0000869392-25-001091.txt : 20250529 0000869392-25-001091.hdr.sgml : 20250529 20250529152926 ACCESSION NUMBER: 0000869392-25-001091 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20250331 FILED AS OF DATE: 20250529 DATE AS OF CHANGE: 20250529 PERIOD START: 20250930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM MASTER INTERMEDIATE INCOME TRUST CENTRAL INDEX KEY: 0000830622 ORGANIZATION NAME: EIN: 046584465 STATE OF INCORPORATION: MA FISCAL YEAR END: 1117 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05498 FILM NUMBER: 251002532 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6172921000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 NPORT-P 1 primary_doc.xml NPORT-P false 0000830622 XXXXXXXX Putnam Master Intermediate Income Trust 811-05498 0000830622 QYQERD8ESA0ALFI8LA12 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Master Intermediate Income Trust QYQERD8ESA0ALFI8LA12 2025-09-30 2025-03-31 N 225931709.24888 60624331.32888 165307377.92 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0 0 0.00 AUD CAD CHF EUR GBP NOK NZD SEK USD N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 475454.548 PA USD 101750.93 0.061552564247 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.795 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 635952.403 PA USD 544550.59 0.329416990852 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.785 N N N N N N LEHMAN XS TRUST 2006-17 N/A 52523KBH6 1178226.155 PA USD 1034177.4 0.625608737500 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.775 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 N/A 35563PMX4 636000 PA USD 597512.65 0.361455524562 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.5 N N N N N N TOWD POINT MORTGAGE TRUST 2019-2 N/A 89177JAB4 216000 PA USD 195195.83 0.118080531224 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 207812.49 PA USD 195825.87 0.118461663638 Long DBT CORP US N 2 2027-04-15 Floating 9 N N N N N N AADVANTAGE LOYALTY IP LTD N/A N/A 347091.49 PA USD 343539.01 0.207818316595 Long DBT CORP KY N 2 2028-04-20 Floating 6.543 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 197948.7 PA USD 196005.83 0.118570527502 Long DBT CORP US N 2 2028-06-15 Floating 6.762 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389376AZ7 235709.9 PA USD 216583.22 0.131018483703 Long DBT CORP US N 2 2028-10-27 Floating 7.438 N N N N N N FERTITTA ENTERTAINMENT LLC/NV 984500A0805D8V551D35 N/A 200000 PA USD 197210 0.119298970488 Long DBT CORP US N 2 2029-01-27 Floating 7.825 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 N/A 336338.46 PA USD 335578.34 0.203002639218 Long DBT CORP CA N 2 2027-05-05 Floating 7.672 N N N N N N CPM HOLDINGS INC 549300FBUISJCXV8IB65 12620BAR1 166998.86 PA USD 164493.88 0.099507887712 Long DBT CORP US N 2 2028-09-28 Floating 8.824 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 C0787FAG7 124421.05 PA USD 124266.15 0.075172779076 Long DBT CORP CA N 2 2028-09-29 Floating 8.325 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCA0 119101.5 PA USD 118580.43 0.071733295569 Long DBT CORP US N 2 2031-02-28 Floating 6.799 N N N N N N VERDE PURCHASER LLC 2549004HFEKMUGBG3Z35 N/A 33174.42 PA USD 33038.4 0.019986040802 Long DBT CORP US N 2 2030-12-02 Floating 8.299 N N N N N N DIRECTV FINANCING LLC N/A 25460HAD4 422088.96 PA USD 416707.33 0.252080297470 Long DBT CORP US N 2 2029-08-02 Floating 9.802 N N N N N N WEC US HOLDINGS INC 5493002M6GRSU1IWMG57 92943LAC4 199000 PA USD 197420.94 0.119426575198 Long DBT CORP US N 2 2031-01-20 Floating 6.574 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 N/A 217800 PA USD 216711 0.131095782128 Long DBT CORP US N 2 2031-01-24 Floating 6.563 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 208425 PA USD 208217.62 0.125957850533 Long DBT CORP US N 2 2031-01-31 Floating 7.3 N N N N N N WESTJET LOYALTY LP N/A N/A 168300 PA USD 162451.58 0.098272431663 Long DBT CORP CA N 2 2031-02-14 Floating 7.549 N N N N N N PG POLARIS BIDCO SARL 254900XMCCB3IEZ2A005 91728NAB5 89550.56 PA USD 89662.5 0.054239865836 Long DBT CORP LU N 2 2031-03-26 Floating 7.299 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 N/A 49500 PA USD 49299.03 0.029822643502 Long DBT CORP US N 2 2031-03-07 Floating 6.325 N N N N N N PACIFIC DENTAL SERVICES INC N/A N/A 178650 PA USD 177952.37 0.107649381558 Long DBT CORP US N 2 2031-03-10 Floating 7.072 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 N/A 132080.32 PA USD 131890.78 0.079785174539 Long DBT CORP US N 2 2030-04-15 Floating 7.737 N N N N N N GENESEE AND WYOMING INC G617XSG94Z7G0RMW3L02 N/A 134325 PA USD 133233.61 0.080597497629 Long DBT CORP US N 2 2031-04-05 Floating 6.049 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAK5 202433.57 PA USD 200774.63 0.121455335222 Long DBT CORP US N 2 2029-03-26 Floating 6.575 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 N/A 114425 PA USD 114420.42 0.069216765422 Long DBT CORP US N 2 2031-05-06 Floating 6.325 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAG6 236386.39 PA USD 235906.53 0.142707804678 Long DBT CORP US N 2 2028-08-31 Floating 7.325 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 N/A 200000 PA 216540.06 0.130992374766 Long DBT CORP NL N 2 2028-04-03 Floating 6.204 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 N/A 179900.04 PA USD 179762.42 0.108744341760 Long DBT CORP US N 2 2028-10-23 Floating 6.575 N N N N N N FLASH CHARM INC 549300VQ6S3PWR8NUC48 N/A 198500 PA USD 184511.71 0.111617347224 Long DBT CORP US N 2 2028-03-02 Floating 7.791 N N N N N N WHITE CAP BUYER LLC N/A 96350TAH3 467629.02 PA USD 454519.04 0.274953874243 Long DBT CORP US N 2 2029-10-19 Floating 7.575 N N N N N N SCIENTIFIC GAMES HOLDINGS LP 549300W5GPFXXB6TQ330 N/A 203458.61 PA USD 202525.75 0.122514646683 Long DBT CORP US N 2 2029-04-04 Floating 7.296 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 N/A 416901.46 PA USD 417595.6 0.252617641907 Long DBT CORP US N 2 2030-03-18 Floating 6.805 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 N/A 194461.4 PA USD 192916.4 0.116701627252 Long DBT CORP US N 2 2031-06-18 Floating 6.799 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 N/A 93696.56 PA USD 93645.5 0.056649316672 Long DBT CORP US N 2 2031-02-03 Floating 7.309 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAM7 198002.51 PA USD 197012.5 0.119179496087 Long DBT CORP US N 2 2031-09-12 Floating 7.069 N N N N N N TREASURE HOLDCO INC N/A N/A 89775 PA USD 89606.67 0.054206092388 Long DBT CORP US N 2 2031-10-10 Floating 8.563 N N N N N N DUN AND BRADSTREET CORP/THE RI37BMPWE56BCJ747E14 N/A 198000 PA USD 197752.5 0.119627147008 Long DBT CORP US N 2 2029-01-18 Floating 6.572 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 N/A 342100.35 PA USD 339378.94 0.205301750152 Long DBT CORP US N 2 2029-03-29 Floating 7.799 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 N/A 265861.94 PA USD 264499.4 0.160004594670 Long DBT CORP US N 2 2028-03-10 Floating 6.825 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAK8 202955.12 PA USD 202389.89 0.122432460394 Long DBT CORP US N 2 2031-02-21 Floating 6.825 N N N N N N WAYSTAR TECHNOLOGIES INC 549300BIRBTAWWHCSZ09 N/A 92322.73 PA USD 92091.92 0.055709503810 Long DBT CORP US N 2 2029-10-22 Floating 6.575 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAE3 691315.22 PA USD 690302.44 0.417587193437 Long DBT CORP US N 2 2030-12-31 Floating 6.299 N N N N N N FLUTTER ENTERTAINMENT PLC 635400EG4YIJLJMZJ782 N/A 108900 PA USD 108608.15 0.065700727558 Long DBT CORP US N 2 2030-11-29 Floating 6.049 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 N/A 218901.37 PA USD 209488.61 0.126726715187 Long DBT CORP US N 2 2029-03-01 Floating 7.323 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 360663.82 PA USD 360889.23 0.218314048980 Long DBT CORP US N 2 2028-10-18 Floating 6.325 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 N/A 240802.35 PA USD 240547.1 0.145515041752 Long DBT CORP US N 2 2028-11-15 Floating 6.825 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 N/A 59983 PA USD 59183.13 0.035801868461 Long DBT CORP US N 2 2032-01-14 Floating 7.075 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N/A 179969.58 PA USD 172500.84 0.104351567468 Long DBT CORP US N 2 2032-01-14 Floating 7.549 N N N N N N BANIJAY US HOLDING INC 5493008PW5N0VVCH7279 F6456UAE3 80964.38 PA USD 81040.49 0.049024121621 Long DBT CORP FR N 2 2028-03-01 Floating 7.075 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAN3 86013.09 PA USD 85830.74 0.051921905168 Long DBT CORP US N 2 2029-01-03 Floating 6.075 N N N N N N PETSMART LLC N/A 71677HAL9 200102.98 PA USD 197392.59 0.119409425329 Long DBT CORP US N 2 2028-01-29 Floating 8.175 N N N N N N TORONTO-DOMINION BANK/NY PT3QB789TSUIDF371261 89115DTB2 850000 PA USD 850493 0.514491857957 Long STIV CORP US N 2 2026-04-02 Floating 4.6 N N N N N N MIZUHO BANK LTD/NEW YORK NY RB0PEZSDGCO3JS6CEU02 60710TA43 1000000 PA USD 1000164.55 0.605033219076 Long STIV CORP US N 2 2025-08-06 Floating 4.58 N N N N N N CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY 549300H8L46OOZOFHU82 13606DEU2 800000 PA USD 800168.88 0.484049102991 Long STIV CORP US N 2 2026-02-09 Floating 4.64 N N N N N N BDS 2021-FL9 LTD N/A 05493NAA0 109655.546 PA USD 109825.39 0.066437077027 Long ABS-MBS CORP KY N 2 2038-11-16 Floating 5.501 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 558951.578 PA USD 42.48 0.000025697583 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N GS MORTGAGE SECURITIES TRUST 2019-GC42 N/A 36257UAN7 6088921.733 PA USD 174664.37 0.105660359627 Long ABS-MBS CORP US N 2 2052-09-10 Variable .805 N N N N N N BBCMS MORTGAGE TRUST 2022-C14 N/A 07336AAG2 4832353.619 PA USD 169652.82 0.102628704257 Long ABS-MBS CORP US N 2 2055-02-15 Variable .698 N N N N N N BBCMS MORTGAGE TRUST 2024-C26 N/A 05555AAF2 2635298.322 PA USD 197802.33 0.119657290853 Long ABS-MBS CORP US N 2 2057-05-15 Variable 1.014 N N N N N N BMO 2024-5C6 MORTGAGE TRUST N/A 05593QAD6 5708484.639 PA USD 290261.6 0.175589017049 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.353 N N N N N N BBCMS MORTGAGE TRUST 2024-5C29 N/A 05555PAD4 7482059.793 PA USD 461338.57 0.279079237603 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.6 N N N N N N BENCHMARK 2024-V10 MORTGAGE TRUST N/A 08163UAD1 6543793.996 PA USD 327392.56 0.198050785222 Long ABS-MBS CORP US N 2 2057-09-15 Variable 1.306 N N N N N N BANK 2024-BNK48 N/A 06541GAN7 4527025.447 PA USD 384243.06 0.232441567240 Long ABS-MBS CORP US N 2 2057-10-15 Variable 1.148 N N N N N N BANK5 2024-5YR10 N/A 06604AAH7 6917725.247 PA USD 319302.14 0.193156617701 Long ABS-MBS CORP US N 2 2057-10-15 Variable 1.191 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 N/A 95002MAY5 3235322.708 PA USD 169589.47 0.102590381708 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.559 N N N N N N BANK 2020-BNK30 N/A 06541UCB0 3006586.363 PA USD 161896.56 0.097936681373 Long ABS-MBS CORP US N 2 2053-12-15 Variable 1.274 N N N N N N BBCMS MORTGAGE TRUST 2025-C32 N/A 07337AAJ5 2126544.657 PA USD 185394.5 0.112151376625 Long ABS-MBS CORP US N 2 2062-02-15 Variable 1.13 N N N N N N BANK5 2024-5YR12 N/A 06644XBM7 5936682.404 PA USD 127633.03 0.077209518175 Long ABS-MBS CORP US N 2 2057-12-15 Variable .498 N N N N N N BENCHMARK 2024-V11 MORTGAGE TRUST N/A 081921BA5 9895000 PA USD 236631.01 0.143146067028 Long ABS-MBS CORP US N 2 2057-11-15 Variable .56 N N N N N N LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 N/A 50179MAQ4 462989.441 PA USD 385.53 0.000233220081 Long ABS-MBS CORP US N 2 2039-09-15 Variable .435 N N N N N N BANK5 2024-5YR7 N/A 06211UBR5 5187098.676 PA USD 255444.9 0.154527222689 Long ABS-MBS CORP US N 2 2057-06-15 Variable 1.334 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 N/A 95003VAD0 6120534.923 PA USD 237077.7 0.143416284853 Long ABS-MBS CORP US N 2 2057-07-15 Variable 1.029 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 797000 PA USD 830631.17 0.502476768098 Long ABS-MBS CORP US N 2 2051-11-25 Floating 8.34 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC N/A 75574EAA5 136954.984 PA USD 137170.04 0.082978776704 Long ABS-MBS CORP US N 2 2037-06-25 Floating 6.787 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 N/A 61764PBZ4 95514.77 PA USD 92495.98 0.055953933311 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4 N N N N N N CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST 549300D5DIOOMKWXVZ20 12634NAY4 216000 PA USD 209748.79 0.126884106831 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.208 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST 2017-5 N/A 54910TAJ1 400000 PA USD 387561.88 0.234449233226 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.549 N N N N N N CSAIL 2016-C5 COMMERCIAL MORTGAGE TRUST 549300FU8TZDHFLQZL50 12636LAY6 215000 PA USD 213083.47 0.128901367066 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.757 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C1 N/A 46645LAY3 132000 PA USD 130337.31 0.078845428220 Long ABS-MBS CORP US N 2 2049-03-17 Fixed 3.576 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2016-UB11 N/A 61767FBF7 286000 PA USD 274372.33 0.165977062520 Long ABS-MBS CORP US N 2 2049-08-15 Variable 3.691 N N N N N N SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 549300SZQW4U3UN4A157 78419CAD6 458000 PA USD 445823.98 0.269693939623 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.055 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5 549300SGFUCMB43V8P22 95000CBJ1 216000 PA USD 186178.44 0.112625608332 Long ABS-MBS CORP US N 2 2059-01-15 Variable 4.975 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 N/A 12532BAD9 405000 PA USD 396197.69 0.239673325526 Long ABS-MBS CORP US N 2 2054-12-10 Fixed 3.839 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAC0 254581.666 PA USD 30746.08 0.018599339235 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.938 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAS1 1500000 PA USD 127182.45 0.076936947159 Long ABS-MBS CORP US N 2 2046-08-15 Variable 3.598 N N N N N N CD 2017-CD4 MORTGAGE TRUST N/A 12515DAU8 439000 PA USD 410900.49 0.248567544395 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.947 N N N N N N UBS COMMERCIAL MORTGAGE TRUST 2017-C3 N/A 90276GAY8 247000 PA USD 230451.99 0.139408169738 Long ABS-MBS CORP US N 2 2050-08-15 Variable 4.38 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 975000 PA USD 75169.58 0.045472610446 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.98 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABG9 190000 PA USD 167133.37 0.101104604104 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.757 