NPORT-P false 0000778207 XXXXXXXX S000007899 C000021443 C000021444 TRANSAMERICA SERIES TRUST 811-04419 0000778207 5493000QR1WGXIM5V222 1801 CALIFORNIA STREET SUITE 5200 DENVER 80202 720-493-4256 Transamerica JPMorgan Tactical Allocation VP S000007899 549300LYI93XXXJI5949 2026-12-31 2026-06-30 N 822187731.33 7661970.18 814525761.15 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 23082150.69000000 EUR JPY USD UST Securities Portfolio VaR Designated Reference Portfolio is the Fund's Securities Portfolio AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 317000.00000000 PA USD 320482.95000000 0.039345956295 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 150000.00000000 PA USD 152000.70000000 0.018661251399 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAF1 294000.00000000 PA USD 297596.72000000 0.036536194948 Long DBT CORP IE N 2 2031-05-15 Fixed 5.32000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CBH0 205000.00000000 PA USD 202407.80000000 0.024849772671 Long DBT CORP US N 2 2032-08-21 Fixed 4.90000000 N N N N N N AMSR Trust N/A 00179UAA6 725000.00000000 PA USD 707697.51000000 0.086884607431 Long ABS-O CORP US N 2 2041-11-17 Fixed 4.15000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 17952.00000000 NS USD 371606.40000000 0.045622424449 Long EC CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RJZ6 230000.00000000 PA USD 176961.27000000 0.021725681180 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 74000.00000000 PA USD 48039.18000000 0.005897809779 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 358000.00000000 PA USD 230532.02000000 0.028302606374 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 354000.00000000 PA USD 226246.43000000 0.027776460953 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 873000.00000000 PA USD 733234.98000000 0.090019863701 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMT6 133000.00000000 PA USD 134827.47000000 0.016552879777 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RND0 465000.00000000 PA USD 436932.30000000 0.053642539111 Long DBT CORP US N 2 2045-11-01 Fixed 5.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNE8 55000.00000000 PA USD 51128.04000000 0.006277031671 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNK4 320000.00000000 PA USD 309267.15000000 0.037968983272 Long DBT CORP US N 2 2056-04-30 Fixed 6.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 7540.00000000 NS USD 1897365.60000000 0.232941140783 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 167000.00000000 PA USD 146815.63000000 0.018024676075 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 490000.00000000 PA USD 431788.95000000 0.053011085786 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 37000.00000000 PA USD 30204.57000000 0.003708239989 Long DBT CORP US N 2 2049-11-21 Fixed 4.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCZ0 442000.00000000 PA USD 399946.62000000 0.049101776650 Long DBT CORP US N 2 2042-10-01 Fixed 4.63000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDX4 51000.00000000 PA USD 49048.21000000 0.006021689225 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAW5 847000.00000000 PA USD 815294.60000000 0.100094390980 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAX3 365000.00000000 PA USD 333637.20000000 0.040960914425 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MBS3 150000.00000000 PA USD 145829.11000000 0.017903560200 Long DBT CORP IE N 2 2035-11-15 Fixed 5.00000000 N N N N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 007903107 3768.00000000 NS USD 2188868.88000000 0.268729239073 Long EC CORP US N 1 N N N AIR CANADA 2015-2AA PTT N/A 009088AA3 504841.90000000 PA USD 497131.60000000 0.061033256860 Long DBT CORP CA N 2 2027-12-15 Fixed 3.75000000 N N N N N N AIRCASTLE / IRELAND DAC N/A 00929JAD8 386000.00000000 PA USD 382467.78000000 0.046955885036 Long DBT CORP BM N 2 2031-05-15 Fixed 5.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAQ6 300000.00000000 PA USD 293127.85000000 0.035987548090 Long DBT CORP NO N 2 2035-10-30 Fixed 5.25000000 N N N N N N ALBERTSONS COS/SAFEWAY 549300YKWOC0AOR16R51 01309QAC2 157000.00000000 PA USD 153403.77000000 0.018833507461 Long DBT CORP US N 2 2031-03-31 Fixed 5.50000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AR0 230000.00000000 PA USD 211857.89000000 0.026009968021 Long DBT US N 2 2031-08-15 Fixed 3.38000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 620000.00000000 PA USD 522137.79000000 0.064103287447 Long DBT US N 2 2032-05-18 Fixed 2.00000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BF5 290000.00000000 PA USD 285127.33000000 0.035005317646 Long DBT US N 2 2036-03-15 Fixed 5.25000000 N N N N N N Allegro MicroSystems Inc 54930004TGPV6DR3LE12 01749D105 5258.00000000 NS USD 366061.96000000 0.044941728974 Long EC CORP US N 1 N N N ALLIANT ENERGY CORP 5493009ML300G373MZ12 018802AF5 130000.00000000 PA USD 128527.72000000 0.015779454270 Long DBT CORP US N 2 2056-04-01 Fixed 5.75000000 N N N N N N Alnylam Pharmaceuticals Inc 529900S3ZI14OWRJII50 02043Q107 1117.00000000 NS USD 336250.51000000 0.041281752651 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 18999.00000000 NS USD 6712916.67000000 0.824150320368 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 5812.00000000 NS USD 2077034.44000000 0.254999232567 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBQ9 235000.00000000 PA USD 232483.73000000 0.028542219422 Long DBT CORP US N 2 2066-02-15 Fixed 5.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 480000.00000000 PA USD 422300.82000000 0.051846220235 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 475000.00000000 PA USD 363366.77000000 0.044610838273 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 21890.00000000 NS USD 5217262.60000000 0.640527635692 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CV6 91000.00000000 PA USD 88494.66000000 0.010864562451 Long DBT CORP US N 2 2035-11-20 Fixed 4.65000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DG8 245000.00000000 PA USD 242532.93000000 0.029775968001 Long DBT CORP US N 2 2046-03-13 Fixed 5.65000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 778000.00000000 PA USD 773036.67000000 0.094906350034 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DK9 135000.00000000 PA USD 134591.95000000 0.016523964792 Long DBT CORP US N 2 2076-03-13 Fixed 6.05000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAG3 180000.00000000 PA USD 181905.72000000 0.022332715388 Long DBT CORP US N 2 2030-03-17 Fixed 5.10000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAH1 285000.00000000 PA USD 290073.64000000 0.035612580207 Long DBT CORP US N 2 2035-03-17 Fixed 5.50000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02344AAK4 322000.00000000 PA USD 316291.65000000 0.038831386935 Long DBT CORP US N 2 2036-03-12 Fixed 5.13000000 N N N N N N AMER AIRLINE 21-1B PTT N/A 02376LAA3 27400.00000000 PA USD 26203.41000000 0.003217014273 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N AMER AIRLINE 16-1 A PTT N/A 02376WAA9 148530.70000000 PA USD 145898.96000000 0.017912135743 Long DBT CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N AMER AIRLINE 26-1A PTT N/A 02379VAA8 140000.00000000 PA USD 138885.35000000 0.017051069054 Long DBT CORP US N 2 2038-11-10 Fixed 5.25000000 N N N N N N AMER AIRLINE 26-1B PTT N/A 02380KAA9 155000.00000000 PA USD 154166.10000000 0.018927099344 Long DBT CORP US N 2 2035-05-10 Fixed 5.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024945AG2 193000.00000000 PA USD 194274.44000000 0.023851233351 Long ABS-O CORP US N 2 2031-08-12 Fixed 5.34000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816109 2247.00000000 NS USD 760047.75000000 0.093311689605 Long EC CORP US N 1 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 000000000 23044.00000000 NS 564730.68000000 0.069332451708 Long EC CORP GB N 2 N N N American Homes 4 Rent 549300ZJUO7A58PNUW40 02665T306 10667.00000000 NS USD 357557.84000000 0.043897671142 Long EC US N 1 N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WGX3 220000.00000000 PA USD 219218.14000000 0.026913591988 Long DBT CORP US N 2 2031-04-10 Fixed 4.90000000 N N N N N N British American Tobacco PLC 213800FKA5MF17RJKT63 000000000 13909.00000000 NS 860730.21000000 0.105672558322 Long EC CORP GB N 2 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCG3 412000.00000000 PA USD 417392.32000000 0.051243599638 Long DBT US N 2 2029-02-15 Fixed 5.20000000 N N N N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 3748.00000000 NS USD 1060609.04000000 0.130211847259 Long EC CORP US N 1 N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAR6 75000.00000000 PA USD 69947.54000000 0.008587517219 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EAT2 57000.00000000 PA USD 51963.04000000 0.006379545310 Long DBT CORP US N 2 2031-03-15 Fixed 2.70000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EBD6 145000.00000000 PA USD 141855.16000000 0.017415675079 Long DBT CORP US N 2 2033-02-13 Fixed 4.60000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073EBE4 234000.00000000 PA USD 227989.23000000 0.027990425947 Long DBT CORP US N 2 2036-02-13 Fixed 4.90000000 N N N N N N AMETEK Inc 549300WZDEF9KKE40E98 031100100 2167.00000000 NS USD 524283.98000000 0.064366776964 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 75000.00000000 PA USD 63723.10000000 0.007823337583 Long DBT CORP US N 2 2051-06-15 Fixed 4.66000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CR9 137000.00000000 PA USD 106814.48000000 0.013113701873 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CU2 586000.00000000 PA USD 543475.87000000 0.066722981140 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DF4 369000.00000000 PA USD 290096.41000000 0.035615375699 Long DBT CORP US N 2 2052-02-22 Fixed 4.20000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DK3 294000.00000000 PA USD 255871.82000000 0.031413594536 Long DBT CORP US N 2 2053-03-01 Fixed 4.88000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 160000.00000000 PA USD 155728.49000000 0.019118915254 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 267000.00000000 PA USD 258909.84000000 0.031786574759 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095101 2143.00000000 NS USD 377853.76000000 0.046389417992 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 1071.00000000 NS USD 425369.07000000 0.052222911820 Long EC CORP US N 1 N N N Andersen Group Inc N/A 033853102 3870.00000000 NS USD 145976.40000000 0.017921643115 Long EC CORP US N 1 N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 200000.00000000 PA USD 183502.01000000 0.022528693228 Long DBT CORP GB N 2 2030-09-10 Fixed 2.63000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BC3 200000.00000000 PA USD 168851.65000000 0.020730056439 Long DBT CORP GB N 2 2052-03-16 Fixed 4.75000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BE9 215000.00000000 PA USD 221770.63000000 0.027226963292 Long DBT CORP GB N 2 2034-04-05 Fixed 5.75000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BH2 775000.00000000 PA USD 768897.10000000 0.094398131609 Long DBT CORP GB N 2 2033-03-21 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AG5 460000.00000000 PA USD 433877.31000000 0.053267475467 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 303000.00000000 PA USD 305154.94000000 0.037464123856 Long DBT CORP US N 2 2030-03-01 Fixed 5.38000000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAU0 340000.00000000 PA USD 334640.38000000 0.041084075662 Long DBT CORP US N 2 2036-02-01 Fixed 5.40000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AL7 160000.00000000 PA USD 151417.60000000 0.018589663730 Long DBT CORP US N 2 2029-09-15 Fixed 2.88000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AX1 133000.00000000 PA USD 136396.53000000 0.016745514568 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 19894.00000000 NS USD 5756527.84000000 0.706733674312 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DQ0 200000.00000000 PA USD 130267.95000000 0.015993103743 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N AppLovin Corp 549300LLVXMUAOL3SQ07 03831W108 968.00000000 NS USD 498742.64000000 0.061231045571 Long EC CORP US N 1 N N N Aqua Finance Trust N/A 03837GAA5 242883.07000000 PA USD 241449.02000000 0.029642895475 Long ABS-O CORP US N 2 2051-05-17 Fixed 4.79000000 N N N N N N Aqua Finance Trust N/A 038394AA0 287694.16000000 PA USD 288051.25000000 0.035364289717 Long ABS-O CORP US N 2 2050-12-19 Fixed 5.25000000 N N N N N N ARCH CAPITAL GROUP LTD 549300AYR4P8AFKDCE43 03939AAC1 295000.00000000 PA USD 297686.27000000 0.036547189075 Long DBT CORP BM N 2 2056-06-15 Fixed 5.95000000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413205 1067.00000000 NS USD 181261.96000000 0.022253680441 Long EC CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 000000000 22782.00000000 NS 616083.34000000 0.075637060162 Long EC CORP GB N 2 N N N Astera Labs Inc 529900LJL8TUEGF7HG20 04626A103 437.00000000 NS USD 211079.74000000 0.025914433903 Long EC CORP US N 1 N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 705000.00000000 PA USD 698644.65000000 0.085773180336 Long DBT CORP US N 2 2030-07-17 Fixed 5.03000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4S7 236000.00000000 PA USD 232292.69000000 0.028518765283 Long DBT CORP US N 2 2035-08-22 Fixed 5.54000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 331.00000000 NS USD 1057856.14000000 0.129873871454 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 1075.00000000 NS USD 202841.75000000 0.024903049071 Long EC US N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAS0 348000.00000000 PA USD 356940.96000000 0.043821936275 Long DBT CORP KY N 2 2028-05-04 Fixed 6.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAV3 195000.00000000 PA USD 199374.93000000 0.024477424718 Long DBT CORP KY N 2 2029-11-15 Fixed 5.75000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAX9 839000.00000000 PA USD 841732.21000000 0.103340158181 Long DBT CORP KY N 2 2030-01-15 Fixed 5.15000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAZ4 445000.00000000 PA USD 449420.49000000 0.055175724505 Long DBT CORP KY N 2 2030-05-30 Fixed 5.38000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABA8 295000.00000000 PA USD 292417.46000000 0.035900332923 Long DBT CORP KY N 2 2030-10-10 Fixed 4.90000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABC4 140000.00000000 PA USD 136618.65000000 0.016772784424 Long DBT CORP KY N 2 2032-10-15 Fixed 4.95000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABD2 220000.00000000 PA USD 216084.88000000 0.026528919072 Long DBT CORP KY N 2 2031-01-30 Fixed 4.70000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABF7 249000.00000000 PA USD 241028.36000000 0.029591250700 Long DBT CORP KY N 2 2033-04-01 Fixed 4.85000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AN5 152000.00000000 PA USD 150356.65000000 0.018459410023 Long DBT CORP US N 2 2029-02-15 Fixed 4.57000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 415000.00000000 PA USD 462254.40000000 0.056751354229 Long DBT CORP US N 2 2043-08-02 Fixed 7.08000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBF1 300000.00000000 PA USD 247310.48000000 0.030362511757 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBT1 377000.00000000 PA USD 303750.67000000 0.037291720469 Long DBT CORP US N 2 2040-09-25 Fixed 3.73000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 40000.00000000 PA USD 41666.89000000 0.005115478476 Long DBT CORP US N 2 2031-02-20 Fixed 5.83000000 N N N N N N BJ's Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 05550J101 3998.00000000 NS USD 348705.56000000 0.042810869420 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AM34 285000.00000000 PA USD 298546.86000000 0.036652844420 Long DBT CORP FR N 2 2029-08-16 Fixed 7.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAZ8 250000.00000000 PA USD 256840.19000000 0.031532482120 Long DBT CORP FR N 2 2031-01-14 Fixed 5.88000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABE4 345000.00000000 PA USD 340054.12000000 0.041748724990 Long DBT CORP FR N 2 2032-01-13 Fixed 4.76000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABF1 270000.00000000 PA USD 264490.84000000 0.032471758735 Long DBT CORP FR N 2 2037-01-13 Fixed 5.42000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABH7 267000.00000000 PA USD 266557.85000000 0.032725527259 Long DBT CORP FR N 2 2032-06-02 Fixed 5.18000000 N N N N N N BWX Technologies Inc 549300NP85N265KWMS58 05605H100 2055.00000000 NS USD 400005.75000000 0.049109036089 Long EC CORP US N 1 N N N Baker Hughes Co N/A 05722G100 8907.00000000 NS USD 494338.50000000 0.060690345668 Long EC CORP US N 1 N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAP4 210000.00000000 PA USD 205400.92000000 0.025217240484 Long DBT CORP US N 2 2036-06-15 Fixed 5.00000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAQ2 505000.00000000 PA USD 498875.88000000 0.061247403556 Long DBT CORP US N 2 2056-06-15 Fixed 5.85000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAU5 200000.00000000 PA USD 194577.72000000 0.023888467287 Long DBT CORP ES N 2 2036-03-03 Fixed 5.13000000 N N N N N N BANCO NACIONAL DE PANAMA 529900H2Q7WMDKKIW109 059626AC5 300000.00000000 PA USD 268055.46000000 0.032909390075 Long DBT CORP PA N 2 2030-08-11 Fixed 2.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAN5 600000.00000000 PA USD 596590.78000000 0.073243942482 Long DBT CORP ES N 2 2027-09-14 Fixed 1.72000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAQ2 400000.00000000 PA USD 471441.20000000 0.057879225248 Long DBT CORP ES N 2 2033-05-21 Fixed 9.63000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAV1 200000.00000000 PA USD 198863.12000000 0.024414589382 Long DBT CORP ES N 2 2031-04-15 Fixed 4.87000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAX7 800000.00000000 PA USD 796411.61000000 0.097776110712 Long DBT CORP ES N 2 2029-04-15 Fixed 4.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 23156.00000000 NS USD 1319428.88000000 0.161987372644 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GR9 320000.00000000 PA USD 315159.09000000 0.038692341609 Long DBT CORP US N 2 2037-02-06 Fixed 5.05000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 1127000.00000000 PA USD 1108161.65000000 0.136049920439 Long DBT CORP US N 2 2028-12-20 Fixed 3.42000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHQ5 608000.00000000 PA USD 596551.22000000 0.073239085668 Long DBT CORP US N 2 2030-02-07 Fixed 3.97000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHX0 1159000.00000000 PA USD 1093282.12000000 0.134223148259 Long DBT CORP US N 2 2030-10-22 Fixed 2.88000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 228000.00000000 PA USD 203353.49000000 0.024965875813 Long DBT CORP US N 2 2031-07-23 Fixed 1.90000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 228000.00000000 PA USD 202309.87000000 0.024837749724 Long DBT CORP US N 2 2031-10-24 Fixed 1.92000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 470000.00000000 PA USD 425733.08000000 0.052267601628 Long DBT CORP US N 2 2032-04-22 Fixed 2.69000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 439000.00000000 PA USD 407976.24000000 0.050087579725 Long DBT CORP US N 2 2037-03-08 Fixed 3.85000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLG2 744000.00000000 PA USD 750944.57000000 0.092194084683 Long DBT CORP US N 2 2029-04-25 Fixed 5.20000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 351000.00000000 PA USD 355676.90000000 0.043666746586 Long DBT CORP US N 2 2034-04-25 Fixed 5.29000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 719000.00000000 PA USD 735770.32000000 0.090331129485 Long DBT CORP US N 2 2029-09-15 Fixed 5.82000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMD8 250000.00000000 PA USD 251155.83000000 0.030834608551 Long DBT CORP US N 2 2035-10-25 Fixed 5.52000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GNA3 1520000.00000000 PA USD 1507219.84000000 0.185042623805 Long DBT CORP US N 2 2032-04-23 Fixed 4.