NPORT-P false 0000914036 XXXXXXXX S000045002 C000139574 C000139575 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST 811-08090 0000914036 3EICVM5HD7FVBIM8WO57 1301 S. Harrison Street FORT WAYNE 46802 260-455-2000 LVIP PIMCO Low Duration Bond Fund S000045002 549300G0ZUNHVUP0B510 2026-12-31 2026-06-30 N 1266743181.97 409512855.04 857230326.93 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 346989146.97000000 0.00000000 0.00000000 4944876.64000000 AUD BRL CAD EUR GBP USD N 50% FTSE US Treasury 1-3 Years Index, 50% Bloomberg US Intermediate Credit TR Index 50% CFIIU13L, 50% LUICTRUU ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DBD1 8500000.00000000 PA USD 8546321.09000000 0.996969055050 Long DBT CORP NL N 2 2028-12-03 Fixed 4.99000000 N N N N N N American Money Management Corporation 549300ICO4ZE2FVC2Y46 00173UAS3 300000.00000000 PA USD 300020.40000000 0.034998808438 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 4.76000000 N N N N N N AREIT CRE Trust N/A 00217VAA8 2348037.78000000 PA USD 2353070.09000000 0.274496831957 Long ABS-CBDO CORP US N 2 2039-06-17 Floating 5.88000000 N N N N N N Accredited Mortgage Loan Trust N/A 004375BL4 1928.61000000 PA USD 1910.91000000 0.000222916751 Long ABS-MBS CORP US N 2 2034-10-25 Floating 4.96000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAR6 2000000.00000000 PA USD 2000830.12000000 0.233406361994 Long DBT CORP IE N 2 2027-10-15 Fixed 4.63000000 N N N N N N AGL CLO 14, LTD. 254900G6P36ERQHAIS15 00851WAL3 3500000.00000000 PA USD 3501757.00000000 0.408496630367 Long ABS-CBDO CORP KY N 2 2034-12-02 Floating 4.80000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XAV6 430000.00000000 PA USD 426782.33000000 0.049786191247 Long DBT CORP US N 2 2027-04-01 Fixed 3.63000000 N N N N N N SUMISHO AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAR3 6020000.00000000 PA USD 5942925.28000000 0.693270535736 Long DBT CORP US N 2 2027-01-15 Fixed 2.20000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 8600000.00000000 PA USD 8338719.36000000 0.972751324590 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N UMBS, TBA N/A 01F050684 43400000.00000000 PA USD 42596498.91000000 4.969084453947 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A 01F052698 75700000.00000000 PA USD 75764457.79000000 8.838284812126 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 5.50000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WGM7 7200000.00000000 PA USD 7210968.41000000 0.841193805616 Long DBT CORP US N 2 2027-03-08 Floating 4.37000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WGP0 1500000.00000000 PA USD 1497976.85000000 0.174746133325 Long DBT CORP US N 2 2027-11-19 Floating 4.28000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCL2 1700000.00000000 PA USD 1713351.58000000 0.199870621252 Long DBT US N 2 2030-01-31 Fixed 5.00000000 N N N N N N Amortizing Residential Collateral Trust N/A 031733AE8 20044.12000000 PA USD 19844.70000000 0.002314978760 Long ABS-O CORP US N 2 2034-10-25 Floating 4.76000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAF8 2200000.00000000 PA USD 2222141.13000000 0.259223345254 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N Asset Backed Securities Corp Home Equity Ln Trst N/A 04541GHW5 1180775.23000000 PA USD 1283896.35000000 0.149772623490 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.59000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A3U3 2300000.00000000 PA USD 2307770.23000000 0.269212387558 Long DBT CORP US N 2 2027-03-25 Floating 4.85000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHL1 7600000.00000000 PA USD 7696725.96000000 0.897859737133 Long ABS-O CORP US N 2 2028-08-21 Fixed 5.90000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDH8 4300000.00000000 PA USD 4313744.95000000 0.503218891642 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.98000000 N N N N N N BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 05565ECX1 2000000.00000000 PA USD 2012686.00000000 0.234789406857 Long DBT CORP US N 2 2028-03-21 Floating 4.56000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAQ8 2700000.00000000 PA USD 2716172.22000000 0.316854424612 Long DBT CORP FR N 2 2027-10-19 Fixed 6.61000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AE46 1700000.00000000 PA USD 1706201.74000000 0.199036558367 Long DBT CORP FR N 2 2027-07-19 Fixed 4.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAC6 1600000.00000000 PA USD 1578387.62000000 0.184126432583 Long DBT CORP FR N 2 2027-10-23 Fixed 3.50000000 N N N N N N BSREP Commercial Mortgage Trust 2021-DC N/A 05591UAA5 3152844.53000000 PA USD 3026743.99000000 0.353084100610 Long ABS-MBS CORP US N 2 2038-08-15 Floating 4.69000000 N N N N N N Bain Capital Credit CLO Limited 549300434Q955VK1W392 05683TBA6 3500000.00000000 PA USD 3501543.50000000 0.408471724576 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 4.70000000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 05684PAL0 3500000.00000000 PA USD 3501648.50000000 0.408483973326 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 4.76000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAB1 1200000.00000000 PA USD 1198594.87000000 0.139821799619 Long DBT CORP ES N 2 2027-04-11 Fixed 4.25000000 N N N N N N Bank of America Auto Trust N/A 06428AAC2 858559.98000000 PA USD 861685.40000000 0.100519705489 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.53000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECP8 6800000.00000000 PA USD 6854810.92000000 0.799646338289 Long DBT CORP GB N 2 2028-03-12 Fixed 5.67000000 N N N N N N BAYER US FINANCE II LLC 529900XWNEXYNJ3X6T40 07274NAL7 4200000.00000000 PA USD 4155096.67000000 0.484711814254 Long DBT CORP US N 2 2028-12-15 Fixed 4.38000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MTM4 8018.88000000 PA USD 7821.52000000 0.000912417556 Long ABS-MBS CORP US N 2 2033-04-25 Variable 5.91000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 07384YJQ0 23753.42000000 PA USD 23944.75000000 0.002793269118 Long ABS-MBS CORP US N 2 2043-03-25 Floating 5.26000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A 073879UQ9 18814.71000000 PA USD 18810.26000000 0.002194306408 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.89000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAF0 3175842.26000000 PA USD 3105305.53000000 0.362248678382 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.04000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DP7 500000.00000000 PA USD 506639.82000000 0.059101947759 Long DBT CORP US N 2 2027-05-01 Fixed 6.26000000 N N N N N N CBRE Services Inc 549300CTE3HOMEUMM603 12610CGQ7 7000000.00000000 PA USD 6981976.96000000 0.814480862454 Long STIV CORP US N 2 2026-07-24 Fixed 4.03000000 N N N N N N Countrywide Asset-Backed Certificates 549300H6I2066O1LC673 126673AW2 939686.46000000 PA USD 921565.73000000 0.107505031150 Long ABS-O CORP US N 2 2034-12-25 Floating 4.30000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607PVR2 3000000.00000000 PA USD 3004309.50000000 0.350467010512 Long DBT CORP CA N 2 2028-01-13 Floating 4.35000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13609FKZ6 6200000.00000000 PA USD 6202170.00000000 0.723512666917 Long DBT CORP CA N 2 2028-06-26 Floating 4.30000000 N N N N N N CANADIAN NATL RESOURCES 549300T15RIMIKZC5Q38 136385BD2 800000.00000000 PA USD 808009.27000000 0.094258129305 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14076LAC7 1064224.06000000 PA USD 1066119.02000000 0.124367860831 Long ABS-O CORP US N 2 2030-01-10 Fixed 4.64000000 N N N N N N CARDS II Trust 549300GWPYLNK6X47W76 14161GCM0 4000000.00000000 PA USD 3998050.40000000 0.466391618961 Long ABS-O CORP US N 2 2031-03-15 Fixed 4.63000000 N N N N N N CarMax Auto Owner Trust N/A 14318XAC9 2701474.43000000 PA USD 2720239.68000000 0.317328913192 Long ABS-O CORP US N 2 2028-07-17 Fixed 6.00000000 N N N N N N CarMax Auto Owner Trust N/A 14319WAD8 4000000.00000000 PA USD 4019464.80000000 0.468889710702 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.84000000 N N N N N N Carvana Auto Receivables Trust N/A 14688AAC1 500000.00000000 PA USD 497389.35000000 0.058022836380 Long ABS-O CORP US N 2 2030-11-11 Fixed 4.04000000 N N N N N N Carvana Auto Receivables Trust N/A 14689MAC4 2841355.27000000 PA USD 2843771.27000000 0.331739461456 Long ABS-O CORP US N 2 2030-05-10 Fixed 4.55000000 N N N N N N Carvana Auto Receivables Trust N/A 146919AC9 520038.24000000 PA USD 519673.64000000 0.060622404933 Long ABS-O CORP US N 2 2029-10-10 Fixed 4.26000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AC0 2500000.00000000 PA USD 2580657.55000000 0.301045992999 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.88000000 N N N N N N Chase Auto Owner Trust N/A 16144KAC2 798129.32000000 PA USD 802525.82000000 0.093618458748 Long ABS-O CORP US N 2 2029-01-25 Fixed 5.68000000 N N N N N N Chase Auto Owner Trust N/A 16144LAC0 1240227.79000000 PA USD 1246520.09000000 0.145412504765 Long ABS-O CORP US N 2 2029-07-25 Fixed 5.22000000 N N N N N N Chase Auto Owner Trust N/A 16144QAC9 646001.84000000 PA USD 645424.51000000 0.075291842778 Long ABS-O CORP US N 2 2029-08-27 Fixed 4.18000000 N N N N N N Chase Auto Owner Trust N/A 16145GAC0 900000.00000000 PA USD 901012.23000000 0.105107367494 Long ABS-O CORP US N 2 2031-06-25 Fixed 4.53000000 N N N N N N Chesapeake IV Funding N/A 16517BAB3 1000000.00000000 PA USD 999429.60000000 0.116588222395 Long ABS-O CORP IE N 2 2028-12-15 Fixed 4.26000000 N N N N N N CITADEL FINANCE LLC 549300BQL283NCR7P163 17287HAE0 1100000.00000000 PA USD 1082759.93000000 0.126309102231 Long DBT CORP US N 2 2029-02-14 Fixed 4.75000000 N N N N N N Citizens Auto Receivables Trust N/A 17295FAD6 416215.60000000 PA USD 417399.98000000 0.048691695439 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.83000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NS6 2200000.00000000 PA USD 2201741.72000000 0.256843656929 Long DBT CORP US N 2 2028-05-24 Fixed 4.66000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PZ8 1800000.00000000 PA USD 1801114.94000000 0.210108635149 Long DBT CORP US N 2 2028-05-07 Fixed 4.64000000 N N N N N N Citizens Auto Receivables Trust N/A 17331KAE9 4735000.00000000 PA USD 4764779.36000000 0.555834203517 Long ABS-O CORP US N 2 2030-10-15 Fixed 5.78000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 21038QG73 600000.00000000 PA USD 599594.00000000 0.069945495529 Long STIV CORP US N 2 2026-07-07 Fixed 4.06000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAZ4 3000000.00000000 PA USD 2967251.01000000 0.346143961171 Long DBT US N 2 2027-03-15 Fixed 2.90000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAH0 4900000.00000000 PA USD 4851490.05000000 0.565949418445 Long DBT CORP DE N 2 2028-01-07 Fixed 2.55000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 2000000.00000000 PA USD 2001637.48000000 0.233500544383 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 231465.05000000 0.027001500381 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 56500000.00000000 DKK 8956660.07000000 USD 2027-01-04 231465.05000000 N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 26138EAX7 1600000.00000000 PA USD 1583505.42000000 0.184723448325 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 26245XAY3 1300000.00000000 PA USD 1301041.30000000 0.151772663556 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 4.81000000 N N N N N N Dryden Senior Loan Fund 549300KI3ILQQHC87U86 262487AJ0 3500000.00000000 PA USD 3501526.00000000 0.408469683117 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 4.68000000 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAC3 500000.00000000 PA USD 500068.15000000 0.058335331157 Long DBT US N 2 2026-12-15 Fixed 4.75000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 5200000.00000000 PA USD 5221060.00000000 0.609061513105 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -82699.58000000 -0.00964729984 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 17000000.00000000 BRL 3137978.77000000 USD 2026-10-02 -82699.58000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -27347.96000000 -0.00319026977 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3200000.00000000 BRL 578897.38000000 USD 2026-10-02 -27347.96000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -21000.82000000 -0.00244984566 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 3200000.00000000 BRL 585244.52000000 USD 2026-10-02 -21000.