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBE9 199000 PA USD 185529.53 0.112233060819 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.854 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 221000 PA USD 91695.38 0.055469623409 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.438 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 N/A 17323CAN7 299210.686 PA USD 287176.37 0.173722657520 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.529 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 522334.841 PA USD 531608.27 0.321587745622 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.704 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 652869.971 PA USD 664482.44 0.401967805890 Long ABS-MBS CORP US N 2 2050-03-25 Floating 8.204 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563FAB7 235000 PA USD 244805.7 0.148091212310 Long ABS-MBS CORP US N 2 2051-01-25 Floating 8.09 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20 N/A 46631QAT9 11401.433 PA USD 14309.21 0.008656123024 Long ABS-MBS CORP US N 2 2051-02-12 Variable 7.745 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 193000 PA USD 178281.57 0.107848525724 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAE3 134554.219 PA USD 133182.51 0.080566585518 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.82 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAM7 163000 PA USD 157275.68 0.095141355443 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.966 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 196000 PA USD 178412.96 0.107928007960 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.804 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAX5 194000 PA USD 47568.02 0.028775497258 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.287 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBC4 350000 PA USD 280001.65 0.169382427768 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.98 N N N N N N COMM 2013-CCRE7 MORTGAGE TRUST 549300FVY7JUBJ0PIH53 12625FBA3 114515.107 PA USD 109219.89 0.066070789685 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.244 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBZ3 143966.046 PA USD 134611.79 0.081431205125 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.98 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 358223.82 PA USD 164016.36 0.099219019782 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.206 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 188000 PA USD 106879.88 0.064655238831 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.822 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GC13 549300WF5YRKNHB1FX69 36198EAP0 283823.373 PA USD 278862.76 0.168693474852 Long ABS-MBS CORP US N 2 2046-07-10 Variable 3.878 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C14 N/A 46640LAN2 228000 PA USD 175912.01 0.106415099080 Long ABS-MBS CORP US N 2 2046-08-15 Variable 3.935 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 N/A 61762XAC1 189000 PA USD 171844.75 0.103954676532 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.749 N N N N N N COMM 2013-CCRE12 MORTGAGE TRUST 549300MGZ5FI5VFL1177 12591KAG0 158079.696 PA USD 148766.38 0.089993793303 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.3 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAE6 232000 PA USD 203352.41 0.123014721157 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.484 N N N N N N COMM 2014-CCRE16 MORTGAGE TRUST N/A 12591VAK7 441000 PA USD 414957.1 0.251021524400 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.751 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 647000 PA USD 28070.74 0.016980935971 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 Y Y N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 290000 PA USD 237602.66 0.143733850836 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.787 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 392000 PA USD 48552.34 0.029370945575 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 4.25 N N N N N N COMM 2014-CCRE20 MORTGAGE TRUST N/A 12592LBP6 345276.861 PA USD 332930.11 0.201400635706 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.541 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAY5 177000 PA USD 168594.59 0.101988545291 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.234 N N N N N N COMM 2014-CCRE19 MORTGAGE TRUST N/A 12592GAG8 413998.457 PA USD 396877.34 0.240084468699 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.512 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643ABK8 174000 PA USD 167602 0.101388094173 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.466 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643ABL6 201000 PA USD 188709.83 0.114156931393 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.466 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643AAG8 100000 PA USD 87623.68 0.053006514956 Long ABS-MBS CORP US N 2 2047-09-15 Variable 3.966 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 N/A 92939HBB0 125000 PA USD 116780.04 0.070644179025 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.293 N N N N N N COMM 2014-UBS3 MORTGAGE TRUST N/A 12591YBD6 281496.973 PA USD 269169.38 0.162829622844 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 4.012 N N N N N N COMM 2014-UBS5 MORTGAGE TRUST N/A 12592KBE3 230305.979 PA USD 227515.78 0.137631957425 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.193 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAK8 469000 PA USD 438671.36 0.265367078905 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.417 N N N N N N COMM 2015-LC19 MORTGAGE TRUST N/A 200474BF0 253000 PA USD 248792.96 0.150503240164 Long ABS-MBS CORP US N 2 2048-02-10 Variable 3.829 N N N N N N COMM 2015-DC1 MORTGAGE TRUST N/A 12629NAH8 145038.074 PA USD 143280.91 0.086675447765 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.724 N N N N N N COMM 2015-DC1 MORTGAGE TRUST N/A 12629NAJ4 447000 PA USD 431691.28 0.261144593443 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.035 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAS2 575000 PA USD 497823.1 0.301149958498 Long ABS-MBS CORP US N 2 2048-04-15 Variable 4.202 N N N N N N COMM 2015-CCRE22 MORTGAGE TRUST N/A 12592XBG0 175000 PA USD 171237.8 0.103587512036 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.926 N N N N N N CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST 549300UFJ8EKD81Y8R30 126281BD5 229956.954 PA USD 228206.08 0.138049543143 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.791 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NAL1 121000 PA USD 117844.02 0.071287816359 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.507 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 N/A 46644YAU4 193477.789 PA USD 192204.03 0.116270690648 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.801 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC22 549300XO83D3BDYP0P62 94989TBB9 175000 PA USD 173770.64 0.105119712251 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.207 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS3 549300ZVNWG0TX42H716 94989VAD1 437000 PA USD 433826.51 0.262436265978 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.617 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 N/A 61765TAM5 253000 PA USD 239522.16 0.144895021029 Long ABS-MBS CORP US N 2 2048-10-15 Variable 4.538 N N N N N N COMM 2015-CCRE27 MORTGAGE TRUST N/A 12635QBL3 212000 PA USD 197266.91 0.119333397264 Long ABS-MBS CORP US N 2 2048-10-10 Variable 4.444 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31 N/A 94989WAS6 399000 PA USD 396072.18 0.239597400300 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.695 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS4 549300RD723OFH36TP29 94989XBC8 178000 PA USD 176579.1 0.106818644287 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.718 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-SG1 549300ZJL46M82UL2Z22 94989QBA7 273000 PA USD 262102.55 0.158554659385 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.464 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AG8 38000 PA USD 53290.25 0.032237066894 Long DBT CORP US N 2 2028-12-01 Fixed 1.75 N N N N N PATRICK INDUSTRIES INC USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAF6 112000 PA USD 103768 0.062772757820 Long DBT CORP US N 2 2028-06-15 Fixed .5 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAX4 117000 PA USD 116157.6 0.070267644107 Long DBT CORP US N 2 2029-11-15 Fixed 1.875 N N N N N DIGITAL REALTY TRUST INC USD XXXX N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034BB4 74000 PA USD 76775 0.046443783070 Long DBT CORP US N 2 2030-01-15 Fixed 2.875 N N N N N LIVE NATION ENTERTAINMENT INC USD XXXX N N N NUTANIX INC 549300X7J6E8TKVIXW09 67059NAJ7 66000 PA USD 69895.91 0.042282389860 Long DBT CORP US N 2 2029-12-15 Fixed .5 N N N N N NUTANIX INC USD XXXX N N N HERCULES CAPITAL INC 549300UJ5OC256GR2B73 N/A 33000 PA USD 32505 0.019663369179 Long DBT CORP US N 2 2028-09-01 Fixed 4.75 N N N N N HERCULES CAPITAL INC USD XXXX N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAC3 66000 PA USD 66858 0.040444655793 Long DBT CORP US N 2 2030-03-15 Fixed 1.875 N N N N N INTEGER HOLDINGS CORP USD XXXX N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE N/A 531229AQ5 91000 PA USD 110792.5 0.067022114436 Long DBT CORP US N 2 2027-08-15 Fixed 2.25 N N N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD XXXX N N N HALOZYME THERAPEUTICS INC 529900242I3SV9AGM753 40637HAF6 65000 PA USD 83286.34 0.050382711920 Long DBT CORP US N 2 2028-08-15 Fixed 1 N N N N N HALOZYME THERAPEUTICS INC USD XXXX N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AT1 43000 PA USD 51363.5 0.031071510931 Long DBT CORP US N 2 2027-08-15 Fixed 2.5 N N N N N POST HOLDINGS INC USD XXXX N N N ALNYLAM PHARMACEUTICALS INC 529900S3ZI14OWRJII50 02043QAB3 63000 PA USD 72702 0.043979888203 Long DBT CORP US N 2 2027-09-15 Fixed 1 N N N N N ALNYLAM PHARMACEUTICALS INC USD XXXX N N N SAREPTA THERAPEUTICS INC 549300IKDPIED8J8IG21 803607AD2 21000 PA USD 19551 0.011827058324 Long DBT CORP US N 2 2027-09-15 Fixed 1.25 N N N N N SAREPTA THERAPEUTICS INC USD XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAP6 79000 PA USD 77420 0.046833965292 Long DBT CORP US N 2 2027-09-15 Fixed 3.25 N N N N N WAYFAIR INC USD XXXX N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 61000 PA USD 64510.55 0.039024604232 Long DBT CORP US N 2 2029-04-15 Fixed 3.625 N N N N N NORTHERN OIL & GAS INC USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 82000 PA USD 18450 0.011161026345 Long DBT CORP US N 2 2029-12-01 Fixed 1.875 N N N N N WOLFSPEED INC USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 42000 PA USD 70182 0.042455455336 Long DBT CORP US N 2 2027-12-01 Fixed 5.75 N N N N N CARNIVAL CORP USD XXXX N N N LANTHEUS HOLDINGS INC 5299005HUB5IOJGO7S39 516544AB9 46000 PA USD 65032.5 0.039340349365 Long DBT CORP US N 2 2027-12-15 Fixed 2.625 N N N N N LANTHEUS HOLDINGS INC USD XXXX N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAB7 22000 PA USD 51639.5 0.031238472626 Long DBT CORP US N 2 2027-12-15 Fixed .5 N N N N N AXON ENTERPRISE INC USD XXXX N N N CHEFS' WAREHOUSE INC/THE 549300JYEDC8C547E980 163086AE1 40000 PA USD 55679.33 0.033682301843 Long DBT CORP US N 2 2028-12-15 Fixed 2.375 N N N N N CHEFS' WAREHOUSE INC/THE USD XXXX N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034BA6 71000 PA USD 98832 0.059786805189 Long DBT CORP US N 2 2029-01-15 Fixed 3.125 N N N N N LIVE NATION ENTERTAINMENT INC USD XXXX N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAL9 62000 PA USD 41757 0.025260215560 Long DBT CORP US N 2 2029-06-15 Fixed 1.75 N N N N N NABORS INDUSTRIES LTD USD XXXX N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587DP9 94000 PA USD 104739.5 0.063360450887 Long DBT CORP US N 2 2025-12-15 Fixed 3.875 N N N N N SOUTHERN CO/THE USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 88000 PA USD 76124.4 0.046050213220 Long DBT CORP US N 2 2029-03-01 Fixed .5 N N N N N ON SEMICONDUCTOR CORP USD XXXX N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 69352PAS2 92000 PA USD 103178 0.062415846950 Long DBT CORP US N 2 2028-03-15 Fixed 2.875 N N N N N PPL CORP USD XXXX N N N RIVIAN AUTOMOTIVE INC 25490004LNKJ84MFYY24 76954AAB9 55000 PA USD 53796.88 0.032543544442 Long DBT CORP US N 2 2029-03-15 Fixed 4.625 N N N N N RIVIAN AUTOMOTIVE INC USD XXXX N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BX7 51000 PA USD 56533.5 0.034199018042 Long DBT CORP US N 2 2028-05-01 Fixed 3.375 N N N N N CMS ENERGY CORP USD XXXX N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AM9 113000 PA USD 101248 0.061248324953 Long DBT CORP US N 2 2028-05-15 Fixed .375 N N N N N DEXCOM INC USD XXXX N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAB4 51000 PA USD 83257.5 0.050365265633 Long DBT CORP US N 2 2028-05-15 Fixed 2.75 N N N N N WELLTOWER INC USD XXXX N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AJ1 64000 PA USD 68080 0.041183884746 Long DBT CORP US N 2 2029-08-15 Fixed 1.125 N N N N N FLUOR CORP USD XXXX N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAD7 39000 PA USD 36377.25 0.022005823610 Long DBT CORP US N 2 2028-08-15 Fixed 1.25 N N N N N WORKIVA INC USD XXXX N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBL4 102000 PA USD 122999.25 0.074406388600 Long DBT CORP KY N 2 2028-06-01 Fixed 3.5 N N N N N SEAGATE TECHNOLOGY HOLDINGS PLC USD XXXX N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017AD8 34000 PA USD 44982 0.027211126670 Long DBT CORP US N 2 2027-12-15 Fixed 1.25 N N N N N BURLINGTON STORES INC USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAM2 89000 PA USD 108758 0.065791376869 Long DBT CORP US N 2 2028-12-01 Fixed .875 N N N N N UBER TECHNOLOGIES INC USD XXXX N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 69331CAL2 92000 PA USD 97428 0.058937478306 Long DBT CORP US N 2 2027-12-01 Fixed 4.25 N N N N N PG&E CORP USD XXXX N N N MERIT MEDICAL SYSTEMS INC 549300OYTY138SP2CE83 589889AA2 37000 PA USD 50412.5 0.030496219004 Long DBT CORP US N 2 2029-02-01 Fixed 3 N N N N N MERIT MEDICAL SYSTEMS INC USD XXXX N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 759916AD1 50000 PA USD 48900 0.029581256817 Long DBT CORP US N 2 2028-12-15 Fixed 1 N N N N N REPLIGEN CORP USD XXXX N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAU6 81000 PA USD 76707 0.046402647580 Long DBT CORP US N 2 2031-03-01 Fixed 1.5 N N N N N GLOBAL PAYMENTS INC USD XXXX N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AD2 56000 PA USD 59080 0.035739481651 Long DBT CORP