NPORT-P false 0000799295 XXXXXXXX S000011502 C000081694 C000031763 C000130461 C000081695 BNY Mellon Investment Funds I 811-04813 0000799295 5493000M3XIJVKIWWS65 240 Greenwich Street New York 10286 212-922-6400 BNY Mellon Global Fixed Income Fund S000011502 54930048HUN7HSXSKS89 2026-12-31 2026-06-30 N 4686296795.42 112348374.20 4573948421.22 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 118505827.35000000 AUD CAD CNY COP EUR GBP JPY KRW USD AMBS UST Bloomberg Global Aggregate USD hedged LEHHUSD:LHMN0038 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -773135.19000000 -0.01690301504 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-12-07 47991.34000000 USD 0.00000000 USD -48869000.00000000 USD -821126.53000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 1121697.32000000 0.024523611040 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 1103340.84000000 USD 0.00000000 USD 43290000.00000000 EUR 18356.48000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KY5Q8 24663866.10000000 PA USD 24913085.83000000 0.544673519150 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 5.50000000 N N N N N N SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA 9598007A56S18711AH60 000000000 21750000.00000000 PA 21978935.48000000 0.480524340371 Long DBT NUSS ES N 2 2032-04-30 Fixed 0.70000000 N N N N N N SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE 549300O0QCVSQGPGDT58 000000000 8610000000.00000000 PA 4478996.30000000 0.097924066638 Long DBT NUSS KR N 2 2052-09-10 Fixed 3.12500000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 000000000 280000000.00000000 PA 14950358.83000000 0.326858929161 Long DBT NUSS MX N 2 2036-02-21 Fixed 8.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -21314.14000000 -0.00046598995 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1281307.94000000 USD 12212000.00000000 SEK 2026-07-08 -21314.14000000 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZQ9 2315000.00000000 PA USD 2315513.79000000 0.050623959362 Long DBT CORP CA N 2 2027-10-18 Fixed 4.51000000 N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAD0 3914000.00000000 PA USD 3918277.61000000 0.085665102645 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.00000000 N N N N N N Dreyfus Institutional Preferred Money Market Funds 5493006CKAQEE1JHBZ16 26200T208 55730771.82000000 NS USD 55730771.82000000 1.218439009094 Long STIV RF US N 1 N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GC77 3690000.00000000 PA USD 3700919.45000000 0.080913012329 Long DBT CORP US N 2 2028-04-23 Fixed 4.93700000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 304451.62000000 0.006656210170 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -32990000.00000000 AUD 23136150.35000000 USD 2026-07-21 304451.62000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 954437.58000000 0.020866819913 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -129268820.00000000 NOK 14010042.29000000 USD 2026-07-21 954437.58000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N53W7 21621708.06000000 PA USD 20786594.02000000 0.454456240117 Long ABS-MBS USGA US N 2 2055-12-20 Fixed 4.50000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -1465.00000000 NC -4074709.41000000 -0.08908516307 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2026-09-28 -171152423.44000000 USD -4074709.41000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU7H3 7871800.23000000 PA USD 7990709.52000000 0.174700472854 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE 353800WZS8AXZXFUC241 000000000 16119900000.00000000 PA 67204997.77000000 1.469299423190 Long DBT NUSS JP N 2 2064-03-20 Fixed 2.20000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBV3 2270000.00000000 PA USD 2281222.74000000 0.049874255892 Long DBT CORP FR N 2 2028-01-19 Fixed 5.51900000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KY5K1 11300221.80000000 PA USD 11429099.25000000 0.249873811365 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 5.50000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BB8 2320000.00000000 PA USD 2311592.51000000 0.050538228618 Long DBT CORP NL N 2 2028-03-28 Fixed 4.01700000 N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3422841.55000000 -0.07483340944 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -257668179000.00000000 COP 71813873.75000000 USD 2026-07-08 -3422841.55000000 N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46625HRY8 3690000.00000000 PA USD 3675360.52000000 0.080354218752 Long DBT CORP US N 2 2028-02-01 Fixed 3.78200000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBD9 1603000.00000000 PA USD 1604994.13000000 0.035089904436 Long DBT CORP US N 2 2056-08-15 Fixed 6.35000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 1451.00000000 NC 910111.12000000 0.019897712789 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long BUNDESOBLIGATION Bundesobligation 2026-09-08 194003826.48000000 USD 910111.12000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 3711.34000000 0.000081140836 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -2449000.00000000 EUR 2804386.63000000 USD 2026-07-21 3711.34000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -108282.58000000 -0.00236737649 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3531686.08000000 USD 2759597.00000000 CHF 2026-07-21 -108282.58000000 N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VHK3 4543000.00000000 PA USD 4406666.21000000 0.096342717586 Long DBT CORP US N 2 2065-11-30 Fixed 6.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQVG8 22229253.24000000 PA USD 22030892.50000000 0.481660274037 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -908716.55000000 -0.01986722337 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TRANSDIGM INC TDG 6.375 05/31/33 144A Y Default Event 2031-06-20 0.00000000 USD -894017.00000000 USD -5040000.00000000 USD -14699.55000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 787450.82000000 0.017215996934 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -95471000.00000000 PLN 26166101.89000000 USD 2026-07-08 787450.82000000 N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGY4 3643000.00000000 PA USD 3690638.78000000 0.080688246567 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 260795.37000000 0.005701755813 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -39898000.00000000 NOK 4290324.82000000 USD 2026-07-21 260795.37000000 N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBG1 6236000.00000000 PA USD 6244170.78000000 0.136515985860 Long DBT CORP US N 2 2031-01-25 Fixed 6.25000000 N N N N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 06418GAU1 2320000.00000000 PA USD 2307022.11000000 0.050438306197 Long DBT CORP CA N 2 2028-09-15 Fixed 4.04300000 N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAX0 6590000.00000000 PA USD 6442131.54000000 0.140843991814 Long DBT CORP US N 2 2032-11-15 Fixed 5.20000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1696783.84000000 -0.03709669816 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-11-25 0.00000000 USD -333442.29000000 USD -99210000.00000000 EUR -1363341.55000000 N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 9096000.00000000 PA 10630714.08000000 0.232418757296 Long DBT NUSS RO N 2 2032-05-30 Fixed 5.25000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -94339.19000000 -0.00206253287 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -3032896.09000000 USD 5170050.00000000 NZD 2026-07-21 -94339.19000000 N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -1696.00000000 NC -695047.12000000 -0.01519577957 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short FRANCE (GOVT OF) French Republic Government Bond OAT 2026-09-08 -235980019.58000000 USD -695047.12000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 21681.99000000 0.000474032236 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -41898000.00000000 CNY 6200172.43000000 USD 2026-07-21 21681.99000000 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDN1 2330000.00000000 PA USD 2315822.91000000 0.050630717636 Long DBT CORP NL N 2 2028-04-06 Fixed 3.64900000 N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 8187930.73000000 0.179012310064 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -356654000.00000000 EUR 415832884.91000000 USD 2026-07-08 8187930.73000000 N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 977000.00000000 PA 1076644.84000000 0.023538630978 Long DBT CORP DE N 2 2030-05-24 Fixed 1.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUTC1 2498023.46000000 PA USD 2540798.99000000 0.055549358147 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 2280000.00000000 PA USD 2298620.03000000 0.050254611952 Long DBT CORP GB N 2 2028-03-12 Fixed 5.67400000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1002.81000000 0.000021924383 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -294793.13000000 USD 223000.00000000 GBP 2026-07-08 1002.81000000 N N N PORTUGAL, REPUBLIC OF - MINISTRY OF FINANCE 549300P6U1FJ3IMP7K42 000000000 9550000.00000000 PA 10758143.64000000 0.235204743238 Long DBT NUSS PT N 2 2034-10-20 Fixed 2.87500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -35068.47000000 -0.00076670016 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8000488.05000000 EUR 88272000.00000000 SEK 2026-07-21 -35068.47000000 N N N OBX 2025-NQM18 TRUST 254900JLM1WC0WGYCA96 673918AC2 4713588.76000000 PA USD 4688872.11000000 0.102512570720 Long ABS-O CORP US N 2 2065-09-25 Variable 5.05700000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZK3 3745000.00000000 PA USD 3700215.57000000 0.080897623436 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -135540.77000000 -0.00296332091 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -8823905.30000000 USD 12554000.00000000 AUD 2026-07-21 -135540.77000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -98866.18000000 -0.00216150622 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 YUM! BRANDS INC YUM 3.625 03/15/31 Y Default Event 2031-06-20 0.00000000 USD -84142.80000000 USD -11960000.00000000 USD -14723.38000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 59782.85000000 0.001307029386 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -51604000.00000000 SEK 5388013.96000000 USD 2026-07-21 59782.85000000 N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJC5 2340000.00000000 PA USD 2310453.85000000 0.050513334153 Long DBT CORP US N 2 2028-01-27 Fixed 2.21500000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RKW3 2055000.00000000 PA USD 2026245.21000000 0.044299695217 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.17000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2439124.24000000 0.053326448297 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -310130148.07000000 NOK 33760959.03000000 USD 2026-07-21 2439124.24000000 N N N TRUIST BANK JJKC32MCHWDI71265Z06 89788JAF6 2295000.00000000 PA USD 2292609.76000000 0.050123209727 Long DBT CORP US N 2 2028-07-24 Fixed 4.42000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CW8 2250000.00000000 PA USD 2278626.50000000 0.049817494430 Long DBT CORP GB N 2 2028-02-08 Fixed 6.75000000 N N N N N BRITISH TELECOMMUNICATIONS PLC 549300OWFMSO9NYV4H90 000000000 4369000.00000000 PA 4976828.14000000 0.108808138651 Long DBT CORP GB N 2 2035-01-03 Fixed 3.