NPORT-P false 0001655589 XXXXXXXX S000094328 C000262830 Franklin Templeton ETF Trust 811-23124 0001655589 549300UHXVPT5S43XV04 One Franklin Parkway San Mateo 94403-1906 650-312-2000 Franklin Multisector Income ETF S000094328 2549003DCL3IS180MU79 2026-03-31 2026-03-31 N 18560337.54 3492709.82 15067627.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25000.00000000 2884722.17000000 0.00000000 65562.36000000 USD N Viper Energy Partners LLC 54930010ZZ02MRGRI973 92764MAA2 19000.00000000 PA USD 19022.99000000 0.126250730065 Long DBT CORP US N 2 2030-08-01 Fixed 4.90000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAR55 281024.05200000 PA USD 61760.52000000 0.409888810287 Long ABS-O USGSE US N 2 2050-07-25 Fixed 4.00000000 N N N N N N RHP Hotel Properties LP / RHP Finance Corporation 549300SJMSMA2471GA96 749571AK1 60000.00000000 PA USD 61130.46000000 0.405707262855 Long DBT CORP US N 2 2032-04-01 Fixed 6.50000000 N N N N N N VRTX TRUST 2025-HQ N/A 91835XAE7 31000.00000000 PA USD 30953.66000000 0.205431542212 Long ABS-O CORP US N 2 2042-08-07 Variable 5.92150000 N N N N N N Kellanova LONOZNOJYIBXOHXWDB86 487836AT5 33000.00000000 PA USD 37223.82000000 0.247044994021 Long DBT CORP US N 2 2031-04-01 Fixed 7.45000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DP1 19000.00000000 PA USD 19105.92000000 0.126801115311 Long DBT CORP US N 2 2028-02-16 Fixed 5.09800000 N N N N N N GS Mortgage Securities Trust 2015-GC30 549300L45M7638EL0H21 36250GAU9 22896.21000000 PA USD 22283.74000000 0.147891495689 Long ABS-O CORP US N 2 2050-05-12 Variable 3.88700600 N N N N N N CFCRE 2016-C6 Mortgage Trust N/A 12532ABB4 24000.00000000 PA USD 22890.67000000 0.151919535214 Long ABS-O CORP US N 2 2049-11-15 Variable 3.80400000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBK2 20000.00000000 PA USD 19865.36000000 0.131841324786 Long DBT CORP US N 2 2031-02-15 Fixed 4.10000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP3 N/A 46590RAJ8 25000.00000000 PA USD 24275.63000000 0.161111161299 Long ABS-O CORP US N 2 2049-08-17 Fixed 3.14400000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAG7 19000.00000000 PA USD 18659.58000000 0.123838870635 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBF7 18000.00000000 PA USD 18105.46000000 0.120161317603 Long DBT CORP US N 2 2029-09-01 Fixed 4.90000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AK7 19000.00000000 PA USD 18987.40000000 0.126014528317 Long DBT CORP US N 2 2030-06-23 Fixed 4.90000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BH2 20000.00000000 PA USD 18586.96000000 0.123356910227 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65346UAB5 15000.00000000 PA USD 15123.36000000 0.100369880919 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAH4 13000.00000000 PA USD 13271.93000000 0.088082412484 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Cipher Compute LLC N/A 17253NAA5 10000.00000000 PA USD 10372.79000000 0.068841560149 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N MITER BRANDS ACQUISITION HOLDCO INC N/A 60672JAA7 55000.00000000 PA USD 52710.80000000 0.349828128087 Long DBT CORP US N 2 2032-04-01 Fixed 6.75000000 N N N N N N Compass Datacenters Issuer II LLC N/A 20469CAE5 88000.00000000 PA USD 86735.44000000 0.575640980861 Long ABS-O CORP US N 2 2050-11-28 Fixed 4.92600000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBA8 38000.00000000 PA USD 38434.51000000 0.255080034589 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGH1 39000.00000000 PA USD 37462.67000000 0.248630180517 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N PVH Corp. 123WALMHY1GZXG2YDL90 693656AE0 19000.00000000 PA USD 19148.48000000 0.127083575170 Long DBT CORP US N 2 2030-06-13 Fixed 5.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -74300.68000000 -0.49311465202 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2031-03-18 0.00000000 USD -52047.90000000 USD 9983000.00000000 USD -22252.78000000 N N N Hilton Domestic Operating Co Inc. 5493003EG7H0N1E4XV50 432833AS0 65000.00000000 PA USD 64757.88000000 0.429781523696 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676AX3 19000.00000000 PA USD 19122.11000000 0.126908564210 Long DBT CORP US N 2 2028-03-01 Fixed 4.60000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BJ8 36000.00000000 PA USD 36789.67000000 0.244163651263 Long DBT CORP US N 2 2029-11-15 Fixed 5.00000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAX7 10029.03000000 PA USD 9892.66000000 0.065655059866 Long ABS-O CORP US N 2 2047-08-16 Variable 4.21300000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91086QAS7 110000.00000000 PA USD 117062.00000000 0.776910620406 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75000000 N N N N N N PRA Group Inc. 549300Q5HW3JSSB86K27 69354NAF3 60000.00000000 PA USD 60622.02000000 0.402332876326 Long DBT CORP US N 2 2030-01-31 Fixed 8.87500000 N N N N N N QXO INC N/A 74825NAA5 60000.00000000 PA USD 61251.96000000 0.406513627348 Long DBT CORP US N 2 2032-04-30 Fixed 6.75000000 N N N N N N Ginnie Mae (Ze) 549300M8ZYFG0OCMTT87 38385KS76 270354.34000000 PA USD 56950.57000000 0.377966399610 Long ABS-O USGA US N 2 2055-12-20 Fixed 5.50000000 N N N N N N Nexstar Media Inc. 5493006PK6I4I2OOT688 65336YAN3 65000.00000000 PA USD 63961.01000000 0.424492900863 Long DBT CORP US N 2 2028-11-01 Fixed 4.75000000 N N N N N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAH7 18000.00000000 PA USD 18869.35000000 0.125231060593 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-Lc24 5493007OD9MH69ES1S63 95000HBH4 39000.00000000 PA USD 38388.69000000 0.254775938942 Long ABS-O CORP US N 2 2049-10-18 Fixed 3.36700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042646 60000.00000000 PA USD 57972.82000000 0.384750811987 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 4.50000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CX8 60000.00000000 PA USD 60527.23000000 0.401703779286 Long DBT CORP US N 2 2034-11-01 Fixed 6.25000000 N N N N N N Ghana (Republic of) 213800PP4399SNNXZ126 374422AP8 70000.00000000 PA