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAK9 316000.00000000 PA USD 319796.42000000 0.039261670441 Long DBT CORP US N 2 2030-07-26 Fixed 6.25000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAD1 435000.00000000 PA USD 444128.31000000 0.054525999198 Long DBT CORP IE N 2 2030-03-20 Fixed 5.60000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDJ1 200000.00000000 PA USD 195357.21000000 0.023984165918 Long DBT CORP GB N 2 2032-02-24 Fixed 4.52000000 N N N N N N Rio Tinto PLC 213800YOEO5OQ72G2R82 000000000 10614.00000000 NS 1004134.94000000 0.123278475389 Long EC CORP GB N 2 N N N BEIGNET INVESTOR LLC N/A 076912AA2 446000.00000000 PA USD 454988.15000000 0.055859270719 Long DBT CORP US N 2 2049-05-30 Fixed 6.58000000 N N N N N N SSE PLC 549300KI75VYLLMSK856 000000000 10445.00000000 NS 336982.10000000 0.041371570559 Long EC CORP GB N 2 N N N BERKSHIRE HATHAWAY ENERG 549300JD0S5IZJE9LY15 084659BF7 54000.00000000 PA USD 45024.62000000 0.005527709760 Long DBT CORP US N 2 2053-05-01 Fixed 4.60000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664DB4 56000.00000000 PA USD 42372.16000000 0.005202065056 Long DBT CORP US N 2 2052-03-15 Fixed 3.85000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 2940.00000000 NS USD 1471146.60000000 0.180613882355 Long EC CORP US N 1 N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576BAB8 279000.00000000 PA USD 289300.86000000 0.035517705369 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 4886.00000000 NS USD 370749.68000000 0.045517244227 Long EC CORP US N 1 N N N BIMBO BAKERIES USA INC 549300HOXXHHT7926W92 09031WAC7 219000.00000000 PA USD 224775.91000000 0.027595923999 Long DBT CORP US N 2 2029-01-15 Fixed 6.05000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAD5 100000.00000000 PA USD 92601.84000000 0.011368804329 Long DBT CORP US N 2 2045-09-15 Fixed 5.20000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAK9 81000.00000000 PA USD 53325.06000000 0.006546761630 Long DBT CORP US N 2 2051-02-15 Fixed 3.25000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAL7 20000.00000000 PA USD 20843.32000000 0.002558951600 Long DBT CORP US N 2 2035-05-15 Fixed 5.75000000 N N N N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 09062XAM5 665000.00000000 PA USD 710915.87000000 0.087279728144 Long DBT CORP US N 2 2055-05-15 Fixed 6.45000000 N N N N N N Bloom Energy Corp 549300XB5J9BFW5JXV97 093712107 1129.00000000 NS USD 341748.30000000 0.041956720867 Long EC CORP US N 1 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W3C6 305000.00000000 PA USD 305260.26000000 0.037477054079 Long DBT CORP FR N 2 2029-05-09 Fixed 4.79000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 250000.00000000 PA USD 178479.78000000 0.021912109906 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 327000.00000000 PA USD 323064.78000000 0.039662929695 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DU6 136000.00000000 PA USD 154665.07000000 0.018988358303 Long DBT CORP US N 2 2064-05-01 Fixed 7.01000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 6183.00000000 NS USD 1102057.92000000 0.135300560468 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 000000000 5679.00000000 NS 1060293.13000000 0.130173062728 Long EC CORP GB N 2 N N N Booz Allen Hamilton Holding Corp 529900JPV47PIUWMA015 099502106 3505.00000000 NS USD 212648.35000000 0.026107013447 Long EC CORP US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 2990.00000000 NS USD 127613.20000000 0.015667177895 Long EC CORP US N 1 N N N BOSTON UNIVERSITY 549300M1CR2B2GU2ZU17 10115CAB0 282000.00000000 PA USD 183971.60000000 0.022586345180 Long DBT CORP US N 2 2050-10-01 Fixed 3.17000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 107927AE5 136000.00000000 PA USD 134362.06000000 0.016495741007 Long ABS-O CORP US N 2 2031-11-17 Fixed 4.44000000 N N N N N N Bridge Trust N/A 10807GAB4 403900.58000000 PA USD 380386.82000000 0.046700403859 Long ABS-O CORP US N 2 2042-09-17 Fixed 4.20000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807UAE7 124000.00000000 PA USD 123644.63000000 0.015179953280 Long ABS-O CORP US N 2 2031-08-15 Fixed 4.80000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 8073.00000000 NS USD 465166.26000000 0.057108845685 Long EC CORP US N 1 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DR6 51000.00000000 PA USD 35768.98000000 0.004391387198 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DW5 99000.00000000 PA USD 72560.18000000 0.008908273189 Long DBT CORP US N 2 2052-03-15 Fixed 3.70000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122EK0 92000.00000000 PA USD 89844.82000000 0.011030322708 Long DBT CORP US N 2 2054-02-22 Fixed 5.55000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAM5 115000.00000000 PA USD 117320.79000000 0.014403570224 Long DBT US N 2 2034-02-15 Fixed 5.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAP8 210000.00000000 PA USD 206589.90000000 0.025363212540 Long DBT US N 2 2033-02-15 Fixed 4.85000000 N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 10401.00000000 NS USD 3928977.75000000 0.482363841317 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 134000.00000000 PA USD 113827.72000000 0.013974723136 Long DBT CORP US N 2 2035-11-15 Fixed 3.14000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 83000.00000000 PA USD 81880.62000000 0.010052551301 Long DBT CORP US N 2 2032-02-15 Fixed 4.55000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCM1 41000.00000000 PA USD 41137.82000000 0.005050524116 Long DBT CORP US N 2 2035-07-15 Fixed 5.20000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCT6 153000.00000000 PA USD 137392.47000000 0.016867786944 Long DBT CORP US N 2 2034-04-15 Fixed 3.47000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 573000.00000000 PA USD 522338.86000000 0.064127972976 Long DBT CORP US N 2 2033-04-15 Fixed 3.42000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 254000.00000000 PA USD 246493.54000000 0.030262215359 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BF6 130000.00000000 PA USD 125501.26000000 0.015407893278 Long DBT CORP US N 2 2034-09-17 Fixed 4.65000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BS8 232000.00000000 PA USD 229315.69000000 0.028153276536 Long DBT CORP US N 2 2033-03-19 Fixed 4.80000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BT6 560000.00000000 PA USD 556236.69000000 0.068289637545 Long DBT CORP US N 2 2036-03-19 Fixed 5.15000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAK7 46000.00000000 PA USD 40557.07000000 0.004979224959 Long DBT CORP US N 2 2042-09-01 Fixed 4.38000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAW1 46000.00000000 PA USD 38184.32000000 0.004687920483 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAZ4 222000.00000000 PA USD 175247.59000000 0.021515291272 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N Burlington Stores Inc 5299003Z37DVGKKC1W09 122017106 912.00000000 NS USD 288921.60000000 0.035471143305 Long EC CORP US N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 240000.00000000 PA USD 216139.70000000 0.026535649369 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCU5 500000.00000000 PA USD 490342.93000000 0.060199806241 Long DBT CORP US N 2 2033-02-01 Fixed 7.00000000 N N N N N N CBRE Group Inc 52990016II9MJ2OSWA10 12504L109 3407.00000000 NS USD 458888.83000000 0.056338160422 Long EC CORP US N 1 N N N CDW Corp/DE 9845001B052ABF0B6755 12514G108 2686.00000000 NS USD 377759.04000000 0.046377789140 Long EC CORP US N 1 N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 26000.00000000 PA USD 23415.88000000 0.002874786914 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 2503.00000000 NS USD 690027.04000000 0.084715189244 Long EC CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BV1 169000.00000000 PA USD 156790.65000000 0.019249317514 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N COOPR Residential Mortgage Trust N/A 12596SAA1 320471.94000000 PA USD 321301.71000000 0.039446476136 Long ABS-MBS CORP US N 2 2060-05-25 Variable 5.65000000 N N N N N N CPS Auto Trust N/A 12630SAC5 390000.00000000 PA USD 391390.19000000 0.048051296676 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.12000000 N N N N N N COOF Securitization Trust 549300C0HON63G54TG44 12631UAA3 24707.30000000 PA USD 1528.11000000 0.000187607325 Long ABS-O USGA US N 2 2040-06-25 Variable 2.95000000 N N N N N N CRH AMERICA FINANCE INC 549300WEVUODRJ4CWK56 12636YAH5 95000.00000000 PA USD 93544.40000000 0.011484523198 Long DBT CORP US N 2 2031-02-09 Fixed 4.40000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DK3 145000.00000000 PA USD 123640.23000000 0.015179413088 Long DBT CORP US N 2 2040-04-01 Fixed 4.13000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DZ0 370000.00000000 PA USD 361658.19000000 0.044401074496 Long DBT CORP US N 2 2053-06-01 Fixed 5.88000000 N N N N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 12713UAA4 176000.00000000 PA USD 173418.33000000 0.021290711512 Long DBT US N 2 2030-10-15 Fixed 4.50000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAB0 395000.00000000 PA USD 396655.61000000 0.048697736636 Long DBT CORP ES N 2 2027-09-13 Fixed 6.68000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 245000.00000000 PA USD 267193.73000000 0.032803594771 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAM6 200000.00000000 PA USD 201941.45000000 0.024792518497 Long DBT CORP ES N 2 2036-07-03 Fixed 5.58000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAN4 695000.00000000 PA USD 689329.72000000 0.084629578692 Long DBT CORP ES N 2 2032-04-22 Fixed 4.82000000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAP9 215000.00000000 PA USD 212871.72000000 0.026134436767 Long DBT CORP ES N 2 2037-04-22 Fixed 5.40000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13645RBH6 536000.00000000 PA USD 350003.95000000 0.042970273832 Long DBT CORP CA N 2 2051-12-02 Fixed 3.10000000 N N N N N N CANADIAN PACIFIC RAILWAY 54930036474DURYNB481 13648TAF4 261000.00000000 PA USD 228942.07000000 0.028107406901 Long DBT CORP CA N 2 2048-05-01 Fixed 4.70000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H105 5451.00000000 NS USD 1093579.62000000 0.134259672580 Long EC CORP US N 1 N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NGH8 904000.00000000 PA USD 886511.67000000 0.108837769446 Long ABS-O CORP US N 2 2037-10-15 Fixed 4.65000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339100 622.00000000 NS USD 225630.50000000 0.027700842718 Long EC CORP US N 1 N N N Carpenter Technology Corp DX6I6ZD3X5WNNCDJKP85 144285103 486.00000000 NS USD 299784.24000000 0.036804758584 Long EC CORP US N 1 N N N Carvana Co 5493003WEAK2PJ5WS063 146869102 3251.00000000 NS USD 213980.82000000 0.026270601889 Long EC CORP US N 1 N N N Casey's General Stores Inc 549300CAFWSI86V66Q65 147528103 539.00000000 NS USD 428391.81000000 0.052594016105 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 221.00000000 NS USD 235342.90000000 0.028893242083 Long EC CORP US N 1 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 300000.00000000 PA USD 315529.80000000 0.038737853981 Long DBT CORP US N 2 2032-07-15 Fixed 7.38000000 N N N N N N Cerebras Systems Inc N/A 15675D103 2074.00000000 NS USD 458354.00000000 0.056272498902 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 226000.00000000 PA USD 207182.20000000 0.025435929700 Long DBT CORP US N 2 2045-10-23 Fixed 6.48000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CD4 74000.00000000 PA USD 68946.50000000 0.008464618712 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CP7 426000.00000000 PA USD 437082.92000000 0.053661030853 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CR3 280000.00000000 PA USD 285839.28000000 0.035092724335 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAG6 240000.00000000 PA USD 238401.36000000 0.029268731741 Long DBT CORP US N 2 2029-10-01 Fixed 4.50000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAK7 155000.00000000 PA USD 149118.27000000 0.018307373089 Long DBT CORP US N 2 2031-03-01 Fixed 4.00000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 404000.00000000 PA USD 370252.84000000 0.045456246770 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAS0 316000.00000000 PA USD 325731.40000000 0.039990312834 Long DBT CORP US N 2 2034-08-15 Fixed 5.75000000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 315000.00000000 PA USD 314244.55000000 0.038580062778 Long DBT CORP US N 2 2028-10-15 Fixed 4.63000000 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 219000.00000000 PA USD 211763.66000000 0.025998399326 Long DBT CORP US N 2 2029-11-15 Fixed 3.70000000 N N N N N N Chevron Corp N/A 166764100 3121.00000000 NS USD 517336.96000000 0.063513885585 Long EC CORP US N 1 N N N Ciena Corp W0CZ7N0GH8UIGXDM1H41 171779309 814.00000000 NS USD 399315.84000000 0.049024335269 Long EC CORP US N 1 N N N Cisco Systems Inc 549300LKFJ962MZ46593 17275R102 1461.00000000 NS USD 171609.06000000 0.021068585941 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LS8 447000.00000000 PA USD 440951.16000000 0.054135937871 Long DBT CORP US N 2 2028-10-27 Fixed 3.52000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 239000.00000000 PA USD 243600.10000000 0.029906985342 Long DBT CORP US N 2 2035-02-13 Fixed 5.83000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PK1 209000.00000000 PA USD 213824.68000000 0.026251432452 Long DBT CORP US N 2 2029-08-15 Fixed 7.13000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PR6 510000.00000000 PA USD 517119.09000000 0.063487137505 Long DBT CORP US N 2 2030-02-15 Fixed 6.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 1000000.00000000 PA USD 1003308.98000000 0.123177071598 Long DBT CORP US N 2 2031-05-07 Fixed 4.95000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QF1 274000.00000000 PA USD 270433.01000000 0.033201283851 Long DBT CORP US N 2 2031-09-11 Fixed 4.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 257000.00000000 PA USD 255567.84000000 0.031376274660 Long DBT CORP US N 2 2036-09-11 Fixed 5.17000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17308CC53 549000.00000000 PA USD 518399.32000000 0.063644312399 Long DBT CORP US N 2 2030-11-05 Fixed 2.98000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 17325FBV9 700000.00000000 PA USD 699500.78000000 0.085878288123 Long DBT CORP US N 2 2032-06-18 Fixed 4.85000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAV5 315000.00000000 PA USD 322252.88000000 0.039563252062 Long DBT CORP US N 2 2030-02-15 Fixed 6.95000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 830000.00000000 PA USD 835986.66000000 0.102634772265 Long DBT CORP US N 2 2036-03-27 Fixed 5.33000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 267000.00000000 PA USD 273439.51000000 0.033570394337 Long DBT CORP US N 2 2030-08-15 Fixed 6.88000000 N N N N N N Cloudflare Inc 5493007DY18BGNLDWU14 18915M107 765.00000000 NS USD 187639.20000000 0.023036619460 Long EC CORP US N 1 N N N COLONIAL ENTERPRISES INC N/A 19565CAB6 240000.00000000 PA USD 239897.72000000 0.029452441094 Long DBT CORP US N 2 2035-11-15 Fixed 5.63000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAC1 145000.00000000 PA USD 148062.37000000 0.018177739374 Long DBT CORP US N 2 2034-01-15 Fixed 5.68000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAD9 35000.00000000 PA USD 35033.45000000 0.004301085572 Long DBT CORP US N 2 2031-10-01 Fixed 5.10000000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A 19828AAF4 365000.00000000 PA USD 360957.45000000 0.044315044068 Long DBT CORP US N 2 2032-11-17 Fixed 5.00000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828BAA3 55000.00000000 PA USD 55221.10000000 0.006779540026 Long DBT CORP US N 2 2036-05-15 Fixed 5.51000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 129000.00000000 PA USD 133973.61000000 0.016448050680 Long DBT CORP US N 2 2030-08-15 Fixed 5.93000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 422000.00000000 PA USD 443045.03000000 0.054393004019 Long DBT CORP US N 2 2033-11-15 Fixed 6.04000000 N N N N N N Columbia Sportswear Co 549300OTMCIEUXAH5Z60 198516106 5400.00000000 NS USD 333828.00000000 0.040984339099 Long EC CORP US N 1 N N N Comfort Systems USA Inc 5299009DT1ZA5HTU6R38 199908104 372.00000000 NS USD 737285.40000000 0.090517137107 Long EC CORP US N 1 N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDH1 178000.00000000 PA USD 142271.03000000 0.017466731782 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 884000.00000000 PA USD 501000.44000000 0.061508237540 Long DBT CORP US N 2 2051-11-01 Fixed 2.89000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 273000.00000000 PA USD 147853.66000000 0.018152115875 Long DBT CORP US N 2 2056-11-01 Fixed 2.94000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NES6 122000.00000000 PA USD 117216.50000000 0.014390766454 Long DBT CORP US N 2 2037-01-15 Fixed 5.17000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754YAB7 187052.81000000 PA USD 186955.67000000 0.022952701917 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 4.58000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 4408.00000000 NS USD 458255.68000000 0.056260428074 Long EC CORP US N 1 N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBH8 213000.00000000 PA USD 206716.22000000 0.025378720951 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AG5 365000.00000000 PA USD 362896.73000000 0.044553131074 Long DBT CORP US N 2 2029-02-01 Fixed 4.63000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AJ9 105000.00000000 PA USD 104970.88000000 0.012887361579 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518CU8 224000.00000000 PA USD 182795.03000000 0.022441896710 Long DBT CORP US N 2 2043-05-15 Fixed 3.95000000 N N N N N N COOPR Residential Mortgage Trust N/A 216926AA3 573481.11000000 PA USD 566358.30000000 0.069532275959 Long ABS-MBS CORP US N 2 2060-09-25 Variable 4.84000000 N N N N N N Colony American Finance Ltd N/A 21872NAA8 22809.49000000 PA USD 22769.24000000 0.002795398388 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.71000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 21987BBM9 280000.00000000 PA USD 301450.80000000 0.037009363531 Long DBT CORP CL N 2 2055-01-13 Fixed 6.78000000 N N N N N N Corpay Inc 549300DG6RR0NQSFLN74 219948106 1682.00000000 NS USD 560560.14000000 0.068820431070 Long EC CORP US N 1 N N N COPT DEFENSE PROP LP H0TWO5VRNEP6CQAWPX27 22003BAM8 316000.00000000 PA USD 286620.32000000 0.035188613260 Long DBT US N 2 2031-04-15 Fixed 2.75000000 N N N N N N CoStar Group Inc 984500Q1D53D08E2E698 22160N109 5116.00000000 NS USD 144885.12000000 0.017787665769 Long EC CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 224940AC0 195000.00000000 PA USD 193635.76000000 0.023772822080 Long ABS-O CORP US N 2 2036-01-15 Fixed 4.87000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAT4 805000.00000000 PA USD 792320.20000000 0.097273804929 Long DBT CORP FR N 2 2032-01-12 Fixed 4.66000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22536KAE2 760000.00000000 PA USD 762902.36000000 0.093662152431 Long ABS-O CORP US N 2 2035-07-16 Fixed 5.71000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AR9 1149000.00000000 PA USD 1158069.76000000 0.142177180297 Long DBT CORP US N 2 2029-02-01 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 226373AT5 189000.00000000 PA USD 194648.94000000 0.023897211025 Long DBT CORP US N 2 2031-02-01 Fixed 7.38000000 N N N N N N Crowdstrike Holdings Inc 549300YBY08K9KM4HX32 22788C105 1096.00000000 NS USD 836401.44000000 0.102685695148 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 480000.00000000 PA USD 427508.97000000 0.052485629109 Long DBT US N 2 2031-01-15 Fixed 2.25000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAW1 365000.00000000 PA USD 321010.96000000 0.039410780519 Long DBT US N 2 2031-04-01 Fixed 2.10000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBD2 404000.00000000 PA USD 412995.08000000 0.050703746854 Long DBT US N 2 2029-06-01 Fixed 5.60000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BN6 650000.00000000 PA USD 659359.00000000 0.080950048660 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N DT MIDSTREAM INC N/A 23345MAA5 159000.00000000 PA USD 155822.88000000 0.019130503592 Long DBT CORP US N 2 2029-06-15 Fixed 4.13000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 200000.00000000 PA USD 204577.76000000 0.025116180452 Long DBT CORP DK N 2 2030-03-01 Fixed 5.71000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194105 1091.00000000 NS USD 224756.91000000 0.027593591353 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 645.00000000 NS USD 409142.85000000 0.050230805398 Long EC CORP US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 460000.00000000 PA USD 456156.73000000 0.056002738250 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 350000.00000000 PA USD 377820.75000000 0.046385365327 Long DBT CORP DE N 2 2034-02-10 Fixed 7.08000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526DD8 150000.00000000 PA USD 147514.16000000 0.018110435180 Long DBT CORP DE N 2 2031-12-10 Fixed 4.47000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 460000.00000000 PA USD 460376.62000000 0.056520817628 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAR8 150000.00000000 PA USD 147834.21000000 0.018149727982 Long DBT CORP DE N 2 2032-02-06 Fixed 4.73000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAS6 530000.00000000 PA USD 528694.94000000 0.064908314164 Long DBT CORP DE N 2 2032-04-14 Fixed 5.06000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBM4 213000.00000000 PA USD 213834.42000000 0.026252628240 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 215000.00000000 PA USD 209021.04000000 0.025661685605 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N DigitalOcean Holdings Inc 549300EPISPY3RE3DL21 25402D102 3371.00000000 NS USD 529348.13000000 0.064988506840 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 14163.00000000 NS USD 1363188.75000000 0.167359808003 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UBM0 299000.00000000 PA USD 275512.55000000 0.033824903169 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDK2 305000.00000000 PA USD 232007.26000000 0.028483722807 Long DBT CORP US N 2 2041-04-15 Fixed 3.30000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDZ9 526000.00000000 PA USD 528328.60000000 0.064863338300 Long DBT CORP US N 2 2056-02-15 Fixed 6.00000000 N N N N N N DoorDash Inc 549300NUQ43FGGSK5051 25809K105 2665.00000000 NS USD 491772.45000000 0.060375309591 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 260003108 5143.00000000 NS USD 1153472.04000000 0.141612714418 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CG6 310000.00000000 PA USD 250001.30000000 0.030692865950 Long DBT CORP US N 2 2042-11-15 Fixed 4.38000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DM2 360000.00000000 PA USD 334482.89000000 0.041064740485 Long DBT CORP US N 2 2055-03-15 Fixed 5.95000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAE0 397000.00000000 PA USD 392390.08000000 0.048174053997 Long DBT CORP US N 2 2038-11-15 Fixed 5.32000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 24000.00000000 PA USD 22630.27000000 0.002778336926 Long DBT CORP US N 2 2048-11-15 Fixed 5.42000000 N N N N N N EIDP INC GLU7INWNWH88J9XBXD45 263534CS6 200000.00000000 PA USD 202323.57000000 0.024839431685 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CCK9 168000.00000000 PA USD 161619.95000000 0.019842214661 Long DBT CORP US N 2 2055-09-15 Fixed 5.70000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 159000.00000000 PA USD 131880.95000000 0.016191133085 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAM2 510000.00000000 PA USD 514698.22000000 0.063189925297 Long DBT CORP US N 2 2035-06-15 Fixed 5.30000000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 26442UAM6 230000.00000000 PA USD 143613.16000000 0.017631506190 Long DBT CORP US N 2 2051-08-15 Fixed 2.90000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAC0 181000.00000000 PA USD 111218.66000000 0.013654406687 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 227000.00000000 PA USD 213159.63000000 0.026169783715 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N DUQUESNE LIGHT HOLDINGS 4CUJ1D8WDXK9X7QI6B93 266233AG0 336000.00000000 PA USD 332129.87000000 0.040775858277 Long DBT CORP US N 2 2027-08-01 Fixed 3.62000000 N N N N N N elf Beauty Inc 549300U2K9TCON25C029 26856L103 4908.00000000 NS USD 363192.00000000 0.044589381616 Long EC CORP US N 1 N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAC2 405000.00000000 PA USD 397637.78000000 0.048818318457 Long DBT CORP IT N 2 2040-10-01 Fixed 5.70000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAW8 285000.00000000 PA USD 280276.06000000 0.034409723224 Long DBT CORP IT N 2 2036-05-18 Fixed 5.25000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAY4 600000.00000000 PA USD 592227.15000000 0.072708216025 Long DBT CORP IT N 2 2056-05-18 Fixed 6.00000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 6838.00000000 NS USD 887093.74000000 0.108909230660 Long EC CORP US N 1 N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884L109 2836.00000000 NS USD 150790.12000000 0.018512627493 Long EC CORP US N 1 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBD0 382000.00000000 PA USD 378413.76000000 0.046458169655 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N EATON CORP 0NZWDMRCE180888QQE14 278062AE4 315000.00000000 PA USD 270943.09000000 0.033263906793 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 1208.00000000 NS USD 336560.88000000 0.041319857032 Long EC CORP US N 1 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BB2 134000.00000000 PA USD 132174.07000000 0.016227119669 Long DBT CORP US N 2 2032-03-15 Fixed 5.25000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BE6 80000.00000000 PA USD 80083.22000000 0.009831883019 Long DBT CORP US N 2 2028-05-05 Fixed 5.00000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 3338.00000000 NS USD 301955.48000000 0.037071323511 Long EC CORP US N 1 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 285039AQ6 160000.00000000 PA USD 157841.42000000 0.019378321414 Long DBT CORP FR N 2 2056-04-22 Fixed 6.13000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAG8 320000.00000000 PA USD 326738.20000000 0.040113918501 Long DBT CORP FR N 2 2055-01-13 Fixed 6.38000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 3542.00000000 NS USD 507037.30000000 0.062249387825 Long EC CORP US N 1 N N N EMERA US FINANCE LP N/A 29103DAM8 129000.00000000 PA USD 109938.98000000 0.013497299317 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N EMERA US FINANCE LP N/A 29103DAT3 416000.00000000 PA USD 373716.14000000 0.045881438970 Long DBT CORP US N 2 2031-06-15 Fixed 2.64000000 N N N N N N EMERA US FINANCE LLC N/A 29103HAD9 475000.00000000 PA USD 472981.56000000 0.058068336516 Long DBT CORP US N 2 2033-04-01 Fixed 5.20000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 292505AG9 51000.00000000 PA USD 53709.63000000 0.006593975606 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBS3 214000.00000000 PA USD 225903.75000000 0.027734389846 Long DBT CORP CA N 2 2084-01-15 Fixed 8.