NPORT-P false 0001727074 XXXXXXXX S000071448 C000226599 PGIM ETF Trust 811-23324 0001727074 549300OXS91LYTDQF355 655 Broad Street Newark 07102-4077 888-247-8090 PGIM Active Aggregate Bond ETF S000071448 549300KFPDHWRO1PJP18 2026-08-31 2026-02-27 N 105858601.30 3868229.12 101990372.18 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2738948.63000000 988777.35000000 0.00000000 0.00000000 USD N PGIM Active Aggregate Bond ETF_Ex Derivatives BM N/A CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC USD 43.75000000 0.000042896205 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-17 0.00000000 USD 2500.00000000 96.38000000 USD 2026-03-13 XXXX -70.22000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 33.00000000 NC USD 10859.84000000 0.010647907020 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.875 03/15/28 2026-06-30 6895163.60000000 USD 10859.84000000 N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAH9 15000.00000000 PA USD 14298.68000000 0.014019637044 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAS0 22000.00000000 PA USD 14811.38000000 0.014522331552 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XCR9 38000.00000000 PA USD 38380.99000000 0.037631973665 Long DBT CORP US N 2 2032-12-15 Fixed 4.70000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYX4 600550.67000000 PA USD 501174.00000000 0.491393441643 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N University of Pennsylvania 549300FG60YK9HZ7DS75 91481CAC4 25000.00000000 PA USD 16472.92000000 0.016151446109 Long DBT CORP US N 2 2119-02-15 Fixed 3.61000000 N N N N N N PECO Energy Co. YH65D4JBECK76IFEJ279 693304AY3 97000.00000000 PA USD 61919.28000000 0.060710906996 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457DD7 305000.00000000 PA USD 311194.79000000 0.305121731932 Long DBT CORP US N 2 2032-10-15 Fixed 4.55000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UD8 1995000.00000000 PA USD 1889327.34000000 1.852456559983 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BU6 50000.00000000 PA USD 51642.53000000 0.050634710802 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N BROADCOM CORP KFFV4ZWM9DJH1ND3BD89 11134LAR0 45000.00000000 PA USD 44777.23000000 0.043903389156 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -190000.00000000 OU Other USD -309.68000000 -0.00030363650 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -190000.00000000 USD 3.49400000 USD 2026-11-04 XXXX 358.64000000 N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TB4 1125000.00000000 PA USD 649335.94000000 0.636663957705 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N Williams Companies Inc. (The) D71FAKCBLFS2O0RBPG08 969457CL2 35000.00000000 PA USD 35844.66000000 0.035145140893 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Anheuser-Busch InBev Finance Inc. 5493000EYEKDT0FBSQ91 035242AM8 390000.00000000 PA USD 391354.31000000 0.383716915268 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 70000.00000000 PA USD 53406.77000000 0.052364521139 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109BK9 29000.00000000 PA USD 28129.29000000 0.027580338613 Long DBT CORP US N 2 2029-12-15 Fixed 3.10000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599ED3 5000.00000000 PA USD 5413.88000000 0.005308226535 Long DBT CORP US N 2 2030-09-01 Fixed 6.62500000 N N N N N N Onemain Direct Auto Receivables Tst N/A 682685AA0 200000.00000000 PA USD 201623.36000000 0.197688620690 Long ABS-O CORP US N 2 2029-11-14 Fixed 5.41000000 N N N N N N Utah Acquisition Sub Inc 254900JOFV74IJ7H9933 62854AAN4 31000.00000000 PA USD 30947.79000000 0.030343834754 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Stanford Health Care 5493005311WCPXQGDG42 85434VAC2 35000.00000000 PA USD 23864.32000000 0.023398600759 Long DBT CORP US N 2 2051-08-15 Fixed 3.02700000 N N N N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 13000.00000000 PA USD 13167.07000000 0.012910110747 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -35000.00000000 OU Other USD -248.21000000 -0.00024336610 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -35000.00000000 USD 3.08500000 USD 2026-08-11 XXXX -242.08000000 N N N Dupont De Nemours Inc 5493004JF0SDFLM8GD76 26614NAC6 82000.00000000 PA USD 83119.77000000 0.081497663184 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AG6 10000.00000000 PA USD 7004.61000000 0.006867912970 Long DBT CORP US N 2 2050-07-01 Fixed 2.98900000 N N N N N N Gallagher Aj &Co 54930049QLLMPART6V29 04316JAL3 10000.00000000 PA USD 10243.79000000 0.010043879418 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWA52 746812.86000000 PA USD 624163.43000000 0.611982696659 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Principal Financial Group Inc. CUMYEZJOAF02RYZ1JJ85 74251VAF9 117000.00000000 PA USD 105843.35000000 0.103777785821 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GB78 65000.00000000 PA USD 65735.51000000 0.064452662143 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UC0 450000.00000000 PA USD 421664.06000000 0.413435161561 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWBY8 405001.86000000 PA USD 337601.88000000 0.331013479786 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N MFA 2021-RPL1 TR N/A 55283QAA2 37392.69000000 PA USD 34622.87000000 0.033947194485 Long ABS-O CORP US N 2 2060-07-25 Variable 1.13130000 N N N N N N Broadstone Net Lease LLC 54930089IBT6J4WBTI50 11134GAA8 155000.00000000 PA USD 156644.78000000 0.153587810939 Long DBT CORP US N 2 2032-11-01 Fixed 5.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -498.91000000 -0.00048917362 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 France (Republic Of) FRTR 5.75 10/25/32 OAT Y Default Event 2030-12-20 0.00000000 USD -215.77000000 USD -75000.00000000 USD -283.14000000 N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AV1 390000.00000000 PA USD 324008.06000000 0.317684947191 Long DBT CORP US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAD4 160000.00000000 PA USD 161478.61000000 0.158327307321 Long DBT CORP US N 2 2035-11-15 Fixed 4.87500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJ50 1190189.51000000 PA USD 1157324.53000000 1.134739000616 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GG2 105000.00000000 PA USD 80898.16000000 0.079319408558 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHC1 91000.00000000 PA USD 93457.71000000 0.091633855237 Long DBT CORP US N 2 2037-07-02 Fixed 5.40100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042632 500000.00000000 PA USD 494425.10000000 0.484776248416 Long ABS-MBS USGSE US N 2 2056-03-15 Fixed 4.50000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303MAC6 50000.00000000 PA USD 50835.06000000 0.049842998817 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 47233JDX3 60000.00000000 PA USD 52524.13000000 0.051499106118 Long DBT CORP US N 2 2032-10-15 Fixed 2.75000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308HH3 50000.00000000 PA USD 43396.57000000 0.042549673143 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EX6 15000.00000000 PA USD 13361.47000000 0.013100716973 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 -4.00000000 NC USD -5834.04000000 -0.00572018698 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Treasury Bonds T 4.75 11/15/53 2026-06-18 -480540.96000000 USD -5834.04000000 N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 040555DE1 85000.00000000 PA USD 93444.03000000 0.091620442207 Long DBT CORP US N 2 2032-12-15 Fixed 6.35000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109BJ2 145000.00000000 PA USD 139736.28000000 0.137009285301 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAQ4 95000.00000000 PA USD 103165.99000000 0.101152675291 Long DBT CORP US N 2 2033-11-15 Fixed 5.87500000 N N N N N N Ascension Health Alliance 549300IMOY6ECI21DH68 04352EAA3 35000.00000000 PA USD 33409.00000000 0.032757013515 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N GM Financial Revolving Receivables Trust 2025-1 N/A 36271NAA3 300000.00000000 PA USD 308459.91000000 0.302440223921 Long ABS-O CORP US N 2 2037-12-11 Fixed 4.64000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 375000.00000000 PA USD 352048.83000000 0.345178493298 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N Johns Hopkins University 549300Z1XKWYKTIOM958 478115AH1 20000.00000000 PA USD 20710.80000000 0.020306622632 Long DBT CORP US N 2 2032-07-01 Fixed 4.70500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBL9 300000.00000000 PA USD 281455.41000000 0.275962724700 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N Host Hotels & Resorts, L.P. FXB7X4WXVA8QPMNOGS12 44107TAZ9 150000.00000000 PA USD 143847.78000000 0.141040548166 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BBC3 200000.00000000 PA USD 216600.00000000 0.212372987146 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -8.00000000 NC USD -12214.72000000 -0.01197634613 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short United States Treasury Bonds T 4.75 11/15/43 2026-06-18 -935535.28000000 USD -12214.72000000 N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCZ0 80000.00000000 PA USD 74733.06000000 0.073274622302 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Utah Acquisition Sub Inc 254900JOFV74IJ7H9933 62854AAP9 55000.00000000 PA USD 46355.04000000 0.045450407728 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N BMO 2024-5C6 MORTGAGE TRUST N/A 05593QAC8 230000.00000000 PA USD 238288.26000000 0.233637994358 Long ABS-O CORP US N 2 2057-09-17 Fixed 5.31610000 N N N N N N Americredit Automobile Receivables Trust 2018-3 N/A 03067BAF6 100000.00000000 PA USD 101772.37000000 0.099786252196 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.80000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650EK2 50000.00000000 PA USD 51551.83000000 0.050545780839 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N Transcontinental Gas Pipe Line Company, LLC N/A 893574AP8 111000.00000000 PA USD 107409.50000000 0.105313371943 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W5F1 748180.28000000 PA USD 745626.59000000 0.731075467284 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JG5 242131.35000000 PA USD 250379.49000000 0.245493260440 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 7.