US N 2 2030-03-01 Fixed 3.5 N N N N N PROGRESS SOFTWARE CORP USD XXXX N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAD4 41000 PA USD 41061.5 0.024839484188 Long DBT CORP US N 2 2029-03-01 Fixed 2.625 N N N N N PARSONS CORP USD XXXX N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAF4 40000 PA USD 36601.24 0.022141322705 Long DBT CORP US N 2 2030-04-01 Fixed .25 N N N N N COINBASE GLOBAL INC USD XXXX N N N VERTEX INC 549300QMYW171MP1PL50 92538JAB2 51000 PA USD 60849.38 0.036809839201 Long DBT CORP US N 2 2029-05-01 Fixed .75 N N N N N VERTEX INC USD XXXX N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAE5 103000 PA USD 88743 0.053683629319 Long DBT CORP US N 2 2031-04-15 Fixed 1.75 N N N N N EXACT SCIENCES CORP USD XXXX N N N MERITAGE HOMES CORP 52990044W9UMFJO2FB97 59001ABF8 65000 PA USD 63667.5 0.038514614896 Long DBT CORP US N 2 2028-05-15 Fixed 1.75 N N N N N MERITAGE HOMES CORP USD XXXX N N N MKS INC 549300KEQATBHAGVF505 55306NAB0 65000 PA USD 58630 0.035467261497 Long DBT CORP US N 2 2030-06-01 Fixed 1.25 N N N N N MKS INC USD XXXX N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAY1 32000 PA USD 30478.25 0.018437319848 Long DBT CORP US N 2 2029-06-01 Fixed 3.375 N N N N N SPECTRUM BRANDS HOLDINGS INC USD XXXX N N N HAEMONETICS CORP 549300ZEL6TXZS6F5F95 405024AD2 49000 PA USD 46770.5 0.028293050551 Long DBT CORP US N 2 2029-06-01 Fixed 2.5 N N N N N HAEMONETICS CORP USD XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BF0 48000 PA USD 45036 0.027243793088 Long DBT CORP US N 2 2030-06-01 Fixed .75 N N N N N MICROCHIP TECHNOLOGY INC USD XXXX N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AP1 92000 PA USD 96312.5 0.058262674789 Long DBT CORP US N 2 2030-07-15 Fixed 1.375 N N N N N ITRON INC USD XXXX N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAD0 50000 PA USD 65625 0.039698772569 Long DBT CORP US N 2 2029-07-15 Fixed 3.125 N N N N N WELLTOWER INC USD XXXX N N N OSI SYSTEMS INC DDX3MPX1Y8YD30050X33 671044AE5 49000 PA USD 59763.18 0.036152760241 Long DBT CORP US N 2 2029-08-01 Fixed 2.25 N N N N N OSI SYSTEMS INC USD XXXX N N N BOX INC 549300KQUCPD8687YS68 10316TAC8 62000 PA USD 59892 0.036230687797 Long DBT CORP US N 2 2029-09-15 Fixed 1.5 N N N N N BOX INC USD XXXX N N N GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAB6 98000 PA USD 102312 0.061891974386 Long DBT CORP US N 2 2029-11-01 Fixed 1.25 N N N N N GUIDEWIRE SOFTWARE INC USD XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAL5 84000 PA USD 82089 0.049658400631 Long DBT CORP US N 2 2027-09-01 Fixed .375 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N INSULET CORP 549300TZTYD2PYN92D43 45784PAK7 59000 PA USD 74935.07 0.045330747449 Long DBT CORP US N 2 2026-09-01 Fixed .375 N N N N N INSULET CORP USD XXXX N N N BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061GAK7 49000 PA USD 46268.25 0.027989222612 Long DBT CORP US N 2 2027-05-15 Fixed 1.25 N N N N N BIOMARIN PHARMACEUTICAL INC USD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 46000 PA USD 40652.5 0.024592066314 Long DBT CORP US N 2 2027-11-01 Fixed .25 N N N N N BLOCK INC USD XXXX N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 90000 PA USD 110110.13 0.066609325842 Long DBT CORP US N 2 2026-03-15 Fixed .25 N N N N N TYLER TECHNOLOGIES INC USD XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 111000 PA USD 94599.75 0.057226574633 Long DBT CORP US N 2 2028-06-15 Fixed .25 N N N N N ETSY INC USD XXXX N N N BENTLEY SYSTEMS INC 549300WVEHPGE0Z56F71 08265TAD1 72000 PA USD 65412 0.039569921696 Long DBT CORP US N 2 2027-07-01 Fixed .375 N N N N N BENTLEY SYSTEMS INC USD XXXX N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 72000 PA USD 73044 0.044186775520 Long DBT CORP US N 2 2027-08-01 Fixed .5 N N N N N SHIFT4 PAYMENTS INC USD XXXX N N N IMPINJ INC 549300M26VGKSMMWWN17 453204AD1 24000 PA USD 27336 0.016536467001 Long DBT CORP US N 2 2027-05-15 Fixed 1.125 N N N N N IMPINJ INC USD XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 25000 PA USD 58259.27 0.035242994434 Long DBT CORP US N 2 2048-06-01 Fixed 2.75 N N N N N NRG ENERGY INC USD XXXX N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AT8 105000 PA USD 100333.83 0.060695312733 Long DBT CORP US N 2 2030-03-01 Fixed 0 N N N N N MICROSTRATEGY INC USD XXXX N N N SHAKE SHACK INC 529900J74GJAHYP80N79 819047AB7 62000 PA USD 57388.75 0.034716387570 Long DBT CORP US N 2 2028-03-01 Fixed 0 N N N N N SHAKE SHACK INC USD XXXX N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAC7 82000 PA USD 71627 0.043329584500 Long DBT CORP US N 2 2029-12-01 Fixed 0 N N N N N DATADOG INC USD XXXX N N N SNOWFLAKE INC 254900CJNSY1K7T53Z16 833445AA7 100000 PA USD 116000 0.070172306560 Long DBT CORP US N 2 2027-10-01 Fixed 0 N N N N N SNOWFLAKE INC USD XXXX N N N LHOME MORTGAGE TRUST 2023-RTL2 N/A 50205BAA1 254000 PA USD 256069.54 0.154905088461 Long ABS-CBDO CORP US N 2 2028-06-25 Variable 8 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBQ6 363353.505 PA USD 393634.11 0.238122529649 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 16.204 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL4 N/A 79584CAA9 555000 PA USD 557528.14 0.337267547895 Long ABS-CBDO CORP US N 2 2030-02-25 Variable 7.5 N N N N N N JP MORGAN MORTGAGE TRUST 2024-9 N/A 46593DAX5 141638.66 PA USD 142126.58 0.085977154673 Long ABS-CBDO CORP US N 2 2055-02-25 Floating 5.69 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCH5 1106434.659 PA USD 1213375.55 0.734011733334 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 16.704 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCR3 563944.525 PA USD 622471.08 0.376553719400 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 16.204 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCY8 89235.463 PA USD 99370.97 0.060112846293 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 17.204 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDN1 118705.476 PA USD 131381.01 0.079476797499 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 15.204 N N N N N N A AND D MORTGAGE TRUST 2024-NQM1 984500E3BD374F778L95 00039GAA7 636932.408 PA USD 642043.98 0.388394025771 Long ABS-CBDO CORP US N 2 2069-02-25 Variable 6.195 N N N N N N STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2006-AR7 N/A 86361HAB0 123667.904 PA USD 108918.26 0.065888323540 Long ABS-CBDO CORP US N 2 2036-08-25 Floating 4.555 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 345253.696 PA USD 203924.79 0.123360973095 Long ABS-CBDO CORP US N 2 2047-05-25 Floating 4.625 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 145991.831 PA USD 129273.46 0.078201869527 Long ABS-CBDO CORP US N 2 2047-11-25 Floating 4.615 N N N N N N GSR MORTGAGE LOAN TRUST 2007-OA1 N/A 3622NAAE0 180283.875 PA USD 100935.62 0.061059355771 Long ABS-CBDO CORP US N 2 2037-05-25 Floating 4.745 N N N N N N RALI SERIES 2006-QO5 TRUST N/A 75114HAA5 187450.4 PA USD 168789.13 0.102106229089 Long ABS-CBDO CORP US N 2 2046-05-25 Floating 4.865 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-2 N/A 41161PLQ4 239327.572 PA USD 71556.62 0.043287009267 Long ABS-CBDO CORP US N 2 2035-05-19 Floating 4.951 N N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAU5 162329.185 PA USD 148799.18 0.090013635128 Long ABS-CBDO CORP US N 2 2037-02-26 Floating 3.199 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAE8 431171.817 PA USD 455435.06 0.275508005590 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 8.554 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 307000 PA USD 296126.37 0.179136813932 Long ABS-CBDO CORP US N 2 2058-08-25 Variable 4.75 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBE9 141000 PA USD 175166.06 0.105963848803 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 15.204 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 118000 PA USD 141046.46 0.085323753709 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 14.954 N N N N N N FREDDIE MAC STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBE3 174000 PA USD 200432.9 0.121248611237 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 12.204 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 649000 PA USD 810319.92 0.490189808946 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 15.454 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MBE5 85000 PA USD 103819.1 0.062803669931 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 16.704 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDY7 19707.997 PA USD 21770.31 0.013169593683 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 13.704 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA2 549300NKHCH87PYOHD44 35564MBE4 106000 PA USD 127470.34 0.077111101515 Long ABS-CBDO CORP US N 2 2049-04-25 Floating 15.704 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3 N/A 35563PCF4 388727.109 PA USD 379940.24 0.229838646515 Long ABS-CBDO CORP US N 2 2056-07-25 Variable 4.75 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBE7 504000 PA USD 526935.53 0.318761047831 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 8.104 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAC1 1000000 PA USD 975263.2 0.589969553853 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 3.698 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA3 5493000ITAM9GTFUKP51 35565MBE3 430000 PA USD 572604.99 0.346388042207 Long ABS-CBDO CORP US N 2 2050-07-25 Floating 14.454 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA4 5493000ITFTMJUMPDE35 35565XBE9 609000 PA USD 813178.21 0.491918884827 Long ABS-CBDO CORP US N 2 2050-08-25 Floating 14.454 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA5 5493000ITF7RKPWPZQ19 35566ABE8 176000 PA USD 242650.21 0.146787283818 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 15.84 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA3 5493000ISUYHCRLRBE46 35564KFH7 225000 PA USD 275959.44 0.166937158808 Long ABS-CBDO CORP US N 2 2033-10-25 Floating 10.59 N N N N N N HOME RE 2021-2 LTD N/A 43730VAE8 150000 PA USD 153292.64 0.092731880409 Long ABS-CBDO CORP BM N 2 2034-01-25 Floating 8.49 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAF8 180000 PA USD 188309.05 0.113914486074 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 8.84 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAB7 400000 PA USD 408319.52 0.247006228722 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 7.34 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAC7 187842.72 PA USD 166971.89 0.101006919413 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 4.815 N N N N N N BEAR STEARNS ALT-A TRUST 2005-10 N/A 07386HYW5 37843.996 PA USD 35982.43 0.021766983696 Long ABS-CBDO CORP US N 2 2036-01-25 Floating 4.935 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GZ30 209287.239 PA USD 188649.05 0.114120163524 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 5.135 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GY98 170080.567 PA USD 151586.92 0.091700032937 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 6.135 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 1370929.588 PA USD 1184164.01 0.716340689024 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 4.815 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAA1 67463.445 PA USD 60713.51 0.036727646862 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 5.595 N N N N N N ALTERNATIVE LOAN TRUST 2005-59 N/A 12668AEV3 226809.878 PA USD 221031.69 0.133709513018 Long ABS-CBDO CORP US N 2 2035-11-20 Floating 5.094 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4V7 69488.805 PA USD 67909.24 0.041080586272 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 5.415 N N N N N N MORTGAGEIT TRUST 2005-3 N/A 61915RAN6 24154.202 PA USD 23315.06 0.014104064981 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 5.23 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-DNA1 N/A 3137G0EZ8 384702.259 PA USD 386752.61 0.233959678549 Long ABS-CBDO CORP US N 2 2027-10-25 Floating 13.654 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-AA6 N/A 32052MAE1 411508.576 PA USD 286938.47 0.173578743799 Long ABS-CBDO CORP US N 2 2036-11-25 Variable 5.391 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 167179.452 PA USD 162280.73 0.098169078744 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 5.575 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-DNA3 N/A 3137G0GZ6 567384.055 PA USD 590582.46 0.357263219241 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 13.804 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-HQA2 N/A 3137G0HM4 265971.458 PA USD 280378.92 0.169610651096 Long ABS-CBDO CORP US N 2 2028-05-25 Floating 14.954 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-HQA1 N/A 3137G0GM5 384875.335 PA USD 392015.81 0.237143565479 Long ABS-CBDO CORP US N 2 2028-03-25 Floating 13.254 N N N N N N FREDDIE MAC STACR DEBT NOTES 2016-DNA1 N/A 3137G0HZ5 1271686.203 PA USD 1354120.46 0.819153069293 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 14.454 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAA4 206392.701 PA USD 199819.09 0.120877296896 Long ABS-CBDO CORP US N 2 2046-06-25 Variable 3.249 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGC7 215000 PA USD 213114.69 0.128920253096 Long DBT CORP US N 2 2027-11-25 Fixed 4.183 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 Y8T6JPAA4 360000 PA USD 363924.9 0.220150427996 Long DBT CORP AZ N 2 2026-03-24 Fixed 6.875 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 205000 PA USD 202795.25 0.122677676309 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RGL0 410000 PA USD 405716.22 0.245431404880 Long DBT CORP US N 2 2028-02-15 Fixed 4.1 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568QAE7 200000 PA USD 202142.8 0.122282987332 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 107625 PA USD 107044.85 0.064755034740 Long DBT CORP KY N 2 2027-02-01 Fixed 6.875 N N N N N N OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP N/A 69007TAB0 255000 PA USD 250801.17 0.151718074024 Long DBT CORP US N 2 2027-08-15 Fixed 5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CM5 137000 PA USD 132172.64 0.079955681146 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 410000 PA USD 397062.51 0.240196484268 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 220000 PA USD 213590.48 0.129208074490 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 450000 PA USD 456523.65 0.276166530341 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 P1850NAA9 230000 PA USD 186732.91 0.112961025908 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45 N N N N N N PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC N/A 74166MAE6 205000 PA USD 205311.6 0.124199901168 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 215000 PA USD 203538.97 0.123127577584 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 205000 PA USD 205147.52 0.124100643650 Long DBT CORP US N 2 2025-08-11 Fixed 5.25 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 210000 PA USD 204511.52 0.123715905831 Long DBT CORP CA N 2 2028-09-15 Fixed 6 N N N N N N WEEKLEY HOMES LLC / WEEKLEY FINANCE CORP N/A 948565AD8 205000 PA USD 194736.8 0.117802848518 Long DBT CORP US N 2 2028-09-15 Fixed 4.875 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REY N/A 76174LAA1 260000 PA USD 262600 0.158855583643 Long DBT CORP US N 2 2027-10-15 Fixed 4 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 190000 PA USD 186273.19 0.112682925798 Long DBT CORP MX N 2 2027-01-23 Fixed 6.49 N N N N N N VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 5493002SQ1AVQBY41K40 928668BN1 230000 PA USD 211472.55 0.127926867307 Long DBT CORP US N 2 2027-11-24 Fixed 1.625 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 W9821JAH4 595000 PA 645513.54 0.390492879460 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 265000 PA USD 251370.68 0.152062589803 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 825000 PA USD 784419.32 0.474521663745 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 256000 PA USD 243130.14 0.147077609638 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 265000 PA USD 250062.94 0.151271493836 Long DBT CORP US N 2 2029-05-15 Fixed 3.875 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 N/A 255000 PA 272201.87 0.164664078171 Long DBT CORP NL N 2 2028-04-15 Fixed 3.375 N N N N N N ENCINO ACQUISITION PARTNERS HOLDINGS LLC 549300BUKUEKT2UE4T49 29254BAA5 185000 PA USD 188197.18 0.113846812144 Long DBT CORP US N 2 2028-05-01 Fixed 8.