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 76000.00000000 PA USD 82228.99000000 0.010095320973 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAW0 95000.00000000 PA USD 90928.78000000 0.011163401372 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 199000.00000000 PA USD 203094.84000000 0.024934121139 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBF6 230000.00000000 PA USD 227424.72000000 0.027921120589 Long DBT CORP US N 2 2055-04-01 Fixed 6.20000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBG4 528000.00000000 PA USD 532415.14000000 0.065365046189 Long DBT CORP US N 2 2056-02-15 Fixed 6.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBL3 215000.00000000 PA USD 215714.77000000 0.026483480362 Long DBT CORP US N 2 2056-01-15 Fixed 6.30000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 200000.00000000 PA USD 196234.66000000 0.024091891178 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAN8 200000.00000000 PA USD 190374.59000000 0.023372445548 Long DBT CORP NL N 2 2028-07-12 Fixed 2.13000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAP3 490000.00000000 PA USD 436447.69000000 0.053583043142 Long DBT CORP NL N 2 2031-07-12 Fixed 2.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 355000.00000000 PA USD 359254.72000000 0.044105998500 Long DBT CORP NL N 2 2029-06-26 Fixed 5.13000000 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 29286DAA3 240000.00000000 PA USD 243462.43000000 0.029890083483 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Entegris Inc IYX6OWO7BT5DKO3BYG52 29362U104 2379.00000000 NS USD 427886.94000000 0.052532032798 Long EC CORP US N 1 N N N ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 29364DAT7 51000.00000000 PA USD 45558.97000000 0.005593312350 Long DBT CORP US N 2 2044-12-15 Fixed 4.95000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAQ6 558000.00000000 PA USD 576921.78000000 0.070829163117 Long DBT CORP US N 2 2054-12-01 Fixed 7.13000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAR4 325000.00000000 PA USD 325051.03000000 0.039906783247 Long DBT CORP US N 2 2056-06-15 Fixed 5.88000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBD9 333000.00000000 PA USD 208777.26000000 0.025631756533 Long DBT CORP US N 2 2051-03-15 Fixed 2.90000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBN7 132000.00000000 PA USD 129908.21000000 0.015948938166 Long DBT CORP US N 2 2054-03-15 Fixed 5.70000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBQ0 220000.00000000 PA USD 219959.68000000 0.027004631466 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAD6 15000.00000000 PA USD 13811.90000000 0.001695698363 Long DBT CORP US N 2 2045-06-01 Fixed 5.15000000 N N N N N N ENTERGY TEXAS INC LWXX58X12AJXISQ28573 29365TAP9 62000.00000000 PA USD 59436.97000000 0.007297125865 Long DBT CORP US N 2 2054-09-15 Fixed 5.55000000 N N N N N N ENTERGY MISSISSIPPI LLC 54930043I78H35DVVW89 29366WAB2 38000.00000000 PA USD 26582.24000000 0.003263523545 Long DBT CORP US N 2 2051-06-01 Fixed 3.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444U700 278.00000000 NS USD 289784.42000000 0.035577072429 Long EC US N 1 N N N EQUITABLE AMERICA GLOBAL 98450066CCBIACF06694 29446Q2E2 553000.00000000 PA USD 541861.13000000 0.066524738178 Long DBT CORP US N 2 2032-09-15 Fixed 4.70000000 N N N N N N EUSHI FINANCE INC N/A 29882DAC7 212000.00000000 PA USD 210897.60000000 0.025892072425 Long DBT CORP US N 2 2056-04-01 Fixed 6.25000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAK3 439000.00000000 PA USD 449238.31000000 0.055153358116 Long DBT US N 2 2030-07-01 Fixed 5.50000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAV9 90000.00000000 PA USD 89081.78000000 0.010936643658 Long DBT US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 1273.00000000 NS USD 174044.56000000 0.021367594286 Long EC CORP US N 1 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 5603.00000000 NS USD 3156113.87000000 0.387478704853 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8J4 359000.00000000 PA USD 276643.20000000 0.033963714003 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8Q8 166000.00000000 PA USD 150971.20000000 0.018534858834 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8V7 660000.00000000 PA USD 582342.55000000 0.071494675524 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8W5 116000.00000000 PA USD 101369.59000000 0.012445228234 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 280000.00000000 PA USD 259819.34000000 0.031898234824 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAJ1 180000.00000000 PA USD 180124.53000000 0.022114037221 Long DBT CORP US N 2 2046-05-15 Fixed 6.20000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAK8 579000.00000000 PA USD 576347.27000000 0.070758630050 Long DBT CORP US N 2 2056-05-15 Fixed 6.30000000 N N N N N N FREMF Mortgage Trust 549300KQ08QVSM4XK212 30307MAS7 1441000.00000000 PA USD 1377931.46000000 0.169169782678 Long ABS-MBS USGSE US N 2 2028-04-25 Variable 3.79000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128ME4Y4 224644.61000000 PA USD 220575.00000000 0.027080174810 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MT6K9 617.58000000 PA USD 632.36000000 0.000077635359 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7RY1 24766.24000000 PA USD 24134.74000000 0.002963041950 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P7SE4 48451.24000000 PA USD 47249.63000000 0.005800876074 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128UNDW9 1495.40000000 PA USD 1488.04000000 0.000182687899 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31295NJF6 3500.52000000 PA USD 3552.73000000 0.000436171594 Long ABS-MBS USGSE US N 2 2031-12-01 Floating 6.18000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LLL7 6020.97000000 PA USD 6160.81000000 0.000756367728 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 6.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31300LUY9 8925.71000000 PA USD 9239.27000000 0.001134312803 Long ABS-MBS USGSE US N 2 2040-07-01 Floating 6.26000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AL5Y6 3000000.00000000 PA USD 2332798.44000000 0.286399589953 Long DBT USGSE US N 2 2036-02-11 Fixed 1.93000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ALDV3 4510000.00000000 PA USD 3629408.79000000 0.445585512835 Long DBT USGSE US N 2 2036-02-22 Fixed 2.09000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6J50 431419.48000000 PA USD 433444.17000000 0.053214298512 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM2N4 1007281.79000000 PA USD 883587.78000000 0.108478801057 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DM3Q6 764594.59000000 PA USD 652788.52000000 0.080143385407 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQYY6 4072264.31000000 PA USD 4199794.35000000 0.515612218829 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSGF3 516679.16000000 PA USD 532268.73000000 0.065347071312 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSQ62 5524918.80000000 PA USD 5465356.64000000 0.670986345758 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DT2J8 5630594.60000000 PA USD 5564780.55000000 0.683192701252 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTCE8 1778774.12000000 PA USD 1826774.46000000 0.224274608260 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTQC7 2093372.46000000 PA USD 2148508.52000000 0.263774164363 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DULR6 2110656.00000000 PA USD 2133268.45000000 0.261903128390 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUTE7 419967.48000000 PA USD 431535.82000000 0.052980008807 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DUUQ8 555535.48000000 PA USD 571667.90000000 0.070184139933 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLR4 523742.09000000 PA USD 446792.84000000 0.054853125746 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 7281327.92000000 PA USD 6117485.34000000 0.751048724519 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEE9 2667259.14000000 PA USD 2630926.19000000 0.323000979893 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 6807526.05000000 PA USD 6571201.69000000 0.806751855303 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 1081549.74000000 PA USD 1071335.61000000 0.131528757112 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF57 1899881.10000000 PA USD 1881154.43000000 0.230950882062 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG98 7582122.84000000 PA USD 7645210.27000000 0.938608775148 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHH9 58662.68000000 PA USD 60091.78000000 0.007377517429 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHT3 3006067.22000000 PA USD 3036852.05000000 0.372836832774 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJD6 633530.05000000 PA USD 609226.68000000 0.074795262354 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJF1 1653018.12000000 PA USD 1669946.68000000 0.205020732265 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJG9 942113.97000000 PA USD 963891.57000000 0.118337763637 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWJK0 404572.70000000 PA USD 399716.56000000 0.049073531994 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0K92 2638884.27000000 PA USD 2745938.92000000 0.337121187686 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132G7CD5 34555.43000000 PA USD 33567.92000000 0.004121161245 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132H3XT5 60952.94000000 PA USD 56965.67000000 0.006993722324 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BSPX4 109086.91000000 PA USD 109869.15000000 0.013488726230 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAQ45 521241.33000000 PA USD 536061.11000000 0.065812664935 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELY65 5000000.00000000 PA USD 3907243.00000000 0.479695448119 Long DBT USGSE US N 2 2035-07-23 Fixed 1.65000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMRX2 1525000.00000000 PA USD 1218063.42000000 0.149542651454 Long DBT USGSE US N 2 2036-02-25 Fixed 2.10000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMSR4 2660000.00000000 PA USD 2167039.49000000 0.266049226845 Long DBT USGSE US N 2 2036-03-10 Fixed 2.35000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMVU3 4647000.00000000 PA USD 3846812.25000000 0.472276315063 Long DBT USGSE US N 2 2036-04-14 Fixed 2.50000000 N N N N N N FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENMU1 3831000.00000000 PA USD 3213059.16000000 0.394469925108 Long DBT USGSE US N 2 2037-02-02 Fixed 2.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLA98 244160.36000000 PA USD 208359.82000000 0.025580507080 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMLZ6 1819964.10000000 PA USD 1535582.90000000 0.188524780091 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPFQ6 423708.27000000 PA USD 371215.13000000 0.045574387908 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133W6EA1 426296.74000000 PA USD 437801.36000000 0.053749234325 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AGZH8 140754.17000000 PA USD 102411.83000000 0.012573184899 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AHNE6 131516.45000000 PA USD 101505.86000000 0.012461958214 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBSN3 1465679.91000000 PA USD 43851.68000000 0.005383706948 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 2.09000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BBTD4 2261238.75000000 PA USD 94218.13000000 0.011567237587 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 2.01000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136BDXR4 2090989.72000000 PA USD 113674.57000000 0.013955920785 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BKYQ9 3931410.73000000 PA USD 3494456.44000000 0.429017301437 Long ABS-MBS USGSE US N 2 2048-09-25 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BPNB3 406854.60000000 PA USD 409804.87000000 0.050312082139 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BRQC4 958867.07000000 PA USD 973135.40000000 0.119472636276 Long ABS-MBS USGSE US N 2 2046-01-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVX86 420985.57000000 PA USD 421024.17000000 0.051689484861 Long ABS-MBS USGSE US N 2 2052-05-25 Fixed 5.25000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FAQR4 4406.07000000 PA USD 4059.32000000 0.000498366066 Long ABS-MBS USGSE US N 2 2032-08-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NGL3 1198.28000000 PA USD 1225.98000000 0.000150514576 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NH57 1363.41000000 PA USD 1394.93000000 0.000171256707 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371NNB7 2270.40000000 PA USD 2288.56000000 0.000280968400 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABAC5 9480.81000000 PA USD 8954.50000000 0.001099351355 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ABB59 19385.58000000 PA USD 18841.11000000 0.002313138626 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ACX95 5865.21000000 PA USD 5996.78000000 0.000736229630 Long ABS-MBS USGSE US N 2 2038-10-15 Variable 5.59000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H5PG6 2594362.29000000 PA USD 2324952.55000000 0.285436343562 Long ABS-MBS USGSE US N 2 2047-12-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLDH2 343130.51000000 PA USD 343060.79000000 0.042117856348 Long ABS-MBS USGSE US N 2 2036-04-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMYR5 957470.97000000 PA USD 958787.01000000 0.117711072593 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WMME8 178156.44000000 PA USD 166294.65000000 0.020416131438 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X0AZ1 179289.86000000 PA USD 167355.00000000 0.020546311483 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31394VX47 71664.00000000 PA USD 5816.36000000 0.000714079317 Long ABS-MBS USGSE US N 2 2036-03-25 Floating 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395BTU7 4543.29000000 PA USD 3897.51000000 0.000478500519 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DEB1 2799.58000000 PA USD 2333.13000000 0.000286440295 Long ABS-MBS USGSE US N 2 2034-12-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DP45 29917.82000000 PA USD 2702.43000000 0.000331779561 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 2.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31395DUD9 5037.28000000 PA USD 4377.71000000 0.000537455070 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31395WWM5 17832.85000000 PA USD 18199.83000000 0.002234408151 Long ABS-MBS USGSE US N 2 2035-06-15 Floating 7.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396HVT3 1700.14000000 PA USD 1500.32000000 0.000184195524 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JLG8 1770.78000000 PA USD 1539.48000000 0.000189003230 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396NGH3 719.64000000 PA USD 628.41000000 0.000077150414 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VD39 3076.23000000 PA USD 2732.76000000 0.000335503200 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31396VKQ0 38678.33000000 PA USD 3611.40000000 0.000443374558 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 2.86000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397AJ95 6418.53000000 PA USD 5504.57000000 0.000675800602 Long ABS-MBS USGSE US N 2 2036-08-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397FVL3 3180.52000000 PA USD 2782.43000000 0.000341601227 Long ABS-MBS USGSE US N 2 2037-03-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397KTW1 83298.21000000 PA USD 6237.88000000 0.000765829676 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.66000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397PGA2 3938.97000000 PA USD 3583.37000000 0.000439933292 Long ABS-MBS USGSE US N 2 2032-09-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31397QW95 81941.23000000 PA USD 7965.49000000 0.000977929781 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 2.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398FRR4 2292.93000000 PA USD 2059.22000000 0.000252812139 Long ABS-MBS USGSE US N 2 2037-03-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LQT8 8429.38000000 PA USD 6998.03000000 0.000859153919 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LYU6 7610.91000000 PA USD 6323.98000000 0.000776400244 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LZP6 5088.79000000 PA USD 4409.89000000 0.000541405835 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398NR22 41240.71000000 PA USD 34621.31000000 0.004250486804 Long ABS-MBS USGSE US N 2 2040-10-25 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398QCA3 7045.55000000 PA USD 5940.25000000 0.000729289395 Long ABS-MBS USGSE US N 2 2036-12-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W2B9 7788.25000000 PA USD 6464.63000000 0.000793667960 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BFDC6 139127.98000000 PA USD 139808.42000000 0.017164395120 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BS5L7 417661.81000000 PA USD 420969.92000000 0.051682824543 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BS5U7 217845.25000000 PA USD 219139.03000000 0.026903879588 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXHG0 1112937.84000000 PA USD 1151955.57000000 0.141426536144 Long ABS-MBS USGSE US N 2 2058-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXLX8 824368.03000000 PA USD 839040.98000000 0.103009753652 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FXRT1 1178675.08000000 PA USD 1010839.74000000 0.124101629219 Long ABS-MBS USGSE US N 2 2060-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEN81 235383.73000000 PA USD 200689.64000000 0.024638832750 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLR40 3014072.66000000 PA USD 2657946.35000000 0.326318267239 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMCK8 6231321.51000000 PA USD 5495089.19000000 0.674636635462 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZD9 1633410.99000000 PA USD 1394823.86000000 0.171243676569 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QN3C4 1502528.94000000 PA USD 1318323.11000000 0.161851616348 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNPA4 1548259.19000000 PA USD 1368617.46000000 0.168026295211 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQCY9 722019.55000000 PA USD 630791.28000000 0.077442766096 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQEM3 962640.34000000 PA USD 992342.21000000 0.121830672193 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QVW83 2733364.80000000 PA USD 2766421.81000000 0.339635888998 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1HR7 883098.25000000 PA USD 890513.00000000 0.109329016032 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1MC4 1951866.60000000 PA USD 1981108.06000000 0.243222271718 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W4CP0 2227393.76000000 PA USD 2249026.81000000 0.276114877794 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XB4Y3 2709040.53000000 PA USD 2388963.76000000 0.293295052648 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7L9 520320.16000000 PA USD 457873.94000000 0.056213561539 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJR1 225976.70000000 PA USD 198997.01000000 0.024431027168 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHRT6 2356241.23000000 PA USD 2159681.89000000 0.265145928220 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHXF9 2669116.51000000 PA USD 2278137.57000000 0.279688829827 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLYK8 1668860.72000000 PA USD 1715296.55000000 0.210588373236 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQM38 634124.68000000 PA USD 641533.34000000 0.078761577668 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQXX0 228890.27000000 PA USD 234181.22000000 0.028750621670 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRGM1 313505.02000000 PA USD 321276.21000000 0.039443345480 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GGE0 88664.75000000 PA USD 82761.11000000 0.010160649785 