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -31656.63000000 -0.00369289664 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4300000.00000000 BRL 782985.54000000 USD 2026-10-02 -31656.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -68512.92000000 -0.00799235839 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9300000.00000000 BRL 1693387.59000000 USD 2026-10-02 -68512.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -32804.83000000 -0.00382683964 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4400000.00000000 BRL 819092.30000000 USD 2026-07-02 -32804.83000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -75417.98000000 -0.00879786652 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9000000.00000000 BRL 1667098.88000000 USD 2026-07-02 -75417.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -42106.02000000 -0.00491186775 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4400000.00000000 BRL 809791.11000000 USD 2026-07-02 -42106.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 8338.33000000 0.000972705903 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 206006.00000000 USD 1107076.24000000 BRL 2026-07-02 8338.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -59913.38000000 -0.00698918110 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8200000.00000000 BRL 1527713.09000000 USD 2026-07-02 -59913.38000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -27907.63000000 -0.00325555794 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4200000.00000000 BRL 785266.90000000 USD 2026-07-02 -27907.63000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 174224.92000000 0.020324166624 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4344280.13000000 USD 23337820.40000000 BRL 2026-07-02 174224.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -61374.94000000 -0.00715967903 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8200000.00000000 BRL 1526251.53000000 USD 2026-07-02 -61374.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -19501.54000000 -0.00227494751 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3200000.00000000 BRL 600060.01000000 USD 2026-07-02 -19501.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 18159.49000000 0.002118390988 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 552673.87000000 USD 2948321.66000000 BRL 2026-07-02 18159.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -5313.95000000 -0.00061989757 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 229593.31000000 USD 1158390.09000000 BRL 2026-07-02 -5313.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -284.49000000 -0.00003318711 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 155198.74000000 ILS 51878.00000000 USD 2026-07-07 -284.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -798.63000000 -0.00009316399 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1041134.61000000 ILS 349128.00000000 USD 2026-07-07 -798.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -150.15000000 -0.00001751571 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 154379.53000000 ILS 51737.00000000 USD 2026-07-07 -150.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -5894.48000000 -0.00068761916 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 315675.25000000 USD 1600000.00000000 BRL 2026-07-02 -5894.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5838.96000000 0.000681142490 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1700000.00000000 BRL 327906.80000000 USD 2026-10-02 5838.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 316.60000000 0.000036932897 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 178984.81000000 ILS 60496.32000000 USD 2026-07-21 316.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3142.01000000 0.000366530429 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1020280.60000000 ILS 346189.00000000 USD 2026-07-21 3142.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 9549.78000000 0.001114027315 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1139601.68000000 ILS 392571.32000000 USD 2026-07-07 9549.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -43091.62000000 -0.00502684268 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3333957.10000000 USD 57923170.47000000 MXN 2026-09-17 -43091.62000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7751.40000000 0.000904237724 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 10331518.55000000 THB 320755.00000000 USD 2026-09-16 7751.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 7154.99000000 0.000834663657 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 9598233.75000000 THB 297943.00000000 USD 2026-09-16 7154.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1381.48000000 -0.00016115622 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 127430.36000000 USD 2235103.03000000 MXN 2026-12-16 -1381.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 8725.20000000 0.001017836131 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11575023.01000000 THB 359402.00000000 USD 2026-09-16 8725.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 19820.57000000 0.002312163881 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1214525.00000000 USD 116983169.45000000 INR 2026-07-20 19820.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 323.96000000 0.000037791476 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1147630.00000000 TWD 36254.32000000 USD 2026-09-16 323.96000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 12043.72000000 0.001404957293 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 668843.03000000 USD 64529975.53000000 INR 2026-07-20 12043.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1873.95000000 0.000218605191 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3912862.49000000 THB 120418.00000000 USD 2026-09-16 1873.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2870.30000000 0.000334834164 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 5814950.64000000 THB 179040.00000000 USD 2026-09-16 2870.30000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 140.83000000 0.000016428490 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 370694.26000000 THB 11371.38000000 USD 2026-09-16 140.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2469.45000000 -0.00028807310 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 223751.00000000 USD 3987242820.00000000 IDR 2026-09-16 -2469.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2481.86000000 -0.00028952078 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 223751.00000000 USD 3987019069.00000000 IDR 2026-09-16 -2481.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 12966.31000000 0.001512581810 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 475334.70000000 USD 46223019.77000000 INR 2026-07-01 12966.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7442.47000000 -0.00086819956 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1332568.21000000 USD 23497175.25000000 MXN 2026-12-16 -7442.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 1200.85000000 0.000140084871 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 342671.20000000 BRL 66573.00000000 USD 2026-09-02 1200.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 919.39000000 0.000107251221 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 255499.67000000 BRL 49997.00000000 USD 2026-08-04 919.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 666.99000000 0.000077807559 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 156597.55000000 BRL 30747.00000000 USD 2026-08-04 666.99000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 749389.31000000 0.087419831806 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 33571594.74000000 EUR 39111377.87000000 USD 2026-07-02 749389.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 10134.27000000 0.001182210857 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2629971.07000000 BRL 515311.80000000 USD 2026-08-04 10134.27000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 183.36000000 0.000021389817 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2465854739.00000000 IDR 138000.00000000 USD 2026-07-02 183.36000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 391.77000000 0.000045701836 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 152924.82000000 BRL 30000.00000000 USD 2026-07-02 391.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -9363.76000000 -0.00109232719 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 58629540.00000000 INR 610000.00000000 USD 2026-07-01 -9363.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 233.18000000 0.000027201557 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 9836585000.00000000 IDR 550000.00000000 USD 2026-07-02 233.18000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 32556.82000000 0.003797908097 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1496655.00000000 AUD 1068731.40000000 USD 2026-07-02 32556.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -47326.35000000 -0.00552084410 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2156109.00000000 USD 342824133.00000000 JPY 2026-07-02 -47326.35000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1331.53000000 0.000155329315 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2681122.01000000 CNY 396205.00000000 USD 2026-07-02 1331.53000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 15090.04000000 0.001760325028 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1094916.23000000 GBP 1467438.48000000 USD 2026-07-02 15090.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 10469.55000000 0.001221322866 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 315000.00000000 CHF 400406.25000000 USD 2026-07-02 10469.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3779.41000000 0.000440886175 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 186000.00000000 EUR 216320.10000000 USD 2026-07-02 3779.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 26747.40000000 0.003120211588 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1386302.00000000 AUD 986521.62000000 USD 2026-07-02 26747.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 105766.76000000 0.012338196244 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5859120.51000000 CAD 4237353.84000000 USD 2026-07-02 105766.76000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -8353.39000000 -0.00097446272 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 434301.96000000 USD 2200000.00000000 BRL 2026-07-02 -8353.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 8327.17000000 0.000971404036 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2274000.00000000 BRL 439140.26000000 USD 2026-10-02 8327.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 158418.44000000 0.018480265457 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5113000.00000000 NZD 3062600.08000000 USD 2026-07-02 158418.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9227.84000000 -0.00107647148 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 450959.00000000 USD 386570.67000000 EUR 2026-07-02 -9227.84000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 16950.91000000 0.001977404376 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 678043.00000000 AUD 486378.35000000 USD 2026-07-02 16950.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 70183.45000000 0.008187233675 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1692637.69000000 CHF 2165489.96000000 USD 2026-07-02 70183.45000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 266.45000000 0.000031082661 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 451521.00000000 USD 8140697870.00000000 IDR 2026-09-16 266.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -89018.64000000 -0.01038444828 N/A DFE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3903423.68000000 USD 620106629.00000000 JPY 2026-07-02 -89018.64000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 77448.42000000 0.009034727023 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 6848402.91000000 SGD 5371622.49000000 USD 2026-07-02 77448.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4138.76000000 0.000482806063 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4827000.00000000 CNY 715055.39000000 USD 2026-07-02 4138.