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -226850000.00000000 NC USD -11661.54000000 -0.00025495565 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -226850000.00000000 USD 0.62500000 USD 2026-07-15 XXXX 207248.71000000 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31427QZW5 20674172.71000000 PA USD 20796818.93000000 0.454679786801 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.50000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1765130.78000000 0.038590963811 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-28 1939343.07000000 USD 0.00000000 USD 10517000.00000000 EUR -174212.29000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 208.00000000 NC USD 186635.28000000 0.004080397564 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 22670615.76000000 USD 186635.28000000 N N N WESTERN ALLIANCE BANK SI7YQSVPFZBSQ878IC17 95758BCL1 7840000.00000000 PA USD 7790921.60000000 0.170332519795 Long DBT CORP US N 2 2035-11-15 Fixed 6.53700000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVVE1 13152481.28000000 PA USD 13293072.76000000 0.290625768719 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 2350000.00000000 PA USD 2329670.53000000 0.050933467443 Long DBT CORP GB N 2 2027-11-24 Fixed 2.27900000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -4449.91000000 -0.00009728815 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -243308.73000000 USD 180076.61000000 GBP 2026-07-21 -4449.91000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGL7 3735000.00000000 PA USD 3710184.73000000 0.081115578671 Long DBT CORP US N 2 2028-04-24 Fixed 3.70500000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -18129.99000000 -0.00039637504 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -2806495.63000000 USD 27005364.00000000 SEK 2026-07-21 -18129.99000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 639057AL2 4550000.00000000 PA USD 4583373.07000000 0.100206050613 Long DBT CORP GB N 2 2028-03-01 Fixed 5.58300000 N N N N N N OCTAGON 61 LTD N/A 675947AL9 7900000.00000000 PA USD 7918114.70000000 0.173113336024 Long ABS-CBDO CORP KY N 2 2038-04-20 Variable 5.06763000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5EP5 21258766.45000000 PA USD 21441361.82000000 0.468771394983 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N SIERRA PACIFIC POWER COMPANY QB888G5GSVGE1LD1WV84 826418BS3 23038000.00000000 PA USD 23042195.22000000 0.503770333594 Long DBT CORP US N 2 2056-09-15 Fixed 6.37500000 N N N N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308LA3 4792000.00000000 PA USD 4656319.89000000 0.101800883201 Long DBT CORP US N 2 2036-05-01 Fixed 5.20000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 2963000.00000000 PA 3599635.43000000 0.078698644989 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.75000000 N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 11400000.00000000 PA USD 11181135.96000000 0.244452602660 Long DBT CORP ES N 2 2035-11-06 Fixed 5.12700000 N N N N N N JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE 353800WZS8AXZXFUC241 000000000 17883300000.00000000 PA 78255591.81000000 1.710897994541 Long DBT NUSS JP N 2 2054-06-20 Fixed 2.20000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607QFD9 2310000.00000000 PA USD 2302939.51000000 0.050349048522 Long DBT CORP CA N 2 2028-09-08 Fixed 4.24300000 N N N N N N JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE 353800WZS8AXZXFUC241 000000000 453400000.00000000 PA 1975487.74000000 0.043189987251 Long DBT NUSS JP N 2 2043-03-20 Fixed 1.10000000 N N N N N N BALLYROCK CLO 24 LTD 254900B0CDDYIJW8YL36 05875AAJ7 5420000.00000000 PA USD 5434227.50000000 0.118808237425 Long ABS-CBDO CORP JE N 2 2038-07-15 Floating 4.99310000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCCX6 34070870.30000000 PA USD 34634279.84000000 0.757207485753 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2V4 3725000.00000000 PA USD 3698080.69000000 0.080850948664 Long DBT CORP US N 2 2028-03-24 Fixed 3.52600000 N N N N N N SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA 9598007A56S18711AH60 000000000 31250000.00000000 PA 36457545.21000000 0.797069443128 Long DBT NUSS ES N 2 2034-10-31 Fixed 3.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6XN7 23534423.00000000 PA USD 24161163.28000000 0.528234274962 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N REPSOL E&P CAPITAL MARKETS US LLC 894500D0J12FRZ3Q0M15 76026AAC1 2723000.00000000 PA USD 2778192.41000000 0.060739478327 Long DBT CORP US N 2 2035-09-16 Fixed 5.97600000 N N N N N N NEDERLAND, DUTCH STATE TREASURY AGENCY 254900G14ALGVKORFN62 000000000 23600000.00000000 PA 26277655.68000000 0.574507039871 Long DBT NUSS NL N 2 2034-07-15 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1KT9 20591066.92000000 PA USD 20941528.11000000 0.457843556189 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AL5 2770000.00000000 PA USD 2773978.38000000 0.060647347205 Long DBT CORP US N 2 2032-06-23 Fixed 5.25000000 N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 25160PAH0 2330000.00000000 PA USD 2307115.46000000 0.050440347103 Long DBT CORP US N 2 2028-01-07 Fixed 2.55200000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAY8 7720000.00000000 PA USD 7487484.49000000 0.163698489805 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2356.47000000 -0.00005151938 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -510906.00000000 USD 721000.00000000 CAD 2026-07-08 -2356.47000000 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 62750000.00000000 NC 19201.83000000 0.000419808625 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.XO.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 62750000.00000000 USD 3.00000000 EUR 2026-07-15 XXXX -595840.41000000 N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 9256000.00000000 PA 5256611.38000000 0.114925025293 Long DBT NUSS AU N 2 2033-08-22 Fixed 2.00000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 1138100.18000000 0.024882225928 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -63454000.00000000 CAD 45894691.16000000 USD 2026-07-08 1138100.18000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -73489.57000000 -0.00160669870 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2056-02-15 0.00000000 USD -98740.76000000 USD 44750000.00000000 GBP 25251.19000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 142755.99000000 0.003121066895 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -5574000.00000000 NZD 3310910.29000000 USD 2026-07-21 142755.99000000 N N N IDS FINANCING PLC 2549003WF29F1G7TM942 000000000 3100000.00000000 PA 3497446.69000000 0.076464497801 Long DBT CORP GB N 2 2032-10-01 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6W48 13518919.95000000 PA USD 13861329.59000000 0.303049538680 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810TE8 71012368.00000000 PA USD 36803396.75000000 0.804630777628 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 000000000 5240000.00000000 PA 2631906.49000000 0.057541236752 Long DBT NUSS AU N 2 2047-03-21 Fixed 3.00000000 N N N N N N NEW SOUTH WALES TREASURY CORP TC7LRO17HPNPLTAV0H77 000000000 7835600.00000000 PA 5146350.81000000 0.112514404100 Long DBT NUSS AU N 2 2037-02-20 Fixed 4.75000000 N N N N N N COLT 2023-2 MORTGAGE LOAN TRUST 213800IHRVKO9R6JZ883 12598UAA4 1350241.10000000 PA USD 1347091.26000000 0.029451387203 Long ABS-O CORP US N 2 2068-07-25 Variable 6.59600000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CMM0 83924500.00000000 PA USD 85265324.81000000 1.864151427996 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD -285940.49000000 -0.00625150228 N/A DFE CORP US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 -4686629.41000000 USD 43573000.00000000 NOK 2026-07-21 -285940.49000000 N N N WEA FINANCE LLC / WESTFIELD UK & EUROPE FINANCE PLC N/A 92890HAD4 1662000.00000000 PA USD 1428537.41000000 0.031232040207 Long DBT CORP US N 2 2044-09-17 Fixed 4.75000000 N N N N N N JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE 353800WZS8AXZXFUC241 000000000 431700000.00000000 PA 1230661.62000000 0.026905891948 Long DBT NUSS JP N 2 2062-03-20 Fixed 1.00000000 N N N N N N CHINA, PEOPLE'S REPUBLIC OF - MINISTRY OF FINANCE 300300CHN201808MOF68 000000000 526050000.00000000 PA 77265222.20000000 1.689245594496 Long DBT NUSS CN N 2 2035-02-15 Fixed 1.61000000 N N N N N N FORD AUTO SECURITIZATION TRUST II 549300OMOD4L2OWKWN21 345214AE0 6934225.13000000 PA 4941842.45000000 0.108043248303 Long ABS-O CORP CA N 2 2028-09-15 Fixed 5.39900000 N N N N N N INVESCO US CLO 2023-3 LTD 213800YAVR2FVYDIRM63 46091RAL7 11113232.00000000 PA USD 11124178.53000000 0.243207345285 Long ABS-CBDO CORP JE N 2 2038-07-15 Floating 4.98310000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 345158.20000000 0.007546176043 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -16296000.00000000 AUD 11626153.05000000 USD 2026-07-08 345158.20000000 N N N DENMARK, KINGDOM OF - MINISTRY OF FINANCE 549300PTO6LS1PTM6607 000000000 14250000.00000000 PA 2568758.50000000 0.056160635482 Long DBT NUSS DK N 2 2039-11-15 Fixed 4.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 18006.80000000 0.000393681745 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -34186755.03000000 USD 116950000.00000000 PEN 2026-07-08 18006.80000000 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDL5 2335000.00000000 PA USD 2309836.27000000 0.050499832033 Long DBT CORP NL N 2 2027-12-15 Fixed 1.98000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAJ1 17598000.00000000 PA USD 17620035.86000000 0.385225941295 Long DBT CORP US N 2 2046-05-15 Fixed 6.20000000 N N N N N N IRELAND, REPUBLIC OF - NATIONAL TREASURY MANAGEMENT AGENCY 549300KXBEJAOJ9OVF93 000000000 9050000.00000000 PA 10110946.97000000 0.221055115599 Long DBT NUSS IE N 2 2034-10-18 Fixed 2.60000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 113939.32000000 0.002491049515 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -12381135.00000000 AUD 8682667.55000000 USD 2026-07-21 113939.32000000 N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 000000000 1760000.00000000 PA 1995484.71000000 0.043627179981 Long DBT CORP JP N 2 2036-10-06 Fixed 3.68600000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -426753.30000000 -0.00933008553 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -10037595.97000000 USD 13886908.00000000 AUD 2026-07-21 -426753.30000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -215257.59000000 -0.00470616566 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-14 0.00000000 USD 0.00000000 USD -92580000.00000000 SEK -215257.59000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 369401.73000000 0.008076211097 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -19702000.00000000 EUR 22900599.99000000 USD 2026-07-21 369401.73000000 N N N SWEDEN, KINGDOM OF - RIKSGAELDSKONTORET ERE94C0BSULG2RM19605 000000000 48000000.00000000 PA 4833631.01000000 0.105677427134 Long DBT NUSS SE N 2 2035-05-11 Fixed 2.25000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 N/A 68269BAB4 500000.00000000 PA USD 485409.30000000 0.010612478657 Long ABS-O CORP US N 2 2036-10-14 Fixed 3.41000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 1260000.00000000 PA USD 1199414.85000000 0.026222745416 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -385527.87000000 -0.00842877607 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD 48250000.00000000 EUR -385527.87000000 N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBL3 4693000.00000000 PA USD 4568635.50000000 0.099883843875 Long DBT NUSS MX N 2 2035-09-22 Fixed 5.62500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -14660.53000000 -0.00032052241 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -688964.77000000 USD 956000.00000000 CAD 2026-07-08 -14660.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 275444.03000000 0.006022018716 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -43110903.00000000 NOK 4629463.11000000 USD 2026-07-21 275444.03000000 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368MXU3 2320000.00000000 PA USD 2307616.21000000 0.050451294975 Long DBT CORP CA N 2 2028-09-22 Fixed 4.06200000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 273347.04000000 0.005976172331 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -22938491.00000000 EUR 26505794.94000000 USD 2026-07-21 273347.04000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 3685000.00000000 PA USD 3672281.41000000 0.080286900328 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 612.27000000 0.000013386027 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -491496.68000000 USD 371000.00000000 GBP 2026-07-08 612.27000000 N N N APOLLO DEBT SOLUTIONS BDC 549300UMUGX092P8DW87 03770DAL7 7775000.00000000 PA USD 7614901.71000000 0.166484205958 Long DBT CORP US N 2 2031-01-23 Fixed 5.70000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UL0 25600000.00000000 PA USD 25824999.94000000 0.564610650618 Long DBT UST US N 2 2045-05-15 Fixed 5.