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UM8 650000.00000000 PA USD 661984.38000000 0.649065559670 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N Cd 2019-Cd8 Mortgage Trust N/A 12515BAD0 477177.52000000 PA USD 456759.71000000 0.447845909605 Long ABS-O CORP US N 2 2057-08-17 Variable 2.65700000 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 000000000 17.00000000 NC USD 14284.82000000 0.014006047526 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 4 11/15/35 2026-06-18 1970199.64000000 USD 14284.82000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W9BG4 126468.52000000 PA USD 118642.89000000 0.116327539025 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073EBE4 85000.00000000 PA USD 85581.98000000 0.083911822430 Long DBT CORP US N 2 2036-02-13 Fixed 4.90000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RNK4 125000.00000000 PA USD 126043.38000000 0.123583606281 Long DBT CORP US N 2 2056-04-30 Fixed 6.00000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081FG7 95000.00000000 PA USD 83001.72000000 0.081381916965 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKA6 60000.00000000 PA USD 54078.64000000 0.053023279397 Long DBT CORP US N 2 2032-07-21 Fixed 2.29900000 N N N N N N NEW JERSEY ST TPK AUTH 5493005YN67D71KSMI84 646139W35 10000.00000000 PA USD 12214.03000000 0.011975669603 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N Oneok Partners Lp T4DHW82NMF6BXJT50795 68268NAG8 85000.00000000 PA USD 89417.40000000 0.087672393078 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N WELLS FARGO COM MTG 2019-C52 N/A 95002MAW9 418435.86000000 PA USD 401627.42000000 0.393789542498 Long ABS-O CORP US N 2 2052-08-16 Fixed 2.64300000 N N N N N N Idex Corporation 549300U5Y5EL6PHYLF13 45167RAJ3 70000.00000000 PA USD 71888.94000000 0.070486006142 Long DBT CORP US N 2 2029-09-01 Fixed 4.95000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BJ7 7000.00000000 PA USD 6664.07000000 0.006534018709 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 23.34000000 0.000022884513 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-03-20 3.89000000 USD 0.00000000 USD 10000.00000000 USD 19.45000000 N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CJ2 125000.00000000 PA USD 115288.16000000 0.113038277570 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08162MAW8 500000.00000000 PA USD 462254.15000000 0.453233123989 Long ABS-O CORP US N 2 2053-03-17 Variable 2.04220000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECN9 60000.00000000 PA USD 54090.65000000 0.053035055019 Long DBT CORP US N 2 2032-03-15 Fixed 2.37500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 67000.00000000 PA USD 62838.46000000 0.061612148928 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N GLP CAPITAL LP 2549005PXW31DRW8EC44 361841AR0 5000.00000000 PA USD 4564.79000000 0.004475706777 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVB5 290697.50000000 PA USD 231560.40000000 0.227041430529 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N PENSKE TRUCK LEASING CO LP 549300ZX07JYMI8GHQ39 709599BU7 190000.00000000 PA USD 190435.98000000 0.186719565709 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CNN7 185000.00000000 PA USD 187905.08000000 0.184238056969 Long DBT UST US N 2 2030-07-31 Fixed 3.87500000 N N N N N N Ferguson Enterprises Inc 2138003JYQMRP3SLX189 31488VAA5 20000.00000000 PA USD 20309.71000000 0.019913360022 Long DBT CORP US N 2 2034-10-03 Fixed 5.00000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 3IFG42XD94UUZ7FL2766 61691EAZ8 81543.33000000 PA USD 80962.37000000 0.079382365481 Long ABS-O CORP US N 2 2049-12-17 Fixed 3.33700000 N N N N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 -1.00000000 NC USD -18.75000000 -0.00001838408 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-17 0.00000000 USD 2500.00000000 96.50000000 USD 2026-03-13 XXXX 36.03000000 N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAT8 10000.00000000 PA USD 9999.39000000 0.009804248956 Long DBT CORP US N 2 2031-04-15 Fixed 4.35000000 N N N N N N Santander Drive Auto Receivables Trust 2025-2 N/A 80287NAE5 200000.00000000 PA USD 203673.20000000 0.199698457458 Long ABS-O CORP US N 2 2031-05-15 Fixed 5.06000000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 12713UAA4 45000.00000000 PA USD 45199.03000000 0.044316957604 Long DBT CORP US N 2 2030-10-15 Fixed 4.50000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BM8 115000.00000000 PA USD 116355.66000000 0.114084944993 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N Transcontinental Gas Pipe Line Company, LLC N/A 893574AR4 56000.00000000 PA USD 44118.90000000 0.043257906660 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N GREENSKY HOME IMPRT TR 2025-1 N/A 39571NAB2 78224.61000000 PA USD 78543.00000000 0.077010210200 Long ABS-O CORP US N 2 2060-03-25 Fixed 5.12000000 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AJ2 15000.00000000 PA USD 15149.89000000 0.014854235430 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAK6 17000.00000000 PA USD 18651.89000000 0.018287892868 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SF6 1840000.00000000 PA USD 1406737.50000000 1.379284602979 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBY0 125000.00000000 PA USD 133537.41000000 0.130931388076 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 190000.00000000 OU Other USD 0.01000000 0.000000009804 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 190000.00000000 USD 8.19400000 USD 2026-11-04 XXXX -2.36000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CCS8 1360000.00000000 PA USD 1203812.50000000 1.180319744176 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Barrick North America Finance LLC N/A 06849RAK8 95000.00000000 PA USD 98272.24000000 0.096354428265 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TH1 345000.00000000 PA USD 296592.19000000 0.290804105976 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCE9 42000.00000000 PA USD 31779.12000000 0.031158941104 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N FEDEX FREIGHT HOLDING COMPANY INC 984500Y1DA5A58ICE336 314352AA3 35000.00000000 PA USD 35080.12000000 0.034395521116 Long DBT CORP US N 2 2029-03-15 Fixed 4.30000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A3DB3 114027.46000000 PA USD 114124.93000000 0.111897748346 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKH4 60000.00000000 PA USD 53593.65000000 0.052547754120 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Houston Methodist Hospital 549300Y1E42JLBRENF23 591539AA9 10000.00000000 PA USD 6362.56000000 0.006238392765 Long DBT CORP US N 2 2050-12-01 Fixed 2.70500000 N N N N N N GLP CAPITAL LP 2549005PXW31DRW8EC44 361841AK5 105000.00000000 PA USD 107649.28000000 0.105548472565 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Huntington Bancshares Incorporated 549300XTVCVV9I7B5T19 446150BC7 15000.00000000 PA USD 15752.21000000 0.015444800978 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 190000.00000000 OU Other USD 653.89000000 0.000641129143 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 190000.00000000 USD 3.20580000 USD 2026-11-04 XXXX -459.90000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 111796.25000000 0.109614513223 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.45.V1 Y Default Event 2030-12-20 109694.83000000 USD 0.00000000 USD 5225000.00000000 USD 2101.42000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPL9 1065000.00000000 PA USD 1064375.98000000 1.043604368970 Long DBT UST US N 2 2027-11-30 Fixed 3.37500000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 105000.00000000 PA USD 112765.06000000 0.110564416610 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBA5 145000.00000000 PA USD 147605.04000000 0.144724484130 Long DBT CORP CA N 2 2028-03-27 Fixed 4.90000000 N N N N N N Fairfax Financial Holdings Limited GLS7OQD0WOEDI8YAP031 303901BN1 225000.00000000 PA USD 239813.84000000 