USD 59879.89000000 0.397407548903 Long DBT NUSS GH N 2 2035-07-03 Variable 5.00000000 N N N N N N Bank Of America Merrill Lynch Commercial Mortgage Trust 2016-Ubs10 N/A 06054ABC2 8150.26000000 PA USD 8071.30000000 0.053567158347 Long ABS-O CORP US N 2 2048-09-17 Variable 4.19224320 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 N/A 29425AAH6 26000.00000000 PA USD 22665.50000000 0.150425139386 Long ABS-O CORP US N 2 2058-09-12 Variable 4.33584800 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 38000.00000000 PA USD 37602.76000000 0.249559922097 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAR1 150000.00000000 PA USD 157047.59000000 1.042284777128 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.12500000 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAZ4 18256.72100000 PA USD 17439.22000000 0.115739652744 Long ABS-O CORP US N 2 2046-05-17 Variable 3.70800000 N N N N N N BX TRUST 2018-BILT N/A 05619TAE8 23000.00000000 PA USD 22955.74000000 0.152351388198 Long ABS-O CORP US N 2 2042-12-15 Variable 5.51730100 N N N N N N El Salvador (Republic of) 529900AKDMUSFSDOM949 283875AN2 40000.00000000 PA USD 39213.20000000 0.260248001402 Long DBT NUSS SV N 2 2035-06-15 Fixed 7.65000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658CA8 65000.00000000 PA USD 65060.11000000 0.431787347079 Long DBT CORP PA N 2 2032-08-01 Fixed 5.75000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAE2 38000.00000000 PA USD 37363.76000000 0.247973740089 Long DBT CORP US N 2 2029-07-15 Fixed 4.30000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647CA3 60000.00000000 PA USD 60831.30000000 0.403721814279 Long DBT CORP US N 2 2034-01-31 Fixed 6.75000000 N N N N N N Wesco Distribution, Inc. 549300I2CEZJG9N4AH67 95081QAR5 60000.00000000 PA USD 61486.80000000 0.408072200498 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N MPT Operating Partnership LP / MPT Finance Corporation WUQXXXF7PXTUPGROE843 55342UAQ7 60000.00000000 PA USD 60876.12000000 0.404019273181 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHV4 39000.00000000 PA USD 37410.29000000 0.248282547824 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327AQ2 19000.00000000 PA USD 19004.54000000 0.126128282123 Long DBT CORP US N 2 2026-09-09 Fixed 4.65000000 N N N N N N Sunoco LP 5493006LL0CKP8WQW329 86765KAN9 10000.00000000 PA USD 9853.96000000 0.065398217842 Long DBT CORP US N 2 2034-07-15 Fixed 5.62500000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDQ0 60000.00000000 PA USD 60465.12000000 0.401291571066 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N Clydesdale Acquisition Holdings Inc. 254900QKSDYFR3K5YD98 18972EAD7 60000.00000000 PA USD 56840.02000000 0.377232707472 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAK6 40000.00000000 PA USD 40039.32000000 0.265730749020 Long DBT CORP US N 2 2028-06-15 Fixed 4.60000000 N N N N N N SEAGATE DATA STORAGE TECHNOLOGY PTE LTD N/A 81180LAA3 60000.00000000 PA USD 61026.60000000 0.405017970539 Long DBT CORP SG N 2 2030-07-15 Fixed 5.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTS53 92237.55000000 PA USD 92818.70000000 0.616014025066 Long ABS-O USGSE US N 2 2054-12-25 Floating 4.76190000 N N N N N N Jane Street Group LLC / JSG Finance Inc. 5493002N1IVX6KHGYO08 47077WAE8 60000.00000000 PA USD 60916.68000000 0.404288459550 Long DBT CORP US N 2 2033-05-01 Fixed 6.75000000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAF1 15000.00000000 PA USD 15083.59000000 0.100105937578 Long DBT CORP US N 2 2031-04-01 Fixed 5.87500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -144.18000000 -0.00095688586 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2056-03-18 0.00000000 USD -206.82000000 USD 95000.00000000 USD 62.64000000 N N N BMO 2025-5C11 MORTGAGE TRUST N/A 096941AF6 22000.00000000 PA USD 22639.59000000 0.150253181328 Long ABS-O CORP US N 2 2058-07-17 Fixed 5.93830000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 18000.00000000 PA USD 18170.57000000 0.120593436058 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N CrossCountry Intermediate HoldCo LLC N/A 22757VAA8 5000.00000000 PA USD 4771.94000000 0.031670148006 Long DBT CORP US N 2 2030-10-01 Fixed 6.50000000 N N N N N N A&D MORTGAGE TRUST 2024-NQM1 984500E3BD374F778L95 00039GAB5 60128.71700000 PA USD 60369.74000000 0.400658558346 Long ABS-O CORP US N 2 2069-02-25 Variable 6.34700000 N N N N N N VIKING OCEAN CRUISES SHIP VII LTD N/A 92682RAA0 65000.00000000 PA USD 64936.91000000 0.430969700119 Long DBT CORP BM N 2 2029-02-15 Fixed 5.62500000 N N N N N N Dick's Sporting Goods, Inc. 529900SSBV5I4LWSK313 253393AH5 35000.00000000 PA USD 34070.20000000 0.226115222868 Long DBT CORP US N 2 2029-10-01 Fixed 4.00000000 N N N N N N Comm 2014-Ccre17 Mortgage Trust N/A 12631DBE2 22560.63400000 PA USD 22353.08000000 0.148351687574 Long ABS-O CORP US N 2 2047-05-10 Fixed 4.37700000 N N N N N N FRONERI U 08/31/ 07/16/32 N/A 000000000 32199.21000000 PA USD 31637.98000000 0.209973199417 Long LON CORP US N 2 2032-09-30 Floating 5.87732040 N N N N N N Ubs Commercial Mortgage Trust 2019-C17 N/A 90278MBB2 902772.58000000 PA USD 36866.98000000 0.244676738004 Long ABS-O CORP US N 2 2052-10-18 Variable 1.43564700 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C21 N/A 61764XBM6 25985.05400000 PA USD 25464.51000000 0.169001454463 Long ABS-O CORP US N 2 2048-03-17 Variable 3.85400000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDS5 37000.00000000 PA USD 37599.48000000 0.249538153574 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAC7 60000.00000000 PA USD 60825.06000000 0.403680400991 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N Bulgaria (Republic Of) 529900PG0XCL4LICL838 000000000 90000.00000000 PA USD 87034.74000000 0.577627358581 Long DBT NUSS BG N 2 2037-03-05 Fixed 5.00000000 N N N N N N Kinetik Holdings LP 549300RD6AJIMYC0HY12 49461MAA8 60000.00000000 PA USD 60255.84000000 0.399902633113 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 19000.00000000 PA USD 18912.69000000 0.125518697113 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEQ5 38000.00000000 PA USD 38088.10000000 0.252780999821 Long DBT CORP US N 2 2030-10-22 Fixed 4.60300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137HHWV9 66483.09000000 PA USD 67009.26000000 0.444723358216 Long ABS-O USGSE US N 2 2055-01-25 Floating 4.81190040 N N N N N N VRTX TRUST 2025-HQ N/A 91835XAG2 23000.00000000 PA USD 23147.77000000 0.153625842303 Long ABS-O CORP US N 2 2042-08-07 Variable 6.59563000 N N N N N N Insulet Corporation 549300TZTYD2PYN92D43 45784PAL5 60000.00000000 PA USD 61286.22000000 0.406741002225 Long DBT CORP US N 2 2033-04-01 Fixed 6.