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2063.17000000 0.000045106980 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -334097.00000000 NOK 35805.56000000 USD 2026-07-21 2063.17000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D6NW6 10899330.89000000 PA USD 10262217.70000000 0.224362339819 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 275565.64000000 0.006024677469 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -43327180.00000000 NOK 4651427.78000000 USD 2026-07-21 275565.64000000 N N N BANK OF NOVA SCOTIA (THE) L3I9ZG2KFGXZ61BMYR72 06418GAL1 2305000.00000000 PA USD 2302114.16000000 0.050331003937 Long DBT CORP CA N 2 2028-09-08 Fixed 4.40400000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 2265000.00000000 PA USD 2276716.32000000 0.049775732263 Long DBT CORP GB N 2 2028-01-05 Fixed 5.46200000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -39574.16000000 -0.00086520783 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -17114690.47000000 USD 88192000.00000000 BRL 2026-07-02 -39574.16000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC 32311697.56000000 0.706428988357 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.45.V1 Y Default Event 2031-06-20 29283004.03000000 USD 0.00000000 USD 1247015000.00000000 EUR 3028693.53000000 N N N FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE 969500KCGF3SUYJHPV70 000000000 8625000.00000000 PA 7991698.68000000 0.174722098809 Long DBT NUSS FR N 2 2055-05-25 Fixed 3.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPS91 8785223.36000000 PA USD 8876344.93000000 0.194063074450 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 5.50000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 3946648.75000000 0.086285379426 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -184850000.00000000 AUD 131910069.10000000 USD 2026-07-08 3946648.75000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254DB3 2295000.00000000 PA USD 2316905.27000000 0.050654381218 Long DBT CORP GB N 2 2028-05-14 Fixed 5.68800000 N N N N N A&D MORTGAGE TRUST 2023-NQM2 N/A 00002DAA7 1913874.65000000 PA USD 1909643.26000000 0.041750432758 Long ABS-O CORP US N 2 2068-05-25 Variable 6.13200000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -416212.96000000 -0.00909964262 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-28 0.00000000 USD -599116.71000000 USD -15405000.00000000 USD 182903.75000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D96X7 9388014.61000000 PA USD 8391113.45000000 0.183454483462 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 2.50000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I LLC N/A 23284BAE4 5979000.00000000 PA USD 5976096.00000000 0.130655080679 Long ABS-O CORP US N 2 2048-11-20 Fixed 5.56000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 134593.22000000 0.002942604673 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -12565000.00000000 CAD 9002573.59000000 USD 2026-07-21 134593.22000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 2350000.00000000 PA USD 2327611.97000000 0.050888461251 Long DBT CORP GB N 2 2027-11-22 Fixed 2.25100000 N N N N N N SPRINGCASTLE I SPV LLC N/A 85022WAP9 1139762.33000000 PA USD 1072754.79000000 0.023453583014 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.97000000 N N N N N N JT INTERNATIONAL FINANCIAL SERVICES BV 549300U2F0PG10VZUN93 000000000 4100000.00000000 PA 4628092.07000000 0.101183739819 Long DBT CORP NL N 2 2055-09-04 Fixed 3.87000000 N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5ZJ1 21598479.37000000 PA USD 20764265.75000000 0.453968078294 Long ABS-MBS USGA US N 2 2055-11-20 Fixed 4.50000000 N N N N N N NEW SOUTH WALES TREASURY CORP TC7LRO17HPNPLTAV0H77 000000000 19591000.00000000 PA 11310469.96000000 0.247280225275 Long DBT NUSS AU N 2 2033-03-08 Fixed 2.00000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 194143.16000000 0.004244541960 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -7302490.00000000 NZD 4344737.90000000 USD 2026-07-21 194143.16000000 N N N JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE 353800WZS8AXZXFUC241 000000000 188750000.00000000 PA 586605.68000000 0.012824929928 Long DBT NUSS JP N 2 2050-12-20 Fixed 0.70000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -923946.68000000 -0.02020019892 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.FINSR.45.V1 Y Default Event 2031-06-20 0.00000000 USD -910587.44000000 USD -37830000.00000000 EUR -13359.24000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1276029.33000000 -0.02789776386 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD -525000000.00000000 SEK -1276029.33000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 47222.07000000 0.001032413697 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -15225000.00000000 RON 3366186.73000000 USD 2026-07-08 47222.07000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 2290000.00000000 PA USD 2303818.11000000 0.050368257309 Long DBT CORP FR N 2 2027-10-19 Fixed 6.61200000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -431145.83000000 -0.00942611919 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -9988825.73000000 USD 13810092.00000000 AUD 2026-07-21 -431145.83000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 98227.25000000 0.002147537334 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ZIGGO BOND CO BV ZIGGO BOND CO BV Y Default Event 2029-12-20 119881.89000000 USD 0.00000000 USD 2720000.00000000 EUR -21654.64000000 N N N FINLAND, REPUBLIC OF - MINISTRY OF FINANCE 743700M6Y2OQRVSBRD14 000000000 3750000.00000000 PA 4299966.60000000 0.094009949479 Long DBT NUSS FI N 2 2033-09-15 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427SRA8 14642951.16000000 PA USD 14539705.03000000 0.317880826170 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEYX4 5578608.88000000 PA USD 4794500.98000000 0.104821929293 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBS9 6700000.00000000 PA USD 6652500.28000000 0.145443272799 Long DBT CORP US N 2 2055-03-15 Fixed 5.87500000 N N N N N SPAIN, KINGDOM OF - MINISTERIO DE ECONOMIA Y HACIENDA 9598007A56S18711AH60 000000000 16975000.00000000 PA 19569553.72000000 0.427848150390 Long DBT NUSS ES N 2 2034-04-30 Fixed 3.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DNZW6 20303588.09000000 PA USD 17361328.54000000 0.379569836412 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3L5 3660000.00000000 PA USD 3693418.33000000 0.080749015727 Long DBT CORP US N 2 2028-04-22 Fixed 5.70700000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 000000000 4510000.00000000 PA 6161648.89000000 0.134711814007 Long DBT CORP GB N 2 2034-10-28 Fixed 6.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMT53 17846449.90000000 PA USD 15304542.21000000 0.334602422252 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571ABJ3 17448000.00000000 PA USD 17495226.50000000 0.382497240651 Long DBT CORP FR N 2 2037-06-02 Fixed 5.77300000 N N N N N N FIBERCOP SPA 8156007022402E114A31 000000000 6220000.00000000 PA 7378567.00000000 0.161317232301 Long DBT CORP IT N 2 2031-04-15 Fixed 5.37500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRAJ4 9704653.64000000 PA USD 9862088.45000000 0.215614334526 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1 N/A 64830JAA8 4004725.64000000 PA USD 3603301.95000000 0.078778805928 Long ABS-O CORP US N 2 2061-04-25 Variable 2.27653000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5MM8 15593727.58000000 PA USD 14512334.07000000 0.317282416274 Long ABS-MBS USGA US N 2 2055-05-20 Fixed 4.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -440.72000000 -0.00000963543 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -13402.70000000 USD 125537.00000000 SEK 2026-07-21 -440.72000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 15592.66000000 0.000340901526 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -1570000.00000000 EUR 1810056.14000000 USD 2026-07-08 15592.66000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 217487.37000000 0.004754915227 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -15305000.00000000 EUR 17710648.88000000 USD 2026-07-08 217487.37000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQQY4 12297832.97000000 PA USD 12463343.11000000 0.272485431890 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N BELGIUM, KINGDOM OF - MINISTRY OF FINANCE 549300SZ25JZFHRHWD76 000000000 8800000.00000000 PA 9885249.15000000 0.216120695724 Long DBT NUSS BE N 2 2035-06-22 Fixed 3.10000000 N N N N N N RLGH FINANCE BERMUDA LTD 549300JARQYXR76TRX40 000000000 7045000.00000000 PA USD 7794274.78000000 0.170405830197 Long DBT CORP BM N 2 2031-07-17 Fixed 8.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -88894.32000000 -0.00194349196 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -79611000.00000000 MYR 19438652.18000000 USD 2026-07-08 -88894.32000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVGP3 17222736.18000000 PA USD 17055257.99000000 0.372878231658 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -32952.41000000 -0.00072043685 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 UNICREDIT S.P.A. UNICREDIT S.P.A. Y Default Event 2031-06-20 0.00000000 USD -22443.52000000 USD -8420000.00000000 EUR -10508.89000000 N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RKQ6 3804000.00000000 PA USD 3838381.31000000 0.083918333932 Long ABS-O CORP US N 2 2031-08-20 Fixed 5.12000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -106422.19000000 -0.00232670288 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3284807.34000000 USD 5592000.00000000 NZD 2026-07-21 -106422.19000000 N N N RENAULT SA 969500F7JLTX36OUI695 000000000 5900000.00000000 PA 6730746.46000000 0.147153965024 Long DBT CORP FR N 2 2030-09-30 Fixed 3.87500000 N N N N N N SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE 549300O0QCVSQGPGDT58 000000000 11350200000.00000000 PA 7112894.95000000 0.155508857883 Long DBT NUSS KR N 2 2028-12-10 Fixed 2.37500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJF8 2290000.00000000 PA USD 2290577.63000000 0.050078781373 Long DBT CORP US N 2 2028-07-22 Fixed 4.54800000 N N N N N N CELLNEX FINANCE COMPANY SAU 549300OUROMFTRFA7T23 000000000 1600000.00000000 PA 1646024.68000000 0.035986953249 Long DBT CORP ES N 2 2033-02-15 Fixed 2.00000000 N N N N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DVMB8 5425376.08000000 PA USD 4625739.56000000 0.101132307013 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -6981.59000000 -0.00015263814 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1228461.30000000 USD 198482000.00000000 JPY 2026-07-08 -6981.59000000 N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBF6 11200000.00000000 PA USD 11388357.90000000 0.248983085317 Long DBT CORP NL N 2 2035-12-03 Fixed 5.51500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDT9 3407000.00000000 PA USD 2853032.53000000 0.062375704036 Long DBT CORP US N 2 2065-09-26 Fixed 6.10000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 335394.31000000 0.007332708616 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -16745000.00000000 AUD 11924263.52000000 USD 2026-07-21 335394.31000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSE8 22582868.40000000 PA USD 22701201.95000000 0.496315215201 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W55G5 29266498.25000000 PA USD 26451228.52000000 0.578301853979 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N BELGIUM, KINGDOM OF - MINISTRY OF FINANCE 549300SZ25JZFHRHWD76 000000000 8225000.00000000 PA 7924212.43000000 0.173246650382 Long DBT NUSS BE N 2 2054-06-22 Fixed 3.30000000 N N N N N N CARVANA AUTO RECEIVABLES TRUST 2021-N2 N/A 14686KAD9 286570.25000000 PA USD 282396.41000000 0.006174018244 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.07000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1200.00000000 