0.235133802214 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAJ9 25000.00000000 PA USD 22783.07000000 0.022338451672 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308JQ1 90000.00000000 PA USD 80026.17000000 0.078464435700 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Duke Energy Indiana, LLC. 6URPHM2EAWGJ2C6ISB97 26443TAB2 90000.00000000 PA USD 63235.25000000 0.062001195454 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CK9 25000.00000000 PA USD 19084.79000000 0.018712344696 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Carlisle Companies Inc. XR64VGX1ZPX6G7ZN7Z11 142339AL4 75000.00000000 PA USD 66274.33000000 0.064980966912 Long DBT CORP US N 2 2032-03-01 Fixed 2.20000000 N N N N N N DLLMT 2026-1 LLC N/A 23347JAC6 200000.00000000 PA USD 201361.06000000 0.197431439552 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.20000000 N N N N N N MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 000000000 55000.00000000 NC USD 0.00000000 0.000000 N/A DE CORP US N 2 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Call Purchased CONSTANT MATURITY SWAP CONSTANT MATURITY SWAP 1.00000000 1.30300000 USD 2026-05-13 XXXX -39.88000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CEV9 3545000.00000000 PA USD 3526444.14000000 3.457624543007 Long DBT UST US N 2 2029-06-30 Fixed 3.25000000 N N N N N N AutoNation, Inc. N/A 05329WAP7 70000.00000000 PA USD 69735.40000000 0.068374493110 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N Everest Reinsurance Holdings, Inc. 254900P29PM5UJR3VU91 299808AF2 90000.00000000 PA USD 80103.47000000 0.078540227168 Long DBT CORP US N 2 2044-06-01 Fixed 4.86800000 N N N N N N ONEMAIN FINL ISSUA TR 2023-2 N/A 68269HAA3 100000.00000000 PA USD 101908.89000000 0.099920107968 Long ABS-O CORP US N 2 2036-09-15 Fixed 5.84000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAK7 95000.00000000 PA USD 86791.88000000 0.085098110875 Long DBT CORP US N 2 2031-12-15 Fixed 2.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSVV1 812849.73000000 PA USD 800229.65000000 0.784612932471 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDD5 434474.67000000 PA USD 421618.49000000 0.413390480873 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AB7 30000.00000000 PA USD 25925.34000000 0.025419399347 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PED0 45000.00000000 PA USD 41047.68000000 0.040246622423 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCF6 15000.00000000 PA USD 15547.71000000 0.015244291855 Long DBT CORP US N 2 2030-04-15 Fixed 5.05000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 40.71000000 0.000039915532 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 22.76000000 USD 0.00000000 USD 10000.00000000 USD 17.95000000 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAV1 10000.00000000 PA USD 10926.95000000 0.010713707349 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMM1 50000.00000000 PA USD 43317.62000000 0.042472263875 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N University of Southern California (The) 0GMCSQ6M60R4T46U5511 914886AH9 17000.00000000 PA USD 16328.15000000 0.016009501339 Long DBT CORP US N 2 2053-10-01 Fixed 4.97600000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBU1 150000.00000000 PA USD 152084.97000000 0.149116986975 Long DBT CORP US N 2 2030-09-15 Fixed 4.50000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CN3 50000.00000000 PA USD 47909.29000000 0.046974326081 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N PEAC SOLUTIONS RECEIVABLES 2026-1 LLC N/A 704583AB9 100000.00000000 PA USD 100336.72000000 0.098378619329 Long ABS-O CORP US N 2 2028-10-20 Fixed 4.27000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWNX7 1318267.62000000 PA USD 1340115.70000000 1.313962947046 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.50000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBL0 20000.00000000 PA USD 20172.05000000 0.019778386497 Long DBT CORP US N 2 2033-02-15 Fixed 4.40000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109CE2 78000.00000000 PA USD 71386.96000000 0.069993822430 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BK3 50000.00000000 PA USD 52290.80000000 0.051270329622 Long DBT CORP AU N 2 2032-02-21 Fixed 5.12500000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 29914.38000000 0.029330592055 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-13 297.48000000 USD 0.00000000 USD 2005000.00000000 USD 29616.90000000 N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MBC1 55000.00000000 PA USD 55825.87000000 0.054736411689 Long DBT CORP CA N 2 2027-06-21 Fixed 5.20000000 N N N N N N FEDEX FREIGHT HOLDING COMPANY INC 984500Y1DA5A58ICE336 314352AC9 60000.00000000 PA USD 60324.83000000 0.059147573158 Long DBT CORP US N 2 2031-03-15 Fixed 4.65000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFG2 40000.00000000 PA USD 41147.68000000 0.040344670894 Long DBT CORP US N 2 2030-01-15 Fixed 4.80000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKJ0 80000.00000000 PA USD 54454.78000000 0.053392078914 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAR4 35000.00000000 PA USD 36489.34000000 0.035777239772 Long DBT CORP US N 2 2031-12-01 Fixed 5.20500000 N N N N N N Merck & Co., Inc 4YV9Y5M8S0BRK1RP0397 58933YBF1 150000.00000000 PA USD 94177.56000000 0.092339657152 Long DBT CORP US N 2 2051-12-10 Fixed 2.75000000 N N N N N N BOF -VII AL FUNDING TRUST I N/A 097093AB4 48467.38000000 PA USD 49301.02000000 0.048338896060 Long ABS-O CORP US N 2 2032-07-26 Fixed 6.29100000 N N N N N N Carlisle Companies Inc. XR64VGX1ZPX6G7ZN7Z11 142339AN0 40000.00000000 PA USD 41279.73000000 0.040474143899 Long DBT CORP US N 2 2035-09-15 Fixed 5.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 510000.00000000 PA USD 478920.93000000 0.469574646864 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N Washington University 2V765680J33YAZOYW441 940663AC1 80000.00000000 PA USD 60303.95000000 0.059127100638 Long DBT CORP US N 2 2054-04-15 Fixed 3.52400000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 32553.60000000 0.031918306899 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-11 29965.50000000 USD 0.00000000 USD -70000.00000000 USD 2588.10000000 N N N Commonwealth Edison Company D8YOXB8L2ZDC8P7Q0771 202795JS0 100000.00000000 PA USD 66417.55000000 0.065121391931 Long DBT CORP US N 2 2050-03-01 Fixed 3.00000000 N N N N N N DALLAS-FORT WORTH TEX INTL ARPT N/A 23503CAP2 20000.00000000 PA USD 16939.50000000 0.016608920663 Long DBT MUN US N 2 2051-11-01 Fixed 4.08700000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PCA8 145000.00000000 PA USD 121389.20000000 0.119020253976 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91086QAV0 50000.00000000 PA USD 50320.50000000 0.049338480607 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74762EAK8 20000.00000000 PA USD 20215.31000000 0.019820802265 Long DBT CORP US N 2 2027-08-09 Fixed 4.75000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAF5 125000.00000000 PA USD 127190.33000000 0.124708173214 Long DBT CORP US N 2 2030-07-01 Fixed 4.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAZ6 65000.00000000 PA USD 64571.62000000 0.063311485799 Long DBT CORP US N 2 2032-02-25 Fixed 4.94700000 N N N N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 883203BY6 114000.00000000 PA USD 112807.57000000 0.110606097015 Long DBT CORP US N 2 2028-03-01 Fixed 3.37500000 N N N N N N Orlando Health Obligated Group N/A 686514AP5 75000.00000000 PA USD 79780.41000000 0.078223471779 Long DBT CORP US N 2 2035-10-01 Fixed 5.47500000 N N N N N N Northwestern Memorial HealthCare 549300SYNDSEG3SY2U05 668103AC8 20000.00000000 PA USD 12695.87000000 0.012448106354 Long DBT CORP US N 2 2051-07-15 Fixed 2.63300000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 4109.90000000 0.004029694089 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2026-03-17 0.00000000 USD 0.00000000 USD -234939.35000000 USD 4109.90000000 N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308HR1 110000.00000000 PA USD 84698.06000000 0.083045152389 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCG8 50000.00000000 PA USD 50064.44000000 0.049087417694 Long DBT CORP US N 2 2028-08-01 Fixed 4.37500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPY1 40000.00000000 PA USD 40687.50000000 0.039893471442 Long DBT UST US N 2 2033-01-31 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWET6 949070.01000000 PA USD 958263.69000000 0.939562891592 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BK3 50000.00000000 PA USD 50580.68000000 0.049593583118 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CP8 50000.00000000 PA USD 44528.16000000 0.043659179830 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591FC1 80000.00000000 PA USD 82441.21000000 0.080832345483 Long DBT USGA US N 2 2055-02-01 Fixed 5.25000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200BB6 8000.00000000 PA USD 8669.14000000 0.008499959177 Long DBT CORP US N 2 2032-11-29 Fixed 5.