NPORT-P false 0000836622 XXXXXXXX S000005529 C000015038 C000015036 C000015039 C000135951 C000015040 C000015041 Putnam Diversified Income Trust 811-05635 0000836622 BEV01UAW1ZICRL6JHE75 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Diversified Income Trust S000005529 BEV01UAW1ZICRL6JHE75 2025-09-30 2025-03-31 N 1501447532.98943 473985241.56943 1027462291.42 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 9105507.449 PA USD 1948648.71 0.189656469758 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 17312EAC0 814701.545 PA USD 697632.6 0.067898608623 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.615 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 4739892.462 PA USD 4058654.73 0.395017390312 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.785 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLU1 1469219.143 PA USD 1433365.64 0.139505425354 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75 N N N N N N TOWD POINT MORTGAGE TRUST 2019-2 N/A 89177JAB4 256000 PA USD 231343.21 0.022515980580 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R04 N/A 20753TAC7 407395.972 PA USD 425331.17 0.041396280287 Long ABS-MBS CORP US N 2 2039-06-25 Floating 9.704 N N N N N N TOWD POINT MORTGAGE TRUST 2018-5 N/A 89176VAC6 240000 PA USD 201477.79 0.019609263686 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 1563541.68 PA USD 1473356.6 0.143397632430 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 2246323.52 PA USD 2223332.4 0.216390656724 Long DBT CORP KY N 2 2028-04-20 Floating 6.543 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 1341102.46 PA USD 1327939.54 0.129244601100 Long DBT CORP US N 2 2028-06-15 Floating 6.762 N N N N N N GRAY MEDIA INC 529900TM5726KDN7UU35 389376AZ7 1374974.48 PA USD 1263402.17 0.122963361337 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 1090000 PA USD 1074794.5 0.104606710045 Long DBT CORP US N 2 2029-01-27 Floating 7.825 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 N/A 1950642.49 PA USD 1946234.04 0.189421456753 Long DBT CORP CA N 2 2027-05-05 Floating 7.672 N N N N N N CPM HOLDINGS INC 549300FBUISJCXV8IB65 12620BAR1 997988.68 PA USD 983018.85 0.095674445496 Long DBT CORP US N 2 2028-09-28 Floating 8.824 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 C0787FAG7 766275.7 PA USD 765321.69 0.074486596383 Long DBT CORP CA N 2 2028-09-29 Floating 8.325 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCA0 1097718.82 PA USD 1092916.3 0.106370453605 Long DBT CORP US N 2 2031-02-28 Floating 6.799 N N N N N N VERDE PURCHASER LLC 2549004HFEKMUGBG3Z35 N/A 198316.33 PA USD 197503.23 0.019222430999 Long DBT CORP US N 2 2030-12-02 Floating 8.299 N N N N N N DIRECTV FINANCING LLC N/A 25460HAD4 2486200.38 PA USD 2454501.32 0.238889674151 Long DBT CORP US N 2 2029-08-02 Floating 9.802 N N N N N N WEC US HOLDINGS INC 5493002M6GRSU1IWMG57 92943LAC4 1343250 PA USD 1332591.31 0.129697344722 Long DBT CORP US N 2 2031-01-20 Floating 6.574 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 N/A 1331550 PA USD 1324892.25 0.128948016979 Long DBT CORP US N 2 2031-01-24 Floating 6.563 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 1305137.5 PA USD 1303838.89 0.126898952973 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 1069200 PA USD 1032045.3 0.100446051268 Long DBT CORP CA N 2 2031-02-14 Floating 7.549 N N N N N N PG POLARIS BIDCO SARL 254900XMCCB3IEZ2A005 91728NAB5 552228.47 PA USD 552918.75 0.053814018735 Long DBT CORP LU N 2 2031-03-26 Floating 7.299 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 N/A 287100 PA USD 285934.37 0.027829183844 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 1101675 PA USD 1097372.96 0.106804207722 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 816600.96 PA USD 815429.14 0.079363412828 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 820875 PA USD 814205.39 0.079244308701 Long DBT CORP US N 2 2031-04-05 Floating 6.049 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAK5 1293600.02 PA USD 1282998.97 0.124870662477 Long DBT CORP US N 2 2029-03-26 Floating 6.575 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 N/A 706450 PA USD 706421.74 0.068754030771 Long DBT CORP US N 2 2031-05-06 Floating 6.325 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAG6 1383844.76 PA USD 1381035.55 0.134412285641 Long DBT CORP US N 2 2028-08-31 Floating 7.325 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 N/A 1160000 PA 1255932.37 0.122236346822 Long DBT CORP NL N 2 2028-04-03 Floating 6.204 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 N/A 1205330.25 PA USD 1204408.17 0.117221642104 Long DBT CORP US N 2 2028-10-23 Floating 6.575 N N N N N N FLASH CHARM INC 549300VQ6S3PWR8NUC48 N/A 1171150 PA USD 1088619.06 0.105952215385 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 2935118.31 PA USD 2852832.27 0.277658099360 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 1275338.1 PA USD 1269490.67 0.123555937829 Long DBT CORP US N 2 2029-04-04 Floating 7.296 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 N/A 1906970.86 PA USD 1910145.97 0.185909106928 Long DBT CORP US N 2 2030-03-18 Floating 6.805 N N N N N N EMRLD BORROWER LP 5493000GJYE7GAQCUC61 N/A 1057031.64 PA USD 1048633.52 0.102060535823 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 537440.7 PA USD 537147.8 0.052279076758 Long DBT CORP US N 2 2031-02-03 Floating 7.309 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAM7 1321666.73 PA USD 1315058.39 0.127990915188 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 560000 PA USD 558950 0.054401023246 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 1331550 PA USD 1329885.57 0.129434002698 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 1662831.39 PA USD 1649603.57 0.160551251737 Long DBT CORP US N 2 2029-03-29 Floating 7.799 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 N/A 1569465.36 PA USD 1561421.85 0.151968774235 Long DBT CORP US N 2 2028-03-10 Floating 6.825 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 71913BAK8 1282082.38 PA USD 1278511.78 0.124433936960 Long DBT CORP US N 2 2031-02-21 Floating 6.825 N N N N N N WAYSTAR TECHNOLOGIES INC 549300BIRBTAWWHCSZ09 N/A 590865.45 PA USD 589388.29 0.057363495958 Long DBT CORP US N 2 2029-10-22 Floating 6.575 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAE3 2204310.69 PA USD 2201081.37 0.214225026882 Long DBT CORP US N 2 2030-12-31 Floating 6.299 N N N N N N FLUTTER ENTERTAINMENT PLC 635400EG4YIJLJMZJ782 N/A 653400 PA USD 651648.88 0.063423143160 Long DBT CORP US N 2 2030-11-29 Floating 6.049 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 N/A 1308433.21 PA USD 1252170.58 0.121870222436 Long DBT CORP US N 2 2029-03-01 Floating 7.323 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 N/A 2330741.46 PA USD 2332198.18 0.226986255308 Long DBT CORP US N 2 2028-10-18 Floating 6.325 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 N/A 1317330.43 PA USD 1315934.06 0.128076141673 Long DBT CORP US N 2 2028-11-15 Floating 6.825 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 N/A 342504 PA USD 337936.71 0.032890424575 Long DBT CORP US N 2 2032-01-14 Floating 7.075 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N/A 1214794.65 PA USD 1164380.67 0.113325878694 Long DBT CORP US N 2 2032-01-14 Floating 7.549 N N N N N N BANIJAY US HOLDING INC 5493008PW5N0VVCH7279 F6456UAE3 503778.33 PA USD 504251.88 0.049077409868 Long DBT CORP FR N 2 2028-03-01 Floating 7.075 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAN3 530414.09 PA USD 529289.61 0.051514261343 Long DBT CORP US N 2 2029-01-03 Floating 6.075 N N N N N N PETSMART LLC N/A 71677HAL9 1201100.58 PA USD 1184831.67 0.115316316705 Long DBT CORP US N 2 2028-01-29 Floating 8.175 N N N N N N BDS 2021-FL9 LTD N/A 05493NAA0 629923.436 PA USD 630899.12 0.061403627682 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 4414161.502 PA USD 335.47 0.000032650346 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N BANK5 2024-5YR7 N/A 06211UBR5 28644022.74 PA USD 1410609.28 0.137290613171 Long ABS-MBS CORP US N 2 2057-06-15 Variable 1.334 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 N/A 95002MAY5 3856631.773 PA USD 202157.31 0.019675399447 Long ABS-MBS CORP US N 2 2052-08-15 Variable 1.559 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 N/A 95003VAD0 28579539.031 PA USD 1107022.73 0.107743392555 Long ABS-MBS CORP US N 2 2057-07-15 Variable 1.029 N N N N N N BENCHMARK 2024-V11 MORTGAGE TRUST N/A 081921BA5 14684000 PA USD 351156.11 0.034177031404 Long ABS-MBS CORP US N 2 2057-11-15 Variable .56 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2021-L7 N/A 61772TBN3 6118561.027 PA USD 276793.91 0.026939568713 Long ABS-MBS CORP US N 2 2054-10-15 Variable 1.082 N N N N N N BANK5 2024-5YR12 N/A 06644XBM7 8678073.976 PA USD 186570.35 0.018158364697 Long ABS-MBS CORP US N 2 2057-12-15 Variable .498 N N N N N N BBCMS MORTGAGE TRUST 2024-5C31 N/A 07336YAG0 10299413.442 PA USD 451682.84 0.043961013827 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.061 N N N N N N BMO 2024-5C8 MORTGAGE TRUST N/A 09661XAD0 12609985.879 PA USD 530760.61 0.051657429614 Long ABS-MBS CORP US N 2 2057-12-15 Variable 1.021 N N N N N N GS MORTGAGE SECURITIES TRUST 2019-GC42 N/A 36257UAN7 24506302.795 PA USD 702978 0.068418861293 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 28886886.359 PA USD 1014152.14 0.098704560593 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 12447515.568 PA USD 934295.58 0.090932347377 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 34257905.977 PA USD 1741925.45 0.169536679306 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 44292754.66 PA USD 2731060.25 0.265806372925 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 37203828.794 PA USD 1861344.75 0.181159422155 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 26430956.165 PA USD 2243396.12 0.218343401869 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 40183951.291 PA USD 1854774.66 0.180519973871 Long ABS-MBS CORP US N 2 2057-10-15 Variable 1.191 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25 N/A 61765TAK9 707000 PA USD 689981.03 0.067153902947 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 4.069 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 10009000 PA USD 1239694.72 0.120655982253 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 718317.213 PA USD 692630.91 0.067411808276 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.541 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C25 N/A 46643PBK5 858000 PA USD 799821.34 0.077844349781 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.347 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAY5 128000 PA USD 121921.51 0.011866275874 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 1805155.035 PA USD 1730501.94 0.168424861375 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 46643ABJ1 959000 PA USD 937486.56 0.091242916439 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.202 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643ABK8 241000 PA USD 232138.41 0.022593375148 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 1184839 PA USD 1112391.9 0.108265958691 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 150000 PA USD 131435.52 0.012792247569 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 564000 PA USD 526911.53 0.051282809540 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 1635078.164 PA USD 1563473.19 0.152168425358 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 1340651.748 PA USD 1324409.48 0.128901030341 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 2418000 PA USD 2261636.16 0.220118653393 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 332000 PA USD 326479.3 0.031775307252 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 700877.629 PA USD 692386.36 0.067388006916 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 2646000 PA USD 2555380.59 0.248707968296 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 3282000 PA USD 2841487.66 0.276553960542 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 265000 PA USD 259302.95 0.025237223027 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.926 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NAL1 140000 PA USD 136348.45 0.013270409156 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.507 N N N N N N GS MORTGAGE SECURITIES TRUST 2015-GC30 549300L45M7638EL0H21 36250GAT2 594000 PA USD 581914.59 0.056636101866 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.777 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C31 N/A 46644YAU4 1120783.687 PA USD 1113405.01 0.108364561824 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.801 N N N N N N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 N/A 06054ABC2 255000 PA USD 241555.81 0.023509944065 Long ABS-MBS CORP US N 2 2048-09-15 Variable 4.332 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-LC22 549300XO83D3BDYP0P62 94989TBB9 775000 PA USD 769555.7 0.074898680606 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 2025000 PA USD 2010294.45 0.195656275348 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.617 N N N N N N COMM 2015-CCRE27 MORTGAGE TRUST N/A 12635QBL3 298000 PA USD 277290.28 0.026987879002 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 2080000 PA USD 2064737.17 0.200955031366 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.695 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27 N/A 61690AAG9 590000 PA USD 583510.18 0.056791396129 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4.068 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS4 549300RD723OFH36TP29 94989XBC8 859000 PA USD 852142.95 0.082936664159 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.718 N N N N N N LSTAR COMMERCIAL MORTGAGE TRUST 2017-5 N/A 54910TAJ1 2853000 PA USD 2764285.11 0.269040054617 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.549 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 4501000 PA USD 4690929.6 0.456554915852 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 1107587.008 PA USD 1109326.25 0.107967587645 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 759591.391 PA USD 735584.13 0.071592323742 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 300000 PA USD 291317.76 0.028353133972 Long ABS-MBS CORP US N 2 2057-06-15 Variable 4.208 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAL7 395000 PA USD 300618.15 0.029258314637 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.5 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 442000 PA USD 353498.3 0.034404990135 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.5 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAZ5 641000 PA USD 564956.76 0.054985644215 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.71 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAE2 648000 PA USD 366313.75 0.035652281651 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.574 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 529001.631 PA USD 538410.88 0.052402008764 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 1820000 PA USD 1895942.05 0.184526679551 Long ABS-MBS CORP US N 2 2051-01-25 Floating 8.09 N N N N N N CSAIL 2016-C5 COMMERCIAL MORTGAGE TRUST 549300FU8TZDHFLQZL50 12636LAY6 1094000 PA USD 1084247.97 0.105526789553 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 968000 PA USD 955806.97 0.093025990149 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 1611000 PA USD 1545502.86 0.150419423944 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 2390000 PA USD 2326461.38 0.226427908783 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-C33 549300JPCJUA5JJLRW54 95000LBE2 1938000 PA USD 1910419.35 0.185935714230 Long ABS-MBS CORP US N 2 2059-03-15 Variable 4.506 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7 N/A 12532BAD9 2149000 PA USD 2102293.42 0.204610275001 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 3152918.047 PA USD 380781.06 0.037060344032 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.938 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 N/A 46590TAD7 829449.455 PA USD 809625.2 0.078798531757 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.414 N N N N N N CD 2017-CD4 MORTGAGE TRUST N/A 12515DAU8 2610000 PA USD 2442939.12 0.237764357913 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.947 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 254000 PA USD 19582.64 0.001905922987 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 1046000 PA USD 920113.17 0.089552013508 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 1592437 PA USD 1484643.67 0.144496171041 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 1280000 PA USD 531086.34 0.051689131994 