NC USD -53552.39000000 -0.00117081315 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 128509808.39000000 USD -53552.39000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 149050.19000000 0.003258676667 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -7973050.00000000 NZD 4680778.33000000 USD 2026-07-21 149050.19000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KYZU6 8007422.56000000 PA USD 8070467.48000000 0.176444217047 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCBG4 17913532.55000000 PA USD 18007398.92000000 0.393694840030 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 14551000.00000000 PA 12410544.53000000 0.271331099240 Long DBT NUSS BE N 2 2036-06-04 Fixed 0.20000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDWM2 28250554.19000000 PA USD 25181385.73000000 0.550539346118 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N NEW ZEALAND, HER MAJESTY THE QUEEN IN RIGHT OF - DEBT MANAGEMENT OFFICE OF THE TREASURY 549300237GPHG2AI7C34 000000000 9220000.00000000 PA 5262769.15000000 0.115059652303 Long DBT NUSS NZ N 2 2034-05-15 Fixed 4.25000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 -192.00000000 NC -183209.77000000 -0.00400550581 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-09-08 -28117233.40000000 USD -183209.77000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 17340000.00000000 PA USD 17430784.44000000 0.381088347195 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W6SY9 16377877.93000000 PA USD 14241868.70000000 0.311369245746 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PZ8 3705000.00000000 PA USD 3708312.12000000 0.081074637894 Long DBT CORP US N 2 2028-05-07 Fixed 4.64300000 N N N N N N DOMINO'S PIZZA INC 25490005ZWM1IF9UXU57 25755TAN0 5470312.50000000 PA USD 5202808.20000000 0.113748729125 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N HELLENIC REPUBLIC - MINISTRY OF FINANCE GENERAL ACCOUNTING OFFICE PUBLIC DEBT DIVISION 2138003EKTMKZ5598902 000000000 3438000.00000000 PA 4195891.07000000 0.091734551498 Long DBT NUSS GR N 2 2038-07-18 Fixed 4.37500000 N N N N N N SWITZERLAND, CONFEDERATION OF - MINISTRY OF FINANCE 5067006OA1BJ88912Q83 000000000 14445000.00000000 PA 18265148.30000000 0.399330001520 Long DBT NUSS CH N 2 2032-06-27 Fixed 0.50000000 N N N N N N YORKSHIRE WATER FINANCE PLC 213800O8BDOGHJMTCP32 000000000 2200000.00000000 PA 3045238.22000000 0.066577887189 Long DBT CORP GB N 2 2031-04-17 Fixed 6.60110000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 300.00000000 NC USD -17680.36000000 -0.00038654480 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 33758305.36000000 USD -17680.36000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UR7 181100000.00000000 PA USD 175964116.28000000 3.847094459212 Long DBT UST US N 2 2056-02-15 Fixed 4.75000000 N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -31194.33000000 -0.00068200003 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8065000.00000000 EUR 13024011.23000000 CAD 2026-07-21 -31194.33000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 5530285.53000000 0.120908349214 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -311330865000.00000000 KRW 206511063.36000000 USD 2026-07-08 5530285.53000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BC1 2245000.00000000 PA USD 2263955.66000000 0.049496746607 Long DBT CORP CH N 2 2027-12-22 Fixed 6.32700000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -293003.14000000 -0.00640591263 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -8762701.90000000 USD 6827403.00000000 CHF 2026-07-21 -293003.14000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKQY7 10790624.53000000 PA USD 9652344.42000000 0.211028711544 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.50000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AS1 3290000.00000000 PA USD 3329772.81000000 0.072798652353 Long DBT CORP US N 2 2056-09-15 Fixed 7.00000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 8406311.00000000 PA 8044966.49000000 0.175886690210 Long DBT NUSS BE N 2 2053-03-04 Fixed 3.00000000 N N N N N N ONTARIO (ON), PROVINCE OF - ONTARIO FINANCIAL AUTHORITY C7PVKCRGLG18EBQGZV36 68333ZBA4 11261000.00000000 PA 7483751.33000000 0.163616871919 Long DBT MUN CA N 2 2054-12-02 Fixed 4.15000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABG5 2280000.00000000 PA USD 2294737.83000000 0.050169735612 Long DBT CORP DK N 2 2028-03-01 Fixed 5.42700000 N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAH1 5510000.00000000 PA USD 5457578.30000000 0.119318754769 Long DBT CORP US N 2 2027-01-15 Fixed 2.87500000 N N N N N N MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO 815600DE60799F5A9309 000000000 69495000.00000000 PA 78588941.95000000 1.718186011573 Long DBT NUSS IT N 2 2054-10-01 Fixed 4.30000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -130.00000000 NC USD -361801.70000000 -0.00791005203 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT T 4.75 11/15/43 2026-09-21 -14393198.30000000 USD -361801.70000000 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AG6 4020000.00000000 PA USD 4074020.44000000 0.089070100158 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 000000000 1909000.00000000 PA 2197737.09000000 0.048049013403 Long DBT CORP LU N 2 2032-04-19 Fixed 4.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4HY6 16916392.05000000 PA USD 13819980.63000000 0.302145528486 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 48956.05000000 0.001070323613 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -7284000.00000000 NOK 784609.28000000 USD 2026-07-21 48956.05000000 N N N PACIFIC GAS & ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308LB1 13893000.00000000 PA USD 13300767.53000000 0.290793999081 Long DBT CORP US N 2 2056-05-01 Fixed 6.00000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 350930AD5 8370000.00000000 PA USD 8893195.39000000 0.194431475194 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N REGATTA XXV FUNDING LTD N/A 758978AL4 5775000.00000000 PA USD 5784263.10000000 0.126461047815 Long ABS-CBDO CORP KY N 2 2038-07-15 Variable 5.01310000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 3255000.00000000 PA USD 3259437.54000000 0.071260915949 Long DBT CORP GB N 2 2028-06-09 Fixed 4.75500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 1610225.17000000 0.035204270396 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -18389902.38000000 USD 68495766000.00000000 COP 2026-07-08 1610225.17000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FMW4 32298932.45000000 PA USD 32840610.74000000 0.717992590114 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -2171835.20000000 -0.04748272170 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -82717216.32000000 USD 70431455.99000000 EUR 2026-07-21 -2171835.20000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -729653.47000000 -0.01595237643 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -11201505.88000000 USD 103686044.00000000 NOK 2026-07-21 -729653.47000000 N N N PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO 254900STKLK2DBJJZ530 000000000 4000000.00000000 PA 1197501.88000000 0.026180922251 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.90000000 N N N N N N AUSTRALIA, COMMONWEALTH OF 213800J6B7JSBDETCB42 000000000 22400000.00000000 PA 15480569.36000000 0.338450894815 Long DBT NUSS AU N 2 2033-04-21 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCAL4 58822446.99000000 PA USD 59808945.31000000 1.307599907172 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE ECTRVYYCEF89VWYS6K36 000000000 2500000.00000000 PA 3265056.68000000 0.071383766919 Long DBT NUSS GB N 2 2056-01-31 Fixed 5.37500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAS2 2320000.00000000 PA USD 2308169.21000000 0.050463385185 Long DBT CORP GB N 2 2028-03-18 Fixed 3.75000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 742561.15000000 0.016234576379 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -35807865.00000000 AUD 25524446.14000000 USD 2026-07-21 742561.15000000 N N N AAREAL BANK AG EZKODONU5TYHW4PP1R34 000000000 9800000.00000000 PA 11640362.73000000 0.254492654005 Long DBT CORP DE N 2 2034-12-12 Fixed 5.62500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 3200000.00000000 PA USD 3191483.30000000 0.069775235881 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 10138.71000000 0.000221662097 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5098938.84000000 USD 4470000.00000000 EUR 2026-07-08 10138.71000000 N N N MITSUBISHI UFJ FINANCIAL GROUP INC 353800V2V8PUY9TK3E06 606822DT8 16487000.00000000 PA USD 16188238.41000000 0.353922626999 Long DBT CORP JP N 2 2037-01-14 Fixed 5.05700000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 778359.48000000 0.017017233434 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-25 474491.16000000 USD 0.00000000 USD 222700000.00000000 EUR 303868.32000000 N N N ASX 24 549300SDXT36XYPVWI79 000000000 -1561.00000000 NC -300033.38000000 -0.00655961441 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Short Australia (Commonwealth of) 2.75% SNR BDS 21/04/2024 AUD (TB137) 2026-09-15 -117992865.67000000 USD -300033.38000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUV87 6228600.70000000 PA USD 6329710.82000000 0.138386143373 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.50000000 N N N N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 63861VAF4 2335000.00000000 PA USD 2311423.39000000 0.050534531156 Long DBT CORP GB N 2 2028-02-16 Fixed 2.97200000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -20095.37000000 -0.00043934404 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1199640.79000000 USD 1032000.00000000 EUR 2026-07-08 -20095.37000000 N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AR1 14300000.00000000 PA USD 13982984.02000000 0.305709263251 Long DBT CORP US N 2 2066-01-15 Fixed 5.87500000 N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 256561.77000000 0.005609196833 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -15031000.00000000 NZD 8799892.82000000 USD 2026-07-21 256561.77000000 N N N ARKEMA SA 9695000EHMS84KKP2785 000000000 5800000.00000000 PA 6529767.16000000 0.142759964885 Long DBT CORP FR N 2 2033-09-09 Fixed 3.