890000 USD 100000.000000 USD 12534.780000 N N N LCM 35 LTD 35A N/A 50202QAL7 500000.000000 PA USD 499937.100000 0.218286 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.98454 N N N N N N GREENSKY HOME IMPROVEMENT TRUST 2024-1 N/A 39571MAB4 22901.670000 PA USD 23000.770000 0.0100428 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.88 N N N N N N N/A N/A 000000000 1.000000 NC -75125.790000 -0.032802 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 4187312.510000 EUR 4847902.930000 USD 2026-01-14 -75125.790000 N N N N/A N/A 000000000 1.000000 NC 1214.230000 0.0005302 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1037937.000000 TWD 34261.000000 USD 2026-01-22 1214.230000 N N N JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3 N/A 466308AE3 30384.860000 PA USD 23980.130000 0.0104704 Long ABS-MBS CORP US N 2 2037-05-26 Variable 5.84288 N N N N N N N/A N/A 000000000 1.000000 NC USD -746.040000 -0.0003257 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-03-05 0.000000 USD -425.000000 USD 100000.000000 USD -321.040000 N N N N/A N/A 000000000 1.000000 NC 1381.830000 0.0006033 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1226838.000000 TWD 40443.000000 USD 2026-01-22 1381.830000 N N N N/A N/A 000000000 1.000000 NC USD 3710.890000 0.0016203 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-18 0.000000 USD -358.750000 USD 100000.000000 USD 4069.640000 N N N N/A N/A 000000000 1.000000 NC 2031.990000 0.0008872 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2131387.000000 TWD 69893.000000 USD 2026-01-22 2031.990000 N N N N/A N/A 000000000 1.000000 NC -2051.100000 -0.0008956 N/A DFE BR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1000000.000000 BRL 172830.970000 USD 2026-07-02 -2051.100000 N N N REPSOL SA BSYCX13Y0NOTV14V9N85 566935904 25464.000000 NS 475117.740000 0.207449 Long EC CORP ES N 2 N N N RCKT MORTGAGE TRUST 2024-CES5 N/A 74938KAA5 264918.600000 PA USD 267715.130000 0.116892 Long ABS-MBS CORP US N 2 2044-08-25 Variable 5.846 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 B02J63904 5636.000000 NS 241096.010000 0.105269 Long EC CORP GB N 2 N N N SWEDBANK AB M312WZV08Y7LYUC71685 484652904 4882.000000 NS 169381.080000 0.0739564 Long EC CORP SE N 2 N N N UNITED PARCEL SERVICE INC D01LMJZU09ULLNCY6Z23 911312106 5337.000000 NS USD 529377.030000 0.231141 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 3689.970000 0.0016111 N/A DCR US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 VERIZON COMMUNICATIONS INC VERIZON COMMUNICATIONS SR UNSEC Y Single Leg Swap 2028-06-20 0.000000 USD -426.120000 USD 250000.000000 USD 4116.090000 N N N UNITED MICROELECTRONICS CORPORATION 391200YJCAGH9LF96P73 691662902 250000.000000 NS 390396.440000 0.170458 Long EC CORP TW N 2 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JK4 110000.000000 PA USD 108682.380000 0.0474537 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N EXPEDIA GROUP INC N/A 30212P303 2597.000000 NS USD 735756.070000 0.321251 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 117.880000 0.0000515 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-07 0.000000 USD -397.500000 USD 100000.000000 USD 515.380000 N N N N/A N/A 000000000 1.000000 NC -20812.550000 -0.0090873 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2300000.000000 BRL 390293.570000 USD 2026-04-02 -20812.550000 N N N N/A N/A 000000000 1.000000 NC -912.940000 -0.0003986 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 100000.000000 BRL -912.940000 N N N NAVIENT STUDENT LOAN TRUST 2020-IA N/A 63942AAA4 135906.680000 PA USD 127324.990000 0.0555936 Long ABS-O CORP US N 2 2069-04-15 Fixed 1.33 N N N N N N N/A N/A 000000000 1.000000 NC 104.860000 0.0000458 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 63279.080000 BRL 11502.360000 USD 2026-03-03 104.860000 N N N N/A N/A 000000000 1.000000 NC USD 1535.180000 0.0006703 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-20 0.000000 USD -355.000000 USD 100000.000000 USD 1890.180000 N N N N/A N/A 000000000 1.000000 NC USD 3554.370000 0.0015519 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-10-03 