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 2850277.259 PA USD 2735638.54 0.266251964947 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 423420.935 PA USD 430938.27 0.041942003478 Long ABS-MBS CORP US N 2 2049-10-25 Floating 7.704 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 239973.763 PA USD 230889.48 0.022471820322 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.288 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 1124000 PA USD 1038282.3 0.101053080845 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 110014.586 PA USD 105522.8 0.010270235792 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAE3 1106160.848 PA USD 1094884.09 0.106561973042 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.82 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAF0 3095000 PA USD 1194917.6 0.116297951757 Long ABS-MBS CORP US N 2 2045-03-15 Variable 4.82 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 N/A 17318UAH7 1684515.847 PA USD 1533001.9 0.149202740850 Long ABS-MBS CORP US N 2 2045-09-10 Variable 4.783 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 N/A 92937EAH7 844000 PA USD 803727.27 0.078224502905 Long ABS-MBS CORP US N 2 2045-03-15 Variable 3.75 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 265000 PA USD 241221.6 0.023477416350 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 239000 PA USD 58601.84 0.005703551409 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.287 N N N N N N COMM 2013-CCRE7 MORTGAGE TRUST 549300FVY7JUBJ0PIH53 12625FBA3 143021.013 PA USD 136407.68 0.013276173845 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.244 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C12 N/A 46639NAX9 965000 PA USD 888397.82 0.086465248157 Long ABS-MBS CORP US N 2 2045-07-15 Variable 3.86 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 1957291.168 PA USD 896165.34 0.087221238919 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 2548111 PA USD 1448626.58 0.140990729499 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 1224113.325 PA USD 1202718.52 0.117057193246 Long ABS-MBS CORP US N 2 2046-07-10 Variable 3.878 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 N/A 61762XAC1 258000 PA USD 234581.73 0.022831176575 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 1122170.529 PA USD 1056057.52 0.102783092754 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.3 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAE8 1955000 PA USD 1189637.05 0.115784010755 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.646 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAK8 186902.324 PA USD 185550.93 0.018059147430 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.404 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAE6 1461000 PA USD 1280594.26 0.124636618852 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 389000 PA USD 366027.92 0.035624462626 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 3874809 PA USD 168112.46 0.016361910447 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 1232000 PA USD 1009401.63 0.098242206884 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.787 N N N N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 243000 PA USD 256984.65 0.025011589442 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 434000 PA USD 97650 0.009503998426 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 202000 PA USD 337542 0.032852008567 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 260000 PA USD 367575 0.035775035548 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 128000 PA USD 300448 0.029241754419 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 239000 PA USD 332684 0.032379193161 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 259000 PA USD 360528 0.035089170961 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 BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061GAK7 439000 PA USD 414525.75 0.040344619307 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 OKTA INC 549300N8J06I8MRHU620 679295AF2 199000 PA USD 190841 0.018574014988 Long DBT CORP US N 2 2026-06-15 Fixed .375 N N N N N OKTA INC USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 250000 PA USD 368625 0.035877229080 Long DBT CORP SG N 2 2025-12-01 Fixed 2.375 N N N N N SEA LTD SGD XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 242000 PA USD 213867.5 0.020815119132 Long DBT CORP US N 2 2027-11-01 Fixed .25 N N N N N BLOCK INC USD XXXX N N N ACCOR SA 969500QZC2Q0TK11NV07 F0R505MB5 10051 PA 579527.27 0.056403750759 Long DBT CORP FR N 2 2027-12-07 Fixed .7 N N N N N ACCOR SA EUR XXXX N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 363000 PA USD 444110.86 0.043224054421 Long DBT CORP US N 2 2026-03-15 Fixed .25 N N N N N TYLER TECHNOLOGIES INC USD XXXX N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 D1R91PDH9 400000 PA 429774.53 0.041828739954 Long DBT CORP DE N 2 2025-06-30 Fixed .05 N N N N N DEUTSCHE POST AG EUR XXXX N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 E2R41MDB7 500000 PA 574111.37 0.055876636524 Long DBT CORP ES N 2 2028-07-05 Fixed .5 N N N N N CELLNEX TELECOM SA EUR XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAL5 342000 PA USD 334219.5 0.032528639035 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 202000 PA USD 256557.35 0.024970001541 Long DBT CORP US N 2 2026-09-01 Fixed .375 N N N N N INSULET CORP USD XXXX N N N HERCULES CAPITAL INC 549300UJ5OC256GR2B73 N/A 211000 PA USD 207835 0.020227992962 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 357000 PA USD 361641 0.035197496105 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 GUIDEWIRE SOFTWARE INC 549300WXSG0J8IXZCK32 40171VAB6 628000 PA USD 655632 0.063810808968 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 DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAX4 533000 PA USD 529162.4 0.051501880353 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 555000 PA USD 575812.5 0.056042202698 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 460000 PA USD 487153.31 0.047413254391 Long DBT CORP US N 2 2029-12-15 Fixed .5 N N N N N NUTANIX INC USD XXXX N N N BARCLAYS BANK, PLC G5GSEF7VJP5I7OUK5573 06744EDH7 369000 PA USD 365597.45 0.035582566198 Long DBT CORP GB N 2 2029-02-16 Fixed 1 N N N N N MICROSOFT CORP USD XXXX N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AD2 245000 PA USD 258475 0.025156640994 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 220000 PA USD 220330 0.021444095987 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 375000 PA USD 343136.63 0.033396518088 Long DBT CORP US N 2 2030-04-01 Fixed .25 N N N N N COINBASE GLOBAL INC USD XXXX N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AL5 144000 PA USD 203688 0.019824377177 Long DBT CORP US N 2 2031-03-15 Fixed .875 N N N N N MICROSTRATEGY INC USD XXXX N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAE4 267000 PA USD 264463.5 0.025739484768 Long DBT CORP US N 2 2029-03-15 Fixed 4.125 N N N N N REXFORD INDUSTRIAL REALTY INC USD XXXX N N N VERTEX INC 549300QMYW171MP1PL50 92538JAB2 282000 PA USD 336461.25 0.032746822225 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 387000 PA USD 333432.43 0.032452035737 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 371000 PA USD 363394.5 0.035368159302 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 357000 PA USD 322014 0.031340712227 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 250000 PA USD 238111.33 0.023174702565 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 192000 PA USD 183264 0.017836566999 Long DBT CORP US N 2 2029-06-01 Fixed 2.5 N N N N N HAEMONETICS CORP USD XXXX N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 01609WBF8 666000 PA USD 951880.5 0.092643837925 Long DBT CORP CN N 2 2031-06-01 Fixed .5 N N N N N ALIBABA GROUP HOLDING LTD CNY ALIBABA GROUP HOLDING LTD CNY XXXX N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BF0 340000 PA USD 319005 0.031047854764 Long DBT CORP US N 2 2030-06-01 Fixed .75 N N N N N MICROCHIP TECHNOLOGY INC USD XXXX N N N JD.COM INC 549300HVTWB0GJZ16V92 47215PAH9 647000 PA USD 748439.79 0.072843528784 Long DBT CORP CN N 2 2029-06-01 Fixed .25 N N N N N JD.COM INC CNY XXXX N N N ITRON INC 24F6LSZD18II6ICG6S41 465741AP1 486000 PA USD 508781.25 0.049518240645 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 253000 PA USD 332062.5 0.032318704324 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 253000 PA USD 308573.18 0.030032555217 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 JAZZ INVESTMENTS I LTD N/A 472145AG6 345000 PA USD 384157.5 0.037388963391 Long DBT CORP IE N 2 2030-09-15 Fixed 3.125 N N N N N JAZZ PHARMACEUTICALS PLC USD XXXX N N N LEG PROPERTIES BV 529900AYYCXMYYCTIT93 N5210ZAA0 300000 PA 318011.82 0.030951191363 Long DBT CORP NL N 2 2030-09-04 Fixed 1 N N N N N LEG IMMOBILIEN SE EUR XXXX N N N BOX INC 549300KQUCPD8687YS68 10316TAC8 419000 PA USD 404754 0.039393562506 Long DBT CORP US N 2 2029-09-15 Fixed 1.5 N N N N N BOX INC USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 546000 PA USD 472317.3 0.045969307482 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 591000 PA USD 662806.5 0.064509082770 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 313000 PA USD 306153.13 0.029797018592 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 406000 PA USD 450051 0.043802191453 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 392000 PA USD 351232 0.034184417563 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 230000 PA USD 375475 0.036543920213 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 218000 PA USD 231897.5 0.022569928058 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 271000 PA USD 252775.25 0.024601900441 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 700000 PA USD 844112.5 0.082155083165 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 187000 PA USD 247401 0.024078839882 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 501000 PA USD 612222 0.059585836396 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 677000 PA USD 716943 0.069778035261 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 277000 PA USD 377412.5 0.036732491611 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 230000 PA USD 224940 0.021892774253 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 455000 PA USD 430885 0.041936818859 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 INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 959800TZHQRUSH1ESL13 E67674BK1 400000 PA 494561.19 0.048134242408 Long DBT CORP GB N 2 2028-05-18 Fixed 1.125 N N N N N INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA EUR XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 341000 PA USD 290617.25 0.028284955314 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 290000 PA USD 263465 0.025642303586 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 430000 PA USD 436235 0.042457519234 Long DBT CORP US N 2 2027-08-01 Fixed .5 N N N N N SHIFT4 PAYMENTS INC USD XXXX N N N ASCENDIS PHARMA A/S 549300B66JN3W3J8GH73 04351PAD3 209000 PA USD 248481.21 0.024183973667 Long DBT CORP DK N 2 2028-04-01 Fixed 2.25 N N N N N ASCENDIS PHARMA A/S DKK XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAF6 664000 PA USD 615196 0.059875287408 Long DBT CORP US N 2 2028-06-15 Fixed .5 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE N/A 531229AQ5 281000 PA USD 342117.5 0.033297329046 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 446000 PA USD 571472.45 0.055619797901 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 310000 PA USD 370295 0.036039765458 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 322000 PA USD 371588 0.036165609493 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 229000 PA USD 213199 0.020750055917 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 308000 PA USD 301840 0.029377233843 Long DBT CORP US N 2 2027-09-15 Fixed 3.25 N N N N N WAYFAIR INC USD XXXX N N N TRIP.COM GROUP LTD 2549004RMYDSRQL4KW41 G9066FAA9 617000 PA USD 711498.94 0.069248180293 Long DBT CORP SG N 2 2027-07-01 Fixed 1.5 N N N N N H WORLD GROUP LTD CNY XXXX N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 Y5259ZAA0 234000 PA USD 327448.7 0.031869656214 Long DBT CORP CN N 1 2029-08-26 Fixed 2.5 N N N N N LENOVO GROUP LTD CNY XXXX N N N SK HYNIX INC 988400XAIK6XISWQV045 Y8085FBS8 400000 PA USD 676100 0.065802901542 Long DBT CORP KR N 1 2030-04-11 Fixed 1.75 N N N N N SK HYNIX INC KRW XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 131000 PA USD 305278.55 0.029711898193 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 MEITUAN 21380033K525E5JLIA77 G59668AA4 600000 PA USD 581880 0.056632735319 Long DBT CORP CN N 1 2028-04-27 Fixed 0 N N N N N MEITUAN CNY XXXX N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AT8 387000 PA USD 369801.85 0.035991768563 Long DBT CORP US N 2 2030-03-01 Fixed 0 N N N N N MICROSTRATEGY INC USD XXXX N N N GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD 549300KQWCT26VXWW684 G4036XCM0 400000 PA USD 414000 0.040293449546 Long DBT CORP JE N 2 2030-03-07 Fixed 0 N N N N N TENCENT HOLDINGS LTD CNY XXXX N N N MARA HOLDINGS INC 549300M8ISKPTX2W7F94 565788AG1 185000 PA USD 132830 0.012927968365 Long DBT CORP US N 2 2031-06-01 Fixed 0 N N N N N MARA HOLDINGS INC USD XXXX N N N CORE SCIENTIFIC INC 5299003RGB2LAZ65RK73 21874AAE6 184000 PA USD 155135 0.015098850955 Long DBT CORP US N 2 2031-06-15 Fixed 0 N N N N N CORE SCIENTIFIC INC USD XXXX N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAC7 646000 PA USD 564281 0.054919874404 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 589000 PA USD 683240 0.066497817555 Long DBT CORP US N 2 2027-10-01 Fixed 0 N N N N N SNOWFLAKE INC USD XXXX N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 304 PA USD 304.15 0.000029602060 Long DBT CORP US N 2 2026-10-15 Fixed 0 N N N N N SOFI TECHNOLOGIES INC USD XXXX N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 280000 PA USD 334516 0.032557496542 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N SPOTIFY TECHNOLOGY SA SEK XXXX N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 336000 PA USD 294168 0.028630539773 Long DBT CORP US N 2 2028-03-15 Fixed 0 N N N N N DRAFTKINGS HOLDINGS INC USD XXXX N N N NEXI SPA 5493000P70CQRQG8SN85 T6S18JAC8 400000 PA 391574.9 0.038110877963 Long DBT CORP IT N 2 2028-02-24 Fixed 0 N N N N N NEXI SPA EUR XXXX N N N SHAKE SHACK INC 529900J74GJAHYP80N79 819047AB7 368000 PA USD 340630 0.033152554877 Long DBT CORP US N 2 2028-03-01 Fixed 0 N N N N N SHAKE SHACK INC USD XXXX N N N QIAGEN NV 54930036WK3GMCN17Z57 N72482AU1 200000 PA USD 192850.04 0.018769549171 Long DBT CORP NL N 1 2027-12-17 Fixed 0 N N N N N QIAGEN NV EUR XXXX N N N STMICROELECTRONICS NV 213800Z8NOHIKRI42W10 N83574AG3 400000 PA USD 377900.6 0.036779997004 Long DBT CORP CH N 1 2027-08-04 Fixed 0 N N N N N STMICROELECTRONICS NV CHF XXXX N N N JP MORGAN MORTGAGE TRUST SERIES 2025-2 N/A 46593NAY1 1176911.175 PA USD 1179848.86 0.114831353895 Long ABS-CBDO CORP US N 2 2055-07-25 Floating 5.59 N N N N N N FREDDIE MAC STACR DEBT NOTES 2016-DNA1 N/A 3137G0HZ5 2077905.795 PA USD 2212601.47 0.215346245646 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 14.454 N N N N N N MFA 2024-NPL1 TRUST N/A 58004YAA7 558919.594 PA USD 560110.26 0.054513948072 Long ABS-CBDO CORP US N 2 2054-09-25 Variable 6.33 N N N N N N A AND D MORTGAGE TRUST 2023-NQM4 9845002EOD0CFAFA4F48 00002MAA7 2298330.886 PA USD 2345955.06 0.228325173546 Long ABS-CBDO CORP US N 2 2068-09-25 Variable 7.472 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAJ5 185000 PA USD 192861.54 0.018770668433 Long ABS-CBDO CORP US N 2 2041-10-25 Floating 10.34 N N N N N N ALTERNATIVE LOAN TRUST 2005-65CB N/A 12668AY90 294184.665 PA USD 185822.07 0.018085536720 Long ABS-CBDO CORP US N 2 2035-12-25 Floating 4.86 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAF8 1471000 PA USD 1538903.42 0.149777119107 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 3600000 PA USD 3674875.68 0.357665260389 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 7.34 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA1 5493000IRODEKU3J3Q16 35564KUL1 4969000 PA USD 5677754.81 0.552599823606 Long ABS-CBDO CORP US N 2 2042-03-25 Floating 15.34 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 162781.869 PA USD 162931.68 0.015857679777 Long ABS-CBDO CORP US N 2 2062-09-25 Variable 6.17 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR3 5493009ZFZYH4FRCW638 35565EAE2 468000 PA USD 499070.71 0.048573141240 Long ABS-CBDO CORP US N 2 2047-09-25 Floating 9.266 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 N/A 35563PBH1 44185.377 PA USD 43943.34 0.004276881046 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 