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 310385.04000000 0.006785932227 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -11964000.00000000 NZD 7110492.33000000 USD 2026-07-21 310385.04000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 14465.18000000 0.000316251489 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1299000.00000000 EUR 1499183.69000000 USD 2026-07-08 14465.18000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BP5 4710000.00000000 PA USD 4650588.01000000 0.101675567403 Long DBT CORP GB N 2 2028-05-22 Fixed 3.07300000 N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 716973AF9 3387000.00000000 PA USD 3211088.06000000 0.070203853744 Long DBT CORP SG N 2 2043-05-19 Fixed 5.11000000 N N N N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 000000000 4000000.00000000 PA 4862286.90000000 0.106303929389 Long DBT CORP NL N 2 2035-09-14 Fixed 4.87500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -21515.30000000 -0.00047038790 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -907492.09000000 USD 3612000.00000000 MYR 2026-07-08 -21515.30000000 N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 000000000 126640000000.00000000 PA 39091985.82000000 0.854666083216 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -64092.76000000 -0.00140125672 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -3349654.26000000 USD 2873000.00000000 EUR 2026-07-21 -64092.76000000 N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368MC69 2285000.00000000 PA USD 2282266.41000000 0.049897073596 Long DBT CORP CA N 2 2027-12-15 Fixed 4.10000000 N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 1101.00000000 NC 2518130.17000000 0.055053750897 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-09-08 140012342.59000000 USD 2518130.17000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 143390.07000000 0.003134929754 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -5115000.00000000 NZD 3050657.61000000 USD 2026-07-21 143390.07000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRN68 23283078.27000000 PA USD 23648246.58000000 0.517020403428 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 726000.00000000 PA 724016.84000000 0.015829143079 Long DBT CORP DE N 2 2034-03-03 Fixed 1.37500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -144210.35000000 -0.00315286349 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -6847311.35000000 USD 64919636.00000000 SEK 2026-07-21 -144210.35000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1621.97000000 -0.00003546104 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -138242.28000000 USD 2902000.00000000 CZK 2026-07-08 -1621.97000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -195687.74000000 -0.00427831103 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3168801.38000000 USD 29438000.00000000 NOK 2026-07-21 -195687.74000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -437000000.00000000 NC USD -49525.25000000 -0.00108276800 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -437000000.00000000 USD 0.57500000 USD 2026-07-15 XXXX 482303.75000000 N N N DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND N/A 000000000 29004220.03000000 NS USD 29004220.03000000 0.634117776567 Long STIV RF US N 1 N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CJZ5 37170000.00000000 PA USD 36320607.51000000 0.794075581208 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N NORTHUMBRIAN WATER FINANCE PLC 213800JTFA6F3S7XX781 000000000 4130000.00000000 PA 5158795.40000000 0.112786479534 Long DBT CORP GB N 2 2037-10-02 Fixed 5.50000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4258.79000000 -0.00009310970 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -6574965.75000000 USD 22466000.00000000 PEN 2026-07-08 -4258.79000000 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 3185000.00000000 PA USD 3207225.44000000 0.070119405481 Long DBT CORP GB N 2 2028-08-11 Fixed 5.21000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -859145.61000000 -0.01878345645 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -17267029.27000000 USD 162461089.00000000 NOK 2026-07-21 -859145.61000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFP5 3660000.00000000 PA USD 3691784.79000000 0.080713301725 Long DBT CORP US N 2 2028-04-13 Fixed 5.65200000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKTX8 30171261.29000000 PA USD 25733559.64000000 0.562611496024 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N STACK INFRASTRUCTURE ISSUER LLC 254900AV7V87H3A2WM57 85236KAP7 4900000.00000000 PA USD 4768713.32000000 0.104258135003 Long ABS-O CORP US N 2 2050-05-25 Fixed 5.00000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PCW4 3730000.00000000 PA USD 3692929.69000000 0.080738332615 Long DBT CORP US N 2 2028-02-24 Fixed 2.94700000 N N N N N N COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO 549300MHDRBVRF6B9117 000000000 63000000000.00000000 PA 18194529.64000000 0.397786069374 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CNC1 18900000.00000000 PA USD 18679253.86000000 0.408383570163 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE ECTRVYYCEF89VWYS6K36 000000000 113800000.00000000 PA 66192714.53000000 1.447167926575 Long DBT NUSS GB N 2 2053-07-31 Fixed 1.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -75435.02000000 -0.00164923197 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -13816662.62000000 USD 133084000.00000000 SEK 2026-07-21 -75435.02000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -47374.99000000 -0.00103575697 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 INTESA SANPAOLO SPA ISPIM V4.198 06/01/32 Y Default Event 2031-06-20 0.00000000 USD -56015.12000000 USD -9110000.00000000 EUR 8640.13000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKC48 13847871.49000000 PA USD 11135950.73000000 0.243464720291 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1713962.00000000 -0.03747226339 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -41013344.28000000 USD 69142704.59000000 NZD 2026-07-21 -1713962.00000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNTJ3 24662877.13000000 PA USD 25102825.12000000 0.548821779527 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEK7 3735000.00000000 PA USD 3694879.15000000 0.080780953559 Long DBT CORP US N 2 2028-01-21 Fixed 2.47500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5ES4 24618663.00000000 PA USD 22911450.55000000 0.500911869572 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 4.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 3650000.00000000 PA USD 3658563.37000000 0.079986983522 Long DBT CORP US N 2 2028-01-24 Fixed 4.90000000 N N N N N N FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE 969500KCGF3SUYJHPV70 000000000 26150000.00000000 PA 29435682.90000000 0.643550827189 Long DBT NUSS FR N 2 2033-05-25 Fixed 3.00000000 N N N N N N PUGET ENERGY INC SYBSJ96YIDMIUY7WDR33 745310AU6 6910000.00000000 PA USD 7057673.61000000 0.154301556555 Long DBT CORP US N 2 2056-09-15 Fixed 7.25000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 155700000.00000000 NC 32112.65000000 0.000702077221 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 155700000.00000000 USD 0.57500000 EUR 2026-07-15 XXXX -406419.51000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 128187.48000000 0.002802556307 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -61731406.82000000 NOK 61623803.74000000 SEK 2026-07-21 128187.48000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 93905.31000000 0.002053046981 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -11109000.00000000 GBP 14829204.14000000 USD 2026-07-21 93905.31000000 N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABC4 2315000.00000000 PA USD 2312393.15000000 0.050555732969 Long DBT CORP DK N 2 2028-04-01 Fixed 4.29800000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 3889861.97000000 0.085043852964 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -31285816000.00000000 JPY 196426160.50000000 USD 2026-07-08 3889861.97000000 N N N NEW SOUTH WALES TREASURY CORP TC7LRO17HPNPLTAV0H77 000000000 8862000.00000000 PA 4838906.79000000 0.105792771242 Long DBT NUSS AU N 2 2034-03-20 Fixed 1.75000000 N N N N N N SBA TOWER TRUST N/A 78403DAX8 6340000.00000000 PA USD 5648335.16000000 0.123489262226 Long ABS-O CORP US N 2 2031-10-15 Fixed 2.59300000 N N N N N N TAKE-TWO INTERACTIVE SOFTWARE INC BOMSTHHJK882EWYX3334 874054AN9 1590000.00000000 PA USD 1627449.76000000 0.035580850725 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 17503000.00000000 PA 11460789.59000000 0.250566655645 Long DBT NUSS AU N 2 2035-08-22 Fixed 4.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -934992.42000000 -0.02044169137 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.XO.45.V1 Y Default Event 2031-06-20 0.00000000 USD -528497.80000000 USD -7380000.00000000 EUR -406494.62000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427SML9 28407541.55000000 PA USD 27987703.65000000 0.611893731030 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.00000000 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CBM5 9715000.00000000 PA USD 9669063.40000000 0.211394237747 Long DBT CORP US N 2 2034-01-15 Fixed 4.85000000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 710000.00000000 PA 1925.22000000 0.000042090986 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25000000 N N N N N N ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE 315700IASY927EDWBK92 000000000 16200000.00000000 PA 3538778.64000000 0.077368136107 Long DBT NUSS RO N 2 2035-04-25 Fixed 6.75000000 N N N N N EXELON CORP 3SOUA6IRML7435B56G12 30161NBL4 4480000.00000000 PA USD 4297955.87000000 0.093965988992 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N TREASURY CORP OF VICTORIA 549300ZJM7BQW1P9UV75 000000000 17950000.00000000 PA 11461678.74000000 0.250586095086 Long DBT NUSS AU N 2 2040-11-20 Fixed 5.00000000 N N N N N N COLT 2023-4 MORTGAGE LOAN TRUST 213800EHDFO4A3F7P416 12598WAA0 3391368.33000000 PA USD 3403174.36000000 0.074403426680 Long ABS-O CORP US N 2 2068-10-25 Variable 7.16300000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 1390000.00000000 PA 1433089.77000000 0.031331568221 Long DBT CORP DE N 2 2033-08-16 Fixed 1.62500000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGQT9 11722058.62000000 PA USD 10432801.44000000 0.228091803388 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N CZECH, REPUBLIC - MINISTRY OF FINANCE 3157007EFDLQABN47912 000000000 149730000.00000000 PA 6526489.87000000 0.142688313661 Long DBT NUSS CZ N 2 2033-03-03 Fixed 3.00000000 N N N N N N SUNNOVA HESTIA I ISSUER LLC N/A 86746BAA1 715050.03000000 PA USD 696531.31000000 0.015228228345 Long ABS-O CORP US N 2 2050-12-20 Fixed 5.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -307550000.00000000 NC -63431.25000000 -0.00138679416 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -307550000.00000000 USD 0.57500000 EUR 2026-07-15 XXXX 656816.10000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKP3 3710000.00000000 PA USD 3706612.88000000 0.081037487497 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -439900000.00000000 NC USD -49853.90000000 -0.00108995326 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -439900000.00000000 USD 0.57500000 USD 2026-07-15 XXXX 460430.10000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UJ5 38400000.00000000 PA USD 37572749.95000000 0.821451107224 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N SOUTH EASTERN POWER NETWORKS PLC 213800H7NWVLCWAVKA15 000000000 3354000.00000000 PA 3874698.53000000 0.084712335452 Long DBT CORP GB N 2 2038-03-17 Fixed 4.10200000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 875629.55000000 0.019143843991 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1199469625.31000000 CNY 177604297.28000000 USD 2026-07-08 875629.55000000 N N N NEW SOUTH WALES TREASURY CORP TC7LRO17HPNPLTAV0H77 000000000 4848000.00000000 PA 3262731.83000000 0.071332938842 Long DBT NUSS AU N 2 2035-02-20 Fixed 4.75000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 333860.72000000 0.007299179816 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -638492000.00000000 THB 19566018.13000000 USD 2026-07-08 333860.72000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -128227.23000000 -0.00280342536 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3278588.45000000 USD 31193000.00000000 NOK 2026-07-21 -128227.23000000 N N N SINGAPORE, GOVERNMENT OF 549300ZSV6VOGFH1ER70 000000000 5615000.00000000 PA 4750232.45000000 0.103854088689 Long DBT NUSS SG N 2 2033-09-01 Fixed 3.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 46056.10000000 0.001006922154 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -16792000.00000000 DKK 2614070.59000000 USD 2026-07-08 46056.10000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 -445750000.00000000 NC USD -8950.35000000 -0.00019568104 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Written GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP GB US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -445750000.00000000 USD 0.72500000 USD 2026-07-15 XXXX 348095.40000000 N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 2890000.00000000 PA 2540772.88000000 0.055548787306 Long DBT CORP DE N 2 2036-04-15 Fixed 0.62500000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 80622.45000000 0.001762644493 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -3925000.00000000 AUD 2797034.01000000 USD 2026-07-21 80622.45000000 N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 693475BV6 2270000.00000000 PA USD 2279810.24000000 0.049843374477 Long DBT CORP US N 2 2028-01-21 Fixed 5.30000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 25601B2B0 2375000.00000000 PA USD 2325214.82000000 0.050836052483 Long DBT CORP NO N 2 2028-03-30 Fixed 1.60500000 N N N N N N BLACKSTONE PRIVATE CREDIT FUND 549300ORP3TTCNXSYO43 09261HBZ9 5434000.00000000 PA USD 5226924.33000000 0.114275978840 Long DBT CORP US N 2 2031-03-12 Fixed 5.35000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 3715000.00000000 PA USD 3674680.21000000 0.080339345169 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N SUEZ SA 5493007LKZ37MXEN5D79 000000000 6700000.00000000 PA 8186880.39000000 0.178989346535 Long DBT CORP FR N 2 2032-11-03 Fixed 5.