NPORT-P false 0000916053 XXXXXXXX S000061106 C000198048 MASSMUTUAL SELECT FUNDS 811-08274 0000916053 PJVR01EN4PJWVNUIQ236 1295 State Street Springfield 01111-0001 4137441000 MassMutual Select T. Rowe Price Bond Asset Fund S000061106 549300ZYD6UDFIBN9232 2022-09-30 2022-06-30 N 866983577.61 267696343.84 599287233.77 0 0 0 0 0 0 0 0 0 0 15101614.52 34057.98 0 886157.22 AUD CAD EUR GBP JPY USD UST AMBS 1MDB GLOBAL INVESTMENTS N/A Y6426NAA3 1000000 PA USD 969500 0.1617755135 Long DBT CORP VG Y 2 2023-03-09 Fixed 4.4 N N N N N N 522 FUNDING CLO LTD 549300HKB0UTKU91DG08 33829WAC3 825000 PA USD 791351.14 0.1320487231 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 2.17635 N N N N N N 522 FUNDING CLO LTD 549300HKB0UTKU91DG08 33829WAE9 465000 PA USD 437111.07 0.0729384918 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 2.69635 N N N N N N 79754210 CDS USD R F 1.00000 N/A 99S1AL1F9 135000 PA USD 404.81 0.0000675486 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N 2024-06-20 0 USD 8191.65 USD 135000 USD 8596.46 N N N 79806546 CDS USD R F 1.00000 N/A 99S1ANQC5 67500 PA USD 202.41 0.0000337751 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N 2024-06-20 0 USD 3878.74 USD 67500 USD 4081.15 N N N 79848072 CDS USD R F 1.00000 N/A 99S1ANQF8 67500 PA USD 202.41 0.0000337751 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N 2024-06-20 0 USD 3878.74 USD 67500 USD 4081.15 N N N 81326046 CDS USD R F 1.00000 N/A 99S1CJAU9 134000 PA USD -24.23 -0.0000040431 N/A DCR GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N 2024-12-20 0 USD 993.47 USD 134000 USD 969.24 N N N 81389901 CDS USD R F 1.00000 N/A 99S1CKT02 450000 PA USD -81.38 -0.0000135795 N/A DCR US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N 2024-12-20 0 USD 2504.01 USD 450000 USD 2422.63 N N N 82239867 CDS USD R F 1.00000 N/A 99S1DJZ31 225000 PA USD -15049.68 -0.0025112632 N/A DCR US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N 2029-12-20 0 USD 11238.99 USD 225000 USD -3810.69 N N N 82239874 CDS USD R F 1.00000 N/A 99S1DJ6O7 225000 PA USD -15049.68 -0.0025112632 N/A DCR US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N 2029-12-20 0 USD 11044.54 USD 225000 USD -4005.14 N N N 82475171 CDS USD R F 1.00000 N/A 99S1E2XF2 303000 PA USD -54.79 -0.0000091425 N/A DCR US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N 2024-12-20 0 USD 9186.74 USD 303000 USD 9131.95 N N N 82475180 CDS USD R F 1.00000 N/A 99S1E2XC9 151000 PA USD -27.31 -0.0000045571 N/A DCR US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N 2024-12-20 0 USD 4578.21 USD 151000 USD 4550.9 N N N 82636437 CDS USD R F 1.00000 N/A 99S1E9AX3 152000 PA USD -27.49 -0.0000045871 N/A DCR US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 N 2024-12-20 0 USD 10489.61 USD 152000 USD 10462.12 N N N 83032069 CDS USD R F 1.00000 N/A 99S1ENBX1 75000 PA USD -244.59 -0.0000408135 N/A DCR US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 N 2025-06-20 0 USD 4349.81 USD 75000 USD 4105.22 N N N 83035724 CDS USD R F 1.00000 N/A 99S1ELFR4 150000 PA USD -489.17 -0.0000816253 N/A DCR US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 N 2025-06-20 0 USD 9033.84 USD 150000 USD 8544.67 N N N 83050775 CDS USD R F 1.00000 N/A 99S1EOQI6 94000 PA USD -306.55 -0.0000511524 N/A DCR GB N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N 2025-06-20 0 USD 4497.86 USD 94000 USD 4191.31 N N N 85116164 IRS CNY R F 2.55750 N/A 99S1GU6L5 30000000 PA 16386.32 0.0027343015 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2025-07-17 0 CNY 0 CNY 30000000 CNY 16386.32 N N N 86983338 IRS CNY R F 2.85500 N/A 99S1J4FI7 26575000 PA 48801.25 0.0081432153 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2025-11-24 0 CNY 0 CNY 26575000 CNY 48801.25 N N N 87486605 CDS USD R F 1.00000 N/A 99S1JKJ06 300000 PA USD -2683.57 -0.0004477936 N/A DCR US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA77 N 2025-12-20 0 USD 280.55 USD 300000 USD -2403.02 N N N 87758333 IRS CNY R F 2.60500 N/A 99S1JVE31 58525000 PA 34232.62 0.0057122225 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2026-01-15 0 CNY 0 CNY 58525000 CNY 34232.62 N N N 929570318 CDS EUR R F 1.00000 N/A 99S18S1X8 100000 PA 386.48 0.0000644899 N/A DCR US N 2 J P MORGAN SECURITIES INC ZBUT11V806EZRVTWT807 N 2024-06-20 1148.02 EUR 0 EUR 100000 EUR -891.54 N N N 95085013 TROWE N/A OP001MVT3 4525000 NC USD 4.53 0.0000007559 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 4525000 USD 4016510 EUR 2022-07-25 1 USD 1.1266 USD 2022-07-21 XXXX -25380.72 N N N 95085021 TROWE N/A OP001MTX7 -2263000 NC USD -20742.66 -0.0034612217 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 4309934 EUR 4525000 USD 2022-07-25 1 USD 1.0499 USD 2022-07-21 XXXX -12505.34 N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBJ3 200000 PA USD 190428 0.0317757478 Long LON CORP KY N 2 2028-04-20 Floating 0 N N N N N N ABBOTT IRELAND FINANCING 54930021QV18ZVZQDE71 BFXCDFII8 111000 PA 115660.81 0.0192997287 Long DBT CORP IE Y 2 2023-09-27 Fixed 0.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 530000 PA USD 501722.02 0.0837197911 Long DBT CORP US N 2 2045-05-14 Fixed 4.7 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBD0 980000 PA USD 949877.19 0.1585011555 Long DBT CORP US N 2 2048-11-14 Fixed 4.875 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBV0 410000 PA USD 388883.5 0.0648910035 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBX6 340000 PA USD 313340.3 0.0522854956 Long DBT CORP US N 2 2029-11-21 Fixed 3.2 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCA5 270000 PA USD 241855.2 0.040357142 Long DBT CORP US N 2 2039-11-21 Fixed 4.05 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCB3 325000 PA USD 289668.95 0.0483355783 Long DBT CORP US N 2 2049-11-21 Fixed 4.25 N N N N N N ABERTIS INFRAESTRUCTURAS 549300GKFVWI02JQ5332 BJ0M4YII3 100000 PA 94787.08 0.0158166359 Long DBT CORP ES Y 2 2031-03-27 Fixed 3 N N N N N N ABJA INVESTMENT CO 254900E6OE5YJ9WCCU19 ACI1041W3 200000 PA USD 188789.32 0.0315023096 Long DBT CORP SG Y 2 2028-01-24 Fixed 5.45 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 BB0XPVII9 114000 PA 121350.28 0.0202491015 Long DBT CORP NL Y 2 2023-11-29 Fixed 2.5 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAG7 250000 PA USD 233065 0.0388903662 Long DBT CORP IN Y 2 2027-08-04 Fixed 4.2 N N N N N N ADMI CORP 5493008U1LYGMQWO7N12 00709LAH0 97104.16 PA USD 88278.36 0.0147305591 Long LON CORP US N 2 2027-12-23 Floating 0 N N N N N N ADMI CORP 5493008U1LYGMQWO7N12 00709LAJ6 133738.13 PA USD 122259.39 0.0204008 Long LON CORP US N 2 2027-12-23 Floating 0 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAC9 150000 PA USD 143369.25 0.0239232945 Long DBT CORP IE N 2 2025-01-15 Fixed 3.5 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAK1 540000 PA USD 537526.41 0.0896942868 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAL9 270000 PA USD 258118.08 0.0430708457 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAN5 150000 PA USD 153613.09 0.0256326318 Long DBT CORP IE N 2 2025-07-15 Fixed 6.5 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAV7 525000 PA USD 457753.96 0.0763830654 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45 N N N N N N AERCAP IRELAND CAP/GLOBA 549300TI38531ODB1G63 00774MAW5 265000 PA USD 223626.53 0.0373154169 Long DBT CORP IE N 2 2028-10-29 Fixed 3 N N N N N N AGL CLO 17 LTD. N/A 00120DAA4 630000 PA USD 599551.91 0.1000441652 Long ABS-CBDO CORP KY Y 2 2035-01-21 Floating 1.57432 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAF2 640000 PA USD 634630.4 0.1058975336 Long DBT CORP HK Y 2 2028-04-06 Fixed 3.9 N N N N N N AKELIUS RESIDENTIAL AB 213800REBFN6T3PU8L97 ACI0VCGT4 170000 PA 171844.22 0.0286747673 Long DBT CORP SE Y 2 2025-02-07 Fixed 1.75 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAG8 180000 PA USD 170344.74 0.0284245568 Long DBT CORP NO Y 2 2026-01-15 Fixed 2.875 N N N N N N ALLIANT HLDGS I L P 5493006Q26653NF8SI73 01881UAE5 75555.75 PA USD 70968.76 0.0118421945 Long LON CORP US N 2 2025-05-09 Floating 0 N N N N N N ALLIANT HOLDINGS INTERMEDIATE 5493006Q26653NF8SI73 01881UAJ4 68751.83 PA USD 63784.51 0.0106433954 Long LON CORP US N 2 2027-11-06 Floating 0 N N N N N N ALLIANZ SE 529900K9B0N5BT694847 ACI09D7J9 400000 PA 408675.35 0.0681935685 Long DBT CORP DE Y 2 2099-12-31 Fixed 3.375 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBQ2 630000 PA USD 605850.88 0.1010952421 Long DBT CORP US N 2 2027-06-09 Fixed 4.75 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAF4 625000 PA USD 422381.67 0.0704806721 Long DBT CORP US N 2 2050-08-15 Fixed 2.05 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 ACI1ZNKP7 100000 PA 78858.24 0.0131586718 Long DBT CORP LU Y 2 2029-08-15 Fixed 4.25 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 02156LAC5 290000 PA USD 229825 0.038349724 Long DBT CORP FR Y 2 2028-01-15 Fixed 5.5 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 ACI1FL9B7 135000 PA 105532.82 0.0176097227 Long DBT CORP FR Y 2 2028-01-15 Fixed 3.375 N N N N N N AMERICA MOVIL SAB DE CV 5493000FNR3UCEAONM59 B5ZQ0PII9 140000 PA 190310.29 0.0317561061 Long DBT CORP MX N 2 2030-06-28 Fixed 5.75 N N N N N N AMERICAN AIRLINES/AADVAN IWUQB36BXD6OWD6X4T14 00253XAA9 115000 PA USD 105660.28 0.0176309913 Long DBT CORP NA Y 2 2026-04-20 Fixed 5.5 N N N N N N AMERICAN AIRLINES/AADVAN IWUQB36BXD6OWD6X4T14 00253XAB7 105000 PA USD 89876.33 0.0149972042 Long DBT CORP NA Y 2 2029-04-20 Fixed 5.75 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 ACI1LSTZ0 200000 PA 209464.25 0.0349522296 Long DBT CORP US N 2 2024-10-18 Fixed 1.95 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 ACI1T14P0 130000 PA 140536.85 0.0234506664 Long DBT CORP US Y 2 2026-11-25 Fixed 0.75 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 ACI1XW4N2 150000 PA 127743.74 0.0213159455 Long DBT CORP US N 2 2029-05-21 Fixed 0.875 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA N/A 03066PAF6 275000 PA USD 260659.49 0.0434949178 Long ABS-O CORP US N 2 2026-09-18 Fixed 1.49 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464BAA6 323018.85 PA USD 306873.04 0.0512063369 Long ABS-O CORP US Y 2 2066-12-25 Floating 2.881 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464EAC6 315524.55 PA USD 277065.7 0.0462325383 Long ABS-O CORP US Y 2 2065-01-20 Floating 1.446 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464MAB0 12667.42 PA USD 12634.34 0.0021082278 Long ABS-O CORP US Y 2 2048-11-25 Floating 4.022 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464WAC6 79865.64 PA USD 75740.2 0.0126383804 Long ABS-O CORP US Y 2 2065-05-25 Floating 2.041 N N N N N N ANGEL OAK MORTGAGE TRUST N/A 03464WAD4 275000 PA USD 248584.19 0.0414799742 Long ABS-O CORP US Y 2 2065-05-25 Floating 2.97 N N N N N N ANHEUSER BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AT7 520000 PA USD 470406.28 0.0784942935 Long DBT CORP US N 2 2050-06-01 Fixed 4.5 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00205GAD9 885000 PA USD 861974.42 0.1438332692 Long DBT CORP AU Y 2 2027-07-15 Fixed 4.25 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DZ0 130000 PA USD 92067.73 0.0153628719 Long DBT CORP US N 2 2050-08-20 Fixed 2.4 N N N N N N APPLEBEES/IHOP FUNDING LLC N/A 03789XAD0 1386000 PA USD 1384304.37 0.2309918003 Long ABS-O CORP US Y 2 2049-06-05 Fixed 4.194 N N N N N N APPLIED SYS INC N/A 03827FAX9 482227.22 PA USD 461732.56 0.0770469541 Long LON CORP US N 2 2024-09-19 Floating 0 N N N N N N APTIV PLC N/A 03835VAJ5 105000 PA USD 68216.62 0.011382959 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1 N N N N N N ARCONIC CORP 549300B4YFWH3U74B152 03966VAA5 165000 PA USD 152146.5 0.0253879094 Long DBT CORP US Y 2 2028-02-15 Fixed 6.125 N N N N N N ARDAGH METAL PACKAGING 635400YUJMWFYRBL5293 03969YAC2 240000 PA USD 237000 0.0395469796 Long DBT CORP NA Y 2 2027-06-15 Fixed 6 N N N N N ARDAGH METAL PACKAGING 635400YUJMWFYRBL5293 ACI1W6BY8 180000 PA 140323.36 0.0234150424 Long DBT CORP NA Y 2 2029-09-01 Fixed 3 N N N N N N ARION BANKI HF RIL4VBPDB0M7Z3KXSF19 ACI11G4G7 150000 PA 156431.69 0.0261029572 Long DBT CORP IS Y 2 2023-03-20 Fixed 1 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 042735BE9 375000 PA USD 373099.26 0.062257168 Long DBT CORP US N 2 2025-04-01 Fixed 4 N N N N N N ASCEND LEARNING LLC 549300T466HKRLVCD610 04349HAK0 218663.09 PA USD 201443.37 0.0336138263 Long LON CORP US N 2 2028-12-11 Floating 0 N N N N N N ASTRAZENECA FINANCE LLC 549300C3HATU4Q460S18 04636NAE3 445000 PA USD 393299.05 0.0656278038 Long DBT CORP US N 2 2028-05-28 Fixed 1.75 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VAW0 171503.52 PA USD 160441.54 0.0267720604 Long LON CORP US N 2 2024-11-03 Floating 0 N N N N N N ASURION LLC 549300KNQVXGIOXWK278 04649VBA7 335000 PA USD 283075 0.0472352795 Long LON CORP US N 2 2029-01-20 Floating 0 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RJX1 450000 PA USD 410957.55 0.0685743875 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N AT+T INC 549300Z40J86GGSTL398 00206RKG6 415000 PA USD 359640.62 0.0600113935 Long DBT CORP US N 2 2028-02-01 Fixed 1.65 N N N N N N AT+T INC 549300Z40J86GGSTL398 ACI0585Z0 113000 PA 119229.52 0.0198952211 Long DBT CORP US N 2 2023-03-15 Fixed 2.5 N N N N N N ATHENAHEALTH INC N/A 04686RAB9 200942.02 PA USD 184490.9 0.0307850542 Long LON CORP US N 2 2029-02-15 Floating 0 N N N N N N ATHENAHEALTH INC N/A 04686RAC7 34057.98 PA USD 31269.65 0.0052178068 Long LON CORP US N 2 2029-02-15 Floating 0 N N N N N N AUSGRID FINANCE PTY LTD 549300DN8D7YR73BKB57 052113AA5 585000 PA USD 584951.76 0.0976079127 Long DBT CORP AU Y 2 2023-05-01 Fixed 3.85 N N N N N N AUSGRID FINANCE PTY LTD 549300DN8D7YR73BKB57 052113AB3 260000 PA USD 253390.22 0.0422819319 Long DBT CORP AU Y 2 2028-08-01 Fixed 4.35 N N N N N N AUST 3YR BOND FUT SEP22 N/A ADI25L023 106 NC 0 0 N/A DIR AU N 1 Sydney Futures Exchange 549300ZD7BBOVZFVHK49 Long Australian Government 3 Year Bond 2022-09-15 7862446.01 AUD 5265.96 N N N AUSTIN FAIRMONT HOTEL TRUST N/A 05223HAG7 235000 PA USD 228567.3 0.038139858 Long ABS-O CORP US Y 2 2032-09-15 Floating 2.574 N N N N N N AUSTRALIAN GOVERNMENT 213800J6B7JSBDETCB42 ACI0QBJL6 1549000 PA 918783.9 0.153312777 Long DBT NUSS AU Y 2 2047-03-21 Fixed 3 N N N N N N AVANTOR INC 5493003VM0XB4U8YD238 05350NAL8 122194.57 PA USD 117211.48 0.019558481 Long LON CORP US N 2 2027-11-08 Floating 0 N N N N N N AVENTURA MALL TRUST N/A 05359AAA1 380000 PA USD 357640.5 0.0596776437 Long ABS-O CORP US Y 2 2040-07-05 Floating 4.249397 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAF8 125000 PA USD 119778.29 0.0199867915 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 270000 PA USD 250407.3 0.0417841873 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.375 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAL5 150000 PA USD 139105.98 0.0232119044 Long DBT CORP KY Y 2 2026-04-15 Fixed 4.25 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 531000 PA USD 434450.18 0.0724944827 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.528 N N N N N N AXIATA SPV2 BHD 254900P49KQFQ10AF282 ACI1Q7Y69 250000 PA USD 212333.39 0.0354309884 Long DBT CORP MY Y 2 2030-08-19 Fixed 2.163 N N N N N N AXIS EQUIPMENT FINANCE RECEIVA 549300K5Y88MV8B4M421 03236VAD3 175000 PA USD 164662.77 0.0274764355 Long ABS-O CORP US Y 2 2028-04-20 Fixed 2.37 N N N N N N B0017126 IRS PLN R V 06MWIBOR N/A 99S1AXPR1 1700000 PA 102734.45 0.017142773 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2029-09-24 0 PLN 0 PLN 1700000 PLN 102734.45 N N N B0331822 IRS PLN R V 06MWIBOR N/A 99S1BIGO0 823529 PA 49735.33 0.0082990805 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2029-10-22 0 PLN 0 PLN 823529 PLN 49735.33 N N N B0421828 IRS PLN R V 06MWIBOR N/A 99S1BIH01 1176471 PA 71123.71 0.0118680502 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2029-10-22 0 PLN 0 PLN 1176471 PLN 71123.71 N N N B21443154 IRS EUR R V 12MCPTFE N/A 99S1S2GI0 2525000 PA 2646073.75 0.4415368125 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2027-05-15 2525000 EUR 0 EUR 2525000 EUR -9090.36 N N N B21778009 IRS EUR R V 12MCPTFE N/A 99S1S1701 2525000 PA 5103.75 0.0008516367 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2027-05-15 0 EUR 0 EUR 2525000 EUR 5103.75 N N N B24633581 IRS PLN R V 06MWIBOR N/A 99S10RML1 1070000 PA 39371.29 0.0065696861 N/A DIR PL N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-02-20 0 PLN 0 PLN 1070000 PLN 39371.29 N N N B25077717 IRS EUR R V 12MCPTFE N/A 99S1S34I1 2450000 PA 3945.44 0.0006583554 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2027-05-15 0 EUR 0 EUR 2450000 EUR 3945.44 N N N B25769023 IRS EUR R V 12MCPTFE N/A 99S1S33F8 2150000 PA -3317.9 -0.000553641 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2027-05-15 0 EUR 0 EUR 2150000 EUR -3317.9 N N N B29469028 IRS PLN R V 06MWIBOR N/A 99S11VMO5 200000 PA 7982.51 0.0013320007 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-05-07 0 PLN 0 PLN 200000 PLN 7982.51 N N N B48066023 IRS PLN R V 06MWIBOR N/A 99S1236R7 300000 PA 11679.75 0.0019489402 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-05-18 0 PLN 0 PLN 300000 PLN 11679.75 N N N B53863308 IRS PLN R V 06MWIBOR N/A 99S11HJR3 100000 PA 3961.59 0.0006610503 N/A DIR PL N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2028-04-06 0 PLN 0 PLN 100000 PLN 3961.59 N N N B62054447 CDS EUR R V 03MEVENT iTraxx 35 N/A 99S1LXHR8 815000 PA 7516.18 0.0012541866 N/A DCR US N 2 InterContinental Exchange 5493000F4ZO33MV32P92 N 2026-06-20 0 EUR 94068.02 EUR 815000 EUR 120995.1 N N N B63639532 CDS USD R V 03MEVENT N/A 99S1R9O63 3019500 PA USD 3019500 0.5038485437 N/A DCR US N 2 InterContinental Exchange 5493000F4ZO33MV32P92 N 2027-06-20 3078060.18 USD 0 USD 3019500 USD -58560.18 N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 ACI0XDTZ2 100000 PA 104912.58 0.0175062264 Long DBT CORP ES Y 2 2022-09-11 Fixed 0.75 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 ACI1FSQR8 200000 PA 200512.66 0.0334585235 Long DBT CORP ES Y 2 2024-10-02 Fixed 0.375 N N N N N N BANCO DE BOGOTA SA 549300LYHE7LWSKDZT53 P09252AK6 250000 PA USD 237500 0.039630412 Long DBT CORP CO Y 2 2026-05-12 Fixed 6.25 N N N N N N BANCO DE CREDITO DEL PER 549300EQYQ8SCQZ4BY14 05971U2C0 200000 PA USD 182759 0.0304960609 Long DBT CORP PE Y 2 2030-07-01 Fixed 3.125 N N N N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 ACI0Z6VN9 300000 PA 313158.9 0.0522552263 Long DBT CORP ES Y 2 2023-03-05 Fixed 0.875 N N N N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 ACI1YHNP8 200000 PA 171532.65 0.0286227772 Long DBT CORP ES Y 2 2028-06-16 Fixed 0.875 N N N N Y N/A N/A XXXX N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000 PA USD 191102 0.0318882147 Long DBT CORP ES N 2 2028-03-24 Fixed 4.175 N N N N Y N/A N/A XXXX N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAE9 1200000 PA USD 1137311.87 0.1897774232 Long DBT CORP ES N 2 2025-05-28 Fixed 2.746 N N N N Y N/A N/A XXXX N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAF6 200000 PA USD 177334.62 0.0295909224 Long DBT CORP ES N 2 2030-05-28 Fixed 3.49 N N N N Y N/A N/A XXXX N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 ACI0J9FR0 100000 PA 105237.03 0.0175603657 Long DBT CORP ES Y 2 2022-12-14 Fixed 1.375 N N N N N N BANGKOK BANK PCL/HK N/A Y0606WCA6 250000 PA USD 219115 0.036562601 Long DBT CORP TH Y 2 2034-09-25 Fixed 3.733 N N N N N N BANK HAPOALIM B6ARUI4946ST4S7WOU88 ACI2155Q6 200000 PA USD 171000 0.0285338967 Long DBT CORP IL N 2 2032-01-21 Fixed 3.255 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFL8 700000 PA USD 690834.4 0.1152760081 Long DBT CORP US N 2 2026-10-22 Fixed 4.25 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFP9 1365000 PA USD 1347481.74 0.2248473961 Long DBT CORP US N 2 2025-04-21 Fixed 3.95 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHD4 55000 PA USD 51302.09 0.0085605177 Long DBT CORP US N 2 2028-12-20 Fixed 3.419 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHT9 495000 PA USD 475926.75 0.0794154661 Long DBT CORP US N 2 2027-04-23 Fixed 3.559 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 1735000 PA USD 1472296.66 0.2456746243 Long DBT CORP US N 2 2031-02-13 Fixed 2.496 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJB6 585000 PA USD 497531.21 0.083020492 Long DBT CORP US N 2 2031-04-29 Fixed 2.592 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1240000 PA USD 993576.64 0.1657930595 Long DBT CORP US N 2 2031-07-23 Fixed 1.898 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJS9 585000 PA USD 521864.42 0.0870808505 Long DBT CORP US N 2 2027-07-22 Fixed 1.734 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKA6 935000 PA USD 757672.68 0.1264289705 Long DBT CORP US N 2 2032-07-21 Fixed 2.299 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 845000 PA USD 721924.87 0.120463916 Long DBT CORP US N 2 2033-02-04 Fixed 2.972 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 ACI0NSR82 110000 PA 114362.68 0.0190831163 Long DBT CORP US Y 2 2023-07-26 Fixed 0.75 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BNFXB4II2 150000 PA 157475.45 0.0262771241 Long DBT CORP US Y 2 2024-06-19 Fixed 2.375 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 BYZ61RII5 111000 PA 116660.72 0.0194665785 Long DBT CORP US Y 2 2022-09-14 Fixed 1.625 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 U0662KE80 150000 PA 157475.45 0.0262771241 Long DBT CORP US Y 2 2024-06-19 Fixed 2.375 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 ACI17GJN0 100000 PA 104198.09 0.0173870031 Long DBT CORP FR Y 2 2023-06-15 Fixed 0.75 N N N N N N BARCLAYS COMMERCIAL MORTGAGE S N/A 05492NAG8 245000 PA USD 236348.88 0.0394383305 Long ABS-O CORP US Y 2 2034-11-15 Floating 3.484 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBH7 475000 PA USD 467792.68 0.0780581754 Long DBT CORP GB N 2 2025-05-07 Fixed 3.932 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBL8 670000 PA USD 633245.19 0.1056663907 Long DBT CORP GB N 2 2026-05-07 Fixed 2.852 N N N N Y N/A N/A XXXX N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBU8 295000 PA USD 261874.21 0.043697612 Long DBT CORP GB N 2 2027-11-24 Fixed 2.279 N N N N Y N/A N/A XXXX N N N BASF SE 529900PM64WH8AF1E917 ACI1MQPG9 100000 PA 103665.31 0.0172981008 Long DBT CORP DE Y 2 2023-06-05 Fixed 0.101 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 770000 PA USD 705491.66 0.1177217902 Long DBT CORP US N 2 2027-08-15 Fixed 3.557 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAK6 786000 PA USD 771170.8 0.1286813328 Long DBT CORP GB Y 2 2025-06-15 Fixed 3.95 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 205000 PA USD 181612.63 0.030304772 Long DBT CORP GB N 2 2026-03-25 Fixed 1.668 N N N N N N BATH + BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 145000 PA USD 124022.53 0.0206950062 Long DBT CORP US Y 2 2030-10-01 Fixed 6.625 N N N N N N BAUSCH + LOMB INC 549300NY6OZM39SO6475 C0787FAB8 55000 PA USD 51095 0.0085259617 Long LON CORP CA N 2 2027-05-10 Floating 0 N N N N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813CP2 345000 PA USD 302041.9 0.0504001893 Long DBT CORP US N 2 2028-12-01 Fixed 2.272 N N N N N N BAYER CAPITAL CORP BV 529900KEOKKPYZLTAU90 ACI09XRW4 56000 PA 58479.57 0.0097581872 Long DBT CORP NL Y 2 2023-11-13 Fixed 1.25 N N N N N N BAYER CAPITAL CORP BV 529900KEOKKPYZLTAU90 BFZNYKII8 100000 PA 104868.36 0.0174988476 Long DBT CORP NL Y 2 2022-12-15 Fixed 0.625 N N N N N N BAYVIEW MSR OPPORTUNITY MASTER N/A 07336LBL6 989086.82 PA USD 816344.39 0.1362192191 Long ABS-O CORP US Y 2 2051-06-25 Floating 2.5 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 07336GAV6 447378.35 PA USD 368964.83 0.0615672768 Long ABS-O CORP US Y 2 2051-10-25 Floating 2.5 N N N N N N BAYVIEW OPPORTUNITY MASTER FUN N/A 67648BAU6 828970.49 PA USD 717286.11 0.1196898698 Long ABS-O CORP US Y 2 2051-12-25 Floating 3 N N N N N N BBVA BANCOMER SA TEXAS N/A P16259AM8 300000 PA USD 253650 0.0423252801 Long DBT CORP MX Y 2 2033-01-18 Fixed 5.125 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887BX6 246000 PA USD 231496.37 0.038628617 Long DBT CORP US N 2 2047-06-06 Fixed 4.669 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 1230000 PA USD 1084518.39 0.1809680449 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CK3 390000 PA USD 323924.89 0.054051692 Long DBT CORP US N 2 2050-05-20 Fixed 3.794 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CL1 645000 PA USD 522049.78 0.0871117806 Long DBT CORP US N 2 2031-02-11 Fixed 1.957 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 ACI12TSB3 150000 PA 179103.82 0.0298861397 Long DBT CORP US N 2 2025-05-24 Fixed 3.02 N N N N N N BECTON DICKINSON EURO 549300W40NLZ25XUTH09 07589LAB3 109000 PA 113247.86 0.018897092 Long DBT CORP LU N 2 2023-06-04 Fixed 0.632 N N N N N N BECTON DICKINSON EURO 549300W40NLZ25XUTH09 ACI1VS841 100000 PA 74203.45 0.0123819507 Long DBT CORP LU N 2 2036-02-12 Fixed 1.213 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 ACI1VT9B2 100000 PA 94340.77 0.0157421625 Long DBT CORP GB Y 2 2026-02-16 Fixed 3.25 N N N N N N BENCHMARK MORTGAGE TRUST N/A 08162PAZ4 290000 PA USD 275999.47 0.046054622 Long ABS-O CORP US N 2 2051-01-15 Floating 3.878 N N N N N N BENEFIT STREET PARTNERS CLO LT N/A 08182FAN9 470000 PA USD 454263.93 0.075800702 Long ABS-CBDO CORP KY Y 2 2034-07-15 Floating 2.21429 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CX7 375000 PA USD 255557.54 0.0426435815 Long DBT CORP US N 2 2051-01-15 Fixed 2.5 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 ACI245XN9 167000 PA 155671.05 0.0259760331 Long DBT CORP US N 2 2030-03-18 Fixed 1.5 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 BVW2K3II5 160000 PA 167614.32 0.0279689455 Long DBT CORP US N 2 2023-03-16 Fixed 0.75 N N N N N N BERTELSMANN SE + CO KGAA 5299001BUUGXAREGE533 B8KG61II8 100000 PA 104935.84 0.0175101077 Long DBT CORP DE Y 2 2022-08-02 Fixed 2.625 N N N N N N BINOM SECURITIZATION TRUST N/A 05552UAA2 324848.05 PA USD 307396.53 0.051293689 Long ABS-O CORP US Y 2 2056-06-25 Floating 2.034 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 ACI1FCWD7 280000 PA 235976.71 0.0393762284 Long DBT CORP LU Y 2 2029-03-12 Fixed 1.75 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 ACI1FCWL9 100000 PA 101807.5 0.0169880976 Long DBT CORP LU Y 2 2023-09-12 Fixed 0.5 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 ACI098JM0 92000 PA 96574.52 0.0161148969 Long DBT CORP NL Y 2 2022-09-05 Fixed 1.25 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 ACI1FMQZ3 117000 PA 121860.27 0.0203342009 Long DBT CORP NL Y 2 2023-03-24 Fixed 0.01 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 ACI1HZGG5 84000 PA 87420.76 0.0145874557 Long DBT CORP NL Y 2 2023-04-14 Fixed 0.01 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 BFZQ1DII3 105000 PA 110080.08 0.0183685007 Long DBT CORP NL Y 2 2022-11-22 Fixed 0.