4 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 N/A 20754WAC9 126000 PA USD 129041.92 0.012559285248 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 7.454 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3 N/A 35563PCF4 516383.171 PA USD 504710.74 0.049122069415 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 239000 PA USD 249876.17 0.024319741180 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 8.104 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBT4 1645000 PA USD 1754188.36 0.170730193667 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 11.204 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAC1 410000 PA USD 399857.91 0.038917039909 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-DNA3 5493000ITGOA1OPGRQ72 35565WBE1 239000 PA USD 312087.68 0.030374611565 Long ABS-CBDO CORP US N 2 2050-06-25 Floating 13.804 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA3 5493000ITAM9GTFUKP51 35565MBE3 3318000 PA USD 4418379.86 0.430028420205 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 448000 PA USD 598200.06 0.058221120619 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 256000 PA USD 352945.77 0.034351213952 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 15.84 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR1 549300MHCI0CUXMJQS62 35564PAC2 1340000 PA USD 1591222.13 0.154869151237 Long ABS-CBDO CORP US N 2 2048-01-25 Floating 12.804 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 5493000ITBJ4KEFYWF83 35565LBE5 500000 PA USD 600798.05 0.058473975640 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 12.054 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAA4 1754614.998 PA USD 1698730.51 0.165332637917 Long ABS-CBDO CORP US N 2 2046-06-25 Variable 3.249 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBQ6 4938482.043 PA USD 5350037.85 0.520704058404 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 16.204 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCH5 5923376.98 PA USD 6495892.69 0.632226870440 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 7662719.9 PA USD 8457962.33 0.823189561372 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 30711XDB7 147624.68 PA USD 161956.94 0.015762811088 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 14.704 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDN1 441188.687 PA USD 488299.43 0.047524803010 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 15.204 N N N N N N SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2024-RTL5 N/A 795935AA3 2450000 PA USD 2470466.81 0.240443550155 Long ABS-CBDO CORP US N 2 2030-04-25 Variable 7.762 N N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 34569.944 PA USD 28807.21 0.002803724306 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 5.362 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 2628713.787 PA USD 1552655.05 0.151115526377 Long ABS-CBDO CORP US N 2 2047-05-25 Floating 4.625 N N N N N N BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2 N/A 07401AAX5 3197486.516 PA USD 2926465.32 0.284824595943 Long ABS-CBDO CORP US N 2 2046-09-25 Floating 4.895 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 1603430.003 PA USD 1419811.93 0.138186281078 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 3663951.083 PA USD 2051338.12 0.199650939711 Long ABS-CBDO CORP US N 2 2037-05-25 Floating 4.745 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-2 N/A 41161PLQ4 10377762.493 PA USD 3102850.32 0.301991649320 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 107103.792 PA USD 98176.78 0.009555268434 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 243503.508 PA USD 257206.13 0.025033145464 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 236000 PA USD 227641.12 0.022155666626 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 111000 PA USD 137896.69 0.013421094979 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 242000 PA USD 289264.78 0.028153323233 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 408000 PA USD 469980.59 0.045741882104 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 2017000 PA USD 2518359.44 0.245104804432 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 841000 PA USD 1027198.41 0.099974317167 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 413867.947 PA USD 457176.46 0.044495692330 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 13.704 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAC7 2873471.832 PA USD 2554206.12 0.248593660452 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 4.815 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GZ30 387594.352 PA USD 349372.98 0.034003484402 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 5.135 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 6657913.643 PA USD 5750887.42 0.559717613777 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 1948879.788 PA USD 1753887.93 0.170700953665 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 380926.664 PA USD 371222.21 0.036130008186 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 67608.914 PA USD 66072.08 0.006430608749 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 5.415 N N N N N N FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-AA6 N/A 32052MAE1 4048914.542 PA USD 2823244.54 0.274778409249 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 187612.496 PA USD 182115.04 0.017724741971 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 4542012.251 PA USD 4727719.69 0.460135591299 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 6308882.692 PA USD 6650629.82 0.647286997833 Long ABS-CBDO CORP US N 2 2028-05-25 Floating 14.954 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGC7 1275000 PA USD 1263819.69 0.123003997378 Long DBT CORP US N 2 2027-11-25 Fixed 4.183 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 1888000 PA USD 1889565.89 0.183906105925 Long DBT CORP US N 2 2033-03-01 Fixed 6.875 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 400000 PA USD 398691.96 0.038803561292 Long DBT CORP US N 2 2030-03-15 Fixed 5.75 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAS3 265000 PA USD 266561.73 0.025943699562 Long DBT CORP US N 2 2033-03-15 Fixed 6.375 N N N N N N CHORD ENERGY CORP 529900FA4V2YNIKZ0M71 674215AN8 815000 PA USD 811469.08 0.078977991385 Long DBT CORP US N 2 2033-03-15 Fixed 6.75 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00111VAD9 640000 PA USD 644743.13 0.062751026036 Long DBT CORP CL N 2 2032-03-14 Fixed 6.25 N N N N N N SUNOCO LP 54930001NJU8E40NQ561 86765KAD1 705000 PA USD 706224.59 0.068734842718 Long DBT CORP US N 2 2033-07-01 Fixed 6.25 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 716743AV1 770000 PA USD 773406.52 0.075273470030 Long DBT CORP MY N 2 2031-01-03 Fixed 4.95 N N N N N N CLYDESDALE ACQUISITION HOLDINGS INC 254900QKSDYFR3K5YD98 18972EAD7 705000 PA USD 710447.98 0.069145893327 Long DBT CORP US N 2 2032-04-15 Fixed 6.75 N N N N N N XHR LP 549300M88BPT83ZL2164 98372MAE5 215000 PA USD 211342.96 0.020569412791 Long DBT CORP US N 2 2030-05-15 Fixed 6.625 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 N/A 750000 PA USD 747039 0.072707193854 Long DBT CORP NG N 2 2031-11-29 Fixed 8.25 N N N N N N ONESKY FLIGHT LLC 549300PM6NEPXGG5B882 68278CAA3 565000 PA USD 571576.6 0.055629934527 Long DBT CORP US N 2 2029-12-15 Fixed 8.875 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 428000 PA USD 434402.59 0.042279175949 Long DBT CORP US N 2 2030-01-30 Fixed 6.875 N N N N N N WASTE PRO USA INC 549300BY1QXU5BI3UF28 94107JAC7 275000 PA USD 276615.35 0.026922189973 Long DBT CORP US N 2 2033-02-01 Fixed 7 N N N N N N AMBIPAR LUX SARL 9845008C0E14F9BDEK55 02319WAB7 590000 PA USD 605192.5 0.058901675035 Long DBT CORP LU N 2 2033-02-05 Fixed 10.875 N N N N N N SINCLAIR TELEVISION GROUP INC 549300CQGEN0CH65UD62 829259BH2 1075000 PA USD 1061486.6 0.103311489761 Long DBT CORP US N 2 2033-02-15 Fixed 8.125 N N N N N N ADIENT GLOBAL HOLDINGS LTD 213800VA38VCKE6M8790 00687YAD7 205000 PA USD 192133.87 0.018699846369 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 880000 PA USD 897119.52 0.087314106561 Long DBT CORP US N 2 2032-02-15 Fixed 8.5 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 420000 PA USD 423009.3 0.041170299244 Long DBT CORP US N 2 2032-03-01 Fixed 6.375 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 815000 PA USD 812033.4 0.079032915055 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 360000 PA USD 361908.72 0.035223552535 Long DBT CORP US N 2 2028-03-01 Fixed 5.875 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 145000 PA USD 146413.71 0.014250032456 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 1230000 PA USD 1207115.12 0.117485101894 Long DBT CORP US N 2 2030-04-01 Fixed 7.875 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AP6 625000 PA USD 600511.31 0.058446068047 Long DBT CORP US N 2 2032-03-15 Fixed 7 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BY4 1235000 PA USD 1248413.9 0.121504595392 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 1225000 PA USD 1214896.99 0.118242489301 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 1225000 PA USD 1223779.14 0.119106963848 Long DBT CORP US N 2 2032-04-01 Fixed 6.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 1270000 PA USD 1295515.41 0.126088852197 Long DBT CORP US N 2 2032-04-15 Fixed 6.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DQ5 245000 PA USD 257034.42 0.025016433415 Long DBT CORP US N 2 2029-05-01 Fixed 6.298 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CC3 2755000 PA USD 2746526.45 0.267311654446 Long DBT CORP CA N 2 2032-06-01 Fixed 7 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAE4 375000 PA USD 376563 0.036649812177 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 1175000 PA USD 1196214.63 0.116424188020 Long DBT CORP US N 2 2030-11-06 Fixed 7.5 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369AAQ4 1245000 PA USD 1255434.45 0.122187885675 Long DBT CORP US N 2 2029-07-15 Fixed 5.375 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 1535000 PA USD 1628796.18 0.158526127294 Long DBT CORP GB N 2 2029-07-15 Fixed 8.625 N N N N N N EMPRESA NACIONAL DEL PETROLEO 549300YP3P0JZBLIV197 29245JAP7 695000 PA USD 704577.8 0.068574565304 Long DBT CORP CL N 2 2034-07-30 Fixed 5.95 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 21039CAD6 1785000 PA USD 1744783.59 0.169814853992 Long DBT CORP FR N 2 2032-08-15 Fixed 6.375 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BV3 1120000 PA USD 1120169.94 0.109022973334 Long DBT CORP US N 2 2033-02-01 Fixed 6 N N N N N N RR DONNELLEY AND SONS CO SU4X0P4WWRGOQDTSV032 257867BJ9 1160000 PA USD 1150158.56 0.111941680936 Long DBT CORP US N 2 2029-08-01 Fixed 9.5 N N N N N N STANDARD BUILDING SOLUTIONS INC 54930064UHXCIUWVI755 853191AA2 775000 PA USD 775664.95 0.075493276636 Long DBT CORP US N 2 2032-08-15 Fixed 6.5 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 58064LAA2 900000 PA USD 905873.4 0.088166096952 Long DBT CORP US N 2 2031-09-01 Fixed 7.375 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 36266GAA5 1245000 PA USD 1249185.96 0.121579737810 Long DBT CORP US N 2 2029-08-14 Fixed 4.8 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653AC4 320000 PA USD 324687.69 0.031600934917 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 1250000 PA USD 1240877.3 0.120771079422 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 1805000 PA USD 1786189.23 0.173844747872 Long DBT CORP IE N 2 2029-09-10 Fixed 4.625 N N N N N N ILLUMINA INC SQ95QG8SR5Q56LSNF682 452327AQ2 697000 PA USD 696578.28 0.067795994639 Long DBT CORP US N 2 2026-09-09 Fixed 4.65 N N N N N N AVIENT CORP SM8L9RZYIB34LNTWO040 05368VAB2 275000 PA USD 272645.77 0.026535841975 Long DBT CORP US N 2 2031-11-01 Fixed 6.25 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2N4 1340000 PA USD 1332426.46 0.129681300339 Long DBT CORP US N 2 2027-09-23 Fixed 4.4 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BW1 495000 PA USD 486403.27 0.047340255118 Long DBT CORP US N 2 2031-09-30 Fixed 5.625 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADG9 2510000 PA USD 2457093.17 0.239141931584 Long DBT CORP US N 2 2029-09-26 Fixed 4.55 N N N N N N TEREX CORP YAWJZJYEQ7M1SYMOS462 880779BB8 375000 PA USD 364178.17 0.035444431688 Long DBT CORP US N 2 2032-10-15 Fixed 6.25 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 625000 PA USD 600368.71 0.058432189192 Long DBT CORP US N 2 2033-05-01 Fixed 7.375 N N N N N N PHILIP MORRIS INTERNATIONAL INC HL3H1H2BGXWVG3BSWR90 718172DA4 2435000 PA USD 2483519.59 0.241713940330 Long DBT CORP US N 2 2030-02-15 Fixed 5.125 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 210385AB6 1215000 PA USD 1248233.86 0.121487072609 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 1873000 PA USD 2089855.94 0.203399770235 Long DBT CORP NL N 2 2031-09-15 Fixed 8.125 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAT5 1225000 PA USD 1252049.44 0.121858432222 Long DBT CORP US N 2 2028-03-01 Fixed 5.45 N N N N N N RB GLOBAL HOLDINGS INC 254900LH3N0EGB1LQ203 76774LAC1 1610000 PA USD 1686951.56 0.164186226014 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 1155000 PA USD 1214137.16 0.118168537195 Long DBT CORP CA N 2 2030-03-15 Fixed 8.5 N N N N N N AIR FRANCE-KLM 969500AQW31GYO8JZD66 F01699BS9 1200000 PA 1452154.58 0.141334099765 Long DBT CORP FR N 2 2028-05-31 Fixed 8.125 N N N N N N MATADOR RESOURCES CO 549300CI3Q2UUK5R4G79 576485AF3 2661000 PA USD 2696670.71 0.262459336222 Long DBT CORP US N 2 2028-04-15 Fixed 6.875 N N N N N N KEDRION SPA 81560047FA58E1BEDF67 49272YAB9 3020000 PA USD 2865968.67 0.278936628033 Long DBT CORP IT N 2 2029-09-01 Fixed 6.5 N N N N N N BENTELER INTERNATIONAL AG 529900ZAFSOBVFCKF263 08263DAA4 1935000 PA USD 2034316.49 0.197994272587 Long DBT CORP AT N 2 2028-05-15 Fixed 10.5 N N N N N N SIX FLAGS ENTERTAINMENT CORP 529900AS2CYWYFHRS781 83001AAD4 1650000 PA USD 1657389.94 0.161309077116 Long DBT CORP US N 2 2031-05-15 Fixed 7.25 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDU1 2650000 PA USD 2690390.42 0.261848093352 Long DBT CORP US N 2 2031-05-15 Fixed 6.75 N N N N N N EQUIPMENTSHARE.COM INC 254900PWJK48CGPKPI80 29450YAA7 1180000 PA USD 1223984.33 0.119126934412 Long DBT CORP US N 2 2028-05-15 Fixed 9 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 2610000 PA USD 2648904.79 0.257810414273 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 1200000 PA USD 1240212.57 0.120706383131 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 1230000 PA USD 1247764.8 0.121441420324 Long DBT CORP US N 2 2028-06-13 Fixed 4.9 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAL7 1225000 PA USD 1252009.66 0.121854560547 Long DBT CORP NO N 2 2028-06-13 Fixed 5.6 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 920000 PA USD 945938.78 0.092065547115 Long DBT CORP US N 2 2031-07-01 Fixed 8.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBK4 432000 PA USD 438728.4 0.042700194807 Long DBT CORP NL N 2 2033-07-03 Fixed 6.5 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAG2 995000 PA USD 1063660.97 0.103523115046 Long DBT CORP US N 2 2031-07-15 Fixed 9.125 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBE2 3025000 PA USD 3118796.96 0.303543690707 Long DBT CORP US N 2 2027-01-15 Fixed 7 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 455000 PA USD 469343.98 0.045679922652 Long DBT CORP US N 2 2030-08-15 Fixed 7.