0.000000 USD -387.500000 USD 100000.000000 USD 3941.870000 N N N KINGFISHER PLC 213800KBMEV7I92FY281 331952903 38130.000000 NS 160510.230000 0.0700832 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC USD 20505.640000 0.0089533 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-01-17 242.930000 USD 0.000000 USD 1000000.000000 USD 20262.710000 N N N N/A N/A 000000000 1.000000 NC 2701.830000 0.0011797 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-07 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2701.830000 N N N ANCHORAGE CREDIT FUNDING 7 LTD 2019-7A N/A 03331FAA8 322383.280000 PA USD 322174.980000 0.14067 Long ABS-CBDO CORP KY N 2 2037-04-25 Fixed 4.62 N N N N N N WILLIAMS COS INC D71FAKCBLFS2O0RBPG08 969457100 4043.000000 NS USD 243024.730000 0.106111 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -56.780000 -0.0000248 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 31915.450000 MXN 1703.020000 USD 2026-03-18 -56.780000 N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 2100.000000 PA USD 1800.750000 0.0007863 Long DBT CORP US N 2 2028-06-28 Fixed 10.625 N N N N N N ANNALY CAPITAL MANAGEMENT INC 2DTL0G3FPRYUT58TI025 035710839 7656.000000 NS USD 171188.160000 0.0747454 Long EC CORP US N 1 N N N GOLD FIELDS LIMITED 5299003KXIBJQYCBBD72 628021909 9491.000000 NS 413830.140000 0.18069 Long EC CORP ZA N 2 N N N N/A N/A 000000000 1.000000 NC -2922.720000 -0.0012761 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2035-09-17 24864.680000 GBP 0.000000 GBP 1200000.000000 GBP -27787.400000 N N N N/A N/A 000000000 1.000000 NC 1250.750000 0.0005461 N/A DFE PL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 49247.000000 USD 181296.920000 PLN 2026-01-16 1250.750000 N N N SVF II FINCO (CAYMAN) LP N/A BA000KP70 21439.240000 PA USD 21535.210000 0.0094029 Long LON CORP GB N 3 2029-04-25 Floating 7.3219 N N N N N N FNMA PASS THRU POOLS N/A 31418EHF0 1365.210000 PA USD 1343.790000 0.0005867 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4 N N N N N N ORLEN SA 259400VVMM70CQREJT74 581006905 13054.000000 NS 348499.170000 0.152164 Long EC CORP PL N 2 N N N N/A N/A 000000000 1.000000 NC -3975.680000 -0.0017359 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1000000.000000 BRL 174766.110000 USD 2026-04-02 -3975.680000 N N N UNITI GROUP INC 549300V3NU625PJUVA84 912932100 16.000000 NS USD 112.160000 0.000049 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD 2006.050000 0.0008759 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-09-13 0.000000 USD -355.000000 USD 100000.000000 USD 2361.050000 N N N N/A N/A 000000000 1.000000 NC 76913.690000 0.0335826 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2042-03-15 13367.200000 JPY 0.000000 JPY 48000000.000000 JPY 63546.490000 N N N N/A N/A 000000000 1.000000 NC USD 2882.720000 0.0012587 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-24 0.000000 USD -332.500000 USD 100000.000000 USD 3215.220000 N N N N/A N/A 000000000 1.000000 NC 2843.140000 0.0012414 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-02 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2843.140000 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 2000.000000 PA USD 2006.260000 0.000876 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N N/A N/A 000000000 1.000000 NC -17086.720000 -0.0074605 N/A DIR AU N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 AUD-BBR-BBSW-Bloomberg 6M N/A N/A Y 2030-09-17 14372.600000 AUD 0.000000 AUD 1400000.000000 AUD -31459.320000 N N N N/A N/A 000000000 1.000000 NC USD -930.890000 -0.0004065 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-05 0.000000 USD -385.000000 USD 100000.000000 USD -545.890000 N N N CARMAX SELECT RECEIVABLES TRUST 2025-B N/A 14320BAB5 500000.000000 PA USD 500705.800000 0.218622 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.19 N N N N N N N/A N/A 000000000 1.000000 NC -2268.880000 -0.0009907 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 367190.700000 PLN 100007.000000 USD 2026-01-16 -2268.880000 N N N N/A N/A 000000000 1.000000 NC USD 911.970000 0.0003982 