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BCVU1 304372.99000000 PA USD 62118.84000000 0.412266888685 Long ABS-O USGSE US N 2 2050-11-25 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2019-GC42 N/A 36257UAJ6 37738.15000000 PA USD 36235.54000000 0.240486031864 Long ABS-O CORP US N 2 2052-09-12 Fixed 2.93330000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AJ0 19000.00000000 PA USD 19059.02000000 0.126489851980 Long DBT CORP US N 2 2028-06-23 Fixed 4.70000000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658BQ4 38000.00000000 PA USD 37121.74000000 0.246367515111 Long DBT CORP PA N 2 2028-08-01 Fixed 4.00000000 N N N N N N El Salvador (Republic of) 529900AKDMUSFSDOM949 000000000 30000.00000000 PA USD 31319.70000000 0.207860856280 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135DD5 15000.00000000 PA USD 14892.83000000 0.098839912139 Long DBT CORP US N 2 2031-03-13 Fixed 4.25000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DQ0 5000.00000000 PA USD 4366.91000000 0.028982067258 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DP2 37000.00000000 PA USD 37558.61000000 0.249266909814 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042640 460000.00000000 PA USD 444010.42000000 2.946783848466 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.50000000 N N N N N N Ipalco Enterprises Inc. 5493000YFVK2DZX0JV43 462613AP5 19000.00000000 PA USD 18316.03000000 0.121558816957 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N Turkey (Republic of) 5493000PCHOG3B6S3Q85 900123AL4 140000.00000000 PA USD 166195.37000000 1.102996258524 Long DBT NUSS TR N 2 2030-01-15 Fixed 11.87500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032641 80000.00000000 PA USD 73350.27000000 0.486807023395 Long ABS-MBS USGSE US N 2 2056-04-15 Fixed 3.50000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 55354GAK6 20000.00000000 PA USD 18913.63000000 0.125524935653 Long DBT CORP US N 2 2030-09-01 Fixed 3.62500000 N N N N N N 7-Eleven Inc. 549300K23JPL0SS3LB18 817826AD2 40000.00000000 PA USD 37747.34000000 0.250519462661 Long DBT CORP US N 2 2028-02-10 Fixed 1.30000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CN3 40000.00000000 PA USD 37656.00000000 0.249913262391 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052649 930000.00000000 PA USD 934428.81000000 6.201565550758 Long ABS-MBS USGSE US N 2 2056-04-15 Fixed 5.50000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DD1 10000.00000000 PA USD 9915.02000000 0.065803457480 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N CCO HOLDINGS LLC N/A 1248EPCQ4 70000.00000000 PA USD 63347.34000000 0.420420129679 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LC57 128456.85000000 PA USD 25007.70000000 0.165969723069 Long ABS-O USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N Big River Steel LLC / BRS Finance Corp 549300FDOTXSG1N4RG27 08949LAB6 65000.00000000 PA USD 64902.88000000 0.430743851693 Long DBT CORP US N 2 2029-01-31 Fixed 6.62500000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023DQ5 106000.00000000 PA USD 111312.45000000 0.738752324310 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CGQ8 1398000.00000000 PA USD 1403406.33000000 9.314049670454 Long DBT UST US N 2 2030-02-28 Fixed 4.00000000 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DE8 37000.00000000 PA USD 37386.64000000 0.248125588810 Long DBT CORP CA N 2 2029-02-15 Fixed 5.00000000 N N N N N N Cd 2016-Cd1 Mortgage Trust N/A 12514MBC8 24000.00000000 PA USD 23658.26000000 0.157013834159 Long ABS-O CORP US N 2 2049-08-12 Fixed 2.72400000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3X7 37000.00000000 PA USD 37217.78000000 0.247004908082 Long DBT CORP US N 2 2027-07-09 Fixed 5.34900000 N N N N N N Petroleos Mexicanos Sa De CV 549300CAZKPF4HKMPX17 71643VAB1 130000.00000000 PA USD 127336.34000000 0.845098793030 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N BBCMS MORTGAGE TRUST 2025-5C37 N/A 05494NAD3 37000.00000000 PA USD 37508.35000000 0.248933347020 Long ABS-O CORP US N 2 2058-09-17 Variable 5.38200000 N N N N N N UKG Inc. 529900FKHWSTQ1GXK240 90279XAA0 60000.00000000 PA USD 58690.23000000 0.389512079078 Long DBT CORP US N 2 2031-02-01 Fixed 6.87500000 N N N N N N Firstcash Inc 549300V2X3UU7K0DG350 33767DAD7 60000.00000000 PA USD 61228.08000000 0.406355141882 Long DBT CORP US N 2 2032-03-01 Fixed 6.87500000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 494553AD2 18000.00000000 PA USD 18274.30000000 0.121281865596 Long DBT CORP US N 2 2029-02-01 Fixed 5.00000000 N N N N N N Sirius Xm Radio LLC WP5O65E6BMU84LNO4227 82967NBM9 70000.00000000 PA USD 63618.01000000 0.422216497395 Long DBT CORP US N 2 2031-09-01 Fixed 3.87500000 N N N N N N Avient Corporation SM8L9RZYIB34LNTWO040 05368VAB2 60000.00000000 PA USD 60469.44000000 0.401320241803 Long DBT CORP US N 2 2031-11-01 Fixed 6.25000000 N N N N N N McCormick & Company, Incorporated 549300JQQA6MQ4OJP259 579780AV9 5000.00000000 PA USD 4952.44000000 0.032868080443 Long DBT CORP US N 2 2029-02-15 Fixed 4.15000000 N N N N N N BENCHMARK 2020-B17 MORTGAGE TRUST N/A 08162MAV0 26963.71000000 PA USD 25616.69000000 0.170011434288 Long ABS-O CORP US N 2 2053-03-17 Variable 2.21080000 N N N N N N COMM 2017-COR2 MORTGAGE TRUST N/A 12595EAH8 25000.00000000 PA USD 23756.35000000 0.157664832457 Long ABS-O CORP US N 2 2050-09-12 Variable 4.58723200 N N N N N N LPL Holdings Inc. 549300Z5YF8CCRMYUL26 50212YAL8 18000.00000000 PA USD 