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -35840.69000000 -0.00418098717 N/A DFE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1038330.10000000 USD 1448000.00000000 AUD 2026-07-02 -35840.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -896.97000000 -0.00010463582 N/A DFE BR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 40000.00000000 USD 201964.92000000 BRL 2026-07-02 -896.97000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2092.81000000 -0.00024413625 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 110000.00000000 USD 166949374.00000000 KRW 2026-07-06 -2092.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 1045.20000000 0.000121927557 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 8223027574.00000000 IDR 460000.00000000 USD 2026-07-06 1045.20000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3169.01000000 0.000369680108 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 5871609.72000000 THB 180000.00000000 USD 2026-07-06 3169.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 5607.08000000 0.000654092584 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 318000.00000000 CAD 229846.31000000 USD 2026-07-02 5607.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -20699.69000000 -0.00241471741 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 616197.00000000 USD 2240178.03000000 PLN 2026-07-10 -20699.69000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1191.79000000 -0.00013902797 N/A DFE CN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 290153.55000000 USD 1962000.00000000 CNY 2026-07-02 -1191.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 7686.31000000 0.000896644665 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 235000.00000000 CHF 298591.47000000 USD 2026-07-02 7686.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2964.70000000 -0.00034584637 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 376405.22000000 USD 6573000.00000000 MXN 2026-09-17 -2964.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 39121.39000000 0.004563696450 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3109174.79000000 ILS 1084886.00000000 USD 2026-08-05 39121.39000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 5430.97000000 0.000633548514 N/A DFE ID N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 637261.00000000 USD 11580580914.00000000 IDR 2026-09-16 5430.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 5697.37000000 0.000664625342 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 606978.00000000 USD 11039715864.00000000 IDR 2026-09-16 5697.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -47592.01000000 -0.00555183461 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1570328.54000000 USD 5728322.96000000 PLN 2026-07-10 -47592.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 39021.80000000 0.004552078802 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4048963.11000000 ILS 1400882.30000000 USD 2026-08-05 39021.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 3996.47000000 0.000466207257 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 527044.58000000 USD 9568757872.00000000 IDR 2026-09-16 3996.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 39.21000000 0.000004574033 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 48091.28000000 USD 74441550.00000000 KRW 2026-07-15 39.21000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -363.48000000 -0.00004240167 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 49411.40000000 USD 1618957.50000000 THB 2026-09-16 -363.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1017.37000000 -0.00011868105 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 1244311791.00000000 IDR 68038.68000000 USD 2026-09-16 -1017.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -619.99000000 -0.00007232478 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4404673.20000000 INR 45632.46000000 USD 2026-09-16 -619.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -431.49000000 -0.00005033536 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 363774.60000000 BRL 70000.00000000 USD 2026-07-02 -431.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -53594.52000000 -0.00625205598 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4360400.20000000 USD 3769000.00000000 EUR 2026-07-02 -53594.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -348.22000000 -0.00004062152 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 3870915.69000000 INR 40299.37000000 USD 2026-09-16 -348.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -31689.71000000 -0.00369675558 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2188918.46000000 USD 350700000.00000000 JPY 2026-07-02 -31689.71000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 6862.93000000 0.000800593467 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 758671517.00000000 KRW 497385.15000000 USD 2026-07-15 6862.93000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1225.98000000 0.000143016405 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 135366515.00000000 KRW 88747.76000000 USD 2026-07-15 1225.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2973.28000000 0.000346847271 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 308958.00000000 USD 29632161.78000000 INR 2026-08-18 2973.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 288.49000000 0.000033653732 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 309152.00000000 USD 29468368.64000000 INR 2026-09-16 288.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 3881.28000000 0.000452769795 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7188350.00000000 THB 221659.47000000 USD 2026-09-16 3881.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1726.07000000 -0.00020135428 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 92698629.33000000 INR 971680.69000000 USD 2026-09-16 -1726.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 9442.41000000 0.001101502093 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12084721375.00000000 IDR 680112.86000000 USD 2026-09-16 9442.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -402.19000000 -0.00004691737 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 17913.10000000 USD 27083443.00000000 KRW 2026-07-15 -402.19000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -888.14000000 -0.00010360576 N/A DFE KR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 39556.79000000 USD 59807295.00000000 KRW 2026-07-15 -888.14000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 187.23000000 0.000021841271 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 365489.40000000 THB 11260.09000000 USD 2026-09-16 187.23000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 169.41000000 0.000019762483 N/A DFE IN N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 598298.00000000 USD 57065064.94000000 INR 2026-09-30 169.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -45211.89000000 -0.00527418227 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2217041.50000000 USD 3137000.00000000 AUD 2026-07-02 -45211.89000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 5839.67000000 0.000681225315 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 382000.00000000 GBP 512542.46000000 USD 2026-07-02 5839.67000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 355.66000000 0.000041489432 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 15860243.64000000 INR 166900.39000000 USD 2026-09-16 355.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2400.49000000 -0.00028002859 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 980139.58000000 USD 93111201.81000000 INR 2026-09-16 -2400.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -341.66000000 -0.00003985626 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 131517.37000000 USD 12417212.49000000 INR 2026-07-01 -341.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 194.91000000 0.000022737179 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12505986.71000000 INR 131517.37000000 USD 2026-09-16 194.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 224.15000000 0.000026148164 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1044244.38000000 THB 31860.57000000 USD 2026-09-16 224.15000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2414.95000000 -0.00028171541 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 688030.08000000 USD 600000.00000000 EUR 2026-07-02 -2414.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6386.97000000 0.000745070466 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 890410.00000000 AUD 622841.80000000 USD 2026-07-02 6386.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6374.98000000 -0.00074367177 N/A DFE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 622444.67000000 USD 890410.00000000 AUD 2026-08-04 -6374.98000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -6279.40000000 -0.00073252191 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 2058554.01000000 USD 1796000.00000000 EUR 2026-07-02 -6279.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -6831.36000000 -0.00079691067 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1862632.17000000 USD 9585105.15000000 BRL 2026-07-02 -6831.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 6736.85000000 0.000785885635 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 9796141.37000000 BRL 1862632.17000000 USD 2026-10-02 6736.85000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -154.81000000 -0.00001805932 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 145418.00000000 BRL 28000.00000000 USD 2026-07-02 -154.81000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -556.08000000 -0.00006486938 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 4964770800.00000000 IDR 276000.00000000 USD 2026-07-27 -556.08000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1099.49000000 -0.00012826074 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 124000.00000000 USD 190059760.00000000 KRW 2026-07-27 -1099.49000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 893.58000000 0.000104240362 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 412000.00000000 USD 39153472.40000000 INR 2026-07-27 893.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -872.70000000 -0.00010180461 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4913940.40000000 THB 148000.00000000 USD 2026-09-16 -872.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -540.92000000 -0.00006310089 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 248644.00000000 USD 933351.72000000 PLN 2026-07-23 -540.92000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2060.80000000 -0.00024040213 N/A DFE IN N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 620000.00000000 USD 58606802.00000000 INR 2026-07-29 -2060.80000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -742.86000000 -0.00008665815 N/A DFE KR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 180000.00000000 USD 277212600.00000000 KRW 2026-07-27 -742.86000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -2894.88000000 -0.00033770153 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7357240.00000000 THB 220000.00000000 USD 2026-09-16 -2894.88000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -255.47000000 -0.00002980179 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 207917.20000000 BRL 40000.00000000 USD 2026-07-02 -255.47000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -1890.33000000 -0.00022051599 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 7394309000.00000000 IDR 410000.00000000 USD 2026-07-27 -1890.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 934.02000000 0.000108957881 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 443116.00000000 USD 7945069880.00000000 IDR 2026-07-02 934.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -396.75000000 -0.00004628277 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7991597060.00000000 IDR 443116.00000000 USD 2026-09-16 -396.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -132.25000000 -0.00001542759 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2663859675.00000000 IDR 147705.00000000 USD 2026-09-16 -132.