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -192204.56000000 -0.00420215844 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6288208.57000000 USD 60359000.00000000 NOK 2026-07-21 -192204.56000000 N N N SPIRE INC (US) 549300NXSY15DRY2R511 84857LAD3 2816000.00000000 PA USD 2806720.58000000 0.061363188246 Long DBT CORP US N 2 2056-06-01 Fixed 6.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -305950000.00000000 NC -945576.93000000 -0.02067309997 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -305950000.00000000 USD 0.57500000 EUR 2026-07-15 XXXX -494632.59000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -651043.77000000 -0.01423373658 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -108014770.64000000 USD 728685000.00000000 CNY 2026-07-08 -651043.77000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CG3 2330000.00000000 PA USD 2306290.41000000 0.050422309077 Long DBT CORP GB N 2 2028-01-12 Fixed 2.60800000 N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 149513.06000000 0.003268796370 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -22149000.00000000 NOK 2386468.49000000 USD 2026-07-21 149513.06000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4ZQ3 7543274.52000000 PA USD 7436897.83000000 0.162592516249 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FR66 26600608.36000000 PA USD 25504020.09000000 0.557593084602 Long ABS-MBS USGSE US N 2 2055-12-01 Fixed 4.50000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 61284.19000000 0.001339853106 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -255527000.00000000 MXN 14663661.47000000 USD 2026-07-08 61284.19000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNB84 18448579.26000000 PA USD 15004459.57000000 0.328041730868 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHG4 11201645.32000000 PA USD 11299518.24000000 0.247040788382 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.50000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 55989.89000000 0.001224104096 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -5609000.00000000 SGD 4393836.25000000 USD 2026-07-08 55989.89000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECD5 2235000.00000000 PA USD 2311825.69000000 0.050543326620 Long DBT CORP GB N 2 2028-11-02 Fixed 7.38500000 N N N N N N SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE 549300O0QCVSQGPGDT58 000000000 38600000000.00000000 PA 23272383.73000000 0.508802933195 Long DBT NUSS KR N 2 2035-12-10 Fixed 3.25000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAM0 8558000.00000000 PA USD 8725967.87000000 0.190775388491 Long DBT CORP US N 2 2055-03-15 Fixed 7.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 10506000.00000000 PA USD 10178266.49000000 0.222526918816 Long DBT CORP US N 2 2036-10-22 Fixed 4.89200000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2572947.19000000 0.056252212597 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -581476853.34000000 SEK 62611763.17000000 USD 2026-07-21 2572947.19000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCBH2 23855743.04000000 PA USD 24255822.46000000 0.530303803765 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.50000000 N N N N N N SEQUOIA LOGISTICS 2025-1 DAC 635400SNUE4YGPESHU40 000000000 7793000.00000000 PA 8919677.30000000 0.195010447835 Long ABS-O CORP IE N 2 2037-02-17 Floating 3.98900000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 2580.00000000 NC 422826.57000000 0.009244235637 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2026-09-08 317814798.40000000 USD 422826.57000000 N N N DATABANK ISSUER LLC N/A 23802YAA5 20920000.00000000 PA USD 20536745.60000000 0.448993816911 Long ABS-O CORP US N 2 2055-09-27 Fixed 5.18000000 N N N N N N MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 000000000 654.00000000 NC 967053.07000000 0.021142631725 N/A DIR CORP CA N 1 MONTREAL EXCHANGE INC. 549300DKBYNOI0B1NP44 Long CANADIAN GOVERNMENT Canadian Government Bond 2026-09-18 56324203.62000000 USD 967053.07000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 474708.68000000 0.010378531550 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -13374000.00000000 CHF 17041240.98000000 USD 2026-07-08 474708.68000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CHZ7 45050000.00000000 PA USD 45791741.04000000 1.001142488348 Long DBT UST US N 2 2030-09-30 Fixed 4.62500000 N N N N N N CANADA, HER MAJESTY IN RIGHT OF - DEPARTMENT OF FINANCE 4BFD7AQU0A75QLAHK410 135087Q49 17600000.00000000 PA 12531274.46000000 0.273970611515 Long DBT NUSS CA N 2 2028-09-01 Fixed 3.25000000 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATION OPERATING CAPITAL CORP 549300TPZNMN50BJ3745 161175BV5 3560000.00000000 PA USD 2210877.02000000 0.048336291020 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8ZQ2 18180749.39000000 PA USD 18606376.19000000 0.406790249397 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.50000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I LLC N/A 23284BAC8 1068887.24000000 PA USD 1060208.52000000 0.023179284556 Long ABS-O CORP US N 2 2048-04-20 Fixed 5.45000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1GS6 17348813.83000000 PA USD 16783655.40000000 0.366940198147 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 4.50000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135DH6 3767000.00000000 PA USD 3745597.38000000 0.081889803623 Long DBT CORP US N 2 2056-03-13 Fixed 5.80000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -305950000.00000000 NC -63101.26000000 -0.00137957961 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -305950000.00000000 USD 0.57500000 EUR 2026-07-15 XXXX 813242.19000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 2320000.00000000 PA USD 2293682.87000000 0.050146671076 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N Mosaic Solar Loan Trust 2023-2 N/A 61945WAA7 1833714.15000000 PA USD 1734215.90000000 0.037915073374 Long ABS-O CORP US N 2 2053-09-22 Fixed 5.36000000 N N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PEE2 3665000.00000000 PA USD 3696066.89000000 0.080806921058 Long DBT CORP US N 2 2028-04-22 Fixed 5.57100000 N N N N N N PNC FINANCIAL SERVICES GROUP INC (THE) CFGNEKW0P8842LEUIA51 693475BT1 2290000.00000000 PA USD 2304591.67000000 0.050385169612 Long DBT CORP US N 2 2027-10-20 Fixed 6.61500000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368MS70 9350000.00000000 PA USD 9362831.57000000 0.204699106937 Long DBT CORP CA N 2 2037-06-02 Fixed 5.29800000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKJ7 3740000.00000000 PA USD 3698083.20000000 0.080851003540 Long DBT CORP US N 2 2028-02-04 Fixed 2.55100000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 69331CAN8 4620000.00000000 PA USD 4605880.36000000 0.100698126341 Long DBT CORP US N 2 2056-09-15 Fixed 6.85000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D96T6 14099963.77000000 PA USD 12967704.25000000 0.283512253654 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAS6 4527000.00000000 PA USD 4438844.28000000 0.097046225082 Long DBT CORP FR N 2 2033-09-25 Fixed 4.81800000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132D96S8 20110947.99000000 PA USD 18451924.70000000 0.403413484384 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 7826.81000000 0.000171117146 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -169929000.00000000 HUF 553412.27000000 USD 2026-07-08 7826.81000000 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 2345000.00000000 PA USD 2327136.59000000 0.050878068042 Long DBT CORP FR N 2 2027-10-19 Fixed 2.04500000 N N N N N N HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE 5299003F3UFKGCCMAP43 000000000 687000000.00000000 PA 2516084.24000000 0.055009020834 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.00000000 N N N N N N TRP 2021 LLC N/A 87267CAA6 5725071.27000000 PA USD 5569994.55000000 0.121776505483 Long ABS-O CORP US N 2 2051-06-17 Fixed 2.07000000 N N N N N N GOLDMAN SACHS GROUP INC (THE) 784F5XWPLTWKTBV3E584 38141GZR8 3720000.00000000 PA USD 3695917.87000000 0.080803663042 Long DBT CORP US N 2 2028-03-15 Fixed 3.61500000 N N N N N N DEUTSCHE BANK AG NEW YORK BRANCH N/A 251526CV9 2270000.00000000 PA USD 2286394.60000000 0.049987328002 Long DBT CORP US N 2 2028-02-08 Fixed 5.70600000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 000000000 4890000.00000000 PA 5487809.36000000 0.119979694885 Long DBT CORP LU N 2 2033-04-02 Fixed 3.75000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DTLF5 5739410.46000000 PA USD 5070327.26000000 0.110852305121 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -291956.20000000 -0.00638302344 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -4308255.20000000 USD 39767000.00000000 NOK 2026-07-21 -291956.20000000 N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAT4 2275000.00000000 PA USD 2300389.39000000 0.050293295379 Long DBT CORP SE N 2 2027-09-20 Fixed 5.33700000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -218302.33000000 -0.00477273265 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -5263397.99000000 USD 8880000.00000000 NZD 2026-07-08 -218302.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -178800.35000000 -0.00390910289 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -5465711.69000000 USD 7491000.00000000 CAD 2026-07-21 -178800.35000000 N N N PENFED AUTO RECEIVABLES OWNER TRUST 2025-A N/A 706916AC7 1513000.00000000 PA USD 1504153.64000000 0.032885233970 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.03000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UG1 14275000.00000000 PA USD 13568498.99000000 0.296647398275 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAP3 5459000.00000000 PA USD 5405231.25000000 0.118174293897 Long DBT CORP IT N 2 2054-05-15 Fixed 5.95000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1347934.23000000 0.029469817012 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -36077962.76000000 CHF 46104260.56000000 USD 2026-07-21 1347934.23000000 N N N SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE 549300O0QCVSQGPGDT58 000000000 42127800000.00000000 PA 27542927.23000000 0.602169606946 Long DBT NUSS KR N 2 2032-12-10 Fixed 4.25000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UK2 35850000.00000000 PA USD 34781501.86000000 0.760426193234 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 3680000.00000000 PA USD 3667840.47000000 0.080189808284 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC -26236617.48000000 -0.57360982380 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD ITRAXX.EU.FINSR.45.V1 Y Default Event 2031-06-20 0.00000000 USD -14987764.07000000 USD -1074230000.00000000 EUR -11248853.41000000 N N N QUEBEC, PROVINCE OF - DIRECTION DE L'EMISSION DES EMPRUNTS MINISTRE DES FINANCES 549300WN65YFEQH74Y36 74814ZFU2 10970000.00000000 PA 7263675.37000000 0.158805362480 Long DBT MUN CA N 2 2057-12-01 Fixed 4.20000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -226850000.00000000 NC USD -8708.99000000 -0.00019040420 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -226850000.00000000 USD 0.65000000 USD 2026-07-15 XXXX 175039.51000000 N N N THAILAND, KINGDOM OF - MINISTRY OF FINANCE 254900PHJ6MSKT6C7026 000000000 574550000.00000000 PA 17899477.48000000 0.391335359116 Long DBT NUSS TH N 2 2035-03-17 Fixed 2.41000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAZN5 4469926.72000000 PA USD 4131346.71000000 0.090323421463 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 88250.90000000 