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2N3 890000 PA USD 787149.66 0.1313476436 Long DBT CORP FR Y 2 2027-01-13 Fixed 1.323 N N N N Y N/A N/A XXXX N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 680000 PA USD 612499.31 0.1022046317 Long DBT CORP FR Y 2 2028-01-20 Fixed 2.591 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 987LVPII4 157000 PA 168812.46 0.028168873 Long DBT CORP FR Y 2 2023-03-21 Fixed 4.5 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ACI02LTA3 96000 PA 101393.94 0.0169190889 Long DBT CORP FR Y 2 2022-10-24 Fixed 2.875 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 ACI04YYW9 153000 PA 163300.64 0.0272491438 Long DBT CORP FR Y 2 2023-09-26 Fixed 2.875 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BJCZ68II6 200000 PA 201241.61 0.0335801597 Long DBT CORP FR Y 2 2027-01-23 Fixed 2.125 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AD0 1415000 PA USD 1425708.76 0.2379007394 Long DBT CORP US N 2 2024-12-15 Fixed 4.95 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AH1 990000 PA USD 846056.96 0.1411772039 Long DBT CORP US N 2 2031-02-15 Fixed 3.4 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 ACI13NCW6 2215000000 PA 2198124.05 0.3667897339 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.7 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 ACI1YYXQ8 385000000 PA 393095.19 0.0655937867 Long DBT NUSS CL N 2 2028-10-01 Fixed 5 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 BWWC43II9 445000000 PA 463047.3 0.0772663381 Long DBT NUSS CL N 2 2026-03-01 Fixed 4.5 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 ACI242D08 1954000 PA 1880823.59 0.3138434267 Long DBT NUSS ES N 2 2029-07-30 Fixed 0.8 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAA6 100000 PA 105042.11 0.0175278404 Long DBT CORP US N 2 2022-11-25 Fixed 2.15 N N N N N N BORAL FINANCE PTY LTD 549300X2TYFVNPM0UT91 09952AAA4 170000 PA USD 169465.46 0.0282778358 Long DBT CORP AU Y 2 2022-11-01 Fixed 3 N N N N N N BORAL FINANCE PTY LTD 549300X2TYFVNPM0UT91 09952AAC0 1060000 PA USD 997978.98 0.1665276555 Long DBT CORP AU Y 2 2028-05-01 Fixed 3.75 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBC7 785000 PA USD 668960.68 0.1116260521 Long DBT CORP US N 2 2030-03-15 Fixed 2.9 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 976DNSII8 150000 PA 157722.55 0.0263183564 Long DBT CORP GB Y 2 2023-02-16 Fixed 1.109 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 ACI09HGJ0 160000 PA 164924.53 0.027520114 Long DBT CORP GB Y 2 2026-09-25 Fixed 2.213 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 ACI06FB03 100000 PA 107104.89 0.017872046 Long DBT CORP FR Y 2 2023-07-18 Fixed 4.625 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 ACI0Q1889 100000 PA 103343.17 0.017244347 Long DBT CORP FR Y 2 2023-10-05 Fixed 0.375 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 N15516AD4 300000 PA USD 255864 0.0426947189 Long DBT CORP NL Y 2 2030-01-31 Fixed 4.5 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAC7 2000000 PA USD 1955248.64 0.3262623546 Long DBT CORP US N 2 2026-06-15 Fixed 4.125 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 160000 PA USD 149359.51 0.0249228586 Long DBT CORP US N 2 2029-05-15 Fixed 4.125 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 485000 PA USD 438532.3 0.0731756452 Long DBT CORP US N 2 2030-07-01 Fixed 4.05 N N N N N N BROOKFIELD WEC HOLDINGS INC 5493002M6GRSU1IWMG57 11284EAM5 136653.16 PA USD 128919.96 0.0215122153 Long LON CORP US N 2 2025-08-01 Floating 0 N N N N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 11823LAK1 376380.76 PA USD 359210.27 0.0599395832 Long LON CORP US N 2 2026-11-01 Floating 0 N N N N N N BUNDESOBLIGATION 529900AQBND3S6YJLY83 ACI230NN2 2456000 PA 2451048.08 0.408993875 Long DBT NUSS DE N 2 2027-04-16 Fixed 0.01 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 ACI22SGK6 10234000 PA 9422417.52 1.5722706891 Long DBT NUSS DE N 2 2032-02-15 Fixed 0.01 N N N N N N BUNGE FINANCE EUROPE BV 549300BIPDLRC1B3OO64 ACI0N0ZG6 220000 PA 229350.15 0.0382704882 Long DBT CORP NL N 2 2023-06-16 Fixed 1.85 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 BD3VHHII6 1064000 PA 890826.43 0.1486476567 Long DBT NUSS IT Y 2 2067-03-01 Fixed 2.8 N N N N N N BX TRUST N/A 05608RAE5 475000 PA USD 444058.07 0.0740977022 Long ABS-O CORP US Y 2 2036-10-15 Floating 2.621 N N N N N N BX TRUST N/A 05609CAJ6 340000 PA USD 318561.95 0.0531568056 Long ABS-O CORP US Y 2 2036-10-15 Floating 2.501 N N N N N N BX TRUST N/A 05610MAC6 675000 PA USD 663154.49 0.1106572029 Long ABS-O CORP US Y 2 2027-06-15 Floating 3.8907 N N N N N N BX TRUST N/A 12434DAJ1 385000 PA USD 358801.56 0.0598713838 Long ABS-O CORP US Y 2 2023-10-15 Floating 2.328 N N N N N N BXSC COMMERCIAL MORTGAGE TRUST N/A 05610BAG1 920000 PA USD 887717.84 0.1481289422 Long ABS-O CORP US Y 2 2035-03-15 Floating 3.371 N N N N N N BXSC COMMERCIAL MORTGAGE TRUST N/A 05610BAJ5 170000 PA USD 163832.28 0.0273378558 Long ABS-O CORP US Y 2 2035-03-15 Floating 3.67 N N N N N N CAESARS RESORT COLLECTION LLC 549300V3UCT773B1KR38 12769LAB5 141748.49 PA USD 136225.97 0.0227313319 Long LON CORP US N 2 2024-12-23 Floating 0 N N N N N N CAESARS RESORT COLLECTION LLC 549300V3UCT773B1KR38 12769LAD1 105853.13 PA USD 101804.25 0.0169875553 Long LON CORP US N 2 2025-07-21 Floating 0 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 ACI0V4Z04 100000 PA 102977.44 0.0171833195 Long DBT CORP ES Y 2 2024-05-17 Fixed 1.125 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 ACI0W47Z7 200000 PA 206718.62 0.0344940804 Long DBT CORP ES Y 2 2028-07-14 Fixed 2.75 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 ACI15RD12 100000 PA 104211.99 0.0173893225 Long DBT CORP ES Y 2 2023-10-24 Fixed 1.75 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 BF0LJJII0 100000 PA 104830.63 0.0174925518 Long DBT CORP ES Y 2 2023-01-12 Fixed 1.125 N N N N Y N/A N/A XXXX N N N CAN 10YR BOND FUT SEP22 N/A ADI217317 39 NC 0 0 N/A DIR CA N 1 Canadian Derivatives Exchange 5493004XJK1P32XQLA57 Long Government of Canada 10 Year Bond 2022-09-20 3756688.94 CAD -118394.32 N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087M84 2588000 PA 1848799.49 0.3084997286 Long DBT NUSS CA N 2 2027-03-01 Fixed 1.25 N N N N N N CANADIAN GOVERNMENT RRB 4BFD7AQU0A75QLAHK410 135087WV2 4033431.34 PA 3943763.32 0.6580756435 Long DBT NUSS CA N 2 2031-12-01 Fixed 4 N N N N N N CANTOR COMMERCIAL REAL ESTATE N/A 12528YAK9 295000 PA USD 258581.45 0.0431481659 Long ABS-O CORP US N 2 2052-11-15 Floating 3.2672 N N N N N N CAPGEMINI SE 96950077L0TN7BAROX36 ACI0DGH15 100000 PA 105770.85 0.0176494415 Long DBT CORP FR Y 2 2023-07-01 Fixed 2.5 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBN4 115000 PA USD 110229.21 0.0183933853 Long DBT CORP US N 2 2027-03-09 Fixed 3.75 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCE3 510000 PA USD 485849.5 0.0810712247 Long DBT CORP US N 2 2027-05-11 Fixed 3.65 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 265000 PA USD 234965.27 0.0392074546 Long DBT CORP US N 2 2030-03-01 Fixed 3.273 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 ACI1CG921 300000 PA 264187.78 0.0440836656 Long DBT CORP US N 2 2029-06-12 Fixed 1.65 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBB3 95000 PA USD 81798.6 0.0136493146 Long DBT CORP US N 2 2044-11-15 Fixed 4.5 N N N N N N CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 14149YBD9 105000 PA USD 95783.27 0.0159828651 Long DBT CORP US N 2 2045-09-15 Fixed 4.9 N N N N N N CARLYLE GLOBAL MARKET STRATEGI N/A 14317VAQ3 865000 PA USD 835017.37 0.1393350839 Long ABS-CBDO CORP KY Y 2 2035-04-15 Floating 2.16635 N N N N N N CARMAX AUTO OWNER TRUST N/A 14317CAG7 280000 PA USD 265269.7 0.0442642 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.47 N N N N N N CBAM CLO MANAGEMENT 254900Q3N8LV0KJICN72 14987VAA7 1213513.75 PA USD 1200796.13 0.2003707175 Long ABS-CBDO CORP KY Y 2 2030-02-12 Floating 2.32429 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 80000 PA USD 71500 0.0119308398 Long DBT CORP US Y 2 2029-06-01 Fixed 5.375 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 235000 PA USD 191525 0.0319587986 Long DBT CORP US Y 2 2031-02-01 Fixed 4.25 N N N N N N CDK GLOBAL, INC N/A 943UMXII0 85000 PA USD 80123.55 0.0133698076 Long LON CORP GB N 2 2029-06-08 Floating 0 N N N N N N CEDAR FUNDING LTD 549300PTCF9P2JDL1E69 15032EAL3 490000 PA USD 473040.61 0.0789338707 Long ABS-CBDO CORP KY Y 2 2034-10-17 Floating 2.19429 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 ACI1S5JZ4 200000 PA 149136.28 0.0248856094 Long DBT CORP ES Y 2 2030-10-23 Fixed 1.75 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 151191BJ1 200000 PA USD 177500 0.0296185185 Long DBT CORP CL Y 2 2030-01-29 Fixed 4.2 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 875000 PA USD 811739.69 0.1354508563 Long DBT CORP US N 2 2029-12-15 Fixed 4.625 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAV3 515000 PA USD 436554.47 0.0728456148 Long DBT CORP US N 2 2030-02-15 Fixed 3.375 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAY7 230000 PA USD 191960.3 0.0320314349 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAZ4 315000 PA USD 250582.5 0.041813422 Long DBT CORP US N 2 2031-08-01 Fixed 2.625 N N N N N N CENTRAL PARENT/MERGER SU N/A 15477CAA3 95000 PA USD 91770 0.0153131912 Long DBT CORP US Y 2 2029-06-15 Fixed 7.25 N N N N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 159864AJ6 110000 PA USD 93769.25 0.0156467958 Long DBT CORP US Y 2 2031-03-15 Fixed 4 N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BA1 105000 PA USD 102324.23 0.0170743217 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BK9 485000 PA USD 456780.06 0.0762205557 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BS2 215000 PA USD 178943.12 0.0298593245 Long DBT CORP US N 2 2049-07-01 Fixed 5.125 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175BU7 89000 PA USD 71463.56 0.0119247593 Long DBT CORP US N 2 2031-04-01 Fixed 2.8 N N N N N N CHARTER COMM OPT LLC/CAP 549300TPZNMN50BJ3745 161175CD4 355000 PA USD 292262.36 0.0487683274 Long DBT CORP US N 2 2029-01-15 Fixed 2.25 N N N N N N CHARTER NEX US INC 549300KRNU8RNVGYXG75 16125TAJ1 313737.39 PA USD 294652.74 0.0491671979 Long LON CORP US N 2 2027-12-01 Floating 0 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAC9 760000 PA USD 778616.76 0.1299238022 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAD7 290000 PA USD 300687.69 0.0501742191 Long DBT CORP US N 2 2024-06-30 Fixed 7 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAG0 140000 PA USD 140167.02 0.0233889548 Long DBT CORP US N 2 2027-06-30 Fixed 5.125 N N N N N N CHENIERE CORP CHRISTI HD 549300I7CIEWU1BBLQ53 16412XAJ4 465000 PA USD 426255.93 0.0711271501 Long DBT CORP US N 2 2029-11-15 Fixed 3.7 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 255000 PA USD 229645.35 0.0383197467 Long DBT CORP US N 2 2028-10-15 Fixed 4.625 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAL5 95000 PA USD 74812.5 0.0124835798 Long DBT CORP US Y 2 2032-01-31 Fixed 3.25 N N N N N N CHOBANI LLC/FINANCE CORP 549300ISVDMZ91KNTR38 17027NAB8 185000 PA USD 156325 0.0260851544 Long DBT CORP US Y 2 2028-11-15 Fixed 4.625 N N N N N N CHURCHILL DOWNS INCORPORATED 529900FODTBQC8MIS994 17148PAF8 587562.5 PA USD 552796.43 0.092242317 Long LON CORP US N 2 2028-03-17 Floating 0 N N N N N N CIE DE SAINT GOBAIN NFONVGN05Z0FMN5PEC35 ACI1LBQ98 100000 PA 105044.62 0.0175282593 Long DBT CORP FR Y 2 2023-04-03 Fixed 1.75 N N N N N N CIFC FUNDING LTD N/A 12555QAN6 925000 PA USD 896693.15 0.1496266063 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 2.19429 N N N N N N CIFC FUNDING LTD N/A 12560EAL0 610000 PA USD 590019.45 0.0984535323 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 2.19271 N N N N N N CIFC FUNDING LTD N/A 12564DAA2 585000 PA USD 566798.31 0.0945787392 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 2.18429 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523CB4 325000 PA USD 312990.71 0.0522271613 Long DBT CORP US N 2 2027-03-01 Fixed 3.4 N N N N N N CIM TRUST N/A 12557LAQ8 69415.79 PA USD 67580.62 0.0112768329 Long ABS-O CORP US Y 2 2049-08-25 Floating 3.5 N N N N N N CIM TRUST N/A 12560AAB0 478396.21 PA USD 431383.64 0.0719827848 Long ABS-O CORP US Y 2 2050-04-25 Floating 2.5 N N N N N N CIM TRUST N/A 12566PBE4 624201.14 PA USD 514795.28 0.0859012592 Long ABS-O CORP US Y 2 2051-07-01 Floating 2.5 N N N N N N CIRSA FINANCE INTER 254900KUJN6DHWH2K029 BFWG28II8 84917.04 PA 84539.37 0.0141066529 Long DBT CORP LU Y 2 2023-12-20 Fixed 6.25 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A 17320QAJ8 390000 PA USD 378774.59 0.0632041813 Long ABS-O CORP US Y 2 2035-05-10 Floating 3.63483 N N N N N N CITIGROUP COMMERCIAL MORTGAGE N/A 17320QAL3 315000 PA USD 301483.35 0.0503069869 Long ABS-O CORP US Y 2 2035-05-10 Floating 3.63483 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 475000 PA USD 456376.3 0.0761531824 Long DBT CORP US N 2 2026-04-08 Fixed 3.106 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 300000 PA USD 247491.39 0.0412976243 Long DBT CORP US N 2 2032-05-01 Fixed 2.561 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NG2 570000 PA USD 529112.35 0.0882902755 Long DBT CORP US N 2 2028-02-24 Fixed 3.07 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 575000 PA USD 489466.09 0.0816747066 Long DBT CORP US N 2 2033-01-25 Fixed 3.057 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 ACI0QFV41 110000 PA 113813.28 0.0189914408 Long DBT CORP US N 2 2023-10-26 Fixed 0.75 N N N N N N CITIGROUP MORTGAGE LOAN TRUST N/A 17290FBL2 232985.45 PA USD 208294.44 0.0347570294 Long ABS-O CORP US Y 2 2051-11-27 Floating 3 N N N N N N CK HUTCHISON FINANCE 16 254900EAR706W4E5ZN70 ACI0LTRT6 111000 PA 116618.84 0.0194595902 Long DBT CORP KY Y 2 2023-04-06 Fixed 1.25 N N N N N N CK HUTCHISON GROUP 254900OM17Q9YNDIUG82 ACI1G2V07 109000 PA 112039.11 0.0186953941 Long DBT CORP LU Y 2 2023-10-17 Fixed 0.375 N N N N N N CKE RESTAURANTS HOLDINGS INC N/A 411707AK8 297000 PA USD 255812.81 0.0426861771 Long ABS-O CORP US Y 2 2051-06-20 Fixed 2.865 N N N N N N CLARIOS GLOBAL LP 549300474L1ZLXZY2P98 C8000CAG8 128229.26 PA USD 119413.5 0.0199259209 Long LON CORP CA N 2 2026-04-30 Floating 0 N N N N N N CLEAR CHANNEL OUTDOOR HLDNGS I N/A 18452RAD7 145744.22 PA USD 124793.49 0.0208236523 Long LON CORP US N 2 2026-08-21 Floating 0 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 217000 PA USD 220527.9 0.0367983644 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N CNP ASSURANCES 969500QKVPV2H8UXM738 ACI0QBW98 100000 PA 105018.63 0.0175239224 Long DBT CORP FR Y 2 2022-10-20 Fixed 1.875 N N N N N N COLD STORAGE TRUST N/A 193051AL3 285067.25 PA USD 277217.92 0.0462579385 Long ABS-O CORP US Y 2 2037-11-15 Floating 2.974 N N N N N N COLOGIX DATA CENTERS ISSUER LL N/A 19521DAD3 275000 PA 199465.16 0.0332837325 Long DBT CORP CA Y 2 2052-01-25 Fixed 4.94 N N N N N N COLT FUNDING LLC N/A 12597QAA4 59803.24 PA USD 58050.09 0.009686522 Long ABS-O CORP US Y 2 2065-04-27 Floating 1.506 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 295000 PA USD 243606.8 0.0406494226 Long DBT CORP US N 2 2039-11-01 Fixed 3.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 715000 PA USD 514885.13 0.085916252 Long DBT CORP US N 2 2051-11-01 Fixed 2.887 N N N N N N COMM MORTGAGE TRUST N/A 12593QBH2 627000 PA USD 609692.48 0.1017362703 Long ABS-O CORP US N 2 2048-10-10 Floating 4.620767 N N N N N N COMM MORTGAGE TRUST N/A 12636FBM4 1650000 PA USD 1600294.25 0.2670329284 Long ABS-O CORP US N 2 2048-10-10 Floating 4.158 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 ACI14MTX7 142000 PA 146884.8 0.0245099164 Long DBT CORP DE Y 2 2023-08-28 Fixed 0.5 N N N N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 BYQCVXII6 18000 PA 18907.99 0.0031550797 Long DBT CORP DE N 2 2022-09-21 Fixed 1.5 N N N N N N CONTINENTAL AG 529900A7YD9C0LLXM621 ACI1FCTJ8 45000 PA 46188.19 0.0077071874 Long DBT CORP DE Y 2 2023-09-12 Fixed 0.01 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AT8 160000 PA USD 154190.4 0.0257289646 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 ACI02EJH5 115000 PA 121198.05 0.0202236996 Long DBT CORP NL Y 2 2022-09-14 Fixed 4.125 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 ACI05ZGB1 130000 PA 137911.62 0.0230126077 Long DBT CORP NL Y 2 2023-05-22 Fixed 2.375 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 ACI06G532 118000 PA 126526.97 0.0211129093 Long DBT CORP NL N 2 2023-07-25 Fixed 3.875 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 ACI08G1H3 150000 PA 176138.48 0.0293913286 Long DBT CORP NL Y 2 2029-05-23 Fixed 4.625 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 ACI14NWX1 100000 PA 103855.18 0.0173297835 Long DBT CORP NL Y 2 2023-08-29 Fixed 0.75 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 ACI0ZWNL5 250000 PA USD 135125 0.0225476186 Long DBT CORP KY Y 2 2025-01-17 Fixed 5.125 N N N N N N CREDIT AGRICOLE LONDON N/A ACI0RW427 200000 PA 205975.41 0.0343700647 Long DBT CORP FR Y 2 2024-09-16 Fixed 1 N N N N N N CREDIT SUISSE AG LONDON N/A ACI0MV499 111000 PA 115613.59 0.0192918493 Long DBT CORP CH Y 2 2023-06-07 Fixed 1 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AP3 480000 PA USD 425681.76 0.0710313412 Long DBT CORP CH Y 2 2031-04-01 Fixed 4.194 N N N N Y N/A N/A XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 BD9GVNII4 250000 PA 287337.64 0.0479465645 Long DBT CORP CH Y 2 2025-09-12 Fixed 2.125 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 126438AA8 298544.33 PA USD 273281.69 0.0456011199 Long ABS-O CORP US Y 2 2037-08-15 Fixed 2.2569 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 126438AG5 480000 PA USD 438466.27 0.0731646271 Long ABS-O CORP US Y 2 2037-08-15 Fixed 3.526 N N N N N N CRH FIN UK PLC 549300MQJDHXCWSM5880 BYWKSKII3 150000 PA 183695.36 0.0306523065 Long DBT CORP GB Y 2 2029-12-02 Fixed 4.125 N N N N N N CRITERIA CAIXA SA 959800DQQUAMV0K08004 ACI0V09R2 100000 PA 104726.25 0.0174751345 Long DBT CORP ES Y 2 2023-05-10 Fixed 1.5 N N N N N N CROATIA 74780000O00QGQ7CER13 ACI1W4RZ3 184000 PA 150883.84 0.0251772158 Long DBT NUSS HR Y 2 2033-03-04 Fixed 1.125 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAK7 665000 PA USD 628442.6 0.1048650071 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAT8 1230000 PA USD 999628.01 0.1668028207 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 22822VAZ4 135000 PA USD 124765.42 0.0208189684 Long DBT CORP US N 2 2027-03-15 Fixed 2.9 N N N N N N CSAIL COMMERCIAL MORTGAGE TRUS N/A 12597BAY5 285000 PA USD 254245.39 0.0424246297 Long ABS-O CORP US N 2 2052-09-15 Floating 3.2783 N N N N N N CSL FINANCE PLC N/A 12661PAB5 260000 PA USD 255770.43 0.0426791054 Long DBT CORP GB Y 2 2029-04-27 Fixed 4.05 N N N N N CSL FINANCE PLC N/A 12661PAC3 230000 PA USD 225502.31 0.0376284188 Long DBT CORP GB Y 2 2032-04-27 Fixed 4.25 N N N N N N Currency Forward Contract N/A N/A 1660864.53 PA USD 95537.18 0.0159418013 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 27047532.47 ZAR 1756401.71 USD 2022-07-15 95537.18 N N N Currency Forward Contract N/A N/A 1371796.62 PA USD -94287.84 -0.0157333303 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1466084.46 USD 22340000 ZAR 2022-07-15 -94287.84 N N N Currency Forward Contract N/A N/A 428332.29 PA USD 17056.16 0.0028460743 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 12734992 TWD 445388.45 USD 2022-07-08 17056.16 N N N Currency Forward Contract N/A N/A 176816.86 PA USD 7328.86 0.0012229294 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 19791981.45 RSD 184145.72 USD 2022-07-15 7328.86 N N N Currency Forward Contract N/A N/A 237899.23 PA USD 9067.18 0.001512994 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 7073118 TWD 246966.41 USD 2022-07-08 9067.18 N N N Currency Forward Contract N/A N/A 273712.07 PA USD 12259.4 0.0020456635 N/A DFE US N N/A DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 8137890 TWD 285971.47 USD 2022-07-08 12259.4 N N N Currency Forward Contract N/A N/A 889447.31 PA USD -31164.58 -0.0052002743 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 920611.89 USD 13250827252 IDR 2022-07-08 -31164.58 N N N Currency Forward Contract N/A N/A 123731.88 PA USD 12385.17 0.0020666501 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2015000 ZAR 136117.05 USD 2022-07-15 12385.17 N N N Currency Forward Contract N/A N/A 21110.31 PA USD 1058.57 0.0001766382 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2362981.44 RSD 22168.88 USD 2022-07-15 1058.57 N N N Currency Forward Contract N/A N/A 474097.1 PA USD 15544.64 0.0025938547 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 37449268.9 INR 489641.74 USD 2022-07-08 15544.64 N N N Currency Forward Contract N/A N/A 481853.01 PA USD 68975.84 0.0115096461 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 442420225 CLP 550828.85 USD 2022-07-08 68975.84 N N N Currency Forward Contract N/A N/A 147620.9 PA USD 8347.61 0.001392923 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 3489000 CZK 155968.51 USD 2022-07-15 8347.61 N N N Currency Forward Contract N/A N/A 114093.66 PA USD -10970.55 -0.0018305996 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 125064.21 USD 1858039.6 ZAR 2022-07-15 -10970.55 N N N Currency Forward Contract N/A N/A 481853.01 PA USD 74664.42 0.0124588704 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 442420225 CLP 556517.43 USD 2022-07-08 74664.42 N N N Currency Forward Contract N/A N/A 61282.59 PA USD 5878.56 0.0009809253 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 998000 ZAR 67161.15 USD 2022-07-15 5878.56 N N N Currency Forward Contract N/A N/A 477034.48 PA USD 77145.34 0.0128728489 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 437996022 CLP 554179.82 USD 2022-07-08 77145.34 N N N Currency Forward Contract N/A N/A 132368.75 PA USD -21445.41 -0.003578486 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 153814.16 USD 121536261 CLP 2022-07-08 -21445.41 N N N Currency Forward Contract N/A N/A 488314.21 PA USD 17505.43 0.0029210417 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 38572288.61 INR 505819.64 USD 2022-07-08 17505.43 N N N Currency Forward Contract N/A N/A 24994.93 PA USD -3693.68 -0.0006163455 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 28688.61 USD 22949453 CLP 2022-07-08 -3693.68 N N N Currency Forward Contract N/A N/A 488314.21 PA USD 17737.7 0.0029597994 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 38572288.6 INR 506051.91 USD 2022-07-08 17737.7 N N N Currency Forward Contract N/A N/A 968524.55 PA USD 148993.08 0.0248617143 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 889264653 CLP 1117517.63 USD 2022-07-08 148993.08 N N N Currency Forward Contract N/A N/A 59823.39 PA USD -8142.36 -0.001358674 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 67965.75 USD 54927700 CLP 2022-07-08 -8142.36 N N N Currency Forward Contract N/A N/A 10063.56 PA USD -1445.44 -0.0002411932 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 11509 USD 9240000 CLP 2022-07-08 -1445.44 N N N Currency Forward Contract N/A N/A 69604.95 PA USD 3174.59 0.0005297276 N/A DFE US N N/A BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 465876.4 CNY 72779.54 USD 2022-07-15 3174.59 N N N Currency Forward Contract N/A N/A 72476.87 PA USD 3283.09 0.0005478325 N/A DFE US N N/A BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 485098.58 CNY 75759.96 USD 2022-07-15 3283.09 N N N Currency Forward Contract N/A N/A 137905.92 PA USD 6443.04 0.0010751172 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 923025.02 CNY 144348.96 USD 2022-07-15 6443.04 N N N Currency Forward Contract N/A N/A 1770181.11 PA USD -59918.28 -0.0099982574 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1830099.39 USD 26371842000 IDR 2022-07-08 -59918.28 N N N Currency Forward Contract N/A N/A 298490.37 PA USD 35487.32 0.0059215878 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 2939185.65 NOK 333977.69 USD 2022-07-22 35487.32 N N N Currency Forward Contract N/A N/A 1313124.9 PA USD 40894.73 0.0068238947 N/A DFE US N N/A DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 103724673.6 INR 1354019.63 USD 2022-07-08 40894.73 N N N Currency Forward Contract N/A N/A 528306.74 PA USD 15778.35 0.0026328527 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 41731326.4 INR 544085.09 USD 2022-07-08 15778.35 N N N Currency Forward Contract N/A N/A 1300381.39 PA USD 22510.4 0.0037561955 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 1277870.99 USD 26197125.84 MXN 2022-07-15 22510.4 N N N Currency Forward Contract N/A N/A 233883.47 PA USD 9997.42 0.0016682184 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 5527804.25 CZK 243880.89 USD 2022-07-15 9997.42 N N N Currency Forward Contract N/A N/A 1494360.23 PA USD 127620.83 0.0212954361 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 5215480.1 ILS 1621981.06 USD 2022-07-21 127620.83 N N N Currency Forward Contract N/A N/A 43507.34 PA USD -3568.91 -0.0005955258 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 47076.25 USD 16486575 HUF 2022-07-15 -3568.91 N N N Currency Forward Contract N/A N/A 1494360.23 PA USD 130784.7 0.0218233749 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 5215480.1 ILS 1625144.93 USD 2022-07-21 130784.7 N N N Currency Forward Contract N/A N/A 6253873.49 PA USD 521134.88 0.0869591159 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 847685660 JPY 6775008.37 USD 2022-07-22 521134.88 N N N Currency Forward Contract N/A N/A 9063484.6 PA USD 749150.2 0.1250068678 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1228516364 JPY 9812634.8 USD 2022-07-22 749150.2 N N N Currency Forward Contract N/A N/A 6979037 PA USD 542835.01 0.0905801057 