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AHQ4 32410.58000000 PA USD 31610.98000000 0.003880906106 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AJX7 118632.01000000 PA USD 110735.81000000 0.013595126794 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AM96 216479.87000000 PA USD 202068.91000000 0.024808166866 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418APN2 70463.27000000 PA USD 65772.29000000 0.008074918331 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AS33 143249.16000000 PA USD 133711.50000000 0.016415871219 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418AWG9 299884.75000000 PA USD 279917.82000000 0.034365741803 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 3579301.75000000 PA USD 3009222.35000000 0.369444711699 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DB92 743237.30000000 PA USD 682242.33000000 0.083759453971 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 1342490.07000000 PA USD 1128450.27000000 0.138540771062 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED64 3703316.04000000 PA USD 3232059.15000000 0.396802569563 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDD9 1192882.40000000 PA USD 1041078.01000000 0.127814006585 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 4747317.74000000 PA USD 4142266.11000000 0.508549429320 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGT1 3174114.51000000 PA USD 3144793.56000000 0.386088901050 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKU3 5790857.27000000 PA USD 5737365.09000000 0.704381047678 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 2628193.15000000 PA USD 2662279.87000000 0.326850297066 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 2571170.10000000 PA USD 2647855.87000000 0.325079450680 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 1366434.82000000 PA USD 1400539.63000000 0.171945406370 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ER85 1014925.23000000 PA USD 1025321.25000000 0.125879536155 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EV98 172769.36000000 PA USD 176995.30000000 0.021729859071 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EW22 2440214.10000000 PA USD 2410872.89000000 0.295984854622 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EYN4 1043141.32000000 PA USD 1067410.48000000 0.131046865662 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FNS2 1135942.20000000 PA USD 1141273.28000000 0.140115062584 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FQ91 2782614.11000000 PA USD 2793160.97000000 0.342918677741 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FTA5 2290719.35000000 PA USD 2252000.47000000 0.276479956486 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FUY1 5374800.08000000 PA USD 5395374.33000000 0.662394559796 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31425UTB1 191562.86000000 PA USD 195990.96000000 0.024061971928 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31426TVH7 359173.44000000 PA USD 368915.89000000 0.045292108315 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427D7A3 510468.73000000 PA USD 523433.33000000 0.064262341962 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NAR0 1024948.43000000 PA USD 933738.04000000 0.114635789871 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5M0 424463.59000000 PA USD 422305.75000000 0.051846825495 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5S7 321550.58000000 PA USD 326525.77000000 0.040087838294 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427Q5T5 498885.33000000 PA USD 508274.99000000 0.062401340048 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 5.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 1241.00000000 NS USD 388594.33000000 0.047708046637 Long EC CORP US N 1 N N N FEDEX CORP 549300E707U7WNPZN687 31428XDL7 141000.00000000 PA USD 110617.59000000 0.013580612827 Long DBT CORP US N 2 2041-05-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142GSFK9 2448663.76000000 PA USD 2526456.09000000 0.310175099487 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142JCAC4 1721277.43000000 PA USD 1729355.54000000 0.212314407043 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fedex Freight Holding Co Inc 984500Y1DA5A58ICE336 314352105 620.00000000 NS USD 93620.00000000 0.011493804673 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773100 9271.00000000 NS USD 522606.27000000 0.064160803123 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DF4 190000.00000000 PA USD 183227.60000000 0.022495003686 Long DBT CORP US N 2 2033-04-25 Fixed 4.34000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DN7 190000.00000000 PA USD 186536.20000000 0.022901203239 Long DBT CORP US N 2 2032-04-29 Fixed 4.57000000 N N N N N N First Citizens BancShares Inc/NC 549300N3Z00ZHE2XC526 31946M103 153.00000000 NS USD 318360.87000000 0.039085426782 Long EC CORP US N 1 N N N Next PLC 213800WQD8ECPZP9PH98 000000000 1818.00000000 NS 350769.92000000 0.043064312601 Long EC CORP GB N 2 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BQ0 240000.00000000 PA USD 233796.68000000 0.028703411377 Long DBT CORP US N 2 2035-08-11 Fixed 5.25000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 115000.00000000 PA USD 101363.07000000 0.012444427768 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D42 574000.00000000 PA USD 604953.20000000 0.074270603687 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 200000.00000000 PA USD 201751.33000000 0.024769177308 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G98 205000.00000000 PA USD 211876.44000000 0.026012245420 Long DBT CORP US N 2 2032-03-19 Fixed 6.53000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J61 515000.00000000 PA USD 510618.37000000 0.062689038745 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397J95 485000.00000000 PA USD 492721.91000000 0.060491875579 Long DBT CORP US N 2 2036-05-22 Fixed 6.47000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35040WAA5 310162.20000000 PA USD 309321.20000000 0.037975619035 Long ABS-O CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N Foundation Finance Trust 549300MQ65NOVQXYNB21 35042TAA0 302006.93000000 PA USD 298477.56000000 0.036644336402 Long ABS-O CORP US N 2 2052-08-15 Fixed 4.56000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 1085000.00000000 PA USD 1151698.77000000 0.141395008596 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AF0 200000.00000000 PA USD 204463.69000000 0.025102175984 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AH6 200000.00000000 PA USD 210843.50000000 0.025885430523 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AJ2 200000.00000000 PA USD 211486.89000000 0.025964420045 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N Multifamily Structured Credit Risk 529900E2V0BG2KXC9E18 35563YAA8 301102.68000000 PA USD 300596.10000000 0.036904431306 Long ABS-MBS USGSE US N 2 2045-07-25 Floating 5.28000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAM6 110000.00000000 PA USD 107298.95000000 0.013173180655 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N N GFL ENVIRONMENTAL INC 894500E7NLBY9VZRT696 36168QAQ7 1010000.00000000 PA USD 1039065.78000000 0.127566963447 Long DBT CORP CA N 2 2031-01-15 Fixed 6.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 5686973.53000000 PA USD 4664618.17000000 0.572679022872 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLQ9 1161594.42000000 PA USD 1032463.23000000 0.126756362934 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDB9 2171404.86000000 PA USD 1933466.61000000 0.237373291578 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XDF0 726162.73000000 PA USD 722792.19000000 0.088737793753 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFJ0 1898667.76000000 PA USD 1884900.41000000 0.231410779118 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHV1 1448837.70000000 PA USD 1290298.79000000 0.158411047451 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 1752272.67000000 PA USD 1652092.21000000 0.202828724246 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XLJ3 3180591.63000000 PA USD 3224786.40000000 0.395909688043 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNB8 2292388.80000000 PA USD 2040738.91000000 0.250543200391 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GJ2 1521538.66000000 PA USD 1355349.56000000 0.166397384176 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5GM5 2330976.12000000 PA USD 2240224.81000000 0.275034248988 Long ABS-MBS USGA US N 2 2055-02-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADEV6 1343365.74000000 PA USD 1364457.43000000 0.167515564894 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADHZ4 1890422.88000000 PA USD 1920104.75000000 0.235732844997 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ADJN9 1689352.81000000 PA USD 1716367.49000000 0.210719853424 Long ABS-MBS USGA US N 2 2054-09-20 Fixed 5.50000000 N N N N N N GE VERNOVA INC 254900DP080RU6OK2553 36828AAC5 235000.00000000 PA USD 227957.67000000 0.027986551300 Long DBT CORP US N 2 2056-02-04 Fixed 5.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 1292.00000000 NS USD 457678.08000000 0.056189515645 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAP5 81000.00000000 PA USD 77172.68000000 0.009474553621 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 129000.00000000 PA USD 124252.85000000 0.015254624951 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEP7 144000.00000000 PA USD 150232.33000000 0.018444147154 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEV4 306000.00000000 PA USD 316684.13000000 0.038879572028 Long DBT CORP US N 2 2034-04-04 Fixed 5.95000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFC5 430000.00000000 PA USD 441859.02000000 0.054247396592 Long DBT CORP US N 2 2035-01-07 Fixed 5.90000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFK7 130000.00000000 PA USD 135472.35000000 0.016632052227 Long DBT CORP US N 2 2035-07-15 Fixed 6.15000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFR2 270000.00000000 PA USD 270512.75000000 0.033211073596 Long DBT CORP US N 2 2031-09-15 Fixed 5.10000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CA4 402000.00000000 PA USD 412062.63000000 0.050589269198 Long DBT CORP US N 2 2035-04-01 Fixed 5.67000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272CE6 125000.00000000 PA USD 125735.16000000 0.015436609374 Long DBT CORP US N 2 2036-04-01 Fixed 5.51000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 600000.00000000 PA USD 528499.67000000 0.064884340705 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAW2 1245000.00000000 PA USD 1223927.15000000 0.150262546426 Long DBT CORP US N 2 2030-11-15 Fixed 4.88000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAX0 175000.00000000 PA USD 170913.38000000 0.020983176733 Long DBT CORP US N 2 2032-11-15 Fixed 5.20000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 200000.00000000 PA USD 193885.03000000 0.023803425164 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 38059T106 3310.00000000 NS USD 111182.90000000 0.013650016402 Long EC CORP ZA N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 645.00000000 NS USD 652333.65000000 0.080087540641 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GA46 1579000.00000000 PA USD 1637909.00000000 0.201087439848 Long DBT CORP US N 2 2029-10-24 Fixed 6.48000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB37 931000.00000000 PA USD 934157.96000000 0.114687343796 Long DBT CORP US N 2 2035-07-23 Fixed 5.33000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 216000.00000000 PA USD 214975.66000000 0.026392739217 Long DBT CORP US N 2 2030-10-23 Fixed 4.69000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GD35 1055000.00000000 PA USD 1031828.31000000 0.126678413282 Long DBT CORP US N 2 2031-10-21 Fixed 4.37000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GE83 725000.00000000 PA USD 720908.03000000 0.088506473875 Long DBT CORP US N 2 2030-04-20 Fixed 4.59000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF25 720000.00000000 PA USD 717111.81000000 0.088040408812 Long DBT CORP US N 2 2034-04-20 Fixed 5.09000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF33 1765000.00000000 PA USD 1763982.30000000 0.216565562949 Long DBT CORP US N 2 2032-06-03 Fixed 4.97000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GF41 66000.00000000 PA USD 66226.73000000 0.008130710305 Long DBT CORP US N 2 2037-06-03 Fixed 5.43000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 984000.00000000 PA USD 978497.70000000 0.120130970273 Long DBT CORP US N 2 2027-09-10 Fixed 1.54000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAR1 535000.00000000 PA USD 524903.75000000 0.064442866639 Long DBT CORP US N 2 2032-01-21 Fixed 4.52000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAU4 300000.00000000 PA USD 292235.67000000 0.035878014415 Long DBT CORP US N 2 2041-02-02 Fixed 5.39000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148YAA6 277000.00000000 PA USD 243052.85000000 0.029839799008 Long DBT CORP US N 2 2038-10-31 Fixed 4.02000000 N N N N N N GoodLeap Home Improvement Solutions Trust N/A 381951AA0 161115.12000000 PA USD 160008.18000000 0.019644336328 Long ABS-O CORP US N 2 2049-12-20 Fixed 5.31000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373MA91 10291.75000000 PA USD 10516.82000000 0.001291158671 Long ABS-MBS USGA US N 2 2037-04-20 Floating 10.14000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BE73 3.98000000 PA USD 3.56000000 0.000000437064 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 1.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BEL2 387.30000000 PA USD 384.49000000 0.000047204154 Long ABS-MBS USGA US N 2 2060-07-20 Variable 5.14000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BK84 1112.70000000 PA USD 1073.78000000 0.000131828856 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR61 31.56000000 PA USD 31.67000000 0.000003888152 Long ABS-MBS USGA US N 2 2062-04-20 Floating 4.31000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BR95 4993.88000000 PA USD 4790.47000000 0.000588129955 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BUB6 3.68000000 PA USD 3.67000000 0.000000450568 Long ABS-MBS USGA US N 2 2062-05-20 Floating 4.21000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWC2 59.47000000 PA USD 59.83000000 0.000007345378 Long ABS-MBS USGA US N 2 2061-05-20 Floating 4.41000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BWP3 3714.81000000 PA USD 3705.84000000 0.000454969035 Long ABS-MBS USGA US N 2 2060-03-20 Floating 4.21000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375BYQ9 306.73000000 PA USD 306.98000000 0.000037688187 Long ABS-MBS USGA US N 2 2062-07-20 Floating 4.31000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375GBA8 103.71000000 PA USD 5.53000000 0.000000678922 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PCK5 3707.91000000 PA USD 2996.95000000 0.000367938025 Long ABS-MBS USGA US N 2 2038-01-20 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376R5T9 644418.72000000 PA USD 17382.87000000 0.002134109297 Long ABS-MBS USGA US N 2 2067-06-20 Variable 1.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RN28 60077.26000000 PA USD 60542.04000000 0.007432796221 Long ABS-MBS USGA US N 2 2066-12-20 Floating 4.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377UD88 319703.22000000 PA USD 317269.00000000 0.038951377001 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377WFA7 21550.50000000 PA USD 1235.13000000 0.000151637929 Long ABS-MBS USGA US N 2 2041-05-20 Floating 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GKK3 53503.24000000 PA USD 51301.90000000 0.006298376607 Long ABS-MBS USGA US N 2 2042-11-16 Variable 3.99000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383M4Q8 1993342.65000000 PA USD 186996.07000000 0.022957661859 Long ABS-MBS USGA US N 2 2052-08-20 Floating 2.44000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384QDW5 1605632.18000000 PA USD 121692.15000000 0.014940245699 Long ABS-MBS USGA US N 2 2054-07-20 Floating 2.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384XTK9 2688743.10000000 PA USD 154142.15000000 0.018924158983 Long ABS-MBS USGA US N 2 2054-10-20 Floating 1.89000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385CKW7 993804.79000000 PA USD 945604.46000000 0.116092640049 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.50000000 N N N N N N GREAT AMERICA LEASING RECEIVABLES 549300JFP7GIDD4UWO79 39154GAK2 193000.00000000 PA USD 192879.28000000 0.023679948406 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.58000000 N N N N N N Greensky Home Improvement Issuer Trust N/A 39571VAC2 135000.00000000 PA USD 135535.23000000 0.016639772056 Long ABS-O CORP US N 2 2060-06-25 Fixed 5.02000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LBL6 430000.00000000 PA USD 424058.08000000 0.052061960496 Long DBT CORP US N 2 2032-09-05 Fixed 4.67000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 60000.00000000 PA USD 55904.33000000 0.006863420737 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BZ1 207000.00000000 PA USD 185984.64000000 0.022833487763 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CL1 124000.00000000 PA USD 100954.38000000 0.012394252559 Long DBT CORP US N 2 2052-03-15 Fixed 4.63000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DA4 460000.00000000 PA USD 470006.62000000 0.057703100677 Long DBT CORP US N 2 2032-03-01 Fixed 5.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DC0 70000.00000000 PA USD 71269.68000000 0.008749837439 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 206000.00000000 PA USD 200637.68000000 0.024632453578 Long DBT CORP US N 2 2032-11-15 Fixed 4.60000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DH9 145000.00000000 PA USD 138153.34000000 0.016961199582 Long DBT CORP US N 2 2055-11-15 Fixed 5.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DJ5 480000.00000000 PA USD 475540.20000000 0.058382462861 Long DBT CORP US N 2 2031-05-15 Fixed 4.70000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404121AL9 120000.00000000 PA USD 117736.55000000 0.014454613422 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N HCA Healthcare Inc 529900PH4ZGUH2MNEU89 40412C101 943.00000000 NS USD 367666.27000000 0.045138691436 Long EC CORP US N 1 N N N HDFC Bank Ltd 335800ZQ6I4E2JXENC50 40415F101 5775.00000000 NS USD 149168.25000000 0.018313509174 Long EC CORP IN N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DR7 485000.00000000 PA USD 502191.96000000 0.061654521434 Long DBT CORP GB N 2 2028-11-03 Fixed 7.39000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EM7 480000.00000000 PA USD 483175.78000000 0.059319889320 Long DBT CORP GB N 2 2028-11-19 Fixed 5.13000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280EW5 620000.00000000 PA USD 626787.38000000 0.076951203988 Long DBT CORP GB N 2 2031-05-13 Fixed 5.24000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FL8 700000.00000000 PA USD 690373.50000000 0.084757724424 Long DBT CORP GB N 2 2032-03-10 Fixed 4.68000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FM6 465000.00000000 PA USD 459592.94000000 0.056424604588 Long DBT CORP GB N 2 2037-03-10 Fixed 5.28000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FP9 365000.00000000 PA USD 363448.01000000 0.044620812175 Long DBT CORP GB N 2 2030-05-12 Fixed 4.71000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FQ7 315000.00000000 PA USD 313877.56000000 0.038535007113 Long DBT CORP GB N 2 2034-05-12 Fixed 5.21000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 000000000 597.00000000 NS 330176.91000000 0.040536091766 Long EC CORP FR N 2 N N N Capgemini SE 96950077L0TN7BAROX36 000000000 2412.00000000 NS 242146.79000000 0.029728561274 Long EC CORP FR N 2 N N N Hayward Holdings Inc N/A 421298100 24634.00000000 NS USD 426414.54000000 0.052351265035 Long EC CORP US N 1 N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 130000.00000000 PA USD 130850.87000000 0.016064669313 Long DBT US N 2 2035-02-15 Fixed 5.38000000 N N N N N N HESS CORP UASVRYNXNK17ULIGK870 42809HAC1 350000.00000000 PA USD 368447.49000000 0.045234602461 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AF4 607000.00000000 PA USD 604698.74000000 0.074239363423 Long DBT CORP US N 2 2030-10-15 Fixed 5.50000000 N N N N N N HESS MIDSTREAM OPERATION N/A 428102AG2 249000.00000000 PA USD 254089.06000000 0.031194723619 Long DBT CORP US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824C109 18713.00000000 NS USD 844143.43000000 0.103636185650 Long EC CORP US N 1 N N N Hilton Worldwide Holdings Inc 549300HVGPK36ICB0B89 43300A203 1248.00000000 NS USD 412414.08000000 0.050632417005 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CC4 118000.00000000 PA USD 94640.11000000 0.011619044419 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CG5 458000.00000000 PA USD 259854.26000000 0.031902521982 Long DBT CORP US N 2 2051-03-15 Fixed 2.38000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAF2 615000.00000000 PA USD 603619.11000000 0.074106816357 Long DBT CORP US N 2 2033-03-16 Fixed 4.60000000 N N N N N N HONEYWELL AEROSPACE INC 213800ZUAQRBYL67JS90 43849RAJ4 450000.00000000 PA USD 449978.68000000 0.055244253952 Long DBT CORP US N 2 2056-03-16 Fixed 5.73000000 N N N N N N Host Hotels & Resorts Inc N6EL63S0K3PB1YFTDI24 44107P104 3522.00000000 NS USD 83506.62000000 0.010252176663 Long EC US N 1 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 1769.00000000 NS USD 475613.34000000 0.058391442319 Long EC CORP US N 1 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AH1 180000.00000000 PA USD 175147.34000000 0.021502983497 Long DBT CORP US N 2 2036-04-15 Fixed 4.75000000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658107 1460.00000000 NS USD 422567.80000000 0.051878997590 Long EC CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 262000.00000000 PA USD 269692.29000000 0.033110345045 Long DBT CORP US N 2 2029-08-21 Fixed 6.21000000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BD5 264000.00000000 PA USD 270090.91000000 0.033159283951 Long DBT CORP US N 2 2035-02-02 Fixed 5.71000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891AEP8 370000.00000000 PA USD 369417.22000000 0.045353657013 Long DBT CORP US N 2 2031-06-18 Fixed 5.00000000 N N N N N N Kingspan Group PLC 635400HM7V74SUB9OG75 000000000 3176.00000000 NS 290446.57000000 0.035658365131 Long EC CORP IE N 2 N N N KBC Group NV 213800X3Q9LSAKRUWY91 000000000 3392.00000000 NS 463284.97000000 0.056877878158 Long EC CORP BE N 2 N N N ITT Inc 549300KDSERHTJOXUS80 45073V108 2448.00000000 NS USD 484116.48000000 0.059435379835 Long EC CORP US N 1 N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAH6 597000.00000000 PA USD 613985.26000000 0.075379477149 Long DBT CORP GB N 2 2034-07-01 Fixed 5.88000000 N N N N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAK9 625000.00000000 PA USD 630620.41000000 0.077421788245 Long DBT CORP GB N 2 2035-07-01 Fixed 5.63000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BP7 515000.00000000 PA USD 518244.52000000 0.063625307475 Long DBT CORP NL N 2 2029-03-25 Floating 4.65000000 N N N N N N Insmed Inc 529900Q55QAG41CCAC11 457669307 3752.00000000 NS USD 400038.24000000 0.049113024913 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 3460.00000000 NS USD 483119.80000000 0.059313016609 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140AP5 130000.00000000 PA USD 107705.01000000 0.013223032976 Long DBT CORP US N 2 2042-12-15 Fixed 4.