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-08-28 0.000000 USD -403.750000 USD 100000.000000 USD 1315.720000 N N N N/A N/A 000000000 1.000000 NC 2963.560000 0.001294 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2028-08-03 0.000000 ZAR 0.000000 ZAR 900000.000000 ZAR 2963.560000 N N N HSI ASSET LOAN OBLIGATION 2007-1 N/A 40431TAA9 1115.670000 PA USD 1035.070000 0.0004519 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810SF6 1133000.000000 PA USD 834923.630000 0.364551 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC USD -2184.020000 -0.0009536 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-02-23 0.000000 USD -689.500000 USD 200000.000000 USD -1494.520000 N N N NIGERIA GOVT 549300GSBZD84TNEQ285 955PDHII1 68800000.000000 PA 43587.980000 0.0190317 Long DBT NUSS NG N 2 2026-06-11 None 0 N N N N N N SMB PRIVATE EDUCATION LOAN TRUST 2022-B N/A 83206NAB3 435427.050000 PA USD 439851.250000 0.192051 Long ABS-O CORP US N 2 2055-02-16 Floating 5.43385 N N N N N N N/A N/A 000000000 1.000000 NC 610.790000 0.0002667 N/A DFE PL N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 30028.190000 USD 110000.000000 PLN 2026-01-16 610.790000 N N N NOVATEK MICROELECTRONICS LTD N/A 634633903 12000.000000 NS 142674.850000 0.0622957 Long EC CORP TW N 2 N N N MFA 2023-NQM2 TRUST N/A 55285WAA7 1123715.620000 PA USD 1116726.450000 0.487593 Long ABS-MBS CORP US N 2 2068-03-25 Fixed 4.4 N N N N N N MEXICO GOVT 254900EGTWEU67VP6075 929FKUII9 1700000.000000 PA 95313.290000 0.0416164 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.5 N N N N N N BANC OF AMERICA FUNDING CORP 2007-C N/A 059522AV4 3642.000000 PA USD 3183.180000 0.0013899 Long ABS-MBS CORP US N 2 2036-05-20 Floating 4.66051 N N N N N N N/A N/A 000000000 1.000000 NC 1956.200000 0.0008541 N/A DFE ZA N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 135769.510000 USD 2284050.470000 ZAR 2026-01-26 1956.200000 N N N N/A N/A 000000000 1.000000 NC -17.300000 -0.0000076 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2683.000000 USD 813.890000 KWD 2027-06-10 -17.300000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCD7 200000.000000 PA USD 228519.360000 0.0997778 Long DBT CORP IT N 2 2033-11-28 Fixed 7.2 N N N N N N LINK REAL ESTATE INVESTMENT TRUST 529900XUE70U36QX5M62 B0PB4M906 55500.000000 NS 247808.530000 0.1082 Long EC CORP HK N 2 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CCA7 993264.000000 PA USD 984642.350000 0.429922 Long DBT UST US N 2 2026-04-15 Fixed 0.125 N N N N N N N/A N/A 000000000 1.000000 NC USD -7218.810000 -0.0031519 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-03-25 0.000000 USD -411.500000 USD 200000.000000 USD -6807.310000 N N N N/A N/A 000000000 1.000000 NC 1660.050000 0.0007248 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 141075.000000 USD 2367125.640000 ZAR 2026-01-26 1660.050000 N N N KKR CLO 33 LTD 33A N/A 48254QAF1 500000.000000 PA USD 500122.080000 0.218367 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.99268 N N N N N N N/A N/A 000000000 1.000000 NC -21997.230000 -0.0096046 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 1500000.000000 BRL -21997.230000 N N N N/A N/A 000000000 38.000000 NC 33002.030000 0.0144096 N/A DIR GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2026-03-27 4680165.040000 GBP 33002.030000 N N N N/A N/A 000000000 1.000000 NC -35.270000 -0.0000154 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 421277346.000000 IDR 25193.000000 USD 2026-01-22 -35.270000 N N N POST CLO 2021-1 LTD N/A 73742FAJ5 500000.000000 PA USD 500043.620000 0.218333 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.98454 N N N N N N N/A N/A 000000000 1.000000 NC 1556.880000 0.0006798 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-08 0.000000 ZAR 0.000000 ZAR 400000.000000 ZAR 1556.880000 N N N N/A N/A 000000000 1.000000 NC 416.460000 0.0001818 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9300000.000000 JPY 59832.080000 USD 2026-01-14 416.460000 N N N ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA 95980020140005558665 B01FLQ905 3875.000000 NS 384653.050000 0.16795 Long