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 945978455 JPY 7521872.01 USD 2022-07-22 542835.01 N N N Currency Forward Contract N/A N/A 4704962.86 PA USD 336578.23 0.0561630903 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 6815597.5 AUD 5041541.09 USD 2022-07-22 336578.23 N N N Currency Forward Contract N/A N/A 7155484.01 PA USD 152838.69 0.0255034116 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 9210481.78 CAD 7308322.7 USD 2022-07-22 152838.69 N N N Currency Forward Contract N/A N/A 89336.22 PA USD 5514 0.000920093 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 12109141 JPY 94850.22 USD 2022-07-22 5514 N N N Currency Forward Contract N/A N/A 428699.39 PA USD 36568.31 0.0061019671 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 393616470 CLP 465267.7 USD 2022-07-08 36568.31 N N N Currency Forward Contract N/A N/A 755903.55 PA USD 46030.43 0.0076808628 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 1095000 AUD 801933.98 USD 2022-07-22 46030.43 N N N Currency Forward Contract N/A N/A 718618.51 PA USD 11234.78 0.0018746904 N/A DFE US N N/A ROYAL BANK OF CANADA (UK) 213800ODGVRDOVDV4N89 925000 CAD 729853.29 USD 2022-07-22 11234.78 N N N Currency Forward Contract N/A N/A 212664.35 PA USD 12435.78 0.0020750951 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 28825738 JPY 225100.13 USD 2022-07-22 12435.78 N N N Currency Forward Contract N/A N/A 1428938.4 PA USD -35434.67 -0.0059128024 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 28787000 MXN 1393503.73 USD 2022-07-15 -35434.67 N N N Currency Forward Contract N/A N/A 791884.03 PA USD 30147.12 0.0050304959 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 12896000 ZAR 822031.15 USD 2022-07-15 30147.12 N N N Currency Forward Contract N/A N/A 838082.71 PA USD 49275.84 0.0082224078 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 2925000 ILS 887358.55 USD 2022-07-21 49275.84 N N N Currency Forward Contract N/A N/A 755908.99 PA USD -2063.35 -0.0003443007 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 757972.34 USD 973000 CAD 2022-07-22 -2063.35 N N N Currency Forward Contract N/A N/A 1602239.39 PA USD -58673.55 -0.0097905556 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 1660912.94 USD 2321000 AUD 2022-07-22 -58673.55 N N N Currency Forward Contract N/A N/A 1748587.84 PA USD -64072.55 -0.0106914592 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1812660.39 USD 2533000 AUD 2022-07-22 -64072.55 N N N Currency Forward Contract N/A N/A 1575638.33 PA USD 66737.58 0.0111361591 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 213571000 JPY 1642375.91 USD 2022-07-22 66737.58 N N N Currency Forward Contract N/A N/A 111233.97 PA USD -722.03 -0.0001204815 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 111956 USD 2629000 CZK 2022-07-15 -722.03 N N N Currency Forward Contract N/A N/A 161928.23 PA USD -582.37 -0.0000971771 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 162510.6 USD 1084000 CNY 2022-07-15 -582.37 N N N Currency Forward Contract N/A N/A 400910.54 PA USD 19016.43 0.0031731746 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 54341700 JPY 419926.97 USD 2022-07-22 19016.43 N N N Currency Forward Contract N/A N/A 1716142.67 PA USD 55597.21 0.0092772225 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 2486000 AUD 1771739.88 USD 2022-07-22 55597.21 N N N Currency Forward Contract N/A N/A 1680038.54 PA USD -79091.33 -0.0131975663 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 1759129.87 USD 227722000 JPY 2022-07-22 -79091.33 N N N Currency Forward Contract N/A N/A 411579.15 PA USD -2386.4 -0.0003982064 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 46140574.8 RSD 409192.75 USD 2022-08-12 -2386.4 N N N Currency Forward Contract N/A N/A 416605.9 PA USD 14464.36 0.0024135939 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1454000 ILS 431070.26 USD 2022-07-21 14464.36 N N N Currency Forward Contract N/A N/A 795251.95 PA USD 21654.29 0.0036133408 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1152000 AUD 816906.24 USD 2022-07-22 21654.29 N N N Currency Forward Contract N/A N/A 452872.67 PA USD 3850.96 0.00064259 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 2040504.14 PLN 456723.63 USD 2022-08-12 3850.96 N N N Currency Forward Contract N/A N/A 428926.43 PA USD 11018.32 0.0018385708 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1497000 ILS 439944.75 USD 2022-07-21 11018.32 N N N Currency Forward Contract N/A N/A 431209.65 PA USD 9721.71 0.0016222121 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 4403625.58 SEK 440931.36 USD 2022-08-19 9721.71 N N N Currency Forward Contract N/A N/A 692981.31 PA USD -6943.03 -0.001158548 N/A DFE US N N/A ROYAL BANK OF CANADA (UK) 213800ODGVRDOVDV4N89 892000 CAD 686038.28 USD 2022-07-22 -6943.03 N N N Currency Forward Contract N/A N/A 924426.51 PA USD 13167.34 0.0021971668 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 13771941000 IDR 937593.85 USD 2022-07-08 13167.34 N N N Currency Forward Contract N/A N/A 155425.95 PA USD -3581.38 -0.0005976066 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 159007.33 USD 542453.5 ILS 2022-07-21 -3581.38 N N N Currency Forward Contract N/A N/A 103574.56 PA USD -2180.45 -0.0003638406 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 105755.01 USD 361486.5 ILS 2022-07-21 -2180.45 N N N Currency Forward Contract N/A N/A 103650.49 PA USD -2292.7 -0.0003825711 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 105943.19 USD 361751.5 ILS 2022-07-21 -2292.7 N N N Currency Forward Contract N/A N/A 50854.86 PA USD -938.01 -0.0001565209 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 51792.87 USD 177489 ILS 2022-07-21 -938.01 N N N Currency Forward Contract N/A N/A 52734.98 PA USD 2417.64 0.0004034192 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 7148000 JPY 55152.62 USD 2022-07-22 2417.64 N N N Currency Forward Contract N/A N/A 64754.42 PA USD -1132.87 -0.0001890362 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 65887.29 USD 226000 ILS 2022-07-21 -1132.87 N N N Currency Forward Contract N/A N/A 87103.98 PA USD -1090.79 -0.0001820146 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 583000 CNY 86013.19 USD 2022-07-15 -1090.79 N N N Currency Forward Contract N/A N/A 131389.4 PA USD -154.64 -0.000025804 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 592000 PLN 131234.76 USD 2022-08-12 -154.64 N N N Currency Forward Contract N/A N/A 81529.49 PA USD -67.44 -0.0000112534 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 81596.93 USD 2424000 TWD 2022-07-08 -67.44 N N N Currency Forward Contract N/A N/A 330811.98 PA USD 1670.27 0.0002787094 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 314703.78 EUR 332482.25 USD 2022-08-19 1670.27 N N N Currency Forward Contract N/A N/A 771894.64 PA USD 3897.29 0.0006503209 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 734308.84 EUR 775791.93 USD 2022-08-19 3897.29 N N N Currency Forward Contract N/A N/A 22922800.96 PA USD 98625.5 0.0164571335 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 21806623.1 EUR 23021426.46 USD 2022-08-19 98625.5 N N N Currency Forward Contract N/A N/A 15483922.28 PA USD 40743.03 0.0067985813 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 12709457.03 GBP 15524665.31 USD 2022-08-19 40743.03 N N N Currency Forward Contract N/A N/A 875207.1 PA USD -38082.94 -0.0063547057 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 913290.04 USD 118630559 JPY 2022-07-22 -38082.94 N N N Currency Forward Contract N/A N/A 824268.13 PA USD -45916.11 -0.0076617868 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 870184.24 USD 111726000 JPY 2022-07-22 -45916.11 N N N Currency Forward Contract N/A N/A 18720287.44 PA USD -55865.11 -0.0093219256 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 17808742.19 EUR 18664422.33 USD 2022-08-19 -55865.11 N N N Currency Forward Contract N/A N/A 842889.15 PA USD -51302.71 -0.0085606212 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 894191.86 USD 114250000 JPY 2022-07-22 -51302.71 N N N Currency Forward Contract N/A N/A 34766248.14 PA USD -209032.64 -0.0348802091 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 33073378.38 EUR 34557215.5 USD 2022-08-19 -209032.64 N N N Currency Forward Contract N/A N/A 3068396.06 PA USD 45760.11 0.0076357558 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 31335262.23 SEK 3114156.17 USD 2022-08-19 45760.11 N N N Currency Forward Contract N/A N/A 101954.29 PA USD 357.47 0.0000596492 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 101596.82 USD 96989.84 EUR 2022-08-19 357.47 N N N Currency Forward Contract N/A N/A 1735201.91 PA USD 20365.37 0.0033982653 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 25850728252 IDR 1755567.28 USD 2022-07-08 20365.37 N N N Currency Forward Contract N/A N/A 34424.22 PA USD -257.06 -0.0000428943 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 34681.28 USD 32748 EUR 2022-08-19 -257.06 N N N Currency Forward Contract N/A N/A 1358881.24 PA USD -18849.47 -0.0031453148 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1377730.71 USD 107339000 INR 2022-07-08 -18849.47 N N N Currency Forward Contract N/A N/A 1883384.55 PA USD 8899.91 0.0014850825 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 2424277.53 CAD 1892284.46 USD 2022-07-22 8899.91 N N N Currency Forward Contract N/A N/A 178849.1 PA USD 13796.12 0.0023020881 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 952149.02 BRL 192645.22 USD 2022-09-02 13796.12 N N N Currency Forward Contract N/A N/A 268273.65 PA USD 19431.02 0.0032423551 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 1428223.53 BRL 287704.67 USD 2022-09-02 19431.02 N N N Currency Forward Contract N/A N/A 594660.63 PA USD -10768.04 -0.0017968078 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 605428.67 USD 565704.87 EUR 2022-08-19 -10768.04 N N N Currency Forward Contract N/A N/A 268273.65 PA USD 18656.5 0.0031131149 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1428223.53 BRL 286930.15 USD 2022-09-02 18656.5 N N N Currency Forward Contract N/A N/A 169240.83 PA USD -4300.43 -0.0007175908 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 173541.26 USD 161000 EUR 2022-08-19 -4300.43 N N N Currency Forward Contract N/A N/A 96001.36 PA USD 3273.44 0.0005462222 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 3384000 THB 99274.8 USD 2022-09-09 3273.44 N N N Currency Forward Contract N/A N/A 958024.89 PA USD 5683.89 0.0009484417 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 4221044.47 MYR 963708.78 USD 2022-09-09 5683.89 N N N Currency Forward Contract N/A N/A 190195.78 PA USD 1128.42 0.0001882937 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 838000 MYR 191324.2 USD 2022-09-09 1128.42 N N N Currency Forward Contract N/A N/A 987506.39 PA USD 8268.67 0.0013797507 N/A DFE US N N/A DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 4350939.53 MYR 995775.06 USD 2022-09-09 8268.67 N N N Currency Forward Contract N/A N/A 81946.37 PA USD -3614.84 -0.0006031899 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 85561.21 USD 369225 PLN 2022-08-12 -3614.84 N N N Currency Forward Contract N/A N/A 197961.95 PA USD 7541.13 0.0012583498 N/A DFE US N N/A ROYAL BANK OF CANADA (UK) 213800ODGVRDOVDV4N89 162490.41 GBP 205503.08 USD 2022-08-19 7541.13 N N N Currency Forward Contract N/A N/A 1017284.17 PA USD 5226.33 0.000872091 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 4482140.01 MYR 1022510.5 USD 2022-09-09 5226.33 N N N Currency Forward Contract N/A N/A 1134212.91 PA USD 38288.96 0.0063890832 N/A DFE US N N/A DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 39980437.8 THB 1172501.87 USD 2022-09-09 38288.96 N N N Currency Forward Contract N/A N/A 185987.03 PA USD 8043.81 0.0013422295 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 838000 PLN 194030.84 USD 2022-08-12 8043.81 N N N Currency Forward Contract N/A N/A 192491.29 PA USD -6748.92 -0.0011261578 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 199240.21 USD 158000 GBP 2022-08-19 -6748.92 N N N Currency Forward Contract N/A N/A 70699.33 PA USD 3276.68 0.0005467629 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 722000 SEK 73976.01 USD 2022-08-19 3276.68 N N N Currency Forward Contract N/A N/A 86893.2 PA USD 4845.7 0.0008085772 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 11778000 JPY 91738.9 USD 2022-07-22 4845.7 N N N Currency Forward Contract N/A N/A 1593596.87 PA USD -37456.92 -0.0062502449 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1631053.79 USD 1516000 EUR 2022-08-19 -37456.92 N N N Currency Forward Contract N/A N/A 120869.84 PA USD 76.01 0.0000126834 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 809000 CNY 120945.85 USD 2022-07-15 76.01 N N N Currency Forward Contract N/A N/A 80077.45 PA USD -3196.17 -0.0005333286 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 83273.62 USD 116000 AUD 2022-07-22 -3196.17 N N N Currency Forward Contract N/A N/A 461599.57 PA USD -11203.66 -0.0018694975 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 472803.23 USD 439122.94 EUR 2022-08-19 -11203.66 N N N Currency Forward Contract N/A N/A 340263.87 PA USD 10049.41 0.0016768937 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 11994131.34 THB 350313.28 USD 2022-09-09 10049.41 N N N Currency Forward Contract N/A N/A 415878.07 PA USD 12282.61 0.0020495364 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 14659493.87 THB 428160.68 USD 2022-09-09 12282.61 N N N Currency Forward Contract N/A N/A 221455.07 PA USD 6142.31 0.0010249359 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 7806180.49 THB 227597.38 USD 2022-09-09 6142.31 N N N Currency Forward Contract N/A N/A 402362.03 PA USD 11159.97 0.0018622072 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 14183060.3 THB 413522 USD 2022-09-09 11159.97 N N N Currency Forward Contract N/A N/A 73599.03 PA USD -3446.04 -0.0005750231 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 77045.07 USD 751612.48 SEK 2022-08-19 -3446.04 N N N Currency Forward Contract N/A N/A 181190.51 PA USD 4918.09 0.0008206566 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 6386874.94 THB 186108.6 USD 2022-09-09 4918.09 N N N Currency Forward Contract N/A N/A 329205.3 PA USD 8935.68 0.0014910513 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 11604322.07 THB 338140.98 USD 2022-09-09 8935.68 N N N Currency Forward Contract N/A N/A 70190.83 PA USD -1786.93 -0.0002981759 N/A DFE US N N/A ROYAL BANK OF CANADA (UK) 213800ODGVRDOVDV4N89 71977.76 USD 90349.07 CAD 2022-07-22 -1786.93 N N N Currency Forward Contract N/A N/A 165995.57 PA USD -4521.89 -0.0007545447 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 170517.46 USD 136251.88 GBP 2022-08-19 -4521.89 N N N Currency Forward Contract N/A N/A 829385.18 PA USD -19805.26 -0.0033048026 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 849190.44 USD 789000 EUR 2022-08-19 -19805.26 N N N Currency Forward Contract N/A N/A 195659.27 PA USD 17151.44 0.0028619732 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 179647356 CLP 212810.71 USD 2022-07-08 17151.44 N N N Currency Forward Contract N/A N/A 1670333.39 PA USD -20250.74 -0.0033791376 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 1690584.13 USD 1589000 EUR 2022-08-19 -20250.74 N N N Currency Forward Contract N/A N/A 1677434.3 PA USD 49240.29 0.0082164757 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 7558000 PLN 1726674.59 USD 2022-08-12 49240.29 N N N Currency Forward Contract N/A N/A 1287512.14 PA USD 5907.39 0.000985736 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 487887000 HUF 1293419.53 USD 2022-07-15 5907.39 N N N Currency Forward Contract N/A N/A 1253012.84 PA USD -15349.18 -0.0025612393 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1268362.02 USD 1192000 EUR 2022-08-19 -15349.18 N N N Currency Forward Contract N/A N/A 1740268.02 PA USD 18068.16 0.0030149416 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 41131000 CZK 1758336.18 USD 2022-07-15 18068.16 N N N Currency Forward Contract N/A N/A 1670333.39 PA USD -21379.57 -0.0035674997 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1691712.96 USD 1589000 EUR 2022-08-19 -21379.57 N N N Currency Forward Contract N/A N/A 167138.46 PA USD 86.84 0.0000144905 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 167051.62 USD 159000 EUR 2022-08-19 86.84 N N N Currency Forward Contract N/A N/A 3354075.11 PA USD 199.56 0.0000332996 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4657947.06 SGD 3354274.67 USD 2022-09-16 199.56 N N N Currency Forward Contract N/A N/A 69445.26 PA USD -91.25 -0.0000152264 N/A DFE US N N/A ROYAL BANK OF CANADA (UK) 213800ODGVRDOVDV4N89 66063.77 EUR 69354.01 USD 2022-08-19 -91.25 N N N Currency Forward Contract N/A N/A 197302.41 PA USD 39.8 0.0000066412 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 161949.05 GBP 197342.21 USD 2022-08-19 39.8 N N N Currency Forward Contract N/A N/A 283658.78 PA USD 2776.62 0.0004633204 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 22406409.4 INR 286435.4 USD 2022-07-08 2776.62 N N N Currency Forward Contract N/A N/A 350870.19 PA USD 2237.26 0.0003733201 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 348632.93 USD 288000 GBP 2022-08-19 2237.26 N N N Currency Forward Contract N/A N/A 1203607.13 PA USD 3830.33 0.0006391476 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1199776.8 USD 1145000 EUR 2022-08-19 3830.33 N N N Currency Forward Contract N/A N/A 431387.3 PA USD 4423.24 0.0007380835 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 34075590.6 INR 435810.54 USD 2022-07-08 4423.24 N N N Currency Forward Contract N/A N/A 150153.52 PA USD 574.8 0.0000959139 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 149578.72 USD 1005000 CNY 2022-07-15 574.8 N N N Currency Forward Contract N/A N/A 38485.2 PA USD -629.15 -0.000104983 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 39114.35 USD 31589.28 GBP 2022-08-19 -629.15 N N N Currency Forward Contract N/A N/A 125803.99 PA USD -1118.28 -0.0001866017 N/A DFE US N N/A BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 126922.27 USD 1284743.25 SEK 2022-08-19 -1118.28 N N N Currency Forward Contract N/A N/A 288581.62 PA USD -4686.93 -0.0007820841 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 293268.55 USD 236872.52 GBP 2022-08-19 -4686.93 N N N Currency Forward Contract N/A N/A 149250.32 PA USD -1292.95 -0.000215748 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 150543.27 USD 141982.89 EUR 2022-08-19 -1292.95 N N N Currency Forward Contract N/A N/A 212589.45 PA USD -1841.64 -0.0003073051 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 214431.09 USD 202237.85 EUR 2022-08-19 -1841.64 N N N Currency Forward Contract N/A N/A 1667179.84 PA USD 9064.42 0.0015125335 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 1658115.42 USD 1586000 EUR 2022-08-19 9064.42 N N N Currency Forward Contract N/A N/A 1486342.62 PA USD -14409.79 -0.0024044881 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 6697000 PLN 1471932.83 USD 2022-08-12 -14409.79 N N N Currency Forward Contract N/A N/A 1689103.45 PA USD -39269.94 -0.0065527743 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1728373.39 USD 228950709 JPY 2022-07-22 -39269.94 N N N Currency Forward Contract N/A N/A 528709.26 PA USD 599.82 0.0001000889 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 528109.44 USD 502964.87 EUR 2022-08-19 599.82 N N N Currency Forward Contract N/A N/A 188213.36 PA USD 213.53 0.0000356307 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 187999.83 USD 179048.7 EUR 2022-08-19 213.53 N N N Currency Forward Contract N/A N/A 161922.71 PA USD 861.32 0.0001437241 N/A DFE US N N/A DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 161061.39 USD 208425.62 CAD 2022-07-22 861.32 N N N Currency Forward Contract N/A N/A 114202.08 PA USD 520.19 0.0000868014 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 113681.89 USD 147000 CAD 2022-07-22 520.19 N N N Currency Forward Contract N/A N/A 88569.33 PA USD -501.27 -0.0000836444 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 89070.6 USD 123000 SGD 2022-09-16 -501.27 N N N Currency Forward Contract N/A N/A 48322.6 PA USD -1090.05 -0.0001818911 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 49412.65 USD 70000 AUD 2022-07-22 -1090.05 N N N Currency Forward Contract N/A N/A 162933.72 PA USD -1409.37 -0.0002351744 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 164343.09 USD 155000 EUR 2022-08-19 -1409.37 N N N Currency Forward Contract N/A N/A 64726.12 PA USD -692.73 -0.0001155923 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 65418.85 USD 661000 SEK 2022-08-19 -692.73 N N N Currency Forward Contract N/A N/A 32894.08 PA USD -512.7 -0.0000855516 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 33406.78 USD 27000 GBP 2022-08-19 -512.7 N N N Currency Forward Contract N/A N/A 83767.23 PA USD -87.21 -0.0000145523 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 83854.44 USD 2952753.01 THB 2022-09-09 -87.21 N N N Currency Forward Contract N/A N/A 112842.6 PA USD -204.91 -0.0000341923 N/A DFE US N N/A HSBC BANK USA 1IE8VN30JCEQV1H4R804 113047.51 USD 497182.94 MYR 2022-09-09 -204.91 N N N Currency Forward Contract N/A N/A 1849849.63 PA USD 465.87 0.0000777373 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 1759775.07 EUR 1850315.5 USD 2022-08-19 465.87 N N N Currency Forward Contract N/A N/A 322724.31 PA USD 1714.04 0.0002860131 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 7627545.55 CZK 324438.35 USD 2022-07-15 1714.04 N N N Currency Forward Contract N/A N/A 1224860.8 PA USD -18136.04 -0.0030262684 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1242996.84 USD 5518843.84 PLN 2022-08-12 -18136.04 N N N Currency Forward Contract N/A N/A 409992.53 PA USD -2397.13 -0.0003999968 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 412389.66 USD 1847299.49 PLN 2022-08-12 -2397.13 N N N Currency Forward Contract N/A N/A 409974.38 PA USD -2397.02 -0.0003999785 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 412371.4 USD 1847217.7 PLN 2022-08-12 -2397.02 N N N Currency Forward Contract N/A N/A 161513.89 PA USD 355.89 0.0000593855 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 3817358.91 CZK 161869.78 USD 2022-07-15 355.89 N N N Currency Forward Contract N/A N/A 161167.61 PA USD 355.14 0.0000592604 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 3809174.79 CZK 161522.75 USD 2022-07-15 355.14 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 728000 PA USD 701277.48 0.1170185915 Long DBT CORP US N 2 2048-03-25 Fixed 5.05 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 ACI111TF5 51630000 PA 1882981.62 0.3142035261 Long DBT NUSS CZ N 2 2029-07-23 Fixed 2.75 N N N N N N CZECH REPUBLIC 3157007EFDLQABN47912 ACI08BF63 22450000 PA 857280.37 0.143049997 Long DBT NUSS CZ N 2 2025-09-17 Fixed 2.4 N N N N N N DANONE SA 969500KMUQ2B6CBAF162 ACI0QKKF7 100000 PA 104813.86 0.0174897535 Long DBT CORP FR Y 2 2022-11-03 Fixed 0.424 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAT8 200000 PA USD 201900.71 0.0336901403 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.375 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABD2 355000 PA USD 349340.88 0.0582927285 Long DBT CORP DK Y 2 2025-03-28 Fixed 3.773 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAP6 5000 PA USD 4980.86 0.0008311307 Long DBT CORP DK Y 2 2023-09-12 Fixed 3.875 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAV3 1040000 PA USD 992109.48 0.165548242 Long DBT CORP DK Y 2 2025-12-20 Fixed 3.244 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 ACI12RBT6 110000 PA 114362.45 0.019083078 Long DBT CORP DK N 2 2023-05-22 Fixed 0.875 N N N N Y N/A N/A XXXX N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 ACI0Z2622 109000 PA 114115.75 0.0190419124 Long DBT CORP DK Y 2 2022-11-28 Fixed 0.25 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 ACI1GPRW1 200000 PA 193414.68 0.0322741198 Long DBT CORP DK Y 2 2030-02-12 Fixed 1.375 N N N N N N DAR AL ARKAN SUKUK CO LT 5493000UYHRBXEIYUQ69 ACI1G3WG9 300000 PA USD 295890 0.0493736531 Long DBT CORP KY Y 2 2025-02-15 Fixed 6.75 N N N N N N DARLING INGREDIENTS INC L1N0SPPKS7EXZYUMZ898 237266AJ0 30000 PA USD 29917.5 0.0049921804 Long DBT CORP US Y 2 2030-06-15 Fixed 6 N N N N N N DC OFFICE TRUST N/A 23312BAJ9 520000 PA USD 425822.59 0.0710548408 Long ABS-O CORP US Y 2 2045-09-15 Floating 3.1744 N N N N N N DCP MIDSTREAM OPERATING VQOHU6HCVU6YY1KUKU03 23311RAA4 115000 PA USD 109393.75 0.0182539764 Long DBT CORP US Y 2 2037-09-15 Fixed 6.75 N N N N N N DELTA 2 ( LUX ) SARL 549300BBG8Z3D6QSYP53 L2465BAQ9 315000 PA USD 306495 0.0511432553 Long LON CORP LU N 2 2024-02-01 Floating 0 N N N N N N DEUCE FINCO 9845007DA2BC863E8437 ACI1YG349 100000 PA 96454 0.0160947864 Long DBT CORP GB Y 2 2027-06-15 Fixed 5.5 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 B98H6JII9 100000 PA 105454.37 0.0175966321 Long DBT CORP DE Y 2 2023-01-11 Fixed 2.375 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 ACI14PN73 114000 PA 118868.97 0.0198350579 Long DBT CORP DE Y 2 2023-08-30 Fixed 1.125 N N N N N N DEUTSCHE POST AG 8ER8GIG7CSMVD8VUFE78 ACI06X6R1 62000 PA 66135.91 0.0110357615 Long DBT CORP DE Y 2 2023-10-09 Fixed 2.75 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 BD1DGHII9 112000 PA 117070.63 0.0195349781 Long DBT CORP NL Y 2 2023-04-03 Fixed 0.625 N N N N N N DEUTSCHE TELEKOM INT FIN 529900ERDFHS6C1M4U58 989ZTLII3 80000 PA 83918.16 0.0140029948 Long DBT CORP NL Y 2 2022-07-13 Fixed 4.25 N N N N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 ACI1HZHD1 108000 PA 113020.6 0.0188591703 Long DBT CORP NL Y 2 2022-10-15 Fixed 0.125 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAP6 405000 PA USD 390424.95 0.0651482174 Long DBT CORP US N 2 2028-09-13 Fixed 4.65 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AM0 510000 PA USD 489783.5 0.0817276712 Long DBT CORP US N 2 2027-02-09 Fixed 4.1 N N N N N N DISH DBS CORP N/A 25470XBF1 105000 PA USD 77743.05 0.0129725857 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 ACI1GRHD0 109000 PA 111982 0.0186858644 Long DBT CORP NO Y 2 2023-11-14 Fixed 0.05 N N N N N N DNB BOLIGKREDITT AS 5967007LIEEXZX659K67 ACI02PVQ6 100000 PA 105519.76 0.0176075434 Long DBT CORP NO N 2 2022-11-21 Fixed 1.875 N N N N N N DRIVEN BRANDS FUNDING, LLC N/A 26209XAA9 270187.5 PA USD 254776.95 0.0425133284 Long ABS-O CORP US Y 2 2050-07-20 Fixed 3.786 N N N N N N DRIVEN BRANDS FUNDING, LLC N/A 26209XAC5 557937.5 PA USD 504444.63 0.0841740991 Long ABS-O CORP US Y 2 2051-01-20 Fixed 3.237 N N N N N N DRYDEN SENIOR LOAN FUND N/A 26245XAL1 600000 PA USD 579907.2 0.0967661527 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 2.14429 N N N N N N E.ON INTL FINANCE BV 549300TG53AWJ719M814 ACI12YC60 79000 PA 82791.36 0.0138149714 Long DBT CORP NL Y 2 2022-11-30 Fixed 0.75 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 ACI1MD8W2 104000 PA 108247.43 0.0180626958 Long DBT CORP DE Y 2 2023-04-20 Fixed 0.375 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 ACI1H7KP2 53000 PA 55504.36 0.0092617291 Long DBT CORP DE N 2 2022-09-29 Fixed 0.01 N N N N N N E.ON SE Q9MAIUP40P25UFBFG033 ACI1G7Y78 85000 PA 88974.38 0.0148467004 Long DBT CORP DE Y 2 2022-10-24 Fixed 0.01 N N N N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 ACI0MMJB8 111000 PA 115787.37 0.0193208471 Long DBT CORP US N 2 2023-05-26 Fixed 1.5 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 225000 PA USD 170435.25 0.0284396597 Long DBT CORP CO N 2 2031-11-02 Fixed 4.625 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AR8 30000 PA USD 30100.42 0.0050227034 Long DBT CORP US N 2 2025-04-15 Fixed 4.95 N N N N N N ELI LILLY + CO FRDRIPF3EKNDJ2CQJL29 532457BY3 180000 PA USD 128236.99 0.0213982516 Long DBT CORP US N 2 2050-05-15 Fixed 2.25 N N N N N ELLINGTON FINANCIAL MORTGAGE T N/A 31573TAA6 164817.76 PA USD 161190.01 0.0268969537 Long ABS-O CORP US Y 2 2059-11-25 Floating 2.739 N N N N N N ELLINGTON FINANCIAL MORTGAGE T N/A 31574PAC9 430000 PA USD 411308.5 0.0686329487 Long ABS-O CORP US Y 2 2065-05-25 Floating 3.999 N N N N N N ELLINGTON FINANCIAL MORTGAGE T N/A 31572LAB2 350817.22 PA USD 312974.39 0.052224438 Long ABS-O CORP US Y 2 2066-06-25 Floating 1.085 N N N N N N ELLINGTON FINANCIAL MORTGAGE T N/A 31573JAA8 359703.57 PA USD 314773.43 0.0525246346 Long ABS-O CORP US Y 2 2066-09-25 Fixed 1.241 N N N N N N EMG SUKUK LTD 549300ZBBW15DAXN4O07 ACI08MZ18 200000 PA USD 199500 0.0332895461 Long DBT CORP KY Y 2 2024-06-18 Fixed 4.564 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 BMCWHNII1 140000 PA 159557.63 0.0266245668 Long DBT CORP US Y 2 2026-02-15 Fixed 5.375 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 768017II8 26000 PA 28506.31 0.0047567024 Long DBT CORP NL Y 2 2023-09-29 Fixed 5.25 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 ACI02JVN7 120000 PA 129527.12 0.021613529 Long DBT CORP NL Y 2 2023-04-17 Fixed 4.875 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 B4KBHVII0 150000 PA 189905.05 0.0316884858 Long DBT CORP NL Y 2 2024-08-14 Fixed 5.625 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 B4KGT3II8 135000 PA 142793.76 0.0238272655 Long DBT CORP NL Y 2 2022-09-14 Fixed 5 N N N N N N ENERGIAS DE PORTUGAL SA 529900CLC3WDMGI9VH80 ACI0MPGQ1 200000 PA 207266.71 0.0345855373 Long DBT CORP PT Y 2 2026-06-01 Fixed 2.875 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAM5 600000 PA USD 612108.11 0.1021393541 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAH6 105000 PA USD 105123.68 0.0175414516 Long DBT CORP US N 2 2024-04-15 Fixed 4.5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 105000 PA USD 102316.62 0.0170730518 Long DBT CORP US N 2 2049-04-15 Fixed 6.