18140.81000000 0.120395926532 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BT5 21000.00000000 PA USD 18943.29000000 0.125721781504 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -12539.24000000 -0.08321973593 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. TRS IBXXLLTR INDEX Y Performance Leg 2026-06-22 0.00000000 USD -5673.51000000 USD 5556.28190000 USD -6865.73000000 N N N News Corporation 549300ITS31QK8VRBQ14 65249BAB5 19000.00000000 PA USD 18585.07000000 0.123344366779 Long DBT CORP US N 2 2032-02-15 Fixed 5.12500000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAB3 60000.00000000 PA USD 62514.42000000 0.414892252195 Long DBT CORP US N 2 2030-09-15 Fixed 7.75000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST N/A 12595VAF4 32000.00000000 PA USD 29967.62000000 0.198887446364 Long ABS-O CORP US N 2 2051-05-12 Variable 4.30017480 N N N N N N Cf 2019-Cf3 Mortgage Trust N/A 12529TAU7 7778.93000000 PA USD 7413.47000000 0.049201308512 Long ABS-O CORP US N 2 2053-01-17 Fixed 2.94160000 N N N N N N AS MILEAGE PLAN IP LTD N/A 00218QAA8 37000.00000000 PA USD 36639.82000000 0.243169135054 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2 N/A 46590MAV2 17000.00000000 PA USD 16644.59000000 0.110465896220 Long ABS-O CORP US N 2 2049-08-17 Fixed 3.05560000 N N N N N N Osaic Holdings Inc. 549300XL60BDV6UW5C86 00791GAB3 60000.00000000 PA USD 60051.89000000 0.398549069010 Long DBT CORP US N 2 2032-08-01 Fixed 6.75000000 N N N N N N TreeHouse Foods, Inc. 5493007M7EVHE470Q576 456142AA6 5000.00000000 PA USD 5056.26000000 0.033557107289 Long DBT CORP US N 2 2033-02-11 Fixed 7.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052645 300000.00000000 PA USD 301957.50000000 2.004014869568 Long ABS-MBS USGA US N 2 2056-04-15 Fixed 5.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AN8 19000.00000000 PA USD 18920.97000000 0.125573649360 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CQ6 90000.00000000 PA USD 63887.01000000 0.424001781748 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CD4 20000.00000000 PA USD 18696.36000000 0.124082970109 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Clear Channel Outdoor Holdings Inc. 254900XBEE6V1ENYS150 18453HAH9 65000.00000000 PA USD 68883.30000000 0.457160883451 Long DBT CORP US N 2 2033-03-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BS2J3 56047.65000000 PA USD 56382.37000000 0.374195401212 Long ABS-O USGSE US N 2 2054-07-25 Floating 4.76190000 N N N N N N AES Corp. 2NUNNB7D43COUIRE5295 00130HCH6 18000.00000000 PA USD 18168.86000000 0.120582087224 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N Cordoba (Province Of) 5299006CLM2Z97AATT29 74408DAG9 10000.00000000 PA USD 9562.50000000 0.063463872201 Long DBT NUSS AR N 2 2035-02-03 Fixed 8.60000000 N N N N N N GABX Leasing LLC 25490085PXP0WGRIRI44 36274FAA7 15000.00000000 PA USD 14791.61000000 0.098168140830 Long DBT CORP US N 2 2031-04-15 Fixed 4.62500000 N N N N N N ROCKFORD TOWER CLO 2021-2 LTD N/A 77341LAS8 300000.00000000 PA USD 300153.38000000 1.992041385530 Long ABS-CBDO CORP KY N 2 2034-07-20 Variable 5.16763000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVVS8 388808.54100000 PA USD 67318.62000000 0.446776501589 Long ABS-O USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401ABA8 19000.00000000 PA USD 18877.28000000 0.125283689979 Long DBT CORP KY N 2 2030-10-10 Fixed 4.90000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906BA9 60000.00000000 PA USD 61881.61000000 0.410692453715 Long DBT CORP US N 2 2032-08-01 Fixed 9.37500000 N N N N N N NEXSTAR MEDIA GROUP INC 52990083ZRR5UT591988 65346UAA7 15000.00000000 PA USD 15060.55000000 0.099953026978 Long DBT CORP US N 2 2034-04-15 Fixed 7.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 38000.00000000 PA USD 37991.15000000 0.252137567412 Long DBT CORP US N 2 2030-10-18 Fixed 4.65400000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YEE5 10000.00000000 PA USD 9857.07000000 0.065418858118 Long DBT CORP US N 2 2031-03-15 Fixed 4.12500000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAT8 5000.00000000 PA USD 4896.31000000 0.032495559957 Long DBT CORP US N 2 2031-04-15 Fixed 4.35000000 N N N N N N Hilcorp Energy I L.P/Hilcorp Finance Co 549300ITPIHLG0LHEC09 431318BC7 60000.00000000 PA USD 62644.62000000 0.415756356369 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N FREDDIE MAC STACR REMIC TRUST N/A 35564KUL1 104000.00000000 PA USD 112292.32000000 0.745255471443 Long ABS-O USGSE US N 2 2042-03-25 Floating 14.66190000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C25 N/A 46643PBJ8 30000.00000000 PA USD 29197.50000000 0.193776356454 Long ABS-O CORP US N 2 2047-11-18 Fixed 4.06510000 N N N N N N Rain Carbon Inc 25490038N6JQH7QXUK52 75079LAB7 5000.00000000 PA USD 5150.50000000 0.034182554120 Long DBT CORP US N 2 2029-09-01 Fixed 12.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 36000.00000000 PA USD 36830.99000000 0.244437881559 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC18 N/A 36253GAK8 9645.54000000 PA USD 9340.41000000 0.061989917547 Long ABS-O CORP US N 2 2047-09-12 Variable 4.29710700 N N N N N N BMO 2024-5C8 MORTGAGE TRUST N/A 09661XAF5 37000.00000000 PA USD 38095.00000000 0.252826793360 Long ABS-O CORP US N 2 2057-12-17 Variable 5.94040000 N N N N N N Southern Co. 549300FC3G3YU2FBZD92 842587DS3 36000.00000000 PA USD 37099.29000000 0.246218520190 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAY8 10000.00000000 PA USD 9844.64000000 0.065336363380 Long DBT CORP US N 2 2031-01-31 Fixed 4.70000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 19000.00000000 PA USD 18741.61000000 0.124383282811 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 10804.16000000 0.071704452756 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 10577.49000000 USD 0.00000000 USD -680000.00000000 USD 226.67000000 N N N Oak-Eagle AcquireCo Inc. 6488ICS9P20290MA1H31 67124CAB9 5000.00000000 PA USD 5237.73000000 0.034761477369 Long DBT CORP US N 2 2034-07-01 Fixed 8.75000000 N N N N N N McGraw-Hill Education Inc. 