0.001929424905 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3771000.00000000 AUD 2698082.24000000 USD 2026-07-21 88250.90000000 N N N DWR CYMRU (FINANCING) UK PLC 213800GDOFO2ED5PNC85 000000000 1470000.00000000 PA 1952281.65000000 0.042682633694 Long DBT CORP GB N 2 2037-09-08 Fixed 6.25000000 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50076QAE6 4147000.00000000 PA USD 3717567.04000000 0.081276977736 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3061.64000000 0.000066936478 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1016000.00000000 EUR 1164319.54000000 USD 2026-07-08 3061.64000000 N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDR2 2295000.00000000 PA USD 2298576.94000000 0.050253669878 Long DBT CORP NL N 2 2028-08-22 Fixed 4.65500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 462346.79000000 0.010108264182 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -40998138.00000000 EUR 47347798.81000000 USD 2026-07-21 462346.79000000 N N N MERCHANTS FLEET FUNDING LLC 254900Z2OOQUA5IN2X83 588926AL9 8687000.00000000 PA USD 8679379.76000000 0.189756835029 Long ABS-O CORP US N 2 2039-01-20 Fixed 4.49000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -307550000.00000000 NC -950521.93000000 -0.02078121225 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -307550000.00000000 USD 0.57500000 EUR 2026-07-15 XXXX -437078.28000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -46228.08000000 -0.00101068214 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -1400053.43000000 USD 219752806.00000000 JPY 2026-07-21 -46228.08000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -530766.36000000 -0.01160411773 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -11965552.42000000 USD 16522362.03000000 AUD 2026-07-21 -530766.36000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 52407.65000000 0.001145785766 N/A DFE CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 -25747318.69000000 NOK 25692196.26000000 SEK 2026-07-21 52407.65000000 N N N ONTARIO (ON), PROVINCE OF - ONTARIO FINANCIAL AUTHORITY C7PVKCRGLG18EBQGZV36 68333ZBF3 21393000.00000000 PA 15329651.36000000 0.335151382312 Long DBT MUN CA N 2 2055-12-02 Fixed 4.60000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 2387422.76000000 0.052196101489 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-12-07 712450.40000000 USD 0.00000000 USD 32780000.00000000 EUR 1674972.36000000 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHH6 30194349.19000000 PA USD 27429271.17000000 0.599684750329 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.50000000 N N N N N N AUTONATION FINANCE TRUST 2025-1 N/A 05330QAC6 2656000.00000000 PA USD 2662480.64000000 0.058209677827 Long ABS-O CORP US N 2 2029-11-13 Fixed 4.62000000 N N N N N N UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO 254900EGTWEU67VP6075 91087BBR0 3858000.00000000 PA USD 3789520.50000000 0.082850092546 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.12500000 N N N N N N SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE 549300O0QCVSQGPGDT58 000000000 18165000000.00000000 PA 9675939.99000000 0.211544580282 Long DBT NUSS KR N 2 2053-03-10 Fixed 3.25000000 N N N N N N SOUTH KOREA, REPUBLIC OF - MINISTRY OF ECONOMY AND FINANCE 549300O0QCVSQGPGDT58 000000000 212500000000.00000000 PA 122386750.47000000 2.675735255391 Long DBT NUSS KR N 2 2035-06-10 Fixed 2.62500000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 4609000.00000000 PA USD 4680505.64000000 0.102329655015 Long DBT CORP IT N 2 2034-05-15 Fixed 5.50000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CPJ4 173700000.00000000 PA USD 168054750.00000000 3.674172389446 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 000000000 611.00000000 NC 631073.35000000 0.013797124319 N/A DIR CORP DE N 1 EUREX Clearing Aktiengesellschaft 529900LN3S50JPU47S06 Long MINISTERO DELL'ECONOMIA E DELLE FINANZE - DIPARTIMENTO DEL TESORO BTPS 3.65 08/01/35 10Y 2026-09-08 84264634.23000000 USD 631073.35000000 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 4140000.00000000 PA USD 4133197.57000000 0.090363886720 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDKB9 1674990.19000000 PA USD 1492301.14000000 0.032626103370 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -46091.11000000 -0.00100768757 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -2600892.50000000 USD 2234000.00000000 EUR 2026-07-21 -46091.11000000 N N N JAPAN, GOVERNMENT OF - MINISTRY OF FINANCE 353800WZS8AXZXFUC241 000000000 157850000.00000000 PA 729326.32000000 0.015945223969 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.40000000 N N N N N N UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE ECTRVYYCEF89VWYS6K36 000000000 111865000.00000000 PA 124628563.43000000 2.724747897282 Long DBT NUSS GB N 2 2054-07-31 Fixed 4.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 3240000.00000000 PA USD 3228406.18000000 0.070582478915 Long DBT CORP GB N 2 2028-03-13 Fixed 4.04100000 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 65339KDU1 4300000.00000000 PA 4862287.61000000 0.106303944912 Long DBT CORP US N 2 2056-05-15 Fixed 3.99600000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0P90 10517464.40000000 PA USD 10903243.00000000 0.238377043112 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -368431.34000000 -0.00805499551 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD 48250000.00000000 EUR -368431.34000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 59956.82000000 0.001310832883 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3023000.00000000 EUR 3517058.25000000 USD 2026-07-21 59956.82000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -178003.74000000 -0.00389168664 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -9196161.89000000 USD 87341000.00000000 SEK 2026-07-21 -178003.74000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 97249.94000000 0.002126170455 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4084000.00000000 CAD 2979608.22000000 USD 2026-07-21 97249.94000000 N N N TRIUMPH RAIL LLC 5493004VSVYOZVEYVJ29 89683LAA8 5550382.26000000 PA USD 5410704.12000000 0.118293946973 Long ABS-O CORP US N 2 2051-06-17 Fixed 2.15000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 2232.40000000 0.000048806846 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -305226.63000000 USD 269000.00000000 EUR 2026-07-08 2232.40000000 N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 91282CNT4 19111500.00000000 PA USD 18870366.57000000 0.412561857550 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 224000000.00000000 PA 33887414.52000000 0.740878807526 Long DBT NUSS BR N 2 2037-01-01 Fixed 10.00000000 N N N N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 683879AH3 935000.00000000 PA USD 979728.53000000 0.021419754657 Long DBT CORP US N 2 2038-06-04 Fixed 7.72100000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -78689.39000000 -0.00172038210 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -2398712.87000000 USD 22469463.00000000 SEK 2026-07-21 -78689.39000000 N N N ENT AUTO RECEIVABLES TRUST 2023-1 N/A 293601AE0 438577.99000000 PA USD 439619.79000000 0.009611384946 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.24000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCBY5 38606826.73000000 PA USD 38800076.68000000 0.848284088644 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 122795.20000000 0.002684665166 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -8011000.00000000 EUR 6999373.32000000 GBP 2026-07-21 122795.20000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -708076.67000000 -0.01548064395 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.46.V1 Y Default Event 2031-06-20 0.00000000 USD -694066.93000000 USD -31890000.00000000 USD -14009.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -732057.91000000 -0.01600494458 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-06 0.00000000 USD 0.00000000 USD -525000000.00000000 SEK -732057.91000000 N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83368RBH4 2330000.00000000 PA USD 2307749.73000000 0.050454214116 Long DBT CORP FR N 2 2028-01-19 Fixed 2.79700000 N N N N N N TIF FUNDING III LLC N/A 88655AAA8 6561887.50000000 PA USD 6576829.57000000 0.143788887943 Long ABS-O CORP US N 2 2049-04-20 Fixed 5.48000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2T0 2335000.00000000 PA USD 2310453.41000000 0.050513324533 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N FRANCE, REPUBLIC OF - MINISTERE DE L'ECONOMIE, DES FINANCES ET DE L'INDUSTRIE 969500KCGF3SUYJHPV70 000000000 11685000.00000000 PA 13611691.06000000 0.297591704288 Long DBT NUSS FR N 2 2038-10-25 Fixed 4.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -20147.52000000 -0.00044048419 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -16140695000.00000000 COP 4692785.52000000 USD 2026-07-08 -20147.52000000 N N N VOLKSBANK WIEN AG 529900D4CD6DIB3CI904 000000000 7700000.00000000 PA 9094900.39000000 0.198841341275 Long DBT CORP AT N 2 2035-12-04 Fixed 5.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -57271.43000000 -0.00125212233 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8373000.00000000 EUR 9518087.57000000 USD 2026-07-21 -57271.43000000 N N N EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2 N/A 30165BAF0 720000.00000000 PA USD 721114.13000000 0.015765681279 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.64000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -32826.51000000 -0.00071768430 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -4721509.00000000 EUR 5366689.04000000 USD 2026-07-21 -32826.51000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 207764.67000000 0.004542348335 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -8813000.00000000 CAD 6427701.88000000 USD 2026-07-21 207764.67000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 149074.94000000 0.003259217775 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -3180000.00000000 CHF 4094007.16000000 USD 2026-07-21 149074.94000000 N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 000000000 73000000.00000000 PA 19125904.33000000 0.418148666505 Long DBT NUSS PL N 2 2035-10-25 Fixed 5.00000000 N N N N N N VOLKSBANK WIEN AG 529900D4CD6DIB3CI904 000000000 3200000.00000000 PA 3783160.34000000 0.082711040694 Long DBT CORP AT N 2 2034-06-21 Fixed 5.75000000 N N N N N N AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RHM9 2831000.00000000 PA USD 2915990.58000000 0.063752152658 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 3730000.00000000 PA USD 3695201.38000000 0.080787998457 Long DBT CORP US N 2 2028-02-24 Fixed 3.07000000 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 13607PVP6 3645000.00000000 PA USD 3653856.11000000 0.079884068938 Long DBT CORP CA N 2 2028-01-13 Fixed 4.86200000 N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DUAD9 16035341.98000000 PA USD 16294627.05000000 0.356248596385 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 63600000.00000000 NC 3249.54000000 0.000071044526 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.XO.