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 185000 PA USD 175998.03 0.0293678924 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 90000 PA USD 77026.3 0.0128529853 Long DBT CORP US N 2 2050-05-15 Fixed 5 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 568000 PA USD 536393.38 0.0895052238 Long DBT CORP US N 2 2048-06-15 Fixed 6 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 ACI0XVHT9 100000 PA 104418.79 0.0174238302 Long DBT CORP FR Y 2 2023-02-28 Fixed 0.375 N N N N N N ENGIE SA LAXUQCHT4FH58LRZDY46 ACI020JK8 84000 PA 89067.41 0.0148622238 Long DBT CORP FR Y 2 2023-02-01 Fixed 3 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAE8 875000 PA USD 874668.24 0.1459514221 Long DBT CORP IT Y 2 2028-09-12 Fixed 4.75 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 BBPJZNII0 117000 PA 125065.54 0.0208690479 Long DBT CORP IT Y 2 2023-07-10 Fixed 3.25 N N N N N N ENTEGRIS ESCROW CORP IYX6OWO7BT5DKO3BYG52 29365BAB9 185000 PA USD 176004.38 0.029368952 Long DBT CORP US Y 2 2030-06-15 Fixed 5.95 N N N N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 944ZXVII0 115000 PA USD 110975 0.0185178315 Long LON CORP US N 2 2029-03-02 Floating 0 N N N N N N EPICOR SOFTWARE CORPORATION JGNXVGGGXR4O1L5I7S73 29426NAN4 295909.45 PA USD 278657.93 0.0464982256 Long LON CORP US N 2 2027-07-30 Floating 0 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 29441WAD7 200000 PA USD 177500 0.0296185185 Long DBT CORP NL Y 2 2028-04-28 Fixed 2.625 N N N N N N EQUATE PETROCHEMICAL BV 635400Y3Z5R4NJSMQ630 N30420AA6 500000 PA USD 490042 0.0817708058 Long DBT CORP NL Y 2 2026-11-03 Fixed 4.25 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AJ4 1150000 PA USD 1110821.54 0.1853571172 Long DBT CORP US N 2 2028-04-20 Fixed 4.35 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 29717PAT4 760000 PA USD 726943.58 0.1213013625 Long DBT CORP US N 2 2029-03-01 Fixed 4 N N N N N N EVONIK INDUSTRIES AG 41GUOJQTALQHLF39XJ34 ACI0BHV35 84000 PA 87957.56 0.0146770288 Long DBT CORP DE Y 2 2023-01-23 Fixed 1 N N N N N N EXETER AUTOMOBILE RECEIVABLES N/A 30165XAF2 235000 PA USD 220426.01 0.0367813625 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.4 N N N N N N EXETER AUTOMOBILE RECEIVABLES N/A 30167JAF1 995000 PA USD 937339.95 0.1564091302 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.02 N N N N N N EXETER AUTOMOBILE RECEIVABLES N/A 30166QAE9 820000 PA USD 790586.11 0.1319210665 Long ABS-O CORP US N 2 2028-07-17 Fixed 3.85 N N N N N N EXETER AUTOMOBILE RECEIVABLES N/A 30166YAE2 520000 PA USD 522913.92 0.0872559752 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.3 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAG2 775000 PA USD 616076 0.1028014557 Long DBT CORP US N 2 2032-03-15 Fixed 2.35 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 30711XHT4 35404.01 PA USD 35239.49 0.0058802337 Long ABS-O USGSE US N 2 2029-09-25 Floating 2.97357 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 30711XMZ4 573838.12 PA USD 562477.04 0.093857671 Long ABS-O USGSE US N 2 2029-11-25 Floating 2.72357 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 30711XQU1 474408.86 PA USD 477114.37 0.0796136382 Long ABS-O USGSE US N 2 2030-02-25 Floating 4.27357 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 20754AAB9 345000 PA USD 308986.97 0.0515590776 Long ABS-O USGSE US Y 2 2041-12-25 Floating 2.57566 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 20754LAA7 98720.51 PA USD 96703 0.0161363357 Long ABS-O USGSE US Y 2 2041-12-25 Floating 1.92566 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 20754BAA9 1153535.99 PA USD 1126885.96 0.1880377049 Long ABS-O USGSE US Y 2 2042-01-25 Floating 2.12566 N N N N N N FANNIE MAE CAS B1V7KEBTPIMZEU4LTD58 20753XAA2 285342.11 PA USD 282740.96 0.04717954 Long ABS-O USGSE US Y 2 2042-03-25 Floating 3.02566 N N N N N N FCA BANK SPA IRELAND N/A ACI1RBS09 109000 PA 112659.36 0.018798892 Long DBT CORP IT Y 2 2023-09-18 Fixed 0.5 N N N N N N FCA BANK SPA IRELAND N/A ACI1FCWG0 160000 PA 161913.14 0.0270176187 Long DBT CORP IT Y 2 2024-09-13 Fixed 0.5 N N N N N N FCA BANK SPA IRELAND N/A ACI1C1VW3 109000 PA 114242.08 0.0190629924 Long DBT CORP IT Y 2 2022-11-24 Fixed 0.625 N N N N N N FED HM LN PC POOL G08756 S6XOOCT0IEG5ABCC6L87 3128MJZW3 32413.97 PA USD 30762.75 0.005133223 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3 N N N N N N FED HM LN PC POOL QC1292 S6XOOCT0IEG5ABCC6L87 3133AKNH9 19930.28 PA USD 18030.97 0.0030087359 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC2902 S6XOOCT0IEG5ABCC6L87 3133AMGK6 42535.57 PA USD 38867.51 0.0064856229 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC3425 S6XOOCT0IEG5ABCC6L87 3133AMYW0 253416.66 PA USD 229108.28 0.0382301286 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC3551 S6XOOCT0IEG5ABCC6L87 3133AM5L6 23494.52 PA USD 21240.86 0.0035443538 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC5137 S6XOOCT0IEG5ABCC6L87 3133APV63 65220.85 PA USD 58918.84 0.0098314859 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.5 N N N N N N FED HM LN PC POOL QC5575 S6XOOCT0IEG5ABCC6L87 3133AQFQ5 80379.02 PA USD 72612.34 0.0121164503 Long ABS-MBS USGA US N 2 2051-08-01 Fixed 2.5 N N N N N N FED HM LN PC POOL RA1202 S6XOOCT0IEG5ABCC6L87 3133KGKP2 121967.78 PA USD 118872.77 0.019835692 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.5 N N N N N N FED HM LN PC POOL RA1906 S6XOOCT0IEG5ABCC6L87 3133KHDK9 209732.16 PA USD 209279.75 0.034921443 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4 N N N N N N FED HM LN PC POOL RA2607 S6XOOCT0IEG5ABCC6L87 3133KH3Q7 58257.76 PA USD 58899.49 0.0098282571 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 4.5 N N N N N N FED HM LN PC POOL RA5258 S6XOOCT0IEG5ABCC6L87 3133KLZX8 886751.07 PA USD 773457.71 0.1290629378 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2 N N N N N N FED HM LN PC POOL RA6505 S6XOOCT0IEG5ABCC6L87 3133KNGN7 1526857.19 PA USD 1330828.12 0.2220684915 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 2 N N N N N N FED HM LN PC POOL RA6623 S6XOOCT0IEG5ABCC6L87 3133KNLC5 1145276.99 PA USD 1036582.19 0.172969176 Long ABS-MBS USGA US N 2 2052-01-01 Fixed 2.5 N N N N N N FED HM LN PC POOL RA7324 S6XOOCT0IEG5ABCC6L87 3133KPD54 154412.74 PA USD 134829.38 0.02249829 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2 N N N N N N FED HM LN PC POOL RB5148 S6XOOCT0IEG5ABCC6L87 3133KYWH8 903620.03 PA USD 808220.53 0.1348636321 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 2 N N N N N N FED HM LN PC POOL RB5149 S6XOOCT0IEG5ABCC6L87 3133KYWJ4 706587.16 PA USD 652057.99 0.1088055866 Long ABS-MBS USGA US N 2 2042-03-01 Fixed 2.5 N N N N N N FED HM LN PC POOL SB0015 B1V7KEBTPIMZEU4LTD58 3132CWAQ7 164956.22 PA USD 164874.65 0.0275117908 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 3.5 N N N N N N FED HM LN PC POOL SB8147 S6XOOCT0IEG5ABCC6L87 3132D6BQ2 350435.74 PA USD 319603.95 0.0533306788 Long ABS-MBS USGA US N 2 2037-04-01 Fixed 1.5 N N N N N N FED HM LN PC POOL SB8171 S6XOOCT0IEG5ABCC6L87 3132D6CG3 75453.19 PA USD 76212.67 0.012717219 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 4 N N N N N N FED HM LN PC POOL SD0080 N/A 3132DMCR4 151168.9 PA USD 143304.08 0.0239124199 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3 N N N N N N FED HM LN PC POOL SD0212 N/A 3132DMGV1 168476.33 PA USD 164148.49 0.0273906202 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.5 N N N N N N FED HM LN PC POOL SD0422 N/A 3132DMPF6 130434.51 PA USD 135132.3 0.0225488367 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 4.5 N N N N N N FED HM LN PC POOL SD0617 S6XOOCT0IEG5ABCC6L87 3132DMVJ1 118091.98 PA USD 114947.71 0.0191807373 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 3.5 N N N N N N FED HM LN PC POOL SD1035 S6XOOCT0IEG5ABCC6L87 3132DNEG4 233311.01 PA USD 231258.41 0.0385889098 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 4 N N N N N N FED HM LN PC POOL SD7531 2549001DPIFGXC1TOL40 3132DVLL7 172831.05 PA USD 163191.1 0.0272308654 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 3 N N N N N N FED HM LN PC POOL SD8039 2549001DPIFGXC1TOL40 3132DV4Y8 266778.75 PA USD 265536.33 0.0443086912 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 4 N N N N N N FED HM LN PC POOL SD8199 S6XOOCT0IEG5ABCC6L87 3132DWDC4 4756693.25 PA USD 4144507.78 0.6915728463 Long ABS-MBS USGA US N 2 2052-03-01 Fixed 2 N N N N N N FED HM LN PC POOL SD8204 S6XOOCT0IEG5ABCC6L87 3132DWDH3 228315.77 PA USD 198931.58 0.0331946968 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2 N N N N N N FED HM LN PC POOL SD8212 S6XOOCT0IEG5ABCC6L87 3132DWDR1 2862178.99 PA USD 2581370.32 0.4307400816 Long ABS-MBS USGA US N 2 2052-05-01 Fixed 2.5 N N N N N N FED HM LN PC POOL U90690 S6XOOCT0IEG5ABCC6L87 3132H3XT5 54114.08 PA USD 53498.8 0.0089270715 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5 N N N N N N FED HM LN PC POOL U99051 S6XOOCT0IEG5ABCC6L87 3132H7BV5 52015.96 PA USD 51175.94 0.0085394677 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5 N N N N N N FED HM LN PC POOL ZS3941 B1V7KEBTPIMZEU4LTD58 3132A4LW6 39604.88 PA USD 41610.64 0.006943355 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 5 N N N N N N FED HM LN PC POOL ZS4693 S6XOOCT0IEG5ABCC6L87 3132A5GA7 76183.98 PA USD 72238.24 0.0120540262 Long ABS-MBS USGA US N 2 2046-12-01 Fixed 3 N N N N N N FED HM LN PC POOL ZT0179 S6XOOCT0IEG5ABCC6L87 3132ACFU9 326211.04 PA USD 320660.17 0.0535069249 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.5 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 ACI1C01S7 110000 PA 114463.66 0.0190999664 Long DBT CORP US Y 2 2023-05-21 Fixed 0.75 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 ACI1H1FX4 109000 PA 114139.74 0.0190459155 Long DBT CORP US N 2 2022-12-03 Fixed 0.125 N N N N N N FILTRATION GROUP CORP 549300ZA0D9WN5ECE978 31732FAM8 470003.12 PA USD 444237.55 0.0741276511 Long LON CORP US N 2 2025-03-29 Floating 0 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 ACI1CPNM1 250000 PA 273323.47 0.0456080915 Long DBT CORP US N 2 2031-07-01 Fixed 3 N N N N N N FLAGSTAR MORTGAGE TRUST 549300H3PON1KOB2RF56 33851FAP2 24254.41 PA USD 23836.98 0.0039775551 Long ABS-O CORP US Y 2 2048-09-25 Floating 4 N N N N N N FLAGSTAR MORTGAGE TRUST N/A 33851YAL0 97014.68 PA USD 94833.31 0.0158243501 Long ABS-O CORP US Y 2 2050-03-25 Floating 2.47357 N N N N N N FNMA POOL AB9248 B1V7KEBTPIMZEU4LTD58 31417GH25 52856.75 PA USD 50631.23 0.0084485748 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3 N N N N N N FNMA POOL AD6438 B1V7KEBTPIMZEU4LTD58 31418UEL4 51800.31 PA USD 54422.34 0.0090811779 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5 N N N N N N FNMA POOL AI1888 B1V7KEBTPIMZEU4LTD58 3138AFC24 223369.87 PA USD 230856.2 0.0385217951 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA POOL AL0065 B1V7KEBTPIMZEU4LTD58 3138EGCB8 198903.12 PA USD 206289.49 0.0344224736 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.5 N N N N N N FNMA POOL AL0160 B1V7KEBTPIMZEU4LTD58 3138EGFA7 291710.87 PA USD 302457 0.0504694549 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5 N N N N N N FNMA POOL AL6167 B1V7KEBTPIMZEU4LTD58 3138ENZ93 612882.65 PA USD 602453.72 0.1005283754 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5 N N N N N N FNMA POOL AL6536 B1V7KEBTPIMZEU4LTD58 3138EPHN7 306566.12 PA USD 315882.79 0.0527097479 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.5 N N N N N N FNMA POOL AL8387 B1V7KEBTPIMZEU4LTD58 3138ETJ98 625830.45 PA USD 631129.92 0.1053134264 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4 N N N N N N FNMA POOL AL9412 B1V7KEBTPIMZEU4LTD58 3138ERN63 237547.78 PA USD 232296.83 0.0387621856 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3 N N N N N N FNMA POOL AL9893 B1V7KEBTPIMZEU4LTD58 3138ER7F1 282939.13 PA USD 298038.71 0.0497321974 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 5 N N N N N N FNMA POOL AS0406 B1V7KEBTPIMZEU4LTD58 3138W9NY2 80113.59 PA USD 76740.42 0.012805282 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3 N N N N N N FNMA POOL AS4449 B1V7KEBTPIMZEU4LTD58 3138WD5K3 114379.23 PA USD 114577.54 0.0191189689 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5 N N N N N N FNMA POOL AS5182 B1V7KEBTPIMZEU4LTD58 3138WEXL8 375301.83 PA USD 367977.36 0.0614025027 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.5 N N N N N N FNMA POOL AS7056 B1V7KEBTPIMZEU4LTD58 3138WGZW7 248840.17 PA USD 246869.18 0.0411937992 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3 N N N N N N FNMA POOL AS8295 B1V7KEBTPIMZEU4LTD58 3138WJGD4 292881.94 PA USD 279451.9 0.0466307113 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA POOL AU1629 B1V7KEBTPIMZEU4LTD58 3138X0Y36 14641.7 PA USD 14025.21 0.0023403152 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3 N N N N N N FNMA POOL BC1747 B1V7KEBTPIMZEU4LTD58 3140EV5H6 1001731.26 PA USD 982181.27 0.1638915723 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5 N N N N N N FNMA POOL BC9043 B1V7KEBTPIMZEU4LTD58 3140F5BM4 323130.35 PA USD 314373.26 0.0524578603 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.5 N N N N N N FNMA POOL BD8462 B1V7KEBTPIMZEU4LTD58 3140FGML0 1285390.55 PA USD 1222030.69 0.20391402 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA POOL BF0198 B1V7KEBTPIMZEU4LTD58 3140FXGG1 109168.49 PA USD 110127.03 0.0183763351 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4 N N N N N N FNMA POOL BH9277 B1V7KEBTPIMZEU4LTD58 3140GYJX8 401945.71 PA USD 392845.18 0.0655520688 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.5 N N N N N N FNMA POOL BM1418 B1V7KEBTPIMZEU4LTD58 3140J5SG5 1469365.73 PA USD 1396937.31 0.2330997944 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3 N N N N N N FNMA POOL BM1890 B1V7KEBTPIMZEU4LTD58 3140J6C47 76429.5 PA USD 74358.2 0.0124077731 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.5 N N N N N N FNMA POOL BM3122 B1V7KEBTPIMZEU4LTD58 3140J7PG4 1140942.78 PA USD 1117962.82 0.1865487461 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.5 N N N N N N FNMA POOL BM3148 B1V7KEBTPIMZEU4LTD58 3140J7QA6 148535.51 PA USD 152603.96 0.0254642434 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5 N N N N N N FNMA POOL BM3279 B1V7KEBTPIMZEU4LTD58 3140J7UD5 699315.27 PA USD 748257.27 0.1248578691 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 5.5 N N N N N N FNMA POOL BM3380 B1V7KEBTPIMZEU4LTD58 3140J7XJ9 329283.81 PA USD 314699.07 0.0525122266 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FNMA POOL BM3385 B1V7KEBTPIMZEU4LTD58 3140J7XP5 593757.15 PA USD 598970.58 0.0999471616 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4 N N N N N N FNMA POOL BM3859 B1V7KEBTPIMZEU4LTD58 3140J8JD6 102420.65 PA USD 99644.97 0.0166272472 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.5 N N N N N N FNMA POOL BM4185 B1V7KEBTPIMZEU4LTD58 3140J8UK7 163969.41 PA USD 168850.03 0.0281751421 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.5 N N N N N N FNMA POOL BM4221 B1V7KEBTPIMZEU4LTD58 3140J8VP5 131562 PA USD 126022.61 0.0210287493 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3 N N N N N N FNMA POOL BM4343 B1V7KEBTPIMZEU4LTD58 3140J8ZH9 327930.82 PA USD 337589.33 0.0563318073 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FNMA POOL BM4582 B1V7KEBTPIMZEU4LTD58 3140J9CU3 115852.04 PA USD 113663.46 0.0189664411 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5 N N N N N N FNMA POOL BM4744 B1V7KEBTPIMZEU4LTD58 3140J9HW4 129472.68 PA USD 123535.74 0.020613778 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3 N N N N N N FNMA POOL CA2207 B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 33691.94 PA USD 34336.82 0.0057296098 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FNMA POOL BM4971 B1V7KEBTPIMZEU4LTD58 3140J9QZ7 202700.14 PA USD 221948.18 0.0370353593 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 6 N N N N N N FNMA POOL CB2538 B1V7KEBTPIMZEU4LTD58 3140QMZC1 1234217.5 PA USD 1117081.62 0.1864017047 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA POOL CA3503 B1V7KEBTPIMZEU4LTD58 3140QA3M0 58925.82 PA USD 58780.3 0.0098083685 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4 N N N N N N FNMA POOL BM5111 B1V7KEBTPIMZEU4LTD58 3140J9VD0 115375.04 PA USD 114389.08 0.0190875216 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3 N N N N N N FNMA POOL CA4108 B1V7KEBTPIMZEU4LTD58 3140QBR67 826385.24 PA USD 782099.92 0.1305050193 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3 N N N N N N FNMA POOL BM5147 B1V7KEBTPIMZEU4LTD58 3140J9WH0 26390.81 PA USD 26523.57 0.0044258527 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA POOL CB2635 B1V7KEBTPIMZEU4LTD58 3140QM4V3 1261451.76 PA USD 1138577.53 0.1899886175 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FNMA POOL CA4571 B1V7KEBTPIMZEU4LTD58 3140QCCH7 90080.11 PA USD 89829.5 0.0149893899 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4 N N N N N N FNMA POOL CB2766 B1V7KEBTPIMZEU4LTD58 3140QNCC4 387077.8 PA USD 337260.96 0.0562770139 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FNMA POOL FM3972 B1V7KEBTPIMZEU4LTD58 3140X7MW6 265523.1 PA USD 258619.34 0.0431544884 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.5 N N N N N N FNMA POOL CA4823 B1V7KEBTPIMZEU4LTD58 3140QCLD6 117651.57 PA USD 117250.72 0.0195650288 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4 N N N N N N FNMA POOL BM5468 B1V7KEBTPIMZEU4LTD58 3140JACE6 207036.3 PA USD 198319.08 0.033092492 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FNMA POOL MA1373 B1V7KEBTPIMZEU4LTD58 31418AQ35 68055.3 PA USD 66897.26 0.0111628041 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.5 N N N N N N FNMA POOL CB2804 B1V7KEBTPIMZEU4LTD58 3140QNDJ8 780470.78 PA USD 705910.85 0.1177917383 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5 N N N N N N FNMA POOL FM4212 B1V7KEBTPIMZEU4LTD58 3140X7VE6 463453.22 PA USD 486314.86 0.081148877 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5 N N N N N N FNMA POOL CA4885 B1V7KEBTPIMZEU4LTD58 3140QCNB8 425855.24 PA USD 419155.17 0.0699422825 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3 N N N N N N FNMA POOL BM5469 B1V7KEBTPIMZEU4LTD58 3140JACF3 372081.46 PA USD 356415.04 0.0594731574 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3 N N N N N N FNMA POOL MA1437 B1V7KEBTPIMZEU4LTD58 31418AS33 64374.35 PA USD 63178.36 0.0105422503 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5 N N N N N N FNMA POOL FM5499 B1V7KEBTPIMZEU4LTD58 3140X9DD4 172389.08 PA USD 163622.27 0.0273028125 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3 N N N N N N FNMA POOL CA5186 B1V7KEBTPIMZEU4LTD58 3140QCXQ4 28983.58 PA USD 29366.25 0.0049001962 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5 N N N N N N FNMA POOL CB2848 B1V7KEBTPIMZEU4LTD58 3140QNEW8 622486.85 PA USD 542372.92 0.0905029991 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FNMA POOL BM5527 B1V7KEBTPIMZEU4LTD58 3140JAD96 110876.8 PA USD 111399.91 0.018588734 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4 N N N N N N FNMA POOL MA1546 B1V7KEBTPIMZEU4LTD58 31418AWG9 154005.6 PA USD 151144.38 0.0252206908 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5 N N N N N N FNMA POOL CA5540 B1V7KEBTPIMZEU4LTD58 3140QDEN0 14853.48 PA USD 13997.15 0.0023356329 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3 N N N N N N FNMA POOL FM5708 B1V7KEBTPIMZEU4LTD58 3140X9KW4 187860.44 PA USD 194156.66 0.0323979303 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5 N N N N N N FNMA POOL CB3210 B1V7KEBTPIMZEU4LTD58 3140QNR87 1943118.91 PA USD 1860704.82 0.3104863103 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.5 N N N N N N FNMA POOL BM5785 B1V7KEBTPIMZEU4LTD58 3140JANB0 99545.15 PA USD 97602.41 0.0162864157 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.5 N N N N N N FNMA POOL CA5597 B1V7KEBTPIMZEU4LTD58 3140QDGF5 877049.23 PA USD 842587.95 0.1405983479 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3 N N N N N N FNMA POOL MA2670 B1V7KEBTPIMZEU4LTD58 31418B6G6 118966.16 PA USD 113139.22 0.0188789638 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FNMA POOL FM7072 B1V7KEBTPIMZEU4LTD58 3140XA2E1 721848.57 PA USD 679781.62 0.1134316871 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3 N N N N N N FNMA POOL CA5696 B1V7KEBTPIMZEU4LTD58 3140QDKJ2 98473.23 PA USD 99164.06 0.0165470002 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5 N N N N N N FNMA POOL MA2806 B1V7KEBTPIMZEU4LTD58 31418CDL5 222291.18 PA USD 210986.61 0.0352062581 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3 N N N N N N FNMA POOL BO7256 B1V7KEBTPIMZEU4LTD58 3140K3B27 208798.35 PA USD 205317.54 0.0342602893 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3 N N N N N N FNMA POOL FM8086 B1V7KEBTPIMZEU4LTD58 3140XB6Y1 123712.94 PA USD 119752.12 0.0199824247 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.5 N N N N N N FNMA POOL FM1000 B1V7KEBTPIMZEU4LTD58 3140X4DE3 185240.51 PA USD 175820.14 0.0293382088 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3 N N N N N N FNMA POOL CA6314 B1V7KEBTPIMZEU4LTD58 3140QEAQ5 208535.9 PA USD 196252.78 0.0327476991 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3 N N N N N N FNMA POOL MA2956 B1V7KEBTPIMZEU4LTD58 31418CJA3 145330.59 PA USD 137803.58 0.0229945796 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3 N N N N N N FNMA POOL BQ1348 B1V7KEBTPIMZEU4LTD58 3140KLQA3 143072.78 PA USD 134645.55 0.0224676153 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FNMA POOL FM8137 B1V7KEBTPIMZEU4LTD58 3140XCBF4 122735.6 PA USD 122997.09 0.0205238962 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.5 N N N N N N FNMA POOL CA6738 B1V7KEBTPIMZEU4LTD58 3140QEPY2 260809.69 PA USD 245447.56 0.0409565808 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3 N N N N N N FNMA POOL MA3088 B1V7KEBTPIMZEU4LTD58 31418CNE0 33641.43 PA USD 33716.04 0.0056260234 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4 N N N N N N FNMA POOL FM1001 B1V7KEBTPIMZEU4LTD58 3140X4DF0 48442.31 PA USD 47360.66 0.0079028315 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.5 N N N N N N FNMA POOL FM8196 B1V7KEBTPIMZEU4LTD58 3140XCDA3 793671.92 PA USD 776198.28 0.1295202428 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.5 N N N N N N FNMA POOL MA4581 B1V7KEBTPIMZEU4LTD58 31418ECT5 720156.54 PA USD 656796.23 0.1095962325 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.5 N N N N N N FNMA POOL BQ5052 B1V7KEBTPIMZEU4LTD58 3140KQTJ0 14166.73 PA USD 13323.43 0.0022232127 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3 N N N N N N FNMA POOL CB1331 B1V7KEBTPIMZEU4LTD58 3140QLPR1 773860.21 PA USD 699085.43 0.1166528153 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5 N N N N N N FREDDIE MAC STACR N/A 35564KJG5 547998.2 PA USD 517749.74 0.0863942548 Long ABS-O USGSE US Y 2 2041-09-25 Floating 1.77566 N N N N N N FNMA POOL MA3149 B1V7KEBTPIMZEU4LTD58 31418CQB3 422411.54 PA USD 423348.41 0.070641987 