EC CORP ES N 2 N N N ANCHORAGE CREDIT FUNDING 25-19A LTD N/A 03331VAA3 500000.000000 PA USD 500136.930000 0.218374 Long ABS-CBDO CORP KY N 2 2040-10-25 Fixed 5.036 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2023-P4 N/A 14687NAC4 221975.440000 PA USD 224112.710000 0.0978537 Long ABS-O CORP US N 2 2028-10-10 Fixed 6.16 N N N N N N SWISS RE AG (AKA: SWISS RE LTD) 529900PS9YW3YY29F326 ACI00MQT5 6749.000000 NS 1124313.470000 0.490906 Long EC CORP CH N 2 N N N N/A N/A 000000000 1.000000 NC 369.760000 0.0001614 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2029-10-07 0.000000 EUR -187.490000 EUR 100000.000000 EUR 557.250000 N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JT5 459000.000000 PA USD 427827.740000 0.186801 Long DBT CORP US N 2 2031-06-01 Fixed 3.25 N N N N N N N/A N/A 000000000 1.000000 NC -1480.810000 -0.0006466 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 224032.000000 USD 34834713.000000 JPY 2026-01-14 -1480.810000 N N N N/A N/A 000000000 1.000000 NC 1103.810000 0.000482 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46964.000000 USD 172572.980000 PLN 2026-01-16 1103.810000 N N N N/A N/A 000000000 1.000000 NC -1462.380000 -0.0006385 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 765868.970000 ZAR 43696.000000 USD 2026-11-18 -1462.380000 N N N CS FIRST BOSTON MTGE SEC CORP 2005-10 N/A 225470FM0 307624.240000 PA USD 65749.110000 0.0287079 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6 N N N N N N ATLANTIC AVENUE 2025-4A LTD N/A 04822PAA0 500000.000000 PA USD 501641.180000 0.21903 Long ABS-CBDO CORP KY N 2 2038-10-15 Floating 5.26644 N N N N N N N/A N/A 000000000 1.000000 NC -1012.470000 -0.0004421 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 338913.210000 ZAR 19297.000000 USD 2026-04-22 -1012.470000 N N N N/A N/A 000000000 1.000000 NC 762.520000 0.0003329 N/A DFE PL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 36089.000000 USD 132304.260000 PLN 2026-01-16 762.520000 N N N N/A N/A 000000000 1.000000 NC 816.650000 0.0003566 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 31945.000000 USD 593023.790000 MXN 2026-02-27 816.650000 N N N XP INC 5493008KDA8NBZRJST80 G98239109 9107.000000 NS USD 149081.590000 0.0650931 Long EC CORP KY N 1 N N N N/A N/A 000000000 1.000000 NC USD 2225.400000 0.0009717 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-02-28 0.000000 USD -198.860000 USD 220000.000000 USD 2424.260000 N N N N/A N/A 000000000 1.000000 NC USD 1576.810000 0.0006885 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-09-04 0.000000 USD -375.000000 USD 100000.000000 USD 1951.810000 N N N ATLAS SENIOR LOAN FUND XV LTD N/A 04942MAN4 265598.550000 PA USD 265798.970000 0.116055 Long ABS-CBDO CORP KY N 2 2032-10-23 Floating 5.0798 N N N N N N NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A N/A 63942HAB7 490077.860000 PA USD 494818.970000 0.216052 Long ABS-O CORP US N 2 2069-08-26 Floating 4.88867 N N N N N N N/A N/A 000000000 1.000000 NC -3268.880000 -0.0014273 N/A DFE PE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 205871.670000 PEN 57886.030000 USD 2026-02-17 -3268.880000 N N N FIRST INVESTORS AUTO OWNER TRUST 2023-1A N/A 320986AA0 75414.300000 PA USD 75985.700000 0.0331774 Long ABS-O CORP US N 2 2028-10-16 Fixed 6.44 N N N N N N N/A N/A 000000000 1.000000 NC USD -1885.780000 -0.0008234 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-02-27 0.000000 USD -400.000000 USD 100000.000000 USD -1485.780000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 24872.800000 PA USD 22236.280000 0.009709 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N N/A N/A 000000000 1.000000 NC USD 2156.830000 0.0009417 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-06-21 1177.330000 USD 0.000000 USD 45000.000000 USD 979.500000 N N N N/A N/A 000000000 1.000000 NC USD -119631.960000 -0.0522346 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-06-16 0.000000 USD -66752.120000 USD 1610000.000000 USD -52879.840000 N N N N/A N/A 000000000 1.000000 NC USD -1249.440000 -0.0005455 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-06-21 0.000000 