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 625000 PA USD 639278.13 0.062219133037 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 1245000 PA USD 1266385.37 0.123253707759 Long DBT CORP LU N 2 2030-01-15 Fixed 5.5 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587DS3 1775000 PA USD 1831105.87 0.178216357456 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N N BANIJAY ENTERTAINMENT SAS 969500CE0IE2EZ5VBG13 060335AB2 2100000 PA USD 2161908 0.210412393531 Long DBT CORP FR N 2 2029-05-01 Fixed 8.125 N N N N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAL1 1930000 PA USD 2128156.96 0.207127500228 Long DBT CORP US N 2 2030-10-01 Fixed 12.25 N N N N N N WEBUILD SPA 549300UKR289DF4UXQ47 N/A 670000 PA 790760.3 0.076962464375 Long DBT CORP IT N 2 2028-09-27 Fixed 7 N N N N N N F AND G ANNUITIES AND LIFE INC N/A 30190AAC8 1200000 PA USD 1252088.24 0.121862208517 Long DBT CORP US N 2 2028-01-13 Fixed 7.4 N N N N N N ENERGO-PRO AS 315700IQCL9IX158RO36 N/A 750000 PA USD 801275.28 0.077985857651 Long DBT CORP CZ N 2 2028-11-02 Fixed 11 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 1190000 PA USD 1244728.09 0.121145865926 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 2600000 PA USD 2696397.6 0.262432755198 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 445000 PA USD 463870.76 0.045147229623 Long DBT CORP US N 2 2031-02-15 Fixed 7.375 N N N N N N MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS 635400DAFN6NT43HM530 590454AC8 500000 PA USD 513912.88 0.050017687685 Long DBT CORP TR N 2 2028-11-15 Fixed 8.25 N N N N N N VERITIV OPERATING CO 5493004G8OK5L1UTIY12 92339LAA0 260000 PA USD 275619.51 0.026825267682 Long DBT CORP US N 2 2030-11-30 Fixed 10.5 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A2V3 985000 PA USD 998537.46 0.097184827933 Long DBT CORP CA N 2 2026-12-11 Fixed 5.264 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBV5 1765000 PA USD 1816119.23 0.176757750154 Long DBT CORP US N 2 2028-12-08 Fixed 5.467 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 1110000 PA USD 1120767.1 0.109081093229 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 650000 PA USD 653069.27 0.063561385703 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3Q2 1220000 PA USD 1246385.85 0.121307211020 Long DBT CORP US N 2 2029-01-09 Fixed 5.583 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 1605000 PA USD 1618847.3 0.157557830931 Long DBT CORP US N 2 2029-02-01 Fixed 5 N N N N N N JEFFERSON CAPITAL HOLDINGS LLC N/A 472481AB6 2685000 PA USD 2859981.45 0.278353908837 Long DBT CORP US N 2 2029-02-15 Fixed 9.5 N N N N N N ALLIED UNIVERSAL HOLDCO LLC 98450038B4549046D794 019576AD9 1215000 PA USD 1231487.55 0.119857201601 Long DBT CORP US N 2 2031-02-15 Fixed 7.875 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 405000 PA USD 410667.72 0.039969128154 Long DBT CORP US N 2 2032-03-01 Fixed 6.625 N N N N N N FIRSTCASH INC 549300V2X3UU7K0DG350 33767DAD7 2803000 PA USD 2841409.51 0.276546354424 Long DBT CORP US N 2 2032-03-01 Fixed 6.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 1360000 PA USD 1270501.81 0.123654349226 Long DBT CORP US N 2 2028-02-15 Fixed 2.05 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 1242000 PA USD 1196250.9 0.116427718077 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 366651AG2 2675000 PA USD 2521891.03 0.245448524102 Long DBT CORP US N 2 2029-06-15 Fixed 3.625 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 S25221CQ3 240000 PA USD 230093.88 0.022394386823 Long DBT CORP ZA N 2 2027-07-23 Fixed 4.314 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 57767XAA8 934000 PA USD 912891.6 0.088849158517 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 1560000 PA USD 1468794.61 0.142953626840 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 2395000 PA USD 2283015.31 0.222199425620 Long DBT CORP US N 2 2029-10-01 Fixed 4.875 N N N N N N TGNR INTERMEDIATE HOLDINGS LLC 5493007AZNVKZ5HEMT23 77289KAA3 1264000 PA USD 1188199.44 0.115644092238 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 N8539TAL8 930000 PA 1005442.1 0.097856837024 Long DBT CORP NL N 2 2030-05-09 Fixed 4.375 N N N N N N JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAN6 815000 PA USD 762472.35 0.074209278176 Long DBT CORP LU N 2 2029-02-02 Fixed 3 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AF4 538000 PA USD 527293.8 0.051320014798 Long DBT CORP US N 2 2030-10-15 Fixed 5.5 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AC7 2520000 PA USD 2500553.92 0.243371843510 Long DBT CORP US N 2 2030-02-15 Fixed 4.95 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 2710000 PA USD 2683737.12 0.261200546473 Long DBT CORP US N 2 2030-06-15 Fixed 5.875 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 1375000 PA USD 1380083.07 0.134319583456 Long DBT CORP US N 2 2032-06-15 Fixed 6.375 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632QAE3 500000 PA USD 486402.8 0.047340209374 Long DBT CORP US N 2 2029-03-31 Fixed 6.5 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 36264FAL5 1315000 PA USD 1256970.22 0.122337357828 Long DBT CORP US N 2 2029-03-24 Fixed 3.375 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 608000 PA USD 649360.34 0.063200406031 Long DBT CORP US N 2 2029-11-30 Fixed 9.375 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAT9 3475000 PA USD 3579241.49 0.348357455051 Long DBT CORP US N 2 2027-12-15 Fixed 5.85 N N N N N N UBS AG/STAMFORD CT 254900R882POXXVAK772 22550L2M2 585000 PA USD 630098.68 0.061325723120 Long DBT CORP US N 2 2028-02-15 Fixed 7.5 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 670000 PA USD 691924.41 0.067343046628 Long DBT CORP CO N 2 2033-01-13 Fixed 8.875 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAB6 1659000 PA USD 1682763.54 0.163778617868 Long DBT CORP US N 2 2030-02-15 Fixed 7 N N N N N N TRANSNET SOC LTD 378900B07CD6F01EA796 S8755VFQ9 900000 PA USD 917448.53 0.089292671630 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 440000 PA USD 455613.4 0.044343564120 Long DBT CORP US N 2 2031-02-15 Fixed 7.125 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 2630000 PA USD 2668127.12 0.259681269306 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N BRASKEM IDESA SAPI YH0V7ZHY352ITDGEYB83 P1850NAA9 600000 PA USD 487129.32 0.047410919512 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 1235000 PA USD 1236877.2 0.120381760998 Long DBT CORP US N 2 2028-01-15 Fixed 6.25 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 1800000 PA USD 1790336.88 0.174248426920 Long DBT CORP CO N 2 2030-04-29 Fixed 6.875 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 1260000 PA USD 1192833.06 0.116095069372 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 1365000 PA USD 1365982.27 0.132947192457 Long DBT CORP US N 2 2025-08-11 Fixed 5.25 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 940000 PA USD 908335.33 0.088405709639 Long DBT CORP US N 2 2027-08-17 Fixed 4.125 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 1240000 PA USD 1207591.85 0.117531500677 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 1145000 PA USD 1087676.26 0.105860455326 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 1530000 PA USD 1545300 0.150399680154 Long DBT CORP US N 2 2027-10-15 Fixed 4 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2220000 PA USD 2036179.4 0.198175584350 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDB5 1730000 PA USD 1696066.4 0.165073347622 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 1380000 PA USD 1268835.3 0.123492152519 Long DBT CORP US N 2 2027-11-24 Fixed 1.625 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 W9821JAH4 3240000 PA 3515065.32 0.342111369862 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 1550000 PA USD 1470281.33 0.143098325095 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 6100000 PA USD 5799948.93 0.564492631840 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 1491000 PA USD 1416043.11 0.137819472484 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 1565000 PA USD 1476786.78 0.143731482151 Long DBT CORP US N 2 2029-05-15 Fixed 3.875 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 N/A 1345000 PA 1435731.43 0.139735681006 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 1065000 PA USD 1083405.42 0.105444786543 Long DBT CORP US N 2 2028-05-01 Fixed 8.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1560000 PA USD 1482695.92 0.144306602041 Long DBT CORP US N 2 2029-05-01 Fixed 4.375 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 1425000 PA USD 1400121.21 0.136269838970 Long DBT CORP US N 2 2030-03-01 Fixed 5.375 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 N/A 980000 PA 992556.93 0.096602759857 Long DBT CORP FR N 2 2029-07-15 Fixed 3.125 N N N N N N SOUTHERN GAS CORRIDOR CJSC 213800DG58KG59XY6318 Y8T6JPAA4 980000 PA USD 990684.45 0.096420516672 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 1515000 PA USD 1498706.33 0.145864849982 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RGL0 3000000 PA USD 2968655.26 0.288930823524 Long DBT CORP US N 2 2028-02-15 Fixed 4.1 N N N N N N PERUSAHAAN LISTRIK NEGARA PT 254900OYVDRYS9J51J61 71568QAE7 750000 PA USD 758035.5 0.073777452110 Long DBT CORP ID N 2 2028-05-21 Fixed 5.45 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 S25221AV4 230000 PA USD 228803.14 0.022268762748 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35 N N N N N N TRANSOCEAN POSEIDON LTD N/A 89383JAA6 643125 PA USD 639658.24 0.062256128068 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 1485000 PA USD 1460547.99 0.142151006630 Long DBT CORP US N 2 2027-08-15 Fixed 5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CM5 1060000 PA USD 1022649.59 0.099531593377 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 3045000 PA USD 2948915.45 0.287009603625 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 1295000 PA USD 1257271.22 0.122366653307 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 264399DK9 1185000 PA USD 1245119.35 0.121183946155 Long DBT CORP US N 2 2028-12-01 Fixed 6 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 N/A 890000 PA USD 864978.89 0.084185949910 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N PHARMACIA LLC N/A 71713UAW2 2870000 PA USD 3078453.84 0.299617208895 Long DBT CORP US N 2 2028-12-01 Fixed 6.6 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CX8 700000 PA USD 689702.79 0.067126822635 Long DBT CORP US N 2 2034-11-01 Fixed 6.25 N N N N N N FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE N/A 05974EAA8 765572.759 PA USD 758491.21 0.073821805076 Long DBT CORP MX N 2 2041-01-31 Fixed 7.25 N N N N N N BUFFALO ENERGY MEXICO HOLDINGS / BUFFALO ENERGY INFRASTRUCTURE / BUFFALO ENERGY N/A 11952AAA0 890000 PA USD 907440.44 0.088318612525 Long DBT CORP MX N 2 2039-02-15 Fixed 7.875 N N N N N N COMISION FEDERAL DE ELECTRICIDAD 4469000001BFPONMPF32 P30179BK3 600000 PA USD 494570.76 0.048135173829 Long DBT CORP MX N 2 2033-07-26 Fixed 3.875 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 1695000 PA USD 1496851.11 0.145684286665 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 2970000 PA USD 2971687.97 0.289225988615 Long DBT CORP US N 2 2031-11-15 Fixed 5.75 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 1650000 PA USD 1483954.07 0.144429054223 Long DBT CORP US N 2 2031-12-01 Fixed 4.625 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 371000 PA USD 326273.66 0.031755292893 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 1536000 PA USD 1391559.32 0.135436534422 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 2033000 PA USD 1807519.57 0.175920769560 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 530000 PA USD 544644.96 0.053008754146 Long DBT CORP US N 2 2032-07-15 Fixed 6.629 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 1436000 PA USD 1616658.85 0.157344835280 Long DBT CORP KY N 2 2032-12-01 Fixed 9.625 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 73928RAB2 1080000 PA USD 1026535.19 0.099909767840 Long DBT CORP IN N 2 2030-04-23 Fixed 3.95 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 200000 PA USD 169488 0.016495787866 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N UNITED RENTALS NORTH AMERICA INC NGIZXNT70J2LYT3FBI09 911365BN3 533000 PA USD 492335.46 0.047917618400 Long DBT CORP US N 2 2030-07-15 Fixed 4 N N N N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 2815000 PA USD 2705404.73 0.263309393697 Long DBT CORP US N 2 2030-07-01 Fixed 5.25 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 2811000 PA USD 2703896.12 0.263162564951 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 1490000 PA 1481239.13 0.144164816789 Long DBT CORP GB N 2 2031-01-31 Fixed 3.25 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Y6886MAE0 1980000 PA USD 1693564.01 0.164829797078 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 1300000 PA USD 1199998.8 0.116792490588 Long DBT CORP US N 2 2031-06-15 Fixed 4.75 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 3175000 PA USD 3219672.25 0.313361597490 Long DBT CORP US N 2 2035-11-01 Fixed 6.875 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 200000 PA USD 136954.07 0.013329352439 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 P7808BAA5 710000 PA USD 534003.3 0.051973031464 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75 N N N N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 U52799BC3 1004000 PA 1083596.46 0.105463379926 Long DBT CORP US N 2 2027-03-15 Fixed 3.375 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 1226000 PA USD 1204573.95 0.117237777002 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N KAZMUNAYGAS NATIONAL CO JSC 2138001H1M69RFJCSH88 Y44709AF3 1050000 PA USD 1039300.5 0.101152179373 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.375 N N N N N N KAZMUNAYGAS NATIONAL CO JSC 2138001H1M69RFJCSH88 Y44709AG1 980000 PA USD 918075.52 0.089353694794 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.375 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAG8 2455000 PA USD 2484683.14 0.241827185362 Long DBT CORP US N 2 2029-04-15 Fixed 5.25 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 1300000 PA USD 1247454.35 0.121411205104 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 2700000 PA USD 2531326.33 0.246366835176 Long DBT CORP US N 2 2029-07-15 Fixed 2.875 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CN3 85000 PA USD 77466.66 0.007539611005 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 1320000 PA USD 1258835.74 0.122518923616 Long DBT CORP US N 2 2029-11-01 Fixed 3.8 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LAP9 1035000 PA USD 1130509.71 0.110029313917 Long DBT CORP LU N 2 2039-10-15 Fixed 7 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 100000 PA USD 109718.94 0.010678634235 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2571290.87 0.250256470867 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2571290.87 USD 2535682.45 JPY 2025-05-21 35608.42 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 57938.45 0.005638985536 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 57938.45 USD 57139.08 JPY 2025-05-21 799.37 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 114048.76 0.011100043374 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 114048.76 USD 112475.25 JPY 2025-05-21 1573.51 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 1152173.02 0.112137742633 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1152173.02 USD 1136611.09 JPY 2025-05-21 15561.93 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 154919.64 0.015077890575 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 154919.64 USD 154463.14 SGD 2025-05-21 456.5 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 137466.24 0.013379200497 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 137466.24 USD 137458.11 HKD 2025-05-21 8.13 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 190682.69 0.018558607123 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 190682.69 USD 192366.37 TWD 2025-05-21 -1683.68 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2062911.99 0.200777391757 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2039894.53 EUR 2062911.99 USD 2025-06-18 -23017.46 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 130642.41 0.012715056415 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 131999.54 EUR 130642.41 USD 2025-06-18 1357.13 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 91578.4 0.008913066763 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 90894.15 GBP 91578.4 USD 2025-06-18 -684.25 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 5388591.98 0.524456422878 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 5343989.42 EUR 5388591.98 USD 2025-06-18 -44602.56 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 131103.07 0.012759891151 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 131526.4 GBP 131103.07 USD 2025-06-18 423.33 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 4155145.23 0.404408537881 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 4118275.96 EUR 4155145.23 USD 2025-06-18 -36869.27 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1243546.29 0.121030844673 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1232894.83 EUR 1243546.29 USD 2025-06-18 -10651.46 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 1437066.46 0.139865615702 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1424479.52 EUR 1437066.46 USD 2025-06-18 -12586.94 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 195800.71 0.019056729540 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 194085.74 EUR 195800.71 USD 2025-06-18 -1714.97 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 3513553.11 0.341964190739 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 3484315.5 EUR 3513553.11 USD 2025-06-18 -29237.61 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 468922.62 0.045638912875 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 465020.53 EUR 468922.62 USD 2025-06-18 -3902.09 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 4222584.08 0.410972170489 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 4186979.76 EUR 4222584.08 USD 2025-06-18 -35604.32 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 398986.03 0.038832182293 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 399031.85 EUR 398986.03 USD 2025-06-18 45.82 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 498786.84 0.048545512976 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 498844.12 EUR 498786.84 USD 2025-06-18 57.28 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 1003763.72 0.097693485044 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 995401.78 EUR 1003763.72 USD 2025-06-18 -8361.94 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 279311.94 0.027184641454 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 279311.94 USD 276920.96 EUR 2025-06-18 2390.98 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 645311.27 0.062806321496 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 640513.18 GBP 645311.27 USD 2025-06-18 -4798.09 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 82795.14 0.008058216899 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 82179.53 GBP 82795.14 USD 2025-06-18 -615.61 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2031128.86 0.197684029571 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2016020.32 GBP 2031128.86 USD 2025-06-18 -15108.54 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 2284680.9 0.222361532786 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 2269414.62 GBP 2284680.9 USD 2025-06-18 -15266.28 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 388271.75 0.037789391712 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 388271.75 USD 390395.53 GBP 2025-06-18 -2123.78 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 272732.75 0.026544307492 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 272732.75 USD 272262.56 CHF 2025-06-18 470.19 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 179198.3 0.017440863913 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 179198.3 USD 178788.45 CHF 2025-06-18 409.85 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 533374.46 0.051911828245 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 533374.46 USD 532507.32 CHF 2025-06-18 867.