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWF57 522744.71000000 PA USD 527755.02000000 0.517455725201 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCA5 65000.00000000 PA USD 58805.29000000 0.057657687429 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -40757.10000000 -0.03996171317 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-13 0.00000000 USD -983.88000000 USD -1250000.00000000 USD -39773.22000000 N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BJ7 15000.00000000 PA USD 11629.05000000 0.011402105660 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 50000.00000000 PA USD 53494.31000000 0.052450352770 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBD6 65000.00000000 PA USD 60677.01000000 0.059492880262 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBS8 1423719.47000000 PA USD 1241750.10000000 1.217516980728 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Gmf Floorplan Owner Revolving Trust N/A 361886DQ4 100000.00000000 PA USD 101566.72000000 0.099584615517 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.73000000 N N N N N N PPL Electric Utilities Corporation 549300GCZLSGYEYPIR35 69351UAW3 58000.00000000 PA USD 39022.43000000 0.038260895774 Long DBT CORP US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Everest Reinsurance Holdings, Inc. 254900P29PM5UJR3VU91 299808AH8 8000.00000000 PA USD 5570.17000000 0.005461466490 Long DBT CORP US N 2 2050-10-15 Fixed 3.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 110000.00000000 PA USD 110036.32000000 0.107888928776 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 85000.00000000 PA USD 79073.33000000 0.077530190654 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133KN4U4 1126144.86000000 PA USD 986817.14000000 0.967559112597 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Flowserve Corporation 6Y0GK87T6V7NJKZJVM41 34355JAB4 5000.00000000 PA USD 4547.86000000 0.004459107171 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AD0 15000.00000000 PA USD 10239.52000000 0.010039692748 Long DBT CORP US N 2 2050-01-01 Fixed 2.95500000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912834LB2 1395000.00000000 PA USD 663808.85000000 0.650854424600 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SS8 2360000.00000000 PA USD 1295050.00000000 1.269776717467 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Israel (State Of) 213800T8ZHTFZIBYPE21 46514Y8A8 200000.00000000 PA USD 207000.00000000 0.202960333976 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N FIFTH THIRD FINANCIAL CORP THRNG6BD57P9QWTQLG42 200340AW7 295000.00000000 PA USD 309205.50000000 0.303171263513 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CK6 30000.00000000 PA USD 24317.47000000 0.023842907404 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV98 286061.62000000 PA USD 294947.45000000 0.289191463562 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAD6 20000.00000000 PA USD 13142.34000000 0.012885863360 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N Santander Drive Auto Receivables Trust 2013-A N/A 802927AF0 100000.00000000 PA USD 102803.19000000 0.100796955440 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.04000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BL1 25000.00000000 PA USD 25183.15000000 0.024691693403 Long DBT CORP US N 2 2028-11-15 Fixed 4.37500000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912834PZ5 270000.00000000 PA USD 102910.76000000 0.100902426180 Long DBT UST US N 2 2046-02-15 None 0.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAF5 41000.00000000 PA USD 41151.68000000 0.040348592833 Long DBT CORP US N 2 2029-04-01 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBE5 150000.00000000 PA USD 143398.80000000 0.140600330143 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 75000.00000000 PA USD 70247.00000000 0.068876109086 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 200000.00000000 PA USD 199077.00000000 0.195191953656 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBT6 356651.72000000 PA USD 323339.73000000 0.317029659848 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAA0 115000.00000000 PA USD 116837.53000000 0.114557411158 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N AGL CLO 33 LTD 254900FQ0489DHYW7509 00121DAA3 250000.00000000 PA USD 250647.88000000 0.245756412730 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.01969000 N N N N N N AEP Transmission Company, LLC 549300X123Z1I0LA3Y84 00115AAS8 15000.00000000 PA USD 15661.01000000 0.015355380772 Long DBT CORP US N 2 2035-06-15 Fixed 5.37500000 N N N N N N Royal Caribbean Group K2NEH8QNVW44JIWK7Z55 780153BU5 60000.00000000 PA USD 62549.86000000 0.061329181042 Long DBT CORP LR N 2 2032-03-15 Fixed 6.25000000 N N N N N N Freeport-McMoRan Inc. 549300IRDTHJQ1PVET45 35671DCE3 175000.00000000 PA USD 174866.82000000 0.171454242456 Long DBT CORP US N 2 2028-03-01 Fixed 4.12500000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAH0 45000.00000000 PA USD 46276.81000000 0.045373704410 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AT6 35000.00000000 PA USD 37348.73000000 0.036619858523 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAS9 35000.00000000 PA USD 36449.01000000 0.035737696824 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AP5 85000.00000000 PA USD 85023.94000000 0.083364672745 Long DBT CORP US N 2 2028-01-08 Fixed 3.90000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SU3 570000.00000000 PA USD 332559.38000000 0.326069385660 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CGH8 290000.00000000 PA USD 290566.41000000 0.284895920849 Long DBT UST US N 2 2028-01-31 Fixed 3.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CFF3 2975000.00000000 PA USD 2816255.86000000 2.761295796655 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912834PH5 880000.00000000 PA USD 353518.99000000 0.346619962692 Long DBT UST US N 2 2045-02-15 None 0.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CG4 18000.00000000 PA USD 17304.98000000 0.016967268213 Long DBT CORP US N 2 2029-09-19 Fixed 2.60000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAW3 175000.00000000 PA USD 176320.26000000 0.172879318146 Long DBT CORP US N 2 2028-08-17 Fixed 4.15000000 N N N N N N Fairfax Financial Holdings Limited GLS7OQD0WOEDI8YAP031 303901BL5 95000.00000000 PA USD 99222.98000000 0.097286614294 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 35000.00000000 OU Other USD 391.55000000 0.000383908786 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 35000.00000000 USD 3.28500000 USD 2026-08-11 XXXX 391.55000000 N N N U.S. Treasury Security Stripped Interest Security 254900HROIFWPRGM1V77 912834NV6 1890000.00000000 PA USD 779285.71000000 0.764077719634 Long DBT UST US N 2 2044-08-15 None 0.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020BA4 70000.00000000 PA USD 71873.03000000 0.070470406631 Long DBT CORP US N 2 2029-06-15 Fixed 5.45000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAT7 40000.00000000 PA USD 42325.80000000 0.041499799535 Long DBT CORP US N 2 2034-05-15 Fixed 5.70000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AU5 180000.00000000 PA USD 177507.15000000 0.174043045638 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738BP2 30000.00000000 PA USD 29914.54000000 0.029330748933 Long DBT CORP US N 2 2031-02-15 Fixed 4.55000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 63000.00000000 PA USD 58558.13000000 0.057415350830 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EEX4 236788.22000000 PA USD 235176.82000000 0.230587275027 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.50000000 N N N N N N Crown City Clo Ii / Llc 549300TQXORNUWLBOD84 22823KAQ7 250000.00000000 PA USD 250072.03000000 0.245191800612 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.00969000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWV2 80000.00000000 PA USD 79533.92000000 0.077981792104 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAR3 65000.00000000 PA USD 64716.02000000 0.063453067791 Long DBT CORP US N 2 2026-12-01 Fixed 3.30000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2026-REV1 N/A 34532XAA1 300000.00000000 PA USD 304884.69000000 0.298934775394 Long ABS-O CORP US N 2 2038-08-15 Fixed 4.32000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWGG2 539715.17000000 PA USD 543311.51000000 0.532708625713 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TV0 1027000.00000000 PA USD 1043688.75000000 1.023320856362 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET42 502158.83000000 PA USD 498152.81000000 0.488431211056 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 82000.00000000 PA USD 74963.11000000 0.073500182809 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120BAA5 5000.00000000 PA USD 5289.92000000 0.005186685651 Long DBT CORP US N 2 2035-02-15 Fixed 5.75000000 N N N N N N Sun Communities Operating Limited Partnership 549300PUNBPJCGT6X741 866677AE7 190000.00000000 PA USD 174376.64000000 0.170973628463 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N First Horizon Corporation TF3RXI1ZB1TQ30H9JV10 320517AE5 25000.00000000 PA USD 25875.61000000 0.025370639842 Long DBT CORP US N 2 2031-03-07 Fixed 