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 270000 PA USD 256620.45 0.155238352473 Long DBT CORP US N 2 2029-05-01 Fixed 4.375 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 250000 PA USD 245635.3 0.148593065289 Long DBT CORP US N 2 2030-03-01 Fixed 5.375 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 N/A 300000 PA 303843.96 0.183805444030 Long DBT CORP FR N 2 2029-07-15 Fixed 3.125 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 230000 PA USD 214864.28 0.129978639008 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 213000 PA USD 205154.14 0.124104648311 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 450000 PA USD 424243.35 0.256639089760 Long DBT CORP US N 2 2029-06-15 Fixed 3.625 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 57767XAA8 117000 PA USD 114355.8 0.069177674608 Long DBT CORP US N 2 2028-08-01 Fixed 5.75 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AE7 270000 PA USD 254214.45 0.153782882046 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 490000 PA USD 467088.73 0.282557703036 Long DBT CORP US N 2 2029-10-01 Fixed 4.875 N N N N N N TGNR INTERMEDIATE HOLDINGS LLC 5493007AZNVKZ5HEMT23 77289KAA3 217000 PA USD 203986.77 0.123398466884 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAN6 110000 PA USD 102910.38 0.062253954600 Long DBT CORP LU N 2 2029-02-02 Fixed 3 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AF4 85000 PA USD 83308.5 0.050396117250 Long DBT CORP US N 2 2030-10-15 Fixed 5.5 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 425000 PA USD 421720.4 0.255112872339 Long DBT CORP US N 2 2030-02-15 Fixed 4.95 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 455000 PA USD 450590.55 0.272577398341 Long DBT CORP US N 2 2030-06-15 Fixed 5.875 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 240000 PA USD 240887.23 0.145720797844 Long DBT CORP US N 2 2032-06-15 Fixed 6.375 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAL5 250000 PA USD 238967.72 0.144559621601 Long DBT CORP US N 2 2029-03-24 Fixed 3.375 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 93000 PA USD 99326.5 0.060085944892 Long DBT CORP US N 2 2029-11-30 Fixed 9.375 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAT9 450000 PA USD 463498.9 0.280386093974 Long DBT CORP US N 2 2027-12-15 Fixed 5.85 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 530000 PA USD 547343.19 0.331106328639 Long DBT CORP CO N 2 2033-01-13 Fixed 8.875 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAB6 232000 PA USD 235323.17 0.142354910568 Long DBT CORP US N 2 2030-02-15 Fixed 7 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 S8755VFQ9 300000 PA USD 305816.18 0.184998506327 Long DBT CORP ZA N 2 2028-02-06 Fixed 8.25 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AC3 70000 PA USD 72483.95 0.043847982414 Long DBT CORP US N 2 2031-02-15 Fixed 7.125 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DA4 410000 PA USD 418169.62 0.252964885937 Long DBT CORP US N 2 2030-02-15 Fixed 5.125 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AB6 205000 PA USD 210607.36 0.127403484739 Long DBT CORP US N 2 2028-03-01 Fixed 5.6 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAR2 449000 PA USD 500985.22 0.303062831377 Long DBT CORP NL N 2 2031-09-15 Fixed 8.125 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 205000 PA USD 209526.64 0.126749720815 Long DBT CORP US N 2 2028-03-01 Fixed 5.45 N N N N N N RB GLOBAL HOLDINGS INC 254900LH3N0EGB1LQ203 76774LAC1 276000 PA USD 289191.7 0.174941798508 Long DBT CORP US N 2 2031-03-15 Fixed 7.75 N N N N N N JONES DESLAURIERS INSURANCE MANAGEMENT INC 549300JQIWNFU00E5424 48020RAB1 190000 PA USD 199728.19 0.120822308425 Long DBT CORP CA N 2 2030-03-15 Fixed 8.5 N N N N N N AIR FRANCE-KLM 969500AQW31GYO8JZD66 F01699BS9 200000 PA 242025.76 0.146409532984 Long DBT CORP FR N 2 2028-05-31 Fixed 8.125 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 333000 PA USD 337463.87 0.204143259815 Long DBT CORP US N 2 2028-04-15 Fixed 6.875 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 510000 PA USD 483988.09 0.292780695024 Long DBT CORP IT N 2 2029-09-01 Fixed 6.5 N N N N N N BENTELER INTERNATIONAL AG 529900ZAFSOBVFCKF263 08263DAA4 340000 PA USD 357450.96 0.216234123666 Long DBT CORP AT N 2 2028-05-15 Fixed 10.5 N N N N N N SIX FLAGS ENTERTAINMENT CORP 529900AS2CYWYFHRS781 83001AAD4 275000 PA USD 276231.66 0.167101833854 Long DBT CORP US N 2 2031-05-15 Fixed 7.25 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDU1 455000 PA USD 461934.96 0.279440013998 Long DBT CORP US N 2 2031-05-15 Fixed 6.75 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAA7 200000 PA USD 207454.97 0.125496497864 Long DBT CORP US N 2 2028-05-15 Fixed 9 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 450000 PA USD 456707.72 0.276277880483 Long DBT CORP US N 2 2031-06-01 Fixed 8.375 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KL0 200000 PA USD 206702.1 0.125041061446 Long DBT CORP US N 2 2029-01-15 Fixed 6.1 N N N N N N NEW YORK LIFE GLOBAL FUNDING 635400DPNHEAUHB7ZI15 64952WFD0 205000 PA USD 207960.8 0.125802491466 Long DBT CORP US N 2 2028-06-13 Fixed 4.9 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAL7 205000 PA USD 209519.98 0.126745691957 Long DBT CORP NO N 2 2028-06-13 Fixed 5.6 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 170000 PA USD 174793.04 0.105738196443 Long DBT CORP US N 2 2031-07-01 Fixed 8.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBK4 146000 PA USD 148273.95 0.089695905812 Long DBT CORP NL N 2 2033-07-03 Fixed 6.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 185000 PA USD 197766.11 0.119635380156 Long DBT CORP US N 2 2031-07-15 Fixed 9.125 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBE2 410000 PA USD 422712.98 0.255713317408 Long DBT CORP US N 2 2027-01-15 Fixed 7 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 190000 PA USD 194340.55 0.117563143548 Long DBT CORP US N 2 2030-12-15 Fixed 6.875 N N N N N N JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAL0 210000 PA USD 213607.17 0.129218170833 Long DBT CORP LU N 2 2030-01-15 Fixed 5.5 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587DS3 260000 PA USD 268218.32 0.162254294621 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N N BANIJAY ENTERTAINMENT SAS 969500CE0IE2EZ5VBG13 060335AB2 360000 PA USD 370612.8 0.224196163936 Long DBT CORP FR N 2 2029-05-01 Fixed 8.125 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 355000 PA USD 391448.56 0.236800416851 Long DBT CORP US N 2 2030-10-01 Fixed 12.25 N N N N N N F AND G ANNUITIES AND LIFE INC N/A 30190AAC8 200000 PA USD 208681.37 0.126238388526 Long DBT CORP US N 2 2028-01-13 Fixed 7.4 N N N N N N ENERGO-PRO AS 315700IQCL9IX158RO36 N/A 300000 PA USD 320510.11 0.193887359435 Long DBT CORP CZ N 2 2028-11-02 Fixed 11 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 200000 PA USD 209198 0.126550915411 Long DBT CORP US N 2 2029-03-01 Fixed 6.15 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 83283WAE3 440000 PA USD 456313.44 0.276039367233 Long DBT CORP US N 2 2031-11-15 Fixed 8.875 N N N N N N OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP N/A 69007TAG9 76000 PA USD 79222.87 0.047924582071 Long DBT CORP US N 2 2031-02-15 Fixed 7.375 N N N N N N VERITIV OPERATING CO 5493004G8OK5L1UTIY12 92339LAA0 45000 PA USD 47703.38 0.028857381080 Long DBT CORP US N 2 2030-11-30 Fixed 10.5 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A2V3 145000 PA USD 146992.82 0.088920907130 Long DBT CORP CA N 2 2026-12-11 Fixed 5.264 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBV5 265000 PA USD 272675.13 0.164950369083 Long DBT CORP US N 2 2028-12-08 Fixed 5.467 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 170000 PA USD 171649.02 0.103836272863 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 210000 PA USD 210991.61 0.127635930504 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 205000 PA USD 209433.69 0.126693492230 Long DBT CORP US N 2 2029-01-09 Fixed 5.583 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 250000 PA USD 252156.9 0.152538200758 Long DBT CORP US N 2 2029-02-01 Fixed 5 N N N N N N JEFFERSON CAPITAL HOLDINGS LLC N/A 472481AB6 450000 PA USD 479326.5 0.289960742243 Long DBT CORP US N 2 2029-02-15 Fixed 9.5 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AD9 205000 PA USD 207781.85 0.125694238584 Long DBT CORP US N 2 2031-02-15 Fixed 7.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 65000 PA USD 65909.63 0.039870954841 Long DBT CORP US N 2 2032-03-01 Fixed 6.625 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 397000 PA USD 402440.09 0.243449563512 Long DBT CORP US N 2 2032-03-01 Fixed 6.875 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 25000 PA USD 25243.74 0.015270788465 Long DBT CORP US N 2 2032-03-15 Fixed 6.25 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453HAF3 200000 PA USD 196278.88 0.118735704643 Long DBT CORP US N 2 2030-04-01 Fixed 7.875 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 100000 PA USD 96081.81 0.058123122639 Long DBT CORP US N 2 2032-03-15 Fixed 7 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BY4 210000 PA USD 212280.91 0.128415871494 Long DBT CORP US N 2 2029-04-15 Fixed 5 N N N N N N MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC N/A 60672JAA7 205000 PA USD 203309.29 0.122988636417 Long DBT CORP US N 2 2032-04-01 Fixed 6.75 N N N N N N RHP HOTEL PROPERTIES LP / RHP FINANCE CORP N/A 749571AK1 205000 PA USD 204795.69 0.123887809835 Long DBT CORP US N 2 2032-04-01 Fixed 6.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 210000 PA USD 214219.08 0.129588335799 Long DBT CORP US N 2 2032-04-15 Fixed 6.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 41000 PA USD 43013.92 0.026020568798 Long DBT CORP US N 2 2029-05-01 Fixed 6.298 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 465000 PA USD 463569.8 0.280428983771 Long DBT CORP CA N 2 2032-06-01 Fixed 7 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAE4 65000 PA USD 65270.92 0.039484577652 Long DBT CORP US N 2 2029-06-15 Fixed 6.625 N N N N N N ACRISURE LLC / ACRISURE FINANCE INC N/A 00489LAL7 200000 PA USD 203611 0.123171150956 Long DBT CORP US N 2 2030-11-06 Fixed 7.5 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAQ4 210000 PA USD 211760.03 0.128100773640 Long DBT CORP US N 2 2029-07-15 Fixed 5.375 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 200000 PA USD 212221 0.128379629917 Long DBT CORP GB N 2 2029-07-15 Fixed 8.625 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAD6 250000 PA USD 244367.45 0.147826100126 Long DBT CORP FR N 2 2032-08-15 Fixed 6.375 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 190000 PA USD 190028.83 0.114954838913 Long DBT CORP US N 2 2033-02-01 Fixed 6 N N N N N N RR DONNELLEY AND SONS CO SU4X0P4WWRGOQDTSV032 257867BJ9 200000 PA USD 198303.2 0.119960283984 Long DBT CORP US N 2 2029-08-01 Fixed 9.5 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853191AA2 130000 PA USD 130111.54 0.078708852344 Long DBT CORP US N 2 2032-08-15 Fixed 6.5 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 58064LAA2 153000 PA USD 153998.48 0.093158866796 Long DBT CORP US N 2 2031-09-01 Fixed 7.375 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266GAA5 210000 PA USD 210706.07 0.127463197742 Long DBT CORP US N 2 2029-08-14 Fixed 4.8 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 50000 PA USD 50732.45 0.030689767534 Long DBT CORP US N 2 2032-08-15 Fixed 6.875 N N N N N N SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 254900Z1WAY7QFQ7O850 83007CAC6 210000 PA USD 208467.39 0.126108944817 Long DBT CORP US N 2 2029-10-01 Fixed 5.026 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MBL8 305000 PA USD 301821.45 0.182581959618 Long DBT CORP IE N 2 2029-09-10 Fixed 4.625 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AQ2 117000 PA USD 116929.21 0.070734416982 Long DBT CORP US N 2 2026-09-09 Fixed 4.65 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 45000 PA USD 44614.76 0.026988970826 Long DBT CORP US N 2 2031-11-01 Fixed 6.25 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2N4 225000 PA USD 223728.32 0.135340795320 Long DBT CORP US N 2 2027-09-23 Fixed 4.4 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 80000 PA USD 78610.63 0.047554217476 Long DBT CORP US N 2 2031-09-30 Fixed 5.625 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADG9 425000 PA USD 416041.67 0.251677617318 Long DBT CORP US N 2 2029-09-26 Fixed 4.55 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 60000 PA USD 58268.51 0.035248584022 Long DBT CORP US N 2 2032-10-15 Fixed 6.25 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 100000 PA USD 96058.99 0.058109318053 Long DBT CORP US N 2 2033-05-01 Fixed 7.375 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAE5 