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140BG4 65000.00000000 PA USD 46795.48000000 0.005745119704 Long DBT CORP US N 2 2047-12-08 Fixed 3.73000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CS7 405000.00000000 PA USD 402973.93000000 0.049473441997 Long DBT CORP US N 2 2036-05-15 Fixed 5.30000000 N N N N N N Interactive Brokers Group Inc 5493004DT6DCDUZNDM53 45841N107 4576.00000000 NS USD 398295.04000000 0.048899010810 Long EC CORP US N 1 N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 1610.00000000 NS USD 452748.10000000 0.055584257931 Long EC CORP US N 1 N N N Continental AG 529900A7YD9C0LLXM621 000000000 4551.00000000 NS 376572.93000000 0.046232169436 Long EC CORP DE N 2 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBS5 925000.00000000 PA USD 807412.81000000 0.099126737116 Long DBT CORP IT N 2 2042-06-01 Fixed 4.95000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCG0 900000.00000000 PA USD 901061.97000000 0.110624121786 Long DBT CORP IT N 2 2030-06-29 Fixed 5.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCL9 335000.00000000 PA USD 335750.43000000 0.041220357417 Long DBT CORP IT N 2 2032-06-29 Fixed 5.20000000 N N N N N N Intuitive Surgical Inc 54930052SRG011710797 46120E602 447.00000000 NS USD 177762.96000000 0.021824105323 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 46266C105 3410.00000000 NS USD 658880.20000000 0.080891265988 Long EC CORP US N 1 N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514Y8B6 685000.00000000 PA USD 699455.82000000 0.085872768347 Long DBT NUSS IL N 2 2035-02-19 Fixed 5.63000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AQ8 1117000.00000000 PA USD 1041876.79000000 0.127912073465 Long DBT CORP US N 2 2030-05-14 Fixed 2.95000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AT2 492000.00000000 PA USD 504263.51000000 0.061908847338 Long DBT CORP US N 2 2034-05-09 Fixed 5.65000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AU9 380000.00000000 PA USD 378604.02000000 0.046481528032 Long DBT CORP US N 2 2031-04-15 Fixed 4.88000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AV7 190000.00000000 PA USD 192651.75000000 0.023652014360 Long DBT CORP US N 2 2036-04-15 Fixed 5.50000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAP1 120000.00000000 PA USD 106648.91000000 0.013093374707 Long DBT CORP NL N 2 2032-05-15 Fixed 3.00000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAQ9 199000.00000000 PA USD 150152.21000000 0.018434310756 Long DBT CORP NL N 2 2052-02-02 Fixed 4.38000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAU0 695000.00000000 PA USD 643622.61000000 0.079018079071 Long DBT CORP NL N 2 2032-01-15 Fixed 3.63000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAX4 45000.00000000 PA USD 45684.54000000 0.005608728683 Long DBT CORP NL N 2 2052-12-01 Fixed 6.50000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XBA3 50000.00000000 PA USD 49791.50000000 0.006112943552 Long DBT CORP NL N 2 2037-03-10 Fixed 5.63000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XBC9 190000.00000000 PA USD 189538.84000000 0.023269839830 Long DBT CORP NL N 2 2057-05-10 Fixed 6.40000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313103 1761.00000000 NS USD 678830.28000000 0.083340553777 Long EC CORP US N 1 N N N JABIL INC 5493000CGCQY2OQU7669 46656PAD6 192000.00000000 PA USD 187439.02000000 0.023012043196 Long DBT CORP US N 2 2033-02-01 Fixed 4.75000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 340000.00000000 PA USD 355903.80000000 0.043694603286 Long DBT CORP JP N 2 2035-06-15 Fixed 5.85000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AF9 570000.00000000 PA USD 569171.11000000 0.069877606964 Long DBT CORP NL N 2 2036-01-15 Fixed 5.50000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AK8 190000.00000000 PA USD 186486.22000000 0.022895067153 Long DBT CORP NL N 2 2066-04-15 Fixed 6.38000000 N N N N N N RWE AG 529900GB7KCA94ACC940 000000000 5928.00000000 NS 383363.78000000 0.047065887696 Long EC CORP DE N 2 N N N JETBLUE 2019-1 CLASS AA N/A 477143AH4 105667.14000000 PA USD 93542.90000000 0.011484339042 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 10256.00000000 NS USD 2604716.32000000 0.319783172520 Long EC CORP US N 1 N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 48241FAD6 200000.00000000 PA USD 200678.14000000 0.024637420886 Long DBT CORP BE N 2 2030-10-16 Fixed 4.93000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247KAA5 80810.13000000 PA USD 998.85000000 0.000122629638 Long ABS-O USGA US N 2 2038-08-25 Variable 0.78000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48248XAA6 72752.08000000 PA USD 1582.94000000 0.000194338850 Long ABS-O USGA US N 2 2039-03-25 Variable 1.88000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48249GAA2 23082.46000000 PA USD 1110.73000000 0.000136365238 Long ABS-O USGA US N 2 2040-04-25 Variable 3.16000000 N N N N N N KEYBANK NATIONAL ASSN HUX2X73FUCYHUVH1BK78 49327V2B9 590000.00000000 PA USD 575515.43000000 0.070656504367 Long DBT CORP US N 2 2029-04-13 Fixed 3.90000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BH8 185000.00000000 PA USD 195669.49000000 0.024022504791 Long DBT CORP US N 2 2041-03-01 Fixed 6.38000000 N N N N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 6877.00000000 NS USD 219857.69000000 0.026992110070 Long EC CORP US N 1 N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 677000.00000000 PA USD 680934.05000000 0.083598835356 Long DBT CORP US N 2 2030-06-15 Fixed 5.88000000 N N N N N N Kinsale Capital Group Inc 529900QTUQHNZ6HOA508 49714P108 909.00000000 NS USD 299797.29000000 0.036806360743 Long EC CORP US N 1 N N N Kontoor Brands Inc 549300M0CPXV65RFF271 50050N103 3367.00000000 NS USD 280605.78000000 0.034450203220 Long EC CORP US N 1 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 89000.00000000 PA USD 71197.08000000 0.008740924277 Long DBT CORP US N 2 2046-06-01 Fixed 4.38000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBJ4 220000.00000000 PA USD 200630.93000000 0.024631624875 Long DBT CORP US N 2 2050-06-01 Fixed 5.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044DG3 66000.00000000 PA USD 54643.72000000 0.006708654606 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N Kulicke & Soffa Industries Inc 529900H6BEIRBF429744 501242101 1965.00000000 NS USD 262838.40000000 0.032268887312 Long EC CORP US N 1 N N N LHOME Mortgage Trust 52990026MRD22HI0T740 50206JAA3 143000.00000000 PA USD 141912.91000000 0.017422765094 Long ABS-MBS CORP US N 2 2041-01-25 Variable 4.91000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAH6 230000.00000000 PA USD 168491.39000000 0.020685827021 Long DBT CORP US N 2 2040-10-01 Fixed 3.38000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAR4 955000.00000000 PA USD 957587.08000000 0.117563756196 Long DBT CORP US N 2 2036-01-15 Fixed 5.88000000 N N N N N N Labcorp Holdings Inc N/A 504922105 2298.00000000 NS USD 643440.00000000 0.078995659890 Long EC CORP US N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807306 1665.00000000 NS USD 721494.45000000 0.088578469142 Long EC CORP US N 1 N N N Allianz SE 529900K9B0N5BT694847 000000000 1831.00000000 NS 866700.05000000 0.106405480506 Long EC CORP DE N 2 N N N LEHMAN BROTHERS HOLDINGS 549300FDK6ZP3YIHRJ47 52522L590 898439.04000000 PA USD 33.33000000 0.000004091951 Long DBT CORP US N 2 2009-01-27 None 0.00000000 Y N N N N Coeur Mining, Inc. USD XXXX N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 655000.00000000 PA USD 582314.45000000 0.071491225664 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAK1 249000.00000000 PA USD 252187.83000000 0.030961308043 Long DBT CORP US N 2 2032-03-15 Fixed 5.40000000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAN5 270000.00000000 PA USD 260052.26000000 0.031926830605 Long DBT CORP US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Lendmark Funding Trust N/A 52603GAA4 1030000.00000000 PA USD 1024605.58000000 0.125791672758 Long ABS-O CORP US N 2 2034-10-20 Fixed 4.78000000 N N N N N N Lendmark Funding Trust N/A 52604DAA0 600000.00000000 PA USD 583687.50000000 0.071659796146 Long ABS-O CORP US N 2 2032-04-20 Fixed 2.00000000 N N N N N N Lendmark Funding Trust N/A 52604QAC7 230000.00000000 PA USD 230738.97000000 0.028328013797 Long ABS-O CORP US N 2 2034-09-20 Fixed 5.68000000 N N N N N N Erste Group Bank AG PQOH26KWDF7CG10L6792 000000000 3531.00000000 NS 472581.68000000 0.058019242919 Long EC CORP AT N 2 N N N Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 529900MUF4C20K50JS49 000000000 2038.00000000 NS 1138142.17000000 0.139730653625 Long EC CORP DE N 2 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 862.00000000 NS USD 1033908.66000000 0.126933819568 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DG0 100000.00000000 PA USD 100110.28000000 0.012290621705 Long DBT CORP US N 2 2065-10-15 Fixed 5.65000000 N N N N N N Live Nation Entertainment Inc 5493007B9BM9ZXJINO78 538034109 1324.00000000 NS USD 242437.64000000 0.029764269169 Long EC CORP US N 1 N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424108 5935.00000000 NS USD 671901.35000000 0.082489883321 Long EC CORP US N 1 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 6304.00000000 NS USD 1389968.96000000 0.170647636489 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EE3 416000.00000000 PA USD 296989.06000000 0.036461592028 Long DBT CORP US N 2 2041-09-15 Fixed 2.80000000 N N N N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 277.00000000 NS USD 237682.62000000 0.029180491438 Long EC CORP US N 1 N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261F104 2931.00000000 NS USD 697607.31000000 0.085645825248 Long EC CORP US N 1 N N N MGIC Investment Corp 254900S8483WM4M98R28 552848103 14850.00000000 NS USD 418770.00000000 0.051412738549 Long EC CORP US N 1 N N N MKS Inc 549300KEQATBHAGVF505 55306N104 750.00000000 NS USD 333600.00000000 0.040956347351 Long EC CORP US N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBZ2 236000.00000000 PA USD 228985.07000000 0.028112686046 Long DBT CORP US N 2 2055-04-01 Fixed 5.95000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCC2 203000.00000000 PA USD 202439.33000000 0.024853643636 Long DBT CORP US N 2 2035-09-15 Fixed 5.40000000 N N N N N N MRCD Mortgage Trust N/A 55348UAG3 1230000.00000000 PA USD 1113150.00000000 0.136662344285 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N UCB SA 2138008J191VLSGY5A09 000000000 1070.00000000 NS 320327.02000000 0.039326812640 Long EC CORP BE N 2 N N MANULIFE FINANCIAL CORP 5493007GBX87QOZACS27 56501RAE6 169000.00000000 PA USD 167947.63000000 0.020619069157 Long DBT CORP CA N 2 2032-02-24 Fixed 4.06000000 N N N N N N MAPLE PARENT HLDS CO 254900J6FBJ1E892Q074 56530KAB2 725000.00000000 PA USD 724428.00000000 0.088938623497 Long DBT CORP US N 2 2031-03-26 Fixed 5.05000000 N N N N N N MAPLE PARENT HLDS CO 254900J6FBJ1E892Q074 56530KAC0 634000.00000000 PA USD 641859.20000000 0.078801583769 Long DBT CORP US N 2 2036-03-26 Fixed 5.70000000 N N N N N N MAPLE PARENT HLDS CO 254900J6FBJ1E892Q074 56530KAD8 59000.00000000 PA USD 62112.67000000 0.007625623763 Long DBT CORP US N 2 2056-03-26 Fixed 6.63000000 N N N N N N MARATHON PETROLEUM CORP 3BNYRYQHD39K4LCKQF12 56585AAH5 74000.00000000 PA USD 64648.54000000 0.007936954616 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Mariner Finance Issuance Trust N/A 56847TAA3 346000.00000000 PA USD 343211.59000000 0.042136370188 Long ABS-O CORP US N 2 2038-11-22 Fixed 4.59000000 N N N N N N Mariner Finance Issuance Trust N/A 56848FAA2 366000.00000000 PA USD 365947.26000000 0.044927647160 Long ABS-O CORP US N 2 2039-05-20 Fixed 5.01000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 000000000 73654.00000000 NS 1022306.04000000 0.125509356334 Long EC CORP ES N 2 N N N MARS INC 54930073HKEO6GZBSS03 571676AZ8 180000.00000000 PA USD 181266.63000000 0.022254253781 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 260000.00000000 PA USD 261033.85000000 0.032047341219 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BB0 174000.00000000 PA USD 172891.62000000 0.021226046890 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 1868.00000000 NS USD 311339.56000000 0.038223414758 Long EC CORP US N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 803.00000000 NS USD 297583.77000000 0.036534605066 Long EC CORP US N 1 N N N Siemens AG W38RGI023J3WT1HWRP32 000000000 3793.00000000 NS 1219475.99000000 0.149716073838 Long EC CORP DE N 2 N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284106 496.00000000 NS USD 286043.20000000 0.035117759761 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AP9 494000.00000000 PA USD 506523.07000000 0.062186255384 Long DBT CORP US N 2 2029-02-15 Fixed 5.75000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AQ7 236000.00000000 PA USD 247833.05000000 0.030426668108 Long DBT CORP US N 2 2033-09-15 Fixed 5.95000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AR5 19000.00000000 PA USD 18957.58000000 0.002327437744 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N MASSACHUSETTS ELECTRIC 549300XN8GZY5U5O1B96 575634AU4 334000.00000000 PA USD 292233.29000000 0.035877722220 Long DBT CORP US N 2 2030-11-24 Fixed 1.73000000 N N N N N N MasTec Inc 549300TMDIT8WREDOF45 576323109 897.00000000 NS USD 373205.82000000 0.045818786562 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 4792.00000000 NS USD 2461171.20000000 0.302160019656 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 4420.00000000 NS USD 1194770.20000000 0.146682923608 Long EC CORP US N 1 N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 58013MEN0 271000.00000000 PA USD 218939.25000000 0.026879352433 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 000000000 16729.00000000 NS 456104.10000000 0.055996276821 Long EC CORP DE N 2 N N N Infineon Technologies AG TSI2PJM6EPETEQ4X1U25 000000000 14831.00000000 NS 1397108.22000000 0.171524129332 Long EC CORP DE N 2 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 7878.00000000 NS USD 1012323.00000000 0.124283730274 Long EC CORP US N 1 N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YBN4 86000.00000000 PA USD 78184.88000000 0.009598822250 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933YCB9 483000.00000000 PA USD 474341.31000000 0.058235274146 Long DBT CORP US N 2 2055-12-04 Fixed 5.55000000 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 425000.00000000 PA USD 464996.75000000 0.057088034802 Long DBT CORP US N 2 2037-12-15 Fixed 7.88000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCR7 87000.00000000 PA USD 85838.38000000 0.010538448762 Long DBT CORP US N 2 2056-03-15 Fixed 5.85000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEG0 230000.00000000 PA USD 216090.48000000 0.026529606589 Long DBT CORP US N 2 2030-04-09 Fixed 2.95000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GFP9 545000.00000000 PA USD 551111.47000000 0.067660410055 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Mettler-Toledo International Inc 5493000BD5GJNUDIUG10 592688105 122.00000000 NS USD 155856.22000000 0.019134596771 Long EC CORP US N 1 N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 200000.00000000 PA USD 171196.00000000 0.021017874223 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 8066.00000000 NS USD 3008779.32000000 0.369390320540 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CC6 115000.00000000 PA USD 68386.16000000 0.008395825308 Long DBT CORP US N 2 2050-06-01 Fixed 2.53000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 2149.00000000 NS USD 2480569.21000000 0.304541529355 Long EC CORP US N 1 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 59522J103 4134.00000000 NS USD 574377.96000000 0.070516856236 Long EC US N 1 N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 000000000 90786.00000000 NS 448371.52000000 0.055046941592 Long EC CORP NL N 2 N N N Middleby Corp/The JDFO86U9VQRBKW5KYA35 596278101 2485.00000000 NS USD 427444.85000000 0.052477757044 Long EC CORP US N 1 N N N Ajinomoto Co Inc 353800UT0TLROREPIC92 000000000 19200.00000000 NS 700015.86000000 0.085941524920 Long EC CORP JP N 2 N N N Asics Corp 3538002LJMRZ83SU0B85 000000000 11100.00000000 NS 301905.56000000 0.037065194791 Long EC CORP JP N 2 N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DN1 440000.00000000 PA USD 434330.28000000 0.053323086968 Long DBT CORP JP N 2 2031-09-12 Fixed 4.53000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DS0 345000.00000000 PA USD 339135.31000000 0.041635921928 Long DBT CORP JP N 2 2032-01-14 Fixed 4.51000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DU5 200000.00000000 PA USD 199010.84000000 0.024432725088 Long DBT CORP JP N 2 2030-04-18 Fixed 4.59000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822DW1 820000.00000000 PA USD 816121.92000000 0.100195961739 Long DBT CORP JP N 2 2032-04-21 Fixed 4.85000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDF3 200000.00000000 PA USD 203277.68000000 0.024956568557 Long DBT CORP JP N 2 2030-07-10 Fixed 5.38000000 N N N N N N MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 60688XBN9 200000.00000000 PA USD 199413.61000000 0.024482173494 Long DBT CORP JP N 2 2029-04-16 Fixed 4.40000000 N N N N N N MIZUHO BANK LTD RB0PEZSDGCO3JS6CEU02 60688XBT6 200000.00000000 PA USD 203496.80000000 0.024983470100 Long DBT CORP JP N 2 2031-04-16 Floating 4.68000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 2328.00000000 NS USD 282456.24000000 0.034677385722 Long EC CORP US N 1 N N N Telstra Group Ltd 894500WRW54CVN62K416 000000000 149993.00000000 NS 526005.67000000 0.064578150267 Long EC CORP AU N 2 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 6564.00000000 NS USD 379661.76000000 0.046611387645 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 5543.00000000 NS USD 1158708.72000000 0.142255625944 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 417000.00000000 PA USD 362755.14000000 0.044535747953 Long DBT CORP US N 2 2032-02-13 Fixed 1.79000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 210000.00000000 PA USD 182585.19000000 0.022416134480 Long DBT CORP US N 2 2032-04-28 Fixed 1.93000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEF8 797000.00000000 PA USD 691388.46000000 0.084882331901 Long DBT CORP US N 2 2036-09-16 Fixed 2.48000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 76000.00000000 PA USD 77006.01000000 0.009454091407 Long DBT CORP US N 2 2029-07-20 Fixed 5.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 325000.00000000 PA USD 327929.19000000 0.040260137326 Long DBT CORP US N 2 2030-01-16 Fixed 5.17000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFQ3 461000.00000000 PA USD 470916.00000000 0.057814746010 Long DBT CORP US N 2 2030-04-18 Fixed 5.66000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFS9 307000.00000000 PA USD 309141.26000000 0.037953527653 Long DBT CORP US N 2 2030-07-19 Fixed 5.04000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFU4 615000.00000000 PA USD 611685.03000000 0.075097076013 Long DBT CORP US N 2 2030-10-18 Fixed 4.65000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGB5 1140000.00000000 PA USD 1125912.06000000 0.138229152925 Long DBT CORP US N 2 2032-03-12 Fixed 4.71000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAE2 480000.00000000 PA USD 485413.95000000 0.059594671298 Long DBT CORP US N 2 2031-01-15 Fixed 5.23000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAM4 330000.00000000 PA USD 322652.38000000 0.039612299007 Long DBT CORP US N 2 2031-10-22 Fixed 4.36000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 279000.00000000 PA USD 270197.17000000 0.033172329579 Long DBT CORP US N 2 2036-10-22 Fixed 4.89000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAS1 255000.00000000 PA USD 250043.36000000 0.030698029691 Long DBT CORP US N 2 2032-01-16 Fixed 4.49000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAW2 635000.00000000 PA USD 630063.61000000 0.077353429449 Long DBT CORP US N 2 2032-04-16 Fixed 4.81000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 714000.00000000 PA USD 710452.57000000 0.087222848421 Long DBT CORP US N 2 2037-04-10 Fixed 5.30000000 N N N N N N DBS Group Holdings Ltd 5493007FKT78NKPM5V55 000000000 27480.00000000 NS 1391444.03000000 0.170828732050 Long EC CORP SG N 2 N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NVG5 455000.00000000 PA USD 452947.54000000 0.055608743345 Long DBT CORP US N 2 2031-07-18 Fixed 4.73000000 N N N N N N MORGAN STANLEY PVT BANK 549300GS0W0TEUQS8571 61776NZW6 990000.00000000 PA USD 973052.20000000 0.119462421744 Long DBT CORP US N 2 2031-11-19 Fixed 4.47000000 N N N N N N MORGAN STANLEY BANK NA G1MLHIS0N32I3QPILB75 61778EUR0 880000.00000000 PA USD 880869.11000000 0.108145027697 Long DBT CORP US N 2 2030-05-10 Fixed 4.79000000 N N N N N N Rio Tinto Ltd 529900X2VMAQT2PE0V24 000000000 3068.00000000 NS 369141.26000000 0.045319777176 Long EC CORP AU N 2 N N N Hong Kong Exchanges & Clearing Ltd 213800YTVSXYQN17BW16 000000000 11200.00000000 NS 521101.90000000 0.063976110376 Long EC CORP HK N 2 N N N NMEF Funding LLC 549300LKWL3P0UPHKL72 62919WAB5 326792.72000000 PA USD 327012.42000000 0.040147584717 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.64000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 439000.00000000 PA USD 432402.69000000 0.053086435153 Long DBT CORP US N 2 2029-06-15 Fixed 4.45000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CT7 243000.00000000 PA USD 263603.24000000 0.032362787350 Long DBT CORP US N 2 2033-03-15 Fixed 7.