5.51400000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 65000.00000000 PA USD 63377.06000000 0.062140237990 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECY4 521020.63000000 PA USD 460138.01000000 0.451158281085 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DC0 95000.00000000 PA USD 98210.80000000 0.096294187285 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109AX2 25000.00000000 PA USD 23984.40000000 0.023516337363 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632PA3 10000.00000000 PA USD 8620.94000000 0.008452699814 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAL7 100000.00000000 PA USD 90827.64000000 0.089055111829 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWBJ1 783795.62000000 PA USD 685577.93000000 0.672198674586 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N Ohio Power Company 06ZODLC132CY1O2Y7D77 677415CQ2 70000.00000000 PA USD 57034.78000000 0.055921729454 Long DBT CORP US N 2 2048-04-01 Fixed 4.15000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ML2 210000.00000000 PA USD 198209.69000000 0.194341569467 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N FORD CR AUTO OWNER 2025-REV1 N/A 34532MAA5 300000.00000000 PA USD 310809.75000000 0.304744206101 Long ABS-O CORP US N 2 2037-08-15 Fixed 4.86000000 N N N N N N Accenture Capital Inc. 254900FRO0P7RIINYT25 00440KAC7 140000.00000000 PA USD 140466.97000000 0.137725715670 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BE7 95000.00000000 PA USD 99618.81000000 0.097674719555 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C7F5 21219.92000000 PA USD 21192.18000000 0.020778608359 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9NP2 469389.20000000 PA USD 454837.08000000 0.445960800297 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A25 251520.65000000 PA USD 248919.22000000 0.244061488039 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 4.50000000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCL8 100000.00000000 PA USD 101158.85000000 0.099184705220 Long DBT CORP US N 2 2033-03-15 Fixed 4.65000000 N N N N N N OhioHealth Corp. JGYGIL4QGKKPZU7C1D18 67777JAL2 30000.00000000 PA USD 27378.36000000 0.026844063233 Long DBT CORP US N 2 2031-11-15 Fixed 2.29700000 N N N N N N Yale University 9SFB6DIM0FRWV0EV8S84 98459LAC7 20000.00000000 PA USD 12471.72000000 0.012228330707 Long DBT CORP US N 2 2050-04-15 Fixed 2.40200000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAR2 90000.00000000 PA USD 90678.57000000 0.088908950974 Long DBT CORP US N 2 2029-01-15 Fixed 4.35000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284BA3 45000.00000000 PA USD 46422.23000000 0.045516286496 Long DBT CORP US N 2 2034-12-01 Fixed 5.15000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCC8 167000.00000000 PA USD 153931.54000000 0.150927520617 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPT2 504000.00000000 PA USD 505535.63000000 0.495669953147 Long DBT UST US N 2 2029-01-15 Fixed 3.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QHV9 100000.00000000 PA USD 100200.15000000 0.098244714533 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.92000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAK9 135000.00000000 PA USD 130368.45000000 0.127824271265 Long DBT CORP US Y 2 2028-04-01 Fixed 2.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468U6 185000.00000000 PA USD 163777.10000000 0.160580941611 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CC2 20000.00000000 PA USD 16625.38000000 0.016300930808 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1 N/A 03067FAB6 200000.00000000 PA USD 200408.70000000 0.196497665138 Long ABS-O CORP US N 2 2029-03-19 Fixed 4.22000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DCC7 135000.00000000 PA USD 142113.93000000 0.139340534760 Long DBT CORP US N 2 2035-08-15 Fixed 5.62500000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385BD2 50000.00000000 PA USD 51486.58000000 0.050481804212 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N Relx Capital Inc. 2R15C3RTKJN1RCBOV146 74949LAG7 15000.00000000 PA USD 15437.47000000 0.015136203221 Long DBT CORP US N 2 2035-03-27 Fixed 5.25000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BF5 32000.00000000 PA USD 31991.05000000 0.031366735228 Long DBT CORP US N 2 2036-03-15 Fixed 5.25000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CU9 75000.00000000 PA USD 74238.12000000 0.072789341202 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X6QE4 87714.00000000 PA USD 87428.29000000 0.085722101146 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Host Hotels & Resorts, L.P. FXB7X4WXVA8QPMNOGS12 44107TBA3 5000.00000000 PA USD 4567.33000000 0.004478197208 Long DBT CORP US N 2 2031-12-15 Fixed 2.90000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP20 775053.25000000 PA USD 782481.99000000 0.767211623288 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFE1 28000.00000000 PA USD 28542.01000000 0.027985004260 Long DBT CORP US N 2 2028-04-04 Fixed 5.05000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DN7 15000.00000000 PA USD 13479.88000000 0.013216816167 Long DBT CORP US N 2 2030-08-21 Fixed 1.75000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBV6 275000.00000000 PA USD 251769.07000000 0.246855722377 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89400000 N N N N N N JBS USA HOLDING LUX SARL RB8RC03FUD8DSX57C193 46590XAN6 155000.00000000 PA USD 150567.00000000 0.147628640607 Long DBT CORP LU N 2 2029-02-02 Fixed 3.00000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAG1 77000.00000000 PA USD 66527.08000000 0.065228784421 Long DBT CORP CA N 2 2047-07-26 Fixed 4.50000000 N N N N N N Santander Drive Auto Receivables Trust 2013-5 N/A 80285XAE5 100000.00000000 PA USD 101756.04000000 0.099770240881 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMM0 1035000.00000000 PA USD 1091925.00000000 1.070615761723 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXR0 370000.00000000 PA USD 331008.20000000 0.324548477395 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N MICHIGAN STATE BOARD OF TRUSTEES UNIVERSITY (MI) 5493000C7JLSR3TV6F07 594712WY3 25000.00000000 PA USD 18828.58000000 0.018461134710 Long DBT MUN US N 2 2122-08-15 Fixed 4.16500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPW5 794000.00000000 PA USD 802188.13000000 0.786533192156 Long DBT UST US N 2 2031-01-31 Fixed 3.75000000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QBT2 13000.00000000 PA USD 9868.41000000 0.009675825069 Long DBT CORP US N 2 2047-12-01 Fixed 3.60000000 N N N N N N PORT AUTH N Y & N J 54930006MR4KZ4W74Z83 73358WJA3 10000.00000000 PA USD 8751.89000000 0.008581094286 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N ARI FLEET LEASE TRUST 2026-A N/A 04033DAB0 500000.00000000 PA USD 501176.00000000 0.491395402612 Long ABS-O CORP US N 2 2034-11-15 Fixed 3.96000000 N N N N N N BANK5 2025-5YR14 N/A 06604MAC2 310000.00000000 PA USD 326894.57000000 0.320515126097 Long ABS-O CORP US N 2 2058-04-17 Variable 5.64600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468X0 200000.00000000 PA USD 177436.39000000 0.173973666540 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBB0 183000.00000000 PA USD 182058.77000000 0.178505839432 Long DBT CORP US Y 2 2027-08-15 Fixed 3.55700000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AF9 17000.00000000 PA USD 16958.68000000 0.016627726360 Long DBT CORP US N 2 2026-10-01 Fixed 3.55000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 65249BAB5 80000.00000000 PA USD 79519.33000000 0.077967486832 Long DBT CORP US N 2 2032-02-15 Fixed 5.12500000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 036752BC6 100000.00000000 PA USD 102916.92000000 0.100908465966 Long DBT CORP US N 2 2031-11-01 Fixed 4.95000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EBU3 385954.48000000 PA USD 366414.33000000 0.359263646330 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AE1 80000.00000000 PA USD 87705.02000000 0.085993430679 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N AFFIRM MASTER TRUST N/A 00833BAU2 200000.00000000 PA USD 200884.94000000 0.196964611174 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.37000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3132DWBG7 362363.49000000 PA USD 288324.81000000 0.282698066334 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAR3 40000.00000000 PA USD 41489.90000000 0.040680212370 Long DBT CORP US N 2 2030-01-24 Fixed 5.43500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 155000.00000000 PA USD 157454.10000000 0.154381336820 Long DBT CORP US N 2 2033-01-15 Fixed 5.00000000 N N N N N N Kubota Credit Owner Trust 2025 - 1 N/A 50117FAC5 200000.00000000 PA USD 203515.88000000 0.199544207605 Long ABS-O CORP US N 2 2029-06-15 Fixed 4.67000000 N N N N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 883203CC3 90000.00000000 PA USD 82486.74000000 0.080876986951 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CR7 72000.00000000 PA USD 73100.81000000 0.071674226142 Long DBT CORP US N 2 2034-08-14 Fixed 4.60000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 100000.00000000 