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 63600000.00000000 USD 3.87500000 EUR 2026-07-15 XXXX -367467.57000000 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05581KAC5 2300000.00000000 PA USD 2302121.18000000 0.050331157415 Long DBT CORP FR N 2 2027-03-13 Fixed 4.62500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -75750.01000000 -0.00165611858 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -180849000.00000000 BRL 34663703.42000000 USD 2026-08-04 -75750.01000000 N N N POLAND, REPUBLIC OF - STATE TREASURY 259400R9L8QEP0TPXS31 000000000 24625000.00000000 PA 6955507.67000000 0.152067907843 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBY0 2265000.00000000 PA USD 2285421.44000000 0.049966051855 Long DBT CORP GB N 2 2028-08-09 Fixed 5.50100000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 484844.39000000 0.010600128058 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -16652460.00000000 NZD 9949782.09000000 USD 2026-07-21 484844.39000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YER2 3715000.00000000 PA USD 3707752.67000000 0.081062406668 Long DBT CORP US N 2 2028-04-20 Fixed 4.21000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -332.00000000 NC USD 69493.58000000 0.001519334579 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-30 -68505587.16000000 USD 69493.58000000 N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 34228000.00000000 PA 22812881.60000000 0.498756861668 Long DBT NUSS AU N 2 2037-07-21 Fixed 5.00000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UU0 103700000.00000000 PA USD 104809913.54000000 2.291453770089 Long DBT UST US N 2 2056-05-15 Fixed 5.00000000 N N N N N N KRAFT HEINZ FOODS COMPANY 5493003STKEZ2S0RNU91 50077LAB2 752000.00000000 PA USD 602561.53000000 0.013173771859 Long DBT CORP US N 2 2046-06-01 Fixed 4.37500000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAE8 2326000.00000000 PA USD 2290560.97000000 0.050078417136 Long DBT CORP US N 2 2028-09-20 Fixed 4.12500000 N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBP1 8151000.00000000 PA USD 8048419.09000000 0.175962174226 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UT3 115400000.00000000 PA USD 110802031.25000000 2.422459132594 Long DBT UST US N 2 2046-02-15 Fixed 4.62500000 N N N N N KBC GROUP SA/NV 213800X3Q9LSAKRUWY91 48241FAB0 2240000.00000000 PA USD 2279384.44000000 0.049834065233 Long DBT CORP BE N 2 2029-01-19 Fixed 5.79600000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 379763.09000000 0.008302740980 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -88192000.00000000 BRL 17454879.40000000 USD 2026-07-02 379763.09000000 N N N ATHORA HOLDING LTD 98450059DQ10TFC4B020 000000000 5800000.00000000 PA 7048294.82000000 0.154096508550 Long DBT CORP BM N 2 2034-09-10 Fixed 5.87500000 N N N N N JP MORGAN CHASE & COMPANY 8I5DZWZKVSZI1NUHU748 46647PAF3 3740000.00000000 PA USD 3709757.99000000 0.081106248876 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -87486.88000000 -0.00191272117 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -88217236.03000000 SEK 89322000.00000000 NOK 2026-07-21 -87486.88000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 85836.25000000 0.001876633536 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4936000.00000000 EUR 5727537.99000000 USD 2026-07-08 85836.25000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KY5Z8 13638243.38000000 PA USD 13813768.94000000 0.302009722626 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 5.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -5920.00000000 NC USD -18079566.40000000 -0.39527263394 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -669565433.60000000 USD -18079566.40000000 N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 000000000 7000000.00000000 PA 7909820.37000000 0.172931997512 Long ABS-O CORP JE N 2 2036-01-16 Fixed 3.87500000 N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132CJEP4 22597227.46000000 PA USD 22720218.75000000 0.496730978525 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.00000000 N N N N N N AUSTRIA, REPUBLIC OF - AUSTRIAN FEDERAL FINANCING AGENCY 529900QWWUI4XRVR7I03 000000000 20575000.00000000 PA 23416575.26000000 0.511955385228 Long DBT NUSS AT N 2 2034-02-20 Fixed 2.90000000 N N N N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -18196.01000000 -0.00039781843 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-14 0.00000000 USD 0.00000000 USD 8440000.00000000 EUR -18196.01000000 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 62950000.00000000 NC 13529.93000000 0.000295804166 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Purchased MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.XO.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 62950000.00000000 USD 3.12500000 EUR 2026-07-15 XXXX -437493.16000000 N N N WILLIAMS COMPANIES INC (THE) D71FAKCBLFS2O0RBPG08 969457CS7 4473000.00000000 PA USD 4464068.98000000 0.097597711405 Long DBT CORP US N 2 2035-09-30 Fixed 5.30000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBC7 4583000.00000000 PA USD 4833383.08000000 0.105672006653 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 2315000.00000000 PA USD 2320008.11000000 0.050722218449 Long DBT CORP CH N 2 2028-05-12 Fixed 4.75100000 N N N N N N BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 4753000.00000000 PA 5499878.15000000 0.120243554222 Long DBT NUSS BR N 2 2036-04-23 Fixed 5.50000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -136665.89000000 -0.00298791935 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -5273279.05000000 USD 7422000.00000000 AUD 2026-07-21 -136665.89000000 N N N ASX 24 549300SDXT36XYPVWI79 000000000 594.00000000 NC 225240.74000000 0.004924426759 N/A DIR CORP AU N 1 ASX 24 549300SDXT36XYPVWI79 Long Australia (Commonwealth of) 2.75% SNR BDS 21/04/2024 AUD (TB137) 2026-09-15 43512764.09000000 USD 225240.74000000 N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 613940.69000000 0.013422553851 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -23505842.86000000 CAD 17203622.59000000 USD 2026-07-21 613940.69000000 N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 000000000 2764000.00000000 PA USD 2737703.53000000 0.059854272017 Long DBT CORP US N 2 2027-01-15 Fixed 2.87500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DWDC4 27311845.11000000 PA USD 21964842.41000000 0.480216224304 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 105290.00000000 0.002301949875 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -138748000.00000000 CZK 6637266.14000000 USD 2026-07-08 105290.00000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 65086.40000000 0.001422980628 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3983000.00000000 NZD 2328946.93000000 USD 2026-07-21 65086.40000000 N N N MALAYSIA, FEDERATION OF 254900GSIL471JOBYY43 000000000 79100000.00000000 PA 19208193.36000000 0.419947747352 Long DBT NUSS MY N 2 2035-07-02 Fixed 3.47600000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142GS5R5 15075262.64000000 PA USD 14905559.20000000 0.325879477146 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.00000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -54877.38000000 -0.00119978134 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -2500051.37000000 USD 4302000.00000000 NZD 2026-07-21 -54877.38000000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBA2 3200000.00000000 PA USD 3220861.06000000 0.070417520343 Long DBT CORP ES N 2 2028-03-14 Fixed 5.55200000 N N N N N N UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT 254900HROIFWPRGM1V77 912810UH9 58403120.43000000 PA USD 53786333.90000000 1.175927862467 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -17032.29000000 -0.00037237608 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -148052000.00000000 PEN 43284236.62000000 USD 2026-07-08 -17032.29000000 N N N QUEENSLAND TREASURY CORP 98INKCEEHOU5YJS0HQ88 000000000 27809000.00000000 PA 14978307.90000000 0.327469978247 Long DBT NUSS AU N 2 2034-07-20 Fixed 1.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -176166.03000000 -0.00385150888 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5586900.27000000 USD 53573867.00000000 NOK 2026-07-21 -176166.03000000 N N N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3132DVLF0 14664764.00000000 PA USD 12529547.82000000 0.273932862073 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427SN46 13838451.26000000 PA USD 13766535.04000000 0.300977050290 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 226850000.00000000 NC USD 45021.40000000 0.000984300561 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.46.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A 226850000.00000000 USD 0.55000000 USD 2026-07-15 XXXX -349697.60000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3854.49000000 0.000084270517 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -369862.00000000 EUR 426828.51000000 USD 2026-07-21 3854.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 90555.81000000 0.001979817034 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -6545000.00000000 CAD 4709810.21000000 USD 2026-07-21 90555.81000000 N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132E0Z39 8157396.60000000 PA USD 8314177.19000000 0.181772429951 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N NEW SOUTH WALES TREASURY CORP TC7LRO17HPNPLTAV0H77 000000000 10116000.00000000 PA 6463328.38000000 0.141307417241 Long DBT NUSS AU N 2 2036-02-20 Fixed 4.25000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3142JCCE8 12491020.74000000 PA USD 12697577.26000000 0.277606481111 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 3853000.00000000 PA USD 3276407.99000000 0.071631940028 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 8566.86000000 0.000187296821 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -5732302.86000000 USD 5020000.00000000 EUR 2026-07-21 8566.86000000 N N N TREASURY CORP OF VICTORIA 549300ZJM7BQW1P9UV75 000000000 41354000.00000000 PA 27229646.50000000 0.595320366396 Long DBT NUSS AU N 2 2036-09-15 Fixed 4.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PL9 670000.00000000 PA USD 681684.91000000 0.014903642263 Long DBT CORP US N 2 2035-06-11 Fixed 5.44900000 N N N N N RETAINED VANTAGE DATA CENTERS ISSUER LLC 254900N4NW6XZ9B4HM15 76134KAA2 5630000.00000000 PA USD 5577197.92000000 0.121933992393 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 31427R6M7 21920896.34000000 PA USD 17568469.49000000 0.384098548389 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -173430.72000000 -0.00379170694 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -6154818.19000000 USD 8475000.00000000 CAD 2026-07-21 -173430.72000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 143493.04000000 0.003137180982 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -54391000.00000000 SEK 5755376.67000000 USD 2026-07-08 143493.04000000 N N N MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 -311400000.00000000 NC -16815.12000000 -0.00036762810 N/A DCR CORP US N 2 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 Put Written MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK, NATIONAL ASSOCIATION G1MLHIS0N32I3QPILB75 000000000 0.00000000 NC 0.00000000 0.00000000 DCR CORP US US IHS MARKIT LTD ITRAXX.EU.45.V1 Default Event 2031-06-20 0.00000000 USD 0.00000000 USD N/A N/A -311400000.00000000 USD 0.67500000 EUR 2026-07-15 XXXX 429939.52000000 N N N Osaka Exchange,Inc 3538001249AILNPRUX57 000000000 -90.00000000 NC -231363.45000000 -0.00505828725 N/A DIR CORP JP N 1 Osaka Exchange,Inc 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2026-09-24 -71593618.80000000 USD -231363.45000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 106172.10000000 0.002321235182 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ZIGGO BOND CO BV ZIGGO BOND CO BV Y Default Event 2029-12-20 129298.83000000 USD 0.00000000 USD 2940000.00000000 EUR -23126.73000000 N N N TREASURY CORP OF VICTORIA 549300ZJM7BQW1P9UV75 000000000 8814000.00000000 PA 4636888.05000000 0.101376045879 Long DBT NUSS AU N 2 2035-09-17 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJVS9 10754893.84000000 PA USD 9669800.44000000 0.211410351615 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 2.50000000 N N N N N N RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 000000000 1.00000000 NC USD 2362887.80000000 0.051659694915 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC. 549300QJJX6CVVUXLE15 -156547000.00000000 GBP 210012966.55000000 USD 2026-07-08 2362887.80000000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBC1 3158000.00000000 PA USD 3152914.99000000 0.068932018895 Long DBT CORP US N 2 2056-08-15 Fixed 6.10000000 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659W2M5 2405000.00000000 PA USD 2326869.37000000 0.050872225825 Long DBT CORP FR N 2 2028-09-30 Fixed 1.90400000 N N N N N N 2026-08-21 BNY Mellon Investment Funds I James Windels James Windels Treasurer