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DA7 230000.00000000 PA USD 227169.28000000 0.027889760009 Long DBT CORP US N 2 2030-10-15 Fixed 4.73000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DB5 325000.00000000 PA USD 319434.51000000 0.039217238451 Long DBT CORP US N 2 2035-10-15 Fixed 5.41000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377DE9 620000.00000000 PA USD 613157.92000000 0.075277903934 Long DBT CORP US N 2 2031-04-30 Fixed 4.96000000 N N N N N N Natera Inc 529900CQ3OZ0A0VYVU59 632307104 1781.00000000 NS USD 483452.45000000 0.059353856324 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 000000000 88600.00000000 NS 1765171.30000000 0.216711537460 Long EC CORP JP N 2 N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AQ9 170000.00000000 PA USD 120138.74000000 0.014749532271 Long DBT US N 2 2051-04-15 Fixed 3.50000000 N N N N N N NNN REIT INC 5493008JKH5SOTI0JS97 637417AR7 80000.00000000 PA USD 50684.40000000 0.006222565622 Long DBT US N 2 2052-04-15 Fixed 3.00000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AQ1 200000.00000000 PA USD 221358.80000000 0.027176402583 Long DBT CORP GB N 2 2033-11-10 Fixed 8.13000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAS7 560000.00000000 PA USD 550956.94000000 0.067641438279 Long DBT CORP GB N 2 2030-11-06 Fixed 4.41000000 N N N N N N Neurocrine Biosciences Inc 549300FECER0XBN49756 64125C109 3704.00000000 NS USD 624253.64000000 0.076640134637 Long EC CORP US N 1 N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CH9 725000.00000000 PA USD 727003.90000000 0.089254868866 Long DBT CORP US N 2 2055-05-15 Fixed 6.25000000 N N N N N N Hitachi Ltd 549300T6IPOCDWLKC615 000000000 19700.00000000 NS 545219.04000000 0.066936991560 Long EC CORP JP N 2 N N N Hoya Corp 353800X4VR3BHEUCJB42 000000000 3300.00000000 NS 532294.25000000 0.065350204424 Long EC CORP JP N 2 N N N IHI Corp 549300ETQIESIUQ2OE26 000000000 11400.00000000 NS 192468.77000000 0.023629549755 Long EC CORP JP N 2 N N ITOCHU Corp J48DJYXDTLHM30UMYI18 000000000 46900.00000000 NS 535252.49000000 0.065713389990 Long EC CORP JP N 2 N N N Kao Corp 353800HM38HFCB8RGL63 000000000 15600.00000000 NS 309171.25000000 0.037957209550 Long EC CORP JP N 2 N N Keyence Corp 529900M7PQBS7A89DZ11 000000000 2100.00000000 NS 1061522.61000000 0.130324007002 Long EC CORP JP N 2 N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AH7 234000.00000000 PA USD 163856.25000000 0.020116767058 Long DBT CORP US N 2 2040-08-01 Fixed 2.26000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAQ1 86000.00000000 PA USD 65967.30000000 0.008098859869 Long DBT CORP US N 2 2069-05-15 Fixed 4.45000000 N N N N N N NEW YORK LIFE INSURANCE TAE73CY392TBWJ3O3305 64952GAT5 72000.00000000 PA USD 53158.82000000 0.006526352208 Long DBT CORP US N 2 2050-05-15 Fixed 3.75000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WEG4 230000.00000000 PA USD 199881.98000000 0.024539675665 Long DBT CORP US N 2 2031-08-01 Fixed 1.85000000 N N N N N N Kubota Corp 549300CSY4INHEHQQT13 000000000 20200.00000000 NS 337996.18000000 0.041496069998 Long EC CORP JP N 2 N N N Tokio Marine Holdings Inc 5299009QN2NZ191KLS29 000000000 26100.00000000 NS 1147585.92000000 0.140890070607 Long EC CORP JP N 2 N N N Nexstar Media Group Inc 52990083ZRR5UT591988 65336K103 2176.00000000 NS USD 388611.84000000 0.047710196354 Long EC CORP US N 1 N N N NextEra Energy Inc 254900RHL9MEUS5NKX63 65339F101 19445.00000000 NS USD 1706687.65000000 0.209531451478 Long EC CORP US N 1 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDB3 216000.00000000 PA USD 224972.21000000 0.027620023912 Long DBT CORP US N 2 2054-06-15 Fixed 6.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDM9 80000.00000000 PA USD 79190.54000000 0.009722287959 Long DBT CORP US N 2 2055-03-15 Fixed 5.90000000 N N N N N N NEXSTAR MEDIA INC 5493006PK6I4I2OOT688 65346UAB5 320000.00000000 PA USD 319911.17000000 0.039275758393 Long DBT CORP US N 2 2033-09-15 Fixed 6.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAR6 216000.00000000 PA USD 223346.59000000 0.027420445202 Long DBT CORP US N 2 2054-11-30 Fixed 6.95000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QAZ6 36000.00000000 PA USD 35898.34000000 0.004407268832 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BM9 76000.00000000 PA USD 62678.58000000 0.007695101001 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844BQ0 165000.00000000 PA USD 142036.28000000 0.017437911331 Long DBT CORP US N 2 2045-06-15 Fixed 4.45000000 N N N N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844CF3 218000.00000000 PA USD 142306.30000000 0.017471061909 Long DBT CORP US N 2 2050-05-15 Fixed 3.05000000 N N N N N N MISUMI Group Inc 353800SJWGE5BEK2V032 000000000 8600.00000000 NS 214286.53000000 0.026308134158 Long EC CORP JP N 2 N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 38200.00000000 NS 354053.62000000 0.043467455160 Long EC CORP JP N 2 N N N Murata Manufacturing Co Ltd 529900QZG6DL8ZRI7140 000000000 6100.00000000 NS 437886.98000000 0.053759745963 Long EC CORP JP N 2 N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 665501AL6 58000.00000000 PA USD 45503.62000000 0.005586516985 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N NORTHERN NATURAL GAS CO 5493007M02M6CT9EXE41 665501AM4 119000.00000000 PA USD 80466.35000000 0.009878920205 Long DBT CORP US N 2 2051-10-16 Fixed 3.40000000 N N N N N N Obayashi Corp 529900YT4O5S0LCXWD54 000000000 16500.00000000 NS 333440.64000000 0.040936782592 Long EC CORP JP N 2 N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668131AA3 284000.00000000 PA USD 292050.00000000 0.035855219555 Long DBT CORP US N 2 2040-03-30 Fixed 6.06000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AA8 224000.00000000 PA USD 171194.64000000 0.021017707255 Long DBT CORP US N 2 2047-09-30 Fixed 3.85000000 N N N N N N NORTHWESTERN MUTUAL LIFE 1DU7IM20QESYGDO4HO54 668138AG5 454000.00000000 PA USD 461986.89000000 0.056718511805 Long DBT CORP US N 2 2056-06-30 Fixed 6.05000000 N N N N N N AMSR Trust N/A 66982GAA5 375000.00000000 PA USD 354862.24000000 0.043566730105 Long ABS-O CORP US N 2 2043-04-17 Fixed 3.78000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 48676.00000000 NS USD 9739580.84000000 1.195736378705 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066GAV6 470000.00000000 PA USD 466524.45000000 0.057275591792 Long DBT CORP US N 2 2056-06-15 Fixed 5.63000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CF0 164000.00000000 PA USD 139844.39000000 0.017168811186 Long DBT CORP US N 2 2045-06-15 Fixed 4.63000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 2338.00000000 NS 518795.45000000 0.063692945606 Long EC CORP KR N 2 N N N OHIO POWER COMPANY 06ZODLC132CY1O2Y7D77 677415CU3 218000.00000000 PA USD 133531.61000000 0.016393785975 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Okta Inc 549300N8J06I8MRHU620 679295105 1790.00000000 NS USD 244245.50000000 0.029986221633 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 5126.00000000 NS USD 373326.58000000 0.045833612367 Long EC CORP US N 1 N N N Sony Group Corp 529900R5WX9N2OI2N910 000000000 40000.00000000 NS 804962.57000000 0.098825919129 Long EC CORP JP N 2 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CM3 212000.00000000 PA USD 214083.65000000 0.026283226413 Long DBT CORP US N 2 2028-01-15 Fixed 5.63000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CW1 338000.00000000 PA USD 319064.38000000 0.039171797286 Long DBT CORP US N 2 2044-04-01 Fixed 5.60000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CY7 80000.00000000 PA USD 70511.42000000 0.008656745233 Long DBT CORP US N 2 2045-04-01 Fixed 5.05000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680DC4 720000.00000000 PA USD 718765.67000000 0.088243454569 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N OneMain Financial Issuance Trust N/A 682696AB5 465000.00000000 PA USD 451706.44000000 0.055456372473 Long ABS-O CORP US N 2 2035-09-14 Fixed 2.21000000 N N N N N N Oportun Funding LLC N/A 68379HAC6 179000.00000000 PA USD 178662.64000000 0.021934559779 Long ABS-O CORP US N 2 2033-02-08 Fixed 5.80000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 180000.00000000 PA USD 120154.99000000 0.014751527297 Long DBT CORP US N 2 2055-05-15 Fixed 4.38000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 78000.00000000 PA USD 64749.98000000 0.007949408488 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 45000.00000000 PA USD 30352.67000000 0.003726422348 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 194000.00000000 PA USD 141458.49000000 0.017366975576 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 321000.00000000 PA USD 195203.96000000 0.023965351289 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 580000.00000000 PA USD 416500.86000000 0.051134154358 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 277000.00000000 PA USD 177219.65000000 0.021757402706 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 77000.00000000 PA USD 60388.65000000 0.007413964404 Long DBT CORP US N 2 2054-09-27 Fixed 5.38000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 375000.00000000 PA USD 319275.59000000 0.039197727712 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDX0 390000.00000000 PA USD 381822.40000000 0.046876651201 Long DBT CORP US N 2 2031-02-04 Fixed 4.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDY8 577000.00000000 PA USD 560482.31000000 0.068810875816 Long DBT CORP US N 2 2033-05-04 Fixed 5.35000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 62000.00000000 PA USD 60044.20000000 0.007371675994 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEA9 230000.00000000 PA USD 216818.16000000 0.026618944463 Long DBT CORP US N 2 2046-02-04 Fixed 6.55000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEB7 435000.00000000 PA USD 409426.69000000 0.050265652669 Long DBT CORP US N 2 2056-02-04 Fixed 6.70000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 290000.00000000 PA USD 269928.42000000 0.033139334920 Long DBT CORP US N 2 2066-02-04 Fixed 6.85000000 N N N N N N Oportun Funding LLC N/A 68390VAB2 390000.00000000 PA USD 387787.69000000 0.047609014778 Long ABS-O CORP US N 2 2034-01-09 Fixed 5.06000000 N N N N N N Sumitomo Electric Industries Ltd 5493005SP87FL5TOS202 000000000 56000.00000000 NS 1039198.75000000 0.127583288284 Long EC CORP JP N 2 N N N Suzuki Motor Corp 353800D83H0V3ZV1SV24 000000000 28800.00000000 NS 348356.99000000 0.042768075193 Long EC CORP JP N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 5000.00000000 NS 394451.25000000 0.048427105539 Long EC CORP TW N 2 N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 000000000 4000.00000000 NS 1939415.15000000 0.238103598744 Long EC CORP JP N 2 N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 000000000 24100.00000000 NS 403735.12000000 0.049566893922 Long EC CORP JP N 2 N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 162000.00000000 PA USD 170415.89000000 0.020922099475 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AY3 266000.00000000 PA USD 165610.68000000 0.020332159877 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 22122.00000000 NS USD 372092.04000000 0.045682046872 Long EC CORP US N 1 N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 318000.00000000 PA USD 324036.28000000 0.039782201552 Long DBT CORP US N 2 2055-03-15 Fixed 7.38000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 11000.00000000 PA USD 10957.25000000 0.001345230626 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BU8 189000.00000000 PA USD 208661.03000000 0.025617486880 Long DBT CORP US N 2 2034-10-20 Fixed 6.88000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BW4 216000.00000000 PA USD 222589.34000000 0.027327476995 Long DBT CORP US N 2 2035-01-22 Fixed 5.68000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 125000.00000000 PA USD 126153.52000000 0.015487971776 Long DBT CORP US N 2 2036-07-21 Fixed 5.37000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CF0 275000.00000000 PA USD 270171.45000000 0.033169171914 Long DBT CORP US N 2 2041-01-25 Fixed 5.42000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 2516.00000000 NS USD 305165.64000000 0.037465437504 Long EC CORP US N 1 N N N PR RNO PROPERTY OWNER 1 N/A 69393LAA1 330000.00000000 PA USD 329523.79000000 0.040455907684 Long DBT CORP US N 2 2031-05-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308GZ4 326000.00000000 PA USD 269928.95000000 0.033139399988 Long DBT CORP US N 2 2042-04-15 Fixed 4.45000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HD2 333000.00000000 PA USD 276328.17000000 0.033925037510 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 416371.00000000 PA USD 358316.62000000 0.043990827189 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JT5 415000.00000000 PA USD 382812.77000000 0.046998239743 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KC0 121000.00000000 PA USD 116933.05000000 0.014355967064 Long DBT CORP US N 2 2032-03-01 Fixed 4.40000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KJ5 83000.00000000 PA USD 86710.37000000 0.010645503695 Long DBT CORP US N 2 2033-01-15 Fixed 6.15000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KL0 136000.00000000 PA USD 140033.80000000 0.017192065208 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CY2 78000.00000000 PA USD 46652.91000000 0.005727616267 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 2001.00000000 NS USD 476798.28000000 0.058536918381 Long EC CORP US N 1 N N N Palantir Technologies Inc 549300UVN46B3BBDHO85 69608A108 2383.00000000 NS USD 278024.61000000 0.034133310849 Long EC CORP US N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 2872.00000000 NS USD 979409.44000000 0.120242905346 Long EC CORP US N 1 N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299BH6 200000.00000000 PA USD 159858.00000000 0.019625898605 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299CB8 367000.00000000 PA USD 360687.60000000 0.044281914360 Long DBT NUSS PA N 2 2034-02-23 Fixed 5.23000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 000000000 241.00000000 NS 65732.69000000 0.008070056606 Long EC CORP DE N 2 N N N Paylocity Holding Corp 549300VH75FTB4DIEE07 70438V106 1682.00000000 NS USD 175819.46000000 0.021585500224 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 000000000 5585.00000000 NS 872892.52000000 0.107165735159 Long EC CORP CH N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 000000000 8491.00000000 NS 870880.59000000 0.106918728852 Long EC CORP CH N 2 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 1342.00000000 NS USD 181706.80000000 0.022308293815 Long EC CORP US N 1 N N N Performance Food Group Co 549300EUK8GR9IT1YK57 71377A103 6132.00000000 NS USD 685496.28000000 0.084158944099 Long EC CORP US N 1 N N N PFIZER INVESTMENT ENTER 5493000FQO8XF9C0RT95 716973AH5 452000.00000000 PA USD 415829.67000000 0.051051751808 Long DBT CORP SG N 2 2063-05-19 Fixed 5.34000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 5604.00000000 NS USD 1013819.64000000 0.124467474002 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172AU3 253000.00000000 PA USD 206354.26000000 0.025334282823 Long DBT CORP US N 2 2042-08-21 Fixed 3.88000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DP1 465000.00000000 PA USD 466517.79000000 0.057274774138 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172EA3 855000.00000000 PA USD 823158.77000000 0.101059881622 Long DBT CORP US N 2 2035-10-29 Fixed 4.63000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AM7 202000.00000000 PA USD 137806.75000000 0.016918648442 Long DBT CORP US N 2 2050-06-01 Fixed 3.35000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AR8 518000.00000000 PA USD 464502.01000000 0.057027295164 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N Lonza Group AG 549300EFW4H2TCZ71055 000000000 328.00000000 NS 221270.14000000 0.027165517722 Long EC CORP CH N 2 N N N Post Holdings Inc JM1I5YUAURL6DC8N1468 737446104 4897.00000000 NS USD 432209.22000000 0.053062682681 Long EC CORP US N 1 N N N ADT SEC CORP 5493009JEEDYLVRA0J13 74166NAA2 340000.00000000 PA USD 321311.29000000 0.039447652281 Long DBT CORP US N 2 2032-07-15 Fixed 4.88000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 3136.00000000 NS USD 459863.04000000 0.056457764988 Long EC CORP US N 1 N N N PRM7 Trust N/A 74290HAA4 496000.00000000 PA USD 482587.27000000 0.059247637461 Long ABS-MBS CORP US N 2 2042-11-10 Variable 4.51000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 1164.00000000 NS USD 254275.80000000 0.031217649843 Long EC CORP US N 1 N N N Progress Residential Trust 5493002EEQ4GX2578787 74334BAA5 400000.00000000 PA USD 376820.48000000 0.046262561354 Long ABS-O CORP US N 2 2042-07-17 Fixed 3.39000000 N N N N N N Progress Residential Trust 5493002EEQ4GX2578787 74334GAA4 546048.32000000 PA USD 514475.15000000 0.063162538809 Long ABS-O CORP US N 2 2042-04-17 Fixed 3.31000000 N N N N N N Progress Residential Trust N/A 74334KAA5 100000.00000000 PA USD 96490.23000000 0.011846185179 Long ABS-O CORP US N 2 2043-05-17 Fixed 4.24000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCR0 85000.00000000 PA USD 85869.06000000 0.010542215371 Long DBT US N 2 2035-05-15 Fixed 5.25000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BP6 184000.00000000 PA USD 190475.51000000 0.023384835579 Long DBT CORP US N 2 2054-03-15 Fixed 6.50000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CK5 185000.00000000 PA USD 155000.71000000 0.019029565103 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CU3 132000.00000000 PA USD 79074.13000000 0.009707996207 Long DBT CORP US N 2 2051-01-15 Fixed 2.70000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CX7 125000.00000000 PA USD 102947.29000000 0.012638923765 Long DBT CORP US N 2 2052-06-01 Fixed 4.50000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 725000.00000000 PA USD 732276.61000000 0.089902203825 Long DBT CORP US N 2 2036-01-15 Fixed 5.45000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573106 2494.00000000 NS USD 202413.04000000 0.024850415991 Long EC CORP US N 1 N N N Public Storage 254900GLQZAD4N7N5Q19 74460D109 1375.00000000 NS USD 437676.25000000 0.053733874467 Long EC US N 1 N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AQ5 422000.00000000 PA USD 424685.29000000 0.052138963585 Long DBT CORP US N 2 2035-03-15 Fixed 5.73000000 N N N N N N QNITY ELECTRONICS INC 254900RSUG4J9TFFZX53 74743LAA8 156000.00000000 PA USD 156830.86000000 0.019254254129 Long DBT CORP US N 2 2032-08-15 Fixed 5.75000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 1383.00000000 NS USD 255564.57000000 0.031375873200 Long EC CORP US N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 922.00000000 NS USD 663876.88000000 0.081504712516 Long EC CORP US N 1 N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAF9 103000.00000000 PA USD 95818.02000000 0.011763657402 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAL6 526000.00000000 PA USD 531957.26000000 0.065308831883 Long DBT CORP US N 2 2034-08-09 Fixed 5.25000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAN2 435000.00000000 PA USD 429694.64000000 0.052753965619 Long DBT CORP US N 2 2031-01-15 Fixed 4.50000000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAP7 260000.00000000 PA USD 258272.13000000 0.031708282576 Long DBT CORP US N 2 2035-08-09 Fixed 5.10000000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBG4 698000.00000000 PA USD 693279.54000000 0.085114501353 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Woodward Capital Management 2549002LEW4WNQBOMB89 749349AA4 389642.30000000 PA USD 386775.74000000 0.047484776841 Long ABS-MBS CORP US N 2 2055-11-25 Variable 5.03000000 N N N N N N Woodward Capital Management 254900JZ559190WVJ551 74940EAA5 438175.44000000 PA USD 433404.02000000 0.053209369263 Long ABS-MBS CORP US N 2 2056-02-25 Variable 4.76000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 749000.00000000 PA USD 746562.24000000 0.091656062411 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N Woodward Capital Management 254900BTBXWWIQBK4D47 749423AA7 287120.32000000 PA USD 285150.93000000 0.035008215037 Long ABS-MBS CORP US N 2 2055-11-25 Variable 4.97000000 N N N N N N Woodward Capital Management 254900FCN7EI8DTYGA19 74942JAA2 358685.68000000 PA USD 354410.40000000 0.043511257335 Long ABS-MBS CORP US N 2 2055-09-25 Variable 4.80000000 N N N N N N ROCC Trust N/A 74970WAA8 441393.00000000 PA USD 446114.36000000 0.054769828196 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.39000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 2489.00000000 NS USD 378402.67000000 0.046456808126 Long EC CORP US N 1 N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 754907103 10806.00000000 NS USD 229951.68000000 0.028231357554 Long EC US N 1 N N N RTX Corp I07WOS4YJ0N7YRFE7309 75513E101 4724.00000000 NS USD 896284.52000000 0.110037590307 Long EC CORP US N 1 N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513EAC5 114000.00000000 PA USD 76089.18000000 0.009341531432 Long DBT CORP US N 2 2050-07-01 Fixed 3.13000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 361000.00000000 PA USD 368602.02000000 0.045253574236 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 147000.00000000 PA USD 156021.60000000 0.019154900611 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 5119.00000000 NS USD 408189.06000000 0.050113707812 Long EC US N 1 N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 880.00000000 NS USD 548715.20000000 0.067366218009 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP100 10705.00000000 NS USD 323291.00000000 0.039690702912 Long EC CORP US N 1 N N N Research-Driven Pagaya Motor Asset Trust I N/A 76089KAC3 500000.00000000 PA USD 497800.35000000 0.061115359850 Long ABS-O CORP US N 2 2034-06-26 Fixed 4.84000000 N N N N N N RFC PRINCIPAL STRIP N/A 76116FAC1 400000.00000000 PA USD 339653.70000000 0.041699565096 Long DBT USGA US N 2 2030-04-15 None 0.00000000 N N N N N N Rhythm Pharmaceuticals Inc 529900JPNWXQ8DPLA551 76243J105 1244.00000000 NS USD 138121.32000000 0.016957268460 Long EC CORP US N 1 N N N Robinhood Markets Inc 213800FS5AO3YWIE6F63 770700102 3542.00000000 NS USD 355191.76000000 0.043607185547 Long EC CORP US N 1 N N N Rocket Cos Inc N/A 77311W101 12092.00000000 NS USD 190449.00000000 0.023381580925 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 608.00000000 NS USD 301008.64000000 0.036955079183 Long