PA USD 104656.83000000 0.102614421109 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 40000.00000000 PA USD 25011.98000000 0.024523863836 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29278NAD5 50000.00000000 PA USD 51993.13000000 0.050978468740 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REZ3 100000.00000000 PA USD 99803.96000000 0.097856256298 Long ABS-O CORP US N 2 2028-08-20 Fixed 3.83000000 N N N N N N Poland (Republic of) 259400R9L8QEP0TPXS31 857524AH5 90000.00000000 PA USD 94243.50000000 0.092404310314 Long DBT NUSS PL N 2 2035-02-12 Fixed 5.37500000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 119000.00000000 PA USD 120319.31000000 0.117971243195 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AP8 35000.00000000 PA USD 22204.81000000 0.021771476586 Long DBT CORP US N 2 2050-10-15 Fixed 2.51700000 N N N N N N BENCHMARK 2025-V15 MORTGAGE TRUST N/A 08164CAC2 320000.00000000 PA USD 339505.92000000 0.332880361884 Long ABS-O CORP US N 2 2058-06-17 Variable 5.80466000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QBU9 38000.00000000 PA USD 37907.30000000 0.037167527865 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGV97 203381.08000000 PA USD 190802.37000000 0.187078805500 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 40000.00000000 PA USD 37257.16000000 0.036530075539 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CV5 30000.00000000 PA USD 31219.92000000 0.030610654057 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 15000.00000000 PA USD 11261.09000000 0.011041326508 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 80000.00000000 PA USD 83476.52000000 0.081847451103 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 496046.91000000 PA USD 498468.87000000 0.488741103052 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AL4 300000.00000000 PA USD 299411.01000000 0.293567915873 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Sentara Healthcare 5493002B0YWN6UH30V71 81728XAA6 65000.00000000 PA USD 43157.88000000 0.042315641248 Long DBT CORP US N 2 2051-11-01 Fixed 2.92700000 N N N N N N REGENTS OF THE UNIVERSITY OF MICHIGAN (MI) 549300MFOB21PM9P9H72 914455UK4 35000.00000000 PA USD 26841.05000000 0.026317238996 Long DBT MUN US N 2 2052-04-01 Fixed 3.50400000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TC2 2430000.00000000 PA USD 1753776.56000000 1.719551093415 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRU N/A 949931AC3 300000.00000000 PA USD 316052.40000000 0.309884544241 Long ABS-O CORP US N 2 2058-05-17 Variable 5.67300000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RLV2 25000.00000000 PA USD 16812.15000000 0.016484055936 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBP5 62000.00000000 PA USD 54161.23000000 0.053104257629 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 771383.98000000 PA USD 750226.21000000 0.735585324344 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Monongahela Power Company N/A 610202BR3 136000.00000000 PA USD 135360.00000000 0.132718409695 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N Williams Companies Inc. (The) D71FAKCBLFS2O0RBPG08 969457BX7 195000.00000000 PA USD 188936.65000000 0.185249495576 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08163DAC1 500000.00000000 PA USD 461410.20000000 0.452405643922 Long ABS-O CORP US N 2 2054-04-17 Variable 1.90600000 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA) RRR42I7GG51DB5HDQR14 91412GC86 75000.00000000 PA USD 63622.30000000 0.062380692059 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EF21 178776.69000000 PA USD 177578.47000000 0.174112973807 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N Merck & Co., Inc 4YV9Y5M8S0BRK1RP0397 58933YAX3 8000.00000000 PA USD 7924.44000000 0.007769792217 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -190000.00000000 OU Other USD -173.08000000 -0.00016970229 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -190000.00000000 USD 3.69400000 USD 2026-11-04 XXXX 272.45000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WBX5 323539.58000000 PA USD 274168.70000000 0.268818216994 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 040555DH4 115000.00000000 PA USD 121885.98000000 0.119507339168 Long DBT CORP US N 2 2034-08-15 Fixed 5.70000000 N N N N N N Onemain Financial Issuance Trust 2014-2 N/A 682696AA7 130576.92000000 PA USD 128782.70000000 0.126269467644 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CL2 15000.00000000 PA USD 14086.42000000 0.013811519361 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNG9 296188.36000000 PA USD 280920.54000000 0.275438292846 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.50000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XBC2 95000.00000000 PA USD 99410.14000000 0.097470121811 Long DBT CORP US N 2 2035-04-01 Fixed 5.55000000 N N N N N N AEP Transmission Company, LLC 549300X123Z1I0LA3Y84 00115AAJ8 17000.00000000 PA USD 14159.66000000 0.013883330060 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PFE1 35000.00000000 PA USD 34898.50000000 0.034217445484 Long DBT CORP US N 2 2036-10-22 Fixed 4.81000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFR1 175000.00000000 PA USD 186865.33000000 0.183218597996 Long DBT CORP US N 2 2035-04-19 Fixed 5.83100000 N N N N N N BANK 2021-BNK38 N/A 06540EAE3 100000.00000000 PA USD 89607.60000000 0.087858881269 Long ABS-O CORP US N 2 2064-12-17 Fixed 2.27500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHBE6 367948.21000000 PA USD 324561.49000000 0.318227576841 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Toyota Auto Loan Extended Trust 2025-1 254900QVX5SBHB37FT67 891950AA5 100000.00000000 PA USD 102879.25000000 0.100871531107 Long ABS-O CORP US N 2 2038-05-25 Fixed 4.65000000 N N N N N N Tucson Electric Power Company YLF139GXSRKPBBTNZL03 898813AU4 115000.00000000 PA USD 107810.65000000 0.105706693382 Long DBT CORP US N 2 2032-05-15 Fixed 3.25000000 N N N N N N Deutsche Bank AG New York Branch 7LTWFZYICNSX8D621K86 251526DB2 200000.00000000 PA USD 203535.44000000 0.199563385885 Long DBT CORP US N 2 2031-08-04 Fixed 4.95000000 N N N N N N NewYork-Presbyterian Hospital 19EOSPKL8HML7MY3UE63 649322AA2 20000.00000000 PA USD 17056.84000000 0.016723970739 Long DBT CORP US N 2 2045-08-01 Fixed 4.02400000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023CX1 70000.00000000 PA USD 70270.34000000 0.068898993599 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAR0 144000.00000000 PA USD 134858.88000000 0.132227069200 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N WHEELS FLEET LEASE FUNDING 1 LLC 549300BSFY0E0XXREF43 96328GAS6 25016.13000000 PA USD 25156.84000000 0.024665896851 Long ABS-O CORP US N 2 2038-04-19 Fixed 5.80000000 N N N N N N AGL CLO 19 LTD 254900I16LA7IZQPMU67 001210AQ6 500000.00000000 PA USD 501871.05000000 0.492076888506 Long ABS-CBDO CORP KY N 2 2038-07-21 Floating 4.96969000 N N N N N N Northern States Power Company 3S1GHB0TEH85KX44SB51 665772CJ6 69000.00000000 PA USD 55113.67000000 0.054038110482 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3L5 70000.00000000 PA USD 71285.39000000 0.069894234599 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2J1 282000.00000000 PA USD 265396.02000000 0.260216738430 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2D1 2205103.80000000 PA USD 2244004.98000000 2.200212561279 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.50000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CM0 118000.00000000 PA USD 108206.68000000 0.106094994740 Long DBT CORP US N 2 2031-03-15 Fixed 2.37500000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AM5 35000.00000000 PA USD 26433.67000000 0.025917809137 Long DBT CORP US N 2 2046-07-15 Fixed 3.15000000 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-DNA3 5493000IS4M3TZMRB410 35564KUX5 30000.00000000 PA USD 30618.90000000 0.030021363140 Long ABS-O USGSE US N 2 2042-04-25 Floating 6.56721000 N N N N N N Piedmont Healthcare Inc. 254900D1I6W7J0DSAY11 72014TAD1 15000.00000000 PA USD 11003.56000000 0.010788822282 Long DBT CORP US N 2 2042-01-01 Fixed 2.71900000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAC5 65000.00000000 PA USD 70314.33000000 0.068942125121 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPB1 310000.00000000 PA USD 310339.06000000 0.304282701755 Long DBT UST US N 2 2027-09-30 Fixed 3.50000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GZ4 7000.00000000 PA USD 7197.44000000 0.007056979836 Long DBT CORP US N 2 2065-03-15 Fixed 5.80000000 N N N N N N GARNET CLO 3 LTD N/A 36626TAA2 850000.00000000 PA USD 852770.92000000 0.836128844098 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 5.05253000 N N N N N N BEIGNET INV LLC N/A 076912AA2 155000.00000000 PA USD 164604.07000000 0.161391773048 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N Ontario Teachers Cadillac Fairview Properties Trust N/A 68327LAD8 210000.00000000 PA USD 190545.62000000 0.186827066052 Long DBT CORP CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081HB6 5000.00000000 PA USD 4968.97000000 0.004871999085 Long DBT CORP US N 2 2066-02-15 Fixed 