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 311.34000000 0.000036319293 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 147705.00000000 USD 2648350650.00000000 IDR 2026-07-02 311.34000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -0.40000000 -0.00000004666 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1480.00000000 THB 44.44000000 USD 2026-09-16 -0.40000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -116.42000000 -0.00001358094 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 108000.00000000 ILS 36214.95000000 USD 2026-08-12 -116.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 93.97000000 0.000010962048 N/A DFE PL N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 23829.78000000 USD 90000.00000000 PLN 2026-07-23 93.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -711.66000000 -0.00008301852 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 133000.00000000 CHF 163928.28000000 USD 2026-07-02 -711.66000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -248.95000000 -0.00002904120 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 602000.00000000 MXN 33953.27000000 USD 2026-09-17 -248.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 250.81000000 0.000029258180 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 95247.13000000 USD 1708676364.00000000 IDR 2026-07-02 250.81000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -139.73000000 -0.00001630016 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1718763035.00000000 IDR 95247.13000000 USD 2026-09-16 -139.73000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1140.47000000 -0.00013304125 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 4233386.30000000 THB 127114.17000000 USD 2026-09-16 -1140.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 162.37000000 0.000018941233 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 127505296.00000000 KRW 82575.00000000 USD 2026-07-06 162.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -147.67000000 -0.00001722640 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 82575.00000000 USD 127487130.00000000 KRW 2026-07-15 -147.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -48.88000000 -0.00000570208 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 150000.00000000 ILS 50411.36000000 USD 2026-08-12 -48.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -1351.18000000 -0.00015762158 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 195000.00000000 CHF 240038.20000000 USD 2026-07-02 -1351.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -451.50000000 -0.00005266962 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 879000.00000000 MXN 49488.29000000 USD 2026-09-17 -451.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 14507.11000000 0.001692323468 N/A DFE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 4222935.00000000 USD 6009236.51000000 CAD 2026-07-02 14507.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -14884.59000000 -0.00173635830 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6000697.73000000 CAD 4222935.00000000 USD 2026-08-04 -14884.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 24793.67000000 0.002892299679 N/A DFE BR N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 7293777.13000000 USD 37800000.00000000 BRL 2026-07-02 24793.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -31261.69000000 -0.00364682501 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 41600000.00000000 BRL 7554708.07000000 USD 2027-04-02 -31261.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2720.33000000 0.000317339449 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 37337748.39000000 BRL 7231793.22000000 USD 2026-07-02 2720.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2556.91000000 -0.00029827572 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7231793.22000000 USD 37894596.47000000 BRL 2026-09-02 -2556.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1129.43000000 0.000131753388 N/A DFE TH N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 166413.00000000 USD 5563186.59000000 THB 2026-07-06 1129.43000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1550.15000000 0.000180832379 N/A DFE ID N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 458746.31000000 USD 8247065913.00000000 IDR 2026-07-06 1550.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -5.44000000 -0.00000063460 N/A DFE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 39391586.00000000 KRW 25455.18000000 USD 2026-07-06 -5.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 10.55000000 0.000001230707 N/A DFE KR N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 25455.18000000 USD 39386851.00000000 KRW 2026-07-15 10.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1751.13000000 -0.00020427765 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 5550705.62000000 THB 166413.00000000 USD 2026-09-16 -1751.13000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -1449.48000000 -0.00016908874 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 8292206550.00000000 IDR 458746.31000000 USD 2026-09-16 -1449.48000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 37.89000000 0.000004420048 N/A DFE TH N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 9250.66000000 USD 308423.13000000 THB 2026-07-06 37.89000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -70.25000000 -0.00000819499 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 308423.13000000 THB 9273.73000000 USD 2026-09-16 -70.25000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 52939.54000000 0.006175649453 N/A DFE XX N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 31035163.13000000 USD 27206024.07000000 EUR 2026-07-02 52939.54000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -54283.70000000 -0.00633245211 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 27206024.07000000 EUR 31076951.59000000 USD 2026-08-04 -54283.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 714.12000000 0.000083305498 N/A DFE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 300000.00000000 USD 226710.88000000 GBP 2026-08-04 714.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -2028.50000000 -0.00023663418 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 621392.26000000 USD 58629540.00000000 INR 2026-07-01 -2028.50000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC 2028.86000000 0.000236676180 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 58640232.26000000 INR 621505.58000000 USD 2026-07-01 2028.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 174.80000000 0.000020391252 N/A DFE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 123413.90000000 USD 175000.00000000 CAD 2026-08-04 174.80000000 N N N ELFI Graduate Loan Program 2021-A LLC N/A 28628BAA6 1639378.78000000 PA USD 1456670.34000000 0.169927532220 Long ABS-O CORP US N 2 2046-12-26 Fixed 1.53000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 292480AK6 1814000.00000000 PA USD 1814192.45000000 0.211634188969 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCA1 700000.00000000 PA USD 703951.24000000 0.082119264552 Long DBT CORP CA N 2 2027-04-05 Fixed 5.25000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBD9 1400000.00000000 PA USD 1416779.17000000 0.165274037267 Long DBT CORP NL N 2 2029-06-26 Fixed 5.13000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29366GJ36 2200000.00000000 PA USD 2183886.10000000 0.254760713823 Long STIV CORP US N 2 2026-09-03 Fixed 4.12000000 N N N N N N Enterprise Fleet Financing LLC N/A 29373NAB3 4500000.00000000 PA USD 4488563.70000000 0.523612331364 Long ABS-O CORP US N 2 2028-08-20 Fixed 4.05000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 29442LGW2 2200000.00000000 PA USD 2192822.50000000 0.255803187441 Long STIV CORP US N 2 2026-07-30 Fixed 4.05000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAR8 4375000.00000000 PA USD 4387771.19000000 0.511854405071 Long DBT CORP US N 2 2027-11-19 Fixed 4.88000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCZ9 5200000.00000000 PA USD 5215281.76000000 0.608387453892 Long ABS-O CORP CA N 2 2029-10-15 Floating 4.22000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2M3 6000000.00000000 PA USD 5900541.72000000 0.688326291620 Long DBT CORP US N 2 2029-01-09 Fixed 4.50000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31351DC90 1161902.06000000 PA USD 1142444.96000000 0.133271645217 Long ABS-MBS USGSE US N 2 2038-02-15 Floating 4.11000000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31351DDT5 542513.70000000 PA USD 538856.99000000 0.062860234066 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 4.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A0J65 465521.60000000 PA USD 465447.91000000 0.054296715290 Long ABS-MBS USGSE US N 2 2041-09-25 Floating 4.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABM83 3889782.54000000 PA USD 3391849.14000000 0.395675355087 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AKWD1 198969.60000000 PA USD 197922.66000000 0.023088620850 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 4.08000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVKR9 1421035.87000000 PA USD 1409257.33000000 0.164396578810 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.96000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 3136AVY52 451998.85000000 PA USD 448019.50000000 0.052263608265 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYN82 1145932.30000000 PA USD 1139631.74000000 0.132943469706 Long ABS-MBS USGSE US N 2 2047-11-25 Floating 4.11000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B5K95 1135849.60000000 PA USD 1105078.07000000 0.128912619547 Long ABS-MBS USGSE US N 2 2049-09-25 Floating 4.16000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B9TM9 1470934.02000000 PA USD 1485396.39000000 0.173278562754 Long ABS-MBS USGSE US N 2 2050-05-25 Floating 4.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTQJ5 2851817.36000000 PA USD 2876103.72000000 0.335511195724 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.98000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTS53 1144396.96000000 PA USD 1149140.14000000 0.134052669848 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BTXD0 2109438.21000000 PA USD 2140564.87000000 0.249707086036 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU5D8 1701651.83000000 PA USD 1710312.22000000 0.199516065434 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BU5M8 384277.05000000 PA USD 386531.26000000 0.045090712245 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUEQ9 2989389.48000000 PA USD 2996964.89000000 0.349610226779 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUFJ4 2664258.94000000 PA USD 2675840.21000000 0.312149503574 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUFY1 1759544.50000000 PA USD 1768001.75000000 0.206245823841 Long ABS-MBS USGSE US N 2 2054-06-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUQH6 2960620.30000000 PA USD 2977102.37000000 0.347293169230 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.78000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUTN0 549323.75000000 PA USD 554258.82000000 0.064656930884 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BUU65 641029.01000000 PA USD 645854.93000000 0.075342053321 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 4.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVBY3 1952715.49000000 PA USD 1969491.85000000 0.229750603557 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.79000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVF78 984856.59000000 PA USD 989291.30000000 0.115405541418 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVFH6 245282.08000000 PA USD 246752.89000000 0.028784899722 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVGN2 578914.98000000 PA USD 581839.54000000 0.067874353218 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVJ66 882159.07000000 PA USD 888680.70000000 0.103668835793 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BVKH0 8379699.50000000 PA USD 8419316.21000000 0.982153330966 Long ABS-MBS USGSE US N 2 2054-09-25 Floating 4.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BWNW2 723545.25000000 PA USD 729075.60000000 0.085050140796 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXN67 894516.17000000 PA USD 897013.93000000 0.104640946758 Long ABS-MBS USGSE US N 2 2053-12-25 Floating 4.