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 272618.68 0.026533205382 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 272618.68 USD 272215.77 CHF 2025-06-18 402.91 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 434344.53 0.042273525133 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 432607.89 SEK 434344.53 USD 2025-06-18 -1736.64 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 1347846.21 0.131182061011 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 1342436.53 SEK 1347846.21 USD 2025-06-18 -5409.68 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1278928.34 0.124474479568 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1274172.45 SEK 1278928.34 USD 2025-06-18 -4755.89 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 170355.87 0.016580255200 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 165287.2 NOK 170355.87 USD 2025-06-18 -5068.67 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 80848.46 0.007868752038 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 78411.07 NOK 80848.46 USD 2025-06-18 -2437.39 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1159765.78 0.112876724497 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1124545.36 NOK 1159765.78 USD 2025-06-18 -35220.42 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 738509.74 0.071877065092 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 738509.74 USD 769190.29 NOK 2025-06-18 -30680.55 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 740981.01 0.072117586814 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 718464 NOK 740981.01 USD 2025-06-18 -22517.01 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 129095.21 0.012564471814 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 125223.58 NOK 129095.21 USD 2025-06-18 -3871.63 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 997194.4 0.097054111701 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 967166.81 NOK 997194.4 USD 2025-06-18 -30027.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 98261.53 0.009563516912 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 98331.22 CAD 98261.53 USD 2025-04-16 69.69 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 14880.01 0.001448229305 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 14880.01 USD 14923.78 NZD 2025-04-16 -43.77 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 14880.01 0.001448229305 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 14591.09 NZD 14880.01 USD 2025-04-16 -288.92 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 93993.96 0.009148166389 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 92178.54 NZD 93993.96 USD 2025-04-16 -1815.42 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 328780.06 0.031999233718 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 322362.78 NZD 328780.06 USD 2025-04-16 -6417.28 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 4293677.95 0.417891535860 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 4210166.77 NZD 4293677.95 USD 2025-04-16 -83511.18 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 99049.92 0.009640248681 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 97586.87 AUD 99049.92 USD 2025-04-16 -1463.05 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 460316.54 0.044801307439 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 460316.54 USD 463431.89 AUD 2025-04-16 -3115.35 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 460316.54 0.044801307439 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 453646.9 AUD 460316.54 USD 2025-04-16 -6669.64 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 108736.19 0.010582985956 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 107145.55 AUD 108736.19 USD 2025-04-16 -1590.64 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 86364.03 0.008405566873 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 85096.51 AUD 86364.03 USD 2025-04-16 -1267.52 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 2957249.45 0.287820728283 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2920599.1 AUD 2957249.45 USD 2025-04-16 -36650.35 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 123859.27 0.012054872576 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 123859.27 USD 122071.78 AUD 2025-04-16 1787.49 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 1141542.53 0.111103107095 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1125056.68 AUD 1141542.53 USD 2025-04-16 -16485.85 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2183410.23 0.212505144785 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2125697.42 AUD 2183410.23 USD 2025-04-16 -57712.81 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 3757025.8 0.365660699315 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 3761470.44 CAD 3757025.8 USD 2025-04-16 4444.64 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 958067.31 0.093245982651 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 958766.83 CAD 958067.31 USD 2025-04-16 699.52 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 45758.02 0.004453498720 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 45810.18 CAD 45758.02 USD 2025-04-16 52.16 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 16342.15 0.001590535257 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 16358.64 CAD 16342.15 USD 2025-04-16 16.49 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 692698.59 0.067418395379 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 693520.96 CAD 692698.59 USD 2025-04-16 822.37 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 412100.38 0.040108564902 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 412590.03 CAD 412100.38 USD 2025-04-16 489.65 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 14880.01 0.001448229305 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 14923.78 NZD 14880.01 USD 2025-04-16 43.77 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 N/A 1 NC N/A 460316.54 0.044801307439 N/A DFE CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 463431.89 AUD 460316.54 USD 2025-04-16 3115.35 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 1981527.56 0.192856475274 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 1981527.56 USD 1954070.18 JPY 2025-05-21 27457.38 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 653796.2 0.063632135745 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 653796.2 USD 646974.72 JPY 2025-05-21 6821.48 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 143732.83 0.013989109985 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 143732.83 USD 143738.36 HKD 2025-05-21 -5.53 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 2427574.35 0.236268948289 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2427574.35 USD 2394097.37 JPY 2025-05-21 33476.98 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 377632.29 0.036753883150 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 377632.29 USD 372424.62 JPY 2025-05-21 5207.67 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 4677007.38 0.455199905540 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 4677007.38 USD 4612067.91 JPY 2025-05-21 64939.47 N N N INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 N/A 52253000 NC USD 2789265.14 0.271471290314 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 Y 2029-12-20 3810027.5 USD 0 USD 52253000 USD -1020762.36 N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10113BR34 2470000 PA USD 2469066.34 0.240307246370 Long STIV CORP US N 2 2025-04-03 Fixed 0 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650WR78 3595000 PA USD 3591836.4 0.349583282033 Long STIV CORP US N 2 2025-04-07 Fixed 0 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87613ER31 2365000 PA USD 2364039.81 0.230085311134 Long STIV CORP US N 2 2025-04-03 Fixed 0 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90352PR43 2670000 PA USD 2668659.66 0.259733099919 Long STIV CORP US N 2 2025-04-04 Fixed 0 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 N/A 4000000 PA USD 3991428 0.388474402743 Long STIV CORP US N 2 2025-04-17 Fixed 0 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10113BS58 2600000 PA USD 2588359.8 0.251917741567 Long STIV CORP US N 2 2025-05-05 Fixed 0 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 37790ARN5 6595000 PA USD 6576837.37 0.640104987299 Long STIV CORP US N 2 2025-04-22 Fixed 0 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10113BR75 2730000 PA USD 2727586.68 0.265468300178 Long STIV CORP US N 2 2025-04-07 Fixed 0 N N N N N N ENBRIDGE US INC 5493003FRODSVHJWFS32 N/A 2500000 PA USD 2493347.5 0.242670463025 Long STIV CORP US N 2 2025-04-21 Fixed 0 N N N N N N NATIONAL GRID NORTH AMERICA INC 5Q3U0WRKWZZGRMPYFT08 63627ARN0 2576000 PA USD 2568815.54 0.250015553997 Long STIV CORP US N 2 2025-04-22 Fixed 0 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 57174VRH6 2940000 PA USD 2933681.94 0.285526969165 Long STIV CORP US N 2 2025-04-17 Fixed 0 N N N N N N UDR INC P3CH2EG5X6Z1XWU1OO74 90352PR84 2072000 PA USD 2069915.57 0.201459030398 Long STIV CORP US N 2 2025-04-08 Fixed 0 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 57174VRP8 2940000 PA USD 2931421.08 0.285306926053 Long STIV CORP US N 2 2025-04-23 Fixed 0 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 N/A 2150000 PA USD 2145134.55 0.208779881064 Long STIV CORP US N 2 2025-04-17 Fixed 0 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00913WR15 3710000 PA USD 3709510.28 0.361036148088 Long STIV CORP US N 2 2025-04-01 Fixed 0 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 92919TRA3 3020000 PA USD 3016182.72 0.293556536837 Long STIV CORP US N 2 2025-04-10 Fixed 0 N N N N N N MID-AMERICA APARTMENTS LP 549300FXWGE3QSYCUJ38 59524NR95 1755000 PA USD 1753016.85 0.170616173911 Long STIV CORP US N 2 2025-04-09 Fixed 0 N N N N N N PROTECTIVE LIFE CORP 549300ZWIT8J8Y2EXL07 74367WRP8 3280000 PA USD 3270399.44 0.318298731478 Long STIV CORP US N 2 2025-04-23 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UR98 2670000 PA USD 2666937.51 0.259565487928 Long STIV CORP CA N 2 2025-04-09 Fixed 0 N N N N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 92919TR96 2520000 PA USD 2517134.76 0.244985609790 Long STIV CORP US N 2 2025-04-09 Fixed 0 N N N N N N ALEXANDRIA REAL ESTATE EQUITIES INC MGCJBT4MKTQBVLNUIS88 01527LR49 2890000 PA USD 2888543.44 0.281133766574 Long STIV CORP US N 2 2025-04-04 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626URF4 3580000 PA USD 3573140.72 0.347763684355 Long STIV CORP CA N 2 2025-04-15 Fixed 0 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135MR99 2080000 PA USD 2077649.6 0.202211761672 Long STIV CORP US N 2 2025-04-09 Fixed 0 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 44331BR13 3600000 PA USD 3599542.8 0.350333324158 Long STIV CORP US N 2 2025-04-01 Fixed 0 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31621YR92 3170000 PA USD 3166417.9 0.308178502164 Long STIV CORP US N 2 2025-04-09 Fixed 0 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650WR29 3605000 PA USD 3604095.15 0.350776391513 Long STIV CORP US N 2 2025-04-02 Fixed 0 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 12665JR43 2510000 PA USD 2508682.25 0.244162950889 Long STIV CORP US N 2 2025-04-04 Fixed 0 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 34410WR12 3335000 PA USD 3334533.1 0.324540679288 Long STIV CORP US N 2 2025-04-01 Fixed 0 N N N N N N AUTONATION INC N/A 05330LR13 6660000 PA USD 6659076.92 0.648109130195 Long STIV CORP US N 2 2025-04-01 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UR72 2650000 PA USD 2647645.21 0.257687822912 Long STIV CORP CA N 2 2025-04-07 Fixed 0 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87613ER15 7770000 PA USD 7768951.05 0.756130041450 Long STIV CORP US N 2 2025-04-01 Fixed 0 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 N/A 3768000 PA USD 3767061.77 0.366637471901 Long STIV CORP US N 2 2025-04-02 Fixed 0 N N N N N N FRANKLIN ULTRA SHORT BOND ETF 549300C2WYDHE3Y9X469 35473P496 663780 NS USD 16607775.6 1.616387845927 Long EC RF US N 1 N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HANZ5 4010116.194 PA USD 829549.48 0.080737705600 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ASB78 2092493.831 PA USD 449229.76 0.043722262486 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BJRY1 608945.708 PA USD 32769.92 0.003189403667 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FUAM6 26078418.99 PA USD 3190454.64 0.310517930112 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 1.646 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWKE9 21604913.198 PA USD 4920644.29 0.478912397184 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FYLH7 2264494.644 PA USD 516997.71 0.050317925467 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AMKS5 332341.938 PA USD 5293.18 0.000515170244 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ALYB9 2315086.041 PA USD 318455.13 0.030994337472 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQNN9 1811559.053 PA USD 216258.67 0.021047844948 Long ABS-MBS USGSE US N 2 2050-01-25 Floating 1.596 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTQF7 1875498.906 PA USD 392736.97 0.038223978951 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVT28 2941558.259 PA USD 443048.09 0.043120618022 Long ABS-MBS USGSE US N 2 2050-09-25 Floating 1.796 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325VB94 3182034.312 PA USD 327413.63 0.031866242949 Long ABS-MBS USGSE US N 2 2044-03-15 Floating 1.487 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B5SA2 12988918.979 PA USD 823064.93 0.080106582682 Long ABS-MBS USGSE US N 2 2035-01-15 Floating 1.637 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 1611829.119 PA USD 222452.41 0.021650664152 Long ABS-MBS USGSE US N 2 2056-08-15 Floating 1.637 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325URK4 5756264 PA USD 588404.9 0.057267785389 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 1.487 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AUD48 1042966.488 PA USD 61098.96 0.005946589039 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B13G7 23258284.619 PA USD 2691432.41 0.261949507293 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 1.746 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5RP2 8734225.425 PA USD 984079.06 0.095777632738 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 1.596 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BCLU2 2359182.038 PA USD 536117.75 0.052178824905 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B1S47 19543040.154 PA USD 2327472.5 0.226526318234 Long ABS-MBS USGSE US N 2 2048-06-25 Floating 1.746 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQKJ7 12355994.88 PA USD 1580335.45 0.153809581451 Long ABS-MBS USGSE US N 2 2046-08-25 Fixed 3 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQKK4 14804735.26 PA USD 2326590.79 0.226440503893 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B47K8 10316949.37 PA USD 1174982.92 0.114357765712 Long ABS-MBS USGSE US N 2 2049-07-25 Floating 1.596 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5A54 854187.429 PA USD 88096.36 0.008574169654 Long ABS-MBS USGSE US N 2 2049-08-25 Floating 1.596 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANX69 1134589.903 PA USD 81790.2 0.007960408930 Long ABS-MBS USGSE US N 2 2045-06-25 Floating 1.746 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANRR0 653768.632 PA USD 92955.11 0.009047058055 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B2XF4 12642024.928 PA USD 1838747.12 0.178960058715 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136APW65 9335058.668 PA USD 1573261.71 0.153121114336 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5P6 4571167.6 PA USD 965337.8 0.093953598887 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AP4N9 6859313.208 PA USD 1446974.86 0.140829972261 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 5264718.45 PA USD 800107.16 0.077872167833 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9C48 2349402.038 PA USD 487596.31 0.047456370329 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A1D44 5849899.847 PA USD 562301.15 0.054727181201 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 409230.804 PA USD 67785.12 0.006597334089 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGS81 33410.82 PA USD 5831.33 0.000567546862 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31398PJU4 2955904.478 PA USD 317718.64 0.030922656982 Long ABS-MBS USGSE US N 2 2040-04-25 Floating 1.946 N N N N N N FANNIE MAE GRANTOR TRUST 1998-T2 N/A 31359U4K8 354.108 PA USD 13.48 0.000001311970 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 6.