USD -460.000000 USD 100000.000000 USD -789.440000 N N N STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 857477103 6417.000000 NS USD 827857.170000 0.361465 Long EC CORP US N 1 N N N SHELL PLC 21380068P1DRHMJ8KU70 BP6MXD906 13998.000000 NS 515857.880000 0.225238 Long EC CORP GB N 2 N N N N/A N/A 000000000 1.000000 NC USD -51528.210000 -0.0224986 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-12-18 0.000000 USD -54653.110000 USD 3900000.000000 USD 3124.900000 N N N VOYA CLO LTD 2019 3A N/A 92918FAF1 619827.130000 PA USD 620311.370000 0.270845 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 5.22324 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 476154.200000 PA USD 4638218.080000 2.02517 Long STIV RF US N 1 N N N N/A N/A 000000000 1.000000 NC 2089.090000 0.0009122 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2126453.000000 TWD 69793.000000 USD 2026-01-22 2089.090000 N N N N/A N/A 000000000 1.000000 NC 1007.640000 0.00044 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 73837.650000 USD 1361271.000000 MXN 2026-04-15 1007.640000 N N N N/A N/A 000000000 1.000000 NC 882.610000 0.0003854 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 966032.000000 TWD 31640.000000 USD 2026-01-22 882.610000 N N N KLEPIERRE 969500PB4U31KEFHZ621 758255905 4589.000000 NS 181565.080000 0.0792763 Long EC CORP FR N 2 N N N N/A N/A 000000000 1.000000 NC -1470.950000 -0.0006423 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 492470.740000 ZAR 27835.000000 USD 2026-07-22 -1470.950000 N N N N/A N/A 000000000 1.000000 NC 3751.320000 0.0016379 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2028-10-20 0.000000 EUR -193.030000 EUR 100000.000000 EUR 3944.350000 N N N BANK OF NEW YORK MELLON CORP (BNY MELLON) WFLLPEPC7FZXENRZV188 064058100 4129.000000 NS USD 479335.610000 0.209291 Long EC CORP US N 1 N N N METSO OYJ 549300R0VN9C371W0E07 B1FN8X901 9143.000000 NS 159080.490000 0.0694589 Long EC CORP FI N 2 N N N MERRILL LYNCH MTGE INVESTORS 2006-A1 N/A 59020U5W1 7105.650000 PA USD 3313.660000 0.0014468 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.31202 N N N N N N CLP HOLDINGS LIMITED 25490002BUTSMP94GO68 609701909 35000.000000 NS 313071.400000 0.136696 Long EC CORP HK N 2 N N N N/A N/A 000000000 1.000000 NC USD -22436.710000 -0.0097965 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2032-04-06 0.000000 USD -1030.000000 USD 200000.000000 USD -21406.710000 N N N N/A N/A 000000000 1.000000 NC USD 71657.680000 0.0312877 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-21 120357.720000 USD 0.000000 USD 1370000.000000 USD -48700.040000 N N N N/A N/A 000000000 1.000000 NC 454.000000 0.0001982 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1324860.000000 TWD 42565.770000 USD 2026-03-18 454.000000 N N N YAMAHA MOTOR CO LTD 3538004LR5NXILJDHY88 698526001 19100.000000 NS 141651.180000 0.0618488 Long EC CORP JP N 2 N N N N/A N/A 000000000 1.000000 NC USD -100283.770000 -0.0437866 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-06-16 0.000000 USD -49283.630000 USD 663000.000000 USD -51000.140000 N N N N/A N/A 000000000 1.000000 NC -1887.790000 -0.0008243 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 170824.400000 PEN 48854.430000 USD 2026-02-18 -1887.790000 N N N N/A N/A 000000000 1.000000 NC -475.670000 -0.0002077 N/A DFE PL N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 84281.860000 USD 300959.990000 PLN 2026-02-27 -475.670000 N N N N/A N/A 000000000 1.000000 NC USD 735.780000 0.0003213 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA Y Single Leg Swap 2026-12-20 0.000000 USD -4332.490000 USD 100000.000000 USD 5068.270000 N N N OMEGA HEALTHCARE INVESTORS INC 549300OJ7ENK42CZ8E73 681936100 27955.000000 NS USD 1239524.700000 0.54121 Long EC CORP US N 1 N N N RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4 N/A 74923HAD3 15062.100000 PA USD 12002.280000 0.0052405 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC -143.000000 -0.0000624 N/A DFE IL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 63953.130000 ILS 19938.000000 USD 2026-01-15 -143.000000 N N N N/A N/A 