35000 PA USD 34404.67 0.020812543537 Long DBT CORP US N 2 2030-05-15 Fixed 6.625 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 N/A 200000 PA USD 199210.4 0.120509079816 Long DBT CORP NG N 2 2031-11-29 Fixed 8.25 N N N N N N ONESKY FLIGHT LLC 549300PM6NEPXGG5B882 68278CAA3 125000 PA USD 126455 0.076496888155 Long DBT CORP US N 2 2029-12-15 Fixed 8.875 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 78000 PA USD 79166.83 0.047890681587 Long DBT CORP US N 2 2030-01-30 Fixed 6.875 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 50000 PA USD 50293.7 0.030424352883 Long DBT CORP US N 2 2033-02-01 Fixed 7 N N N N N N AMBIPAR LUX SARL 9845008C0E14F9BDEK55 02319WAB7 200000 PA USD 205150 0.124102143886 Long DBT CORP LU N 2 2033-02-05 Fixed 10.875 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259BH2 195000 PA USD 192548.73 0.116479211287 Long DBT CORP US N 2 2033-02-15 Fixed 8.125 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAD7 35000 PA USD 32803.34 0.019843845092 Long DBT CORP IE N 2 2033-02-15 Fixed 7.5 N N N N N N MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP N/A 55342UAQ7 155000 PA USD 158015.37 0.095588818834 Long DBT CORP US N 2 2032-02-15 Fixed 8.5 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 75000 PA USD 75537.38 0.045695105052 Long DBT CORP US N 2 2032-03-01 Fixed 6.375 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 170000 PA USD 169381.2 0.102464392171 Long DBT CORP US N 2 2033-03-01 Fixed 6.75 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AH0 65000 PA USD 65344.63 0.039529167314 Long DBT CORP US N 2 2028-03-01 Fixed 5.875 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 337000 PA USD 337279.5 0.204031728193 Long DBT CORP US N 2 2033-03-01 Fixed 6.875 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 70000 PA USD 69771.09 0.042206882039 Long DBT CORP US N 2 2030-03-15 Fixed 5.75 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 45000 PA USD 45265.2 0.027382443887 Long DBT CORP US N 2 2033-03-15 Fixed 6.375 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 145000 PA USD 144371.8 0.087335363864 Long DBT CORP US N 2 2033-03-15 Fixed 6.75 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 230000 PA USD 231704.56 0.140165891514 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 125000 PA USD 125217.13 0.075748058904 Long DBT CORP US N 2 2033-07-01 Fixed 6.25 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AV1 380000 PA USD 381681.14 0.230891775553 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 125000 PA USD 125965.96 0.076201051390 Long DBT CORP US N 2 2032-04-15 Fixed 6.75 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 264399DK9 200000 PA USD 210146.73 0.127124834139 Long DBT CORP US N 2 2028-12-01 Fixed 6 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 115000 PA USD 113308.32 0.068544018679 Long DBT CORP US N 2 2034-11-01 Fixed 6.25 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 480000 PA USD 486753.6 0.294453645158 Long DBT CORP US N 2 2035-11-01 Fixed 6.875 N N N N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 U52799BC3 305000 PA 329180.2 0.199132188861 Long DBT CORP US N 2 2027-03-15 Fixed 3.375 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 208000 PA USD 204364.91 0.123627216505 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N KAZMUNAYGAS NATIONAL CO JSC 2138001H1M69RFJCSH88 Y44709AF3 450000 PA USD 445414.5 0.269446231381 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.375 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 410000 PA USD 414957.26 0.251021621189 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 220000 PA USD 211107.66 0.127706133057 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N VIRGINIA ELECTRIC AND POWER CO CQKUMNNZVDJLRYV2PT43 927804GB4 455000 PA USD 426575.36 0.258049801145 Long DBT CORP US N 2 2029-07-15 Fixed 2.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CN3 14000 PA USD 12759.21 0.007718475824 Long DBT CORP US N 2 2030-02-01 Fixed 2.95 N N N N N N TOLL BROTHERS FINANCE CORP N/A 88947EAU4 220000 PA USD 209805.96 0.126918690890 Long DBT CORP US N 2 2029-11-01 Fixed 3.8 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928RAB2 400000 PA USD 380198.22 0.229994707305 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95 N N N N N N UNITED RENTALS NORTH AMERICA INC NGIZXNT70J2LYT3FBI09 911365BN3 88000 PA USD 81286.15 0.049172729628 Long DBT CORP US N 2 2030-07-15 Fixed 4 N N N N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 475000 PA USD 456507.02 0.276156470294 Long DBT CORP US N 2 2030-07-01 Fixed 5.25 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 477000 PA USD 458825.49 0.277558990877 Long DBT CORP US N 2 2030-08-01 Fixed 5.125 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 N/A 275000 PA 273383.06 0.165378619781 Long DBT CORP GB N 2 2031-01-31 Fixed 3.25 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 225000 PA USD 207692.1 0.125639945787 Long DBT CORP US N 2 2031-06-15 Fixed 4.75 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 290000 PA USD 256098.42 0.154922558946 Long DBT CORP US N 2 2031-08-15 Fixed 4.125 N N N N N N NATIONSTAR MORTGAGE HOLDINGS INC N/A 63861CAE9 500000 PA USD 500284.17 0.302638742623 Long DBT CORP US N 2 2031-11-15 Fixed 5.75 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 285000 PA USD 256319.34 0.155056200894 Long DBT CORP US N 2 2031-12-01 Fixed 4.625 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 210000 PA USD 184683.2 0.111721087300 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 267000 PA USD 241892.15 0.146328707795 Long DBT CORP US N 2 2032-03-15 Fixed 4.375 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCQ4 284000 PA USD 252501.5 0.152746660904 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 98000 PA USD 100707.94 0.060921624471 Long DBT CORP US N 2 2032-07-15 Fixed 6.629 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 186000 PA USD 209400.1 0.126673172507 Long DBT CORP KY N 2 2032-12-01 Fixed 9.625 N N N N N N PHARMACIA LLC N/A 71713UAW2 430000 PA USD 461231.76 0.279014624637 Long DBT CORP US N 2 2028-12-01 Fixed 6.6 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 130586.41 0.078996117199 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 129615.46 GBP 130586.41 USD 2025-06-18 -970.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 117411.52 0.071026182544 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 116734.42 GBP 117411.52 USD 2025-06-18 -677.1 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 11624.9 0.007032293505 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 11547.23 GBP 11624.9 USD 2025-06-18 -77.67 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 241797.98 0.146271741191 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 240255.25 GBP 241797.98 USD 2025-06-18 -1542.73 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 40607.64 0.024564928989 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 40607.64 USD 40537.63 CHF 2025-06-18 70.01 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 77565.15 0.046921771415 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 77565.15 USD 77430.41 CHF 2025-06-18 134.74 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 25550.87 0.015456581746 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 25550.87 USD 25492.43 CHF 2025-06-18 58.44 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 144864.32 0.087633305798 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 144864.32 USD 144628.81 CHF 2025-06-18 235.51 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 40607.64 0.024564928989 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 40607.64 USD 40547.62 CHF 2025-06-18 60.02 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 55026.37 0.033287304349 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 54806.36 SEK 55026.37 USD 2025-06-18 -220.01 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 310530.21 0.187850181829 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 309283.87 SEK 310530.21 USD 2025-06-18 -1246.34 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 5956.36 0.003603202758 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 5933.71 SEK 5956.36 USD 2025-06-18 -22.65 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 5166.84 0.003125595521 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5144.8 SEK 5166.84 USD 2025-06-18 -22.04 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 31330.85 0.018953086302 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 31214.34 SEK 31330.85 USD 2025-06-18 -116.51 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 237849.98 0.143883463033 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 230773.13 NOK 237849.98 USD 2025-06-18 -7076.85 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 11919.11 0.007210271042 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 11559.78 NOK 11919.11 USD 2025-06-18 -359.33 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 9742.5 0.005893566351 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 9446.63 NOK 9742.5 USD 2025-06-18 -295.87 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 101464.54 0.061379317292 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 98381.22 NOK 101464.54 USD 2025-06-18 -3083.32 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 16652.54 0.010073682258 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 16153.12 NOK 16652.54 USD 2025-06-18 -499.42 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 205923.11 0.124569824161 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 199722.33 NOK 205923.11 USD 2025-06-18 -6200.78 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 308414.64 0.186570402290 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 308414.64 USD 309879.82 CAD 2025-04-16 -1465.18 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 308414.64 0.186570402290 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 308761.23 CAD 308414.64 USD 2025-04-16 346.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 9040.34 0.005468806120 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 9046.75 CAD 9040.34 USD 2025-04-16 6.41 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 249438.94 0.150894015221 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 249438.94 USD 250172.71 NZD 2025-04-16 -733.77 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 249438.94 0.150894015221 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 244595.75 NZD 249438.94 USD 2025-04-16 -4843.19 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 11188.4 0.006768239954 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 10972.31 NZD 11188.4 USD 2025-04-16 -216.09 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 43049.8 0.026042273818 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 42209.53 NZD 43049.8 USD 2025-04-16 -840.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 281300.34 0.170168049085 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 275829.1 NZD 281300.34 USD 2025-04-16 -5471.24 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 7499.05 0.004536427892 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 7388.28 AUD 7499.05 USD 2025-04-16 -110.77 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 36245.4 0.021926063105 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 36245.4 USD 36490.7 AUD 2025-04-16 -245.3 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 36245.4 0.021926063105 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 35720.23 AUD 36245.4 USD 2025-04-16 -525.17 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 24184.43 0.014629976172 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 23830.65 AUD 24184.43 USD 2025-04-16 -353.78 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 13623.27 0.008241174817 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 13423.33 AUD 13623.27 USD 2025-04-16 -199.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 699786.13 0.423324196902 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 690068.43 AUD 699786.13 USD 2025-04-16 -9717.7 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 228658.46 0.138323203040 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 225334.76 AUD 228658.46 USD 2025-04-16 -3323.7 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 135857.74 0.082184922240 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 135857.74 USD 135726.43 AUD 2025-04-16 131.31 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 136161.41 0.082368622449 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 136260.83 CAD 136161.41 USD 2025-04-16 99.42 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 238873.57 0.144502667095 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 239132.02 CAD 238873.57 USD 2025-04-16 258.45 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 6258.7 0.003786098406 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 6265.83 CAD 6258.7 USD 2025-04-16 7.13 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 278.16 0.000168268352 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 278.44 CAD 278.16 USD 2025-04-16 0.28 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 288595.44 0.174581100754 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 288938.06 CAD 288595.44 USD 2025-04-16 342.62 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 57510.46 0.034790014048 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 57578.8 CAD 57510.46 USD 2025-04-16 68.34 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 249438.94 0.150894015221 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 250172.71 NZD 249438.94 USD 2025-04-16 733.77 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 36245.4 0.021926063105 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 36490.7 AUD 36245.4 USD 2025-04-16 245.3 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 308414.64 0.186570402290 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 309879.82 CAD 308414.64 USD 2025-04-16 1465.18 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 432401.83 0.261574429067 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 432401.83 USD 426438.88 JPY 2025-05-21 5962.95 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 787735.2 0.476527551227 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 787735.2 USD 776797.63 JPY 2025-05-21 10937.57 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 807736.05 0.488626738966 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 807736.05 USD 796793.09 JPY 2025-05-21 10942.96 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 4103.41 0.002482290901 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 4103.41 USD 4046.79 JPY 2025-05-21 56.62 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2006007.08 1.213501239473 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 1989046.49 EUR 2006007.08 USD 2025-06-18 -16960.59 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 203935.36 0.123367367244 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 203140.24 SEK 203935.36 USD 2025-06-18 -795.