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FEMW9 402369.307 PA USD 57458.8 0.005592302557 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FKAB4 9547.39 PA USD 1956.24 0.000190395309 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 5.5 N N N N N N FANNIE MAE TRUST 2002-W8 N/A 31392DQ47 2996191.02 PA USD 34541.89 0.003361864497 Long ABS-MBS USGSE US N 2 2042-06-25 Variable .291 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032641 7000000 PA USD 6313704.95 0.614495052784 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040644 27000000 PA USD 25160449.77 2.448795442919 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040644 27000000 PA USD 25160449.77 2.448795442919 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042640 20000000 PA USD 19132473.4 1.862109545019 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042640 37000000 PA USD 35395075.79 3.444902658285 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F050643 1000000 PA USD 980206.72 0.095400748834 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022642 11000000 PA USD 9148372.09 0.890385191398 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F052649 84000000 PA USD 83901463.8 8.165892266863 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F060642 25000000 PA USD 25394955.75 2.471619246961 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F062648 53000000 PA USD 54657614.75 5.319671116539 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F062648 46000000 PA USD 47438684.5 4.617073044543 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030645 6000000 PA USD 5200785.12 0.506177712158 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F050643 28000000 PA USD 27445788.16 2.671220967347 Short ABS-MBS USGSE US N 2 2055-04-01 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202EXV6 66732.586 PA USD 69637.89 0.006777658955 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VFR3 2457627.556 PA USD 268515.23 0.026133828194 Long ABS-MBS USGA US N 2 2040-02-20 Floating 1.716 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GNB0 2719193.886 PA USD 563758.23 0.054868994678 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JL67 4396702.309 PA USD 852504.31 0.082971834307 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 12522940.641 PA USD 2059287.39 0.200424619686 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P2J6 7935777.628 PA USD 740498.52 0.072070627427 Long ABS-MBS USGA US N 2 2044-01-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P4B1 4622313.132 PA USD 890537.16 0.086673464071 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AYU8 4978861.711 PA USD 491288.68 0.047815738261 Long ABS-MBS USGA US N 2 2044-03-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BYV4 3105127.31 PA USD 318774.24 0.031025395546 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VGU5 5970656.8 PA USD 1051209.36 0.102311235047 Long ABS-MBS USGA US N 2 2040-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HK70 8343555.275 PA USD 1335694.73 0.129999391817 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 4407470.775 PA USD 982788.41 0.095652017423 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 12427804.258 PA USD 557337.31 0.054244064688 Long ABS-MBS USGA US N 2 2065-04-20 Variable 2.319 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 3032416.39 PA USD 152482.33 0.014840674084 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBE5 23129399.226 PA USD 507505.27 0.049394053119 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.863 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 24547297.986 PA USD 512056.64 0.049837025093 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.797 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PE94 5536191.727 PA USD 845821.03 0.082321369559 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EAL6 6870918.913 PA USD 600374.71 0.058432773155 Long ABS-MBS USGA US N 2 2044-08-20 Floating 1.166 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 34944070.563 PA USD 1482676.92 0.144304752825 Long ABS-MBS USGA US N 2 2066-10-20 Variable 3.022 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 7875164.385 PA USD 450388.52 0.043835041321 Long ABS-MBS USGA US N 2 2066-11-20 Variable 2.788 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EW99 3860812.209 PA USD 844664.63 0.082208820416 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380BAR6 5451249.75 PA USD 1129770.97 0.109957414440 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NRH7 4846739.917 PA USD 1013166.38 0.098608619359 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RX68 15385197.832 PA USD 654932.49 0.063742727638 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.268 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MSQ1 10108087.92 PA USD 1981052.81 0.192810269198 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 22162518.493 PA USD 771654.57 0.075102957690 Long ABS-MBS USGA US N 2 2067-03-20 Variable 1.578 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV78 21087834.498 PA USD 684511.11 0.066621531098 Long ABS-MBS USGA US N 2 2067-02-20 Variable 2.43 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZV5 20594812.526 PA USD 642331.61 0.062516319612 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.221 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4R4 11984397.082 PA USD 576665.22 0.056125195525 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.808 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 35353993.637 PA USD 1097600.08 0.106826312670 Long ABS-MBS USGA US N 2 2067-04-20 Variable 1.197 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 8618893.064 PA USD 326759.47 0.031802575407 Long ABS-MBS USGA US N 2 2067-01-20 Variable 2.363 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T5K1 6182827.485 PA USD 1218342.24 0.118577805743 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UJ68 18776020.741 PA USD 1128382.52 0.109822280527 Long ABS-MBS USGA US N 2 2067-08-20 Variable 1.906 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UG46 20550898.646 PA USD 909233.41 0.088493117226 Long ABS-MBS USGA US N 2 2067-08-20 Variable 2.081 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 18413324.689 PA USD 695139.84 0.067655995339 Long ABS-MBS USGA US N 2 2067-05-20 Variable 1.717 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380CH71 739817.802 PA USD 138981.8 0.013526705667 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380FA22 6792429.04 PA USD 1531275.01 0.149034667528 Long ABS-MBS USGA US N 2 2047-07-16 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FFD6 9319510.614 PA USD 1785984.49 0.173824821107 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC87 15509514.177 PA USD 602249.94 0.058615283989 Long ABS-MBS USGA US N 2 2066-10-20 Variable 2.931 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380UMS9 3258482.952 PA USD 724110.51 0.070475628745 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RK47 11596944.226 PA USD 439837.3 0.042808120909 Long ABS-MBS USGA US N 2 2066-12-20 Variable 2.08 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VWY3 5675339.12 PA USD 1415643.54 0.137780583465 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YTT2 11949565.995 PA USD 1370744.27 0.133410664454 Long ABS-MBS USGA US N 2 2048-08-20 Floating 1.816 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAD5 37036387.171 PA USD 1711821.81 0.166606777134 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.647 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HXT4 13353776.979 PA USD 1416700.86 0.137883489431 Long ABS-MBS USGA US N 2 2043-10-20 Floating 1.766 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 1222542.46 PA USD 243379.47 0.023687435737 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 5176267.226 PA USD 241695.45 0.023523534831 Long ABS-MBS USGA US N 2 2068-01-20 Variable 2.332 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJS3 36120357.719 PA USD 2100362.68 0.204422361535 Long ABS-MBS USGA US N 2 2068-08-20 Variable 2.039 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UXE2 9923979.697 PA USD 1048660.98 0.102063208427 Long ABS-MBS USGA US N 2 2041-05-20 Floating 1.716 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 1236988.794 PA USD 251343.63 0.024462564913 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBN5 1212023.207 PA USD 147591.46 0.014364659534 Long ABS-MBS USGA US N 2 2049-07-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BW42 10864474.742 PA USD 1183544.37 0.115191027436 Long ABS-MBS USGA US N 2 2049-01-20 Floating 1.616 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XK39 1163170.513 PA USD 143351.23 0.013951969936 Long ABS-MBS USGA US N 2 2049-08-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AQY4 7052792.333 PA USD 841733.84 0.081923574911 Long ABS-MBS USGA US N 2 2049-10-20 Floating 1.616 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BDC5 17881191.567 PA USD 2188895.66 0.213039026179 Long ABS-MBS USGA US N 2 2048-12-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YL93 13995613.974 PA USD 3353266.53 0.326363951067 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GXV9 2032041.83 PA USD 267644.29 0.026049062066 Long ABS-MBS USGA US N 2 2050-07-20 Floating 1.716 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGP3 2274752.703 PA USD 303192.46 0.029508864951 Long ABS-MBS USGA US N 2 2050-04-20 Floating 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381AKY1 1082030.063 PA USD 135283.51 0.013166761557 Long ABS-MBS USGA US N 2 2048-10-20 Floating 1.716 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MA41 21026228.051 PA USD 3731156.74 0.363142936842 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QX21 27448575.395 PA USD 3712312.77 0.361308906516 Long ABS-MBS USGA US N 2 2051-05-20 Floating 1.866 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TD27 5107726.639 PA USD 740047.79 0.072026759150 Long ABS-MBS USGA US N 2 2051-06-20 Floating 1.866 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LMH1 24604620.976 PA USD 4086022.97 0.397681063735 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380QEG3 38224815.248 PA USD 2843314.66 0.276731777287 Long ABS-MBS USGA US N 2 2070-07-20 Variable 2.321 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CJB7 19676368.327 PA USD 3033674.92 0.295259003209 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J2J5 28721760.922 PA USD 1495567.94 0.145559399356 Long ABS-MBS USGA US N 2 2063-06-16 Variable .705 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WRG4 55237774.747 PA USD 6407957.48 0.623668385060 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CCP4 8968252.717 PA USD 1197098.52 0.116510214535 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H022648 7000000 PA USD 5971535.08 0.581192626714 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 45000000 PA USD 43178906.25 4.202480870643 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H052645 32000000 PA USD 32070765.44 3.121356930353 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H050649 3000000 PA USD 2951094.81 0.287221714572 Long ABS-MBS USGA US N 2 2055-04-01 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042646 20000000 PA USD 19190625 1.867769275841 Short ABS-MBS USGA US N 2 2055-04-01 Fixed 4.5 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DJ2 765000 PA USD 697411.32 0.067877072066 Long DBT NUSS ID N 2 2032-03-31 Fixed 3.55 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 N/A 1090000 PA USD 939418.68 0.091430964216 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 X93622GH9 1260000 PA USD 1256298.12 0.122271944235 Long DBT NUSS HU N 2 2029-06-16 Fixed 5.25 N N N N N N ROMANIA 315700IASY927EDWBK92 N/A 100000 PA USD 102255.03 0.009952192976 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.125 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AG7 1150000 PA USD 1176801.88 0.114534799946 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AH5 700000 PA USD 721786.2 0.070249410224 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.5 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 890000 PA USD 910742.33 0.088639976143 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 460000 PA USD 474316.64 0.046163897591 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.5 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 1710000 PA USD 1695807 0.165048100953 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.5 N N N N N N REPUBLIC OF TURKIYE/THE 5493000PCHOG3B6S3Q85 900123DJ6 2590000 PA USD 2827409.76 0.275183798336 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.125 N N N N N N HASHEMITE KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 M5269UAP9 270000 PA USD 270645.84 0.026341194442 Long DBT NUSS JO N 2 2029-01-13 Fixed 7.5 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 1080000 PA USD 1052973.69 0.102482952299 Long DBT NUSS BR N 2 2033-10-20 Fixed 6 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 430000 PA USD 391927.8 0.038145224722 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.338 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 P5015VAQ9 3220000 PA USD 3245760 0.315900644443 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.6 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AX7 1440000 PA USD 1516068 0.147554612238 Long DBT NUSS GT N 2 2032-10-04 Fixed 7.05 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 1560000 PA USD 1570920 0.152893202322 Long DBT NUSS CO N 2 2035-11-14 Fixed 8 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EM3 380000 PA USD 378343.2 0.036823074011 Long DBT NUSS CO N 2 2053-11-14 Fixed 8.75 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863EB0 310000 PA USD 312635 0.030427880674 Long DBT NUSS CL N 2 2029-01-22 Fixed 4.85 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CH1 3610000 PA USD 3518380.66 0.342434042532 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.125 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 670000 PA USD 647386.8 0.063008326963 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.375 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAA6 1490000 PA USD 1394829.98 0.135754858514 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96 N N N N N N REPUBLIC OF TURKIYE/THE 5493000PCHOG3B6S3Q85 900123DK3 700000 PA USD 706327.3 