000000000 1.000000 NC 1111.200000 0.0004852 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-07 0.000000 ZAR 0.000000 ZAR 300000.000000 ZAR 1111.200000 N N N N/A N/A 000000000 -22.000000 NC USD 21625.890000 0.0094425 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-03-20 -2534468.750000 USD 21625.890000 N N N N/A N/A 000000000 1.000000 NC 1115.880000 0.0004872 N/A DFE TW N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1035624.000000 TWD 34089.000000 USD 2026-01-22 1115.880000 N N N MERCURY AGGREGATOR LP N/A BA000FDV1 21587.340000 PA USD 1135.100000 0.0004956 Long LON CORP US N 3 2026-04-03 Fixed 0 N N N N N N N/A N/A 000000000 1.000000 NC -8.600000 -0.0000038 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1610.000000 USD 491.130000 KWD 2026-06-10 -8.600000 N N N N/A N/A 000000000 1.000000 NC USD -1300.500000 -0.0005678 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-03-04 0.000000 USD -196.250000 USD 100000.000000 USD -1104.250000 N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 868000.000000 PA USD 818871.820000 0.357542 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172109 15935.000000 NS USD 2555974.000000 1.11601 Long EC CORP US N 1 N N N CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3 N/A 161917AB5 802794.330000 PA USD 718602.480000 0.313762 Long ABS-MBS CORP US N 2 2064-09-25 Variable 3.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 1239.890000 0.0005414 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-01-09 0.000000 USD 0.000000 USD 100000.000000 USD 1239.890000 N N N N/A N/A 000000000 1.000000 NC 2439.030000 0.0010649 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 85436.000000 USD 315505.750000 PLN 2026-01-23 2439.030000 N N N SVF II FINCO (CAYMAN) LP N/A BA000KP88 167529.920000 PA USD 168279.820000 0.0734756 Long LON CORP GB N 3 2029-04-25 Floating 7.3219 N N N N N N N/A N/A 000000000 1.000000 NC USD 1564.680000 0.0006832 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2029-02-27 0.000000 USD -235.000000 USD 100000.000000 USD 1799.680000 N N N N/A N/A 000000000 1.000000 NC -25.640000 -0.0000112 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 253283069.000000 IDR 15142.260000 USD 2026-01-22 -25.640000 N N N N/A N/A 000000000 1.000000 NC USD 1259.050000 0.0005497 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-04-10 0.000000 USD -375.000000 USD 100000.000000 USD 1634.050000 N N N N/A N/A 000000000 1.000000 NC 2751.820000 0.0012015 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2029-12-27 0.000000 MXN 0.000000 MXN 900000.000000 MXN 2751.820000 N N N UMBS PASS THRU POOLS N/A 01F032625 1300000.000000 PA USD 1197878.900000 0.523027 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 3.5 N N N N N N N/A N/A 000000000 1.000000 NC -1092.930000 -0.0004772 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 94643.000000 USD 8428337.720000 INR 2026-01-30 -1092.930000 N N N N/A N/A 000000000 1.000000 NC -601.620000 -0.0002627 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 100442.570000 USD 3135817.000000 TWD 2026-01-22 -601.620000 N N N N/A N/A 000000000 1.000000 NC 848.710000 0.0003706 N/A DFE MX N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 59053.280000 USD 1088913.000000 MXN 2026-04-10 848.710000 N N N N/A N/A 000000000 1.000000 NC -1.840000 -0.0000008 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1825.370000 PEN 539.780000 USD 2026-03-18 -1.840000 N N N N/A N/A 000000000 1.000000 NC USD -2679.090000 -0.0011698 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-01-04 0.000000 USD -146.160000 USD 100000.000000 USD -2532.930000 N N N GNMA PASS THRU POOLS N/A 3618N5EX3 130644.040000 PA USD 135265.840000 0.0590608 Long ABS-MBS USGSE US N 2 2055-01-20 Fixed 6.5 N N N N N N N/A N/A 000000000 1.000000 NC 5909.890000 0.0025804 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-10 0.000000 ZAR 0.000000 ZAR 1400000.000000 ZAR 5909.890000 N N N N/A N/A 000000000 1.000000 NC USD -2535.460000 -0.0011071 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-01-18 0.000000 USD -175.790000 USD 100000.000000 USD -2359.670000 N N