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 1396776.9 0.844957386400 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 1388392.31 EUR 1396776.9 USD 2025-06-18 -8384.59 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 166752.77 0.100874366346 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 165534.6 GBP 166752.77 USD 2025-06-18 -1218.17 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 122932.01 0.074365712860 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 121898.85 EUR 122932.01 USD 2025-06-18 -1033.16 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 181900.27 0.110037599222 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 180342.23 EUR 181900.27 USD 2025-06-18 -1558.04 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 324379.77 0.196228247088 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 321538.6 EUR 324379.77 USD 2025-06-18 -2841.17 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 299511.02 0.181184302702 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 299465.59 EUR 299511.02 USD 2025-06-18 -45.43 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 211112.91 0.127709308959 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 209354.22 EUR 211112.91 USD 2025-06-18 -1758.69 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 945990.02 0.572261221431 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 937892.12 EUR 945990.02 USD 2025-06-18 -8097.9 N N N INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 N/A 8873000 NC USD 473640.74 0.286521234539 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 Y 2029-12-20 646974.8 USD 0 USD 8873000 USD -173334.06 N N N BARCLAYS BANK, PLC G5GSEF7VJP5I7OUK5573 06741FR74 800000 PA USD 799323.2 0.483537522679 Long ABS-APCP CORP GB N 2 2025-04-07 Fixed 0 N N N N N N VICTORY RECEIVABLES CORP 549300D0F37QF0LP7F94 N/A 800000 PA USD 798541.6 0.483064706517 Long ABS-APCP CORP US N 2 2025-04-15 Fixed 0 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 N/A 800000 PA USD 786565.6 0.475820020798 Long STIV CORP FR N 2 2025-08-18 Fixed 0 N N N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK 254900BN8XS34XZDJ223 N/A 750000 PA USD 745451.25 0.450948565865 Long STIV CORP US N 2 2025-05-21 Fixed 0 N N N N N N SUMITOMO MITSUI TRUST BANK LTD/SINGAPORE 5493006GGLR4BTEL8O61 N/A 800000 PA USD 794510.4 0.480626097877 Long STIV CORP SG N 2 2025-05-27 Fixed 0 N N N N N N SHEFFIELD RECEIVABLES CO LLC 549300MYF6MOTU9T3G29 N/A 800000 PA USD 793605.6 0.480078753886 Long ABS-APCP CORP US N 2 2025-06-05 Fixed 0 N N N N N N GTA FUNDING LLC 254900AKBBBSYOV90641 N/A 800000 PA USD 795727.2 0.481362181176 Long ABS-APCP CORP US N 2 2025-05-14 Fixed 0 N N N N N N FRANKLIN ULTRA SHORT BOND ETF 549300C2WYDHE3Y9X469 35473P496 106682 NS USD 2669183.64 1.614679074573 Long EC RF US N 1 N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HANZ5 1830705.219 PA USD 378707.37 0.229092841932 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FUAM6 2916915.896 PA USD 356857.82 0.215875313304 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 1.646 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ASB78 373588.021 PA USD 80204.23 0.048518239784 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AUD48 142428.085 PA USD 8343.71 0.005047391172 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ALYB9 117245.597 PA USD 16127.89 0.009756303804 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137H1X68 3079101.831 PA USD 620761.71 0.375519663920 Long ABS-MBS USGSE US N 2 2051-08-25 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWKE9 3820718.456 PA USD 870190.79 0.526407714495 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FYLH7 1587380.281 PA USD 362408.44 0.219233070272 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQNN9 2053069.939 PA USD 245089.54 0.148262916685 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 1.596 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTQF7 2074970.052 PA USD 434507.03 0.262847935444 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVT28 3291511.084 PA USD 495756.87 0.299900026386 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 1.796 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325UPS9 32849.917 PA USD 739.63 0.000447427096 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 2045936.604 PA USD 282364.62 0.170811867899 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 1.637 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKL87 1986.206 PA USD 2001.86 0.001210992531 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUFY5 16807.121 PA USD 16811.62 0.010169915107 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JS4K2 18896.952 PA USD 18766.83 0.011352687482 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JXZG6 11020.388 PA USD 10946.15 0.006621694771 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B1S47 2151885.459 PA USD 256278.15 0.155031283676 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 1.746 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BCLU2 2961205.628 PA USD 672925.98 0.407075587592 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B66Y4 2431301.616 PA USD 310439.29 0.187795181259 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 1.546 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5A54 1192006.403 PA USD 122937.22 0.074368864564 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 1.596 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AWLE5 2633002.735 PA USD 289964.43 0.175409248909 Long ABS-MBS USGSE US N 2 2047-05-25 Floating 1.696 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B07G5 1220038.85 PA USD 117051.99 0.070808690739 Long ABS-MBS USGSE US N 2 2048-03-25 Floating 1.796 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANRR0 861417.788 PA USD 122479.4 0.074091913828 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 708283.952 PA USD 107641.67 0.065116071257 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9C48 110008.594 PA USD 22831.25 0.013811392018 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A1D44 537025.599 PA USD 51619.71 0.031226500988 Long ABS-MBS USGSE US N 2 2041-10-25 Floating 1.446 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FCZ90 28237.85 PA USD 4677.33 0.002829474437 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BFDQ3 3756241.457 PA USD 884860.05 0.535281643889 Long ABS-MBS USGSE US N 2 2049-11-25 Fixed 4.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FEMW9 74209.132 PA USD 10597.15 0.006410572918 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31398PJU4 221039.883 PA USD 23758.71 0.014372443807 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 1.946 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 31423XQX2 2809096.256 PA USD 495815.29 0.299935366611 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032641 1000000 PA USD 901957.85 0.545624678916 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040644 3000000 PA USD 2795605.53 1.691155933375 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040644 4000000 PA USD 3727474.04 2.254874577833 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042640 2000000 PA USD 1913247.34 1.157387748855 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042640 5000000 PA USD 4783118.35 2.893469372138 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022642 1000000 PA USD 831670.19 0.503105306287 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F052649 10000000 PA USD 9988269.5 6.042240597896 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F060642 4000000 PA USD 4063192.92 2.457962234430 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F062648 7000000 PA USD 7218930.25 4.366974021869 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F062648 7000000 PA USD 7218930.25 4.366974021869 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030645 1000000 PA USD 866797.52 0.524355011196 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F050643 1000000 PA USD 980206.72 0.592960055585 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4VB0 17060.158 PA USD 17391.54 0.010520728245 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U88 24520.006 PA USD 24382.55 0.014749825632 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LNR97 158377.188 PA USD 143577.16 0.086854659366 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LELG7 37161.846 PA USD 33619.89 0.020337803686 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LEPL2 13384.163 PA USD 12108.56 0.007324875727 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617K4U96 25276.48 PA USD 25071.47 0.015166576541 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GXV9 1663699.6 PA USD 219129.2 0.132558632747 Long ABS-MBS USGA US N 2 2050-07-20 Floating 1.716 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGY4 1835511.164 PA USD 229819.58 0.139025603631 Long ABS-MBS USGA US N 2 2050-05-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGP3 2359067.19 PA USD 314430.39 0.190209532059 Long ABS-MBS USGA US N 2 2050-04-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LDU2 2208113.131 PA USD 393712.97 0.238170234719 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGR9 1875129.993 PA USD 219803.86 0.132966757301 Long ABS-MBS USGA US N 2 2043-08-20 Floating 1.566 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RRP5 3001332.534 PA USD 517521.27 0.313066044911 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RPZ5 1790540.883 PA USD 240283.78 0.145355750616 Long ABS-MBS USGA US N 2 2051-04-20 Floating 1.866 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QX21 2682393.731 PA USD 362783.29 0.219459829661 Long ABS-MBS USGA US N 2 2051-05-20 Floating 1.866 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381W6R4 1983585.001 PA USD 219986.92 0.133077496460 Long ABS-MBS USGA US N 2 2049-07-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TD27 4482183.445 PA USD 649414.15 0.392852489811 Long ABS-MBS USGA US N 2 2051-06-20 Floating 1.866 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LMH1 2403151.71 PA USD 399084.92 0.241419908187 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WSM0 2698792.065 PA USD 302899.2 0.183233926889 Long ABS-MBS USGA US N 2 2047-11-20 Floating 1.766 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383AQC1 3602432.412 PA USD 600016.82 0.362970381328 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WBR7 2987426.094 PA USD 668338.9 0.404300708419 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RPL6 5450634.999 PA USD 727573.65 0.440133803557 Long ABS-MBS USGA US N 2 2051-04-20 Floating 1.866 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383VL97 5737810.732 PA USD 481779.87 0.291444868379 Long ABS-MBS USGA US N 2 2053-02-20 Floating 2.106 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J2J5 4931371.242 PA USD 256780.94 0.155335438279 Long ABS-MBS USGA US N 2 2063-06-16 Variable .705 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CCP4 3894057.614 PA USD 519785.82 0.314435947470 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FDA8 2657340.047 PA USD 536292.41 0.324421339657 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384HZW1 1519118.326 PA USD 264022.61 0.159716168342 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384XVG5 3606635.131 PA USD 560596.61 0.339123768735 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GU91 5514078.216 PA USD 710320.25 0.429696640850 Long ABS-MBS USGA US N 2 2050-07-20 Floating 1.716 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GNB0 192118.254 PA USD 39831.01 0.024095119347 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JL67 394133.388 PA USD 76421.01 0.046229642598 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 749238.118 PA USD 123205.62 0.074531228763 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HK70 740103.157 PA USD 118480.89 0.071673080470 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HVU7 350942.814 PA USD 54249.06 0.032817083353 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LL46 681884.517 PA USD 128399.54 0.077673205888 Long ABS-MBS USGA US N 2 2045-04-16 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 156534.05 PA USD 34904.34 0.021114810748 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BM66 582088.217 PA USD 18962.11 0.011470818931 Long ABS-MBS USGA US N 2 2063-02-20 Variable 1.593 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 949664.155 PA USD 42588.64 0.025763302604 Long ABS-MBS USGA US N 2 2065-04-20 Variable 2.319 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 295116.598 PA USD 14839.67 0.008977016142 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFK7 1631130.311 PA USD 76491.86 0.046272502149 Long ABS-MBS USGA US N 2 2065-08-20 Variable 2.991 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFF8 1382441.433 PA USD 34920.47 0.021124568328 Long ABS-MBS USGA US N 2 2065-08-20 Variable 1.848 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 1367853.302 PA USD 28533.42 0.017260826685 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.797 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RJK3 1037219.303 PA USD 29159.35 0.017639472821 Long ABS-MBS USGA US N 2 2065-10-20 Variable 1.898 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379B6E3 294522.728 PA USD 61815.7 0.037394398712 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RNT9 1073679.9 PA USD 36564.17 0.022118897813 Long ABS-MBS USGA US N 2 2065-12-20 Variable 1.987 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RNL6 1346041.258 PA USD 49332.41 0.029842836188 Long ABS-MBS USGA US N 2 2066-01-20 Variable 1.996 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSF4 1328939.486 PA USD 43005.81 0.026015662786 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.364 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RTH9 1664575.883 PA USD 70343.31 0.042553037188 Long ABS-MBS USGA US N 2 2066-04-20 Variable 2.242 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RUG9 3237067.665 PA USD 78495.65 0.047484662202 Long ABS-MBS USGA US N 2 2066-04-20 Variable 1.846 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PE94 505452.79 PA USD 77223.23 0.046714932492 