5.60000000 N N N N N N PPL Electric Utilities Corporation 549300GCZLSGYEYPIR35 69351UBB8 15000.00000000 PA USD 14409.75000000 0.014128539480 Long DBT CORP US N 2 2053-05-15 Fixed 5.25000000 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DF5 95000.00000000 PA USD 96988.84000000 0.095096074194 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650RBL5 22000.00000000 PA USD 22066.40000000 0.021635767698 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 68000.00000000 PA USD 66164.96000000 0.064873731300 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAQ6 295000.00000000 PA USD 272879.65000000 0.267554323184 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC53 120000.00000000 PA USD 114995.25000000 0.112751083795 Long DBT CORP US N 2 2030-11-05 Fixed 2.97600000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAC7 75000.00000000 PA USD 87945.68000000 0.086229394128 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 25000.00000000 PA USD 24805.51000000 0.024321423159 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AQ3 200000.00000000 PA USD 202400.00000000 0.198450104332 Long DBT CORP MX N 2 2034-01-28 Fixed 6.04500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGT1 376177.93000000 PA USD 379860.45000000 0.372447361334 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N UPMC Health System Inc. 5493001YCBUGKVU74S74 90320WAG8 25000.00000000 PA USD 25771.94000000 0.025268992993 Long DBT CORP US N 2 2033-05-15 Fixed 5.03500000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473QBE2 13000.00000000 PA USD 12932.99000000 0.012680598887 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N BBCMS Mortgage Trust 2020-C6 N/A 05552XBF4 250000.00000000 PA USD 228113.30000000 0.223661601702 Long ABS-O CORP US N 2 2054-11-18 Fixed 2.42100000 N N N N N N Public Service Company of Colorado 5BANEF6PGSEK0SNMQF44 744448CZ2 200000.00000000 PA USD 208249.53000000 0.204185479029 Long DBT CORP US N 2 2034-05-15 Fixed 5.35000000 N N N N N N W.R. Berkley Corporation SQOAGCLKBDWNVYV1OV80 084423AU6 68000.00000000 PA USD 53923.51000000 0.052871176805 Long DBT CORP US N 2 2050-05-12 Fixed 4.00000000 N N N N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 883203CF6 35000.00000000 PA USD 35195.57000000 0.034508718075 Long DBT CORP US N 2 2036-03-15 Fixed 4.95000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAL7 46000.00000000 PA USD 46088.83000000 0.045189392895 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N ENTERPRISE FLEET FINANCING 2023-2 L N/A 29375NAB1 20944.89000000 PA USD 21042.30000000 0.020631653312 Long ABS-O CORP US N 2 2030-04-20 Fixed 5.56000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECQ1 227976.89000000 PA USD 198766.88000000 0.194887885740 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DL8 90000.00000000 PA USD 86659.79000000 0.084968598650 Long DBT CORP US N 2 2028-02-01 Fixed 1.75000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAV4 165000.00000000 PA USD 165570.06000000 0.162338911468 Long DBT CORP US N 2 2028-11-15 Fixed 4.50000000 N N N N N N PGIM ETF Trust 549300OXS91LYTDQF355 69344A834 90641.00000000 NS USD 4665292.27000000 4.574247716016 Long EC RF US N 1 N N N Midamerican Energy Company NINLOILYRTLIMK26MZ18 595620AU9 84000.00000000 PA USD 70391.24000000 0.069017534199 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-Lc5 N/A 95003CAC4 350000.00000000 PA USD 322073.64000000 0.315788277967 Long ABS-O CORP US N 2 2054-04-17 Fixed 1.95800000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBX3 400000.00000000 PA USD 358713.26000000 0.351712864981 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGCP2 341673.61000000 PA USD 313822.16000000 0.307697828032 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWC43 180812.90000000 PA USD 171042.21000000 0.167704270848 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Ameren Illinois Company RC71E2BZ6UOMFPDJSE79 02361DBA7 220000.00000000 PA USD 226842.00000000 0.222415111496 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N PENNSYLVANIA ST TPK COMMN 549300J8LLBYEYEXZJ24 709223A27 10000.00000000 PA USD 10330.96000000 0.010129348270 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAT9 70000.00000000 PA USD 70590.62000000 0.069213023240 Long DBT CORP US N 2 2037-01-30 Fixed 5.07300000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAE6 128000.00000000 PA USD 100805.62000000 0.098838368608 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017CY3 128000.00000000 PA USD 128765.20000000 0.126252309161 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Workday Inc 549300J0DYC0N31V7G13 98138HAH4 25000.00000000 PA USD 24585.16000000 0.024105373354 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABL8 65000.00000000 PA USD 49419.92000000 0.048455475692 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAZ2 120000.00000000 PA USD 112763.70000000 0.110563083151 Long DBT CORP US N 2 2032-04-01 Fixed 3.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XG6U8 319072.03000000 PA USD 293897.94000000 0.288162435059 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Piedmont Natural Gas Company, Inc. VXB4M3BDPKF3I2AZ3G89 720186AL9 21000.00000000 PA USD 20717.82000000 0.020313505635 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023BZ7 35000.00000000 PA USD 25613.16000000 0.025113311631 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CEE7 2400000.00000000 PA USD 2328375.00000000 2.282936075466 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGEX8 93912.18000000 PA USD 93780.15000000 0.091950002726 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 180000.00000000 PA USD 170197.36000000 0.166875908345 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAY3 65000.00000000 PA USD 65800.31000000 0.064516197552 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BZ1 65000.00000000 PA USD 67840.35000000 0.066516425570 Long DBT CORP US N 2 2034-04-15 Fixed 5.40000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDU0 140000.00000000 PA USD 145316.62000000 0.142480723321 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEP4 155000.00000000 PA USD 168811.58000000 0.165517172250 Long DBT CORP US N 2 2035-03-06 Fixed 6.40100000 N N N N N N Atlas Sr Ln Fd Vii Ltd N/A 04941TBG4 8550.67000000 PA USD 8552.29000000 0.008385389539 Long ABS-CBDO CORP KY Y 2 2031-12-01 Floating 5.03435000 N N N N N N BBCMS Mortgage Trust 2020-C6 N/A 05492VAE5 600000.00000000 PA USD 546482.52000000 0.535817752518 Long ABS-O CORP US N 2 2053-04-17 Variable 1.78600000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CG3 127000.00000000 PA USD 116464.99000000 0.114192141386 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CJ7 15000.00000000 PA USD 14229.64000000 0.013951944380 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17327FAC0 483019.03000000 PA USD 479407.98000000 0.470052191940 Long ABS-O CORP US N 2 2051-03-10 Fixed 3.74400000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 2531068.49000000 NS USD 2531068.49000000 2.481673942255 Long STIV RF US N 1 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EES5 187112.94000000 PA USD 181965.80000000 0.178414683769 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDR2 20000.00000000 PA USD 19289.55000000 0.018913108745 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676AC9 240000.00000000 PA USD 224701.97000000 0.220316844812 Long DBT CORP US N 2 2034-04-01 Fixed 3.60000000 N N N N N N Ohio Edison Company N/A 677347CE4 195000.00000000 PA USD 226128.36000000 0.221715398391 Long DBT CORP US N 2 2036-07-15 Fixed 6.87500000 N N N N N N Hungary (Republic Of) 5299003F3UFKGCCMAP43 445545AV8 200000.00000000 PA USD 206876.00000000 0.202838753872 Long DBT NUSS HU N 2 2030-09-26 Fixed 5.37500000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBR1 100000.00000000 PA USD 100216.35000000 0.098260598385 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CFJ5 260000.00000000 PA USD 257379.69000000 0.252356849473 Long DBT UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAA2 36000.00000000 PA USD 39291.75000000 0.038524959915 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEV0 130000.00000000 PA USD 129763.57000000 0.127231195676 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CNZ0 5000.00000000 PA USD 5053.13000000 0.004954516678 Long DBT UST US N 2 2032-09-30 Fixed 3.87500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DY2 225000.00000000 PA USD 224437.98000000 0.220058006655 Long DBT CORP US N 2 2030-10-29 Fixed 4.