N N/A N/A 000000000 1.000000 NC 524.760000 0.0002291 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 33098.000000 USD 609221.650000 MXN 2026-03-09 524.760000 N N N HOLCIM AG 529900EHPFPYHV6IQO98 711075903 6009.000000 NS 584977.930000 0.255417 Long EC CORP CH N 2 N N N N/A N/A 000000000 1.000000 NC USD 1770.010000 0.0007728 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-05-31 82.180000 USD 0.000000 USD 416100.000000 USD 1687.830000 N N N N/A N/A 000000000 1.000000 NC -2114.250000 -0.0009231 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 1354461.540000 CNY 192234.000000 USD 2026-01-21 -2114.250000 N N N N/A N/A 000000000 -25.000000 NC USD 12271.950000 0.0053583 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2026-03-20 -2868945.300000 USD 12271.950000 N N N VALE SA 254900SMTWBX7RU2SR20 219628005 23500.000000 NS 306841.100000 0.133975 Long EC CORP BR N 2 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI0725J7 300000.000000 PA 18527.170000 0.0080895 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8 N N N N N N PETROLEOS DE VENEZUELA SA (PDVSA) 549300YWR8TN1OFD4P06 P7807HAQ8 20000.000000 PA USD 5200.000000 0.0022705 Long DBT CORP VE N 2 2035-05-17 Fixed 9.75 Y Y N N N N N/A N/A 000000000 1.000000 NC USD 22135.810000 0.0096651 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-01-15 0.000000 USD -21980.180000 USD 300000.000000 USD 44115.990000 N N N N/A N/A 000000000 1.000000 NC USD 344.140000 0.0001503 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-01-08 0.000000 USD -262.500000 USD 100000.000000 USD 606.640000 N N N LYONDELLBASELL INDUSTRIES NV BN6WCCZ8OVP3ITUUVN49 N53745100 3397.000000 NS USD 147090.100000 0.0642236 Long EC CORP NL N 1 N N N TELEKOMUNIKASI TBK PT 529900M5SQZAOKV1PC81 BD4T6W908 1112100.000000 NS 232690.620000 0.101599 Long EC CORP ID N 2 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875P101 10408.000000 NS USD 1092944.080000 0.477209 Long EC CORP US N 1 N N N HESS MIDSTREAM LP N/A 428103105 3308.000000 NS USD 114126.000000 0.0498305 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -1120.000000 -0.000489 N/A DFE IN N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 105066.000000 USD 9364952.840000 INR 2026-01-30 -1120.000000 N N N N/A N/A 000000000 1.000000 NC 3075.920000 0.001343 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2031-01-08 0.000000 ZAR 0.000000 ZAR 800000.000000 ZAR 3075.920000 N N N CENTERBRIDGE CREDIT FUNDING 1 LTD N/A 15186PAA6 450000.000000 PA USD 437763.670000 0.19114 Long ABS-CBDO CORP KY N 2 2039-07-25 Fixed 3.164 N N N N N N N/A N/A 000000000 1.000000 NC -3373.130000 -0.0014728 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 1000000.000000 BRL 171508.940000 USD 2026-07-02 -3373.130000 N N N N/A N/A 000000000 1.000000 NC -2405.180000 -0.0010502 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 200000.000000 BRL -2405.180000 N N N N/A N/A 000000000 1.000000 NC 223.050000 0.0000974 N/A DFE NZ N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 69000.000000 NZD 39962.660000 USD 2026-01-14 223.050000 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 5522.000000 NS USD 1501210.920000 0.65547 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 797.920000 0.0003484 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 31664.000000 USD 587598.350000 MXN 2026-02-27 797.920000 N N N N/A N/A 000000000 1.000000 NC -1279.340000 -0.0005586 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL 0.000000 BRL 100000.000000 BRL -1279.340000 N N N N/A N/A 000000000 1.000000 NC USD -2160.970000 -0.0009435 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-10-23 0.000000 USD -280.000000 USD 100000.000000 USD -1880.970000 N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAJ6 200000.000000 PA USD 203812.270000 0.08899 Long DBT CORP GB N 2 2027-10-18 Floating 6.557 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 44000.000000 PA USD 14685.000000 0.0064119 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N KINBANE 2025-RPL 2 DAC 25-RPL2A N/A ACI30K8H9 387620.950000 PA 456260.980000 0.199216 Long ABS-MBS CORP IE N 2 2075-08-24 