EC CORP US N 1 N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 693000.00000000 PA USD 646213.73000000 0.079336193012 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 140000.00000000 PA USD 138783.09000000 0.017038514509 Long DBT CORP CA N 2 2034-02-15 Fixed 5.30000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DL2 215000.00000000 PA USD 217521.90000000 0.026705343203 Long DBT CORP CA N 2 2056-07-31 Fixed 6.88000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AG1 166000.00000000 PA USD 164942.44000000 0.020250119501 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AH9 91000.00000000 PA USD 90062.83000000 0.011057087976 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696AL0 100000.00000000 PA USD 98659.70000000 0.012112532801 Long DBT CORP US N 2 2030-09-15 Fixed 4.45000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 225000.00000000 PA USD 226890.66000000 0.027855553602 Long DBT CORP LR N 2 2031-09-30 Fixed 5.63000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAT5 340000.00000000 PA USD 337180.08000000 0.041395876727 Long DBT CORP CA N 2 2030-04-17 Fixed 4.40000000 N N N N N N Ryanair Holdings PLC 635400BR2ROC1FVEBQ56 783513203 6418.00000000 NS USD 415565.50000000 0.051019319439 Long EC CORP IE N 1 N N N S&P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAR5 184000.00000000 PA USD 90316.58000000 0.011088241073 Long DBT CORP US N 2 2060-08-15 Fixed 2.30000000 N N N N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 1343.00000000 NS USD 236985.78000000 0.029094939816 Long EC US N 1 N N N SCF Equipment Trust Llc N/A 78437DAD2 667000.00000000 PA USD 676494.88000000 0.083053834791 Long ABS-O CORP US N 2 2034-09-20 Fixed 5.23000000 N N N N N N SCF Equipment Trust Llc N/A 78439XAC8 505000.00000000 PA USD 500643.31000000 0.061464392396 Long ABS-O CORP US N 2 2036-06-20 Fixed 4.33000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAK0 250000.00000000 PA USD 170697.00000000 0.020956611582 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BQ6 37000.00000000 PA USD 30827.76000000 0.003784749540 Long DBT CORP US N 2 2042-04-01 Fixed 4.30000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BY9 65000.00000000 PA USD 44122.70000000 0.005416980297 Long DBT CORP US N 2 2050-04-15 Fixed 3.32000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CA0 222000.00000000 PA USD 141538.37000000 0.017376782509 Long DBT CORP US N 2 2051-08-15 Fixed 2.95000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CD4 299000.00000000 PA USD 278743.41000000 0.034221558518 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N Sandisk Corp 5299007I9R9N3RO43S32 80004C200 151.00000000 NS USD 343333.23000000 0.042151304031 Long EC CORP US N 1 N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAU9 602000.00000000 PA USD 601526.41000000 0.073849893851 Long DBT CORP GB N 2 2030-09-11 Fixed 4.86000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAV7 590000.00000000 PA USD 605178.17000000 0.074298223440 Long DBT CORP GB N 2 2031-04-15 Fixed 5.69000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBT2 350000.00000000 PA USD 349130.07000000 0.042862986863 Long DBT CORP US N 2 2032-06-05 Fixed 5.22000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288JAE3 205000.00000000 PA USD 204279.16000000 0.025079521083 Long ABS-O CORP US N 2 2031-09-15 Fixed 4.68000000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AF7 200000.00000000 PA USD 200694.58000000 0.024639439238 Long ABS-O CORP US N 2 2031-12-15 Fixed 5.32000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AA7 319000.00000000 PA USD 298144.67000000 0.036603467222 Long DBT CORP AU N 2 2031-04-29 Fixed 3.65000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 328000.00000000 PA USD 356115.50000000 0.043720593870 Long DBT CORP AU N 2 2033-09-19 Fixed 6.88000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AC3 385000.00000000 PA USD 387838.10000000 0.047615203655 Long DBT CORP AU N 2 2035-11-13 Fixed 5.75000000 N N N N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 5331.00000000 NS USD 445245.12000000 0.054663110884 Long EC CORP US N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 9406.00000000 NS USD 867891.62000000 0.106551770538 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CR4 300000.00000000 PA USD 304047.11000000 0.037328114652 Long DBT CORP US N 2 2037-05-21 Fixed 5.49000000 N N N N N N SDR Commercial Mortgage Trust N/A 811304AE4 246000.00000000 PA USD 246307.50000000 0.030239375075 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.37000000 N N N N N N Sea Ltd 529900OM6JLLW44YKI15 81141R100 2642.00000000 NS USD 253182.86000000 0.031083468697 Long EC CORP KY N 1 N N N SHELL FINANCE US INC N/A 822905AX3 210000.00000000 PA USD 201735.29000000 0.024767208064 Long DBT CORP US N 2 2041-10-15 Fixed 5.13000000 N N N N N N SIERRA PACIFIC POWER CO QB888G5GSVGE1LD1WV84 826418BR5 155000.00000000 PA USD 153641.97000000 0.018862751471 Long DBT CORP US N 2 2055-12-15 Fixed 6.20000000 N N N N N N Sierra Receivables Funding Co LLC N/A 82653HAB6 121762.06000000 PA USD 121700.00000000 0.014941209450 Long ABS-O CORP US N 2 2044-04-20 Fixed 4.93000000 N N N N N N Silgan Holdings Inc KAF673KJXD92C8KSLU49 827048109 8347.00000000 NS USD 387217.33000000 0.047538991210 Long EC CORP US N 1 N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAB8 141000.00000000 PA USD 141356.89000000 0.017354502060 Long DBT CORP US N 2 2027-09-01 Fixed 4.91000000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAD4 403000.00000000 PA USD 404380.45000000 0.049646121619 Long DBT CORP US N 2 2029-10-01 Fixed 5.03000000 N N N N N N Snowflake Inc 254900CJNSY1K7T53Z16 833445109 2515.00000000 NS USD 640067.50000000 0.078581615282 Long EC CORP US N 1 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCN0 200000.00000000 PA USD 196057.05000000 0.024070085852 Long DBT CORP FR N 2 2037-04-10 Fixed 5.40000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RCQ3 475000.00000000 PA USD 477778.63000000 0.058657276760 Long DBT CORP FR N 2 2032-05-27 Fixed 5.37000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAQ4 270000.00000000 PA USD 276391.21000000 0.033932776982 Long DBT CORP US N 2 2031-03-13 Fixed 5.45000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAR2 856000.00000000 PA USD 876068.36000000 0.107555635657 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AR3 241000.00000000 PA USD 239544.98000000 0.029409134913 Long DBT CORP US N 2 2029-09-01 Fixed 4.60000000 N N N N N N SONOCO PRODUCTS CO GKOMIK4RDJGHEF0VNP11 835495AS1 239000.00000000 PA USD 234423.91000000 0.028780416922 Long DBT CORP US N 2 2034-09-01 Fixed 5.00000000 N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GE7 168000.00000000 PA USD 120571.92000000 0.014802714137 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GJ6 185000.00000000 PA USD 181986.64000000 0.022342650003 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GY3 196000.00000000 PA USD 118092.86000000 0.014498357895 Long DBT CORP US N 2 2051-02-01 Fixed 2.95000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HV8 69000.00000000 PA USD 63681.73000000 0.007818258554 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HZ9 365000.00000000 PA USD 361759.72000000 0.044413539418 Long DBT CORP US N 2 2034-06-01 Fixed 5.20000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JJ3 189000.00000000 PA USD 191110.05000000 0.023462738579 Long DBT CORP US N 2 2030-03-15 Fixed 5.25000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAD0 121000.00000000 PA USD 106562.38000000 0.013082751348 Long DBT CORP US N 2 2031-01-15 Fixed 1.75000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAG3 135000.00000000 PA USD 140478.37000000 0.017246645434 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AH3 329000.00000000 PA USD 313111.69000000 0.038440980621 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AJ9 314000.00000000 PA USD 295212.74000000 0.036243511756 Long DBT CORP US N 2 2043-07-15 Fixed 5.25000000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 682000.00000000 PA USD 661662.32000000 0.081232829157 Long DBT CORP US N 2 2035-10-01 Fixed 4.90000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741108 8281.00000000 NS USD 425809.02000000 0.052276924845 Long EC CORP US N 1 N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 40000.00000000 PA USD 40002.66000000 0.004911159586 Long DBT CORP US N 2 2029-02-01 Fixed 5.38000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AS8 581000.00000000 PA USD 583106.74000000 0.071588495761 Long DBT CORP US N 2 2030-03-15 Fixed 5.38000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 487000.00000000 PA USD 474626.87000000 0.058270332583 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Space Exploration Technologies Corp 549300B9WLO96RQCXP87 84615Q103 1967.00000000 NS USD 336081.62000000 0.041261017886 Long EC CORP US N 1 N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAA1 615000.00000000 PA USD 613397.82000000 0.075307356655 Long DBT CORP US N 2 2031-07-15 Fixed 5.35000000 N N N N N N SPACE EXPLORATION TECH 549300B9WLO96RQCXP87 84615QAC7 340000.00000000 PA USD 337974.39000000 0.041493394821 Long DBT CORP US N 2 2033-07-15 Fixed 5.65000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 327000.00000000 PA USD 342583.49000000 0.042059257833 Long DBT CORP US N 2 2028-11-15 Fixed 6.88000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CX6 715000.00000000 PA USD 751998.41000000 0.092323465489 Long DBT CORP GB N 2 2030-02-08 Fixed 7.02000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 5953.00000000 NS USD 1009628.80000000 0.123952961116 Long EC CORP US N 1 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DF7 360000.00000000 PA USD 355877.46000000 0.043691369502 Long DBT CORP US N 2 2032-04-23 Fixed 4.56000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAK6 230000.00000000 PA USD 229854.42000000 0.028219416863 Long DBT CORP US N 2 2030-03-18 Fixed 5.75000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAL4 310000.00000000 PA USD 304797.76000000 0.037420272573 Long DBT CORP US N 2 2035-03-18 Fixed 6.45000000 N N N N N N STELLANTIS FINANCIAL SER 5493000KNKFDOC1BOW59 85855FAD5 200000.00000000 PA USD 199292.89000000 0.024467352600 Long DBT CORP US N 2 2029-06-15 Fixed 5.40000000 N N N N N N STELLANTIS FINANCIAL SER 5493000KNKFDOC1BOW59 85855FAE3 200000.00000000 PA USD 197669.59000000 0.024268058719 Long DBT CORP US N 2 2031-06-15 Fixed 5.80000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 1610.00000000 NS USD 506892.40000000 0.062231598333 Long EC CORP US N 1 N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MED8 210000.00000000 PA USD 206129.74000000 0.025306718317 Long DBT CORP JP N 2 2032-01-15 Fixed 4.49000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 260000.00000000 PA USD 260435.14000000 0.031973837099 Long DBT CORP US N 2 2030-04-01 Fixed 4.85000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AD9 126000.00000000 PA USD 126220.93000000 0.015496247757 Long DBT CORP US N 2 2032-04-01 Fixed 5.00000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AE7 225000.00000000 PA USD 223714.21000000 0.027465578213 Long DBT CORP US N 2 2035-04-01 Fixed 5.15000000 N N N N N N TD SYNNEX Corp 5493004HI6PFLF46NS53 87162W100 934.00000000 NS USD 249695.56000000 0.030655329998 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 2468.00000000 NS USD 373902.00000000 0.045904257155 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 263000.00000000 PA USD 254840.53000000 0.031286982211 Long DBT CORP US N 2 2030-04-15 Fixed 3.88000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 455000.00000000 PA USD 296796.45000000 0.036437945140 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADS1 319000.00000000 PA USD 322294.79000000 0.039568397388 Long DBT CORP US N 2 2032-05-15 Fixed 5.13000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADV4 272000.00000000 PA USD 297223.84000000 0.036490416163 Long DBT CORP US N 2 2033-12-15 Fixed 6.70000000 N N N N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 4487.00000000 NS USD 2142856.59000000 0.263080272252 Long EC CORP TW N 1 N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 1745.00000000 NS USD 436215.10000000 0.053554487875 Long EC CORP US N 1 N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 610000.00000000 PA USD 674577.26000000 0.082818407001 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BH9 305000.00000000 PA USD 307751.87000000 0.037782951096 Long DBT CORP US N 2 2056-06-15 Fixed 6.05000000 N N N N N N Teledyne Technologies Inc 549300VSMO9KYQWDND94 879360105 520.00000000 NS USD 346788.00000000 0.042575448996 Long EC CORP US N 1 N N N Somnigroup International Inc 549300HFEKVR3US71V91 88023U101 1777.00000000 NS USD 139316.80000000 0.017104038527 Long EC CORP US N 1 N N TENNESSEE GAS PIPELINE N/A 880451AZ2 66000.00000000 PA USD 61821.37000000 0.007589860621 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 874000.00000000 PA USD 962515.09000000 0.118168772052 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EJ7 155000.00000000 PA USD 137560.87000000 0.016888461551 Long DBT USGA US N 2 2060-09-15 Fixed 4.63000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591ES7 264000.00000000 PA USD 215615.24000000 0.026471260982 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059ENP5 1000000.00000000 PA USD 918332.22000000 0.112744404634 Long DBT USGA US N 2 2028-07-15 None 0.00000000 N N N N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 1279.00000000 NS USD 618831.36000000 0.075974436846 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 4602.00000000 NS USD 1935601.20000000 0.237635356955 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 3526.00000000 NS USD 1050994.82000000 0.129031501534 Long EC CORP US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 651.00000000 NS USD 326385.36000000 0.040070600043 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 5530.00000000 NS USD 895362.30000000 0.109924368596 Long EC CORP US N 1 N N N TIME WARNER CABLE ENTRMN N/A 88731EAJ9 185000.00000000 PA USD 205047.71000000 0.025173876601 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 316000.00000000 PA USD 313243.75000000 0.038457193736 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAY4 108000.00000000 PA USD 96575.99000000 0.011856714005 Long DBT CORP US N 2 2040-11-15 Fixed 5.88000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBB3 730000.00000000 PA USD 624613.78000000 0.076684349322 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JBD9 65000.00000000 PA USD 48989.58000000 0.006014491172 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAX7 493000.00000000 PA USD 368860.27000000 0.045285279802 Long DBT CORP FR N 2 2041-06-29 Fixed 2.99000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAB7 85000.00000000 PA USD 82127.67000000 0.010082881833 Long DBT CORP FR N 2 2054-04-05 Fixed 5.49000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAC5 174000.00000000 PA USD 168465.90000000 0.020682697593 Long DBT CORP FR N 2 2064-04-05 Fixed 5.64000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 89157XAE1 42000.00000000 PA USD 39568.13000000 0.004857811979 Long DBT CORP FR N 2 2054-09-10 Fixed 5.28000000 N N N N N Towd Point Mortgage Trust 25490034D0KGIZRC3Y05 89183VCG6 215128.72000000 PA USD 213991.94000000 0.026271967101 Long ABS-O CORP US N 2 2066-04-25 Variable 5.31000000 N N N N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 6416.00000000 NS USD 202809.76000000 0.024899121632 Long EC CORP US N 1 N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DF7 110000.00000000 PA USD 112369.29000000 0.013795670482 Long DBT CORP CA N 2 2034-03-31 Fixed 5.60000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 893526DJ9 78000.00000000 PA USD 81552.23000000 0.010012234589 Long DBT CORP CA N 2 2040-06-01 Fixed 6.10000000 N N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBK4 53000.00000000 PA USD 53587.56000000 0.006578988971 Long DBT CORP CA N 2 2056-10-17 Fixed 6.13000000 N N N N N TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 89352HBL2 58000.00000000 PA USD 58673.44000000 0.007203386657 Long DBT CORP CA N 2 2056-10-17 Fixed 6.38000000 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAB4 208000.00000000 PA USD 208184.11000000 0.025558935018 Long DBT CORP CA N 2 2076-08-15 Fixed 5.88000000 N N N N N N TransUnion 549300ZS772LUNUMRB03 89400J107 5688.00000000 NS USD 410332.32000000 0.050376837611 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 1179.00000000 NS USD 389211.48000000 0.047783814651 Long EC CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 659000.00000000 PA USD 657988.92000000 0.080781842807 Long DBT CORP US N 2 2034-01-26 Fixed 5.12000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAV4 330000.00000000 PA USD 320993.88000000 0.039408683593 Long DBT CORP US N 2 2036-10-23 Fixed 4.96000000 N N N N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 1639.00000000 NS USD 338174.87000000 0.041518007916 Long EC CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BE7 420000.00000000 PA USD 485163.84000000 0.059563965087 Long DBT CORP CH N 2 2033-11-13 Fixed 9.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BF4 200000.00000000 PA USD 215270.40000000 0.026428924690 Long DBT CORP CH N 2 2028-11-13 Fixed 9.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BT4 345000.00000000 PA USD 338953.59000000 0.041613612014 Long DBT CORP CH N 2 2033-11-06 Fixed 4.84000000 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90265EAW0 415000.00000000 PA USD 413289.61000000 0.050739906545 Long DBT US N 2 2034-09-01 Fixed 5.13000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973304 5600.00000000 NS USD 338240.00000000 0.041526003980 Long EC CORP US N 1 N N N UPG HI Issuer Trust N/A 90321EAA0 100768.23000000 PA USD 100242.55000000 0.012306860602 Long ABS-O CORP US N 2 2047-09-25 Fixed 5.00000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAK6 380000.00000000 PA USD 377224.29000000 0.046312137441 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 300000.00000000 PA USD 291765.81000000 0.035820329315 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AS8 493000.00000000 PA USD 495632.37000000 0.060849195156 Long DBT CORP IT N 2 2035-06-30 Fixed 5.46000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AY5 200000.00000000 PA USD 183519.10000000 0.022530791382 Long DBT CORP IT N 2 2032-06-03 Fixed 3.13000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CX8 178000.00000000 PA USD 164910.08000000 0.020246146637 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CY6 370000.00000000 PA USD 374820.81000000 0.046017060218 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 2258.00000000 NS USD 614176.00000000 0.075402894456 Long EC CORP US N 1 N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 317119.37000000 PA USD 305254.76000000 0.037476378840 Long DBT CORP US N 2 2028-10-07 Fixed 2.88000000 N N N N N N UNITED AIR 2024-1 A PTT N/A 90932WAB9 339248.06000000 PA USD 340300.85000000 0.041779016236 Long DBT CORP US N 2 2037-02-15 Fixed 5.88000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91086QBB3 234000.00000000 PA USD 188136.00000000 0.023097612006 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAG5 265000.00000000 PA USD 195570.00000000 0.024010290322 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAN0 205000.00000000 PA USD 122692.50000000 0.015063059494 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAQ3 200000.00000000 PA USD 157200.00000000 0.019299573751 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAX8 350000.00000000 PA USD 327600.00000000 0.040219722398 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.34000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAZ3 247000.00000000 PA USD 246110.80000000 0.030215226054 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBL3 667000.00000000 PA USD 647990.50000000 0.079554328531 Long DBT NUSS MX N 2 2035-09-22 Fixed 5.63000000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 443.00000000 NS USD 501870.27000000 0.061615027287 Long EC CORP US N 1 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 287000.00000000 PA USD 299242.38000000 0.036738233985 Long DBT CORP US N 2 2034-06-12 Fixed 5.84000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJR2 178000.00000000 PA USD 183783.94000000 0.022563306007 Long DBT CORP US N 2 2035-01-23 Fixed 5.68000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797VL8 662000.00000000 PA USD 654880.92000000 0.080400271082 Long STIV UST US N 2 2026-10-13 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810PZ5 77533.00000000 PA USD 78502.30000000 0.009637792166 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QH4 125000.00000000 PA USD 120839.84000000 0.014835606897 Long DBT UST US N 2 2040-05-15 Fixed 4.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810QZ4 1720000.00000000 PA USD 1375126.57000000 0.168825424018 Long DBT UST US N 2 2043-02-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 1060000.00000000 PA USD 813550.00000000 0.099880204998 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RC4 975000.00000000 PA USD 830540.04000000 0.101966086232 Long DBT UST US N 2 2043-08-15 Fixed 3.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SR0 300.00000000 PA USD 189.81000000 0.000023303130 Long DBT UST US N 2 2040-05-15 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SS8 0.00000000 PA USD 0.00000000 0.000000 Long DBT UST US N 2 2050-11-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SU3 384000.00000000 PA USD 213435.00000000 0.026203591117 Long DBT UST US N 2 2051-02-15 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SX7 1480000.00000000 PA USD 925578.12000000 0.113633989757 Long DBT UST US N 2 2051-05-15 Fixed 2.