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4 N N N N N N FNMA POOL FM1445 B1V7KEBTPIMZEU4LTD58 3140X4TB2 129866.78 PA USD 123110.24 0.020542777 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3 N N N N N N FNMA POOL FM8320 B1V7KEBTPIMZEU4LTD58 3140XCG69 84919.58 PA USD 76773.87 0.0128108636 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5 N N N N N N FNMA POOL MA4586 B1V7KEBTPIMZEU4LTD58 31418ECY4 1054707.13 PA USD 943356.64 0.1574131046 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2 N N N N N N FNMA POOL CB1783 B1V7KEBTPIMZEU4LTD58 3140QL6V3 1590243.63 PA USD 1435964.08 0.2396119922 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FNMA POOL BT0163 B1V7KEBTPIMZEU4LTD58 3140LNFD4 57554.81 PA USD 52591.57 0.0087756867 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FREDDIE MAC STACR N/A 35564KPV5 535000 PA USD 480752.02 0.0802206343 Long ABS-O USGSE US Y 2 2042-01-25 Floating 2.77566 N N N N N N FNMA POOL MA3210 B1V7KEBTPIMZEU4LTD58 31418CR89 36491.5 PA USD 35676.69 0.0059531871 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N FNMA POOL FM8540 B1V7KEBTPIMZEU4LTD58 3140XCP28 240159.51 PA USD 238257.28 0.0397567755 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 3 N N N N N N FNMA POOL MA4601 B1V7KEBTPIMZEU4LTD58 31418EDF4 598192.21 PA USD 545562.48 0.0910352247 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 1.5 N N N N N N FNMA POOL CB1866 B1V7KEBTPIMZEU4LTD58 3140QMCC6 1659492.28 PA USD 1498494.48 0.2500461207 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5 N N N N N N FREDDIE MAC STACR N/A 35564KRF8 1325000 PA USD 1224552.15 0.2043347632 Long ABS-O USGSE US Y 2 2042-02-25 Floating 3.32566 N N N N N N FNMA POOL BT1265 B1V7KEBTPIMZEU4LTD58 3140LPMP4 351522.81 PA USD 317803.83 0.053030302 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5 N N N N N N FNMA POOL MA3467 B1V7KEBTPIMZEU4LTD58 31418CZ98 4334.22 PA USD 4293.72 0.0007164711 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4 N N N N N N FNMA POOL FM1572 B1V7KEBTPIMZEU4LTD58 3140X4XA9 262561.19 PA USD 249208.69 0.0415841813 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3 N N N N N N FNMA POOL FS0733 B1V7KEBTPIMZEU4LTD58 3140XFY70 552842.43 PA USD 482728.3 0.080550406 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2 N N N N N N FNMA POOL CB2357 B1V7KEBTPIMZEU4LTD58 3140QMTP9 1246389.34 PA USD 1086368.78 0.18127681 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2 N N N N N N FREDDIE MAC STACR N/A 35564KYN3 840000 PA USD 839996.72 0.1401659626 Long ABS-O USGSE US Y 2 2042-06-25 Floating 3.72924 N N N N N N FNMA TBA 30 YR 2 B1V7KEBTPIMZEU4LTD58 01F020679 3045000 PA USD 2648674.37 0.4419707647 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 2 N N N N N N GLAXOSMITHKLINE CAPITAL 549300U0LV41VX7LEP38 ACI1M6YH1 100000 PA 104030 0.0173589548 Long DBT CORP GB Y 2 2023-05-12 Fixed 0.125 N N N N N N GNMA II POOL MA2600 549300M8ZYFG0OCMTT87 36179Q3H2 86622.51 PA USD 83057.56 0.0138593908 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3 N N N N N N FNMA POOL MA4158 B1V7KEBTPIMZEU4LTD58 31418DTQ5 287331.37 PA USD 251519.16 0.0419697177 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N FNMA POOL FS1618 B1V7KEBTPIMZEU4LTD58 3140XGYQ6 285346.59 PA USD 249157.57 0.0415756512 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2 N N N N N N FNMA POOL CA0858 B1V7KEBTPIMZEU4LTD58 3140Q75U7 53974.33 PA USD 52752.29 0.0088025052 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.5 N N N N N N GNMA II POOL MA4382 549300M8ZYFG0OCMTT87 36179S2P1 21342 PA USD 20992.38 0.0035028912 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.5 N N N N N N FREDDIE MAC STACR S6XOOCT0IEG5ABCC6L87 35564KTA7 342774.34 PA USD 339844.37 0.0567080944 Long ABS-O USGSE US Y 2 2042-03-25 Floating 3.02566 N N N N N N FNMA POOL FM2547 B1V7KEBTPIMZEU4LTD58 3140X5ZM8 129677.24 PA USD 127515.43 0.0212778486 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3 N N N N N N FNMA TBA 30 YR 4 B1V7KEBTPIMZEU4LTD58 01F040677 1950000 PA USD 1925320.41 0.3212683838 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 4 N N N N N N GNMA II POOL MA2891 549300M8ZYFG0OCMTT87 36179RF87 702091.08 PA USD 672977.12 0.112296255 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3 N N N N N N GNMA II POOL MA5531 549300M8ZYFG0OCMTT87 36179UEC2 10961.06 PA USD 11560.83 0.0019290967 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.5 N N N N N N FNMA POOL MA4514 B1V7KEBTPIMZEU4LTD58 31418EAQ3 562769.95 PA USD 542857.24 0.0905838151 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N GLP CAPITAL LP / FIN II 2549005PXW31DRW8EC44 361841AN9 125000 PA USD 119455.73 0.0199329676 Long DBT CORP US N 2 2024-09-01 Fixed 3.35 N N N N N N FNMA POOL FS1792 B1V7KEBTPIMZEU4LTD58 3140XG7E3 236323.37 PA USD 233967.32 0.0390409318 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4 N N N N N N FNMA POOL CA2204 B1V7KEBTPIMZEU4LTD58 3140Q9NW9 48641.65 PA USD 49527.07 0.0082643292 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N GNMA II POOL MA4511 549300M8ZYFG0OCMTT87 36179TAL9 106849.94 PA USD 107531.27 0.0179431938 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4 N N N N N N FRESENIUS MEDICAL CARE A 549300CP8NY40UP89Q40 ACI1H13P4 72000 PA 73896.57 0.0123307432 Long DBT CORP DE Y 2 2023-11-29 Fixed 0.25 N N N N N N FNMA TBA 30 YR 4.5 B1V7KEBTPIMZEU4LTD58 01F042673 1585000 PA USD 1592925 0.2658032593 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 4.5 N N N N N N GNMA II POOL MA2894 549300M8ZYFG0OCMTT87 36179RGB9 159838.64 PA USD 166544.51 0.0277904318 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.5 N N N N N N GNMA II POOL MA5598 549300M8ZYFG0OCMTT87 36179UGF3 52068.26 PA USD 54901.08 0.0091610628 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.5 N N N N N N GMRF MORTGAGE ACQUISITION CO., N/A 36417JAL3 26397.83 PA USD 25911 0.0043236362 Long ABS-O CORP US Y 2 2057-11-25 Floating 3.5 N N N N N N FNMA POOL FS1883 B1V7KEBTPIMZEU4LTD58 3140XHCV7 148276.4 PA USD 149861.56 0.0250066331 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4 N N N N N N FNMA POOL MA4519 B1V7KEBTPIMZEU4LTD58 31418EAV2 620400.56 PA USD 534725.54 0.0892269199 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.5 N N N N N N GNMA II POOL MA7533 549300M8ZYFG0OCMTT87 36179WLN6 2710512.88 PA USD 2426058.92 0.4048240615 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2 N N N N N N GNMA II POOL MA4586 549300M8ZYFG0OCMTT87 36179TCX1 40605.46 PA USD 39940.28 0.0066646305 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5 N N N N N N FNMA POOL FM2673 B1V7KEBTPIMZEU4LTD58 3140X56K4 871831.22 PA USD 883731.19 0.1474637103 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CW8 90000 PA USD 96581.25 0.0161160199 Long DBT CORP US N 2 2025-04-22 Fixed 9 N N N N N N GAINWELL ACQUISITION CORP. N/A 59909TAC8 287092.72 PA USD 270943.75 0.0452109998 Long LON CORP US N 2 2027-10-01 Floating 0 N N N N N N FNMA POOL MA0639 B1V7KEBTPIMZEU4LTD58 31417YV95 354329.63 PA USD 359554.68 0.0599970531 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4 N N N N N N FNMA POOL MA4562 B1V7KEBTPIMZEU4LTD58 31418EB82 4525789.62 PA USD 3943321.4 0.6580019026 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2 N N N N N N GMRF MORTGAGE ACQUISITION CO., N/A 36418WAJ8 14754.74 PA USD 14582.87 0.002433369 Long ABS-O CORP US Y 2 2059-02-25 Floating 4 N N N N N N GNMA II POOL MA2963 549300M8ZYFG0OCMTT87 36179RJG5 60133.26 PA USD 62656.09 0.0104551017 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.5 N N N N N N GNMA II POOL MA5654 549300M8ZYFG0OCMTT87 36179UH70 148683.89 PA USD 156680.23 0.0261444298 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.5 N N N N N N GNMA II POOL MA4588 549300M8ZYFG0OCMTT87 36179TCZ6 293354.44 PA USD 302728.29 0.0505147236 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.5 N N N N N N FNMA POOL FM2899 B1V7KEBTPIMZEU4LTD58 3140X6GH8 374414.58 PA USD 388059.93 0.0647535786 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.5 N N N N N N GNMA II POOL MA7649 549300M8ZYFG0OCMTT87 36179WQA9 2626183.75 PA USD 2418343.89 0.4035366939 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.5 N N N N N N GCAT N/A 36168HAD6 208872.38 PA USD 181474.15 0.0302816646 Long ABS-O CORP US Y 2 2066-08-25 Floating 1.556 N N N N N N FNMA POOL MA1283 B1V7KEBTPIMZEU4LTD58 31418AM96 43834.5 PA USD 43088.6 0.0071899746 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CX6 145000 PA USD 161675 0.0269778815 Long DBT CORP US N 2 2030-04-22 Fixed 9.625 N N N N N N FNMA POOL MA4577 B1V7KEBTPIMZEU4LTD58 31418ECP3 2459621.97 PA USD 2142300.48 0.3574747399 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2 N N N N N N GNMA II POOL MA3245 549300M8ZYFG0OCMTT87 36179RTA7 171380.64 PA USD 173223.24 0.0289048774 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4 N N N N N N GMRF MORTGAGE ACQUISITION CO., N/A 36418XAC1 378702.1 PA USD 371093.37 0.0619224554 Long ABS-O CORP US Y 2 2059-10-25 Floating 2.964 N N N N N N GNMA II POOL MA5713 549300M8ZYFG0OCMTT87 36179UK27 37419.02 PA USD 39431.44 0.006579723 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5 N N N N N N GNMA II POOL MA4654 549300M8ZYFG0OCMTT87 36179TE35 44638.55 PA USD 46064.93 0.0076866196 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.5 N N N N N N GENERAL MOTORS N/A 361886CP7 290000 PA USD 279673.42 0.0466676752 Long ABS-O CORP US Y 2 2025-10-15 Fixed 1.31 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYG3 605000 PA USD 531733.56 0.0887276635 Long DBT CORP US N 2 2027-09-10 Fixed 1.542 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 265000 PA USD 243875.19 0.0406942074 Long DBT CORP US N 2 2027-05-28 Fixed 4.95 N N N N N N FNMA POOL MA4578 B1V7KEBTPIMZEU4LTD58 31418ECQ1 3487900.03 PA USD 3145701.81 0.5249071952 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N GNMA II POOL MA3310 549300M8ZYFG0OCMTT87 36179RVB2 79348.57 PA USD 78172.7 0.0130442792 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5 N N N N N N GNMA II POOL 784472 549300M8ZYFG0OCMTT87 3622A26H0 319225.51 PA USD 313297.78 0.0522784005 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N FNMA POOL FM3340 B1V7KEBTPIMZEU4LTD58 3140X6WA5 11537.43 PA USD 11500.72 0.0019190664 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.5 N N N N N N GNMA II POOL MA7650 549300M8ZYFG0OCMTT87 36179WQB7 319454.27 PA USD 302663.37 0.0505038908 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3 N N N N N N GNMA II POOL MA4719 549300M8ZYFG0OCMTT87 36179TG41 14280.12 PA USD 14041.73 0.0023430718 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5 N N N N N N GNMA II POOL MA5820 549300M8ZYFG0OCMTT87 36179UPD8 39107.45 PA USD 41210.68 0.0068766157 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.5 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAN0 400000 PA USD 380090.7 0.0634237939 Long DBT CORP US N 2 2027-10-01 Fixed 4.2 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 520000 PA USD 429520.99 0.0716719739 Long DBT CORP US N 2 2032-10-21 Fixed 2.65 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 ACI0LY5G7 1802000 PA 1672817.93 0.2791345845 Long DBT NUSS FR N 2 2036-05-25 Fixed 1.25 N N N N N N GREAT WOLF TRUST N/A 39152TAL4 820000 PA USD 775113.61 0.1293392494 Long ABS-O CORP US Y 2 2036-12-15 Floating 3.257 N N N N N N GNMA II POOL 784474 549300M8ZYFG0OCMTT87 3622A26K3 173085.65 PA USD 169871.61 0.028345608 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA II POOL MA3312 549300M8ZYFG0OCMTT87 36179RVD8 2850.12 PA USD 2969.69 0.000495537 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.5 N N N N N N GNMA II POOL MA4720 549300M8ZYFG0OCMTT87 36179TG58 379838 PA USD 382141.34 0.0637659737 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4 N N N N N N GNMA II POOL MA5988 549300M8ZYFG0OCMTT87 36179UUM2 161249.75 PA USD 165894.31 0.0276819362 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5 N N N N N N GNMA II POOL MA7705 549300M8ZYFG0OCMTT87 36179WR26 897820.73 PA USD 826134.68 0.1378528748 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.5 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCK0 750000 PA USD 741390.98 0.1237121264 Long DBT CORP US N 2 2025-04-09 Fixed 4.35 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38145GAH3 745000 PA USD 715258.91 0.1193516013 Long DBT CORP US N 2 2026-11-16 Fixed 3.5 N N N N N N GNMA II POOL 784504 549300M8ZYFG0OCMTT87 3622A3AD2 132307.62 PA USD 129726.75 0.0216468402 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GS MORTGAGE BACKED SECURITIES N/A 36258KAS7 270509.96 PA USD 251145.67 0.0419073953 Long ABS-O CORP US Y 2 2050-10-25 Floating 2.94553 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 ACI22TCT9 2649000 PA 2294713.28 0.3829070854 Long DBT NUSS FR Y 2 2032-05-25 Fixed 0.01 N N N N N N GNMA II POOL MA3597 549300M8ZYFG0OCMTT87 36179R7J2 117186.01 PA USD 115339.56 0.0192461233 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5 N N N N N N FNMA POOL FM3462 B1V7KEBTPIMZEU4LTD58 3140X6Z46 362679.29 PA USD 363111.97 0.0605906399 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.5 N N N N N N GNMA II POOL MA4781 549300M8ZYFG0OCMTT87 36179TJ22 303976.43 PA USD 319951.46 0.0533886661 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBQ8 620000 PA USD 592810.63 0.0989192822 Long DBT CORP US N 2 2026-10-06 Fixed 4 N N N N N N GNMA II POOL MA6144 549300M8ZYFG0OCMTT87 36179UZH8 14482.03 PA USD 13514.92 0.0022551657 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 B971G2II1 134000 PA 142276.67 0.0237409813 Long DBT CORP US Y 2 2023-02-01 Fixed 3.25 N N N N N N GNMA II POOL MA7767 549300M8ZYFG0OCMTT87 36179WTY4 1686863.2 PA USD 1550726.76 0.2587618545 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.5 N N N N N N GNMA II POOL 784891 549300M8ZYFG0OCMTT87 3622AAKC7 495087.44 PA USD 486358.26 0.0811561189 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.5 N N N N N N GS MORTGAGE BACKED SECURITIES N/A 36262QAD1 473086.57 PA USD 391054.12 0.0652532038 Long ABS-O CORP US Y 2 2051-11-25 Floating 2.5 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 ACI1JFLL0 3147000 PA 2099442.28 0.3503232109 Long DBT NUSS FR Y 2 2052-05-25 Fixed 0.75 N N N N N N GNMA II POOL MA3662 549300M8ZYFG0OCMTT87 36179SB71 112318.78 PA USD 107485.7 0.0179355898 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3 N N N N N N GNMA II POOL MA4838 549300M8ZYFG0OCMTT87 36179TLT0 94334.11 PA USD 94906.15 0.0158365045 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 BYZBM7II5 110000 PA 113573.74 0.0189514699 Long DBT CORP US Y 2 2023-09-07 Fixed 0.955 N N N N N N GNMA II POOL MA6209 549300M8ZYFG0OCMTT87 36179U3S9 88808.23 PA USD 82877.62 0.0138293652 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3 N N N N N N FNMA POOL FM3664 B1V7KEBTPIMZEU4LTD58 3140X7CA5 411632.07 PA USD 411258.68 0.0686246355 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4 N N N N N N GNMA II POOL 785087 549300M8ZYFG0OCMTT87 3622AARG1 643710.73 PA USD 633568.04 0.1057202631 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 BZ05QBII0 40000 PA 41629.86 0.0069465621 Long DBT CORP US Y 2 2024-05-15 Fixed 1.375 N N N N N N GS MORTGAGE BACKED SECURITIES N/A 36262JAD7 487104.06 PA USD 401727.68 0.0670342462 Long ABS-O CORP US Y 2 2052-02-25 Floating 2.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137FRZF1 276353.34 PA USD 52225.72 0.0087146392 Long ABS-O USGSE US N 2 2050-05-25 Fixed 4.5 N N N N N N GNMA II POOL MA7826 549300M8ZYFG0OCMTT87 36179WVT2 414097.18 PA USD 369378.16 0.0616362471 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2 N N N N N N GNMA II POOL MA4900 549300M8ZYFG0OCMTT87 36179TNR2 195089.99 PA USD 191833.14 0.0320102163 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.5 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCR5 435000 PA USD 439591.72 0.0733524252 Long DBT CORP US N 2 2024-01-17 Fixed 5.1 N N N N N N GNMA II POOL MA3663 549300M8ZYFG0OCMTT87 36179SB89 91472.91 PA USD 90031.61 0.0150231149 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.5 N N N N N N GNMA II POOL MA6399 549300M8ZYFG0OCMTT87 36179VDC1 44423.12 PA USD 41387.13 0.006906059 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3 N N N N N N GNMA II POOL AL1773 549300M8ZYFG0OCMTT87 36183W6J6 184317.24 PA USD 181643.42 0.0303099098 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.5 N N N N N N GS MORTGAGE SECURITIES TRUST 5493002EPQ51IPGGFX73 36251FBA3 400000 PA USD 386098.8 0.0644263349 Long ABS-O CORP US N 2 2048-02-10 Fixed 3.759 N N N N N N HIGHBRIDGE LOAN MANAGEMENT LTD 549300Z5U2GIJ32SH058 40436VAG6 265000 PA USD 255188.11 0.0425819366 Long ABS-CBDO CORP KY Y 2 2030-05-06 Floating 2.95614 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 ACI0BK8K6 118000 PA 123729.82 0.0206461631 Long DBT CORP US Y 2 2022-07-26 Fixed 1.375 N N N N N N FREDDIE MAC STACR N/A 35564KDB2 260000 PA USD 245872.93 0.0410275601 Long ABS-O USGSE US Y 2 2033-08-25 Floating 3.22566 N N N N N N GNMA II POOL MA5081 549300M8ZYFG0OCMTT87 36179TUE3 53555.55 PA USD 57858.38 0.0096545324 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5 N N N N N N GNMA II POOL MA6531 549300M8ZYFG0OCMTT87 36179VHG8 143520.39 PA USD 133711.85 0.0223118135 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3 N N N N N N GNMA II POOL MA3736 549300M8ZYFG0OCMTT87 36179SEH6 245543.5 PA USD 241674.57 0.0403270012 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 ACI1K6775 150000 PA 140681.31 0.0234747717 Long DBT CORP US Y 2 2026-02-26 Fixed 0.85 N N N N N N HUB INTERNATIONAL LIMITED 549300JQT6ATTUNS5E06 44332EAU0 485630.99 PA USD 459640.02 0.0766977826 Long LON CORP US N 2 2025-04-25 Floating 0 N N N N N N GNMA II POOL BF2644 549300M8ZYFG0OCMTT87 3617G85D1 4690.25 PA USD 4851.73 0.0008095834 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 ACI0FNC70 130000 PA 136783.29 0.022824329 Long DBT CORP US Y 2 2023-07-27 Fixed 2 N N N N N N GNMA II POOL MA8041 549300M8ZYFG0OCMTT87 36179W5A2 823965.76 PA USD 733696.93 0.1224282595 Long ABS-MBS USGA US N 2 2052-05-20 Fixed 2 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36261PAY8 870000 PA USD 775361.66 0.1293806403 Long ABS-O CORP US N 2 2052-11-10 Floating 3.5111 N N N N N N FREDDIE MAC STACR S6XOOCT0IEG5ABCC6L87 35564KHE2 269271.6 PA USD 259701.98 0.043335143 Long ABS-O USGSE US Y 2 2034-01-25 Floating 2.57566 N N N N N N GNMA II POOL MA5140 549300M8ZYFG0OCMTT87 36179TV93 38396.85 PA USD 41361.79 0.0069018307 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.5 N N N N N N GNMA II POOL MA3802 549300M8ZYFG0OCMTT87 36179SGK7 53598.96 PA USD 51259.1 0.0085533442 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3 N N N N N N GFL ENVIRONMENTAL INC 5493008HF9XC5H29ZX61 C7052BAH7 131238.6 PA USD 127684.66 0.0213060871 Long LON CORP CA N 2 2025-05-30 Floating 0 N N N N N N GNMA II POOL MA6589 549300M8ZYFG0OCMTT87 36179VKA7 68399.09 PA USD 63724.53 0.0106333869 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 ACI0NSPW1 140000 PA 138012.92 0.0230295111 Long DBT CORP US Y 2 2026-07-27 Fixed 1.625 N N N N N N HIGHLAND HOLDINGS SARL 549300WGY8GPJM4PQR36 ACI21MJP6 122000 PA 114143.11 0.0190464778 Long DBT CORP LU N 2 2026-12-15 Fixed 0.318 N N N N N N GNMA II POOL BF2878 549300M8ZYFG0OCMTT87 3617G9FT3 15869.99 PA USD 16416.37 0.0027393158 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5 N N N N N N HANNOVER RE 529900KIN5BE45V5KB18 ACI1NK292 300000 PA 254492.77 0.0424659088 Long DBT CORP DE Y 2 2040-10-08 Fixed 1.75 N N N N N N GNMA II POOL MA5194 549300M8ZYFG0OCMTT87 36179TXX8 65316.47 PA USD 68075.5 0.011359411 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5 N N N N N N FREDDIE MAC STACR N/A 35564KBK4 67420.8 PA USD 66984.1 0.0111772947 Long ABS-O USGSE US Y 2 2033-08-25 Floating 1.62566 N N N N N N GNMA II POOL MA8098 549300M8ZYFG0OCMTT87 36179W7K8 975000 PA USD 921315.33 0.1537351837 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3 N N N N N N GNMA II POOL MA6757 549300M8ZYFG0OCMTT87 36179VQJ2 122005.37 PA USD 113667.22 0.0189670685 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3 N N N N N N GOODYEAR TIRE + RUBBER 5493002BI0S2ZQUY3437 382550BN0 260000 PA USD 215441.92 0.0359496929 Long DBT CORP US N 2 2029-07-15 Fixed 5 N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BA0 235000 PA USD 230319.92 0.0384323088 Long DBT CORP NL N 2 2026-03-28 Fixed 3.869 N N N N Y N/A N/A XXXX N N N GNMA II POOL MA3803 549300M8ZYFG0OCMTT87 36179SGL5 17666.74 PA USD 17388.37 0.0029015085 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.5 N N N N N N GNMA II POOL MA0318 549300M8ZYFG0OCMTT87 36179MK74 172697.24 PA USD 170731.67 0.0284891218 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.5 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AS1 675000 PA USD 584665.24 0.0975601026 Long DBT CORP US N 2 2030-02-15 Fixed 3.05 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 100000 PA USD 81104.5 0.0135334937 Long DBT CORP CA Y 2 2029-04-01 Fixed 6.125 N N N N N HARDEE S FUNDING N/A 411707AD4 312812.5 PA USD 305009.14 0.0508953174 Long ABS-O CORP US Y 2 2048-06-20 Fixed 4.959 N N N N N N GNMA II POOL MA5195 549300M8ZYFG0OCMTT87 36179TXY6 118030.76 PA USD 124931.82 0.0208467347 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.5 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 BV8C91II7 191000 PA 185488.44 0.0309515087 Long DBT NUSS IE Y 2 2045-02-18 Fixed 2 N N N N N N GOVERNMENT NATIONAL MORTGAGE A N/A 38383REY9 260000 PA USD 244380.14 0.0407784659 Long ABS-O USGA US N 2 2050-10-20 Fixed 3.5 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AV5 260000 PA USD 232408.67 0.0387808478 Long DBT CORP NL N 2 2027-04-01 Fixed 1.726 N N N N Y N/A N/A XXXX N N N GNMA II POOL MA3873 549300M8ZYFG0OCMTT87 36179SJS7 308833.2 PA USD 295351.09 0.049283728 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GNMA II POOL MA1012 549300M8ZYFG0OCMTT87 36179NDR6 366772.9 PA USD 362598.44 0.0605049498 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5 N N N N N N GNMA II POOL MA6819 549300M8ZYFG0OCMTT87 36179VSG6 351228.99 PA USD 324721.91 0.0541846867 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.5 N N N N N N GNMA II TBA 30 YR 2 549300M8ZYFG0OCMTT87 21H020675 765000 PA USD 680730.51 0.1135900236 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 2 N N N N N N GNMA II POOL MA5266 549300M8ZYFG0OCMTT87 36179TZ73 457513.56 PA USD 476553.44 0.0795200387 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 418056AY3 245000 PA USD 234467.46 0.0391243876 Long DBT CORP US N 2 2026-11-19 Fixed 3.55 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 ACI15L373 1176000 PA 1187569.67 0.1981636856 Long DBT NUSS IE Y 2 2031-03-18 Fixed 1.35 N N N N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 ACI21QL33 100000 PA 85030.34 0.0141885786 Long DBT CORP US Y 2 2029-02-01 Fixed 2.625 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BT8 170000 PA USD 161242.03 0.026905634 Long DBT CORP US N 2 2029-03-23 Fixed 3.7 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AQ5 405000 PA USD 387712.74 0.0646956448 Long DBT CORP US N 2 2028-03-15 Fixed 4.125 N N N N N N GNMA II POOL MA3937 549300M8ZYFG0OCMTT87 36179SLS4 117936.68 PA USD 116078.4 0.0193694098 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.5 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 BDZ49XII5 100000 PA 104119.49 0.0173738875 Long DBT CORP NL Y 2 2023-09-20 Fixed 1 N N N N N N GNMA II POOL MA6934 549300M8ZYFG0OCMTT87 36179VV31 897324.85 PA USD 896877.53 0.1496573729 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4 N N N N N N GNMA II POOL MA1090 549300M8ZYFG0OCMTT87 36179NF78 145917.82 PA USD 144257.04 0.0240714355 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAA9 55000 PA USD 53612.65 0.0089460691 Long DBT CORP US Y 2 2023-09-15 Fixed 2 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 ACI1MZT18 897000 PA 823981.81 0.1374936364 Long DBT NUSS IE Y 2 2030-10-18 Fixed 0.2 N N N N N N GNMA II POOL MA5469 549300M8ZYFG0OCMTT87 36179UCE0 459.58 PA USD 485.01 0.0000809311 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404122BH5 44550 PA USD 44369.13 0.0074036501 Long LON CORP US N 2 2028-06-30 Floating 0 N N N N N N GNMA II TBA 30 YR 3 549300M8ZYFG0OCMTT87 21H030674 980000 PA USD 925181.25 0.1543802701 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 3 N N N N N N GNMA II POOL MA4195 549300M8ZYFG0OCMTT87 36179SUU9 376217.99 PA USD 359794.19 0.0600370189 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3 N N N N N N INMOBILIARIA COLONIAL SO 95980020140005007414 ACI0Z26J5 200000 PA 197450.55 0.0329475649 Long DBT CORP ES Y 2 2025-11-28 Fixed 1.625 N N N N N N HOLCIM FINANCE LUX SA 529900XU3Z9D2HLBR716 ACI0MML74 111000 PA 116342.69 0.0194135105 Long DBT CORP LU Y 2 2023-05-26 Fixed 1.375 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 ACI09CD13 280250000 PA 2358825.91 0.3936052325 Long DBT NUSS JP N 2 2044-09-20 Fixed 1.7 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BN1 645000 PA USD 652944.53 0.108953519 Long DBT CORP US N 2 2030-04-01 Fixed 4.875 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAC5 170000 PA USD 158890.89 0.0265133113 Long DBT CORP US Y 2 2025-10-15 Fixed 2.6 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591NBR7 360303.32 PA USD 341208.22 0.056935673 Long ABS-O CORP US Y 2 2050-06-25 Floating 3.285083 N N N N N N IRELAND GOVERNMENT BOND 549300KXBEJAOJ9OVF93 ACI1BX701 73000 PA 60923.19 0.0101659416 Long DBT NUSS IE Y 2 2050-05-15 Fixed 1.