254900U6YJ9QZ4IQOR26 58064LAA2 60000.00000000 PA USD 61290.42000000 0.406768876554 Long DBT CORP US N 2 2031-09-01 Fixed 7.37500000 N N N N N N Taylor Morrison Communities Inc 549300O1Z08HI2MRK572 87724RAJ1 45000.00000000 PA USD 44687.31000000 0.296578272508 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N WULF Compute LLC N/A 982911AA7 10000.00000000 PA USD 10573.15000000 0.070171298338 Long DBT CORP US N 2 2030-10-15 Fixed 7.75000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2024-1 N/A 24380QAC6 96279.06000000 PA USD 97085.35000000 0.644330692290 Long ABS-O CORP US N 2 2069-07-25 Fixed 5.73500000 N N N N N N Institutional Fidu 549300DHQLI8W1JIXY85 457756500 604556.29000000 NS USD 604556.29000000 4.012285817212 Long STIV RF US N 1 N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 90932LAH0 10000.00000000 PA USD 9817.79000000 0.065158166782 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAC0 20000.00000000 PA USD 19398.76000000 0.128744619660 Long DBT CORP US N 2 2027-06-22 Fixed 2.30000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBP4 20000.00000000 PA USD 18838.41000000 0.125025719708 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N Benchmark 2026-V21 Mortgage Trust N/A 08164HBB2 25000.00000000 PA USD 25314.77000000 0.168007668296 Long ABS-O CORP US N 2 2059-03-17 Fixed 5.50589000 N N N N N N Gallagher Aj &Co 54930049QLLMPART6V29 04316JAL3 18000.00000000 PA USD 18203.14000000 0.120809594836 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 45000.00000000 PA USD 43264.23000000 0.287133653710 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N SF ABS ISSUER LLC N/A 784193AA2 38000.00000000 PA USD 37262.15000000 0.247299380449 Long ABS-O CORP US N 2 2055-11-25 Fixed 5.37700000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2025-DNA3 5299009HC4IGFM6RXF30 35564UAR8 16106.69000000 PA USD 16106.75000000 0.106896389393 Long ABS-O USGSE US N 2 2045-09-25 Floating 4.76190000 N N N N N N Sinclair Television Group, Inc. 549300CQGEN0CH65UD62 829259BH2 65000.00000000 PA USD 66137.50000000 0.438937709565 Long DBT CORP US N 2 2033-02-15 Fixed 8.12500000 N N N N N N WRANGLER HOLDCO CORP N/A 37441QAA9 60000.00000000 PA USD 61822.57000000 0.410300620302 Long DBT CORP US N 2 2032-04-01 Fixed 6.62500000 N N N N N N Jefferson Capital Holdings LLC N/A 472481AC4 60000.00000000 PA USD 62594.64000000 0.415424651864 Long DBT CORP US N 2 2030-05-15 Fixed 8.25000000 N N N N N N Iron Mountain Inc. SQL3F6CKNNBM3SQGHX24 46284VAQ4 60000.00000000 PA USD 59856.14000000 0.397249926214 Long DBT CORP US N 2 2033-01-15 Fixed 6.25000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAL7 38000.00000000 PA USD 37371.14000000 0.248022719265 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N N CIFC FUNDING 2022-IV LTD N/A 12567WAN9 300000.00000000 PA USD 296996.55000000 1.971090310426 Long ABS-CBDO CORP KY N 2 2035-07-16 Floating 5.22113000 N N N N N N FRONERI U 08/31/ 07/16/32 N/A 000000000 18734.09000000 PA USD 18407.55000000 0.122166211842 Long LON CORP US N 2 2032-09-30 Floating 5.87732040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379V6K5 467565.74500000 PA USD 90186.00000000 0.598541467017 Long ABS-O USGA US N 2 2046-02-20 Fixed 5.00000000 N N N N N N Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc 5493006Q26653NF8SI73 01883LAH6 60000.00000000 PA USD 59502.07000000 0.394900053981 Long DBT CORP US N 2 2032-10-01 Fixed 7.37500000 N N N N N N ENDO FINANCE HOLDINGS INC N/A 29281RAA7 60000.00000000 PA USD 62870.94000000 0.417258384453 Long DBT CORP US N 2 2031-04-15 Fixed 8.50000000 N N N N N N BANK5 2025-5YR17 N/A 06211GAP1 19000.00000000 PA USD 19408.39000000 0.128808531513 Long ABS-O CORP US N 2 2058-11-18 Variable 5.62600000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAJ5 70000.00000000 PA USD 71461.69000000 0.474272999890 Long ABS-O USGSE US N 2 2041-10-25 Floating 9.66190000 N N N N N N Asurion LLC / Asurion Co-Issuer Inc. 549300KNQVXGIOXWK278 045941AA9 15000.00000000 PA USD 15574.32000000 0.103362787357 Long DBT CORP US N 2 2032-12-31 Fixed 8.00000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBT5 19000.00000000 PA USD 18910.41000000 0.125503565334 Long DBT CORP US N 2 2029-10-15 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050643 -330000.00000000 PA USD -325499.14000000 -2.16025472654 Short ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N CHS/Community Health Systems Inc 5493007X5NC5XI1BB106 12543DBM1 70000.00000000 PA USD 66018.56000000 0.438148335138 Long DBT CORP US N 2 2030-05-15 Fixed 5.25000000 N N N N N N LENDBUZZ SECURITIZATION TRUST 2026-1 N/A 525952AD9 28191.28000000 PA USD 28295.16000000 0.187787756147 Long ABS-O CORP US N 2 2031-09-15 Fixed 5.74000000 N N N N N N COMM 2014-UBS2 MORTGAGE TRUST N/A 12630DBD5 23000.00000000 PA USD 22553.61000000 0.149682554009 Long ABS-O CORP US N 2 2047-02-12 Variable 3.13334640 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H3YE6 530399.97900000 PA USD 110190.28000000 0.731304768392 Long ABS-O USGSE US N 2 2049-01-25 Fixed 4.00000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAU8 19000.00000000 PA USD 18922.23000000 0.125582011658 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAT5 18000.00000000 PA USD 18298.00000000 0.121439156448 Long DBT CORP US N 2 2028-03-01 Fixed 5.45000000 N N N N N N Morgan Stanley Capital I Trust 2016-BNK2 N/A 61690YBU5 23000.00000000 PA USD 22656.13000000 0.150362953087 Long ABS-O CORP US N 2 2049-11-18 Fixed 3.04900000 N N N N N N OneMain Financial Corporation 5493008I795YYBFWFU90 682691AG5 60000.00000000 PA USD 59500.30000000 0.394888306943 Long DBT CORP US N 2 2031-11-15 Fixed 7.12500000 N N N N N N NORTHWOOD CAPITAL 25 LIMITED 254900UXEMW3RG9T8D39 668468AN1 300000.00000000 PA USD 300304.20000000 1.993042339381 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.26763000 N N N N N N Wayfair LLC 549300CTUWTZGOXMYI40 94419NAC1 15000.00000000 PA USD 15125.88000000 0.100386605516 Long DBT CORP US N 2 2032-11-15 Fixed 6.75000000 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A 19828TAA4 