Floating 3.003 N N N N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 711038901 3985.000000 NS 1645686.060000 0.718552 Long EC CORP CH N 2 N N N FHLMC PASS THRU POOLS N/A 3133BANT4 56282.980000 PA USD 49868.270000 0.0217739 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3 N N N N N N N/A N/A 000000000 1.000000 NC -2.260000 -0.000001 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1617500.000000 NGN 1000.000000 USD 2026-11-18 -2.260000 N N N N/A N/A 000000000 1.000000 NC -28.230000 -0.0000123 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 4561.000000 USD 1390.560000 KWD 2026-05-28 -28.230000 N N N N/A N/A 000000000 1.000000 NC 358.880000 0.0001567 N/A DFE PL N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 24469.060000 USD 89142.010000 PLN 2026-01-23 358.880000 N N N HARMONY GOLD MINING COMPANY LIMITED 378900986D05F0C29811 641056908 12207.000000 NS 244898.080000 0.106929 Long EC CORP ZA N 2 N N N N/A N/A 000000000 1.000000 NC USD -270.800000 -0.0001182 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2034-03-05 0.000000 USD -372.500000 USD 100000.000000 USD 101.700000 N N N N/A N/A 000000000 1.000000 NC 602.380000 0.000263 N/A DFE ZA N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 11892.000000 USD 207207.400000 ZAR 2026-01-26 602.380000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEE7 2800000.000000 PA USD 2698171.870000 1.1781 Long DBT UST US N 2 2029-03-31 Fixed 2.375 N N N N N N N/A N/A 000000000 1.000000 NC USD 17052.980000 0.0074458 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-06-16 9252.070000 USD 0.000000 USD 1000000.000000 USD 7800.910000 N N N N/A N/A 000000000 1.000000 NC USD 1619.010000 0.0007069 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-05-31 1598.310000 USD 0.000000 USD 1646000.000000 USD 20.700000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CEZ0 672390.000000 PA USD 631027.840000 0.275524 Long DBT UST US N 2 2032-07-15 Fixed 0.625 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 500000.000000 PA USD 450617.050000 0.196752 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 ACI355B18 800000.000000 PA 45802.900000 0.0199988 Long DBT NUSS ZA N 2 2026-11-18 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -2435.420000 -0.0010634 N/A DIR JP N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A BOJ Overnight Call Rate TONAR Y 2027-04-27 0.000000 JPY 0.000000 JPY 30000000.000000 JPY -2435.420000 N N N N/A N/A 000000000 1.000000 NC USD -1542.680000 -0.0006736 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2035-03-21 0.000000 USD -285.000000 USD 100000.000000 USD -1257.680000 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A45 460000.000000 PA USD 457782.420000 0.19988 Long DBT CORP US N 2 2027-01-09 Fixed 4.271 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020107 8646.000000 NS USD 518932.920000 0.22658 Long EC CORP US N 1 N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA N/A 95004VAA5 500000.000000 PA USD 501452.400000 0.218948 Long ABS-MBS CORP US N 2 2042-10-15 Floating 5.34318 N N N N N N N/A N/A 000000000 1.000000 NC -3865.890000 -0.001688 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 304248.170000 PEN 86409.590000 USD 2026-03-18 -3865.890000 N N N CS FIRST BOSTON MTGE SEC CORP 2005-12 N/A 225470RY1 28249.810000 PA USD 16710.100000 0.0072961 Long ABS-MBS CORP US N 2 2036-01-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC -705.890000 -0.0003082 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 98185.730000 ILS 30124.000000 USD 2026-01-15 -705.890000 N N N N/A N/A 000000000 1.000000 NC 580.010000 0.0002532 N/A DFE TH N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 19914.340000 USD 645073.270000 THB 2026-01-21 580.010000 N N N EUROSAIL PLC 2007-6NCX N/A B29Q4HII9 137075.500000 PA 183921.040000 0.080305 Long ABS-MBS CORP GB N 2 2045-09-13 Floating 4.69419 N N N N N N GOLDEN BAR SECURITISATION SRL 2023-2 23-2 N/A ACI2KTMD3 243789.320000 PA 288307.310000 0.125883 Long ABS-O CORP IT N 2 2043-09-22 Floating 3.085 N N N N N N 2026-02-27 PIMCO Equity Series /s/ Bijal Parikh Bijal Parikh Treasurer