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CD9 235000 PA USD 213805.55 0.0356766402 Long DBT CORP US Y 2 2027-03-15 Fixed 3.125 N N N N N N GNMA II POOL MA7254 549300M8ZYFG0OCMTT87 36179WBX5 563364.7 PA USD 504990.77 0.0842652307 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2 N N N N N N LANDSBANKINN HF 549300TLZPT6JELDWM92 BF2VG2II6 100000 PA 103562.19 0.0172808937 Long DBT CORP IS Y 2 2023-05-30 Fixed 1 N N N N N N INPOST NA 2221003M23QLERR89585 ACI1YVM37 100000 PA 81835.46 0.0136554653 Long DBT CORP LU Y 2 2027-07-15 Fixed 2.25 N N N N N N GNMA II TBA 30 YR 4 549300M8ZYFG0OCMTT87 21H040673 515000 PA USD 513189.47 0.0856333059 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 4 N N N N N N GRAY OAK PIPELINE LLC N/A 38937LAB7 70000 PA USD 64131.86 0.0107013559 Long DBT CORP US Y 2 2027-10-15 Fixed 3.45 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCW4 570000 PA USD 528843.33 0.0882453856 Long DBT CORP US N 2 2028-02-24 Fixed 2.947 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CE7 90000 PA USD 79311.69 0.0132343366 Long DBT CORP US Y 2 2029-03-15 Fixed 3.375 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 ACI085YL2 108430200 PA 821138.2 0.1370191377 Long DBT NUSS JP N 2 2024-03-10 Floating 0.1 N N N N N N IRIDIUM SATELLITE LLC 254900615BJ7139TFM33 46269KAL8 151093.79 PA USD 144672.3 0.0241407278 Long LON CORP US N 2 2026-11-04 Floating 0 N N N N N N HOLDING D INFRASTRUCTURE 9695004S3RCE0Q5V8G28 ACI0YZZ10 100000 PA 103838.22 0.0173269534 Long DBT CORP FR Y 2 2023-03-27 Fixed 0.625 N N N N N N GNMA II POOL MA7473 549300M8ZYFG0OCMTT87 36179WJS8 913001.6 PA USD 865869.08 0.1444831512 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3 N N N N N N HUNDRED ACRE WOOD TRUST N/A 44590HBD7 886805.25 PA USD 728046.36 0.1214853778 Long ABS-O CORP US Y 2 2051-07-25 Floating 2.5 N N N N N N INTELSAT JACKSON HOLDINGS S.A. N/A L5137LAQ8 584.99 PA USD 535.16 0.0000892994 Long LON CORP LU N 2 2029-02-01 Floating 0 N N N N N N GREAT WOLF TRUST N/A 39152TAA8 710000 PA USD 690474.15 0.115215895 Long ABS-O CORP US Y 2 2036-12-15 Floating 2.358 N N N N N N LANDSBANKINN HF 549300TLZPT6JELDWM92 ACI1VYH63 265000 PA 256236.69 0.0427569078 Long DBT CORP IS Y 2 2025-05-23 Fixed 0.375 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AK0 850000 PA USD 794952.43 0.132649652 Long DBT CORP US N 2 2028-01-15 Fixed 3.625 N N N N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 ACI01YYG7 3274000 PA 1271938.62 0.2122419014 Long DBT NUSS IL N 2 2042-01-31 Fixed 5.5 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 ACI0CLPN8 302116500 PA 2304618.05 0.3845598438 Long DBT NUSS JP N 2 2025-03-10 Floating 0.1 N N N N N N GNMA II TBA 30 YR 4.5 549300M8ZYFG0OCMTT87 21H042679 1025000 PA USD 1041015.63 0.1737089615 Long ABS-MBS USGA US N 2 2052-07-21 Fixed 4.5 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076CG5 351000 PA USD 238549.69 0.0398055684 Long DBT CORP US N 2 2051-03-15 Fixed 2.375 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PCB0 630000 PA USD 561317.26 0.0936641444 Long DBT CORP US N 2 2027-04-22 Fixed 1.578 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 128687.5 PA USD 116890.72 0.0195049575 Long LON CORP US N 2 2028-06-21 Floating 0 N N N N N N GREAT WOLF TRUST N/A 39152TAJ9 435000 PA USD 417667.03 0.0696939642 Long ABS-O CORP US Y 2 2036-12-15 Floating 2.957 N N N N N N LANXESS AG 529900PTLRE72EMYIJ77 B8S1GJII3 60000 PA 63351.6 0.0105711579 Long DBT CORP DE Y 2 2022-11-21 Fixed 2.625 N N N N N N HEALTHCARE REALTY TRUST 549300CB86LH2IOKHH22 421946AM6 230000 PA USD 181079.5 0.0302158113 Long DBT CORP US N 2 2031-03-15 Fixed 2.05 N N N N N INTERCHILE SA 549300Y105FQQX6RCE16 P5R70LAA9 280000 PA USD 229914.21 0.03836461 Long DBT CORP CL Y 2 2056-06-30 Fixed 4.5 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 ACI1M9CM8 84437496 PA 673670.32 0.1124119257 Long DBT NUSS JP N 2 2030-03-10 Floating 0.2 N N N N N N ISRAEL FIXED BOND 213800T8ZHTFZIBYPE21 ACI0DVTJ0 4274000 PA 1221527.42 0.203830042 Long DBT NUSS IL N 2 2025-08-31 Fixed 1.75 N N N N N N GNMA POOL AA5821 549300M8ZYFG0OCMTT87 36178DPE5 44153.78 PA USD 42600.33 0.0071084995 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBR6 675000 PA USD 601032.51 0.1002912253 Long DBT CORP US N 2 2028-06-01 Fixed 2.182 N N N N N N HOMEWARD OPPORTUNITIES FUND I N/A 43789XAA2 40998.25 PA USD 40750.79 0.0067998762 Long ABS-O CORP US Y 2 2065-05-25 Floating 1.657 N N N N N N HUNDRED ACRE WOOD TRUST N/A 44555PBD2 284851.41 PA USD 234924.53 0.0392006565 Long ABS-O CORP US Y 2 2051-10-25 Floating 2.5 N N N N N N MERCEDES BENZ INT FINCE 529900RUGCXMPEENHQ31 ACI18NG23 112000 PA 117221.81 0.0195602048 Long DBT CORP NL Y 2 2023-02-27 Fixed 0.625 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAW4 180000 PA USD 179459.28 0.0299454535 Long DBT CORP US N 2 2033-03-15 Fixed 4.6 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 BMFN5GII6 585000 PA 478847.81 0.0799028885 Long DBT NUSS GR N 2 2031-06-18 Fixed 0.75 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 ACI1XV2Q9 500164902 PA 3896479.23 0.6501855889 Long DBT NUSS JP N 2 2031-03-10 Floating 0.005 N N N N N N MADISON PARK FUNDING LTD N/A 55819JAN3 465000 PA USD 450407.14 0.0751571391 Long ABS-CBDO CORP KY Y 2 2032-10-15 Floating 2.13635 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 210000 PA USD 183548.93 0.0306278725 Long DBT CORP US N 2 2026-08-18 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 550000 PA USD 521263.12 0.0869805146 Long DBT CORP US N 2 2028-03-15 Fixed 3.615 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBE5 445000 PA USD 389163.54 0.0649377324 Long DBT CORP US N 2 2030-10-15 Fixed 2.739 N N N N N N IVORY COAST 254900ICW11T82O6H590 ACI1T3TK0 105000 PA 78905.92 0.0131666279 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.875 N N N N N N MERCEDES BENZ INT FINCE 529900RUGCXMPEENHQ31 BYQ84XII5 80000 PA 83590.86 0.0139483799 Long DBT CORP NL Y 2 2023-05-11 Fixed 0.75 N N N N N N HETA ASSET RESOLUTION AG U78UGTWI6G2WOHEONU22 ACI02SYE4 1100000 PA 1163636.13 0.1941700181 Long DBT NUSS AT Y 2 2022-12-13 Fixed 2.375 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAP9 130000 PA USD 95822.74 0.0159894512 Long DBT CORP US N 2 2040-09-15 Fixed 2.65 N N N N N N JAPAN GOVT CPI LINKED 353800WZS8AXZXFUC241 ACI09MXM3 285314600 PA 2169089.11 0.3619448217 Long DBT NUSS JP N 2 2024-09-10 Floating 0.1 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 195000 PA USD 150389.12 0.0250946644 Long DBT CORP US Y 2 2029-02-01 Fixed 4.125 N N N N N N MAGALLANES INC N/A 55903VAG8 340000 PA USD 318900.61 0.0532133161 Long DBT CORP US Y 2 2027-03-15 Fixed 3.755 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 250000 PA USD 208116.11 0.0347272724 Long DBT CORP US N 2 2032-04-22 Fixed 2.615 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBU9 955000 PA USD 757115.85 0.1263360551 Long DBT CORP US N 2 2031-11-19 Fixed 1.764 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 ACI1C6B95 200000 PA 204182.58 0.0340709043 Long DBT CORP NL Y 2 2099-12-31 Fixed 7.375 N N N N N N IVORY COAST 254900ICW11T82O6H590 ACI1T3QV9 270000 PA 202900.94 0.0338570436 Long DBT NUSS CI Y 2 2032-01-30 Fixed 4.875 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 ACI1CLQG0 100000 PA 95191.59 0.0158841345 Long DBT CORP GB Y 2 2026-06-15 Fixed 3.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 305000 PA USD 213287.01 0.0355901141 Long DBT CORP US N 2 2052-01-25 Fixed 2.802 N N N N N N MERCEDES BENZ INT FINCE 529900RUGCXMPEENHQ31 B7KNZWII5 72000 PA 75723.42 0.0126355804 Long DBT CORP NL N 2 2022-09-12 Fixed 2.375 N N N N N N JOHNSON CONTROLS INTL PL 549300XQ6S1GYKGBL205 ACI0T16Z8 111000 PA 115472.59 0.0192683213 Long DBT CORP IE N 2 2023-09-15 Fixed 1 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ACI0L84Z3 5640000 PA 1238302.72 0.2066292506 Long DBT NUSS MY N 2 2046-03-15 Fixed 4.736 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 ACI1SGR08 1390120000 PA 2187348.71 0.3649917079 Long DBT NUSS HU N 2 2033-04-20 Fixed 2.25 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 ACI04STL2 114000 PA 120809.34 0.0201588376 Long DBT CORP US Y 2 2023-02-01 Fixed 2.75 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 ACI1FCTZ2 108000 PA 110536.11 0.0184445961 Long DBT CORP NL Y 2 2023-09-13 Fixed 0.125 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 932KOHII8 100000 PA 95191.59 0.0158841345 Long DBT CORP GB Y 2 2026-06-15 Fixed 3.5 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441RAE3 330000 PA USD 316015.46 0.0527318858 Long ABS-O CORP US Y 2 2029-05-21 Fixed 1.96 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 BZ3T9QII1 300000 PA 278958.84 0.0465484369 Long DBT CORP NL Y 2 2028-05-18 Fixed 2 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 ACI09HW45 113000 PA 119111.57 0.0198755394 Long DBT CORP US N 2 2023-03-30 Fixed 1.875 N N N N N N METHANEX CORP 549300TSJHRXT9QXRD13 59151KAM0 100000 PA USD 88250 0.0147258268 Long DBT CORP CA N 2 2027-10-15 Fixed 5.125 N N N N N N JP MORGAN CHASE COMMERCIAL MOR N/A 46645WAU7 115000 PA USD 112887.48 0.0188369572 Long ABS-O CORP US Y 2 2033-07-05 Fixed 4.2475 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 510000 PA USD 413705.8 0.069032974 Long DBT CORP US N 2 2032-07-21 Fixed 2.383 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ACI05RKF5 590000 PA 125328.88 0.0209129901 Long DBT NUSS MY N 2 2033-04-15 Fixed 3.844 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 ACI0HHXM5 111000 PA 116745.86 0.0194807854 Long DBT CORP US Y 2 2022-10-26 Fixed 1.5 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 ACI0XZN71 109000 PA 114327.3 0.0190772127 Long DBT CORP NL Y 2 2022-10-03 Fixed 0.75 N N N N N N JACK IN THE BOX FUNDING, LLC 5493002OJW26P0SUUP68 466365AD5 969130 PA USD 889537.68 0.1484326096 Long ABS-O CORP US Y 2 2052-02-26 Fixed 3.445 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAC7 165000 PA USD 130504.53 0.0217766244 Long DBT CORP US N 2 2042-04-22 Fixed 3.217 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI1CZG70 300000 PA 305525 0.0509813964 Long DBT CORP IT Y 2 2024-07-04 Fixed 1 N N N N N N HPEFS EQUIPMENT TRUST N/A 40441RAF0 350000 PA USD 331892.54 0.0553812131 Long ABS-O CORP US Y 2 2029-11-20 Fixed 2.4 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46651DAC0 56754.75 PA USD 55894.6 0.0093268464 Long ABS-O CORP US Y 2 2050-02-25 Floating 3.5 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 929FKUII9 4567000 PA 220402.4 0.0367774228 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.5 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ACI1N27G1 2735000 PA 535749.73 0.0893978212 Long DBT NUSS MY N 2 2050-06-15 Fixed 4.065 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61772BAB9 670000 PA USD 595447.83 0.0993593383 Long DBT CORP US N 2 2027-05-04 Fixed 1.593 N N N N N N LEGAL + GENERAL GROUP 213800JH9QQWHLO99821 ACI0HK9G8 185000 PA 225914.89 0.0376972639 Long DBT CORP GB Y 2 2045-10-27 Fixed 5.375 N N N N N N JPMORGAN CHASE + CO 8I5DZWZKVSZI1NUHU748 46647PBP0 2320000 PA USD 2007857.5 0.3350409264 Long DBT CORP US N 2 2031-05-13 Fixed 2.956 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 ACI0LCK78 114000 PA 120536.72 0.0201133469 Long DBT CORP GB N 2 2023-03-22 Fixed 2.5 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 ACI14PPP1 114000 PA 119906.42 0.0200081719 Long DBT CORP IT Y 2 2023-08-30 Fixed 2.125 N N N N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 ACI0BY9F6 364500000 PA 2719726.64 0.4538268941 Long DBT NUSS JP N 2 2025-03-20 Fixed 0.4 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 ACI239370 53110000 PA 107725.81 0.0179756557 Long DBT NUSS HU N 2 2032-11-24 Fixed 4.75 N N N N N N MFRA TRUST N/A 55284CBM5 580444.07 PA USD 478707.66 0.0798795024 Long ABS-O CORP US Y 2 2051-10-25 Floating 2.5 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ACI13RXB0 6150000 PA 1377683.79 0.2298870579 Long DBT NUSS MY N 2 2048-07-06 Fixed 4.921 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591LBH3 110128.08 PA USD 107166.67 0.0178823549 Long ABS-O CORP US Y 2 2050-05-25 Floating 3.5 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 BJK4CTII3 100000 PA 103214 0.017222793 Long DBT CORP US N 2 2024-07-26 Fixed 0.637 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 ACI1PZ1S6 300000 PA USD 276960 0.0462149007 Long DBT CORP IL Y 2 2027-06-30 Fixed 6.5 N N N N N N INTOWN HOTEL PORTFOLIO TRUST N/A 46117MAL8 500000 PA USD 493293.6 0.0823133837 Long ABS-O CORP US Y 2 2033-01-15 Floating 2.975 N N N N N N KBC GROUP NV 213800X3Q9LSAKRUWY91 ACI0QB5X5 100000 PA 103288.05 0.0172351494 Long DBT CORP BE Y 2 2023-10-18 Fixed 0.75 N N N N Y N/A N/A XXXX N N N NAVIENT CORP 54930067J0ZNOEBRW338 63938CAJ7 155000 PA USD 137175 0.0228896917 Long DBT CORP US N 2 2026-06-15 Fixed 6.75 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 ACI0VR019 252900000 PA 1854811.25 0.3095028803 Long DBT NUSS JP N 2 2037-06-20 Fixed 0.6 N N N N N N HSBC CONTINENTAL EUROPE F0HUI1NY1AZMJMD8LP67 ACI11F9W9 100000 PA 104648.29 0.0174621257 Long DBT CORP FR Y 2 2023-03-20 Fixed 0.6 N N N N N N MFRA TRUST N/A 55283WAA9 235907.33 PA USD 213064.28 0.0355529482 Long ABS-O CORP US Y 2 2064-11-25 Floating 1.029 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACA3 470000 PA USD 396835.7 0.0662179465 Long DBT CORP US Y 2 2028-09-15 Fixed 2.1 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ACI06WQ26 325000 PA 74070.78 0.0123598128 Long DBT NUSS MY N 2 2043-09-30 Fixed 4.935 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591LAC5 127926.55 PA USD 125015.4 0.0208606813 Long ABS-O CORP US Y 2 2050-05-25 Floating 3.5 N N N N N N LLOYDS BK CORP MKTS PLC 213800MBWEIJDM5CU638 ACI1FWFL4 100000 PA 104811.98 0.0174894398 Long DBT CORP GB Y 2 2022-10-04 Fixed 0.25 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEC5 730000 PA USD 641044.59 0.1069678368 Long DBT CORP US N 2 2027-07-20 Fixed 1.512 N N N N N N IQERA GROUP SAS 549300TKER1HK6VEM485 ACI0XQV72 100000 PA 97163.83 0.0162132321 Long DBT CORP FR Y 2 2024-09-30 Fixed 4.25 N N N N N N KFW 549300GDPG70E3MBBU98 B122MXII6 65000 PA 52970.86 0.0088389769 Long DBT NUSS DE N 2 2037-06-02 Fixed 4.7 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63935CAB7 359125.94 PA USD 341636.94 0.0570072114 Long ABS-O CORP US Y 2 2068-08-15 Fixed 2.6 N N N N N N MGM GROWTH/MGM FINANCE 549300U6G4UOCMLQK204 55303XAJ4 55000 PA USD 56787.5 0.0094758401 Long DBT CORP US N 2 2027-02-01 Fixed 5.75 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DA4 560000 PA USD 533481.89 0.0890193984 Long DBT CORP GB N 2 2026-03-10 Fixed 2.999 N N N N Y N/A N/A XXXX N N N LOWE S COS INC WAFCR4OKGSC504WU3E95 548661EG8 45000 PA USD 43366.73 0.0072363848 Long DBT CORP US N 2 2027-04-01 Fixed 3.35 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 ACI12K9Z0 3255000 PA 740972.59 0.1236423118 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.642 N N N N N N KFW 549300GDPG70E3MBBU98 500769BQ6 75000 PA 61120.22 0.010198819 Long DBT NUSS DE N 2 2037-06-02 Fixed 4.7 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 460000 PA USD 373978.67 0.0624039107 Long DBT CORP US N 2 2032-07-21 Fixed 2.239 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46653JBX8 340409.22 PA USD 292750.13 0.0488497191 Long ABS-O CORP US Y 2 2050-12-25 Floating 3.598338 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 ACI24VWS2 45500000 PA 317540.91 0.0529864299 Long DBT NUSS JP N 2 2052-03-20 Fixed 1 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAH0 170981.41 PA USD 160153.16 0.0267239399 Long LON CORP US N 2 2027-12-15 Floating 0 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABN6 300000 PA USD 274661.11 0.0458312967 Long DBT CORP US Y 2 2025-10-15 Fixed 1.8 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63941KAD7 470000 PA USD 411760.37 0.06870835 Long ABS-O CORP US Y 2 2068-11-15 Fixed 2.83 N N N N N N LOWE S COS INC WAFCR4OKGSC504WU3E95 548661EH6 200000 PA USD 186075.39 0.03104945 Long DBT CORP US N 2 2032-04-01 Fixed 3.75 N N N N N N MANHATTAN WEST N/A 563136AJ9 290000 PA USD 242090.96 0.0403964821 Long ABS-O CORP US Y 2 2039-09-10 Floating 2.41281 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591VBC2 68609.56 PA USD 67410.4 0.0112484292 Long ABS-O CORP US Y 2 2050-08-25 Floating 1.83571 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 ACI1RT281 160000 PA 146734.8 0.0244848867 Long DBT NUSS MA Y 2 2026-03-30 Fixed 1.375 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BM4 435000 PA USD 439679.03 0.0733669942 Long DBT CORP US N 2 2026-02-06 Fixed 4.975 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 ACI1XF0D5 100000 PA 93093.59 0.0155340519 Long DBT CORP US N 2 2027-10-29 Fixed 0.406 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 B28PKLII5 273300000 PA 2553969.16 0.42616779 Long DBT NUSS JP N 2 2037-09-20 Fixed 2.5 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 ACI0BQ2R4 860000 PA 599742.42 0.1000759546 Long DBT CORP AU Y 2 2026-05-20 Fixed 4 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAC7 1520000 PA USD 1334145.82 0.2226220992 Long DBT CORP GB Y 2 2028-04-06 Fixed 2 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CJ6 940000 PA USD 862551.82 0.143929617 Long DBT CORP GB N 2 2026-04-18 Fixed 1.645 N N N N Y N/A N/A XXXX N N N KLEPIERRE 969500PB4U31KEFHZ621 BWV0HPII3 100000 PA 104239.8 0.017393963 Long DBT CORP FR Y 2 2023-04-17 Fixed 1 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BP7 277000 PA USD 270731.37 0.045175561 Long DBT CORP US N 2 2027-02-15 Fixed 4.185 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 ACI0R6309 110000 PA 115516.58 0.0192756617 Long DBT CORP US N 2 2022-12-02 Fixed 1 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591VAC3 108330.88 PA USD 104742.85 0.0174779044 Long ABS-O CORP US Y 2 2050-08-25 Floating 3.5 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 B4TQX8II1 228450000 PA 2069570.44 0.3453386495 Long DBT NUSS JP N 2 2039-09-20 Fixed 2.2 N N N N N N NAVIENT STUDENT LOAN TRUST 549300JSCKIU587G1R13 63941HAA0 171990.48 PA USD 162975.12 0.0271948259 Long ABS-O CORP US Y 2 2069-05-15 Fixed 1.69 N N N N N N NEW S WALES TREASURY CRP TC7LRO17HPNPLTAV0H77 ACI098WK9 680000 PA 474214.94 0.0791298251 Long DBT CORP AU Y 2 2026-05-20 Fixed 4 N N N N N N MARAVAI INTERME HOLDINGS LLC 2549005DIMMJLV8LMZ14 56589PAJ4 240322.92 PA USD 227705.97 0.0379961323 Long LON CORP US N 2 2027-10-19 Floating 0 N N N N N N MILEAGE PLUS HLDINGS LLC N/A 599191AA1 525000 PA USD 515970 0.0860972787 Long DBT CORP US Y 2 2027-06-20 Fixed 6.5 N N N N N N KOREA NATIONAL OIL CORP 988400ZTQ08W926ONT36 50066PAN0 440000 PA USD 361177.4 0.0602678281 Long DBT NUSS KR Y 2 2030-10-05 Fixed 1.625 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAD5 435000 PA USD 373944.74 0.0623982489 Long DBT CORP GB Y 2 2031-04-06 Fixed 2.5 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591NBH9 16648.58 PA USD 15968.34 0.0026645553 Long ABS-O CORP US Y 2 2050-06-25 Floating 3.5 N N N N N N MORGAN STANLEY EATON VANCE CLO 549300IR0OSEGDTMK223 61773KAC6 440000 PA USD 411994 0.0687473346 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 2.834 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200JS1 109000 PA 114116.89 0.0190421026 Long DBT CORP US N 2 2023-01-31 Fixed 0.375 N N N N N N NEXT GROUP PLC 213800O8TRZCFJ9R5760 ACI0MHLW0 250000 PA 277297.96 0.0462712944 Long DBT CORP GB Y 2 2028-05-18 Fixed 3.625 N N N N N N OBRIGACOES DO TESOURO 549300P6U1FJ3IMP7K42 ACI0BHGH1 217000 PA 270647.15 0.0451615077 Long DBT NUSS PT Y 2 2045-02-15 Fixed 4.1 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63935BAA1 188739.66 PA USD 176135.57 0.029390843 Long ABS-O CORP US Y 2 2069-01-15 Fixed 1.31 N N N N N N MILEAGE PLUS HOLDINGS LLC N/A 59921PAB2 240000 PA USD 236640 0.0394869082 Long LON CORP US N 2 2027-06-21 Floating 0 N N N N N N LAMAR MEDIA CORPORATION N/A 513076BB4 305000 PA USD 293181.25 0.0489216578 Long LON CORP US N 2 2027-02-05 Floating 0 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591NAC1 38945.78 PA USD 37354.51 0.0062331563 Long ABS-O CORP US Y 2 2050-06-25 Floating 3.5 N N N N N N MARSH + MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BN1 185000 PA USD 156509.49 0.0261159393 Long DBT CORP US N 2 2030-11-15 Fixed 2.25 N N N N N N MOZART DEBT MERGER SUB 254900QT3R363TVK6F09 62482BAA0 230000 PA USD 196121 0.0327257096 Long DBT CORP US Y 2 2029-04-01 Fixed 3.875 N N N N N N LSEGA FINANCING PLC 2138009YFYTGEHZNNZ09 50220PAE3 200000 PA USD 157253.9 0.0262401552 Long DBT CORP GB Y 2 2041-04-06 Fixed 3.2 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CG2 610000 PA USD 564988.15 0.0942766871 Long DBT CORP GB N 2 2026-06-04 Fixed 2.099 N N N N Y N/A N/A XXXX N N N ICELAND BONDCO PLC 2138002DRBYIA8QXHO36 ACI0XLYQ8 150000 PA 140913.71 0.0235135511 Long DBT CORP GB Y 2 2025-03-15 Fixed 4.625 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBZ2 595000 PA USD 495665.2 0.0827091204 Long DBT CORP US N 2 2032-01-15 Fixed 2.44 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DZ5 225000 PA USD 247594.5 0.0413148297 Long DBT CORP US N 2 2027-07-15 Fixed 8.5 N N N N N N ORANGE SA 969500MCOONR8990S771 ACI0SVKQ7 100000 PA 104190.33 0.0173857082 Long DBT CORP FR N 2 2023-09-11 Fixed 0.75 N N N N N N NAVIENT STUDENT LOAN TRUST N/A 63942MAA8 1014624.07 PA USD 950376.75 0.1585845145 Long ABS-O CORP US Y 2 2070-07-15 Fixed 2.23 N N N N N N PLANET FITNESS MASTER ISSUER L 549300NX9W3U2DO53T22 72703PAD5 633412.5 PA USD 570109.25 0.0951312189 Long ABS-O CORP US Y 2 2051-12-05 Fixed 3.251 N N N N N N MINEJESA CAPITAL BV 549300KS7ERCP10BKC35 N57445AB9 300000 PA USD 242709 0.0404996113 Long DBT CORP NL Y 2 2037-08-10 Fixed 5.625 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 B83JM5II4 92000 PA 96654.36 0.0161282194 Long DBT CORP AU Y 2 2022-08-08 Fixed 2.75 N N N N N N MEDLINE BORROWER, LP 254900QT3R363TVK6F09 58503UAC7 230000 PA USD 212929.4 0.0355304415 Long LON CORP US N 2 2028-10-23 Floating 0 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55760LAA5 155000 PA USD 128021.19 0.0213622421 Long DBT CORP US Y 2 2028-06-30 Fixed 4.125 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DF3 970000 PA USD 945171.29 0.157715906 Long DBT CORP GB N 2 2028-06-09 Fixed 4.755 N N N N Y N/A N/A XXXX N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 160000 PA USD 183692.4 0.0306518126 Long DBT CORP US N 2 2030-07-15 Fixed 8.875 N N N N N N PLT VII FINANCE SARL 894500SKZV4JDP64R249 ACI1NVW61 100000 PA 91800.42 0.0153182672 Long DBT CORP LU Y 2 2026-01-05 Fixed 4.625 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KCA6 550000 PA USD 395272.5 0.0659571033 Long DBT CORP US N 2 2052-01-15 Fixed 3 N N N N N N MISSION BROADCASTING INC N/A 605024AS7 173687.5 PA USD 167247.17 0.0279076811 Long LON CORP US N 2 2028-06-02 Floating 0 N N N N N N OZLM LTD N/A 67108WBE8 302128.84 PA USD 298212.04 0.0497611201 Long ABS-CBDO CORP KY Y 2 2029-07-17 Floating 2.05429 N N N N N N NAVISTAR FINANCIAL DEALER NOTE 549300S28N49H5RT4J50 63938PBP3 270000 PA USD 269999.73 0.045053476 Long ABS-O CORP US Y 2 2025-07-25 Floating 3.77357 N N N N N N NATIONAL AUSTRALIA BANK F8SB4JFBSYQFRQEH3Z21 ACI0QRZV1 56000 PA 57860.56 0.0096548961 Long DBT CORP AU Y 2 2023-11-10 Fixed 0.625 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BG8 650000 PA USD 635062.51 0.1059696376 Long DBT CORP US N 2 2027-08-15 Fixed 3.95 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI0HQ4N5 10000 PA 11107.56 0.0018534618 Long DBT NUSS CY Y 2 2025-11-04 Fixed 4.25 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LAG4 160000 PA 167284.68 0.0279139402 Long DBT CORP LU N 2 2023-03-07 Fixed 0.375 N N N N N N ICON LUXEMBOURG SARL 635400PUWMHSPI2DDA35 L5000DAC1 95880.73 PA USD 92498.06 0.0154346789 Long LON CORP LU N 2 2028-07-03 Floating 0 N N N N N N NN BANK NV NETHERLANDS 724500BICUQ0LF1AH770 ACI1GZNJ2 100000 PA 99401.83 0.0165866757 Long DBT CORP NL Y 2 2025-02-26 Fixed 0.375 N N N N N N MONDELEZ INTL HLDINGS NE 549300CW356R8I7N8D33 BNYC45II2 198000 PA 167917.69 0.0280195673 Long DBT CORP NL Y 2 2029-09-09 Fixed 0.25 N N N N N N OMV AG 549300V62YJ9HTLRI486 ACI1MYZ14 71000 PA 73519.33 0.0122677951 Long DBT CORP AT N 2 2023-06-16 Fixed 0.01 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BE4 320000 PA USD 310118.67 0.0517479186 Long DBT CORP US N 2 2033-06-06 Fixed 4.626 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 465000 PA USD 356619.54 0.0595072813 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N REGATTA XIX FUNDING LTD N/A 75888EAG3 420000 PA USD 391798.64 0.0653774381 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 2.92908 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 62878U2B7 480000 PA USD 410428.8 0.0684861577 Long DBT CORP AU Y 2 2031-05-05 Fixed 2.625 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAF4 400000 PA USD 365487.98 0.0609871126 Long DBT CORP GB Y 2 2028-02-16 Fixed 2.972 N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 BZ1FF2II9 111000 PA 116479.49 0.0194363376 Long DBT CORP FI Y 2 2023-02-22 Fixed 1 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 245000 PA USD 210095.27 0.0350575247 Long DBT CORP US N 2 2033-01-21 Fixed 2.943 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JM0 510000 PA USD 454186.02 0.0757877015 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 ACI1RSX55 100000 PA 90814.72 0.0151537885 Long DBT CORP LU N 2 2028-10-15 Fixed 0.375 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67113KAX6 94045.88 PA USD 93235.7 0.0155577651 Long ABS-O CORP US Y 2 2059-06-25 Floating 4 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI0HR5K8 460000 PA 510947.64 0.0852592232 Long DBT NUSS CY Y 2 2025-11-04 Fixed 4.25 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 ACI22YBJ1 7848000 PA 1501511.85 0.2505496138 Long DBT NUSS PL N 2 2027-05-25 Fixed 3.75 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAV5 305000 PA USD 295427.18 0.0492964247 Long DBT CORP US N 2 2027-02-01 Fixed 3.6 N N N N N N NORTH MACEDONIA 635400RD1N6RVNCE4958 ACI1W86S3 400000 PA 313362.2 0.0522891499 Long DBT NUSS MK Y 2 2028-03-10 Fixed 1.625 N N N N N N REPUBLIKA SLOVENIJA 485100000LWQHIX4XX88 ACI1TXL89 155000 PA 133032.66 0.0221984805 Long DBT NUSS SI Y 2 2031-02-12 Fixed 0.01 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 ACI117766 140000 PA 140450.12 0.0234361942 Long DBT CORP GB Y 2 2026-03-08 Fixed 1.5 N N N N N N PACIFIC GAS + ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 540000 PA USD 453377.9 0.0756528547 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 58733RAF9 200000 PA USD 144062.02 0.0240388935 Long DBT CORP US N 2 2031-01-14 Fixed 3.125 N N N N N N REPUBLIC OF ICELAND 254900IPCJWRC6XAJN15 ACI1VH0N1 346000 PA 316360.63 0.0527894826 Long DBT NUSS IS Y 2 2028-04-15 Fixed 0.01 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67113AAP5 65264.61 PA USD 64046.25 0.0106870706 Long ABS-O CORP US Y 2 2059-10-25 Floating 3.5 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBF7 150000 PA 164265.05 0.02741007 Long DBT CORP US N 2 2029-06-30 Fixed 2.25 N N N N N N ICON LUXEMBOURG SARL N/A L5000DAD9 23888.75 PA USD 23045.95 0.00384556 Long LON CORP LU N 2 2028-07-03 Floating 0 N N N N N N NESTLE FINANCE INTL