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXS39 1092653.70000000 PA USD 1097695.64000000 0.128051423930 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXY40 583787.18000000 PA USD 587018.97000000 0.068478558394 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BXZK3 855995.75000000 PA USD 860276.33000000 0.100355330764 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.53000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136G5JT8 5867648.87000000 PA USD 5865522.43000000 0.684241124670 Long ABS-MBS USGSE US N 2 2056-04-25 Floating 4.68000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AX2H5 4225649.76000000 PA USD 3665970.90000000 0.427652963833 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BBVB3 447599.68000000 PA USD 443313.24000000 0.051714600624 Long ABS-MBS USGSE US N 2 2040-01-15 Floating 4.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BCL48 1134912.52000000 PA USD 1123408.93000000 0.131051001662 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BFMR9 691632.75000000 PA USD 684113.60000000 0.079805109374 Long ABS-MBS USGSE US N 2 2040-06-15 Floating 4.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FBCF1 1278686.00000000 PA USD 1265546.99000000 0.147632083261 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 4.11000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FNWL0 1602821.61000000 PA USD 1583940.37000000 0.184774187314 Long ABS-MBS USGSE US N 2 2038-12-15 Floating 4.16000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQZF3 244293.50000000 PA USD 223546.85000000 0.026077804643 Long ABS-MBS USGSE US N 2 2048-10-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0VA3 3774945.60000000 PA USD 3277083.12000000 0.382287352307 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHKS9 1250982.62000000 PA USD 1260589.42000000 0.147053759112 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHUD1 1886571.16000000 PA USD 1902306.67000000 0.221913132356 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHWV9 1825007.32000000 PA USD 1834608.68000000 0.214015839426 Long ABS-MBS USGSE US N 2 2055-01-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJ7M3 248610.49000000 PA USD 248636.82000000 0.029004669129 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJAP2 2246025.71000000 PA USD 2260919.11000000 0.263746981292 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJB30 2201276.00000000 PA USD 2214147.52000000 0.258290852579 Long ABS-MBS USGSE US N 2 2054-10-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJG84 1694883.83000000 PA USD 1703343.16000000 0.198703091396 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJGE1 271254.12000000 PA USD 271205.78000000 0.031637445792 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKEX8 8107476.81000000 PA USD 8154347.75000000 0.951243498255 Long ABS-MBS USGSE US N 2 2054-11-25 Floating 4.57000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKGJ7 546672.30000000 PA USD 551033.27000000 0.064280655115 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKKP8 1389621.02000000 PA USD 1398247.37000000 0.163112214544 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKP40 3402572.25000000 PA USD 3411874.54000000 0.398011413364 Long ABS-MBS USGSE US N 2 2055-03-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKPJ7 4117781.89000000 PA USD 4130209.36000000 0.481808591022 Long ABS-MBS USGSE US N 2 2055-04-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLEP3 3872181.36000000 PA USD 3894304.68000000 0.454289186658 Long ABS-MBS USGSE US N 2 2055-05-25 Floating 4.56000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLNN8 2464252.68000000 PA USD 2480971.40000000 0.289417128869 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLSA1 3753016.48000000 PA USD 3785779.94000000 0.441629258913 Long ABS-MBS USGSE US N 2 2052-10-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZ21 1281707.09000000 PA USD 1291460.24000000 0.150654987280 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 4.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLZD7 1081498.83000000 PA USD 1089451.52000000 0.127089708072 Long ABS-MBS USGSE US N 2 2055-06-25 Floating 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HM2M1 2956010.24000000 PA USD 2975405.81000000 0.347095257427 Long ABS-MBS USGSE US N 2 2055-07-25 Floating 5.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMD23 1448269.14000000 PA USD 1466719.36000000 0.171099798259 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMDP2 947484.42000000 PA USD 960196.06000000 0.112011443113 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.83000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMGJ3 1529317.49000000 PA USD 1545138.13000000 0.180247721231 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HMGK0 676377.11000000 PA USD 682256.11000000 0.079588424320 Long ABS-MBS USGSE US N 2 2055-08-25 Floating 4.58000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNCM8 424661.73000000 PA USD 426434.78000000 0.049745647885 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNQX9 736316.29000000 PA USD 742207.04000000 0.086581985807 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HNV47 626616.89000000 PA USD 631683.78000000 0.073688921186 Long ABS-MBS USGSE US N 2 2055-11-25 Floating 4.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HRYV5 2755723.26000000 PA USD 2778122.61000000 0.324081232630 Long ABS-MBS USGSE US N 2 2056-06-25 Floating 5.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q1EY2 8700000.00000000 PA USD 8540279.14000000 0.996264232809 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 4.30000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAK9 2231000.00000000 PA USD 2273385.72000000 0.265201270718 Long DBT CORP CA N 2 2028-03-14 Fixed 5.70000000 N N N N N N Finance America Mortgage Loan Trust N/A 317350BD7 244919.92000000 PA USD 237715.11000000 0.027730599645 Long ABS-O CORP US N 2 2034-08-25 Floating 4.59000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAG4 3300000.00000000 PA USD 3275570.40000000 0.382110886315 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AH0 800000.00000000 PA USD 795425.30000000 0.092790149276 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Ford Auto Securitization Trust 549300OMOD4L2OWKWN21 345214BT6 893019.28000000 PA 632370.36000000 0.073769014013 Long ABS-O CORP CA N 2 2028-11-15 Fixed 3.72000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34535CAA4 3400000.00000000 PA USD 3455724.98000000 0.403126776017 Long ABS-O CORP US N 2 2036-02-15 Fixed 5.28000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34535QAA3 6000000.00000000 PA USD 6038820.60000000 0.704457181493 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.85000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CR9 500000.00000000 PA USD 499209.94000000 0.058235216874 Long DBT CORP US N 2 2026-12-08 Fixed 4.35000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 2366000.00000000 PA USD 2359060.55000000 0.275195647644 Long DBT CORP US N 2 2027-01-09 Fixed 4.27000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 300000.00000000 PA USD 297347.77000000 0.034687033421 Long DBT CORP US N 2 2027-08-17 Fixed 4.13000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 1200000.00000000 PA USD 1200689.17000000 0.140066109688 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397F81 6200000.00000000 PA USD 6207298.39000000 0.724110918034 Long DBT CORP US N 2 2026-11-05 Fixed 5.13000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2N4 3200000.00000000 PA USD 3186278.02000000 0.371694504954 Long DBT CORP US N 2 2027-09-23 Fixed 4.40000000 N N N N N N GCAT 254900KVL1UYCCX9U836 36168XAA7 1042554.91000000 PA USD 970391.34000000 0.113200771078 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.89000000 N N N N N N GSR MORTGAGE LOAN TRUST 2005-5F N/A 36242D7K3 85724.80000000 PA USD 83654.45000000 0.009758689977 Long ABS-CBDO CORP US N 2 2035-06-25 Floating 4.26000000 N N N N N N GS Mortgage-Backed Securities Trust 25490038RWR4AJZ5B524 362949BR9 1063047.97000000 PA USD 1064801.47000000 0.124214162349 Long ABS-MBS CORP US N 2 2054-11-25 Floating 4.98000000 N N N N N N Gallatin Loan Management, LLC N/A 36361UAL4 294633.25000000 PA USD 294850.98000000 0.034395770977 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.02000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BHA2 1500000.00000000 PA USD 1493250.00000000 0.174194723762 Long STIV CORP US N 2 2026-08-10 Fixed 4.05000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 37790BHB0 1500000.00000000 PA USD 1493081.25000000 0.174175038270 Long STIV CORP US N 2 2026-08-11 Fixed 4.05000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 3300000.00000000 PA USD 3288699.48000000 0.383642456022 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A 38014AAD3 2778277.26000000 PA USD 2780629.63000000 0.324373688452 Long ABS-O CORP US N 2 2029-08-16 Fixed 4.40000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300LOEERRNVSKVY31 38136NAY2 3000000.00000000 PA USD 3002232.00000000 0.350224660244 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.83000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GVX9 700000.00000000 PA USD 703500.04000000 0.082066629924 Long DBT CORP US N 2 2027-10-28 Floating 5.68000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYM0 6400000.00000000 PA USD 6350175.42000000 0.740778204002 Long DBT CORP US N 2 2027-10-21 Fixed 1.95000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYR9 4700000.00000000 PA USD 4706307.21000000 0.549013148759 Long DBT CORP US N 2 2027-10-21 Floating 4.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXT8 319523.16000000 PA USD 321256.54000000 0.037476105301 Long ABS-MBS USGA US N 2 2066-08-20 Floating 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RZN9 195995.08000000 PA USD 196897.38000000 0.022969017055 Long ABS-MBS USGA US N 2 2066-09-20 Floating 4.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381ND21 457938.10000000 PA USD 464269.41000000 0.054159237653 Long ABS-MBS USGA US N 2 2055-07-20 Floating 4.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NNT1 4158570.25000000 PA USD 4192208.92000000 0.489041134955 Long ABS-MBS USGA US N 2 2055-06-20 Floating 4.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YA52 1089824.64000000 PA USD 1096019.09000000 0.127855846389 Long ABS-MBS USGA US N 2 2072-10-20 Floating 4.36000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382YN82 3222258.90000000 PA USD 3252724.07000000 0.379445753120 Long ABS-MBS USGA US N 2 2073-01-20 Floating 4.51000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KFR8 7169206.11000000 PA USD 7289696.81000000 0.850377848402 Long ABS-MBS USGA US N 2 2073-09-20 Floating 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383KKA9 1937005.41000000 PA USD 1932683.95000000 0.225456786733 Long ABS-MBS USGA US N 2 2073-09-20 Floating 3.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384GP87 254948.58000000 PA USD 256353.63000000 0.029904871765 Long ABS-MBS USGA US N 2 2054-01-20 Floating 4.