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 1465000.00000000 PA USD 882033.00000000 0.108287919433 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TG3 800000.00000000 PA USD 553406.25000000 0.067942142089 Long DBT UST US N 2 2052-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TJ7 640000.00000000 PA USD 453775.00000000 0.055710331292 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 832300.00000000 PA USD 712136.69000000 0.087429609223 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TS7 1650000.00000000 PA USD 1458380.86000000 0.179046621919 Long DBT UST US N 2 2043-05-15 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 3709000.00000000 PA USD 3309413.18000000 0.406299387674 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 2575000.00000000 PA USD 2452285.16000000 0.301069073191 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UC0 5100000.00000000 PA USD 4553343.75000000 0.559017770484 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UD8 3735000.00000000 PA USD 3377840.63000000 0.414700282190 Long DBT UST US N 2 2044-08-15 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 1000000.00000000 PA USD 930898.44000000 0.114287169835 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 3675000.00000000 PA USD 3541637.70000000 0.434809783670 Long DBT UST US N 2 2044-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 55000.00000000 PA USD 53352.15000000 0.006550087491 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UQ9 1287600.00000000 PA USD 1236699.56000000 0.151830625743 Long DBT UST US N 2 2045-11-15 Fixed 4.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284N7 355000.00000000 PA USD 346804.49000000 0.042577473487 Long DBT UST US N 2 2028-05-15 Fixed 2.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828U24 245000.00000000 PA USD 243231.41000000 0.029861720967 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828V98 185000.00000000 PA USD 183005.11000000 0.022467688405 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YB0 40000.00000000 PA USD 37067.19000000 0.004550769511 Long DBT UST US N 2 2029-08-15 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YQ7 585000.00000000 PA USD 580658.21000000 0.071287887712 Long DBT UST US N 2 2026-10-31 Fixed 1.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828YX2 130000.00000000 PA USD 128593.87000000 0.015787575560 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CBZ3 530000.00000000 PA USD 503003.13000000 0.061754109445 Long DBT UST US N 2 2028-04-30 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CCH2 3190000.00000000 PA USD 3013553.13000000 0.369976405134 Long DBT UST US N 2 2028-06-30 Fixed 1.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDF5 15290000.00000000 PA USD 14346917.54000000 1.761382908226 Long DBT UST US N 2 2028-10-31 Fixed 1.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CDG3 3320000.00000000 PA USD 3289557.16000000 0.403861647709 Long DBT UST US N 2 2026-10-31 Fixed 1.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEF4 2211000.00000000 PA USD 2186471.72000000 0.268434937762 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CET4 17327000.00000000 PA USD 17097823.39000000 2.099113890008 Long DBT UST US N 2 2027-05-31 Fixed 2.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 2395000.00000000 PA USD 2394345.11000000 0.293955725429 Long DBT UST US N 2 2027-09-30 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLR0 17995000.00000000 PA USD 17966179.93000000 2.205722739159 Long DBT UST US N 2 2029-10-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLY5 1565000.00000000 PA USD 1567066.29000000 0.192390021868 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMA6 12990000.00000000 PA USD 12969703.13000000 1.592301158368 Long DBT UST US N 2 2029-11-30 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 5081700.00000000 PA USD 5084869.46000000 0.624273620618 Long DBT UST US N 2 2027-01-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNE7 520000.00000000 PA USD 518927.50000000 0.063709157493 Long DBT UST US N 2 2027-05-31 Fixed 3.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CPB1 100000.00000000 PA USD 99214.84000000 0.012180687798 Long DBT UST US N 2 2027-09-30 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CQD6 2500000.00000000 PA USD 2426660.15000000 0.297923069563 Long DBT UST US N 2 2031-02-28 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334S6 11860000.00000000 PA USD 9535855.81000000 1.170724888619 Long DBT UST US N 2 2031-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128334Z0 170000.00000000 PA USD 115832.66000000 0.014220871275 Long DBT UST US N 2 2035-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337F1 169000.00000000 PA USD 103947.00000000 0.012761658987 Long DBT UST US N 2 2037-02-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128337Q7 4425000.00000000 PA USD 3518333.87000000 0.431948753226 Long DBT UST US N 2 2031-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833PB0 1196000.00000000 PA USD 1179302.14000000 0.144783897115 Long DBT UST US N 2 2026-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912833Z52 338000.00000000 PA USD 202093.47000000 0.024811182118 Long DBT UST US N 2 2037-08-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834FB9 410000.00000000 PA USD 212380.71000000 0.026074155064 Long DBT UST US N 2 2040-02-15 None 0.00000000 N N N N N United States Treasury 254900HROIFWPRGM1V77 912834JH2 2409000.00000000 PA USD 1190868.10000000 0.146203859570 Long DBT UST US N 2 2040-11-15 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912834KP2 3020000.00000000 PA USD 1428145.83000000 0.175334642330 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 2738.00000000 NS USD 1137994.94000000 0.139712578076 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 539000.00000000 PA USD 443505.55000000 0.054449542439 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 167000.00000000 PA USD 123386.48000000 0.015148259991 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEE8 86000.00000000 PA USD 64885.35000000 0.007966027975 Long DBT CORP US N 2 2041-05-15 Fixed 3.05000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEF5 194000.00000000 PA USD 130630.60000000 0.016037626583 Long DBT CORP US N 2 2051-05-15 Fixed 3.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFC1 44000.00000000 PA USD 41419.77000000 0.005085139350 Long DBT CORP US N 2 2054-04-15 Fixed 5.38000000 N N N N N N Universal Display Corp N/A 91347P105 1930.00000000 NS USD 167118.70000000 0.020517300737 Long EC CORP US N 1 N N N UNIVERSITY OF MIAMI 5493008ZSVWUNRYQE312 914453AA3 272000.00000000 PA USD 204916.33000000 0.025157746970 Long DBT CORP US N 2 2052-04-01 Fixed 4.06000000 N N N N N N Ventas Inc ORQTRC074CWLT3DKHT41 92276F100 7054.00000000 NS USD 626395.20000000 0.076903055726 Long EC US N 1 N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 52000.00000000 PA USD 55135.39000000 0.006769017338 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N N VeraDermics Inc N/A 922967104 874.00000000 NS USD 107449.56000000 0.013191671169 Long EC CORP US N 1 N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 437000.00000000 PA USD 416877.07000000 0.051180341971 Long DBT CORP US N 2 2029-08-15 Fixed 3.88000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 110000.00000000 PA USD 103274.08000000 0.012679044043 Long DBT CORP US N 2 2031-08-15 Fixed 4.13000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 340000.00000000 PA USD 348222.56000000 0.042751571111 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338CAD5 314000.00000000 PA USD 318349.85000000 0.039084073848 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 929000.00000000 PA USD 816041.81000000 0.100186126568 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHC1 547000.00000000 PA USD 545531.21000000 0.066975316929 Long DBT CORP US N 2 2037-07-02 Fixed 5.40000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHN7 42000.00000000 PA USD 42461.29000000 0.005213007620 Long DBT CORP US N 2 2056-05-14 Fixed 6.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHP2 616000.00000000 PA USD 621689.38000000 0.076325318320 Long DBT CORP US N 2 2058-05-14 Fixed 6.05000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 515.00000000 NS USD 255815.95000000 0.031406735330 Long EC CORP US N 1 N N N Vicor Corp 5299005KMQOTR6B51F09 925815102 723.00000000 NS USD 274580.94000000 0.033710528640 Long EC CORP US N 1 N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FP4 195000.00000000 PA USD 172983.28000000 0.021237300064 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GD0 274000.00000000 PA USD 156926.43000000 0.019265987337 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804GN8 71000.00000000 PA USD 69895.12000000 0.008581081573 Long DBT CORP US N 2 2053-08-15 Fixed 5.70000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 345000.00000000 PA USD 375405.54000000 0.046088848002 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAU6 176000.00000000 PA USD 177904.32000000 0.021841460207 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAV4 67000.00000000 PA USD 65916.28000000 0.008092596102 Long DBT CORP US N 2 2030-10-15 Fixed 4.60000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAW2 161000.00000000 PA USD 156590.05000000 0.019224689686 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAZ5 795000.00000000 PA USD 779099.02000000 0.095650629748 Long DBT CORP US N 2 2036-01-31 Fixed 5.35000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WCE8 150000.00000000 PA USD 147338.74000000 0.018088898722 Long DBT CORP GB N 2 2056-06-18 Fixed 6.10000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CS9 245000.00000000 PA USD 247613.99000000 0.030399773931 Long DBT CORP US N 2 2035-03-27 Fixed 5.80000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 403000.00000000 PA USD 362421.33000000 0.044494765824 Long DBT US N 2 2031-02-01 Fixed 2.40000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAJ8 283000.00000000 PA USD 247091.37000000 0.030335611442 Long DBT US N 2 2032-02-01 Fixed 2.45000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 3592.00000000 NS USD 406829.92000000 0.049946845072 Long EC CORP US N 1 N N N Warner Music Group Corp N/A 934550203 7528.00000000 NS USD 203782.96000000 0.025018602200 Long EC CORP US N 1 N N N P4 SFR HOLDCO LLC N/A 000000000 770392.00000000 PA USD 763843.67000000 0.093777717836 Long ABS-O CORP US N 2 2026-10-11 Fixed 7.25000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VAY3 123000.00000000 PA USD 109217.16000000 0.013408680880 Long DBT CORP US N 2 2042-05-15 Fixed 4.63000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 86000.00000000 PA USD 76227.15000000 0.009358470122 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 21456.00000000 NS USD 1773123.84000000 0.217687877360 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3F8 640000.00000000 PA USD 655397.02000000 0.080463633105 Long DBT CORP US N 2 2034-07-25 Fixed 5.56000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3P6 580000.00000000 PA USD 587922.67000000 0.072179751462 Long DBT CORP US N 2 2031-01-24 Fixed 5.24000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 2113000.00000000 PA USD 2135179.48000000 0.262137747121 Long DBT CORP US N 2 2031-04-23 Fixed 5.15000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4E0 1203000.00000000 PA USD 1174464.82000000 0.144190015346 Long DBT CORP US N 2 2037-01-23 Fixed 4.96000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4J9 780000.00000000 PA USD 777363.06000000 0.095437504505 Long DBT CORP US N 2 2032-05-20 Fixed 4.84000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95002YAE3 327000.00000000 PA USD 330871.03000000 0.040621309451 Long DBT CORP US N 2 2031-06-15 Fixed 6.13000000 N N N N N N Western Digital Corp 549300QQXOOYEF89IC56 958102105 2635.00000000 NS USD 1683027.20000000 0.206626638502 Long EC CORP US N 1 N N N Westlake Automobile Receivables Trust N/A 96043RAG2 134000.00000000 PA USD 136101.32000000 0.016709271393 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.02000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 9612E0DM6 450000.00000000 PA USD 451219.50000000 0.055396590448 Long DBT CORP AU N 2 2031-06-12 Floating 4.35000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 10314.00000000 NS USD 766742.76000000 0.094133641509 Long EC CORP US N 1 N N N WillScot Holdings Corp 549300HJ4VIXF476Q166 971378104 25118.00000000 NS USD 724905.48000000 0.088997244111 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 7646.00000000 NS USD 613973.80000000 0.075378070195 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 4059.00000000 NS USD 648871.74000000 0.079662519093 Long EC CORP US N 1 N N N Yum China Holdings Inc 529900DO9BYZ7VA3K502 98850P109 7941.00000000 NS USD 324548.67000000 0.039845108096 Long EC CORP US N 1 N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PBC5 79000.00000000 PA USD 80420.65000000 0.009873309579 Long DBT CORP US N 2 2035-02-19 Fixed 5.50000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 1798.00000000 NS 3560355.33000000 0.437107762555 Long EC CORP NL N 2 N N N Cie Financiere Richemont SA 549300YIPGJ6UX2QPS51 000000000 3166.00000000 NS 730802.66000000 0.089721245767 Long EC CORP CH N 2 N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 000000000 5988.00000000 NS 377437.51000000 0.046338314636 Long EC CORP ES N 2 N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 1364.00000000 NS 506992.23000000 0.062243854544 Long EC CORP NL N 2 N N N RELX PLC 549300WSX3VBUFFJOO66 000000000 10146.00000000 NS 320720.44000000 0.039375113139 Long EC CORP GB N 2 N N N National Bank of Greece SA 5UMCZOEYKCVFAW8ZLO05 000000000 28432.00000000 NS 491206.52000000 0.060305829898 Long EC CORP GR N 2 N N N InterContinental Hotels Group PLC 2138007ZFQYRUSLU3J98 000000000 2411.00000000 NS USD 414408.92000000 0.050877325158 Long EC CORP GB N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 2166.00000000 NS 890412.83000000 0.109316718079 Long EC CORP CH N 2 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 29112.00000000 NS USD 940589.33000000 0.115476928399 Long EC CORP GB N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 28.00000000 NC USD -39296.72000000 -0.00482449074 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Canadian Dollar Currency Futures CDU6 Curncy 2026-09-15 2017216.72000000 USD -39296.72000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -14.00000000 NC USD 22740.90000000 0.002791919063 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Euro Foreign Exchange Currency Futures ECU6 Curncy 2026-09-14 -2027628.40000000 USD 22740.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -39.00000000 NC USD 101400.00000000 0.012448961694 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Swiss Franc Currency Futures SFU6 Curncy 2026-09-14 -6183206.25000000 USD 101400.00000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 70.00000000 NC USD 89112.10000000 0.010940366069 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESU6 Index 2026-09-18 6061437.90000000 USD 89112.10000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 79.00000000 NC USD -103343.85000000 -0.01268760976 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Japanese Yen Currency Futures JYU6 Curncy 2026-09-14 6213006.35000000 USD -103343.85000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 -12.00000000 NC USD -9683.64000000 -0.00118886847 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short ICE U.S. mini MSCI EAFE Index Futures MFSU6 Index 2026-09-18 -1877496.36000000 USD -9683.64000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 40.00000000 NC USD 98170.16000000 0.012052431572 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESU6 Index 2026-09-18 14998329.84000000 USD 98170.16000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 648.00000000 NC USD 583118.74000000 0.071589969011 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 70626006.26000000 USD 583118.74000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -119.00000000 NC -157284.82000000 -0.01930998717 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXU6 Comdty 2026-09-08 -15015804.80000000 EUR -157284.82000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 95.00000000 NC USD -11718.28000000 -0.00143866290 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 19594335.42000000 USD -11718.28000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -17.00000000 NC USD -29558.34000000 -0.00362890179 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -1945097.91000000 USD -29558.34000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -63.00000000 NC USD -107568.30000000 -0.01320624897 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -6977962.95000000 USD -107568.30000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 115.00000000 NC USD 374401.15000000 0.045965538213 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 12678098.85000000 USD 374401.15000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -144.00000000 NC USD -49402.31000000 -0.00606516237 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 -15365347.69000000 USD -49402.31000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 127.00000000 NC 157175.30000000 0.019296541312 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Euro-BTP Italian Bond Futures IKU6 Comdty 2026-09-08 15019890.65000000 EUR 157175.30000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 35.00000000 NC 223638.37000000 0.027456267274 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPU6 Index 2026-09-10 1364687520.00000000 JPY 223638.37000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -107.00000000 NC USD 68233.90000000 0.008377132222 N/A DE US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Dow Jones U.S. Real Estate Futures DJEU6 Index 2026-09-18 -4216623.90000000 USD 68233.90000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8.00000000 NC USD 40602.96000000 0.004984858912 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 1000 Growth Index Futures RGYU6 Index 2026-09-18 1977997.04000000 USD 40602.96000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -24.00000000 NC -50267.23000000 -0.00617134931 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBU6 Comdty 2026-09-14 -3058306800.00000000 JPY -50267.23000000 N N N Safran SA 969500UIC89GT3UL7L24 000000000 6393.00000000 NS 2519357.76000000 0.309303631654 Long EC CORP FR N 2 N N N Engie SA LAXUQCHT4FH58LRZDY46 000000000 23782.00000000 NS 748527.07000000 0.091897286212 Long EC CORP FR N 2 N N N London Stock Exchange Group PLC 213800QAUUUP6I445N30 000000000 3721.00000000 NS 402297.96000000 0.049390452602 Long EC CORP GB N 2 N N N Legrand SA 969500XXRPGD7HCAFA90 000000000 5303.00000000 NS 898563.17000000 0.110317342048 Long EC CORP FR N 2 N N N TotalEnergies SE 529900S21EQ1BO4ESM68 000000000 9472.00000000 NS 732426.85000000 0.089920648914 Long EC CORP FR N 2 N N N Volvo AB 549300HGV012CNC8JD22 000000000 48942.00000000 NS 1664798.30000000 0.204388661403 Long EC CORP SE N 2 N N N Air Liquide SA 969500MMPQVHK671GT54 000000000 3375.00000000 NS 668340.89000000 0.082052762708 Long EC CORP FR N 2 N N N Iberdrola SA 5QK37QC7NWOJ8D7WVQ45 000000000 25745.00000000 NS 640782.10000000 0.078669347313 Long EC CORP ES N 2 N N N Glencore PLC 2138002658CPO9NBH955 000000000 50647.00000000 NS 345332.57000000 0.042396764653 Long EC CORP JE N 2 N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 000000000 68400.00000000 NS 626217.81000000 0.076881277409 Long EC CORP HK N 2 N N N Novonesis Novozymes B 529900T6WNZXD2R3JW38 000000000 5213.00000000 NS 329037.43000000 0.040396196866 Long EC CORP DK N 2 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 7495.00000000 NS 301616.55000000 0.037029712795 Long EC CORP NL N 2 N N N Nordea Bank Abp 529900ODI3047E2LIV03 000000000 36550.00000000 NS 693605.94000000 0.085154573751 Long EC CORP FI N 2 N N N Atlas Copco AB 213800T8PC8Q4FYJZR07 000000000 26311.00000000 NS 533297.44000000 0.065473366888 Long EC CORP SE N 2 N N NatWest Group PLC 2138005O9XJIJN4JPN90 000000000 96465.00000000 NS 851202.17000000 0.104502792986 Long EC CORP GB N 2 N N N Kioxia Holdings Corp 35380080RTKRARNH4R73 000000000 800.00000000 NS 464983.81000000 0.057086446147 Long EC CORP JP N 2 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 000000000 10256.00000000 NS 492564.07000000 0.060472497432 Long EC CORP DK N 2 N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 45192.00000000 NS 1755934.17000000 0.215577487386 Long EC CORP GB N 2 N N N Recruit Holdings Co Ltd 353800R2LRSMVVC4I806 000000000 4900.00000000 NS 340936.76000000 0.041857087431 Long EC CORP JP N 2 N N N Medibank Pvt Ltd BDYVSUPTML83OLINBJ17 000000000 87153.00000000 NS 299437.36000000 0.036762171840 Long EC CORP AU N 2 N N UniCredit SpA 549300TRUWO2CD2G5692 000000000 13700.00000000 NS 1227776.71000000 0.150735160084 Long EC CORP IT N 2 N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 2655048.75000000 NS USD 2655048.75000000 0.325962526495 Long STIV RF US N 1 N N Aon PLC 635400FALWQYX5E6QC64 000000000 2164.00000000 NS USD 717777.16000000 0.088122094381 Long EC CORP IE N 1 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 000000000 2123.00000000 NS USD 206058.38000000 0.025297957391 Long EC CORP BM N 1 N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 2230.00000000 NS USD 277501.20000000 0.034069051371 Long EC CORP IE N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 1966.00000000 NS USD 837751.92000000 0.102851494692 Long EC CORP IE N 1 N N N Fabrinet 5493004TETZ6IYF7CV44 000000000 646.00000000 NS USD 363103.68000000 0.044578538496 Long EC CORP KY N 1 N N N Gates Industrial Corp PLC 549300S6K4FWUSB9KM27 000000000 6576.00000000 NS USD 183930.72000000 0.022581326309 Long EC CORP GB N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 5266.00000000 NS USD 411959.18000000 0.050576568556 Long EC CORP IE N 1 N N N Smurfit Westrock PLC 635400EGSEOPDW2EXS14 000000000 8762.00000000 NS USD 405330.12000000 0.049762713388 Long EC CORP IE N 1 N N N TechnipFMC PLC 549300D5I93QWCJTCK36 000000000 5449.00000000 NS USD 361268.70000000 0.044353256487 Long EC CORP GB N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2166.00000000 NS USD 1063852.56000000 0.130610056887 Long EC CORP IE N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 1084.00000000 NS USD 369362.16000000 0.045346897252 Long EC CORP CH N 1 N N N Spotify Technology SA 549300B4X0JHWV0DTD60 000000000 596.00000000 NS USD 273641.48000000 0.033595190361 Long EC CORP LU N 1 N N N JFrog Ltd 2549002N8E00AY49G567 000000000 3040.00000000 NS USD 276275.20000000 0.033918534339 Long EC CORP IL N 1 N N N Innio NV 2549000WCDQX6ZM7AW92 000000000 10066.00000000 NS USD 398110.30000000 0.048876330128 Long EC CORP DE N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 599.00000000 NS USD 168336.97000000 0.020666868751 Long EC CORP NL N 1 N N N uniQure NV 724500RPCTZLFYJZ3S98 000000000 3376.00000000 NS USD 155498.56000000 0.019090686558 Long EC CORP NL N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 919.00000000 NS USD 291810.07000000 0.035825763151 Long EC CORP LR N 1 N N N 2026-07-15 TRANSAMERICA SERIES TRUST Kari Seabrands Kari Seabrands Treasurer