LTD 0KLLMNHINTFDRMU6DI05 ACI0HVXG7 39000 PA 40829.01 0.0068129284 Long DBT CORP LU Y 2 2023-05-16 Fixed 0.75 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 ACI0WC276 150000 PA 151194.03 0.0252289756 Long DBT CORP GB Y 2 2029-07-25 Fixed 2 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 ACI080NV3 2700000 PA 274955.21 0.0458803716 Long DBT NUSS NO N 2 2024-03-14 Fixed 3 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BG0 395000 PA USD 392979.31 0.0655744504 Long DBT CORP US N 2 2025-06-12 Fixed 4.45 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 75884RAX1 815000 PA USD 783904.07 0.1308060686 Long DBT CORP US N 2 2028-03-15 Fixed 4.125 N N N N N N PALMER SQUARE CLO LTD N/A 69689QAA3 480000 PA USD 461062.94 0.076935218 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 1.78639 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AY8 155000 PA USD 155031 0.0258692312 Long DBT CORP LR Y 2 2023-06-01 Fixed 10.875 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 ACI0MZJL7 1280000 PA 1314548.48 0.2193519912 Long DBT NUSS ID Y 2 2028-06-14 Fixed 3.75 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3E5 24816 PA USD 25265.68 0.004215955 Long DBT MUN PR N 2 2023-07-01 Fixed 5.25 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67112VBB0 124687.33 PA USD 122611.02 0.0204594747 Long ABS-O CORP US Y 2 2049-05-27 Floating 4 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 ACI1GLZT8 100000 PA 98636.2 0.0164589189 Long DBT CORP US Y 2 2029-05-15 Fixed 4.625 N N N N N N SBA TOWER TRUST N/A 78403DAV2 635000 PA USD 566620.79 0.0945491174 Long ABS-O CORP US Y 2 2027-04-15 Fixed 1.84 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 ACI1J6C22 950000 PA 730926.09 0.1219659036 Long DBT NUSS BR N 2 2025-05-15 Fixed 6 N N N N N N ROCHE FINANCE EUROPE BV 724500MMYDP2MJLGB718 ACI0KT306 92000 PA 96353.55 0.0160780248 Long DBT CORP NL Y 2 2023-02-27 Fixed 0.5 N N N N N N REGIONALCARE HOSPITAL PARTNERS N/A 75915TAD4 159588.79 PA USD 148591.53 0.0247947097 Long LON CORP US N 2 2025-11-16 Floating 0 N N N N N N PARKER HANNIFIN CORP 5493002CONDB4N2HKI23 701094AR5 260000 PA USD 259053.68 0.0432269645 Long DBT CORP US N 2 2027-09-15 Fixed 4.25 N N N N N N IMPERIAL FUND LLC N/A 452761AA7 233995.95 PA USD 202743.83 0.0338308275 Long ABS-O CORP US Y 2 2056-09-25 Floating 1.073 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 290000 PA USD 290795.72 0.0485235966 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3Q8 11430 PA USD 10460.82 0.0017455436 Long DBT MUN PR N 2 2024-07-01 None 0.01 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67448TAP0 293974.23 PA USD 283751.92 0.0473482337 Long ABS-O CORP US Y 2 2060-02-25 Floating 3.5 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CL4 230000 PA USD 206289.57 0.034422487 Long DBT CORP US Y 2 2029-06-15 Fixed 4.45 N N N N N N SBA TOWER TRUST N/A 78403DAX8 515000 PA USD 447142.88 0.0746124487 Long ABS-O CORP US Y 2 2031-10-15 Fixed 2.593 N N N N N N NEUBERGER BERMAN CLO LTD 5493007YBEOXQIHH3C54 64132DAJ7 1445000 PA USD 1410135.04 0.2353020322 Long ABS-CBDO CORP KY Y 2 2032-01-20 Floating 2.03429 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CB5 310000 PA USD 294455.46 0.0491342788 Long DBT CORP CA Y 2 2027-03-15 Fixed 3.2 N N N N N N RELIANCE INDUSTRIES LTD 5493003UOETFYRONLG31 Y72570AN7 350000 PA USD 338821 0.0565373298 Long DBT CORP IN Y 2 2027-11-30 Fixed 3.667 N N N N N N PARKER HANNIFIN CORP 5493002CONDB4N2HKI23 701094AS3 175000 PA USD 174485.41 0.0291154892 Long DBT CORP US N 2 2029-09-15 Fixed 4.5 N N N N N N REPUBLIC OF LATVIA 25490002QDEB2KTLNK39 ACI0Q5QN7 2114000 PA 2045881.91 0.3413858655 Long DBT NUSS LV Y 2 2026-10-07 Fixed 0.375 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAD7 765000 PA USD 665793.5 0.111097561 Long DBT CORP JP Y 2 2028-04-03 Fixed 1.591 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67448TBE4 166642.32 PA USD 164812.57 0.0275014318 Long ABS-O CORP US Y 2 2060-02-25 Floating 2.37357 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 95000 PA USD 91291.2 0.0152332963 Long DBT CORP US N 2 2030-05-15 Fixed 4.5 N N N N N N SCENTRE GROUP TRUST 1/2 N/A ACI0LCG16 111000 PA 116286.62 0.0194041544 Long DBT CORP AU Y 2 2023-03-22 Fixed 1.375 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3F2 24746 PA USD 25693.38 0.0042873231 Long DBT MUN PR N 2 2025-07-01 Fixed 5.375 N N N N N N NEUBERGER BERMAN CLO LTD N/A 64134AAA0 685000 PA USD 663499.91 0.1107148413 Long ABS-CBDO CORP KY Y 2 2035-07-17 Floating 2.17429 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 ACI1N02R6 105000 PA 93662.46 0.0156289763 Long DBT NUSS AL Y 2 2027-06-16 Fixed 3.5 N N N N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 141269.5 PA USD 132363.87 0.022086883 Long LON CORP US N 2 2028-02-01 Floating 0 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CC3 295000 PA USD 270503.42 0.0451375242 Long DBT CORP CA Y 2 2032-03-15 Fixed 3.8 N N N N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 67059TAG0 150000 PA USD 140250 0.0234028012 Long DBT CORP US N 2 2025-10-01 Fixed 5.75 N N N N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 ACI0GRF51 100000 PA 105056.15 0.0175301832 Long DBT CORP FR N 2 2023-09-08 Fixed 1.5 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67448VAF7 310589.69 PA USD 299835.93 0.0500320903 Long ABS-O CORP US Y 2 2060-05-25 Floating 3 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AV8 1715000 PA USD 1775284.14 0.2962325977 Long DBT CORP US N 2 2026-06-30 Fixed 5.875 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3G0 24522 PA USD 26085.65 0.0043527792 Long DBT MUN PR N 2 2027-07-01 Fixed 5.625 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 ACI21XKJ4 490000 PA 380448.82 0.0634835516 Long DBT NUSS AL Y 2 2031-11-23 Fixed 3.5 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 ACI1XB6P1 125000 PA 121824.19 0.0203281804 Long DBT NUSS PH N 2 2025-04-28 Fixed 0.25 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AM1 410000 PA USD 342256.01 0.0571105124 Long DBT CORP US N 2 2028-09-15 Fixed 1.9 N N N N N N INFRASTRUTTURE WIRELESS 81560066183FE361C071 BM99XSII7 155000 PA 137439.77 0.0229338725 Long DBT CORP IT Y 2 2028-10-21 Fixed 1.625 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAW8 45000 PA USD 42823.08 0.0071456687 Long DBT CORP NL N 2 2025-05-01 Fixed 2.7 N N N N N N ROGERS COMMUNICATIONS IN 54930030NVF3Y2OL0A78 775109CD1 145000 PA USD 128473.99 0.0214377986 Long DBT CORP CA Y 2 2052-03-15 Fixed 4.55 N N N N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KBA7 85000 PA USD 79475 0.0132615874 Long DBT CORP US Y 2 2029-04-15 Fixed 5 N N N N N ONSLOW BAY FINANCIAL LLC N/A 67448WAP3 290461.97 PA USD 278046.75 0.0463962411 Long ABS-O CORP US Y 2 2060-01-25 Floating 3 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN N/A 64830PAA4 254592.84 PA USD 244760.77 0.0408419796 Long ABS-O CORP US Y 2 2059-11-25 Floating 2.70986 N N N N N N SANOFI 549300E9PC51EN656011 ACI11HCH4 100000 PA 104813.86 0.0174897535 Long DBT CORP FR Y 2 2023-03-21 Fixed 0.5 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3H8 24124 PA USD 25903.34 0.0043223581 Long DBT MUN PR N 2 2029-07-01 Fixed 5.625 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 ACI15FBK8 160000 PA 150237.8 0.0250694144 Long DBT NUSS AL Y 2 2025-10-09 Fixed 3.5 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AG4 195000 PA USD 172875.88 0.0288469152 Long DBT CORP US N 2 2029-09-15 Fixed 3.3 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI1J86X7 110000 PA 78490.41 0.0130972938 Long DBT NUSS RO Y 2 2032-01-28 Fixed 2 N N N N N N NXP BV/NXP FDG/NXP USA 724500RKKW4NOJ9YQF60 62954HAX6 95000 PA USD 88163.12 0.0147113296 Long DBT CORP NL N 2 2027-05-01 Fixed 3.15 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67113CAE6 147154.34 PA USD 142366.5 0.0237559708 Long ABS-O CORP US Y 2 2049-12-25 Floating 3.5 N N N N N N SEAWORLD PARKS ENTERTAINMENT 549300UZV72O3371JJ53 78488CAH3 128775.63 PA USD 120694.96 0.0201397516 Long LON CORP US N 2 2028-08-25 Floating 0 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3R6 28594 PA USD 16060.82 0.002679987 Long DBT MUN PR N 2 2033-07-01 None 0 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN N/A 64830VAA1 135121.71 PA USD 129657.13 0.0216352231 Long ABS-O CORP US Y 2 2060-01-26 Floating 2.46413 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI22Y9K1 610000 PA 502833.66 0.0839052848 Long DBT NUSS CY Y 2 2032-01-20 Fixed 0.95 N N N N N N SANOFI 549300E9PC51EN656011 BGDFMZII7 100000 PA 106359.38 0.0177476465 Long DBT CORP FR Y 2 2023-11-14 Fixed 2.5 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI23CKY5 430000 PA 370156.06 0.0617660513 Long DBT NUSS RO Y 2 2028-03-07 Fixed 2.125 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460EAJ9 200000 PA USD 196664 0.0328163173 Long DBT CORP KR Y 2 2026-03-24 Fixed 3.875 N N N N N N PERKINELMER INC 549300IKL1SDPFI7N655 714046AN9 220000 PA USD 174332.51 0.0290899756 Long DBT CORP US N 2 2031-09-15 Fixed 2.25 N N N N N N NXP BV/NXP FUNDING LLC 724500RKKW4NOJ9YQF60 62947QBB3 1115000 PA USD 1137371.67 0.1897874018 Long DBT CORP NA N 2 2026-03-01 Fixed 5.35 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 ACI1CRTD1 450000 PA 340982.6 0.056898025 Long DBT NUSS RS Y 2 2029-06-26 Fixed 1.5 N N N N N N ONSLOW BAY FINANCIAL LLC N/A 67114JAA8 340199.35 PA USD 292343.07 0.048781795 Long ABS-O CORP US Y 2 2061-07-25 Floating 1.054 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BP3 145000 PA USD 136439.9 0.0227670293 Long DBT CORP US N 2 2029-04-01 Fixed 3.7 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN N/A 64831GAB1 5409.81 PA USD 4603.62 0.0007681826 Long ABS-O CORP US Y 2 2051-09-25 Floating 2.5 N N N N N N SANTANDER BANK AUTO CREDIT LIN N/A 80290CAE4 182977.26 PA USD 178362.35 0.0297624144 Long ABS-O CORP US Y 2 2031-12-15 Fixed 1.833 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI1VM5T2 245000 PA 235599.95 0.0393133604 Long DBT NUSS CY Y 2 2026-02-09 Fixed 0.01 N N N N N N PUERTO RICO CMWLTH 549300X44HXPLJU48U63 74514L3T2 736326 PA USD 366322.19 0.061126313 Long DBT MUN PR N 2 2043-11-01 Variable 0.01 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI1J8690 380000 PA 271148.68 0.0452451954 Long DBT NUSS RO Y 2 2032-01-28 Fixed 2 N N N N N N PERRIGO INVESTMENTS LLC N/A 71429TAC4 120000 PA USD 115200 0.0192228356 Long LON CORP IE N 2 2029-04-20 Floating 0 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 B79HY3II6 100000 PA 104893.93 0.0175031144 Long DBT CORP FR Y 2 2022-07-13 Fixed 4.25 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81746HAN1 76403.59 PA USD 75633.62 0.0126205959 Long ABS-O CORP US Y 2 2047-08-25 Floating 4 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 ACI1JXVR7 705000 PA USD 662206.5 0.1104990166 Long DBT CORP KY Y 2 2027-02-12 Fixed 2.75 N N N N N N ROMANIA 315700IASY927EDWBK92 BYSYR1II1 560000 PA 501558.93 0.0836925771 Long DBT NUSS RO Y 2 2028-05-26 Fixed 2.875 N N N N N N SYMPHONY CLO LTD 549300OJB1EXT6QKOX87 87168YAE0 410000 PA USD 385272.37 0.0642884327 Long ABS-CBDO CORP BM Y 2 2035-04-22 Floating 2.217 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 68323AAY0 140000 PA 97456.95 0.0162621435 Long DBT MUN CA N 2 2043-06-02 Fixed 3.5 N N N N N N SANTANDER CONSUMER AUTO RECEIV N/A 80282YAG1 735000 PA USD 689082.35 0.1149836524 Long ABS-O CORP US Y 2 2027-01-15 Fixed 1.57 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 ACI0L7R64 850000 PA 893607.92 0.1491117897 Long DBT NUSS MX Y 2 2023-03-15 Fixed 5.125 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI18M9J6 93000 PA 88566.18 0.0147785861 Long DBT NUSS CY Y 2 2034-02-26 Fixed 2.75 N N N N N N SHINHAN BANK 5493003P813VL21KG928 82460EAN0 500000 PA USD 478453.61 0.0798371103 Long DBT CORP KR Y 2 2029-04-23 Fixed 4 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HQ9 340000 PA USD 341078.22 0.0569139806 Long DBT CORP US N 2 2027-06-01 Fixed 4.7 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 ACI1FLZX0 55000 PA 57171.43 0.0095399045 Long DBT CORP FR Y 2 2023-03-08 Fixed 0.25 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81746HAB7 61462.45 PA USD 60382.65 0.0100757444 Long ABS-O CORP US Y 2 2047-08-25 Floating 3.5 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI1MJRS7 622000 PA 531576.24 0.0887014123 Long DBT NUSS RO Y 2 2030-05-26 Fixed 3.624 N N N N N N SANTANDER DRIVE AUTO RECEIVABL N/A 80285VAF6 310000 PA USD 287802.92 0.0480242034 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67 N N N N N N PETSMART INC/PETSMART FI N/A 71677KAA6 255000 PA USD 219836.89 0.0366830591 Long DBT CORP US Y 2 2028-02-15 Fixed 4.75 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 ACI20JHB7 850000 PA 646930.45 0.1079499802 Long DBT NUSS RS Y 2 2028-09-23 Fixed 1 N N N N N N ONTARIO (PROVINCE OF) C7PVKCRGLG18EBQGZV36 B7LXJ7II5 62000 PA 43159.5 0.0072018053 Long DBT MUN CA N 2 2043-06-02 Fixed 3.5 N N N N N N SYNGENTA WILMINGTON 5493004J81MPMW9NTR79 8716A3GF6 530000 PA USD 529510.19 0.0883566611 Long STIV CORP US N 2 2022-07-15 None 0 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AD4 110000 PA USD 115667.2 0.0193007949 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI1BL5W9 99000 PA 86543.71 0.0144411069 Long DBT NUSS CY Y 2 2049-05-03 Fixed 2.75 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI1D66B5 642000 PA 475494.06 0.0793432653 Long DBT NUSS RO Y 2 2031-07-16 Fixed 2.124 N N N N N N RCI BANQUE SA 96950001WI712W7PQG45 BJVSJ1II2 68000 PA 70514.35 0.0117663695 Long DBT CORP FR Y 2 2023-04-10 Fixed 0.75 N N N N Y N/A N/A XXXX N N N SEQUOIA MORTGAGE TRUST 549300ZUG1L9OO3W6B29 81747DAU3 98370.25 PA USD 96731.05 0.0161410163 Long ABS-O CORP US Y 2 2048-03-25 Floating 4 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBC9 365000 PA USD 322591.58 0.0538292094 Long DBT CORP US N 2 2028-01-06 Fixed 2.49 N N N N N N PETVET CARE CENTERS LLC 549300V0HK8MSXZNOM91 70476XAK1 290556.49 PA USD 273364.26 0.0456148979 Long LON CORP US N 2 2025-02-14 Floating 0 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 355000 PA USD 305967.19 0.0510551823 Long DBT CORP US N 2 2028-03-25 Fixed 2.3 N N N N N N T MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 2560000 PA USD 2465656.73 0.4114315459 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 ACI20JFB9 280000 PA 171839.07 0.028673908 Long DBT NUSS RS Y 2 2036-09-23 Fixed 2.05 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 200000 PA USD 189505.41 0.0316217999 Long DBT CORP GB Y 2 2026-01-30 Fixed 2.819 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI0NS347 120000 PA 128641.31 0.0214657184 Long DBT NUSS CY Y 2 2023-07-26 Fixed 3.75 N N N N N N REALPAGE, INC. 5493001RSFZX4122A604 75605VAD4 207725 PA USD 191539.07 0.0319611464 Long LON CORP US N 2 2028-04-24 Floating 0 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI09RHH1 100000 PA 104650.67 0.0174625228 Long DBT NUSS RO Y 2 2024-10-28 Fixed 2.875 N N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 ACI1K1B22 100000 PA 104479.36 0.0174339372 Long DBT CORP NL Y 2 2023-02-20 Fixed 0.01 N N N N N N SEQUOIA MORTGAGE TRUST N/A 81747EAW7 24952.4 PA USD 24529.81 0.0040931641 Long ABS-O CORP US Y 2 2048-06-25 Floating 4 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 ACI04RWB2 81000 PA 85737.88 0.0143066422 Long DBT CORP US Y 2 2023-02-01 Fixed 2.375 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AS4 170000 PA USD 164246.76 0.027407018 Long DBT CORP US Y 2 2029-01-15 Fixed 7.875 N N N N N N SANTANDER RETAIL AUTO LEASE TR N/A 80281GAH9 715000 PA USD 714871.51 0.1192869579 Long ABS-O CORP US Y 2 2024-06-20 Fixed 3.31 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BZ2 295000 PA USD 260072.09 0.0433969014 Long DBT CORP GB Y 2 2027-01-14 Fixed 1.456 N N N N N N TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 ACI16G0B7 270000 PA 277979.66 0.0463850462 Long DBT CORP JP Y 2 2026-11-21 Fixed 2.25 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 BDCPY3II1 100000 PA 107201.09 0.0178880984 Long DBT NUSS CY Y 2 2023-07-26 Fixed 3.75 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 ACI1W3TJ9 435000 PA 284911.41 0.0475417119 Long DBT NUSS RS Y 2 2033-03-03 Fixed 1.65 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 ACI0KZGW8 313000 PA 330049.87 0.0550737362 Long DBT CORP IT Y 2 2023-03-04 Fixed 2 N N N N N N SEQUOIA MORTGAGE TRUST 549300FECQ7XLTBL1027 81746WAB4 15064.56 PA USD 15027.57 0.0025075739 Long ABS-O CORP US Y 2 2048-08-25 Floating 4 N N N N N N ROMANIA 315700IASY927EDWBK92 ACI1T3QY3 110000 PA 82997.64 0.0138493923 Long DBT NUSS RO Y 2 2029-12-02 Fixed 1.375 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AT2 79000 PA USD 74361.34 0.012408297 Long DBT CORP US Y 2 2029-04-15 Fixed 5.125 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 ACI0BHSV7 104000 PA 108988.98 0.0181864345 Long DBT CORP US Y 2 2022-07-21 Fixed 0.75 N N N N N N SANTANDER RETAIL AUTO LEASE TR N/A 80286TAG8 715000 PA USD 675033.22 0.1126393459 Long ABS-O CORP US Y 2 2027-03-22 Fixed 1.38 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CJ7 285000 PA USD 278663.38 0.046499135 Long DBT CORP GB Y 2 2026-03-30 Fixed 3.971 N N N N N SIEMENS FINANCIERINGSMAT TAFO772JB70PDRN5VS48 ACI14S1C0 107000 PA 111150.63 0.018547138 Long DBT CORP NL Y 2 2023-09-06 Fixed 0.375 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 ACI1542R8 1177000 PA 1179634.62 0.1968396044 Long DBT NUSS CY Y 2 2028-09-25 Fixed 2.375 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 BJHGSRII7 200000 PA 208804.04 0.0348420637 Long DBT CORP IT Y 2 2029-02-20 Fixed 4.875 N N N N N N SEQUOIA MORTGAGE TRUST 5493003EWUCLH0O45S72 81747LAB7 20192.55 PA USD 20056.41 0.0033467107 Long ABS-O CORP US Y 2 2048-10-25 Floating 4 N N N N N N TALLGRASS NRG PRTNR/FIN 549300IQ3DN0F3VERF65 87470LAH4 195000 PA USD 188724.36 0.0314914701 Long DBT CORP US Y 2 2025-10-01 Fixed 7.5 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AG8 535000 PA USD 424130.64 0.0707725138 Long DBT CORP US N 2 2031-04-15 Fixed 1.875 N N N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 ACI1H34K0 150000 PA 142748.4 0.0238196965 Long DBT CORP GB Y 2 2026-05-29 Fixed 0.875 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BS8 1030000 PA USD 983853.51 0.1641706104 Long DBT CORP GB Y 2 2031-04-01 Fixed 4.644 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAD0 650000 PA 463002.8 0.0772589126 Long DBT CORP CA N 2 2077-05-18 Fixed 4.65 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAM7 1465000 PA USD 1313411.1 0.2191622024 Long DBT CORP GB N 2 2026-08-21 Fixed 1.532 N N N N Y N/A N/A XXXX N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 ACI20JKL1 375000 PA 230141.61 0.0384025551 Long DBT NUSS RS Y 2 2036-09-23 Fixed 2.05 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBR1 7210000 PA USD 6886958.11 1.1491915265 Long DBT UST US N 2 2024-03-15 Fixed 0.25 N N N N N N UNITED AIR 2019 2 A PTT N/A 90932MAA3 144717.34 PA USD 127261.77 0.0212355216 Long ABS-O CORP US N 2 2029-11-01 Fixed 2.9 N N N N N N SERBIA TREASURY BONDS 254900W94OCY91V32O78 ACI1K5CK2 75180000 PA 530207.88 0.088473081 Long DBT NUSS RS N 2 2032-08-20 Fixed 4.5 N N N N N N ROWE T PRICE GOV RES FD 5493002Y0IYARJVQ5N24 76105Y109 33459709.1 PA USD 33459709.1 5.583250771 Long STIV RF US N 1 N N N TESCO CORP TREASURY SERV 21380018AJDKNF3A6712 ACI21F9L1 150000 PA 155003.2 0.0258645923 Long DBT CORP GB Y 2 2028-11-02 Fixed 1.875 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 ACI1MTF66 300000 PA 295993.48 0.0493909203 Long DBT CORP GB Y 2 2030-09-09 Fixed 2.5 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AK9 125000 PA USD 121329.17 0.0202455789 Long DBT CORP US N 2 2028-03-15 Fixed 4 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CED9 2110000 PA USD 2042084.38 0.3407521911 Long DBT UST US N 2 2025-03-15 Fixed 1.75 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 ACI0725J7 28812000 PA 1537230.33 0.2565097742 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 ACI0PMRS9 111000 PA 115380.24 0.0192529114 Long DBT CORP GB Y 2 2023-09-08 Fixed 1.125 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAB7 210000 PA USD 181105.27 0.0302201115 Long DBT CORP US N 2 2052-04-15 Fixed 4.95 N N N N N N UNITED AIR 2019 2 AA PTT N/A 90932JAA0 91005.14 PA USD 77733.65 0.0129710172 Long ABS-O CORP US N 2 2033-11-01 Fixed 2.7 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 ACI0Q44M6 100000 PA 103507.07 0.0172716961 Long DBT CORP FR Y 2 2023-10-04 Fixed 0.314 N N N N N N TEVA PHARM FNC NL II 549300HSQCIKJAOYIT23 ACI1QY638 100000 PA 101943.74 0.0170108312 Long DBT CORP NL N 2 2025-01-31 Fixed 6 N N N N N N SG CAPITAL PARTNERS N/A 78432BAA7 23590.24 PA USD 23297.63 0.0038875565 Long ABS-O CORP US Y 2 2059-09-25 Floating 2.703 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 ACI08RHM1 990000 PA 711163.9 0.1186682879 Long DBT NUSS SG N 2 2029-07-01 Fixed 2.875 N N N N N N STATE GRID OVERSEAS INV 3003006V8BHG5158QO96 BD6SVKII7 100000 PA 100414.57 0.0167556665 Long DBT CORP VG Y 2 2025-05-02 Fixed 1.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 12590000 PA USD 12302790.63 2.0529038392 Long DBT UST US N 2 2027-03-31 Fixed 2.5 N N N N N N UNITED GROUP BV 213800PC85O8BJ7DU398 ACI1ZDCS2 100000 PA 80012.03 0.0133511988 Long DBT CORP NL Y 2 2028-08-15 Fixed 4.625 N N N N N N TRANSCONT GAS PIPE LINE N/A 893574AM5 110000 PA USD 100302.42 0.0167369526 Long DBT CORP US N 2 2048-03-15 Fixed 4.6 N N N N N N TARGA RESOURCES PARTNERS 6OQWTZ1SPC04IFT4T704 87612BBN1 185000 PA USD 188792.5 0.0315028403 Long DBT CORP US N 2 2029-01-15 Fixed 6.875 N N N N N N VERISURE HOLDING AB 549300VQQCWGISM3N408 ACI1NY0R4 100000 PA 91622.27 0.0152885403 Long DBT CORP SE Y 2 2026-07-15 Fixed 3.875 N N N N N N SAP SE 529900D6BF99LW9R2E68 ACI09Z9M1 106000 PA 111327.3 0.018576618 Long DBT CORP DE Y 2 2023-02-20 Fixed 1.125 N N N N N N SG CAPITAL PARTNERS N/A 78433QAA3 664814.79 PA USD 625944.93 0.1044482336 Long ABS-O CORP US Y 2 2062-03-27 Floating 3.166 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 88167AAN1 200000 PA USD 194975.66 0.0325345926 Long DBT CORP NL N 2 2025-01-31 Fixed 7.125 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 ACI1YT4G3 2512000 PA 1615939.42 0.269643558 Long DBT NUSS SG N 2 2031-07-01 Fixed 1.625 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 989RJPII3 7094000 PA 342648.65 0.0571760302 Long DBT NUSS ZA N 2 2031-02-28 Fixed 7 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 ACI0RXDH2 530000 PA 529397.93 0.0883379288 Long DBT NUSS IL Y 2 2027-01-18 Fixed 1.5 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGH1 365000 PA USD 324887.54 0.0542123245 Long DBT CORP US N 2 2028-03-22 Fixed 2.1 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 BK5CVXII9 1393000 PA 1636231.1 0.273029527 Long DBT NUSS GB N 2 2025-06-07 Fixed 0.625 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 10755000 PA USD 10626448.71 1.7731812245 Long DBT UST US N 2 2027-04-30 Fixed 2.75 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MBS2 134535.53 PA USD 129476.99 0.0216051641 Long LON CORP US N 2 2024-08-22 Floating 0 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 485000 PA USD 481120 0.0802820372 Long DBT CORP US Y 2 2025-05-13 Fixed 5.125 N N N N N N TARGA RESOURCES PARTNERS 6OQWTZ1SPC04IFT4T704 87612BBU5 125000 PA USD 106970 0.0178495376 Long DBT CORP US N 2 2032-01-15 Fixed 4 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 B60026II2 19528000 PA 586368.32 0.0978442868 Long DBT NUSS TH N 2 2031-06-20 Fixed 3.65 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 M8237RAA2 200000 PA USD 184432 0.0307752259 Long DBT CORP SA Y 2 2039-04-16 Fixed 4.25 N N N N N N REPUBLIKA SLOVENIJA 485100000LWQHIX4XX88 BVZ6R8II5 342000 PA 314573.46 0.0524912667 Long DBT NUSS SI Y 2 2035-03-25 Fixed 1.5 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFW9 672000 PA USD 470148.52 0.0784512824 Long DBT CORP US N 2 2056-10-30 Fixed 2.987 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCC3 4805000 PA USD 4569788.04 0.7625371913 Long DBT UST US N 2 2024-05-15 Fixed 0.25 N N N N N N STELLANTIS NV 549300LKT9PW7ZIBDF31 BYTP08II3 53000 PA 55921.92 0.0093314052 Long DBT CORP NL Y 2 2023-04-14 Fixed 2.375 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 048930II4 3999000 PA 5724057.68 0.955144271 Long DBT NUSS GB Y 2 2032-06-07 Fixed 4.25 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 1285000 PA USD 1241348.83 0.2071375394 Long DBT CORP US Y 2 2024-07-15 Fixed 3.55 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAG8 560000 PA USD 533265.08 0.0889832204 Long DBT CORP AU Y 2 2027-03-22 Fixed 3.375 N N N N N N TARGA RESOURCES PARTNERS 6OQWTZ1SPC04IFT4T704 87612BBS0 25000 PA USD 22790.06 0.0038028609 Long DBT CORP US N 2 2031-02-01 Fixed 4.875 N N N N N N THAILAND GOVERNMENT BOND 254900PHJ6MSKT6C7026 ACI1XBBY6 91434000 PA 2412183 0.4025086576 Long DBT NUSS TH Y 2 2031-12-17 Fixed 2 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 994QJZII6 1130000 PA 814696.67 0.1359442725 Long DBT NUSS SG N 2 2022-09-01 Fixed 3.125 N N N N N N VOLKSWAGEN LEASING GMBH 5299004GLEUX88BSNB74 ACI1CLZ54 145000 PA 142712.2 0.0238136559 Long DBT CORP DE Y 2 2026-06-19 Fixed 1.5 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 10645000 PA USD 10459719.52 1.7453599761 Long DBT UST US N 2 2027-05-31 Fixed 2.625 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 530000 PA USD 391874.64 0.0653901198 Long DBT CORP US N 2 2040-11-20 Fixed 2.65 N N N N N N TRANSURBAN FINANCE CO 54930081LPJMUMEA6E57 89400PAK9 920000 PA USD 756397.67 0.1262162161 Long DBT CORP AU Y 2 2031-03-16 Fixed 2.45 N N N N N N SUNSHINE LUXEMBOURG VII SARL 254900CHQOBZNYV4DY60 L8908YAE8 235005.05 PA USD 216959.01 0.0362028419 Long LON CORP LU N 2 2026-10-01 Floating 0 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 ACI1YT267 155000 PA 148586.71 0.0247939054 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.5 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 BMBL1FII0 732000 PA 543619.85 0.090711068 Long DBT NUSS GB Y 2 2050-10-22 Fixed 0.625 N N N N N N TDF INFRASTRUCTURE SAS 969500BWNQ1B0PI06I59 ACI0HDHJ9 100000 PA 104994.74 0.017519936 Long DBT CORP FR Y 2 2022-10-19 Fixed 2.875 N N N N N N THE ULTIMATE SW GRP INC 529900FKHWSTQ1GXK240 943ZWTII7 95000 PA USD 87400 0.0145839916 Long LON CORP US N 2 2027-05-03 Floating 0 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 9310000 PA USD 9139803.89 1.525112396 Long DBT UST US N 2 2042-05-15 Fixed 3.25 N N N N N N VOLKSWAGEN LEASING GMBH 5299004GLEUX88BSNB74 ACI14DQV4 150000 PA 151494.27 0.0252790751 Long DBT CORP DE Y 2 2025-08-15 Fixed 1.625 N N N N N N SURGERY CENTER HOLDINGS, INC. 54930054EVI5HWPPW113 86880NAX1 146232.56 PA USD 135950.95 0.0226854407 Long LON CORP US N 2 2026-08-31 Floating 0 N N N N N N VERTICAL US NEWCO INC 254900K869UN2ZWVB351 D9000BAD4 287335.14 PA USD 268480.21 0.0447999215 Long LON CORP US N 2 2027-07-30 Floating 0 N N N N N N REPUBLIKA SLOVENIJA 485100000LWQHIX4XX88 ACI0G46N3 1035000 PA 1152343.76 0.1922857179 Long DBT NUSS SI Y 2 2045-08-07 Fixed 3.125 N N N N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 ACI1YSZV8 150000 PA 143793.59 0.023994102 Long DBT CORP GB Y 2 2031-07-15 Fixed 4.5 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 B24FF0II3 1326000 PA 1943178.12 0.3242482086 Long DBT NUSS GB N 2 2030-12-07 Fixed 4.75 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 912796S34 900000 PA USD 887338.08 0.1480655736 Long DBT UST US N 2 2023-01-26 None 1.43 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 ACI1LDSQ4 100000 PA 99062.71 0.0165300885 Long DBT CORP US N 2 2032-04-15 Fixed 2.