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UPZ7 1851291.395 PA USD 41639.25 0.025188984620 Long ABS-MBS USGA US N 2 2064-10-20 Variable 1.59 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EAL6 650442.414 PA USD 56835.07 0.034381447891 Long ABS-MBS USGA US N 2 2044-08-20 Floating 1.166 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 3520257.544 PA USD 149364.53 0.090355634382 Long ABS-MBS USGA US N 2 2066-10-20 Variable 3.022 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RF35 934084.464 PA USD 18711.58 0.011319264896 Long ABS-MBS USGA US N 2 2066-10-20 Variable 1.701 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RYA8 880405.01 PA USD 46334.84 0.028029505146 Long ABS-MBS USGA US N 2 2066-06-20 Variable 3.319 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MSQ1 351097.92 PA USD 68810.59 0.041625843242 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 2102530.453 PA USD 73205.91 0.044284720332 Long ABS-MBS USGA US N 2 2067-03-20 Variable 1.578 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV78 1600572.124 PA USD 51954.57 0.031429069080 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.43 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZV5 2345026.716 PA USD 73139.04 0.044244268417 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.221 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4R4 1529574.554 PA USD 73600.07 0.044523160990 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.808 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 943261.451 PA USD 35760.93 0.021632990886 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.363 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380FAU0 98050.719 PA USD 1222.8 0.000739712901 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379V6K5 703126.383 PA USD 135981.48 0.082259776733 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UF88 3207096.283 PA USD 81136.33 0.049082098465 Long ABS-MBS USGA US N 2 2067-07-20 Variable 1.592 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UG46 4187914.769 PA USD 185285.91 0.112085686877 Long ABS-MBS USGA US N 2 2067-08-20 Variable 2.081 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 1367763.712 PA USD 51635.82 0.031236246470 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.717 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UK25 783065.461 PA USD 32516.01 0.019670029498 Long ABS-MBS USGA US N 2 2067-04-20 Variable 2.085 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380CH71 924166.456 PA USD 173613.45 0.105024622727 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC87 1376027.495 PA USD 53432.52 0.032323130808 Long ABS-MBS USGA US N 2 2066-10-20 Variable 2.931 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAD5 2009522.007 PA USD 92880.11 0.056186306485 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.647 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 1260608.451 PA USD 250957.52 0.151812655405 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJK0 1557796.294 PA USD 62573.56 0.037852853749 Long ABS-MBS USGA US N 2 2068-08-20 Variable 2.298 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 3038777.794 PA USD 141889.65 0.085833827737 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.332 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 849755.783 PA USD 172661.79 0.104448931543 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBN5 1610053.88 PA USD 196060.77 0.118603762559 Long ABS-MBS USGA US N 2 2049-07-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XK39 1781946.584 PA USD 219610.3 0.132849666339 Long ABS-MBS USGA US N 2 2049-08-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BNA2 1430657.3 PA USD 167045.69 0.101051563519 Long ABS-MBS USGA US N 2 2044-04-20 Floating 1.746 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YWU4 1739031.591 PA USD 200031.76 0.121005948142 Long ABS-MBS USGA US N 2 2049-09-20 Floating 1.616 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382BH89 1070142.051 PA USD 124530.72 0.075332826379 Long ABS-MBS USGA US N 2 2049-12-20 Floating 1.616 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H022648 1000000 PA USD 853076.44 0.516054667816 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 2.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042646 5000000 PA USD 4797656.25 2.902263837445 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042646 2000000 PA USD 1919062.5 1.160905534978 Short ABS-MBS USGA US N 2 2055-04-01 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H050649 4000000 PA USD 3934793.08 2.380288847062 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H052645 5000000 PA USD 5011057.1 3.031357198361 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.5 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAR1 700000 PA USD 575547 0.348167763134 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.5 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AL9 440000 PA USD 388850 0.235228460395 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BC7 250000 PA USD 237977.63 0.143960682817 Long DBT NUSS ZA N 2 2032-04-20 Fixed 5.875 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 X93622GH9 200000 PA USD 199412.4 0.120631276419 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25 N N N N N N ROMANIA 315700IASY927EDWBK92 N/A 420000 PA USD 429471.12 0.259801543890 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.125 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 430000 PA USD 440021.57 0.266183866405 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 370000 PA USD 381515.56 0.230791610635 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.5 N N N N N N REPUBLIC OF TURKIYE/THE 5493000PCHOG3B6S3Q85 900123DJ6 300000 PA USD 327499.2 0.198115295349 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.125 N N N N N N HASHEMITE KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 M5269UAP9 200000 PA USD 200478.4 0.121276135719 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.5 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 200000 PA USD 194995.13 0.117959121035 Long DBT NUSS BR N 2 2033-10-20 Fixed 6 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 P5015VAQ9 700000 PA USD 705600 0.426841202660 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.6 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DZ8 600000 PA USD 583050 0.352706580515 Long DBT NUSS CL N 2 2036-01-05 Fixed 4.95 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 560000 PA USD 563920 0.341134199269 Long DBT NUSS CO N 2 2035-11-14 Fixed 8 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CH1 1060000 PA USD 1033097.92 0.624955723694 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.125 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 530000 PA USD 512111.94 0.309793759023 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.375 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BX1 730000 PA USD 756134 0.457410921106 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.5 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 N/A 330000 PA USD 327433.84 0.198075756884 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.9 N N N N N N REPUBLIC OF BULGARIA 529900PG0XCL4LICL838 X0R483BC5 280000 PA 307290.78 0.185890541527 Long DBT NUSS BG N 2 2032-09-05 Fixed 3.625 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 V15389AF2 660000 PA 588764.3 0.356163353026 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95 N N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 V58014AB3 320000 PA 273078.86 0.165194598956 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 N/A 230000 PA USD 195344.75 0.118170617947 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.6 N N N N N N GABONESE REPUBLIC N/A V36283AD7 370000 PA USD 290140.13 0.175515535756 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.625 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 430000 PA USD 378034.5 0.228685800208 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 V15389AE5 157000 PA 151164.33 0.091444394014 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.875 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGK7 320000 PA USD 324380.8 0.196228870170 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 N/A 945000 PA 960621 0.581111993964 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.875 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WCY9 420000 PA USD 401176.02 0.242684884999 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286DG9 350000 PA USD 360257.13 0.217931670403 Long DBT NUSS PH N 2 2035-02-04 Fixed 5.5 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAH3 310000 PA USD 300369.23 0.181703462834 Long DBT NUSS EG N 2 2030-02-04 Fixed 8.625 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 N/A 220000 PA 233264.25 0.141109400521 Long DBT NUSS ME N 2 2032-04-01 Fixed 4.875 N N N N N N REPUBLIC OF IRAQ N/A M82152AA3 386250 PA USD 379435.58 0.229533360685 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.8 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 P3579EBV8 284000 PA USD 285618.8 0.172780430973 Long DBT NUSS DO N 2 2027-01-25 Fixed 5.95 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 410000 PA USD 408995.69 0.247415266727 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 300000 PA USD 291795 0.176516622350 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 P3579ECB1 330000 PA USD 332475 0.201125324340 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N EUREX DEUTSCHLAND 529900LN3S50JPU47S06 N/A 26 NC 3311524.59 2.003252747498 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND 529900LN3S50JPU47S06 Short FEDERAL REPUBLIC OF GERMANY BUNDESOBLIGATION REGS 02.4000 04/18/2030 2025-06-10 3337660.27 USD 26135.68 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 66 NC USD 7532250 4.556511690389 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 04.2500 11/15/2034 2025-06-30 7437102.41 USD 95147.59 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 11 NC USD 2278890.64 1.378577694882 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 04.2500 03/15/2027 2025-07-03 2268123.91 USD -10766.73 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 92 NC USD 9950375 6.019316938664 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES OF AMERICA US TREASURY N/B 03.6250 08/31/2029 2025-07-03 9844139.84 USD 106235.16 N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78014XPU5 850000 PA USD 849949.04 0.514162798234 Long STIV CORP CA N 2 2026-03-23 Floating 4.61 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1398800 NC 3655.24 0.002211177774 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-04-07 17.46 USD 0 USD 1398800 AUD -3672.7 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18963000 NC 4727.76 0.002859981242 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-18 0 USD 6118.69 USD 18963000 AUD 22483.77 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 16727800 NC 321870.15 0.194710093433 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-12-18 0 USD 101666.95 USD 16727800 AUD -253377.07 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9109000 NC 62136.93 0.037588721557 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-12-18 0 USD 121938.93 USD 9109000 AUD 36384.48 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 26915000 NC 227612.62 0.137690539203 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-12-18 0 USD 53627.77 USD 26915000 AUD 354625.03 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36885800 NC 21895.69 0.013245440267 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-10-15 59.44 USD 0 USD 36885800 AUD 23589.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9066000 NC USD 39799.74 0.024076203071 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-03-19 0 USD 36622.05 USD 9066000 USD 69074.91 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 360000 NC USD 473.4 0.000286375603 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-19 1004.43 USD 0 USD 360000 USD -531.03 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3451000 NC USD 151260.78 0.091502739868 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-03-19 139425.79 USD 0 USD 3451000 USD 15839.44 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2142000 NC 49512.22 0.029951609313 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-03-19 48148.2 USD 0 USD 2142000 EUR 3431.89 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1000000 NC 57747.91 0.034933655549 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-19 0 USD 15217.76 USD 1000000 EUR -43303.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1277000 NC 16911.4 0.010230275389 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-19 18595.37 USD 0 USD 1277000 AUD -1329 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 725000 NC 93689.75 0.056676084987 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-03-19 0 USD 38463.27 USD 725000 EUR -55787.17 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7483000 NC 7453.15 0.004508661437 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 1702.17 USD 0 USD 7483000 AUD 5750.98 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3053000 NC 19576.48 0.011842472034 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 14698.67 USD 3053000 AUD -4877.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6432000 NC 4795.9 0.002901201423 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 0 USD 2858.44 USD 6432000 CAD 7654.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2673000 NC 2899.52 0.001754017296 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 6644.22 USD 0 USD 2673000 CAD -9543.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1301000 NC 26749.4 0.016181612906 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 1170.94 USD 1301000 CHF 27920.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5953000 NC 22999.33 0.013913069271 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 5700.62 USD 0 USD 5953000 EUR 17298.71 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2208000 NC 17607.89 0.010651605646 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 6951.13 USD 2208000 EUR 24559.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3245000 NC 5734.28 0.003468859087 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 5607.13 USD 0 USD 3245000 GBP 127.15 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1539000 NC 2170.9 0.001313250520 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 957.98 USD 1539000 GBP -1212.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18757000 NC 7778.65 0.004705567348 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 4816.69 USD 0 USD 18757000 NOK -12595.