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GMK2 802329.92000000 PA USD 810055.07000000 0.094496781617 Long ABS-MBS USGA US N 2 2055-05-20 Floating 4.56000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GQ77 498076.98000000 PA USD 504887.29000000 0.058897506788 Long ABS-MBS USGA US N 2 2055-06-20 Floating 4.76000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GWL9 2492019.93000000 PA USD 2388309.54000000 0.278607681619 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.50000000 N N N N N N Greywolf CLO Ltd 5493002TWMA4NNPZ2B66 39809CAY0 2071611.51000000 PA USD 2072792.33000000 0.241801096494 Long ABS-CBDO CORP KY N 2 2033-04-22 Floating 4.89000000 N N N N N N Greywolf CLO Ltd 5493008JNE27URH1VF66 39809TAW7 300000.00000000 PA USD 300284.10000000 0.035029570299 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 4.92000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BU2 3667000.00000000 PA USD 3665326.05000000 0.427577739010 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 7900000.00000000 PA USD 7909846.09000000 0.922721215233 Long DBT CORP GB N 2 2028-06-09 Fixed 4.76000000 N N N N N N HONDA MOTOR CO LTD 549300P7ZYCQJ36CCS16 438127AB8 562000.00000000 PA USD 554581.76000000 0.064694603372 Long DBT CORP JP N 2 2027-03-10 Fixed 2.53000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43816DAC9 2806658.28000000 PA USD 2807722.85000000 0.327534241591 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.33000000 N N N N N N HPEFS Equipment Trust N/A 442927AB5 8000000.00000000 PA USD 7992581.60000000 0.932372706484 Long ABS-O CORP US N 2 2032-11-22 Fixed 4.07000000 N N N N N N Huntington Auto Trust N/A 446144AE7 1129143.42000000 PA USD 1134114.25000000 0.132299828222 Long ABS-O CORP US N 2 2029-01-16 Fixed 5.23000000 N N N N N N HUNTINGTON INGALLS INDUS 5TZLZ6WJTBVJ0QWBG121 446413BA3 4300000.00000000 PA USD 4371088.29000000 0.509908265337 Long DBT CORP US N 2 2030-01-15 Fixed 5.35000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AU6 1700000.00000000 PA USD 1710250.97000000 0.199508920330 Long DBT CORP US N 2 2028-03-30 Fixed 5.05000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACX3 1100000.00000000 PA USD 1106654.68000000 0.129096538612 Long DBT CORP US N 2 2027-03-19 Fixed 5.30000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADE4 900000.00000000 PA USD 904311.00000000 0.105492184724 Long DBT CORP US N 2 2027-06-24 Floating 4.68000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADQ7 1100000.00000000 PA USD 1108404.04000000 0.129300609787 Long DBT CORP US N 2 2030-03-27 Fixed 5.15000000 N N N N N N Hyundai Auto Receivables Trust N/A 448976AD2 2500000.00000000 PA USD 2502273.75000000 0.291902149444 Long ABS-O CORP US N 2 2029-05-15 Fixed 4.41000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935WAD9 3500000.00000000 PA USD 3510082.80000000 0.409467874587 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.83000000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46590SAC1 2266796.27000000 PA USD 2270708.53000000 0.264888963755 Long ABS-MBS CORP US N 2 2065-09-25 Variable 5.57000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAF3 8600000.00000000 PA USD 8529338.79000000 0.994987988881 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N KKR FINANCIAL HOLDINGS 549300U5WMP5TYFNKW68 48248AAG3 4500000.00000000 PA USD 4166603.96000000 0.486054194433 Long DBT CORP US N 2 2033-05-23 Fixed 5.40000000 N N N N N N KKR Financial CLO Ltd 254900VCKMCY079T6M57 48251BBE9 4400000.00000000 PA USD 4400620.40000000 0.513353326609 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.82000000 N N N N N N KKR Financial CLO Ltd 25490057CIZ1GI9ZCN22 48255AAJ7 1000000.00000000 PA USD 1000108.00000000 0.116667360985 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.82000000 N N N N N N Kubota Credit Owner Trust N/A 500945AC4 1345740.13000000 PA USD 1350575.64000000 0.157551080213 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.28000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AJ6 4000000.00000000 PA USD 4037117.72000000 0.470949007888 Long DBT CORP US N 2 2027-06-01 Fixed 5.90000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAZ6 2300000.00000000 PA USD 2311716.45000000 0.269672732914 Long DBT CORP GB N 2 2028-01-05 Fixed 5.46000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YBG7 3300000.00000000 PA USD 3257944.47000000 0.380054737641 Long DBT CORP GB N 2 2030-02-10 Fixed 4.24000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 552751AA7 126580.72000000 PA USD 123740.43000000 0.014434910445 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.38000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 55283QAA2 1232920.77000000 PA USD 1126654.71000000 0.131429637357 Long ABS-MBS CORP US N 2 2060-07-25 Variable 1.13000000 N N N N N N MFRA Trust 2549007EHG79GWD49I44 55286LAA0 503943.57000000 PA USD 504339.67000000 0.058833624307 Long ABS-MBS CORP US N 2 2068-12-25 Variable 6.11000000 N N N N N N Marble Point CLO XXIV Ltd 549300110Z5KVNWF6X83 56607WAU2 4300000.00000000 PA USD 4298933.60000000 0.501491077129 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 4.77000000 N N N N N N MAREX GROUP PLC 549300DWX0SVICJAL507 566539AD4 2700000.00000000 PA USD 2701049.06000000 0.315090235978 Long DBT CORP GB N 2 2031-04-21 Fixed 5.68000000 N N N N N N Merrill Lynch Mortgage Investors Trust 9DJT3UXIJIZJI4WXO774 589929R26 2349.89000000 PA USD 2266.72000000 0.000264423682 Long ABS-MBS CORP US N 2 2033-05-25 Variable 5.30000000 N N N N N N MONONGAHELA POWER CO N/A 610202BR3 2584000.00000000 PA USD 2559055.07000000 0.298525960830 Long DBT CORP US N 2 2027-05-15 Fixed 3.55000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFN0 3315000.00000000 PA USD 3325045.81000000 0.387882428507 Long DBT CORP US N 2 2028-04-13 Floating 4.65000000 N N N N N N MUTUAL OF OMAHA GLOBAL 635400AL5J3F1ZPTAN95 62829D2G4 5300000.00000000 PA USD 5272893.10000000 0.615108091063 Long DBT CORP US N 2 2028-06-09 Fixed 4.51000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WBC8 7600000.00000000 PA USD 7595873.35000000 0.886094799889 Long DBT CORP JP N 2 2029-11-01 Fixed 4.83000000 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAA5 4500000.00000000 PA USD 4494420.90000000 0.524295601637 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.84000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2Z7 5300000.00000000 PA USD 5300106.05000000 0.618282611276 Long DBT CORP CA N 2 2027-07-02 Floating 4.67000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3K9 3000000.00000000 PA USD 2980196.13000000 0.347654071067 Long DBT CORP CA N 2 2029-01-20 Fixed 4.17000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HGG1 2600000.00000000 PA USD 2603790.80000000 0.303744596778 Long DBT CORP US N 2 2027-12-03 Floating 4.19000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859WAE9 2440000.00000000 PA USD 2437506.88000000 0.284346785621 Long DBT CORP GB N 2 2026-09-14 Fixed 4.00000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63859XAD9 1500000.00000000 PA USD 1498467.35000000 0.174803352485 Long DBT CORP GB N 2 2026-09-14 Fixed 4.00000000 N N N N N N Navient Refinance Loan Trust N/A 638973AA5 1612956.65000000 PA USD 1604682.50000000 0.187193855558 Long ABS-O CORP US N 2 2055-10-15 Fixed 4.80000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAV0 6500000.00000000 PA USD 6490455.47000000 0.757142539887 Long DBT CORP GB N 2 2029-03-27 Fixed 4.65000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63935BAA1 424559.05000000 PA USD 402906.41000000 0.047000951476 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N Navient Student Loan Trust 549300GZIQGXPYGM8M95 63941FAB2 798579.26000000 PA USD 775273.28000000 0.090439320173 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.46000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63942AAA4 942664.03000000 PA USD 862027.89000000 0.100559658579 Long ABS-O CORP US N 2 2069-04-15 Fixed 1.33000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63942KAA2 1311313.97000000 PA USD 1176009.19000000 0.137187072488 Long ABS-O CORP US N 2 2070-04-15 Fixed 1.58000000 N N N N N N Navient Student Loan Trust 549300ZUZB9UCBWEBN39 63942MAA8 2399089.21000000 PA USD 2191618.13000000 0.255662691945 Long ABS-O CORP US N 2 2070-07-15 Fixed 2.23000000 N N N N N N Navient Student Loan Trust 549300761SV59SBM0Z40 63942TAA3 637779.69000000 PA USD 648002.72000000 0.075592603252 Long ABS-O CORP US N 2 2072-03-15 Fixed 6.48000000 N N N N N N Navient Education Loan Trust N/A 63943EAA5 606138.96000000 PA USD 607087.75000000 0.070819677154 Long ABS-O CORP US N 2 2055-07-15 Fixed 5.02000000 N N N N N N Navient Refinance Loan Trust N/A 63943FAA2 1882645.36000000 PA USD 1887185.74000000 0.220149203861 Long ABS-O CORP US N 2 2055-02-16 Fixed 5.15000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64032BAA1 3302042.76000000 PA USD 3275143.99000000 0.382061143558 Long ABS-O CORP US N 2 2055-05-17 Fixed 4.84000000 N N N N N N Nelnet Student Loan Trust 54930035ESY1D7J97S77 64032UAA9 1805346.96000000 PA USD 1771769.49000000 0.206685348655 Long ABS-O CORP US N 2 2061-02-21 Fixed 4.61000000 N N N N N N Nelnet Student Loan Trust 54930035ESY1D7J97S77 64032UAB7 541604.09000000 PA USD 541602.09000000 0.063180463054 Long ABS-O CORP US N 2 2061-02-21 Floating 4.91000000 N N N N N N Nelnet Student Loan Trust 5493000EBJ0T2MCM3713 64035UAA6 3519057.26000000 PA USD 3442906.97000000 0.401631494108 Long ABS-O CORP US N 2 2065-06-22 Fixed 4.67000000 N N N N N N New Residential Mortgage Loan Trust 549300U48YU2VDL8N523 64830KAA5 222184.38000000 PA USD 215118.87000000 0.025094640639 Long ABS-MBS CORP US N 2 2058-05-25 Variable 4.50000000 N N N N N N New York Mortgage Trust N/A 649603AG2 33213.96000000 PA USD 33085.73000000 0.003859607967 Long ABS-CBDO CORP US N 2 2036-02-25 Floating 4.24000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAZ2 1584000.00000000 PA USD 1566091.77000000 0.182692063124 Long DBT CORP JP N 2 2027-01-22 Fixed 2.33000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HBR9 2200000.00000000 PA USD 2224546.79000000 0.259503976949 Long DBT CORP JP N 2 2027-07-02 Fixed 5.59000000 N N N N N N OFSI Fund LTD 549300ISCSFRB3LRFG70 67115PAW5 4000000.00000000 PA USD 4001672.00000000 0.466814095848 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.95000000 N N N N N N Onslow Bay Financial LLC 25490010LUJWFEUCIH44 67117VAA8 1177860.67000000 PA USD 1174258.07000000 0.136982796001 Long ABS-MBS CORP US N 2 2063-07-25 Variable 6.52000000 N N N N N N Onslow Bay Financial LLC 254900RDM4XSF0B1E373 67448NAA6 681473.20000000 PA USD 683408.24000000 0.079722825771 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.99000000 N N N N N N Oceanview Mortgage Trust N/A 67648CAU4 606202.09000000 PA USD 606269.98000000 0.070724280389 Long ABS-MBS CORP US N 2 2055-05-25 Floating 4.58000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 67705BGT3 8600000.00000000 PA USD 8574720.82000000 1.000282018802 Long STIV CORP US N 2 2026-07-27 Fixed 4.07000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAT4 4000000.00000000 PA USD 3985632.40000000 0.464943000123 Long DBT CORP US N 2 2029-05-07 Fixed 4.49000000 N N N N N N PFS Financing Corp. N/A 69335PEY7 5000000.00000000 PA USD 5018066.50000000 0.585381354620 Long ABS-O CORP US N 2 2028-10-15 Fixed 5.52000000 N N N N N N PRP Advisors, LLC N/A 69380TAA9 213596.56000000 PA USD 214080.87000000 0.024973552996 Long ABS-MBS CORP US N 2 2068-11-25 Variable 6.22000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HW0 4800000.00000000 PA USD 4709939.86000000 0.549436914681 Long DBT CORP US N 2 2027-12-01 Fixed 3.30000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 1300000.00000000 PA USD 1265678.12000000 0.147647380200 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AD6 1400000.00000000 PA USD 1466360.00000000 0.171057877204 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.88000000 N N N N N N Penske Truck Leasing Co LP 549300ZX07JYMI8GHQ39 70962BGV0 5100000.00000000 PA USD 5083895.32000000 0.593060599968 Long STIV CORP US N 2 2026-07-29 Fixed 4.06000000 N N N N N N PETRONAS ENERGY CANADA 5493001PEB90YGTDC638 71675BAA8 2400000.00000000 PA USD 2302471.92000000 0.268594314464 Long DBT CORP CA N 2 2028-03-23 Fixed 2.11000000 N N N N N N Post Road Equipment Finance N/A 73747LAB4 828668.15000000 PA USD 831657.57000000 0.097016816119 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.90000000 N N N N N N Pretium Mortgage Credit Partners LLC 254900640HC5OZKI7J87 740943AA3 2778125.41000000 PA USD 2674816.93000000 0.312030133089 Long ABS-MBS CORP US N 2 2065-03-25 Variable 4.00000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 746970AA0 1000000.00000000 PA USD 993660.00000000 0.115915171078 Long DBT CORP QA N 2 2029-06-23 Fixed 4.63000000 N N N N N N RD MICHIGAN PROP OWNER I N/A 74941YAA0 2840000.00000000 PA USD 2830756.71000000 0.330221251053 Long DBT CORP US N 2 2045-03-30 Fixed 7.50000000 N N N N N N QATARENERGY LNG S3 N/A 75405UAD8 610500.00000000 PA USD 613663.78000000 0.071586802370 Long DBT CORP QA N 2 2027-09-30 Fixed 6.33000000 N N N N N N Rockford Tower CLO Ltd 5493007GXSFXDXOXG741 77341LAQ2 2300000.00000000 PA USD 2300082.80000000 0.268315612238 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.81000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CG4 3100000.00000000 PA USD 3071297.63000000 0.358281494892 Long DBT CORP CA N 2 2027-03-15 Fixed 3.20000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017DAG3 1600000.00000000 PA USD 1604329.41000000 0.187152665928 Long DBT CORP CA N 2 2028-03-27 Floating 4.46000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78017FZR7 1400000.00000000 PA USD 1401429.40000000 0.163483413497 Long DBT CORP CA N 2 2027-10-18 Floating 4.35000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 3678805.35000000 NS USD 3678805.35000000 0.429150163547 