0.068744839192 Long DBT NUSS TR N 2 2034-05-15 Fixed 7.625 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AM6 550000 PA USD 539013.75 0.052460684397 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WCV2 1000000 PA 1001697.9 0.097492424624 Long DBT NUSS RO N 2 2036-02-22 Fixed 5.625 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BX1 990000 PA USD 1025442 0.099803370748 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.5 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BY9 300000 PA USD 309750 0.030147091780 Long DBT NUSS PA N 2 2038-03-01 Fixed 8 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 N/A 2120000 PA USD 2103514.35 0.204729104665 Long DBT NUSS UZ N 2 2032-02-28 Fixed 6.9 N N N N N N REPUBLIC OF BULGARIA 529900PG0XCL4LICL838 N/A 762000 PA USD 737822.35 0.071810163367 Long DBT NUSS BG N 2 2037-03-05 Fixed 5 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 P01012CE4 600000 PA USD 14916.93 0.001451822624 Long DBT NUSS SV N 2 2030-04-17 Fixed .25 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863EE4 600000 PA USD 610020 0.059371521963 Long DBT NUSS CL N 2 2037-01-13 Fixed 5.65 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286DG9 1330000 PA USD 1368977.1 0.133238670794 Long DBT NUSS PH N 2 2035-02-04 Fixed 5.5 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 03846JAH3 770000 PA USD 746078.41 0.072613702345 Long DBT NUSS EG N 2 2030-02-04 Fixed 8.625 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PFB9 1090000 PA USD 1101990 0.107253571173 Long DBT NUSS DO N 2 2037-03-15 Fixed 6.95 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAC2 200000 PA USD 190350 0.018526227346 Long DBT NUSS BJ N 2 2041-01-23 Fixed 8.375 N N N N N N REPUBLIC OF MONTENEGRO 747800V014106FYLL014 N/A 800000 PA 848233.65 0.082556183043 Long DBT NUSS ME N 2 2032-04-01 Fixed 4.875 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 917288BA9 1000000 PA USD 1175000 0.114359428060 Long DBT NUSS UY N 2 2033-01-15 Variable 7.875 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BB5 1030000 PA USD 1155958.7 0.112506192164 Long DBT NUSS BR N 2 2034-01-20 Fixed 8.25 N N N N N N REPUBLIC OF IRAQ N/A M82152AA3 873750 PA USD 858334.87 0.083539306228 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.8 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 990000 PA USD 944311.5 0.091907168554 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.375 N N N N N N GOVERNMENT OF JAMAICA/THE 529900Y93KNSXZI8KK56 470160AV4 370000 PA USD 429385 0.041790828100 Long DBT NUSS JM N 2 2039-03-15 Fixed 8 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721AL3 1320000 PA USD 1597880 0.155517142901 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AP9 510000 PA USD 436990.44 0.042531044073 Long DBT NUSS ZA N 2 2041-03-08 Fixed 6.25 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 V5311VAB6 539000 PA USD 481378.21 0.046851180235 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.5 N N N N N N ROMANIA 315700IASY927EDWBK92 77586TAE6 430000 PA USD 376510.56 0.036644708341 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.125 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 760942BA9 500000 PA USD 464375 0.045196305877 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BW9 1320000 PA USD 1002936 0.097612925396 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AB1 450000 PA USD 427711.5 0.041627951076 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 P3579EBE6 1340000 PA USD 1321642 0.128631679336 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGJ0 1050000 PA USD 1080691.5 0.105180648382 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.158 N N N N N N REPUBLIC OF TRINIDAD AND TOBAGO N/A P93960AG0 900000 PA USD 884250 0.086061552563 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.5 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AV6 1000000 PA USD 689935 0.067149422978 Long DBT NUSS ZA N 2 2046-10-12 Fixed 5 N N N N N N KINGDOM OF SAUDI ARABIA 635400FMICXSM3SI3H65 M6320UAC3 1500000 PA USD 1233750 0.120077399463 Long DBT NUSS SA N 2 2046-10-26 Fixed 4.5 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BQ1 800000 PA USD 798040.38 0.077671013979 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF HONDURAS 5493002DW1JNBNG17615 P5178RAC2 230000 PA USD 227280.25 0.022120544170 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 P01012BX3 597000 PA USD 611481.44 0.059513759785 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.625 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 600000 PA USD 598530.28 0.058253259998 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789AW5 2762000 PA USD 2462737.3 0.239691258800 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 260000 PA USD 194568.53 0.018936804944 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 810000 PA USD 796039.65 0.077476288585 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85 N N N N N N NIGERIA GOVERNMENT 549300GSBZD84TNEQ285 V342A3BX1 990000 PA USD 952172.1 0.092672218528 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 1580000 PA USD 1534081.58 0.149307823052 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 800000 PA USD 778120 0.075732219712 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 P3579ECB1 840000 PA USD 846300 0.082367986355 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286CG0 550000 PA USD 534264.51 0.051998454295 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WCY9 1230000 PA USD 1174872.63 0.114347031498 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 700000 PA USD 377300 0.036721542304 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87 N N N N N N SULTANATE OF OMAN 549300SZ20F0QTKNQC75 N/A 4167000 PA USD 4282359.23 0.416789916843 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BB9 800000 PA USD 590039 0.057426827721 Long DBT NUSS ZA N 2 2049-09-30 Fixed 5.75 N N N N N N REPUBLIC OF MOZAMBIQUE 213800759WLKYIKPER73 V5S72HAC4 275000 PA USD 225881.22 0.021984380535 Long DBT NUSS MZ N 2 2031-09-15 Variable 9 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 N/A 1078000 PA USD 910957.43 0.088660911219 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.053 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGK7 400000 PA USD 405476 0.039463832725 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 V5S1ASAB6 500000 PA USD 444492.5 0.043261198363 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 P3579ECF2 950000 PA USD 890862.5 0.086705128494 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.5 N N N N N N GABONESE REPUBLIC N/A V36283AD7 1340000 PA USD 1050777.75 0.102269227667 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.625 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 2145000 PA USD 1885776.75 0.183537319641 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.783 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AJ4 500000 PA USD 485610 0.047263048392 Long DBT NUSS PY N 2 2031-04-28 Fixed 4.95 N N N N N N KINGDOM OF BAHRAIN 549300RODM1WN85LFQ95 M63633BX4 1022000 PA USD 1069262.39 0.104068285418 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.375 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 950000 PA USD 770545 0.074994966378 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.125 N N N N N N HASHEMITE KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 M5269UAL8 936000 PA USD 865482.93 0.084235006698 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WBP6 1550000 PA USD 1298201.52 0.126350283688 Long DBT NUSS RO N 2 2031-02-14 Fixed 3 N N N N N N REPUBLIC OF BULGARIA 529900PG0XCL4LICL838 X0R483AT9 1153000 PA 710952.88 0.069195033816 Long DBT NUSS BG N 2 2050-09-23 Fixed 1.375 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 940000 PA USD 793174.41 0.077197422876 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 2850000 PA USD 2354162.39 0.229123969771 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.125 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 N/A 1280000 PA 1224896.67 0.119215729884 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 V5311VAJ9 474000 PA USD 393546.08 0.038302727340 Long DBT NUSS MA N 2 2032-12-15 Fixed 3 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 V15389AE5 142000 PA 136721.88 0.013306754043 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.875 N N N N N N REPUBLIC OF ARMENIA 5299000H77JSW90G7935 N/A 500000 PA USD 424662.5 0.041331200527 Long DBT NUSS AM N 2 2031-02-02 Fixed 3.6 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 1510000 PA USD 1147917.1 0.111723525971 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28 N N N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAE8 557000 PA USD 475320.91 0.046261640351 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45 N N N N N N REPUBLIC OF CAMEROON 54930021BO6NHYGBBV24 V58014AB3 990000 PA 844837.73 0.082225667750 Long DBT NUSS CM N 2 2032-07-07 Fixed 5.95 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 V15389AF2 400000 PA 356826.85 0.034728948496 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95 N N N N N N NIGERIA GOVERNMENT 549300GSBZD84TNEQ285 N/A 500000 PA USD 423101.5 0.041179272810 Long DBT NUSS NG N 2 2033-09-28 Fixed 7.375 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WDP7 1100000 PA USD 910024.5 0.088570111779 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.3 N N N N N N UNITED ARAB EMIRATES 98450060C643D82DF808 M9402MAE2 2000000 PA USD 1478409.5 0.143889416901 Long DBT NUSS AE N 2 2041-10-19 Fixed 2.875 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AL4 800000 PA USD 707000 0.068810311182 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AL9 540000 PA USD 477225 0.046446960048 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DY1 2150000 PA USD 1850268.5 0.180081402057 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34 N N N N N N NIGERIA GOVERNMENT 549300GSBZD84TNEQ285 N/A 940000 PA USD 909700.51 0.088538578748 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.375 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 Y6972HLP9 924000 PA USD 770380.96 0.074979000829 Long DBT NUSS PH N 2 2047-03-29 Fixed 4.2 N N N N N N EUREX DEUTSCHLAND 529900LN3S50JPU47S06 N/A 66 NC 8406177.82 0.818149521418 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 8472462.35 USD 66284.53 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 161 NC USD 18374125 1.788301639236 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 04.2500 11/15/2034 2025-06-30 18142418.63 USD -231706.37 N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AN3 91658.999 PA USD 70719.73 0.006882951383 Long DBT NUSS GH N 2 2030-01-03 Fixed 0 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AL7 43680 PA USD 41081.52 0.003998348197 Long DBT NUSS GH N 2 2026-07-03 Fixed 0 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CD2 71644 PA USD 37192.19 0.003619810704 Long DBT NUSS UA N 2 2030-02-01 Variable 0 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CF7 226247 PA USD 125239.03 0.012189160716 Long DBT NUSS UA N 2 2035-02-01 Variable 0 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CG5 188540 PA USD 107871.65 0.010498842722 Long DBT NUSS UA N 2 2036-02-01 Variable 0 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AP8 333360 PA USD 237667.35 0.023131491246 Long DBT NUSS GH N 2 2035-07-03 Variable 5 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 374422AM5 240440 PA USD 210336.31 0.020471438393 Long DBT NUSS GH N 2 2029-07-03 Fixed 5 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 P8054QBC6 802170 PA USD 394120.43 0.038358627201 Long DBT NUSS EC N 2 2035-07-31 Variable 5.5 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 P8054QBA0 169828 PA USD 101268.17 0.009856144682 Long DBT NUSS EC N 2 2030-07-31 Variable 6.9 N N N N N N ARGENTINE REPUBLIC/THE 549300KPBYGYF7HCHO27 040114HS2 1936000 PA USD 1418120 0.138021610315 Long DBT NUSS AR N 2 2030-07-09 Variable .75 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CC4 497406 PA USD 259873.99 0.025292800735 Long DBT NUSS UA N 2 2036-02-01 Variable 1.75 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CA8 355122 PA USD 190112.79 0.018503140367 Long DBT NUSS UA N 2 2034-02-01 Variable 1.75 N N N N N N ARGENTINE REPUBLIC/THE 549300KPBYGYF7HCHO27 040114HT0 2500000 PA USD 1568314.95 0.152639660170 Long DBT NUSS AR N 2 2035-07-09 Variable 4.125 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CE0 267727 PA USD 106178.85 0.010334087283 Long DBT NUSS UA N 2 2034-02-01 Variable 0 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 903724CB6 459055 PA USD 241394.07 0.023494202368 Long DBT NUSS UA N 2 2035-02-01 Variable 1.75 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 71671000 NC 547300.67 0.053267226892 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-02-15 376.06 USD 0 USD 71671000 AUD 537415.94 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7174000 NC 41597.94 0.004048609895 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 6543.35 USD 7174000 NZD -35054.59 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 109130000 NC 27207.76 0.002648054359 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-12-18 0 USD 42870.91 USD 109130000 AUD 137050.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 131797400 NC 2535996.92 0.246821410496 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-12-18 0 USD 627643.44 USD 131797400 AUD -2169728.79 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 56299000 NC 384042.92 0.037377811644 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-12-18 0 USD 728965.62 USD 56299000 AUD 200233.75 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 173635000 NC 1468382.56 0.142913523179 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-12-18 0 USD 345965.33 USD 173635000 AUD 2287956.5 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 165697200 NC 98359.1 0.009573013124 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2025-10-15 267 USD 0 USD 165697200 AUD 105966.69 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2250000 NC USD 2958.75 0.000287966773 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-19 11913.03 USD 0 USD 2250000 USD -8954.28 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7760000 NC 179372.01 0.017457770616 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-03-19 174430.44 USD 0 USD 7760000 EUR 12433.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4984000 NC 287815.57 0.028012275721 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-19 0 USD 154971.06 USD 4984000 EUR -136699.05 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 18025000 NC 238706.35 0.023232614179 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-03-19 262681.44 USD 0 USD 18025000 AUD -18964.22 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2648000 NC 342193.74 0.033304749270 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-03-19 0 USD 113692.98 USD 2648000 EUR -230548.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36673000 NC 36526.71 0.003555041417 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 8342.05 USD 0 USD 36673000 AUD 28184.66 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 14967000 NC 95971.56 0.009340640606 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 72058.62 USD 14967000 AUD -23912.94 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 639000 NC 5283.26 0.000514204759 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-06-18 9187.15 USD 0 USD 639000 AUD -3903.89 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 31522000 NC 23503.77 0.002287555485 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 0 USD 14008.68 USD 31522000 CAD 37512.45 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 13140000 NC 14253.53 0.001387255778 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 32661.8 USD 0 USD 13140000 CAD -46915.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 6289000 NC 129305.88 0.012584975729 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 6475.22 USD 6289000 CHF 135781.