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 3275000 PA USD 3118926.6 0.5204393527 Long DBT UST US N 2 2052-05-15 Fixed 2.875 N N N N N N TELE2 AB 213800EKD193RVI9HL76 ACI1WJTF2 130000 PA 110449.95 0.0184302191 Long DBT CORP SE Y 2 2031-03-23 Fixed 0.75 N N N N N N VOLKSWAGEN LEASING GMBH 5299004GLEUX88BSNB74 ACI02DVQ3 100000 PA 105117.98 0.0175405005 Long DBT CORP DE Y 2 2022-09-06 Fixed 2.375 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 86964WAH5 200000 PA USD 182000 0.0303694105 Long DBT CORP AT N 2 2030-01-15 Fixed 5 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 B128DPII0 976000 PA 1528715.71 0.255088983 Long DBT NUSS GB N 2 2046-12-07 Fixed 4.25 N N N N N N VERUS SECURITIZATION TRUST N/A 92537KAA2 149588.34 PA USD 146860.88 0.024505925 Long ABS-O CORP US Y 2 2059-11-25 Fixed 2.642 N N N N N N VNO MORTGAGE TRUST N/A 91831UAF4 750000 PA USD 657218.48 0.1096666912 Long ABS-O CORP US Y 2 2035-01-10 Floating 4.032718 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 ACI1FSPR9 140000 PA 122629.47 0.0204625534 Long DBT CORP US N 2 2031-10-01 Fixed 0.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCG4 11985000 PA USD 11371704.78 1.8975382987 Long DBT UST US N 2 2024-06-15 Fixed 0.25 N N N N N N TRINITY ACQUISITION PLC 549300FJZWZN6MJNGB63 89641UAC5 545000 PA USD 539301.09 0.0899904186 Long DBT CORP GB N 2 2026-03-15 Fixed 4.4 N N N N N N REPUBLIKA SLOVENIJA 485100000LWQHIX4XX88 ACI0QL950 450000 PA 401398.28 0.0669792809 Long DBT NUSS SI Y 2 2040-11-03 Fixed 1.75 N N N N N N SINGAPORE GOVERNMENT 549300ZSV6VOGFH1ER70 ACI20SJP4 250000 PA 141909.59 0.0236797285 Long DBT NUSS SG N 2 2051-10-01 Fixed 1.875 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 ACI04MY54 100000 PA 106725.74 0.0178087792 Long DBT CORP ES Y 2 2023-01-23 Fixed 3.987 N N N N N N VONOVIA FINANCE BV 5299009XLZLD9TALOZ03 ACI0JG4S4 100000 PA 104210.87 0.0173891356 Long DBT CORP NL Y 2 2023-12-15 Fixed 2.25 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 ACI01RON8 32145000 PA 3305076.96 0.5515013125 Long DBT NUSS SE Y 2 2032-06-01 Fixed 2.25 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 190000 PA USD 163221.11 0.027235873 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBM1 848000 PA USD 811378.89 0.1353906515 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25 N N N N N N VERUS SECURITIZATION TRUST N/A 92537HAB7 269791.17 PA USD 263981.62 0.0440492647 Long ABS-O CORP US Y 2 2059-07-25 Floating 3.117 N N N N N N TRIVIUM PACKAGING FIN 724500GMZWW3PVYET548 ACI1DF8P2 100000 PA 95971.89 0.0160143391 Long DBT CORP NL Y 2 2026-08-15 Fixed 3.75 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 ACI1NMTY4 100000 PA 90280.05 0.0150645709 Long DBT CORP DE Y 2 2027-07-15 Fixed 4.375 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CCL3 800000 PA USD 759354.4 0.1267095905 Long DBT UST US N 2 2024-07-15 Fixed 0.375 N N N N N N TELSTRA CORP LTD PCTXNQGRJVR3OG33JG65 B5ZZT1II1 114000 PA 120296.59 0.0200732776 Long DBT CORP AU Y 2 2022-09-21 Fixed 3.5 N N N N N N SYMPHONY CLO LTD N/A 87190GAC5 425000 PA USD 411097.83 0.0685977953 Long ABS-CBDO CORP KY Y 2 2033-04-20 Floating 2.14271 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 ACI1D6YC2 575000 PA 507337.27 0.0846567792 Long DBT CORP US N 2 2029-07-17 Fixed 1.625 N N N N N N WELLFLEET CLO LTD 254900EL25PYQV3BT157 94951MAJ2 574808.25 PA USD 567200.66 0.0946458773 Long ABS-CBDO CORP KY Y 2 2029-10-20 Floating 2.12271 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBS8 38000 PA USD 35005.86 0.0058412491 Long DBT CORP GB N 2 2049-06-19 Fixed 4.875 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AX0 20000 PA USD 19633.2 0.0032760918 Long DBT CORP US Y 2 2030-06-30 Fixed 7.375 N N N N N N VERUS SECURITIZATION TRUST N/A 92537TAE5 100000 PA USD 96425.5 0.0160900307 Long ABS-O CORP US Y 2 2060-03-25 Floating 3.889 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 92537RAA7 285000 PA USD 254096.03 0.0423997068 Long DBT CORP US Y 2 2027-07-15 Fixed 5.25 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAG7 525000 PA USD 518693.66 0.086551762 Long DBT CORP US N 2 2028-06-06 Fixed 4.123 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDB4 6405000 PA USD 6072740.63 1.013327214 Long DBT UST US N 2 2024-10-15 Fixed 0.625 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBJ6 155000 PA USD 134075 0.0223724105 Long DBT CORP US Y 2 2028-07-15 Fixed 4 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 ACI0KW1K7 113000 PA 118830.45 0.0198286303 Long DBT CORP GB Y 2 2023-08-25 Fixed 1.75 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBE0 5095000 PA USD 4879656.77 0.8142434037 Long DBT UST US N 2 2024-01-15 Fixed 0.125 N N N N N N VERUS SECURITIZATION TRUST N/A 92538KAB9 322489.64 PA USD 284268.33 0.0474344044 Long ABS-O CORP US Y 2 2066-09-25 Floating 1.218 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 1170000 PA USD 1121646.23 0.1871633779 Long DBT CORP US N 2 2027-06-15 Fixed 3.75 N N N N N N TOORAK MORTGAGE CORP. N/A 89688WAA9 333558.2 PA USD 308348.2 0.0514524893 Long ABS-O CORP US Y 2 2056-07-25 Floating 1.153 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 1225000 PA USD 1055496.15 0.1761252519 Long DBT CORP US N 2 2031-02-11 Fixed 2.572 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 4200000 PA USD 3178875 0.530442636 Long DBT UST US N 2 2051-11-15 Fixed 1.875 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 235000 PA USD 208528.63 0.0347961075 Long DBT CORP CH Y 2 2027-01-30 Fixed 1.364 N N N N Y N/A N/A XXXX N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XBC7 200000 PA USD 156122.71 0.0260513993 Long DBT CORP KY Y 2 2051-04-22 Fixed 3.84 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDS7 11130000 PA USD 10622051.29 1.7724474495 Long DBT UST US N 2 2025-01-15 Fixed 1.125 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 BDZXVJII7 80000 PA 83173.7 0.0138787705 Long DBT CORP DE Y 2 2023-06-15 Fixed 0.75 N N N N N N VERUS SECURITIZATION TRUST N/A 92538WAA5 791227.98 PA USD 756678.61 0.1262630951 Long ABS-O CORP US Y 2 2067-01-25 Floating 2.724 N N N N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 ACI13WR91 110000 PA 114441.53 0.0190962736 Long DBT CORP CA Y 2 2023-07-20 Fixed 0.625 N N N N N N SMB PRIVATE EDUCATION LOAN TRU 5493008SQ2WS8HE83M61 78449GAB5 393065.53 PA USD 384223.32 0.0641133831 Long ABS-O CORP US Y 2 2032-02-17 Fixed 2.43 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDN8 8465000 PA USD 8067542.01 1.3461895324 Long DBT UST US N 2 2024-12-15 Fixed 1 N N N N N N WINTERSHALL DEA FINANCE 529900SUC9JUI6M74U66 ACI1FLZK8 100000 PA 102085.42 0.0170344727 Long DBT CORP NL Y 2 2023-09-25 Fixed 0.452 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBM2 2320000 PA USD 2217412.62 0.3700083191 Long DBT UST US N 2 2024-02-15 Fixed 0.125 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 335000 PA USD 261547.6 0.0436431122 Long DBT CORP US N 2 2041-04-30 Fixed 3.068 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 92826CAQ5 605000 PA USD 404509.97 0.0674985128 Long DBT CORP US N 2 2050-08-15 Fixed 2 N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 ACI17VZN9 700000 PA 710462.1 0.1185511821 Long DBT CORP DE Y 2 2026-07-31 Fixed 2.5 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AP3 200000 PA USD 198269.34 0.0330841922 Long DBT CORP CH Y 2 2028-05-12 Fixed 4.751 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 ACI02FMD7 100000 PA 105928.88 0.0176758112 Long DBT CORP FR Y 2 2023-03-15 Fixed 2.125 N N N N N N SMB PRIVATE EDUCATION LOAN TRU 549300QHI21JZK7YIR34 78449PAB5 767500.16 PA USD 757623.12 0.1264207007 Long ABS-O CORP US Y 2 2036-02-15 Fixed 3.5 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 88032XAV6 350000 PA USD 242985.31 0.0405457177 Long DBT CORP KY Y 2 2050-06-03 Fixed 3.24 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 55000 PA USD 48109.88 0.00802785 Long DBT CORP US Y 2 2029-08-15 Fixed 3.875 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 3900000 PA USD 3237609.57 0.5402433737 Long DBT UST US N 2 2052-02-15 Fixed 2.25 N N N N N N VOLKSWAGEN FIN SERV AG 529900USFSZYPS075O24 ACI11Z0Z7 72000 PA 75169.45 0.0125431422 Long DBT CORP DE Y 2 2023-04-12 Fixed 0.875 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2S1 1105000 PA USD 991045.31 0.1653706694 Long DBT CORP US N 2 2028-06-02 Fixed 2.393 N N N N N N VISTA POINT SECURITIZATION TRU N/A 92838WAA2 9351.41 PA USD 9333.88 0.0015574969 Long ABS-O CORP US Y 2 2065-03-25 Floating 1.763 N N N N N N UFC HOLDINGS LLC 549300JEOTH7UMZ3C491 90266UAJ2 309894.57 PA USD 287892.06 0.0480390777 Long LON CORP US N 2 2026-04-29 Floating 0 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDP2 55000 PA USD 51838.6 0.0086500424 Long DBT CORP US Y 2 2030-06-15 Fixed 6.125 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 65000 PA USD 55724.18 0.0092984093 Long DBT CORP US Y 2 2031-08-15 Fixed 4.125 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 2145000 PA USD 1890537.6 0.3154643539 Long DBT CORP US N 2 2030-10-30 Fixed 2.879 N N N N N N WOLVERINE WORLD WIDE 549300OVC7PK14LQ8D87 978097AG8 160000 PA USD 128374.4 0.0214211805 Long DBT CORP US Y 2 2029-08-15 Fixed 4 N N N N N VOLKSWAGEN FIN SERV AG 529900USFSZYPS075O24 ACI1LDQK9 67000 PA 70787.13 0.0118118869 Long DBT CORP DE Y 2 2023-04-06 Fixed 2.5 N N N N N N VISTA POINT SECURITIZATION TRU N/A 92838TAD3 350000 PA USD 317662.8 0.0530067691 Long ABS-O CORP US Y 2 2065-04-25 Floating 3.401 N N N N N N ULTIMATE SOFTWARE GROUP INC. 529900FKHWSTQ1GXK240 90385KAK7 916880.59 PA USD 856714.89 0.1429556383 Long LON CORP US N 2 2026-05-04 Floating 0 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 500000 PA USD 483689.16 0.0807107398 Long DBT CORP US Y 2 2025-05-13 Fixed 3.35 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 ACI05VF54 114000 PA 120387.39 0.0200884289 Long DBT CORP US Y 2 2023-05-02 Fixed 2.25 N N N N N N WOODSIDE FINANCE LTD 254900AIZKU6TGRRNZ98 980236AN3 2000000 PA USD 1930047.96 0.3220572459 Long DBT CORP AU Y 2 2026-09-15 Fixed 3.7 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAC7 180000 PA USD 148500 0.0247794366 Long DBT CORP US Y 2 2033-11-01 Fixed 3.875 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 265000 PA USD 255062.5 0.0425609767 Long DBT CORP US Y 2 2099-12-31 Fixed 8 N N N N N N SMB PRIVATE EDUCATION LOAN TRU 549300V1P5RKG8RJI005 78449QAB3 559943.5 PA USD 551967.61 0.0921040161 Long ABS-O CORP US Y 2 2035-11-15 Fixed 3.63 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BT8 215000 PA USD 209674.22 0.0349872662 Long DBT CORP US Y 2 2029-06-08 Fixed 4.6 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 ACI02BB30 113000 PA 118738.79 0.0198133355 Long DBT CORP US Y 2 2022-08-16 Fixed 2.625 N N N N N N WOOF HOLDINGS INC. N/A 98082EAB0 126878.79 PA USD 118314.47 0.0197425313 Long LON CORP US N 2 2027-12-21 Floating 0 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 195000 PA USD 163142.85 0.0272228142 Long DBT CORP US Y 2 2029-05-01 Fixed 4.375 N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 ACI0GS8X6 111000 PA 116600.69 0.0194565616 Long DBT CORP US Y 2 2022-09-12 Fixed 1.5 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BB7 1320000 PA USD 1250244.57 0.2086219261 Long DBT CORP US Y 2 2026-09-26 Fixed 3.2 N N N N N N WELLS FARGO + COMPANY PBLD0EJDB5FWOLXP3B76 94974BGL8 290000 PA USD 287217.16 0.0479264606 Long DBT CORP US N 2 2027-07-22 Fixed 4.3 N N N N N N VOLKSWAGEN INTL FIN NV 5299004PWNHKYTR23649 ACI0BF7D4 120000 PA 125890.07 0.021006633 Long DBT CORP NL Y 2 2023-01-16 Fixed 0.875 N N N N N N SMB PRIVATE EDUCATION LOAN TRU N/A 78449XAA0 216098.44 PA USD 196667.19 0.0328168496 Long ABS-O CORP US Y 2 2053-07-15 Fixed 1.29 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAG6 140000 PA USD 133936.94 0.0223493731 Long DBT CORP US N 2 2027-04-01 Fixed 3.5 N N N N N N WELLS FARGO COMMERCIAL MORTGAG 5493007CD1Q2V06I4172 94989AAW5 1695000 PA USD 1634592.4 0.2727560855 Long ABS-O CORP US N 2 2047-12-15 Fixed 3.808 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 110000 PA USD 103081.05 0.0172006084 Long DBT CORP US N 2 2029-04-01 Fixed 3.7 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A 95000XAK3 1010000 PA USD 936320.6 0.1562390365 Long ABS-O CORP US N 2 2050-09-15 Floating 4.025 N N N N N N SMB PRIVATE EDUCATION LOAN TRU N/A 78448YAH4 498596.78 PA USD 442841.59 0.0738947144 Long ABS-O CORP US Y 2 2053-01-15 Fixed 1.07 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98388MAD9 85000 PA USD 84533.14 0.0141056133 Long DBT CORP US N 2 2032-06-01 Fixed 4.6 N N N N N N WELLS FARGO COMMERCIAL MORTGAG N/A 95003LAJ9 368153.84 PA USD 352071.63 0.0587483948 Long ABS-O CORP US Y 2 2040-02-15 Floating 3.124 N N N N N N YUM BRANDS INC 549300JE8XHZZ7OHN517 988498AR2 250000 PA USD 229620 0.0383155167 Long DBT CORP US N 2 2032-04-01 Fixed 5.375 N N N N N N SMB PRIVATE EDUCATION LOAN TRU N/A 78448YAD3 570000 PA USD 528607.11 0.0882059687 Long ABS-O CORP US Y 2 2053-01-15 Fixed 2.31 N N N N N N YUM BRANDS TERM LOAN B 03/15/ 549300G2LG4YUB3MM115 72584DAF1 723304.52 PA USD 712454.95 0.1188837188 Long LON CORP US N 2 2028-03-15 Floating 0 N N N N N N SMRT N/A 78457JAJ1 580000 PA USD 545116.07 0.0909607346 Long ABS-O CORP US Y 2 2039-01-15 Floating 2.829 N N N N N N ZIGGO BV 213800TQASLF9JXH5J59 ACI1G8305 100000 PA 79631.62 0.0132877217 Long DBT CORP NL Y 2 2030-01-15 Fixed 2.875 N N N N N Currency Forward Contract N/A N/A 106300.4 PA USD 254.95 0.0000425422 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 106045.45 USD 371000 ILS 2022-07-21 254.95 N N N Currency Forward Contract N/A N/A 169457.9 PA USD 468.8 0.0000782263 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 168989.1 USD 64214000 HUF 2022-07-15 468.8 N N N Currency Forward Contract N/A N/A 258193.36 PA USD 319.43 0.0000533017 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 257873.93 USD 34997000 JPY 2022-07-22 319.43 N N N Currency Forward Contract N/A N/A 447804.92 PA USD 995.67 0.0001661424 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 446809.25 USD 426000 EUR 2022-08-19 995.67 N N N Currency Forward Contract N/A N/A 215638.97 PA USD 459.89 0.0000767395 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 215179.08 USD 177000 GBP 2022-08-19 459.89 N N N Currency Forward Contract N/A N/A 161433.39 PA USD 358.81 0.0000598728 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 3815456.44 CZK 161792.2 USD 2022-07-15 358.81 N N N Currency Forward Contract N/A N/A 612282.28 PA USD 4988.82 0.0008324589 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 573012760 CLP 617271.1 USD 2022-10-07 4988.82 N N N Currency Forward Contract N/A N/A 421532.51 PA USD 5434.92 0.0009068973 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 12480258 TWD 426967.43 USD 2022-10-07 5434.92 N N N Currency Forward Contract N/A N/A 440497.16 PA USD 5542.1 0.0009247819 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 13041742 TWD 446039.26 USD 2022-10-07 5542.1 N N N Currency Forward Contract N/A N/A 863847.48 PA USD 6619.04 0.0011044854 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 68719849.94 INR 870466.52 USD 2022-10-07 6619.04 N N N Currency Forward Contract N/A N/A 538705.12 PA USD 5138.03 0.0008573568 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 512474 EUR 543843.15 USD 2022-08-19 5138.03 N N N Currency Forward Contract N/A N/A 1224564.57 PA USD 25558.72 0.0042648531 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1146025520 CLP 1250123.29 USD 2022-10-07 25558.72 N N N Currency Forward Contract N/A N/A 958843.09 PA USD 2367.13 0.0003949909 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 76276836.92 INR 961210.22 USD 2022-10-07 2367.13 N N N Currency Forward Contract N/A N/A 1224564.57 PA USD -4492.9 -0.0007497073 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 1146025520 CLP 1220071.67 USD 2022-10-07 -4492.9 N N N Currency Forward Contract N/A N/A 37404.67 PA USD 200.96 0.0000335332 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 37203.71 USD 1318495.78 THB 2022-09-09 200.96 N N N Currency Forward Contract N/A N/A 806982.12 PA USD -250.42 -0.0000417863 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 64196159.25 INR 806731.7 USD 2022-10-07 -250.42 N N N Currency Forward Contract N/A N/A 561274.62 PA USD -2767.04 -0.0004617218 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 564041.66 USD 515342307 CLP 2022-07-08 -2767.04 N N N Currency Forward Contract N/A N/A 66620.66 PA USD -353.29 -0.0000589517 N/A DFE US N N/A JPMORGAN CHASE BANK NA LONDON 7H6GLXDRUGQFU57RNE97 66973.95 USD 63376.71 EUR 2022-08-19 -353.29 N N N Currency Forward Contract N/A N/A 104911.17 PA USD -716.96 -0.0001196355 N/A DFE US N N/A MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 105628.13 USD 99802.74 EUR 2022-08-19 -716.96 N N N Currency Forward Contract N/A N/A 869973.78 PA USD -7114.29 -0.0011871252 N/A DFE US N N/A CITIBANK N.A. E57ODZWZ7FF32TWEFA77 877088.07 USD 68719849.94 INR 2022-07-08 -7114.29 N N N Currency Forward Contract N/A N/A 419764.49 PA USD -2607.85 -0.0004351586 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 422372.34 USD 12480258 TWD 2022-07-08 -2607.85 N N N Currency Forward Contract N/A N/A 438649.6 PA USD -2620.64 -0.0004372928 N/A DFE US N N/A BARCLAYS BANK PLC WHOLESALE G5GSEF7VJP5I7OUK5573 441270.24 USD 13041742 TWD 2022-07-08 -2620.64 N N N Currency Forward Contract N/A N/A 1122549.23 PA USD -20243.34 -0.0033779028 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 1142792.57 USD 1030684615 CLP 2022-07-08 -20243.34 N N N Currency Forward Contract N/A N/A 965643.08 PA USD -2705.74 -0.000451493 N/A DFE US N N/A GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 968348.82 USD 76276836.92 INR 2022-07-08 -2705.74 N N N Currency Forward Contract N/A N/A 812705.14 PA USD -78.34 -0.0000130722 N/A DFE US N N/A UBS AG BFM8T61CT2L1QCEMIK50 812783.48 USD 64196159.25 INR 2022-07-08 -78.34 N N N Currency Forward Contract N/A N/A 1122549.23 PA USD 7403.48 0.0012353809 N/A DFE US N N/A BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 1115145.75 USD 1030684615 CLP 2022-07-08 7403.48 N N N Currency Forward Contract N/A N/A 164699.59 PA USD 336.84 0.0000562068 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 164362.75 USD 212000 CAD 2022-07-22 336.84 N N N Currency Forward Contract N/A N/A 97993.47 PA USD 141 0.0000235279 N/A DFE US N N/A STATE STREET BANK LONDON 571474TGEMMWANRLN572 97852.47 USD 656000 CNY 2022-07-15 141 N N N State Street Navigator Securities Lending Trust 5493005HD34MZLK62085 638995910 13052976.25 NS USD 13052976.25 2.1780834823 Long STIV RF US N 1 N N S68041366 IRS EUR R F .00000 N/A 99S1M4QU4 1060000 PA -118948.8 -0.0198483788 N/A DIR DE N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2028-05-19 0 EUR 0 EUR 1060000 EUR -118948.8 N N N US LONG BOND(CBT) SEP22 N/A ADI22MT15 84 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond 2022-09-21 11644500 USD 95213.62 N N N KOREA 3YR BND FUT SEP22 N/A ADI24SC42 156 NC 0 0 N/A DIR KR N 1 Korea Futures Exchange N/A Long Korea Treasury 3 Year Bond 2022-09-20 12431700.55 KRW 50996.21 N N N S69355013 IRS EUR R F .00000 N/A 99S1MCJR1 500000 PA -57918.62 -0.0096645843 N/A DIR DE N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2028-06-01 0 EUR 0 EUR 500000 EUR -57918.62 N N N S69328504 IRS EUR R F .00000 N/A 99S1MD1R8 365000 PA -42321.18 -0.0070619192 N/A DIR DE N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2028-06-03 0 EUR 0 EUR 365000 EUR -42321.18 N N N S22686086 IRS CNY R F 2.78000 N/A 99S1N5863 9775000 PA 13378.49 0.0022324003 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2026-06-28 0 CNY 0 CNY 9775000 CNY 13378.49 N N N S70396239 IRS CNY R F 2.25500 N/A 99S1Q4BU6 24350000 PA -47681.52 -0.0079563717 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2027-01-26 0 CNY 0 CNY 24350000 CNY -47681.52 N N N EURO-SCHATZ FUT SEP22 N/A ADI22MQY6 -336 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Short German Government 2 Year Bond 2022-09-08 -38431176.93 EUR -50612.94 N N N US 10YR NOTE (CBT)SEP22 N/A ADI22N4K8 38 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury 10 Year Note 2022-09-21 4504187.5 USD -53.96 N N N S20882626 IRS EUR R F .83000 N/A 99S1QOAF6 4300000 PA -522984.23 -0.0872677075 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2032-03-02 0 EUR 0 EUR 4300000 EUR -522984.23 N N N S69193515 IRS EUR R F 1.22180 N/A 99S1RD607 1350000 PA -116528.82 -0.0194445691 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2032-04-04 0 EUR 0 EUR 1350000 EUR -116528.82 N N N S86564812 IRS CNY R F 2.35500 N/A 99S1RMF31 37000000 PA 5476918.05 0.9139053431 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2027-04-15 37000000 CNY 0 CNY 37000000 CNY -331103.31 N N N S57808650 IRS CNY R F 2.56000 N/A 99S1NBA00 2800000 PA 313.68 0.0000523422 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2026-07-28 0 CNY 0 CNY 2800000 CNY 313.68 N N N US ULTRA BOND CBT SEP22 N/A ADI22MS08 191 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury Ultra Long Bond 2022-09-21 29479656.25 USD -736014.15 N N N S92214516 IRS EUR R F 1.62680 N/A 99S1RNE06 946000 PA -45994.09 -0.0076747989 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2032-04-21 0 EUR 0 EUR 946000 EUR -45994.09 N N N US 5YR NOTE (CBT) SEP22 N/A ADI22T953 -38 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 5 Year Note 2022-09-30 -4265500 USD 13446.49 N N N S06634728 IRS EUR R F 1.63980 N/A 99S1RTSR9 950000 PA -45364.83 -0.0075697975 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2032-05-02 0 EUR 0 EUR 950000 EUR -45364.83 N N N EURO-BOBL FUTURE SEP22 N/A ADI22MS32 149 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Long German Government 5 Year Bond 2022-09-08 19391591.67 EUR 18160.53 N N N EURO-BUND FUTURE SEP22 N/A ADI22MSB4 28 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Long German Government 10 Year Bond 2022-09-08 4365592.03 EUR -19553.85 N N N LONG GILT FUTURE SEP22 N/A ADI22WN68 14 NC 0 0 N/A DIR GB N 1 London International Financial Futures and Options Exchange (ICE) 5493000F4ZO33MV32P92 Long United Kingdom Government 10 Year Bond 2022-09-28 1942470.39 GBP -58507.03 N N N SA18ECAH2 CDS USD R F 1.00000 N/A 99S1R8FO6 5433000 PA USD -178787.64 -0.0298333804 N/A DCR US N 2 InterContinental Exchange 5493000F4ZO33MV32P92 N 2027-06-20 0 USD 23641.33 USD 5433000 USD -155146.31 N N N S7EGE9AD1 CDS USD R F 1.00000 N/A 99S1R8G31 1740000 PA USD 1730150.7 0.288701411 N/A DCR US N 2 InterContinental Exchange 5493000F4ZO33MV32P92 N 2027-06-20 1760715.73 USD 0 USD 1740000 USD -30565.03 N N N S49160318 IRS EUR R F .00000 N/A 99S1OJQX3 690000 PA -39876.29 -0.0066539529 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2025-10-20 0 EUR 0 EUR 690000 EUR -39876.29 N N N S9ACF8AR7 CDS USD R F 1.00000 N/A 99S1R9MR9 2412000 PA USD -46639.95 -0.0077825703 N/A DCR US N 2 JPMORGAN CHASE BANK, N.A. 7H6GLXDRUGQFU57RNE97 N 2027-06-20 5763 USD 0 USD 2412000 USD -52402.95 N N N S3889253 IRS MXN R F 5.49860 N/A 99S1FLJL2 15000000 PA -103696.81 -0.0173033571 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-05-04 0 MXN 0 MXN 15000000 MXN -103696.81 N N N US 10YR ULTRA FUT SEP22 N/A ADI22MSJ7 173 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long US Treasury 10 Year Ultra Note 2022-09-21 22035875 USD -316605.29 N N N S5309073 IRS CNY R F 2.60000 N/A 99S1H8CU6 7500000 PA 5368.29 0.0008957791 N/A DIR CN N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2025-08-06 0 CNY 0 CNY 7500000 CNY 5368.29 N N N S49160307 IRS EUR R F .00000 N/A 99S1OTGC8 1030000 PA -58610.9 -0.0097801015 N/A DIR US N 2 LCH.Clearnet LLC WAM6YERMS7OXFZUOY219 N 2025-11-04 0 EUR 0 EUR 1030000 EUR -58610.9 N N N US 2YR NOTE (CBT) SEP22 N/A ADI23KL08 -21 NC USD 0 0 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short US Treasury 2 Year Note 2022-09-30 -4410328.15 USD 14243.58 N N N S77147553 IRS CZK R F 6.18000 N/A 99S1SS6U7 6266000 PA 8150.37 0.0013600106 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-06-21 0 CZK 0 CZK 6266000 CZK 8150.37 N N N EURO-BTP FUTURE SEP22 N/A ADI22MSS7 33 NC 0 0 N/A DIR DE N 1 EUREX Exchange (EUREX Frankfurt AG) 529900UT4DG0LG5R9O07 Long Italian Government 10 Year Bond 2022-09-08 4257778.93 EUR 28547.7 N N N S77147221 IRS CZK R F 6.18000 N/A 99S1SS6X1 6266000 PA 8150.37 0.0013600106 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-06-21 0 CZK 0 CZK 6266000 CZK 8150.37 N N N S77089435 IRS CZK R F 6.33250 N/A 99S1SSMF2 12494000 PA 19635.08 0.0032764055 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-06-22 0 CZK 0 CZK 12494000 CZK 19635.08 N N N S78846520 IRS CZK R F 6.28500 N/A 99S1SSMI6 6304000 PA 9367.88 0.0015631703 N/A DIR US N 2 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N 2027-06-22 0 CZK 0 CZK 6304000 CZK 9367.88 N N N Repurchase Agreement 549300H47WTHXPU08X20 85748R009 3330159.67 PA USD 3330159.67 0.5556867362 Long RA CORP US N 1 Repurchase N 0.24 2022-07-01 3400500 USD 3396779.85 USD UST N N N 2022-08-24 MASSMUTUAL SELECT FUNDS /s/ Renee Hitchcock Renee Hitchcock Treasurer and CFO XXXX