18000.00000000 PA USD 18846.95000000 0.125082397509 Long DBT CORP US N 2 2030-08-15 Fixed 5.92700000 N N N N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAD6 5000.00000000 PA USD 5057.46000000 0.033565071383 Long DBT CORP US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAF8 19000.00000000 PA USD 18606.75000000 0.123488251407 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Comm 2014-Ccre17 Mortgage Trust N/A 12631DBG7 30000.00000000 PA USD 28356.56000000 0.188195252278 Long ABS-O CORP US N 2 2047-05-10 Variable 4.47127920 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137HLBG6 105587.05000000 PA USD 106453.06000000 0.706501792971 Long ABS-O USGSE US N 2 2055-05-25 Floating 4.81190040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F062648 90000.00000000 PA USD 93119.40000000 0.618009694229 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.50000000 N N N N N N Venture Global LNG Inc. 54930011XLBUWMQUC829 92332YAD3 60000.00000000 PA USD 64468.68000000 0.427862177099 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N Macquarie Airfinance Holdings Ltd 549300MCGUSL5B852H65 55609NAC2 37000.00000000 PA USD 38348.61000000 0.254509938210 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N Fairfax Financial Holdings Limited GLS7OQD0WOEDI8YAP031 303901BB7 19000.00000000 PA USD 19085.80000000 0.126667584006 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N US Foods Inc 5493000JOOFAOUY1JZ87 90290MAE1 45000.00000000 PA USD 43853.19000000 0.291042430931 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N Philippines (Republic Of) 529900RAHBALMYIJ3T08 718286AY3 120000.00000000 PA USD 140741.08000000 0.934062631592 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022642 160000.00000000 PA USD 134550.00000000 0.892974013562 Long ABS-MBS USGSE US N 2 2056-04-15 Fixed 2.50000000 N N N N N N TTM Technologies Inc 549300SC4BDOIS008048 87305RAK5 65000.00000000 PA USD 62478.60000000 0.414654523996 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Jpmbb Commercial Mortgage Securities Trust 2013-C12 N/A 46641JBC9 20000.00000000 PA USD 19549.63000000 0.129745905349 Long ABS-O CORP US N 2 2047-02-15 Variable 4.52496000 N N N N N N Oak-Eagle AcquireCo Inc. 6488ICS9P20290MA1H31 67124CAA1 5000.00000000 PA USD 5183.72000000 0.034403026782 Long DBT CORP US N 2 2033-07-01 Fixed 7.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383FMG5 201821.21000000 PA USD 44120.13000000 0.292814043589 Long ABS-O USGA US N 2 2050-04-20 Fixed 4.50000000 N N N N N N Concentra Health Services Inc. 984500GB84105F75DE32 20600DAA1 60000.00000000 PA USD 62106.84000000 0.412187247748 Long DBT CORP US N 2 2032-07-15 Fixed 6.87500000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAK9 37000.00000000 PA USD 33335.07000000 0.221236352659 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 92564RAD7 38000.00000000 PA USD 37720.12000000 0.250338810468 Long DBT CORP US N 2 2027-02-15 Fixed 3.75000000 N N N N N N Novelis Corporation 549300G5F3W3B52WYL23 670001AN6 65000.00000000 PA USD 63810.35000000 0.423493008891 Long DBT CORP US N 2 2033-08-15 Fixed 6.37500000 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AN9 140000.00000000 PA USD 140236.46000000 0.930713597428 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 38000.00000000 PA USD 37876.08000000 0.251373877187 Long DBT CORP US N 2 2030-09-19 Fixed 4.54200000 N N N N N N Honeywell Aerospace Inc. 213800ZUAQRBYL67JS90 43849RAE5 20000.00000000 PA USD 19790.37000000 0.131343635293 Long DBT CORP US N 2 2031-03-16 Fixed 4.30000000 N N N N N N Cogent Communications Group LLC / Cogent Finance Inc. 549300KFWFYF8Q1U0Y26 19240WAB5 65000.00000000 PA USD 56747.56000000 0.376619074047 Long DBT CORP US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAV3 18000.00000000 PA USD 18448.96000000 0.122441039444 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FJK99 206413.24000000 PA USD 28018.74000000 0.185953227148 Long ABS-O USGSE US N 2 2056-08-15 Floating 2.31329000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308KL0 18000.00000000 PA USD 18631.70000000 0.123653838190 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N ESAB Corp. 549300ZNV0SWBXEIWT04 29605JAB2 15000.00000000 PA USD 15142.65000000 0.100497903727 Long DBT CORP US N 2 2031-04-01 Fixed 5.62500000 N N N N N N Watco Companies, L.L.C. / Watco Finance Corp. 549300UK74AMHGBXZG45 941130AD8 60000.00000000 PA USD 61679.70000000 0.409352428571 Long DBT CORP US N 2 2032-08-01 Fixed 7.12500000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6 N/A 95004TAD4 999773.05000000 PA USD 52968.68000000 0.351539611837 Long ABS-O CORP US N 2 2058-10-18 Variable 1.36516300 N N N N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201AB4 39000.00000000 PA USD 37633.02000000 0.249760749995 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AB6 18000.00000000 PA USD 18409.51000000 0.122179219861 Long DBT CORP US N 2 2028-03-01 Fixed 5.60000000 N N N N N N ATI Inc ZW1LRE7C3H17O2ZN9B45 01741RAM4 65000.00000000 PA USD 64281.74000000 0.426621504025 Long DBT CORP US N 2 2031-10-01 Fixed 5.12500000 N N N N N N Outfront Media Capital LLC / Outfront Media Capital Corp 5493005WC7J0FDMW0610 69007TAC8 65000.00000000 PA USD 62752.69000000 0.416473589380 Long DBT CORP US N 2 2030-03-15 Fixed 4.62500000 N N N N N N Bunge Ltd Finance Corp. 549300QHC068L40NNM71 120568BN9 20000.00000000 PA USD 18678.02000000 0.123961252209 Long DBT CORP US N 2 2031-04-21 Fixed 3.20000000 N N N N N N COMM 2012-CCRE4 MORTGAGE TRUST N/A 12624QAT0 24000.00000000 PA USD 23302.28000000 0.154651285743 Long ABS-O CORP US N 2 2045-10-17 Fixed 3.25100000 N N N N N N Crescent Energy Finance LLC 54930061FUL6DBLFUW14 45344LAG8 65000.00000000 PA USD 68007.55000000 0.451348754188 Long DBT CORP US N 2 2034-01-15 Fixed 8.37500000 N N N N N N Atlassian Corporation 549300V7ZY5P02D2MY38 049468AA9 37000.00000000 PA USD 37231.09000000 0.247093243155 Long DBT CORP US N 2 2029-05-15 Fixed 5.25000000 N N N N N N Morgan Stanley Capital I Trust 2016-Ubs11 N/A 61767FBF7 40000.00000000 PA USD 