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAR9 81000.00000000 PA USD 74706.45000000 0.073248531604 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131WRAS4 81765.09000000 PA USD 81666.94000000 0.080073185590 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GD35 100000.00000000 PA USD 100000.55000000 0.098049009786 Long DBT CORP US N 2 2031-10-21 Fixed 4.36900000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELW8 1986584.27000000 PA USD 1972656.27000000 1.934159301349 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBU8 200000.00000000 PA USD 197272.66000000 0.193422825883 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SX7 365000.00000000 PA USD 239645.31000000 0.234968561127 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKK4 190000.00000000 PA USD 175531.01000000 0.172105470593 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 100000.00000000 PA USD 101017.71000000 0.099046319609 Long ABS-O CORP US N 2 2028-02-20 Fixed 5.44000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCU3 340000.00000000 PA USD 318245.83000000 0.312035168808 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Mexico City Airport Trust N/A 59284MAA2 200000.00000000 PA USD 199824.00000000 0.195924375731 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 35000.00000000 OU Other USD 43.48000000 0.000042631474 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 35000.00000000 USD 3.88500000 USD 2026-08-11 XXXX 43.48000000 N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 448579AJ1 125000.00000000 PA USD 131326.44000000 0.128763565808 Long DBT CORP US N 2 2030-04-23 Fixed 5.75000000 N N N N N N CARMAX AUTO OWNER TRUST 2022-1 N/A 14317CAG7 100000.00000000 PA USD 99892.78000000 0.097943342949 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAZ2 98000.00000000 PA USD 101914.33000000 0.099925441805 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAS9 310000.00000000 PA USD 311874.25000000 0.305787932070 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Public Service Company of New Hampshire 549300SHPFALUPKK2351 744538AF6 135000.00000000 PA USD 142540.24000000 0.139758525195 Long DBT CORP US N 2 2033-10-01 Fixed 5.35000000 N N N N N N SILVER ROCK CLO I LTD/LLC N/A 82811RAY3 250000.00000000 PA USD 250617.28000000 0.245726409898 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.08763000 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DV5E1 1514946.40000000 PA USD 1442466.65000000 1.414316488084 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 400000.00000000 PA USD 370491.07000000 0.363260827547 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GR9 10000.00000000 PA USD 10200.38000000 0.010001316577 Long DBT CORP US N 2 2034-08-15 Fixed 5.05000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CPJ4 255000.00000000 PA USD 255916.41000000 0.250922125814 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 110000.00000000 OU Other USD 0.00000000 0.000000 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Performance Leg 2026-05-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 110000.00000000 USD 1.30300000 USD 2026-05-13 XXXX -82.50000000 N N N Evergy Metro Inc. 1128SIJQ26096WL7IO82 30037DAE5 155000.00000000 PA USD 157485.85000000 0.154412467210 Long DBT CORP US N 2 2035-08-15 Fixed 5.12500000 N N N N N N REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA) RRR42I7GG51DB5HDQR14 913366KW9 10000.00000000 PA USD 8805.41000000 0.008633569828 Long DBT MUN US N 2 2053-05-15 Fixed 4.56300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZC5 203357.58000000 PA USD 197387.85000000 0.193535767917 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 4.00000000 N N N N N N FORD CR AUTO OWNER TR 2023-REV N/A 34535CAA4 100000.00000000 PA USD 103552.36000000 0.101531505167 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N San Diego Gas & Electric Company KNIRVXKVNJJ4P8OTMS63 797440BW3 85000.00000000 PA USD 69499.56000000 0.068143255598 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Arizona Public Service Company YG6VT0TPHRH4TFVAQV64 040555DA9 45000.00000000 PA USD 32293.62000000 0.031663400485 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Mississippi Power Company LNZ0J6YZ5SC6ILIRU850 605417BZ6 73000.00000000 PA USD 64127.27000000 0.062875807421 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 158000.00000000 PA USD 118862.79000000 0.116543147612 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMC2 896700.00000000 PA USD 938172.38000000 0.919863669429 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KBQ9 70000.00000000 PA USD 71275.41000000 0.069884449361 Long DBT CORP US N 2 2066-02-15 Fixed 5.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 99.49000000 0.000097548423 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 France (Republic Of) FRTR 5.75 10/25/32 OAT Y Default Event 2030-12-20 0.00000000 USD -444.34000000 USD 75000.00000000 USD 543.83000000 N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 49446RAX7 155000.00000000 PA USD 149371.65000000 0.146456618215 Long DBT CORP US N 2 2028-03-01 Fixed 1.90000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 15135UAX7 25000.00000000 PA USD 18164.28000000 0.017809798720 Long DBT CORP CA N 2 2052-02-15 Fixed 3.75000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAW6 5000.00000000 PA USD 5033.18000000 0.004934956008 Long DBT CORP US N 2 2027-05-14 Fixed 4.25000000 N N N N N N Boeing Co. RVHJWBXLJ1RFUBSY1F30 097023DC6 60000.00000000 PA USD 58270.58000000 0.057133412453 Long DBT CORP US N 2 2031-02-01 Fixed 3.62500000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AX9 75000.00000000 PA USD 74964.91000000 0.073501947681 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N RECTOR AND VISITORS OF THE UNIVERSITY OF VIRGINIA (THE) (VA) 549300H2U5XHL1CLTN62 915217XM0 25000.00000000 PA USD 15983.87000000 0.015671940064 Long DBT MUN US N 2 2051-11-01 Fixed 2.58400000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 47233WBM0 75000.00000000 PA USD 77534.18000000 0.076021077620 Long DBT CORP US N 2 2028-07-21 Fixed 5.87500000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC 549300TPZNMN50BJ3745 161175CP7 250000.00000000 PA USD 265651.86000000 0.260467585637 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 20000.00000000 PA USD 19752.49000000 0.019367014334 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 230000.00000000 PA USD 223467.56000000 0.219106524688 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD 2801.43000000 0.002746759267 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long United States Treasury Notes T 3.625 08/31/30 2026-06-30 988464.24000000 USD 2801.43000000 N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189YAG1 65000.00000000 PA USD 66715.61000000 0.065413635202 Long DBT CORP US N 2 2028-03-01 Fixed 5.25000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYB4 85000.00000000 PA USD 78047.15000000 0.076524036859 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBH0 130000.00000000 PA USD 116902.41000000 0.114621025005 Long DBT CORP US N 2 2031-08-01 Fixed 2.25000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAY6 180000.00000000 PA USD 186895.80000000 0.183248473365 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.75000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AW4 84000.00000000 PA USD 76648.02000000 0.075152211293 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGUK3 175324.15000000 PA USD 165090.66000000 0.161868867101 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 21000.00000000 PA USD 19965.45000000 0.019575818357 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408GK3 48000.00000000 PA USD 53295.56000000 0.052255481434 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AK8 75000.00000000 PA USD 74048.58000000 0.072603500131 Long DBT CORP US N 2 2030-06-15 Fixed 4.10000000 N N N N N N PGIM ETF Trust 549300OXS91LYTDQF355 69344A750 25000.00000000 NS USD 1265875.00000000 1.241171076193 Long EC RF US N 1 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -35000.00000000 OU Other USD -85.19000000 -0.00008352749 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2031-08-13 0.00000000 USD 0.00000000 USD 0.00000000 USD -35000.00000000 USD 3.68500000 USD 2026-08-11 XXXX -85.19000000 N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189YAF3 125000.00000000 PA USD 112701.50000000 0.110502097002 Long DBT CORP US N 2 2030-10-01 Fixed 1.75000000 N N N N N N VICI Properties LP 254900X4QE7SGKQLLN38 925650AC7 35000.00000000 PA USD 35586.17000000 0.034891695401 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XRRC1 261695.94000000 PA USD 246692.55000000 0.241878272161 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAG8 10000.00000000 PA USD 6763.32000000 0.006631331816 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N University of Southern California (The) 0GMCSQ6M60R4T46U5511 914886AC0 10000.00000000 PA USD 8282.45000000 0.008120815546 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST 2026-1 N/A 83408AAA9 200000.00000000 PA USD 200107.52000000 0.196202362755 Long ABS-O CORP US N 2 2035-12-26 Fixed 4.06000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 94973VAY3 70000.00000000 PA USD 63796.54000000 0.062551531714 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 170000.00000000 PA USD 152435.04000000 0.149460225256 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 20000.00000000 PA USD 21030.80000000 0.020620377738 Long DBT CORP US N 2 2029-07-27 Fixed 6.33900000 N N N N N N Aptiv PLC / Aptiv Global Financing DAC N/A 03837AAB6 200000.00000000 PA USD 205155.92000000 0.201152241740 Long DBT CORP JE N 2 2034-09-13 Fixed 5.15000000 N N N N N N 2026-04-23 PGIM ETF Trust Christian J. Kelly Christian J. Kelly Chief Financial Officer