Long STIV RF US N 1 N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449CAA6 1321608.19000000 PA USD 1303276.29000000 0.152033385784 Long ABS-O CORP US N 2 2050-05-16 Fixed 4.48000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449UAB4 623319.10000000 PA USD 606526.95000000 0.070754257163 Long ABS-O CORP US N 2 2037-09-15 Fixed 2.23000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78449VAC0 1471737.77000000 PA USD 1467601.01000000 0.171202646931 Long ABS-O CORP US N 2 2054-09-15 Floating 4.61000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78450XAA6 584566.17000000 PA USD 584006.92000000 0.068127188417 Long ABS-O CORP US N 2 2056-10-16 Fixed 5.09000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78450XAB4 2484406.23000000 PA USD 2503968.69000000 0.292099872267 Long ABS-O CORP US N 2 2056-10-16 Floating 4.94000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 78451MAB7 2789781.41000000 PA USD 2789770.81000000 0.325440050632 Long ABS-O CORP US N 2 2053-12-15 Floating 4.69000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAQ7 2900000.00000000 PA USD 2896339.42000000 0.337871786497 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAZ9 8800000.00000000 PA USD 8775145.37000000 1.023662497035 Long DBT CORP US N 2 2026-10-05 Fixed 3.24000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BY4 4700000.00000000 PA USD 4721150.00000000 0.550744630898 Long DBT CORP US N 2 2028-01-07 Floating 4.31000000 N N N N N N Sequoia Mortgage Trust 549300671OK77JNRLK28 81744FCG0 2154.09000000 PA USD 1988.85000000 0.000232008823 Long ABS-MBS CORP US N 2 2034-07-20 Variable 4.48000000 N N N N N N SFS Auto Receivables Securitization Trust N/A 81885FAB2 300000.00000000 PA USD 299159.37000000 0.034898365188 Long ABS-O CORP US N 2 2029-08-20 Fixed 3.91000000 N N N N N N SOUTH BOW USA INFRA HLDS 254900Z1WAY7QFQ7O850 83007CAB8 2000000.00000000 PA USD 2005062.30000000 0.233900065946 Long DBT CORP US N 2 2027-09-01 Fixed 4.91000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 831943AA3 701420.05000000 PA USD 704320.56000000 0.082162347489 Long ABS-O CORP US N 2 2056-03-15 Fixed 5.24000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 831943AB1 3016106.22000000 PA USD 3034872.43000000 0.354032321846 Long ABS-O CORP US N 2 2056-03-15 Floating 5.04000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83206EAA5 1559451.45000000 PA USD 1572660.16000000 0.183458297098 Long ABS-O CORP US N 2 2052-06-17 Fixed 5.50000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83207DAA6 2691101.97000000 PA USD 2713596.35000000 0.316553937110 Long ABS-O CORP US N 2 2052-11-15 Fixed 5.67000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83207EAA4 2129246.10000000 PA USD 2129235.45000000 0.248385455239 Long ABS-O CORP US N 2 2054-04-15 Fixed 5.13000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83207QAA7 1847488.54000000 PA USD 1859860.06000000 0.216961533157 Long ABS-O CORP US N 2 2053-07-15 Fixed 5.38000000 N N N N N N SMB Private Education Loan Trust 549300XC4C7GRVLU6076 83207VAA6 900711.17000000 PA USD 900413.76000000 0.105037553118 Long ABS-O CORP US N 2 2054-03-16 Fixed 5.06000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248AZ1 2420000.00000000 PA USD 2413932.65000000 0.281596739425 Long DBT CORP US N 2 2027-02-01 Fixed 4.25000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBH4 2600000.00000000 PA USD 2574929.79000000 0.300377822518 Long DBT CORP FR N 2 2028-01-19 Fixed 2.80000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBV3 2700000.00000000 PA USD 2713144.44000000 0.316501219656 Long DBT CORP FR N 2 2028-01-19 Fixed 5.52000000 N N N N N N SOFI CONSUMER LOAN PROGRAM TRUST N/A 83406YAA9 596327.30000000 PA USD 597159.24000000 0.069661469180 Long ABS-O CORP US N 2 2034-02-27 Fixed 4.80000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GJ6 1500000.00000000 PA USD 1475567.37000000 0.172131960763 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HQ9 1300000.00000000 PA USD 1299865.68000000 0.151635521885 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HS5 200000.00000000 PA USD 202968.26000000 0.023677214118 Long DBT CORP US N 2 2027-11-01 Fixed 5.85000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JA2 3600000.00000000 PA USD 3605690.63000000 0.420620983267 Long DBT CORP US N 2 2027-02-01 Fixed 4.88000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 1173000.00000000 PA USD 1177821.26000000 0.137398459083 Long DBT CORP US N 2 2027-06-15 Fixed 5.13000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAH2 1600000.00000000 PA USD 1595381.98000000 0.186108905609 Long DBT CORP US N 2 2026-10-15 Fixed 3.38000000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 87938WAT0 3700000.00000000 PA USD 3685216.39000000 0.429898041894 Long DBT CORP ES N 2 2027-03-08 Fixed 4.10000000 N N N N N N 37 Capital CLO Ltd 549300GZ8MP9ZGVMJ424 88430TAQ4 3400000.00000000 PA USD 3401162.80000000 0.396761837880 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.95000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAK6 8200000.00000000 PA USD 8128363.08000000 0.948212262754 Long DBT CORP CA N 2 2028-01-13 Fixed 3.91000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89176VAA0 4575768.57000000 PA USD 4371767.99000000 0.509987555579 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89177HAA0 315260.62000000 PA USD 319964.25000000 0.037325353519 Long ABS-MBS CORP US N 2 2058-05-25 Floating 4.76000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89178BAA2 1328689.84000000 PA USD 1269891.33000000 0.148138871211 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.90000000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 89178WAU2 638885.20000000 PA USD 614584.69000000 0.071694230907 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.71000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89231FAD2 1313904.62000000 PA USD 1317881.81000000 0.153737189247 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.16000000 N N N N N N Toyota Lease Owner Trust 254900299R9KF5UH9O95 89239NAD7 8000000.00000000 PA USD 8015916.80000000 0.935094868692 Long ABS-O CORP US N 2 2028-02-22 Fixed 4.75000000 N N N N N N Trillium Credit Card Trust II 549300P7QN1SDIOQVL28 89621ACC1 4000000.00000000 PA USD 4004859.60000000 0.467185944569 Long ABS-O CORP US N 2 2030-09-26 Floating 4.22000000 N N N N N N Trinitas CLO Ltd 549300IUAXGLQ814UD95 89640YBQ6 4260290.88000000 PA USD 4261539.15000000 0.497128836454 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 4.78000000 N N N N N N Tulane University N/A 899062BQ5 2630000.00000000 PA USD 2532640.03000000 0.295444520619 Long DBT MUN US N 2 2036-02-15 Floating 4.21000000 N N N N N N UNITED AIR 2014-2 A PTT N/A 90932QAA4 1004623.48000000 PA USD 1003972.28000000 0.117118147650 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UR6 72000.00000000 PA USD 71804.66000000 0.008376355542 Long STIV UST US N 2 2026-07-28 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797UV7 284000.00000000 PA USD 282440.15000000 0.032947988554 Long STIV UST US N 2 2026-08-25 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKL4 2981517.20000000 PA USD 2989622.60000000 0.348753713684 Long DBT UST US N 2 2029-04-15 Fixed 2.13000000 N N N N N N Unity-Peace Park CLO, Ltd. N/A 913318AL5 4300000.00000000 PA USD 4298013.40000000 0.501383731417 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 4.74000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 -2275875.00000000 PA USD -2275875.00000000 -0.26549165708 Short RA CORP US N 2 Reverse repurchase N 3.76000000 2026-07-06 2100000.00000000 USD 2275875.00000000 USD UST N N N Citigroup Global Markets, Inc. MBNUM2BPBDO7JBLYG310 000000000 -11296825.33000000 PA USD -11296825.33000000 -1.31782847329 Short RA CORP US N 2 Reverse repurchase N 3.80000000 2026-07-07 3774945.60000000 USD 3114928.58000000 USD ACMO 8700000.00000000 USD 8181896.75000000 USD AMBS N N N VNO Mortgage Trust N/A 91831UAF4 400000.00000000 PA USD 399499.60000000 0.046603530865 Long ABS-MBS CORP US N 2 2035-01-10 Variable 4.03000000 N N N N N N VW Credit Inc 549300UUPJ2NXDB68M19 91842KJJ6 2700000.00000000 PA USD 2675120.04000000 0.312065492314 Long STIV CORP US N 2 2026-09-18 Fixed 4.16000000 N N N N N N VW Credit Inc 549300UUPJ2NXDB68M19 91842KKM7 7100000.00000000 PA USD 7005871.04000000 0.817268220676 Long STIV CORP US N 2 2026-10-21 Fixed 4.18000000 N N N N N N BARCLAYS CAPITAL INC AC28XWWI3WIBK2824319 000000000 -560000.00000000 NS USD -560000.00000000 -0.06532666687 Short STIV CORP US N 1 N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913YBB5 854000.00000000 PA USD 831240.36000000 0.096968146586 Long DBT CORP US N 2 2027-09-15 Fixed 2.15000000 N N N N N N SWAP CCPC MORGAN STANLEY COC N/A 000000000 538000.00000000 NS USD 538000.00000000 0.062760262102 Long STIV CORP US N 1 N N N CCWFSXUS7 BMO HARRIS MGCC COC N/A 000000000 5196000.00000000 NS USD 5196000.00000000 0.606138144763 Long STIV CORP US N 1 N N N Verus Securitization Trust 213800278TKDEXPH6140 92538MAA7 1722752.98000000 PA USD 1459812.12000000 0.170294035819 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.63000000 N N N N N N Verus Securitization Trust 984500A3F1D749452747 92540EAA1 713024.32000000 PA USD 713258.48000000 0.083204998422 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.71000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 200000.00000000 PA USD 199614.94000000 0.023286033371 Long DBT US N 2 2026-12-01 Fixed 4.25000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAH8 1100000.00000000 PA USD 1099340.24000000 0.128243274352 Long DBT US N 2 2026-09-01 Fixed 4.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAT9 3500000.00000000 PA USD 3502334.50000000 0.408563998493 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CN0 2800000.00000000 PA USD 2808800.46000000 0.327659949929 Long DBT CORP US N 2 2027-03-25 Fixed 4.95000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CT7 200000.00000000 PA USD 200555.42000000 0.023395744842 Long DBT CORP US N 2 2027-03-25 Floating 4.70000000 N N N N N N CCPC CCMSCHUS2 COC N/A 000000000 2229000.00000000 NS USD 2229000.00000000 0.260023465103 Long STIV CORP US N 1 N N N CCMYIIUS1 SWBC MORGAN STANLEY N/A 000000000 -280000.00000000 NS USD -280000.00000000 -0.03266333343 Short STIV CORP US N 1 N N N CONSTELLATION PHARMACEUTICAL 4 N/A 000000000 5442999.16000000 PA USD 5549024.27000000 0.647320107056 Long DBT CORP US N 3 2033-07-01 Fixed 5.55000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3R2 6200000.00000000 PA USD 6214042.32000000 0.724897629585 Long DBT CORP US N 2 2028-01-24 Fixed 4.90000000 N N N N N N Wellfleet CLO Ltd 2549005MTORTL04RYQ32 95023AAL4 4300000.00000000 PA USD 4295080.80000000 0.501041629661 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.82000000 N N N N N N County of Williamson TX N/A 9698878H4 2200000.00000000 PA USD 2156302.06000000 0.251542904194 Long DBT MUN US N 2 2027-02-15 Fixed 0.92000000 N N N N N N SWAP BNP PARIBAS BOC N/A 000000000 -1390000.00000000 NS USD -1390000.00000000 -0.16215011955 Short STIV CORP US N 1 N N N MORGAN STANLEY CAP SVCS BOC N/A 000000000 -1270000.00000000 NS USD -1270000.00000000 -0.14815154808 Short STIV CORP US N 1 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 10300000.00000000 OU Notional Amount USD 62146.70000000 0.007249708514 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2029-12-18 11884.67000000 USD 0.00000000 USD 10300000.00000000 USD 50262.03000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 15700000.00000000 OU Notional Amount -495682.05000000 -0.05782367170 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-03-18 45902.22000000 AUD 0.00000000 AUD 15700000.00000000 AUD -526287.85000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 8100000.00000000 OU Notional Amount USD 83673.08000000 0.009760863255 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2032-12-17 0.00000000 USD -166048.35000000 USD 8100000.00000000 USD 249721.43000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 6000000.00000000 OU Notional Amount USD -197771.40000000 -0.02307097565 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Korea International Bonds Korea International Bonds Y buy protection 2030-12-20 0.00000000 USD -200569.55000000 USD 6000000.00000000 USD 2798.