39499.09000000 0.262145380374 Long ABS-O CORP US N 2 2049-08-17 Variable 3.69100000 N N N N N N Connect Finco 09/27/29 N/A 000000000 64506.32000000 PA USD 64738.22000000 0.429651045294 Long LON CORP US N 2 2029-09-27 Floating 8.17192080 N N N N N N PRET 2026-NPL1 LLC 2549002NGM9N1GT2FK83 69383TAA6 98428.96000000 PA USD 97705.45000000 0.648446137744 Long ABS-O CORP US N 2 2056-01-25 Variable 5.17960000 N N N N N N Neptune BidCo US Inc. 549300VG15T3VCYZ4531 640695AD4 5000.00000000 PA USD 4857.45000000 0.032237656054 Long DBT CORP US N 2 2033-02-15 Fixed 9.50000000 N N N N N N RCO VIII Mortgage LLC 2025-3 N/A 74939GAA3 96015.18000000 PA USD 96185.88000000 0.638361139440 Long ABS-O CORP US N 2 2030-05-27 Variable 6.43450000 N N N N N N R.R. Donnelley & Sons Co. SU4X0P4WWRGOQDTSV032 257867BJ9 60000.00000000 PA USD 60780.84000000 0.403386924136 Long DBT CORP US N 2 2029-08-01 Fixed 9.50000000 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2026-R01 N/A 20755BAC4 16000.00000000 PA USD 16025.12000000 0.106354631915 Long ABS-O USGSE US N 2 2046-01-25 Floating 5.01190000 N N N N N N Pret 2025-NPL4 LLC 2549006327OOFEDCTX76 74136UAA3 100819.78000000 PA USD 100990.01000000 0.670244924262 Long ABS-O CORP US N 2 2055-04-25 Variable 6.36770000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DN6 37000.00000000 PA USD 37344.04000000 0.247842863481 Long DBT CORP US N 2 2029-11-01 Fixed 4.62500000 N N N N N N BENCHMARK 2025-V17 MORTGAGE TRUST N/A 081934AS0 151000.00000000 PA USD 8870.28000000 0.058869784712 Long ABS-O CORP US N 2 2058-09-17 Variable 1.51103500 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBE5 20000.00000000 PA USD 19047.35000000 0.126412401168 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 N/A 29425AAG8 15219.15000000 PA USD 14774.94000000 0.098057506294 Long ABS-O CORP US N 2 2058-09-12 Variable 4.33584800 N N N N N N Qnity Electronics Inc. 254900RSUG4J9TFFZX53 74743LAB6 60000.00000000 PA USD 60743.22000000 0.403137249796 Long DBT CORP US N 2 2033-08-15 Fixed 6.25000000 N N N N N N Black Pearl Compute LLC N/A 09216NAA8 5000.00000000 PA USD 5095.24000000 0.033815807602 Long DBT CORP US N 2 2031-02-15 Fixed 6.12500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137H3Q21 497710.98000000 PA USD 103675.49000000 0.688067769701 Long ABS-O USGSE US N 2 2051-11-25 Fixed 4.00000000 N N N N N N OneSky Flight LLC 549300PM6NEPXGG5B882 68278CAA3 60000.00000000 PA USD 61978.50000000 0.411335487919 Long DBT CORP US N 2 2029-12-15 Fixed 8.87500000 N N N N N N Carnival Corporation F1OF2ZSX47CR0BCWA982 143658CB6 15000.00000000 PA USD 14898.10000000 0.098874887784 Long DBT CORP PA N 2 2029-05-01 Fixed 5.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383P6D8 653741.78400000 PA USD 109741.54000000 0.728326595528 Long ABS-O USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N BMO 2025-C12 MORTGAGE TRUST N/A 09663VAD2 999796.12000000 PA USD 57691.64000000 0.382884692083 Long ABS-O CORP US N 2 2058-10-18 Variable 1.44064400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UVN3 369165.88000000 PA USD 65406.23000000 0.434084457191 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 3.00000000 N N N N N N Davita Inc M2XHYMU3TZNEZURC6H66 23918KAW8 60000.00000000 PA USD 61518.11000000 0.408279996978 Long DBT CORP US N 2 2032-09-01 Fixed 6.87500000 N N N N N N FRONERI U 08/31/ 07/16/32 N/A 000000000 13904.20000000 PA USD 13661.85000000 0.090670212019 Long LON CORP US N 2 2032-09-30 Floating 5.87732040 N N N N N N Sprint Capital Corporation 549300L17W0GQBR1PO80 852060AD4 35000.00000000 PA USD 37012.99000000 0.245645769113 Long DBT CORP US N 2 2028-11-15 Fixed 6.87500000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 549300RHSHNRWI5LLA86 68245XAM1 65000.00000000 PA USD 61129.26000000 0.405699298761 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -8792.99000000 -0.05835683070 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 0.00000000 USD -8492.27000000 USD 590000.00000000 EUR -300.72000000 N N N Apld Computeco LLC N/A 00202DAA5 20000.00000000 PA USD 20624.04000000 0.136876490335 Long DBT CORP US N 2 2030-12-15 Fixed 9.25000000 N N N N N N Airbnb Inc 549300HMUDNO0RY56D37 009066AD3 5000.00000000 PA USD 4990.83000000 0.033122865076 Long DBT CORP US N 2 2031-03-16 Fixed 4.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 15000.00000000 PA USD 14681.71000000 0.097438762576 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N Medline Borrower LP 254900QT3R363TVK6F09 62482BAA0 40000.00000000 PA USD 38716.87000000 0.256953985852 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N Fortress Intermediate 3 Inc. 254900NLAZ3JQJW5JP75 34966MAA0 60000.00000000 PA USD 59705.91000000 0.396252888042 Long DBT CORP US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Peru (Republic Of) 254900STKLK2DBJJZ530 715638DF6 130000.00000000 PA USD 118768.00000000 0.788232907044 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YGB5 15000.00000000 PA USD 14902.25000000 0.098902430275 Long DBT CORP US N 2 2032-03-12 Fixed 4.70800000 N N N N N N Standard Building Solutions Inc. 54930064UHXCIUWVI755 853191AC8 60000.00000000 PA USD 59382.93000000 0.394109352205 Long DBT CORP US N 2 2033-08-01 Fixed 6.25000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAK3 19000.00000000 PA USD 18530.37000000 0.122981336839 Long DBT CORP US N 2 2027-03-15 Fixed 3.25000000 N N N N N N OBX TRUST 2024-NQM8 254900Y1YRD8JNADSC78 67119CAA8 87449.73000000 PA USD 88246.17000000 0.585667310341 Long ABS-O CORP US N 2 2064-05-25 Variable 6.23300000 N N N N N N RIVERS ENTERPRISE BORROWER LLC N/A 76884GAA3 5000.00000000 PA USD 4990.31000000 0.033119413969 Long DBT CORP US N 2 2030-10-15 Fixed 6.25000000 N N N N N N Synopsys Inc QG7T915N9S0NY5UKNE63 871607AC1 37000.00000000 PA USD 37281.94000000 0.247430721629 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N Poland (Republic of) 259400R9L8QEP0TPXS31 857524AF9 70000.00000000 PA USD 71591.89000000 0.475137104064 Long DBT NUSS PL N 2 2030-02-12 Fixed 4.87500000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LBE2 