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 32511000 NC 125605.76 0.012224853510 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 31132.66 USD 0 USD 32511000 EUR 94473.1 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10748000 NC 85710.87 0.008341996657 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 33836.33 USD 10748000 EUR 119547.2 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 962000 NC 7671.55 0.000746650273 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 4164.1 USD 962000 EUR -3507.45 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 212000 NC 1104.46 0.000107493969 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-06-18 2984.46 USD 0 USD 212000 EUR -1880 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 292000 NC 1521.23 0.000148057015 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-06-18 0 USD 4015.66 USD 292000 EUR 2494.43 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15902000 NC 28100.65 0.002734956819 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 27477.52 USD 0 USD 15902000 GBP 623.13 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7539000 NC 10634.45 0.001035020953 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 0 USD 4693.25 USD 7539000 GBP -5941.2 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 92563000 NC 38386.45 0.003736044653 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 23769.62 USD 0 USD 92563000 NOK -62156.07 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 87360000 NC 20623.7 0.002007246414 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 34207.32 USD 0 USD 87360000 SEK -54831.02 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 518335000 NC USD 1193207.17 0.116131480441 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2027-06-18 0 USD 571685.55 USD 518335000 USD -621521.62 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 521244000 NC USD 2991940.56 0.291197115941 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-06-18 1621781.31 USD 0 USD 521244000 USD 1370159.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5725000 NC USD 32861.5 0.003198316890 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2030-06-18 0 USD 17698.69 USD 5725000 USD -15162.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 57332000 NC USD 444552.33 0.043267021448 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2035-06-18 1104.15 USD 196925.1 USD 57332000 USD -248731.38 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4817000 NC USD 54379.11 0.005292565037 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-06-18 66060.85 USD 0 USD 4817000 USD -11681.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 23175000 NC USD 261622.57 0.025462985083 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2055-06-18 0 USD 292963.53 USD 23175000 USD 31340.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8370600 NC 21873.4 0.002128876182 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2040-04-07 104.48 USD 0 USD 8370600 AUD -21977.88 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1154708.26 NC USD 163391.22 0.015902405506 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 163472.69 USD 1154708.26 USD 2344.66 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3504000 NC USD 1811918.4 0.176348895248 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1412132.11 USD 0 USD 3504000 USD 387132.96 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 253355.55 NC USD 35849.81 0.003489160653 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 39713.17 USD 253355.55 USD 4359.93 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1192210.11 NC USD 168697.73 0.016418873122 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 155837.73 USD 1192210.11 USD -10523.31 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 3059.16 NC USD 706.36 0.000068748022 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 1226.25 USD 3059.16 USD 530.06 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 591000 NC USD 305606.1 0.029743777708 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2059-11-17 0 USD 47420.79 USD 591000 USD -256051.14 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 327839.45 NC USD 75698.13 0.007367484980 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 71899.12 USD 327839.45 USD -2709.25 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 2228000 NC USD 1152098.8 0.112130519010 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 126772.2 USD 0 USD 2228000 USD 1024748.82 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 850332.74 NC USD 120322.08 0.011710607874 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 479943.54 USD 0 USD 850332.74 USD -361288.09 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2325987.11 NC USD 329127.18 0.032033017927 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1220251.26 USD 0 USD 2325987.11 USD -895682.94 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 232000 NC USD 40159.2 0.003908581399 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2065-04-17 0 USD 52736.98 USD 232000 USD 13080.44 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 143000 NC USD 24753.3 0.002409168707 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2065-04-17 0 USD 32505.98 USD 143000 USD 8062.51 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1024000 NC USD 69427.2 0.006757153093 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2072-12-16 0 USD 133465.18 USD 1024000 USD 65517.09 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1024000 NC USD 69427.2 0.006757153093 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2072-12-16 0 USD 136309.95 USD 1024000 USD 68361.86 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 684000 NC USD 241999.2 0.023553097960 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 308493.29 USD 684000 USD 68964.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 299797.2 NC USD 69223.17 0.006737295430 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 104672.1 USD 299797.2 USD 36445.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 34384.5 NC USD 17095.97 0.001663902427 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 0 USD 16251.13 USD 34384.5 USD -720.71 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 540000 NC USD 104814 0.010201250292 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 174615.76 USD 0 USD 540000 USD -70971.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3143281.83 NC USD 725783.77 0.070638482411 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1071932.35 USD 3143281.83 USD 356597.02 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1880000 NC USD 665144 0.064736585037 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 803807.87 USD 1880000 USD 141906.65 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1791419.7 NC USD 298450.52 0.029047345337 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 433870.93 USD 0 USD 1791419.7 USD -139267.15 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 922000 NC USD 178960.2 0.017417690313 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 277119.41 USD 0 USD 922000 USD -100156.88 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4262000 NC USD 2203880.2 0.214497429094 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1977850.54 USD 0 USD 4262000 USD 210639.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 34384.5 NC USD 17095.97 0.001663902427 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 16020.88 USD 0 USD 34384.5 USD 950.96 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 107580.29 NC USD 24840.29 0.002417635198 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 36629.84 USD 107580.29 USD 12147.15 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11000 NC USD 1904.1 0.000185320670 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2065-04-17 0 USD 2258.88 USD 11000 USD 378.61 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 131000 NC USD 67740.1 0.006592952419 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 59000.46 USD 0 USD 131000 USD 8266.58 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1834000 NC USD 948361.4 0.092301333871 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 739112.52 USD 0 USD 1834000 USD 202626.1 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3493000 NC USD 1806230.3 0.175795288556 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 1407699.05 USD 0 USD 3493000 USD 396505.42 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 576045.93 NC USD 81510.5 0.007933186520 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 79607.69 USD 576045.93 USD -773.78 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 1280000 PA USD 1442823.68 0.140425949648 Long DBT CORP FR N 2 N/A Variable 9.125 N N N N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 10779000 NS USD 10779000 1.049089595795 Long STIV RF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 99927718.01 NS USD 99927718.01 9.725682279970 Long STIV PF US N 2 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC -642031.04 -0.062487065984 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX -642031.04 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC -490640.27 -0.047752630349 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX -490640.27 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC 1300877.72 0.126610750668 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX 1300877.72 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC -676369.11 -0.065829093257 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX -676369.11 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC 1569865.44 0.152790564978 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX 1569865.44 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10843500 NC -246298.42 -0.023971528888 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 10843500 AUD 1 2.7 AUD 2037-04-01 XXXX -246298.42 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10843500 NC 420369.35 0.040913360374 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 10843500 AUD 1 2.7 AUD 2037-04-01 XXXX 420369.35 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17126000 NC -190448.92 -0.018535854950 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-03-16 0 USD 0 USD 17126000 AUD 1 4.565 AUD 2028-03-15 XXXX -190448.92 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17126000 NC -112073.47 -0.010907793983 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-03-16 0 USD 0 USD 17126000 AUD 1 4.565 AUD 2028-03-15 XXXX -112073.47 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 11855700 NC USD -116636.38 -0.011351889113 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 11855700 USD 1 3.725 USD 2026-11-23 XXXX -116636.38 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 11855700 NC USD -258537.25 -0.025162699610 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 11855700 USD 1 4.225 USD 2026-11-23 XXXX -258537.25 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 31866700 NC -314389.89 -0.030598679156 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-04-13 0 USD 0 USD 31866700 EUR 1 1.201 EUR 2029-04-11 XXXX -314389.89 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 31866700 NC -114123.12 -0.011107280623 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2039-04-13 0 USD 0 USD 31866700 EUR 1 4.201 EUR 2029-04-11 XXXX -114123.12 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 6440900 NC 33534.28 0.003263796665 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 6440900 EUR 1 2.952 EUR 2029-06-18 XXXX 33534.28 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 33139500 NC -169281.5 -0.016475689805 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2035-07-15 0 USD 0 USD 33139500 AUD 1 4.495 AUD 2025-07-14 XXXX -169281.5 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 33139500 NC -449532.96 -0.043751772085 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2035-07-15 0 USD 0 USD 33139500 AUD 1 4.495 AUD 2025-07-14 XXXX -449532.96 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 3244600 NC USD -14717.51 -0.001432413639 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2037-11-16 0 USD 0 USD 3244600 USD 1 3.625 USD 2027-11-12 XXXX -14717.51 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 3244600 NC USD -9788.96 -0.000952731802 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2037-11-16 0 USD 0 USD 3244600 USD 1 4.125 USD 2027-11-12 XXXX -9788.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 48909700 NC USD -109802.28 -0.010686745481 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2030-12-10 0 USD 0 USD 48909700 USD 1 4 USD 2025-12-08 XXXX -109802.28 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 5225500 NC USD 41976.44 0.004085448230 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Call Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2038-02-02 0 USD 0 USD 5225500 USD 1 3.884 USD 2028-01-31 XXXX 41976.44 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 5225500 NC USD -40967.92 -0.003987291830 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Put Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2038-02-02 0 USD 0 USD 5225500 USD 1 4.384 USD 2028-01-31 XXXX -40967.92 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 17000000 NC USD 130254 0.012677253568 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Call Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2032-02-05 0 USD 0 USD 17000000 USD 1 3.999 USD 2027-02-03 XXXX 130254 N N N MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 N/A 17000000 NC USD -108290 -0.010539559544 N/A DIR CORP US N 2 MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 Put Purchased MIZUHO CAPITAL MARKETS LLC OV6W8S6QX2D1J857QP30 2032-02-05 0 USD 0 USD 17000000 USD 1 3.999 USD 2027-02-03 XXXX -108290 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 395350000 NC USD -385466.25 -0.037516340329 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2027-02-09 0 USD 0 USD 395350000 USD 1 3.3 USD 2026-02-05 XXXX -385466.25 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 263600000 NC USD 446011.2 0.043409009141 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2027-02-09 0 USD 0 USD 263600000 USD 1 3.85 USD 2026-02-05 XXXX 446011.2 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 17356300 NC USD 35025.01 0.003408885201 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Call Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2035-09-10 0 USD 0 USD 17356300 USD 1 3.8325 USD 2025-09-08 XXXX 35025.01 N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 N/A 17356300 NC USD -79734.84 -0.007760366552 N/A DIR CORP FR N 2 BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 2035-09-10 0 USD 0 USD 17356300 USD 1 3.8325 USD 2025-09-08 XXXX -79734.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 10920000 NC USD 4509.96 0.000438941656 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2052-03-24 0 USD 0 USD 10920000 USD 1 3.165 USD 2032-03-22 XXXX 4509.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC 2439714.91 0.237450554670 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX 2439714.91 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC -781767.4 -0.076087210843 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX -781767.4 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC 2723851.32 0.265104748149 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX 2723851.32 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 99MK129K6 13810000 NC USD 13395976.2 1.303792490670 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2025-09-29 0 USD 0 USD 13562247.98 USD 170058.65 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797PA9 2900000 PA USD 2892818.32 0.281549828559 Long DBT UST US N 2 2025-04-22 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797NY9 4700000 PA USD 4696124.19 0.457060490610 Long DBT UST US N 2 2025-04-08 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810QQ4 253000 PA USD 253523.39375 0.024674715157 Long DBT UST US N 2 2041-05-15 Fixed 4.375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810SX7 909000 PA USD 602866.98 0.058675338748 Long DBT UST US N 2 2051-05-15 Fixed 2.375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CAY7 136000 PA USD 125139.97568 0.012179520039 Long DBT UST US N 2 2027-11-30 Fixed .625 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 2870000 PA USD 2983362.56 0.290362243453 Long DBT CORP US N 2 2028-11-10 Variable 6.204 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAA2 1205000 PA USD 1250078.81 0.121666636375 Long DBT CORP ES N 2 2029-01-18 Variable 6.208 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 4240000 PA USD 4298896.91 0.418399482483 Long DBT CORP US N 2 2029-02-01 Variable 5.123 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 1058000 PA USD 1077390.14 0.104859336347 Long DBT CORP CH N 2 2030-02-08 Variable 5.428 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 1185000 PA USD 1251485.75 0.121803569868 Long DBT CORP IE N 2 2029-09-13 Variable 6.608 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PDW3 6055000 PA USD 6199088.05 0.603339713950 Long DBT CORP US N 2 2027-10-22 Variable 6.07 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 95000U3E1 2725000 PA USD 2799633.48 0.272480411532 Long DBT CORP US N 2 2029-07-25 Variable 5.574 N N N N N N 2025-05-29 Putnam Diversified Income Trust Kevin R Blatchford Kevin R Blatchford Assistant Treasurer