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 245300000.00000000 OU Notional Amount -186.12000000 -0.00002171178 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2029-10-01 0.00000000 CLP 0.00000000 CLP 245300000.00000000 CLP -186.12000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1100000.00000000 OU Notional Amount 20119.20000000 0.002347000493 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2056-09-16 8399.97000000 EUR 0.00000000 EUR 1100000.00000000 EUR 10363.90000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 2600000.00000000 OU Notional Amount -46624.33000000 -0.00543895013 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-09-16 0.00000000 EUR -76966.40000000 EUR 2600000.00000000 EUR 42759.75000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 28300000.00000000 OU Notional Amount -893733.54000000 -0.10425827364 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-03-18 0.00000000 GBP -278665.44000000 GBP 28300000.00000000 GBP -521611.72000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 66070000.00000000 OU Notional Amount USD 1479418.30000000 0.172581190086 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-08-31 264381.74000000 USD 0.00000000 USD 66070000.00000000 USD 1215036.56000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 21100000.00000000 OU Notional Amount 65625.20000000 0.007655492105 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-06-17 165338.09000000 CAD 0.00000000 CAD 21100000.00000000 CAD -54033.16000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 8800000.00000000 OU Notional Amount -44427.33000000 -0.00518265961 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2031-05-25 0.00000000 CAD -2567.66000000 CAD 8800000.00000000 CAD -42566.79000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 26510000.00000000 OU Notional Amount USD -82865.75000000 -0.00966668436 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2030-11-30 0.00000000 USD -33376.45000000 USD 26510000.00000000 USD -49489.30000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 10320000.00000000 OU Notional Amount USD -32258.57000000 -0.00376311581 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A N/A Y 2030-11-30 883.21000000 USD 0.00000000 USD 10320000.00000000 USD -33141.78000000 N N N SGSP AUSTRALIA ASSETS 254900BJJ12X7PJT5072 000000000 3400000.00000000 PA USD 3359109.08000000 0.391856071171 Long DBT CORP AU N 2 2027-07-07 Fixed 3.50000000 N N N N N N LENDLEASE FINANCE LTD 5493002EE2IQRQ3JUP44 000000000 1000000.00000000 PA 672278.86000000 0.078424530593 Long DBT CORP AU N 2 2027-10-27 Fixed 3.40000000 N N N N N N Dryden Leveraged Loan CDO 635400RDG3EM9CGEVD60 000000000 555649.76000000 PA 633987.00000000 0.073957602768 Long ABS-CBDO CORP IE N 2 2033-04-15 Floating 2.86000000 N N N N N N Carlyle Euro CLO 63540012YBWEYXRWOE16 000000000 547713.49000000 PA 625757.93000000 0.072997642563 Long ABS-CBDO CORP IE N 2 2032-08-15 Floating 3.17000000 N N N N N N Toro European CLO 635400SBMZDOVHEFNA56 000000000 1550420.51000000 PA 1771875.25000000 0.206697686063 Long ABS-CBDO CORP IE N 2 2032-01-12 Floating 3.07000000 N N N N N N Cars Alliance 969500KJR887I60U6F15 000000000 3183452.80000000 PA 3636707.18000000 0.424239211534 Long ABS-O CORP DE N 2 2036-01-18 Floating 2.73000000 N N N N N N CUMULUS STATIC CLO 2549005ZFHRHIZ9ONM43 000000000 1820266.52000000 PA 2081479.40000000 0.242814484580 Long ABS-CBDO CORP IE N 2 2033-11-15 Floating 3.48000000 N N N N N N KSA SUKUK LTD 635400XBJFPNCGN9CK71 000000000 5100000.00000000 PA USD 5129568.42000000 0.598388584590 Long DBT NUSS KY N 2 2027-06-04 Fixed 5.25000000 N N N N N N AlbaCore Euro CLO 635400OMGYX1QQYCTI48 000000000 1617004.41000000 PA 1849094.86000000 0.215705721310 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.19000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 40974000.00000000 PA 7676082.80000000 0.895451614210 Long DBT NUSS BR N 2 2026-10-01 None 0.00000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 270000000.00000000 PA 305884.71000000 0.035682908127 Long DBT NUSS CL N 2 2029-10-01 Fixed 5.80000000 N N N N N N Fact SA 529900S1VYMIDC5XAC48 000000000 2473875.74000000 PA 2830452.00000000 0.330185705181 Long ABS-O CORP LU N 2 2031-09-22 Floating 2.94000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 2000000.00000000 PA USD 2013317.00000000 0.234863016012 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.13000000 N N N N N N LETRA TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 41600000.00000000 PA 7321238.98000000 0.854057392745 Long DBT NUSS BR N 2 2027-04-01 None 0.00000000 N N N N N N Hayfin Emerald CLO 635400KMHFAB5ZUQED83 000000000 2900000.00000000 PA 3313867.73000000 0.386578452242 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 3.45000000 N N N N N N Barings Euro CLO 5493007R4SFFXIAHHB67 000000000 3700000.00000000 PA 4230697.32000000 0.493530990107 Long ABS-CBDO CORP IE N 2 2038-10-21 Floating 3.44000000 N N N N N N Harvest CLO 635400HU8ASOJYEX2I14 000000000 3900000.00000000 PA 4456732.26000000 0.519899042298 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 3.46000000 N N N N N N REALKREDIT DANMARK 549300NLOMBOWE943Y30 000000000 39700000.00000000 PA 6022633.80000000 0.702568914187 Long DBT CORP DK N 2 2027-01-01 Fixed 1.00000000 N N N N N N DLR KREDIT A/S 529900PR2ELW8QI1B775 000000000 16800000.00000000 PA 2545944.83000000 0.296996588900 Long DBT CORP DK N 2 2027-01-01 Fixed 1.00000000 N N N N N N MV Credit Euro CLO 635400BDB6DLUVKYJO21 000000000 4400000.00000000 PA 5024382.85000000 0.586118186928 Long ABS-CBDO CORP IE N 2 2038-02-15 Floating 3.58000000 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 000000000 2600000.00000000 PA USD 2567581.77000000 0.299520640992 Long DBT CORP IL N 2 2029-07-14 Fixed 4.72000000 N N N N N N MIZRAHI TEFAHOT BANK LTD YZO9YEGEO4VYDZMDWF93 000000000 3400000.00000000 PA USD 3368969.36000000 0.393006319791 Long DBT CORP IL N 2 2031-01-28 Fixed 5.05000000 N N N N N N Harvest Funding 635400GYAAYKXXRBNI54 000000000 3100000.00000000 PA 4109104.09000000 0.479346560768 Long ABS-MBS CORP GB N 2 2069-11-15 Floating 4.64000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 3300000.00000000 PA USD 3300074.18000000 0.384969368946 Long DBT CORP KY N 2 2029-04-27 Floating 4.68000000 N N N N N N BANK LEUMI LE-ISRAEL 7JDSZWRGUQY2DSTWCR57 000000000 1400000.00000000 PA USD 1403738.00000000 0.163752722681 Long DBT CORP IL N 2 2029-06-29 Fixed 5.34000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 2100000.00000000 PA USD 2095443.00000000 0.244443405018 Long DBT CORP AE N 2 2031-06-29 Fixed 5.13000000 N N N N N N Aqueduct European CLO 549300FPTK2DTC747F81 000000000 3600000.00000000 PA 4113359.62000000 0.479842988608 Long ABS-CBDO CORP IE N 2 2039-07-15 Floating 0.00000000 N N N N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 263.00000000 NC -96177.03000000 -0.01121950857 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long Three Month SONIA Index Futures SFIZ6 Index 2027-03-16 63202369.59000000 GBP -96177.03000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 304.00000000 NC 35172.06000000 0.004102988297 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long 3 Month Euro Euribor Futures ERZ6 Comdty 2026-12-14 74008417.52000000 EUR 35172.06000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 309.00000000 NC USD 6091.93000000 0.000710652645 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 30 Day Federal Funds Futures FFQ6 Comdty 2026-08-31 123977200.94000000 USD 6091.93000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -143.00000000 NC USD -127533.98000000 -0.01487744611 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 -15586825.40000000 USD -127533.98000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 3464.00000000 NC USD -144440.53000000 -0.01684967568 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU6 Comdty 2026-09-30 714188501.30000000 USD -144440.53000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -27.00000000 NC USD -38431.22000000 -0.00448318483 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -3097787.53000000 USD -38431.22000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -841.00000000 NC USD -1089071.37000000 -0.12704536176 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYU6 Comdty 2026-09-21 -93497147.38000000 USD -1089071.37000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 1074.00000000 NC USD 184102.13000000 0.021476390208 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 114784241.62000000 USD 184102.13000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 -96.00000000 NC -32144.51000000 -0.00374981017 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Short Montreal Exchange 5 Year Canadian Bond Futures XQU6 Comdty 2026-09-18 -10812011.05000000 CAD -32144.51000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 19.00000000 NC 20753.12000000 0.002420950279 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 10 Year Australian Bond Futures XMU6 Comdty 2026-09-15 2056557.60000000 AUD 20753.12000000 N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 648.00000000 NC 242994.47000000 0.028346462131 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long SFE 3 Year Australian Bond Futures YMU6 Comdty 2026-09-15 67425947.96000000 AUD 242994.47000000 N N N PSP CAPITAL INC 549300B456N0WEIC5249 000000000 6500000.00000000 PA USD 6513703.43000000 0.759854525134 Long DBT NUSS CA N 2 2027-12-01 Floating 3.99000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 000000000 2000000.00000000 PA USD 1998070.56000000 0.233084446178 Long DBT CORP NL N 2 2026-07-12 Fixed 1.63000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 362700000.00000000 NC USD 1632222.54000000 0.190406532377 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Put Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 362700000.00000000 OU Notional Amount N/A 1632222.54000000 0.19000000 DIR US N/A N/A 2027-09-11 0.00000000 N/A 0.00000000 N/A 362700000.00000000 USD 1.00000000 3.65000000 USD 2026-09-09 XXXX 1267709.04000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 225300000.00000000 NC USD 379134.84000000 0.044227884629 N/A DIR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Put Purchased BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A 225300000.00000000 OU Notional Amount N/A 379134.84000000 0.04000000 DIR US N/A N/A 2027-12-11 0.00000000 N/A 0.00000000 N/A 225300000.00000000 USD 1.00000000 4.25000000 USD 2026-12-09 XXXX 277749.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 179200000.00000000 NC USD 353.02000000 0.000041181464 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 179200000.00000000 OU Notional Amount N/A 353.02000000 0.00000000 DIR US N/A N/A 2027-07-30 0.00000000 N/A 0.00000000 N/A 179200000.00000000 USD 1.00000000 3.00000000 USD 2026-07-28 XXXX -134046.98000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 134100000.00000000 NC USD 659.77000000 0.000076965312 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 134100000.00000000 OU Notional Amount N/A 659.77000000 0.00000000 DIR US N/A N/A 2028-03-27 0.00000000 N/A 0.00000000 N/A 134100000.00000000 USD 1.00000000 3.00000000 USD 2026-08-03 XXXX -120030.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 64200000.00000000 NC USD 692.08000000 0.000080734427 N/A DIR US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Purchased Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 64200000.00000000 OU Notional Amount N/A 692.08000000 0.00000000 DIR US N/A N/A 2027-08-13 0.00000000 N/A 0.00000000 N/A 64200000.00000000 USD 1.00000000 3.00000000 USD 2026-08-11 XXXX -71211.92000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 70500000.00000000 NC USD 759.99000000 0.000088656452 N/A DIR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Call Purchased Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 N/A 70500000.00000000 OU Notional Amount N/A 759.99000000 0.00000000 DIR US N/A N/A 2027-08-13 0.00000000 N/A 0.00000000 N/A 70500000.00000000 USD 1.00000000 3.00000000 USD 2026-08-11 XXXX -78200.01000000 N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 000000000 2500000.00000000 PA USD 2476886.25000000 0.288940576667 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N HYUNDAI CAPITAL SERVICES 549300MALMDAGL2ZJJ27 000000000 5500000.00000000 PA USD 5517826.82000000 0.643680775942 Long DBT CORP KR N 2 2027-02-05 Fixed 5.13000000 N N N N N N 2026-07-17 LINCOLN VARIABLE INSURANCE PRODUCTS TRUST James Hoffmayer James Hoffmayer VP