36000.00000000 PA USD 36495.27000000 0.242209793593 Long DBT CORP US N 2 2027-01-15 Fixed 7.00000000 N N N N N N Tenet Healthcare Corporation 0W9AIBT6U6ADJ2I8HK17 88033GDV9 5000.00000000 PA USD 5063.18000000 0.033603033563 Long DBT CORP US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAS1 10000.00000000 PA USD 9834.75000000 0.065270725974 Long DBT CORP US N 2 2032-01-16 Fixed 4.49300000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 13850.57000000 0.091922698498 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2036-03-18 1344.38000000 USD 0.00000000 USD 1712000.00000000 USD 12506.19000000 N N N Chobani LLC / Chobani Finance Corporation Inc 549300ISVDMZ91KNTR38 17027NAC6 60000.00000000 PA USD 61386.42000000 0.407406004055 Long DBT CORP US N 2 2029-07-01 Fixed 7.62500000 N N N N N N Marvell Technology Inc 254900WVU0BM7ZCJ9E93 573874AR5 19000.00000000 PA USD 19071.85000000 0.126575001416 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Novartis Capital Corporation 5493002KF87V5RSRQS84 66989HBG2 30000.00000000 PA USD 30000.18000000 0.199103538775 Long DBT CORP US N 2 2031-03-18 Fixed 4.40000000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAN6 39000.00000000 PA USD 37434.05000000 0.248440236881 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDW2 35000.00000000 PA USD 34564.57000000 0.229396230397 Long DBT CORP US N 2 2029-02-04 Fixed 4.55000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 2232.99000000 0.014819784782 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2036-06-17 2799.26000000 USD 0.00000000 USD 421000.00000000 USD -566.27000000 N N N VEGAS 2024-GCS N/A 92254BAC9 15000.00000000 PA USD 14952.18000000 0.099233802943 Long ABS-O CORP US N 2 2036-07-10 Variable 6.21650000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUST 2025-HE1 254900V4GL9A5JTVB991 10568VAA2 85143.46000000 PA USD 85244.05000000 0.565743006026 Long ABS-O CORP US N 2 2072-09-26 Fixed 5.01189840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F060642 160000.00000000 PA USD 163117.48000000 1.082569088055 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 6.00000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AQ3 10000.00000000 PA USD 9873.75000000 0.065529559022 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N Weatherford International Ltd Bermuda 549300A2JKMG5PGOGF82 947075AU1 22000.00000000 PA USD 22435.01000000 0.148895436075 Long DBT CORP BM N 2 2030-04-30 Fixed 8.62500000 N N N N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 780153BG6 18000.00000000 PA USD 18209.62000000 0.120852600942 Long DBT CORP LR N 2 2028-04-01 Fixed 5.50000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VBF0 18000.00000000 PA USD 18196.03000000 0.120762407580 Long DBT CORP US N 2 2028-08-01 Fixed 4.75000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBV0 37000.00000000 PA USD 37638.82000000 0.249799243115 Long DBT CORP US N 2 2029-02-15 Fixed 4.87500000 N N N N N N Iqvia Inc 549300PLWY28YB00C717 46266TAG3 20000.00000000 PA USD 20334.82000000 0.134957011003 Long DBT CORP US N 2 2032-06-01 Fixed 6.25000000 N N N N N N MILLROSE PROPERTIES INC N/A 601137AA0 40000.00000000 PA USD 40014.56000000 0.265566423219 Long DBT CORP US N 2 2030-08-01 Fixed 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030645 60000.00000000 PA USD 52709.52000000 0.349819633053 Long ABS-MBS USGSE US N 2 2056-04-15 Fixed 3.00000000 N N N N N N Salesforce Inc. RCGZFPDMRW58VJ54VR07 79466LAQ7 20000.00000000 PA USD 20012.05000000 0.132814868882 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WRL2 878528.70100000 PA USD 87786.72000000 0.582618057940 Long ABS-O USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACZ6 37000.00000000 PA USD 37397.11000000 0.248195075528 Long DBT CORP US N 2 2028-03-15 Fixed 4.95000000 N N N N N N Brazil (Federative Republic) 254900ZFY40OYEADAP90 105756BB5 150000.00000000 PA USD 170265.00000000 1.130005354286 Long DBT NUSS BR N 2 2034-01-20 Fixed 8.25000000 N N N N N N Solstice Advanced Materials Inc. 2138004GZ4H9TW6HK435 83443QAA1 45000.00000000 PA USD 44416.45000000 0.294780643810 Long DBT CORP US N 2 2033-09-30 Fixed 5.62500000 N N N N N N Trinitas CLO Ltd 254900E0LENORBQRRG46 89642JAN5 300000.00000000 PA USD 300269.10000000 1.992809389638 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.31763000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383RXA0 648823.27000000 PA USD 94095.79000000 0.624489745489 Long ABS-O USGA US N 2 2050-11-20 Fixed 2.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 57271.16000000 0.380094073627 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2028-03-18 0.00000000 USD -9381.26000000 USD 9148000.00000000 USD 66652.42000000 N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAQ6 25000.00000000 PA USD 23246.32000000 0.154279893504 Long ABS-O CORP US N 2 2048-04-17 Variable 3.88300000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -11.00000000 NC USD 17177.70000000 0.114004011243 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short United States Treasury Notes T 3.625 08/31/30 2026-06-30 -1207154.27000000 USD 17177.70000000 N N N Kodiak Gas Services LLC 549300ZQBRWEUOVOM131 50012LAC8 60000.00000000 PA USD 62196.60000000 0.412782961961 Long DBT CORP US N 2 2029-02-15 Fixed 7.25000000 N N N N N N Cheniere Energy Partners Lp 5493005UEC8AZ34LDV29 16411QAG6 19000.00000000 PA USD 18922.83000000 0.125585993705 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Nabors Industries, Inc. 549300VFQWRKICUFNU92 62957HAQ8 25000.00000000 PA USD 26060.30000000 0.172955560651 Long DBT CORP US N 2 2031-08-15 Fixed 8.87500000 N N N N N N BENCHMARK 2019-B14 MORTGAGE TRUST N/A 08162YAB8 18006.88000000 PA USD 17512.05000000 0.116223006868 Long ABS-O CORP US N 2 2062-12-15 Variable 2.91470000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 65000.00000000 PA USD 65058.05000000 0.431773675385 Long DBT CORP US N 2 N/A Fixed 6.62500000 N N N N N N 2026-05-21 Franklin Templeton ETF Trust Monica Krogh Monica Krogh Assistant Treasurer Controller, US Fund Administration and Oversight