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 17768000 NC 4194.62 0.002537466901 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 6957.37 USD 0 USD 17768000 SEK -11151.99 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 147545000 NC USD 339648.59 0.205464870518 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 0 USD 162731.33 USD 147545000 USD -176917.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 108639000 NC USD 623587.86 0.377229297232 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-06-18 338015.79 USD 0 USD 108639000 USD 285572.07 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 40337000 NC USD 312773.1 0.189206981525 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 186081.61 USD 40337000 USD -126691.49 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 119000 NC USD 1343.39 0.000812661853 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-06-18 0 USD 1593.81 USD 119000 USD 2937.2 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1487000 NC 8622.27 0.005215901497 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 1331.91 USD 1487000 NZD -7290.36 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 653200 NC 1470.57 0.000889597318 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2043-01-27 8.41 USD 0 USD 653200 AUD 1462.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10155000 NC 77546.54 0.046910513599 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-02-15 53.28 USD 0 USD 10155000 AUD 76145.99 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 39246.13 NC USD 5553.33 0.003359396338 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 5423.69 USD 39246.13 USD -52.72 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 290000 NC USD 149959 0.090715249305 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 116871.66 USD 0 USD 290000 USD 32040.12 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 30088.7 NC USD 4257.55 0.002575535378 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 3932.99 USD 30088.7 USD -265.59 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 120000 NC USD 62052 0.037537344540 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2059-11-17 0 USD 9628.58 USD 120000 USD -51990.09 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 63732.4 NC USD 14715.81 0.008902089057 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 13977.28 USD 63732.4 USD -526.68 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 279000 NC USD 144270.9 0.087274326056 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 15874.97 USD 0 USD 279000 USD 127388.43 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 97243.18 NC USD 13759.91 0.008323832955 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 41772.38 USD 0 USD 97243.18 USD -28203.06 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 20737.72 NC USD 3454.9 0.002089985361 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2057-10-17 0 USD 4054.38 USD 20737.72 USD 644.01 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34000 NC USD 5885.4 0.003560276664 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2065-04-17 0 USD 7728.69 USD 34000 USD 1916.96 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 19000 NC USD 3288.9 0.001989566371 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2065-04-17 0 USD 4318.98 USD 19000 USD 1071.25 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 191000 NC USD 12949.8 0.007833770134 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2072-12-16 0 USD 24894.39 USD 191000 USD 12220.48 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 191000 NC USD 12949.8 0.007833770134 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2072-12-16 0 USD 25425 USD 191000 USD 12751.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 286540.86 NC USD 66162.28 0.040023791335 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 100043.75 USD 286540.86 USD 34833.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 516000 NC USD 100155.6 0.060587495404 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 166855.06 USD 0 USD 516000 USD -67817.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 145309.87 NC USD 33552.05 0.020296764985 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 49554.05 USD 145309.87 USD 16485.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 477000 NC USD 168762.6 0.102090180199 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 203944.87 USD 477000 USD 36139.21 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 465000 NC USD 90256.5 0.054599196440 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 139761.96 USD 0 USD 465000 USD -50512.96 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 769000 NC USD 397649.9 0.240551816261 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 356866.98 USD 0 USD 769000 USD 38005.98 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 137538.02 NC USD 68383.9 0.041367724091 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 64083.54 USD 0 USD 137538.02 USD 3803.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 85146.48 NC USD 19660.32 0.011893189673 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 28991.39 USD 85146.48 USD 9614.1 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 12000 NC USD 2077.2 0.001256568234 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2065-04-17 0 USD 2464.23 USD 12000 USD 413.03 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 39031.06 NC USD 19406.24 0.011739488125 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2057-10-17 17149.01 USD 0 USD 39031.06 USD 2116.33 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 152000 NC USD 78599.2 0.047547303084 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 61256.87 USD 0 USD 152000 USD 16793.44 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 289000 NC USD 149441.9 0.090402438101 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 116468.66 USD 0 USD 289000 USD 31929.63 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 27908.36 NC USD 3949.03 0.002388901239 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 4374.6 USD 27908.36 USD 480.27 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 1150000 NS USD 1150000 0.695673728826 Long STIV RF US N 1 N N N PUTNAM INVESTMENT FUNDS-PUTNAM GOVERNMENT MONEY MARKET FUND 549300SEUI2XMME8T893 74680A869 5908359 NS USD 5908359 3.574165336322 Long STIV PF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 9884911.04 NS USD 9884911.04 5.979715584615 Long STIV PF US N 2 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 929600 NC -49392.32 -0.029879077765 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 929600 AUD 1 1.441 AUD 2025-07-01 XXXX -49392.32 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2078300 NC -48277.71 -0.029204812639 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 2078300 AUD 1 2 AUD 2036-09-10 XXXX -48277.71 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 2078300 NC 128002.94 0.077433289192 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 2078300 AUD 1 2 AUD 2036-09-10 XXXX 128002.94 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2376500 NC -117651.58 -0.071171402922 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 2376500 AUD 1 2.495 AUD 2026-11-23 XXXX -117651.58 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 2376500 NC 273071.53 0.165190164792 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 2376500 AUD 1 2.495 AUD 2026-11-23 XXXX 273071.53 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 997300 NC -22652.59 -0.013703314568 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 997300 AUD 1 2.7 AUD 2037-04-01 XXXX -22652.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 997300 NC 38662.27 0.023388109162 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 997300 AUD 1 2.7 AUD 2037-04-01 XXXX 38662.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3079100 NC USD -30292.19 -0.018324765888 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-11-25 0 USD 0 USD 3079100 USD 1 3.725 USD 2026-11-23 XXXX -30292.19 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 3079100 NC USD -67145.93 -0.040618834347 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-11-25 0 USD 0 USD 3079100 USD 1 4.225 USD 2026-11-23 XXXX -67145.93 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 2440900 NC USD -14223.12 -0.008604044283 N/A DIR CORP US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Call Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2048-12-15 0 USD 0 USD 2440900 USD 1 3 USD 2038-12-13 XXXX -14223.12 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1529600 NC USD -34494.01 -0.020866588312 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2059-03-14 0 USD 0 USD 1529600 USD 1 2.35 USD 2029-03-12 XXXX -34494.01 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5556400 NC -19898.94 -0.012037538947 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-04-13 0 USD 0 USD 5556400 EUR 1 4.201 EUR 2029-04-11 XXXX -19898.94 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1584600 NC 8250.16 0.004990799627 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2049-06-20 0 USD 0 USD 1584600 EUR 1 2.952 EUR 2029-06-18 XXXX 8250.16 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 7377200 NC -37683.83 -0.022796217854 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2035-07-15 0 USD 0 USD 7377200 AUD 1 4.495 AUD 2025-07-14 XXXX -37683.83 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 7377200 NC -100070.75 -0.060536166782 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2035-07-15 0 USD 0 USD 7377200 AUD 1 4.495 AUD 2025-07-14 XXXX -100070.75 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 477100 NC USD -2164.13 -0.001309155119 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2037-11-16 0 USD 0 USD 477100 USD 1 3.625 USD 2027-11-12 XXXX -2164.13 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 477100 NC USD -1439.41 -0.000870747584 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2037-11-16 0 USD 0 USD 477100 USD 1 4.125 USD 2027-11-12 XXXX -1439.41 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 7438800 NC USD -16700.11 -0.010102458953 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-12-10 0 USD 0 USD 7438800 USD 1 4 USD 2025-12-08 XXXX -16700.11 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 63150000 NC USD -61571.25 -0.037246522675 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2027-02-09 0 USD 0 USD 63150000 USD 1 3.3 USD 2026-02-05 XXXX -61571.25 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 42100000 NC USD 71233.2 0.043091361618 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2027-02-09 0 USD 0 USD 42100000 USD 1 3.85 USD 2026-02-05 XXXX 71233.2 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 885900 NC USD 2171.34 0.001313516691 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2038-03-08 0 USD 0 USD 885900 USD 1 3.965 USD 2028-03-06 XXXX 2171.34 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 885900 NC USD -2082.75 -0.001259925616 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2038-03-08 0 USD 0 USD 885900 USD 1 3.965 USD 2028-03-06 XXXX -2082.75 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 4174800 NC USD 8424.75 0.005096414997 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2035-09-10 0 USD 0 USD 4174800 USD 1 3.8325 USD 2025-09-08 XXXX 8424.75 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 4174800 NC USD -19179.03 -0.011602041144 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2035-09-10 0 USD 0 USD 4174800 USD 1 3.8325 USD 2025-09-08 XXXX -19179.03 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 215700 NC USD 1534.06 0.000928004557 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Call Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2052-03-31 0 USD 0 USD 215700 USD 1 4.01 USD 2032-03-29 XXXX 1534.06 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 215700 NC USD -478.42 -0.000289412370 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Put Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2052-03-31 0 USD 0 USD 215700 USD 1 4.01 USD 2032-03-29 XXXX -478.42 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 929600 NC 187690.57 0.113540346693 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 929600 AUD 1 1.441 AUD 2025-07-01 XXXX 187690.57 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1940600 NC -60138.1 -0.036379561975 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 1940600 AUD 1 1.445 AUD 2030-03-27 XXXX -60138.1 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1940600 NC 209534.5 0.126754475594 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 1940600 AUD 1 1.445 AUD 2030-03-27 XXXX 209534.5 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 5556400 NC -54818.23 -0.033161393454 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-04-13 0 USD 0 USD 5556400 EUR 1 1.201 EUR 2029-04-11 XXXX -54818.23 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 99MK129K6 1095000 NC USD 1062171.9 0.642543553328 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2025-09-29 0 USD 0 USD 1075355.65 USD 13484.01 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797NY9 700000 PA USD 699422.75 0.423104376103 Long DBT UST US N 2 2025-04-08 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797PA9 1000000 PA USD 997523.56 0.603435595284 Long DBT UST US N 2 2025-04-22 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CAY7 151000 PA USD 138942.17888 0.084050803194 Long DBT UST US N 2 2027-11-30 Fixed .625 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 430000 PA USD 446984.63 0.270396055896 Long DBT CORP US N 2 2028-11-10 Variable 6.204 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 200000 PA USD 207481.96 0.125512825024 Long DBT CORP ES N 2 2029-01-18 Variable 6.208 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 610000 PA USD 618473.38 0.374135376038 Long DBT CORP US N 2 2029-02-01 Variable 5.123 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 200000 PA USD 203665.43 0.123204077497 Long DBT CORP CH N 2 2030-02-08 Variable 5.428 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 200000 PA USD 211221.22 0.127774829326 Long DBT CORP IE N 2 2029-09-13 Variable 6.608 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PDW3 820000 PA USD 839513.16 0.507849782970 Long DBT CORP US N 2 2027-10-22 Variable 6.07 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 95000U3E1 410000 PA USD 421229.26 0.254815765213 Long DBT CORP US N 2 2029-07-25 Variable 5.574 N N N N N N 2025-05-29 Putnam Master Intermediate Income Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer