NPORT-P false 0000923084 XXXXXXXX S000002138 C000005533 C000169939 T. ROWE PRICE SPECTRUM FUNDS II, INC. 811-07173 0000923084 549300A8BZJXQVJCNM56 1307 Point Street Baltimore 21231 410-345-2000 T. Rowe Price Spectrum Moderate Growth Allocation Fund S000002138 41BW0H24GD450ZU9LH35 2026-05-31 2025-11-30 N 3854385478.940000 22558250.410000 3831827228.530000 2418954.950000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 294939.100000 12892995.540000 0.000000 13381610.750000 USD UST Benchmark for PSFG PSFG_BMRK 1661 INC D/B/A GOAT SR F CVT PFD STK PP N/A TC912VAO9 41545.000000 NS USD 43206.800000 0.0011275769 Long EP CORP US Y 3 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 260000.000000 PA USD 268451.040000 0.0070058232 Long DBT CORP US N 2 2035-03-15 Fixed 5.1500000000 N N N N N N ABB LTD-REG 5493000LKVGOO9PELI61 000000000 106876.000000 NS 7691201.820000 0.2007189093 Long EC CORP CH N 2 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 75532.000000 NS USD 9736074.800000 0.2540843890 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 230000.000000 PA USD 228907.960000 0.0059738591 Long DBT CORP US N 2 2054-03-15 Fixed 5.4000000000 N N N N N N Long Wall Co SER A-8 CVT PFD STOCK PP N/A 000000000 3254.000000 NS USD 715.880000 0.0000186825 Long EP CORP US Y 3 N N N ABN AMRO BANK NV-CVA GDR BFXS5XCH7N0Y05NIXW11 000000000 63827.000000 NS 2162591.030000 0.0564375923 Long EC CORP NL N 2 N N N ABU DHABI DEVELOPMENT HO 144A 254900G082ZFKTCR2Q75 00402AAB7 200000.000000 PA USD 204550.630000 0.0053382008 Long DBT CORP AE N 2 2035-05-06 Fixed 5.0000000000 N N N N N N ABU DHABI DEVELOPMENT HO 144A 254900G082ZFKTCR2Q75 00402AAA9 290000.000000 PA USD 293625.880000 0.0076628163 Long DBT CORP AE N 2 2030-05-06 Fixed 4.5000000000 N N N N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 000000000 69775.000000 NS 2927312.050000 0.0763946774 Long EC CORP GB N 2 N N N ADVANCED DRAINAGE SYSTEMS IN 6QQTOZ5MF5DHM7K92I60 00790R104 2191.000000 NS USD 333864.580000 0.0087129341 Long EC CORP US N 1 N N N ADVANCED ENERGY INDUSTRIES 549300756XI3QLFT2U27 007973100 3142.000000 NS USD 663558.980000 0.0173170381 Long EC CORP US N 1 N N N ADYEN BV 724500973ODKK3IFQ447 000000000 1723.000000 NS 2692982.050000 0.0702793182 Long EC CORP NL N 2 N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAS8 45000.000000 PA USD 46728.540000 0.0012194845 Long DBT CORP US N 2 2035-06-15 Fixed 5.3750000000 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 000000000 30384.000000 NS USD 4071456.000000 0.1062536424 Long EC CORP NL N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 395000.000000 PA USD 405188.630000 0.0105742928 Long DBT CORP US N 2 2032-03-15 Fixed 5.8000000000 N N N N N N OPENAI GROUP PCB CLASS A COMMON PP N/A 000000000 4698.000000 NS USD 2269697.760000 0.0592327792 Long EC CORP US Y 3 N N N AFRMT 2025-2A A 144A N/A 00833BAG3 435000.000000 PA USD 437289.140000 0.0114120265 Long ABS-O CORP US N 2 2033-07-15 Fixed 4.6700000000 N N N N N N AFRMT 2025-3A A 144A N/A 00833BAN8 100000.000000 PA USD 100185.710000 0.0026145675 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.4500000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AS1 60000.000000 PA USD 62685.720000 0.0016359224 Long DBT CORP US N 2 2034-03-21 Fixed 5.8000000000 N N N N N N AGL 2021-13A BR 144A 254900DIJ0G5TXNJMM06 00120JAN3 250000.000000 PA USD 250075.930000 0.0065262841 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.5340000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 429200.000000 NS 4470495.930000 0.1166674712 Long EC CORP HK N 2 N N N AIR LIQUIDE SA 969500MMPQVHK671GT54 000000000 29958.000000 NS 5741382.030000 0.1498340527 Long EC CORP FR N 2 N N N AJINOMOTO CO INC 353800UT0TLROREPIC92 000000000 126900.000000 NS 2944509.520000 0.0768434834 Long EC CORP JP N 2 N N N ALBANY INTL CORP-CL A L73WCPNCZIRSQGZTW097 012348108 2562.000000 NS USD 122156.160000 0.0031879350 Long EC CORP US N 1 N N N ALCON INC 549300LDT5AP8S0NBM78 000000000 34500.000000 NS USD 2736195.000000 0.0714070556 Long EC CORP CH N 1 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BE8 80000.000000 PA USD 81376.720000 0.0021237054 Long DBT CORP US N 2 2035-10-01 Fixed 5.5000000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BC2 35000.000000 PA USD 34805.470000 0.0009083257 Long DBT CORP US N 2 2036-05-15 Fixed 5.2500000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 48000.000000 PA USD 40565.090000 0.0010586357 Long DBT CORP US N 2 2032-05-18 Fixed 2.0000000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 000000000 97896.000000 NS 1926085.150000 0.0502654487 Long EC CORP KY N 2 N N N ALIGNMENT HEALTHCARE INC N/A 01625V104 110797.000000 NS USD 2128410.370000 0.0555455725 Long EC CORP US N 1 N N N ALLIANCE LAUNDRY HOLDINGS IN N/A 01862Q107 14221.000000 NS USD 338033.170000 0.0088217226 Long EC CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002101 51735.000000 NS USD 11018520.300000 0.2875526385 Long EC CORP US N 1 N N N ABCLN 2025-A A2 144A N/A 02007G5D1 215124.200000 PA USD 216117.540000 0.0056400648 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.4520000000 N N N N N N ABCLN 2025-B A2 144A N/A 02007G6N8 250000.000000 PA USD 250255.450000 0.0065309690 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.3050000000 N N N N N N ALPHABET INC CL A 5493006MHB84DD0ZWV18 02079K305 72650.000000 NS USD 23261077.000000 0.6070492121 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAX5 260000.000000 PA USD 262681.380000 0.0068552511 Long DBT CORP US N 2 2032-11-15 Fixed 4.3750000000 N N N N N N ALPHABET INC CL C 5493006MHB84DD0ZWV18 02079K107 239193.000000 NS USD 76570463.160000 1.9982754595 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAY3 285000.000000 PA USD 288995.420000 0.0075419742 Long DBT CORP US N 2 2035-11-15 Fixed 4.7000000000 N N N N N N AMADEUS IT GROUP SA-A SHS 9598004A3FTY3TEHHN09 000000000 51893.000000 NS 3818994.170000 0.0996650930 Long EC CORP ES N 2 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CW4 380000.000000 PA USD 382409.200000 0.0099798132 Long DBT CORP US N 2 2055-11-20 Fixed 5.4500000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 256164.000000 NS USD 59742568.080000 1.5591143472 Long EC CORP US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 58779.000000 NS USD 6251146.650000 0.1631374871 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816109 37275.000000 NS USD 13615439.250000 0.3553249778 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 105000.000000 PA USD 111403.220000 0.0029073132 Long DBT CORP US N 2 2036-04-25 Variable 5.6670000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EF2 280000.000000 PA USD 288938.160000 0.0075404798 Long DBT CORP US N 2 2031-04-25 Variable 5.0160000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EK1 110000.000000 PA USD 112487.100000 0.0029355995 Long DBT CORP US N 2 2033-07-20 Variable 4.9180000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAJ6 65000.000000 PA USD 66351.030000 0.0017315768 Long DBT CORP US N 2 2035-03-15 Fixed 5.2500000000 N N N N N N AMERICAN MEDICAL SYST EU 549300AA2JE6ZQ5D2493 YR6801314 181000.000000 PA 207624.880000 0.0054184301 Long DBT CORP NL N 2 2034-03-08 Fixed 3.2500000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 35000.000000 PA USD 35773.330000 0.0009335841 Long DBT CORP US N 2 2030-03-15 Fixed 4.9000000000 N N N N N N AMCAR 2023-1 C N/A 03067BAF6 215000.000000 PA USD 218400.590000 0.0056996461 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.8000000000 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 55000.000000 NS USD 10883950.000000 0.2840407292 Long EC CORP US N 1 N N N HOLCIM FINANCE US LLC 144A 529900FB2F1WKLFNGY62 43475RAB2 95000.000000 PA USD 95415.060000 0.0024900669 Long DBT CORP US N 2 2028-04-07 Fixed 4.7000000000 N N N N N N HOLCIM FINANCE US LLC 144A 529900FB2F1WKLFNGY62 43475RAC0 115000.000000 PA USD 117593.020000 0.0030688497 Long DBT CORP US N 2 2030-04-07 Fixed 4.9500000000 N N N N N N AXIS 2022-1A D 144A 549300K5Y88MV8B4M421 03236VAE1 135000.000000 PA USD 133972.830000 0.0034963171 Long ABS-O CORP US N 2 2028-08-21 Fixed 2.9100000000 N N N N N N AMYLYX PHARMACEUTICALS INC N/A 03237H101 14915.000000 NS USD 223426.700000 0.0058308135 Long EC CORP US N 1 N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654105 48590.000000 NS USD 12892870.600000 0.3364679520 Long EC CORP US N 1 N N N ANNALY CAPITAL MANAGEMENT IN 2DTL0G3FPRYUT58TI025 035710839 158613.000000 NS USD 3616376.400000 0.0943773345 Long EC CORP US N 1 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 137297.000000 NS 5020197.070000 0.1310131374 Long EC CORP GB N 2 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 YL8307156 200000.000000 PA USD 205350.000000 0.0053590621 Long DBT CORP GB N 2 2035-09-09 Fixed 5.6250000000 N N N N N N ANZ GROUP HOLDINGS LTD 9845005D9C6BAA10BK72 000000000 210807.000000 NS 4782741.050000 0.1248161977 Long EC CORP AU N 2 N N N APA INFRASTRUCTURE LTD 144A 261700SS8OEHDOCOUJ33 00188LAB3 65000.000000 PA USD 65810.290000 0.0017174650 Long DBT CORP AU N 2 2044-09-16 Fixed 5.7500000000 N N N N N N APT PIPELINES LTD 261700SS8OEHDOCOUJ33 BO4852667 125000.000000 PA 135437.500000 0.0035345409 Long DBT CORP AU N 2 2029-03-15 Fixed 0.7500000000 N N N N N N APA INFRASTRUCTURE LTD 144A 261700SS8OEHDOCOUJ33 00188LAA5 50000.000000 PA USD 50940.650000 0.0013294088 Long DBT CORP AU N 2 2034-09-16 Fixed 5.1250000000 N N N N N N API GROUP CORP 213800NZT1VX6PZ7BT53 00187Y100 74771.000000 NS USD 2957940.760000 0.0771940013 Long EC CORP US N 1 N N N APOGEE THERAPEUTICS INC N/A 03770N101 7682.000000 NS USD 552873.540000 0.0144284569 Long EC CORP US N 1 N N N APOLLO GLOBAL MANAGEMENT INC 254900LMFT1CY9IYB476 03769M106 11861.000000 NS USD 1563872.850000 0.0408127182 Long EC CORP US N 1 N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 60000.000000 PA USD 62824.080000 0.0016395332 Long DBT CORP US N 2 2034-04-01 Fixed 5.6500000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 345210.000000 NS USD 96261808.500000 2.5121646348 Long EC CORP US N 1 N N N DIN 2023-1A A2 144A N/A 03789XAF5 110000.000000 PA USD 111669.220000 0.0029142551 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.8240000000 N N N N N N APPLIED DIGITAL CORP 2549004NE2B6RYXINZ02 038169207 29423.000000 NS USD 797363.300000 0.0208089575 Long EC CORP US N 1 N N N APTARGROUP INC VNPEQDQFAA7IY1T2PX43 038336103 6266.000000 NS USD 781683.500000 0.0203997585 Long EC CORP US N 1 N N N APTIV PLC 254900HTTDFIJZ32GX53 03835VAJ5 385000.000000 PA USD 251450.050000 0.0065621448 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1000000000 N N N N N N ARCELLX INC N/A 03940C100 25674.000000 NS USD 1866756.540000 0.0487171375 Long EC CORP US N 1 N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653100 11551.000000 NS USD 1230643.540000 0.0321163629 Long EC CORP US N 1 N N N ARES STRATEGIC INCOME FU 144A 549300IANZJVZPTICV54 04020EAL1 65000.000000 PA USD 65357.240000 0.0017056416 Long DBT CORP US N 2 2028-09-09 Fixed 5.4500000000 N N N N N N ARGENX SE - ADR 7245009C5FZE6G9ODQ71 04016X101 5063.000000 NS USD 4617354.740000 0.1205000765 Long EC CORP NL N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 92293.000000 NS USD 12060849.240000 0.3147545158 Long EC CORP US N 1 N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAM1 15000.000000 PA USD 15297.770000 0.0003992291 Long DBT CORP US N 2 2032-02-15 Fixed 5.0000000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAL3 50000.000000 PA USD 50995.050000 0.0013308285 Long DBT CORP US N 2 2029-12-15 Fixed 4.8500000000 N N N N N N ASCENDIS PHARMA A/S - ADR 549300B66JN3W3J8GH73 04351P101 480.000000 NS USD 101918.400000 0.0026597859 Long EC CORP DK N 1 N N N ASHTEAD GROUP PLC 2138007UTBN8X9K1A235 000000000 18587.000000 NS 1188949.750000 0.0310282713 Long EC CORP GB N 2 N N N ASICS CORP 3538002LJMRZ83SU0B85 000000000 205500.000000 NS 4922299.660000 0.1284582881 Long EC CORP JP N 2 N N N ASML HOLDING NV NY 724500Y6DUVHQD6OXN27 N07059210 4364.000000 NS USD 4625840.000000 0.1207215181 Long EC CORP NL N 1 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 14609.000000 NS 15451260.640000 0.4032347942 Long EC CORP NL N 2 N N N ASPEN INSURANCE HLDG LTD 549300YX6HECG9XQCQ75 04530DAE2 110000.000000 PA USD 115344.530000 0.0030101704 Long DBT CORP BM N 2 2030-07-01 Fixed 5.7500000000 N N N N N N ASTRAZENECA PLC-SPONS ADR PY6ZZQWO2IZFZC3IOL08 046353108 195038.000000 NS USD 18083923.360000 0.4719399462 Long EC CORP GB N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 250000.000000 PA USD 171546.500000 0.0044768850 Long DBT CORP US N 2 2053-09-15 Fixed 3.5000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNB4 150000.000000 PA USD 149892.450000 0.0039117748 Long DBT CORP US N 2 2032-11-01 Fixed 4.5500000000 N N N N N N Atai Beckley NV 391200Z8UWPJSNBNCA11 000000000 39348.000000 NS USD 153063.720000 0.0039945360 Long EC CORP NL N 1 N N N ATHENE GLOBAL FUNDING 144A 549300LM1QSI4MSIL320 04685A3Z2 265000.000000 PA USD 271914.120000 0.0070961999 Long DBT CORP US N 2 2031-07-11 Fixed 5.5260000000 N N N N N N ATLANTA BRAVES HOLDINGS IN-C N/A 047726302 23013.000000 NS USD 915917.400000 0.0239028888 Long EC CORP US N 1 N N N ATLAS WAREHOUSE LEND 144A 25490068J12A1HV7YM70 049463AG7 250000.000000 PA USD 251151.500000 0.0065543534 Long DBT CORP US N 2 2030-11-15 Fixed 4.9500000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 049468AA9 75000.000000 PA USD 76789.050000 0.0020039800 Long DBT CORP US N 2 2029-05-15 Fixed 5.2500000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560105 43281.000000 NS USD 7633469.970000 0.1992122691 Long EC CORP US N 1 N N N ATMUS FILTRATION TECHNOLOGIE N/A 04956D107 20380.000000 NS USD 1031431.800000 0.0269174923 Long EC CORP US N 1 N N N AURORA INNOVATION INC 984500AB2E0D9F7D9D76 051774107 105486.000000 NS USD 441986.340000 0.0115346103 Long EC CORP US N 1 N N N AUTOLIV INC SDR A23RUXWKASG834LTMK28 000000000 32603.000000 NS 3896932.250000 0.1016990594 Long EC CORP US N 2 N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 BN4840177 140000.000000 PA 155244.390000 0.0040514455 Long DBT CORP IT N 2 2030-01-15 Fixed 2.0000000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332102 2267.000000 NS USD 8964466.110000 0.2339475549 Long EC CORP US N 1 N N N XCAP 2024-1A A3 144A N/A 05335FAC5 100000.000000 PA USD 101525.390000 0.0026495294 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.4900000000 N N N N N N XCAP 2024-1A A2 144A N/A 05335FAB7 21079.350000 PA USD 21135.990000 0.0005515904 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.8400000000 N N N N N N AVANTOR INC N/A 05352A100 1979.000000 NS USD 23213.670000 0.0006058120 Long EC CORP US N 1 N N N AESOP 2025-3A A 144A IHXLB8SL0QWSSG2VG640 05377RKW3 100000.000000 PA USD 100028.060000 0.0026104533 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.1700000000 N N N N N N AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 000000000 435337.000000 NS 3756242.000000 0.0980274364 Long EC CORP GB N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 124632.000000 NS 5630597.450000 0.1469428843 Long EC CORP FR N 2 N N N AXSOME THERAPEUTICS INC 549300EXGR0XLRJEIB95 05464T104 524.000000 NS USD 79386.000000 0.0020717531 Long EC CORP US N 1 N N N AZZ INC 549300HD1X2NFLWPYC83 002474104 15395.000000 NS USD 1622940.900000 0.0423542295 Long EC CORP US N 1 N N N BAE SYSTEMS PLC 144A 8SVCSVKSGDWMW2QHOH83 05523RAL1 200000.000000 PA USD 209025.000000 0.0054549693 Long DBT CORP GB N 2 2034-03-26 Fixed 5.3000000000 N N N N N N BALDWIN INSURANCE GROUP INC/ N/A 05589G102 21171.000000 NS USD 603585.210000 0.0157518900 Long EC CORP US N 1 N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498106 152720.000000 NS USD 7564221.600000 0.1974050798 Long EC CORP US N 1 N N N BANC OF CALIFORNIA INC 549300ZKWUJDP6LJ1X87 05990K106 81413.000000 NS USD 1501255.720000 0.0391785858 Long EC CORP US N 1 N N N BANCO BILBAO VIZCAYA ARGENTA K8MS7FD7N5Z2WQ51AZ71 000000000 252285.000000 NS 5452797.930000 0.1423028129 Long EC CORP ES N 2 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 200000.000000 PA USD 200965.800000 0.0052446467 Long DBT CORP ES N 2 2035-11-06 Fixed 5.1270000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 694341.000000 NS 7448125.530000 0.1943752963 Long EC CORP ES N 2 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLS6 710000.000000 PA USD 740782.760000 0.0193323633 Long DBT CORP US N 2 2029-09-15 Variable 5.8190000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMW6 260000.000000 PA USD 273127.400000 0.0071278631 Long DBT CORP US N 2 2036-05-09 Variable 5.4640000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMA4 154000.000000 PA USD 162170.780000 0.0042322049 Long DBT CORP US N 2 2035-01-23 Variable 5.4680000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 354881.000000 NS USD 19039365.650000 0.4968743243 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1695000.000000 PA USD 1528191.660000 0.0398815387 Long DBT CORP US N 2 2031-07-23 Variable 1.8980000000 N N N N N N BANK5 2024-5YR10 A3 N/A 06604AAF1 55000.000000 PA USD 56849.050000 0.0014836016 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.3020000000 N N N N N N BANK5 2024-5YR10 AS N/A 06604AAM6 30000.000000 PA USD 30989.490000 0.0008087392 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.6370000000 N N N N N N BANK5 2024-5YR11 AS N/A 06644WBL1 205000.000000 PA USD 215547.330000 0.0056251839 Long ABS-MBS CORP US N 2 2057-11-15 Fixed 6.1390000000 N N N N N N BANK5 2024-5YR12 A3 N/A 06644XBG0 125000.000000 PA USD 131919.180000 0.0034427225 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.9020000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 797912.000000 NS 4526405.660000 0.1181265592 Long EC CORP GB N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECX1 200000.000000 PA USD 203580.800000 0.0053128909 Long DBT CORP GB N 2 2029-02-25 Variable 5.0860000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 200000.000000 PA USD 211083.600000 0.0055086930 Long DBT CORP GB N 2 2036-02-25 Variable 5.7850000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECY9 200000.000000 PA USD 206558.000000 0.0053905875 Long DBT CORP GB N 2 2031-02-25 Variable 5.3670000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 110000.000000 PA USD 124086.820000 0.0032383198 Long DBT CORP US N 2 2043-08-02 Fixed 7.0790000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCB9 275000.000000 PA USD 285586.680000 0.0074530156 Long DBT CORP US N 2 2032-08-15 Fixed 5.3500000000 N N N N N N BAWAG GROUP AG 529900S9YO2JHTIIDG38 000000000 11291.000000 NS 1511979.330000 0.0394584421 Long EC CORP AT N 2 N N N BAYER US FINANCE LLC 144A 54930093Q75GSEM74I71 07274EAK9 275000.000000 PA USD 293445.630000 0.0076581122 Long DBT CORP US N 2 2030-11-21 Fixed 6.3750000000 N N N N N N BVCLN 2024-CAR1 A 144A 254900S53K9VTUR1UX42 07336QAA0 103505.470000 PA USD 103810.600000 0.0027091670 Long ABS-O CORP US N 2 2031-12-26 Floating 5.1720000000 N N N N N N BVCLN 2024-CAR1 C 144A 254900S53K9VTUR1UX42 07336QAC6 103505.470000 PA USD 103853.450000 0.0027102853 Long ABS-O CORP US N 2 2031-12-26 Floating 5.5720000000 N N N N N N BVCLN 2025-EDU1 A 144A 2549001VJ64UFK8PZA41 07337GAA1 476234.080000 PA USD 477905.090000 0.0124719895 Long ABS-O CORP US N 2 2048-07-27 Floating 5.3720000000 N N N N N N BBCMS 2019-BWAY D 144A N/A 05492NAG8 135000.000000 PA USD 1687.500000 0.0000440390 Long ABS-MBS CORP US N 2 2034-11-15 Floating 6.2330000000 N N N N N N BE SEMICONDUCTOR INDUSTRIES 7245007A1YFLI2GNYX06 000000000 15248.000000 NS 2309616.380000 0.0602745438 Long EC CORP NL N 2 N N N BEIGNET INVESTOR LLC 144A N/A 076912AA2 235000.000000 PA USD 252594.220000 0.0065920044 Long DBT CORP US N 2 2049-05-30 Fixed 6.5810000000 N N N N N N BEL FUSE INC-CL B 2549009L4XYDBRRY6X39 077347300 4416.000000 NS USD 680196.480000 0.0177512304 Long EC CORP US N 1 N N N BSP 2021-23A B1R 144A N/A 08186VAQ3 250000.000000 PA USD 250067.330000 0.0065260596 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 5.4080000000 N N N N N N BERKSHIRE HATHAWAY INC-CL B 5493000C01ZX7D35SD85 084670702 38779.000000 NS USD 19925037.990000 0.5199879014 Long EC CORP US N 1 N N N BETA TECHNOLOGIES INC -CL A N/A 086921103 15690.000000 NS USD 427866.300000 0.0111661167 Long EC CORP US N 1 N N N BETH ISRAEL LAHEY HEALTH 549300QPZ5W3279DU141 08661UAC0 100000.000000 PA USD 101691.900000 0.0026538749 Long DBT CORP US N 2 2030-07-01 Fixed 4.7170000000 N N N N N N BFLD 2025-5MW A 144A N/A 088921AA9 185000.000000 PA USD 185837.330000 0.0048498358 Long ABS-MBS CORP US N 2 2042-10-10 Variable 4.8300000000 N N N N N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 000000000 81113.000000 NS 2219494.570000 0.0579226160 Long EC CORP AU N 2 N N N BHP GROUP LTD-DI WZE1WSENV6JSZFK0JC28 000000000 74112.000000 NS 2029519.340000 0.0529647925 Long EC CORP AU N 2 N N N BICARA THERAPEUTICS INC N/A 055477103 18896.000000 NS USD 350709.760000 0.0091525463 Long EC CORP US N 1 N N N BILLIONTOONE INC CL A N/A 090168105 1263.000000 NS USD 164417.340000 0.0042908339 Long EC CORP US N 1 N N N BINOM 2021-INV1 A1 144A N/A 05552UAA2 88014.250000 PA USD 81159.460000 0.0021180355 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.0340000000 N N N N N N BIO-RAD LABORATORIES-A 549300ZC1GPV35XYDK53 090572207 713.000000 NS USD 231625.180000 0.0060447710 Long EC CORP US N 1 N N N BIO-TECHNE CORP 54930073RLKQ51TILZ35 09073M104 12207.000000 NS USD 787473.570000 0.0205508632 Long EC CORP US N 1 N N N BIOLIFE SOLUTIONS INC 549300G2IVCMC2TJDW72 09062W204 59377.000000 NS USD 1573490.500000 0.0410637121 Long EC CORP US N 1 N N N BIRKENSTOCK HOLDING PLC 529900CQ8LQKQ7LIT631 M2029K104 30334.000000 NS USD 1314372.220000 0.0343014479 Long EC CORP JE N 1 N N N BJ S WHOLESALE CLUB HOLDINGS 549300UCIWH1C93V0J03 05550J101 8308.000000 NS USD 741322.840000 0.0193464579 Long EC CORP US N 1 N N N BLACK DIAMOND THERAPEUTICS I N/A 09203E105 73135.000000 NS USD 279375.700000 0.0072909263 Long EC CORP US N 1 N N N BLACK ROCK COFFEE BAR INC-A N/A 092244102 9707.000000 NS USD 220834.250000 0.0057631578 Long EC CORP US N 1 N N N BLACKSTONE PARTNERS OFFSHORE FD-E1 N/A 000000000 47699.319000 NS USD 135947351.110000 3.5478465756 Long EC CORP US N 3 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 ZR4791987 130000.000000 PA 144116.280000 0.0037610328 Long DBT CORP LU N 2 2029-03-12 Fixed 1.7500000000 N N N N N N BLUE FOUNDRY BANCORP 5493008KPK5NJT0FNK56 09549B104 17641.000000 NS USD 200401.760000 0.0052299268 Long EC CORP US N 1 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 125000.000000 PA USD 136013.880000 0.0035495828 Long DBT CORP US N 2 2031-05-01 Fixed 6.3880000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 98000.000000 PA USD 109186.010000 0.0028494502 Long DBT CORP US N 2 2034-05-01 Fixed 6.5280000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 473000.000000 PA USD 538575.300000 0.0140553127 Long DBT CORP US N 2 2054-05-01 Fixed 6.8580000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 130000.000000 PA USD 133765.580000 0.0034909084 Long DBT CORP US N 2 2040-05-01 Fixed 5.7050000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 139000.000000 PA USD 103246.280000 0.0026944399 Long DBT CORP US N 2 2050-02-01 Fixed 3.7500000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAA3 85000.000000 PA USD 82942.490000 0.0021645676 Long DBT CORP US N 2 2030-06-01 Fixed 3.4640000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 1720.000000 NS USD 8453266.800000 0.2206066792 Long EC CORP US N 1 N N N BOOT BARN HOLDINGS INC 529900QE1BFMYA3N4E71 099406100 2539.000000 NS USD 492108.980000 0.0128426714 Long EC CORP US N 1 N N N BOOZ ALLEN HAMILTON HOLDINGS 529900JPV47PIUWMA015 099502106 42512.000000 NS USD 3548051.520000 0.0925942457 Long EC CORP US N 1 N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAC7 144000.000000 PA USD 151674.620000 0.0039582844 Long DBT CORP US N 2 2033-08-04 Fixed 5.9500000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAD5 190000.000000 PA USD 197117.210000 0.0051442092 Long DBT CORP US N 2 2035-04-15 Fixed 5.9500000000 N N N N N N BOSTON GAS COMPANY 144A FN7P4E7K9JOBORDEUX61 100743AN3 75000.000000 PA USD 76682.630000 0.0020012027 Long DBT CORP US N 2 2053-07-20 Fixed 6.1190000000 N N N N N N BRC INC-A N/A 05601U105 96753.000000 NS USD 122876.310000 0.0032067289 Long EC CORP US N 1 N N N HGVGI 2019-A A 144A N/A 05588UAA0 35100.810000 PA USD 34823.180000 0.0009087878 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.2800000000 N N N N N N BRIDGEPOINT GROUP-REGS 213800KFNMVI8PDZX472 000000000 496138.000000 NS 1866608.710000 0.0487132796 Long EC CORP GB N 2 N N N BRIGHTSPRING HEALTH SERVICES N/A 10950A106 42543.000000 NS USD 1538354.880000 0.0401467704 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAN3 55000.000000 PA USD 56352.510000 0.0014706433 Long DBT CORP US N 2 2032-04-01 Fixed 5.2000000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAP8 35000.000000 PA USD 35032.240000 0.0009142437 Long DBT CORP US N 2 2033-02-15 Fixed 4.8500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 120000.000000 PA USD 121461.480000 0.0031698058 Long DBT CORP US N 2 2032-02-15 Fixed 4.5500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 190000.000000 PA USD 198358.860000 0.0051766128 Long DBT CORP US N 2 2031-11-15 Fixed 5.1500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 149399.000000 NS USD 60201821.040000 1.5710995682 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCB5 320000.000000 PA USD 322221.440000 0.0084090806 Long DBT CORP US N 2 2030-02-15 Fixed 4.3500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 240000.000000 PA USD 240490.560000 0.0062761327 Long DBT CORP US N 2 2036-02-15 Fixed 4.8000000000 N N N N N N BROADRIDGE FINANCIAL SOLUTIO 549300KZDJZQ2YIHRC28 11133T103 17394.000000 NS USD 3967397.460000 0.1035380048 Long EC CORP US N 1 N N N BROOKFIELD CORP C6J3FGIWG6MBDGTE8F80 000000000 86922.000000 NS 4103984.800000 0.1071025533 Long EC CORP CA N 2 N N N BRUKER CORP CVT 6.375% 9/28 LEBZ6VLQ6I8XB1NHVY15 116794207 2496.000000 NS USD 932131.200000 0.0243260237 Long EP CORP US N 1 N N N BT GROUP PLC 213800LRO7NS5CYQMN21 000000000 1825495.000000 NS 4377681.680000 0.1142452783 Long EC CORP GB N 2 N N N BULGARIA 529900PG0XCL4LICL838 YO0398140 310000.000000 PA 368801.930000 0.0096247014 Long DBT NUSS BG N 2 2038-05-07 Fixed 4.1250000000 N N N N N N BULLISH N/A 000000000 1968.000000 NS USD 85844.160000 0.0022402931 Long EC CORP KY N 1 N N N BUNZL PLC 213800Q1Q9DV4L78UM09 000000000 95970.000000 NS 2749630.510000 0.0717576849 Long EC CORP GB N 2 N N N BURLINGTN NORTH SANTA FE N/A 12189LBL4 210000.000000 PA USD 210336.840000 0.0054892047 Long DBT CORP US N 2 2055-03-15 Fixed 5.5000000000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017106 2625.000000 NS USD 662103.750000 0.0172790606 Long EC CORP US N 1 N N N BX 2024-GPA3 A 144A N/A 123910AA9 224744.490000 PA USD 223259.060000 0.0058264386 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.2520000000 N N N N N N BX 2024-MDHS A 144A N/A 12433BAA5 435960.760000 PA USD 436232.670000 0.0113844556 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.6000000000 N N N N N N BX 2025-TAIL A 144A N/A 123912AA5 100000.000000 PA USD 99999.970000 0.0026097202 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.3590000000 N N N N N N CACTUS INC - A 549300J3T8C9F8QFKV08 127203107 7664.000000 NS USD 328938.880000 0.0085843870 Long EC CORP US N 1 N N N STANDARD CHARTERED SECURITIES 5493003GCX71N8988W38 000000000 1.000000 NC USD 297.820000 0.0000077723 N/A DFE CORP CA N 2 STANDARD CHARTERED SECURITIES 5493003GCX71N8988W38 -1115000.000000 CAD 800577.970000 USD 2026-01-26 297.820000 N N N TORONTO DOMINION SECURITIES SUVUFHICNZMP2WKHG940 000000000 1.000000 NC USD -3753.930000 -0.0000979671 N/A DFE CORP CA N 2 TORONTO DOMINION SECURITIES SUVUFHICNZMP2WKHG940 -885000.000000 CAD 631446.010000 USD 2026-01-26 -3753.930000 N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AP3 181000.000000 PA USD 181803.100000 0.0047445537 Long DBT CORP US N 2 2034-09-10 Fixed 4.7000000000 N N N N N N CAIXABANK SA 144A 7CUNS533WID6K7DGFI87 12803RAM6 200000.000000 PA USD 207368.800000 0.0054117471 Long DBT CORP ES N 2 2036-07-03 Variable 5.5810000000 N N N N N N CAIXABANK SA 144A 7CUNS533WID6K7DGFI87 12803RAH7 290000.000000 PA USD 310098.160000 0.0080926968 Long DBT CORP ES N 2 2035-06-15 Variable 6.0370000000 N N N N N N CALIFORNIA WATER SERVICE GRP 529900QABDOBU6UVRQ36 130788102 19662.000000 NS USD 892064.940000 0.0232804061 Long EC CORP US N 1 N N N XQH6 CAN 5YR BOND FUT MAR26 N/A 000000000 -5.000000 NC -901.790000 -0.0000235342 N/A DIR CORP CA N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short CANADIAN GOVERNMENT CANADIAN GOVERNMENT 2026-03-20 -404499.100000 USD -901.790000 N N N CANVA CLASS B COMMON STOCK PP N/A TC1HS9QX6 480.000000 NS USD 790147.200000 0.0206206374 Long EC CORP US Y 3 N N N CANVA SERIES A CVT PFD STOCK PP N/A TC0R8VGD3 30.000000 NS USD 49384.200000 0.0012887898 Long EP CORP US Y 3 N N N CANVA SERIES A-3 CVT PFD STOCK PP N/A 000000000 2.000000 NS USD 3292.280000 0.0000859193 Long EP CORP US Y 3 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDE2 49000.000000 PA USD 50969.410000 0.0013301594 Long DBT CORP US N 2 2030-02-01 Variable 5.7000000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 45000.000000 PA USD 50800.050000 0.0013257396 Long DBT CORP US N 2 2031-10-30 Variable 7.6240000000 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 8900.000000 NS USD 1949723.000000 0.0508823306 Long EC CORP US N 1 N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 000000000 99809.000000 NS 886349.920000 0.0231312600 Long EC CORP CA N 2 N N N CARETRUST REIT INC 5493001NVXE2B9GPLU96 14174T107 21388.000000 NS USD 802691.640000 0.0209480123 Long EC CORP US N 1 N N N CARIS LIFE SCIENCES INC 549300LX5LO78M5VPY43 142152107 23003.000000 NS USD 587266.590000 0.0153260195 Long EC CORP US N 1 N N N CARMX 2022-1 D N/A 14317CAG7 140000.000000 PA USD 139015.320000 0.0036279120 Long ABS-O CORP US N 2 2028-07-17 Fixed 2.4700000000 N N N N N N CARMX 2024-1 B N/A 14318WAF4 40000.000000 PA USD 40662.460000 0.0010611768 Long ABS-O CORP US N 2 2029-08-15 Fixed 5.1700000000 N N N N N N CARMX 2024-3 A3 N/A 14319GAD3 150000.000000 PA USD 151697.400000 0.0039588789 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.8900000000 N N N N N N CARMX 2025-4 A3 N/A 14320HAD8 95000.000000 PA USD 95155.700000 0.0024832983 Long ABS-O CORP US N 2 2030-12-16 Fixed 3.9700000000 N N N N N N CARMX 2025-4 A4 N/A 14320HAE6 95000.000000 PA USD 95268.220000 0.0024862347 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.0800000000 N N N N N N CMXS 2024-A A3 N/A 14319FAD5 75000.000000 PA USD 75676.580000 0.0019749476 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.4000000000 N N N N N N CMXS 2024-A B N/A 14319FAE3 90000.000000 PA USD 91308.930000 0.0023829083 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.3500000000 N N N N N N CRVNA 2022-P1 C N/A 14688DAF8 200000.000000 PA USD 196844.960000 0.0051371043 Long ABS-O CORP US N 2 2028-04-10 Fixed 3.3000000000 N N N N N N CRVNA 2024-N1 B 144A N/A 14687QAD5 120000.000000 PA USD 121112.410000 0.0031606960 Long ABS-O CORP US N 2 2030-05-10 Fixed 5.6300000000 N N N N N N CRVNA 2024-P2 A4 N/A 14688PAD6 200000.000000 PA USD 204665.440000 0.0053411970 Long ABS-O CORP US N 2 2030-06-10 Fixed 5.2100000000 N N N N N N CRVNA 2025-P3 B N/A 14688AAE7 45000.000000 PA USD 45091.910000 0.0011767730 Long ABS-O CORP US N 2 2031-10-10 Fixed 4.4800000000 N N N N N N CRVNA 2025-P4 B N/A 14689AAE6 35000.000000 PA USD 35077.190000 0.0009154168 Long ABS-O CORP US N 2 2032-01-12 Fixed 4.5900000000 N N N N N N CRVNA 2025-P4 A4 N/A 14689AAD8 500000.000000 PA USD 500213.150000 0.0130541676 Long ABS-O CORP US N 2 2031-11-10 Fixed 4.2500000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869102 55447.000000 NS USD 20764901.500000 0.5419059958 Long EC CORP US N 1 N N N CARVANA CO 144A 5493003WEAK2PJ5WS063 146869AM4 625520.000000 PA USD 703710.000000 0.0183648677 Long DBT CORP US N 2 2031-06-01 Variable 9.0000000000 N N Y N N N CARVANA CO 144A 5493003WEAK2PJ5WS063 146869AN2 456867.960000 PA USD 478569.190000 0.0124893207 Long DBT CORP US N 2 2030-06-01 Variable 9.0000000000 N N Y N N N CASELLA WASTE SYSTEMS INC-A 8EU0XUFVJ48U37IIDH51 147448104 14051.000000 NS USD 1354375.890000 0.0353454321 Long EC CORP US N 1 N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 22581.000000 NS USD 13001236.560000 0.3392960012 Long EC CORP US N 1 N N N CAVA GROUP INC N/A 148929102 1559.000000 NS USD 76219.510000 0.0019891166 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503M108 7654.000000 NS USD 1976033.180000 0.0515689529 Long EC CORP US N 1 N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAJ9 70000.000000 PA USD 71144.990000 0.0018566857 Long DBT CORP US N 2 2030-06-15 Fixed 4.8000000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAL4 55000.000000 PA USD 55590.370000 0.0014507536 Long DBT CORP US N 2 2033-01-15 Fixed 4.9000000000 N N N N N N CCC INTELLIGENT SOLUTIONS HO N/A 12510Q100 92098.000000 NS USD 686130.100000 0.0179060813 Long EC CORP US N 1 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 248263.740000 0.0064789910 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO 70D8_CDX IG CDST S45 5Y 15-100 12/20/2030 Y Default Event 2030-12-20 235144.380000 USD 0.000000 USD 6350000.000000 USD 13119.360000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 238880.550000 0.0062341159 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO 70D8_CDX IG CDST S45 5Y 15-100 12/20/2030 Y Default Event 2030-12-20 226227.880000 USD 0.000000 USD 6110000.000000 USD 12652.670000 N N N CECO ENVIRONMENTAL CORP 5493002CZCTL4HGLIY91 125141101 9079.000000 NS USD 473469.850000 0.0123562421 Long EC CORP US N 1 N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAN4 42000.000000 PA USD 43207.500000 0.0011275952 Long DBT CORP US N 2 2029-07-15 Variable 6.8300000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAP9 220000.000000 PA USD 223850.000000 0.0058418605 Long DBT CORP US N 2 2032-07-15 Variable 6.8790000000 N N N N N N CELLEBRITE DI LTD 254900G03462YGP1IO36 000000000 105960.000000 NS USD 1786485.600000 0.0466222899 Long EC CORP IL N 1 N N N CELLINK CORP SERIES D CVT PFD STOCK PP N/A TC6UJP4F9 6676.000000 NS USD 4272.640000 0.0001115040 Long EP CORP US Y 3 N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 BN9906411 100000.000000 PA 104082.230000 0.0027162558 Long DBT CORP ES N 2 2033-02-15 Fixed 2.0000000000 N N N N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 ZO9508185 300000.000000 PA 324903.800000 0.0084790827 Long DBT CORP ES N 2 2030-10-23 Fixed 1.7500000000 N N N N N N CELULOSA ARAUCO CONSTITU 144A 549300QEKV8G0AMNQD28 151191BR3 200000.000000 PA USD 206500.560000 0.0053890885 Long DBT CORP CL N 2 2032-05-05 Fixed 6.1800000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073E105 42525.000000 NS USD 15688748.250000 0.4094325583 Long EC CORP US N 1 N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 000000000 84465.631000 NS 1506836.150000 0.0393242195 Long EC CORP CA N 2 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 50000.000000 PA USD 49279.450000 0.0012860562 Long DBT CORP US N 2 2027-12-15 Fixed 4.2500000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 231000.000000 PA USD 222055.680000 0.0057950337 Long DBT CORP US N 2 2029-12-15 Fixed 4.6250000000 N N N N N N CESKA SPORITELNA AS 9KOGW2C2FCIOJQ7FF485 YX9830838 400000.000000 PA 485939.280000 0.0126816595 Long DBT CORP CZ N 2 2031-07-03 Variable 4.5700000000 N N N N N N CFE FIBRA E 144A N/A 125276AA3 200000.000000 PA USD 199722.000000 0.0052121870 Long DBT CORP MX N 2 2040-09-23 Fixed 5.8750000000 N N N N N N SCHWAB (CHARLES) CORP 549300VSGCJ7E698NM85 808513105 175080.000000 NS USD 16235168.400000 0.4236925997 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 193000.000000 PA USD 126191.890000 0.0032932563 Long DBT CORP US N 2 2052-06-01 Fixed 3.9000000000 N N N N N N CACLN 2025-1 B 144A N/A 46591HCS7 214419.890000 PA USD 215759.610000 0.0056307239 Long ABS-O CORP US N 2 2033-02-25 Fixed 4.7530000000 N N N N N N CHASE 2024-RPL4 A1B 144A N/A 16160NAC5 36558.960000 PA USD 32845.480000 0.0008571754 Long ABS-MBS CORP US N 2 2064-12-25 Variable 3.3750000000 N N N N N N CHECKR INC CVT PFD SR C PP N/A 000000000 14736.000000 NS USD 131150.400000 0.0034226595 Long EP CORP US Y 3 N N N CHECKR INC COMMON STOCK PP N/A TC0RNCX31 11790.000000 NS USD 104931.000000 0.0027384063 Long EC CORP US Y 3 N N N CHECKR INC CVT PFD SR D PP N/A 000000000 26046.000000 NS USD 231809.400000 0.0060495786 Long EP CORP US Y 3 N N N CHESAPEAKE UTILITIES CORP 254900WW0FDCKAOCKE74 165303108 15065.000000 NS USD 2094938.900000 0.0546720605 Long EC CORP US N 1 N N N CHEVRON CORP N/A 166764100 53444.000000 NS USD 8076991.720000 0.2107869494 Long EC CORP US N 1 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.000000 NC USD -2311.820000 -0.0000603321 N/A DFE CORP CH N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -348275.970000 USD 276000.000000 CHF 2026-01-23 -2311.820000 N N N CHILE ELECTRICITY LUX 144A N/A 16882LAA0 195501.000000 PA USD 201659.280000 0.0052627446 Long DBT CORP LU N 2 2035-10-20 Fixed 5.5800000000 N N N N N N CHIPOTLE MEXICAN GRILL INC 529900REP5VGTPCP1J71 169656105 69716.000000 NS USD 2406596.320000 0.0628054496 Long EC CORP US N 1 N N N CHUBB LTD E0JAN6VLUDI1HITHT809 000000000 16284.000000 NS USD 4822995.120000 0.1258667166 Long EC CORP CH N 1 N N N CHUGAI PHARMACEUTICAL CO LTD 529900T9LAII161DCN95 000000000 101800.000000 NS 5450994.860000 0.1422557578 Long EC CORP JP N 2 N N N CIFC 2018-1A A1R 144A 635400VBVF8AYJQBI411 17181NAC8 275000.000000 PA USD 275255.560000 0.0071834022 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 5.2040000000 N N N N N N CIFC 2020-4A BR 144A N/A 12562RAN5 250000.000000 PA USD 250586.150000 0.0065395994 Long ABS-CBDO CORP KY N 2 2040-01-15 Floating 5.5550000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523DA5 95000.000000 PA USD 98911.150000 0.0025813051 Long DBT CORP US N 2 2056-01-15 Fixed 6.0000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CX6 70000.000000 PA USD 70453.320000 0.0018386351 Long DBT CORP US N 2 2030-09-15 Fixed 4.5000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523100 10818.000000 NS USD 2999615.040000 0.0782815837 Long EC CORP US N 1 N N N CINTAS CORP N/A 172908105 6434.000000 NS USD 1196852.680000 0.0312345158 Long EC CORP US N 1 N N N CIPHER MINING INC 254900QABG5HCQZ28A17 17253J106 22090.000000 NS USD 449531.500000 0.0117315180 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 50310.000000 NS USD 3870851.400000 0.1010184220 Long EC CORP US N 1 N N N CGCMT 2020-555 B 144A N/A 17328EAC2 120000.000000 PA USD 108044.960000 0.0028196720 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.8290000000 N N N N N N CGCMT 2020-555 C 144A N/A 17328EAE8 100000.000000 PA USD 89220.450000 0.0023284048 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 3.0310000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 80000.000000 PA USD 81748.000000 0.0021333947 Long DBT CORP US N 2 2036-09-11 Variable 5.1740000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 365000.000000 PA USD 374201.650000 0.0097656191 Long DBT CORP US N 2 2031-05-07 Variable 4.9520000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 50828.000000 NS USD 5265780.800000 0.1374221875 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 145000.000000 PA USD 149099.880000 0.0038910909 Long DBT CORP US N 2 2036-03-27 Variable 5.3330000000 N N N N N N CMLTI 2022-INV1 A4B 144A N/A 17290FBL2 93440.730000 PA USD 81168.320000 0.0021182667 Long ABS-MBS CORP US N 2 2051-11-27 Variable 3.0000000000 N N N N N N LA CA ARPTS REV BUILD AMER DIR PMT C N/A 544435C32 45000.000000 PA USD 49135.410000 0.0012822971 Long DBT MUN US N 2 2039-05-15 Fixed 6.5820000000 N N N N N N CLARUS 2024-1A A2 144A N/A 18271JAB8 67124.780000 PA USD 67333.770000 0.0017572235 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.7100000000 N N N N N N CLEARWATER ANALYTICS HDS-A N/A 185123106 19894.000000 NS USD 438861.640000 0.0114530644 Long EC CORP US N 1 N N N CLEERLY SER C CVT PFD STK PP N/A TC1A1CZJ4 10046.000000 NS USD 152598.740000 0.0039824014 Long EP CORP US Y 3 N N N RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 000000000 1.000000 NC USD 6337.520000 0.0001653916 N/A DFE CORP CL N 2 RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 -367715.170000 USD 346965000.000000 CLP 2026-02-06 6337.520000 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 10179.000000 NS USD 2864981.340000 0.0747680198 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 4448.730000 0.0001160994 N/A DIR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_CLP-ICP Y 2027-10-01 0.000000 USD 0.000000 USD 2932966000.000000 CLP 4448.730000 N N N N/A N/A 000000000 1.000000 NC 4071.540000 0.0001062558 N/A DIR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_CLP-ICP Y 2027-10-02 0.000000 USD 0.000000 USD 3251625000.000000 CLP 4071.540000 N N N CNO GLOBAL FUNDING 144A 6354008GTNR4833ULD48 18977W2F6 60000.000000 PA USD 61187.700000 0.0015968283 Long DBT CORP US N 2 2029-09-09 Fixed 4.9500000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216100 70698.000000 NS USD 5169437.760000 0.1349079030 Long EC CORP US N 1 N N N COFINIMMO 549300TM914CSF6KI389 BM7559321 100000.000000 PA 102934.650000 0.0026863072 Long DBT CORP BE N 2 2030-12-02 Fixed 0.8750000000 N N N N N N COLBUN SA 144A 5493003VQJLE2QB8IF36 192714AF0 200000.000000 PA USD 202002.000000 0.0052716886 Long DBT CORP CL N 2 2035-09-11 Fixed 5.3750000000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162103 77044.000000 NS USD 6193567.160000 0.1616348230 Long EC CORP US N 1 N N N COLLIERS INTERNATIONAL GROUP INC D3O8K13PHLEXXD1DT480 194693107 8001.000000 NS USD 1152063.990000 0.0300656559 Long EC CORP CA N 1 N N N COLT 2021-5 A1 144A N/A 12598RAA1 382753.140000 PA USD 348608.610000 0.0090977121 Long ABS-MBS CORP US N 2 2066-11-26 Variable 1.7260000000 N N N N N N COLUMBIA BANKING SYSTEM INC 254900CTRJTQZ3BJ2V17 197236102 60156.000000 NS USD 1667524.320000 0.0435177324 Long EC CORP US N 1 N N N COLUMBIA PIPELINE HOLDCO 144A N/A 19828AAC1 240000.000000 PA USD 248418.480000 0.0064830292 Long DBT CORP US N 2 2034-01-15 Fixed 5.6810000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCY5 300000.000000 PA USD 237754.800000 0.0062047370 Long DBT CORP US N 2 2039-11-01 Fixed 3.2500000000 N N N N N N COMISION FEDERAL DE ELEC 144A 4469000001BFPONMPF32 200447AP5 200000.000000 PA USD 205015.400000 0.0053503300 Long DBT CORP MX N 2 2035-01-24 Fixed 6.4500000000 N N N N N N COMM 2016-CR28 AHR N/A 12593YBF9 110336.780000 PA USD 110118.510000 0.0028737859 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.6510000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 21000.000000 PA USD 19648.340000 0.0005127669 Long DBT CORP US N 2 2030-10-01 Fixed 2.7820000000 N N N N N N COMPASS GROUP PLC 2138008M6MH9OZ6U2T68 000000000 231619.000000 NS 7282605.090000 0.1900556746 Long EC CORP GB N 2 N N N COMPOSECURE INC N/A 20459V105 660.000000 NS USD 13114.200000 0.0003422440 Long EC CORP US N 1 N N N CONE 2024-DFW1 A 144A N/A 20682AAA8 250000.000000 PA USD 249687.880000 0.0065161570 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.6010000000 N N N N N N CONFLUENT INC-CLASS A 254900MRZ83YWUV7SN74 20717M103 13921.000000 NS USD 309742.250000 0.0080834086 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 159182.000000 NS USD 14117851.580000 0.3684365379 Long EC CORP US N 1 N N N CONSTELLATION ENERGY 549300F8Y20RYGNGV346 21037T109 8904.000000 NS USD 3244261.440000 0.0846661722 Long EC CORP US N 1 N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 205000.000000 PA USD 205423.740000 0.0053609865 Long DBT CORP US N 2 2054-03-15 Fixed 5.7500000000 N N N N N N CORCEPT THERAPEUTICS INC 529900EO9LUTFMZ7FF90 218352102 9659.000000 NS USD 766924.600000 0.0200145924 Long EC CORP US N 1 N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871X109 52810.000000 NS USD 1585356.200000 0.0413733737 Long EC CORP US N 1 N N N COREBRIDGE GLOB FUNDING 144A 54930057MDZ7KOVOTV71 00138CAX6 50000.000000 PA USD 51272.450000 0.0013380679 Long DBT CORP US N 2 2029-01-12 Fixed 5.2000000000 N N N N N N COREBRIDGE GLOB FUNDING 144A 54930057MDZ7KOVOTV71 00138CBH0 55000.000000 PA USD 55522.340000 0.0014489782 Long DBT CORP US N 2 2032-08-21 Fixed 4.9000000000 N N N N N N CORP ANDINA DE FOMENTO 144A UKZ46SXGNYCZK0UOZE76 219868CM6 200000.000000 PA USD 204553.400000 0.0053382730 Long DBT CORP N/A N 2 N/A Variable 6.7500000000 N N N N N N CORPORACION INMOBILIARIA 144A 4469000001BIRIFZJ959 21989DAB8 200000.000000 PA USD 201660.000000 0.0052627634 Long DBT CORP MX N 2 2033-01-30 Fixed 5.5000000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 127097AL7 60000.000000 PA USD 61925.640000 0.0016160864 Long DBT CORP US N 2 2034-03-15 Fixed 5.6000000000 N N N N N N CRANE CO 5493000CQRQOTHUODL75 224408104 3793.000000 NS USD 695067.250000 0.0181393160 Long EC CORP US N 1 N N N CRB GROUP SERIES D CVT PFD STOCK PP 549300BLONX7RHTYWF68 TC6YQ2VO5 2133.000000 NS USD 138645.000000 0.0036182477 Long EP CORP US Y 3 N N N CRB GROUP INC PP 549300BLONX7RHTYWF68 TC3WQ1RM3 1646.000000 NS USD 106990.000000 0.0027921405 Long EC CORP US Y 3 N N N CREDIT AGRICOLE SA 144A 969500TJ5KRTCJQWXH05 22535WAS6 500000.000000 PA USD 500275.000000 0.0130557818 Long DBT CORP FR N 2 2033-09-25 Variable 4.8180000000 N N N N N N CREDIT AGRICOLE SA 144A 969500TJ5KRTCJQWXH05 22535WAR8 250000.000000 PA USD 257471.500000 0.0067192878 Long DBT CORP FR N 2 2031-05-27 Variable 5.2220000000 N N N N N N CROWDSTRIKE HOLDINGS INC - A 549300YBY08K9KM4HX32 22788C105 4351.000000 NS USD 2215355.160000 0.0578145889 Long EC CORP US N 1 N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VBE0 120000.000000 PA USD 126036.240000 0.0032891942 Long DBT CORP US N 2 2034-03-01 Fixed 5.8000000000 N N N N N N CSW INDUSTRIALS INC 549300SYOEO3RVQ7FB83 126402106 3562.000000 NS USD 968400.940000 0.0252725627 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 229125.000000 NS USD 8101860.000000 0.2114359421 Long EC CORP US N 1 N N N CUBESMART N/A 229663109 22804.000000 NS USD 848992.920000 0.0221563466 Long EC CORP US N 1 N N N CURBLINE PROPERTIES CORP 529900PGR41LH0I81I15 23128Q101 87742.000000 NS USD 2100543.480000 0.0548183244 Long EC CORP US N 1 N N N CVC CAPITAL PARTNERS PLC 213800E8UQS1KA32YD39 000000000 122828.000000 NS 2028570.990000 0.0529400432 Long EC CORP JE N 2 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 491000.000000 PA USD 440708.340000 0.0115012581 Long DBT CORP US N 2 2048-03-25 Fixed 5.0500000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 225000.000000 PA USD 214878.600000 0.0056077320 Long DBT CORP US N 2 2053-02-21 Fixed 5.6250000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DY3 515000.000000 PA USD 532333.870000 0.0138924288 Long DBT CORP US N 2 2033-06-01 Fixed 5.3000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EJ5 95000.000000 PA USD 97249.600000 0.0025379432 Long DBT CORP US N 2 2032-09-15 Fixed 5.0000000000 N N N N N N CYRUS 2024-2A A2 144A N/A 23284BAG9 490000.000000 PA USD 480277.760000 0.0125339096 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.5000000000 N N N N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282W605 48762.000000 NS USD 3322155.060000 0.0866989784 Long EC CORP US N 1 N N N Caris Life Sciences Inc Lockup Shs PP 549300LX5LO78M5VPY43 000000000 19255.000000 NS USD 491580.150000 0.0128288704 Long EC CORP US Y 2 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 22757.000000 NS USD 5160832.460000 0.1346833287 Long EC CORP US N 1 N N N DANSKE BANK A/S 144A MAES062Z21O4RZ2U7M96 23636ABH3 200000.000000 PA USD 208352.800000 0.0054374268 Long DBT CORP DK N 2 2030-03-01 Variable 5.7050000000 N N N N N N DATABRICKS SER G CVT PFD STCK PP 984500FEDAC7FBD96273 TC6XLXUH0 4398.000000 NS USD 793839.000000 0.0207169831 Long EP CORP US Y 3 N N N DATABRICKS SER H CVT PFD STOCK PP 984500FEDAC7FBD96273 TC2K5K6F9 10416.000000 NS USD 1880088.000000 0.0490650514 Long EP CORP US Y 3 N N N DATABRICKS SER I CVT PFD STOCK PP 984500FEDAC7FBD96273 000000000 1201.000000 NS USD 216780.500000 0.0056573662 Long EP CORP US Y 3 N N N DATADOG INC - CLASS A 549300F6JNO0KRPO1K63 23804L103 6001.000000 NS USD 960220.010000 0.0250590633 Long EC CORP US N 1 N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 000000000 138291.000000 NS 5792800.880000 0.1511759413 Long EC CORP SG N 2 N N N DCC PLC 213800UPS1QEE4TD3T45 000000000 28866.000000 NS 1910048.850000 0.0498469460 Long EC CORP IE N 2 N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BL8 250000.000000 PA USD 265770.500000 0.0069358686 Long DBT CORP US N 2 2035-01-16 Fixed 5.4500000000 N N N N N N DEERE & CO PWFTNG3EI0Y73OXWDH08 244199105 43602.000000 NS USD 20252692.980000 0.5285387825 Long EC CORP US N 1 N N N DEFINITY FINANCIAL CORP 984500D5F3FC49D00C44 24477T100 97604.000000 NS 5039270.530000 0.1315109014 Long EC CORP CA N 2 N N N DEFT 2023-3 C 144A N/A 24702EAE0 100000.000000 PA USD 100790.870000 0.0026303605 Long ABS-O CORP US N 2 2029-04-23 Fixed 6.1700000000 N N N N N N DEFT 2024-1 C 144A N/A 24702GAJ4 665000.000000 PA USD 675353.720000 0.0176248479 Long ABS-O CORP US N 2 2030-03-22 Fixed 5.7300000000 N N N N N N DEFT 2024-2 A3 144A N/A 24704EAE8 170000.000000 PA USD 171181.860000 0.0044673690 Long ABS-O CORP US N 2 2030-08-22 Fixed 4.5900000000 N N N N N N DEFT 2025-2 A3 144A N/A 24703VAE1 100000.000000 PA USD 100221.000000 0.0026154885 Long ABS-O CORP US N 2 2031-03-24 Fixed 4.1200000000 N N N N N N DENALI THERAPEUTICS INC 549300ZTQ2HO18L3Q830 24823R105 55897.000000 NS USD 1088314.590000 0.0284019744 Long EC CORP US N 1 N N N DENISON MINES CORP 529900JWGSW17LJK6586 000000000 7636.000000 NS 19671.260000 0.0005133650 Long EC CORP CA N 2 N N DESCARTES SYSTEMS GRP/THE 875500NEPA7JI5EOMN45 249906108 9966.000000 NS USD 821397.720000 0.0214361888 Long EC CORP CA N 1 N N N DIAGEO PLC 213800ZVIELEA55JMJ32 000000000 115411.000000 NS 2652734.630000 0.0692289728 Long EC CORP GB N 2 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 380000.000000 PA USD 389341.920000 0.0101607379 Long DBT CORP US N 2 2034-04-18 Fixed 5.4000000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 391000.000000 PA USD 375419.040000 0.0097973895 Long DBT CORP US N 2 2054-04-18 Fixed 5.7500000000 N N N N N N DIME COMMUNITY BANCSHARES INC N/A 25432X102 28955.000000 NS USD 820874.250000 0.0214225277 Long EC CORP US N 1 N N N DIPLOMA PLC 2138008OGI7VYG8FGR19 000000000 10331.000000 NS 748299.900000 0.0195285397 Long EC CORP GB N 2 N N N DLLST 2024-1A A3 144A N/A 23346HAC1 77279.910000 PA USD 77595.340000 0.0020250219 Long ABS-O CORP US N 2 2027-08-20 Fixed 5.0500000000 N N N N N N DLLST 2024-1A A4 144A N/A 23346HAD9 25000.000000 PA USD 25226.590000 0.0006583436 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.9300000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 000000000 231745.000000 NS 6196940.630000 0.1617228612 Long EC CORP NO N 2 N N N DOGWOOD STATE BANK 549300D3SGJ9UCUF2779 25660B103 1375.000000 NS USD 31418.750000 0.0008199417 Long EC CORP US N 1 N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 92406.000000 NS USD 10239508.860000 0.2672226134 Long EC CORP US N 1 N N N DOORDASH INC - A 549300NUQ43FGGSK5051 25809K105 26116.000000 NS USD 5180630.920000 0.1352000132 Long EC CORP US N 1 N N N DOWLAIS GROUP PLC 213800XM8WOFLY6VPC92 000000000 831398.000000 NS 938193.480000 0.0244842323 Long EC CORP GB N 2 N N N DOXIMITY INC-CLASS A N/A 26622P107 340.000000 NS USD 17489.600000 0.0004564298 Long EC CORP US N 1 N N N DRIVE 2021-3 D 144A N/A 262081AF9 249451.940000 PA USD 246813.490000 0.0064411435 Long ABS-O CORP US N 2 2029-06-15 Fixed 1.9400000000 N N N N N N DRIVE 2025-2 B N/A 262103AE4 100000.000000 PA USD 99850.380000 0.0026058163 Long ABS-O CORP US N 2 2032-09-15 Fixed 4.1400000000 N N N N N N HONK 2020-1A A2 144A N/A 26209XAA9 120171.090000 PA USD 118196.210000 0.0030845913 Long ABS-O CORP US N 2 2050-07-20 Fixed 3.7860000000 N N N N N N HONK 2020-2A A2 144A N/A 26209XAC5 199793.630000 PA USD 193181.800000 0.0050415060 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.2370000000 N N N N N N DRSLF 2021-93A BR 144A 5493009K6Z2DW3X76185 26190TAS0 250000.000000 PA USD 250585.880000 0.0065395923 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.6050000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BK2 340000.000000 PA USD 348608.800000 0.0090977171 Long DBT CORP US N 2 2029-03-01 Fixed 5.1000000000 N N N N N N DUOLINGO N/A 26603R106 467.000000 NS USD 89388.470000 0.0023327897 Long EC CORP US N 1 N N N DUTCH BROS INC-CLASS A N/A 26701L100 14505.000000 NS USD 850138.050000 0.0221862312 Long EC CORP US N 1 N N N DYNE THERAPEUTICS INC N/A 26818M108 44283.000000 NS USD 969797.700000 0.0253090143 Long EC CORP US N 1 N N N EAGLE FUNDING LUXCO SARL 144A 894500VDP08MVIZ6OA60 26951TAA8 260000.000000 PA USD 264274.400000 0.0068968245 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.5000000000 N N N N N N EAGLE MATERIALS INC 529900KRXRGXL61SG039 26969PAC2 175000.000000 PA USD 172796.580000 0.0045095086 Long DBT CORP US N 2 2036-03-15 Fixed 5.0000000000 N N N N N N EAST WEST BANCORP INC 254900O4X656YXFOYB11 27579R104 18548.000000 NS USD 1979071.600000 0.0516482472 Long EC CORP US N 1 N N N EASTERN BANKSHARES INC 549300J245MBQU3DO403 27627N105 87947.000000 NS USD 1656042.010000 0.0432180762 Long EC CORP US N 1 N N N EASTGROUP PROPERTIES INC 31TIGQQZC4P6JMHKSW85 277276101 3887.000000 NS USD 704246.660000 0.0183788730 Long EC CORP US N 1 N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865100 10264.000000 NS USD 2824242.240000 0.0737048429 Long EC CORP US N 1 N N N EDENRED 9695006LOD5B2D7Y0N70 000000000 7016.000000 NS 150456.340000 0.0039264907 Long EC CORP FR N 2 N N N EFMT 2025-INV2 A1 144A 254900ZO1GLQXE3JWX68 281914AA9 217075.450000 PA USD 217911.000000 0.0056868691 Long ABS-MBS CORP US N 2 2070-05-26 Variable 5.3870000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414H103 127032.000000 NS USD 2956034.640000 0.0771442569 Long EC CORP US N 1 N N N EHGVT 2023-A B 144A N/A 28415AAB3 49902.050000 PA USD 51475.390000 0.0013433641 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.5300000000 N N N N N N ELEMENT FLEET MANAGEMENT 144A 5493000PGBS1C22ELQ16 286181AP7 105000.000000 PA USD 107672.460000 0.0028099508 Long DBT CORP CA N 2 2030-03-25 Fixed 5.0370000000 N N N N N N ELEMENT FLEET MANAGEMENT CORP 5493000PGBS1C22ELQ16 000000000 186879.000000 NS 4978714.920000 0.1299305690 Long EC CORP CA N 2 N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618M106 77846.000000 NS USD 2017768.320000 0.0526581236 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BC6 140000.000000 PA USD 143165.680000 0.0037362248 Long DBT CORP US N 2 2031-11-01 Fixed 4.9500000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 29922.000000 NS USD 10121415.720000 0.2641407119 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752BB8 100000.000000 PA USD 101916.800000 0.0026597441 Long DBT CORP US N 2 2030-02-15 Fixed 4.7500000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 28622HAC5 115000.000000 PA USD 104910.020000 0.0027378588 Long DBT CORP US N 2 2053-02-15 Fixed 5.1250000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457108 16742.000000 NS USD 18005518.740000 0.4698938043 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DF2 90000.000000 PA USD 92777.220000 0.0024212266 Long DBT CORP US N 2 2055-10-15 Fixed 5.5500000000 N N N N N N ELM20 2022-7A AR 144A N/A 29002AAL8 250000.000000 PA USD 250504.100000 0.0065374581 Long ABS-CBDO CORP KY N 2 2037-01-17 Floating 5.3820000000 N N N N N N EMD FINANCE LLC 144A 529900C8KS5G529A0B76 26867LAQ3 375000.000000 PA USD 377706.380000 0.0098570827 Long DBT CORP US N 2 2032-10-15 Fixed 4.6250000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261A100 27610.000000 NS USD 3208834.200000 0.0837416201 Long EC CORP US N 1 N N N ENEL FINANCE INTL NV 144A 0YQH6LCEF474UTUV4B96 29278GBF4 200000.000000 PA USD 200070.200000 0.0052212740 Long DBT CORP NL N 2 2028-09-30 Fixed 4.1250000000 N N N N N N ENEL FINANCE INTL NV 144A 0YQH6LCEF474UTUV4B96 29278GBH0 200000.000000 PA USD 199380.600000 0.0052032774 Long DBT CORP NL N 2 2035-09-30 Fixed 5.0000000000 N N N N N N ENGIE SA 144A LAXUQCHT4FH58LRZDY46 29286DAB1 200000.000000 PA USD 210267.600000 0.0054873977 Long DBT CORP FR N 2 2034-04-10 Fixed 5.6250000000 N N N N N N ENGIE LAXUQCHT4FH58LRZDY46 000000000 224755.000000 NS 5719182.260000 0.1492547007 Long EC CORP FR N 2 N N N ENI SPA 144A BUCRF72VH5RBN7X3VL35 26874RAQ1 200000.000000 PA USD 209031.800000 0.0054551468 Long DBT CORP IT N 2 2035-05-19 Fixed 5.7500000000 N N N N N N ENPRO INC 549300Y5CFT2LKCFDN54 29355X107 5242.000000 NS USD 1168179.700000 0.0304862310 Long EC CORP US N 1 N N N ENSIGN GROUP INC/THE 5493003K4HEEA8Q0BC72 29358P101 2342.000000 NS USD 434534.680000 0.0113401428 Long EC CORP US N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362U104 19126.000000 NS USD 1475379.640000 0.0385032923 Long EC CORP US N 1 N N N EFF 2024-1 A3 144A N/A 29375PAC4 145000.000000 PA USD 147600.850000 0.0038519704 Long ABS-O CORP US N 2 2030-09-20 Fixed 5.1600000000 N N N N N N EFF 2024-3 A3 144A N/A 29375QAC2 95000.000000 PA USD 96294.180000 0.0025130094 Long ABS-O CORP US N 2 2028-08-21 Fixed 4.9800000000 N N N N N N EFF 2024-3 A4 144A N/A 29375QAD0 65000.000000 PA USD 66579.740000 0.0017375455 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.0600000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAZ4 170000.000000 PA USD 176321.450000 0.0046014979 Long DBT CORP US N 2 2036-01-15 Fixed 5.3500000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PAY7 100000.000000 PA USD 102472.200000 0.0026742385 Long DBT CORP US N 2 2032-07-15 Fixed 5.0000000000 N N N N N N EPIRUS INC SERIES C-2 CVT PFD STOCK PP N/A TC6I72JG2 50717.000000 NS USD 183595.540000 0.0047913314 Long EP CORP US Y 3 N N N Epirus SERIES D CVT PFD STOCK PP N/A 000000000 11069.000000 NS USD 40069.780000 0.0010457095 Long EP CORP US Y 3 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429105 21906.000000 NS USD 4652177.220000 0.1214088460 Long EC CORP US N 1 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 000000000 202680.000000 NS 4660790.530000 0.1216336294 Long EC CORP NO N 2 N N N EQUITABLE AMERICA GLOBAL 144A 98450066CCBIACF06694 29446Q2E2 40000.000000 PA USD 39864.120000 0.0010403423 Long DBT CORP US N 2 2032-09-15 Fixed 4.7000000000 N N N N N N EQUITABLE AMERICA GLOBAL 144A 98450066CCBIACF06694 29446Q2C6 15000.000000 PA USD 14998.220000 0.0003914117 Long DBT CORP US N 2 2027-09-15 Fixed 3.9500000000 N N N N N N EQUITABLE AMERICA GLOBAL 144A 98450066CCBIACF06694 29446Q2B8 155000.000000 PA USD 158059.700000 0.0041249172 Long DBT CORP US N 2 2030-06-09 Fixed 4.9500000000 N N N N N N EQUITY BANCSHARES INC - CL A 549300BPQ2EJNU4WF694 29460X109 17906.000000 NS USD 779627.240000 0.0203460958 Long EC CORP US N 1 N N N EQUITY LIFESTYLE PROPERTIES 529900PEQG66LENB6798 29472R108 93383.000000 NS USD 5870989.210000 0.1532164385 Long EC CORP US N 1 N N N ERASCA INC N/A 29479A108 94137.000000 NS USD 298414.290000 0.0077877804 Long EC CORP US N 1 N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 35101.000000 NS 3836733.430000 0.1001280382 Long EC CORP AT N 2 N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605J106 29125.000000 NS USD 3268990.000000 0.0853115186 Long EC CORP US N 1 N N N ESCO TECHNOLOGIES INC 5493007JJLP5MEWVDH10 296315104 3353.000000 NS USD 713887.230000 0.0186304650 Long EC CORP US N 1 N N N ESSEX PROPERTY TRUST INC 549300TR2H2VEFX0NC60 297178105 14610.000000 NS USD 3851488.200000 0.1005130965 Long EC CORP US N 1 N N N ESSILORLUXOTTICA 549300M3VH1A3ER1TB49 000000000 13682.000000 NS 4907388.170000 0.1280691398 Long EC CORP FR N 2 N N N ETORO GROUP LTD-A 213800XPRPJK2X5QRG86 000000000 14813.000000 NS USD 621701.610000 0.0162246775 Long EC CORP VG N 1 N N N STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 000000000 1.000000 NC USD 1835.890000 0.0000479116 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -296221.580000 USD 255770.540000 EUR 2026-02-20 1835.890000 N N N OEZ5 EURO-BOBL FUTURE DEC25 N/A 000000000 -25.000000 NC -4386.700000 -0.0001144806 N/A DIR CORP DE N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Short BUNDESOBLIGATION BUNDESOBLIGATION 2025-12-08 -3434865.180000 USD -4386.700000 N N N IKZ5 EURO-BTP FUTURE DEC25 N/A 000000000 -12.000000 NC -38122.880000 -0.0009949008 N/A DIR CORP DE N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Short ITALY ITALY 2025-12-08 -1660398.790000 USD -38122.880000 N N N RXZ5 EURO-BUND FUTURE DEC25 N/A 000000000 -6.000000 NC -6344.000000 -0.0001655607 N/A DIR CORP DE N 1 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short GERMANY GERMANY 2025-12-08 -895538.320000 USD -6344.000000 N N N EART 2022-1A D N/A 30167JAF1 189753.420000 PA USD 188845.600000 0.0049283433 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.0200000000 N N N N N N EART 2023-1A D N/A 30168BAF7 45000.000000 PA USD 45748.100000 0.0011938978 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.6900000000 N N N N N N EART 2025-5A A3 N/A 30166VAE8 120000.000000 PA USD 120166.560000 0.0031360120 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.2400000000 N N N N N N ESART 2025-3 A3 N/A 30185FAC4 175000.000000 PA USD 175121.220000 0.0045701753 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.1800000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 173000.000000 PA USD 173111.240000 0.0045177204 Long DBT CORP US N 2 2029-02-01 Fixed 5.3750000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 32075.000000 NS USD 3910904.750000 0.1020637027 Long EC CORP US N 1 N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAV9 65000.000000 PA USD 65794.240000 0.0017170461 Long DBT CORP US N 2 2033-01-15 Fixed 4.9500000000 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 30225VAU1 185000.000000 PA USD 189899.910000 0.0049558578 Long DBT CORP US N 2 2035-06-15 Fixed 5.4000000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 36162.000000 NS USD 4191899.040000 0.1093968697 Long EC CORP US N 1 N N N FABRINET 5493004TETZ6IYF7CV44 000000000 286.000000 NS USD 131391.260000 0.0034289453 Long EC CORP KY N 1 N N N FNS 435 C24 B1V7KEBTPIMZEU4LTD58 31424UAZ9 229626.280000 PA USD 29112.470000 0.0007597542 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 2.0000000000 N N N N N N FNS 319 2 B1V7KEBTPIMZEU4LTD58 3136FAHB9 403.500000 PA USD 48.390000 0.0000012628 Long ABS-MBS USGSE US N 2 2032-02-25 Fixed 6.5000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0426C2 310000.000000 PA USD 303443.400000 0.0079190261 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0506C5 445000.000000 PA USD 444054.780000 0.0115885909 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0326C3 2700000.000000 PA USD 2497083.530000 0.0651669134 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0206C8 3075000.000000 PA USD 2501402.230000 0.0652796194 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0226C4 2200000.000000 PA USD 1871456.470000 0.0488397926 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 2.5000000000 N N N N N N FNMA 15 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0204C0 80000.000000 PA USD 73941.630000 0.0019296702 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0406C6 1055000.000000 PA USD 1004714.150000 0.0262202362 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR TBA DEC B1V7KEBTPIMZEU4LTD58 01F0306C7 885000.000000 PA USD 785893.350000 0.0205096238 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CXN9 203746.580000 PA USD 197790.420000 0.0051617781 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XFY70 221796.030000 PA USD 184559.190000 0.0048164799 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X53G0 7949.930000 PA USD 7519.370000 0.0001962346 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XCP51 28242.290000 PA USD 29097.830000 0.0007593722 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FPDG1 42292.410000 PA USD 41080.300000 0.0010720812 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACE6 69768.940000 PA USD 64776.020000 0.0016904734 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y7D21 519967.530000 PA USD 529051.530000 0.0138067689 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CHP4 2833.450000 PA USD 2953.560000 0.0000770797 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418FNJ2 140317.270000 PA USD 142121.630000 0.0037089780 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MWZ1 28118.300000 PA USD 29206.530000 0.0007622089 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9C32 7650.930000 PA USD 7301.320000 0.0001905441 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVLJ1 156644.050000 PA USD 160340.120000 0.0041844298 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERA59 4251.540000 PA USD 4099.960000 0.0001069975 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J95S6 57464.510000 PA USD 54887.620000 0.0014324137 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMHW4 1913.890000 PA USD 1968.590000 0.0000513747 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138YTK86 11559.870000 PA USD 11350.920000 0.0002962273 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EMS6 20666.610000 PA USD 20731.820000 0.0005410427 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9NY2 28730.220000 PA USD 26672.550000 0.0006960791 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402QYY1 400.960000 PA USD 417.420000 0.0000108935 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH3N0 3272.700000 PA USD 3472.310000 0.0000906176 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9YQ8 13071.590000 PA USD 12484.960000 0.0003258226 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACW6 45096.670000 PA USD 43785.980000 0.0011426919 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RRN1 8553.780000 PA USD 8797.900000 0.0002296006 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETGU4 22534.660000 PA USD 21507.060000 0.0005612743 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CMF8 206976.270000 PA USD 195564.800000 0.0051036957 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419A3K1 22710.120000 PA USD 23983.980000 0.0006259150 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DJS0 6819.330000 PA USD 7030.760000 0.0001834832 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418NET3 6884.690000 PA USD 6965.520000 0.0001817806 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DTQ5 124993.700000 PA USD 102495.710000 0.0026748521 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412P2U4 1562.960000 PA USD 1582.590000 0.0000413012 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31411ETV9 285.630000 PA USD 299.460000 0.0000078151 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140EU6Z7 15049.120000 PA USD 13710.130000 0.0003577961 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFK39 81139.970000 PA USD 77094.210000 0.0020119438 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EBR0 938199.620000 PA USD 767788.110000 0.0200371276 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LUTV7 7900.530000 PA USD 7555.800000 0.0001971853 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CNZ4 19690.300000 PA USD 18831.190000 0.0004914415 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BNN4 2785.650000 PA USD 2955.490000 0.0000771300 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJK80 60655.040000 PA USD 59655.870000 0.0015568518 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WAZC4 19259.550000 PA USD 19327.350000 0.0005043899 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MGG1 7082.670000 PA USD 7391.040000 0.0001928855 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJXC7 8192.710000 PA USD 8440.750000 0.0002202800 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DQ88 26739.140000 PA USD 22983.570000 0.0005998071 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CJV9 1445.240000 PA USD 1526.290000 0.0000398319 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XJKB8 541073.560000 PA USD 500103.050000 0.0130512943 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ENF87 21775.870000 PA USD 22437.970000 0.0005855684 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416TMF3 1714.400000 PA USD 1735.930000 0.0000453029 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHK97 35795.770000 PA USD 35176.320000 0.0009180038 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XNHW7 333488.140000 PA USD 345635.570000 0.0090201241 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RUW7 1623.540000 PA USD 1694.210000 0.0000442142 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KSS4 5865.810000 PA USD 5940.440000 0.0001550289 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6U57 629685.060000 PA USD 653752.080000 0.0170611053 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QC4X1 75472.860000 PA USD 67913.650000 0.0017723568 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPN91 52988.220000 PA USD 51595.970000 0.0013465109 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FLK49 15851.900000 PA USD 14529.660000 0.0003791836 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MQX99 28808.360000 PA USD 27515.610000 0.0007180807 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X4TB2 45100.310000 PA USD 41267.840000 0.0010769755 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNEW8 239206.580000 PA USD 198147.530000 0.0051710977 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELB36 14191.630000 PA USD 13550.470000 0.0003536295 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CGZ2 8801.200000 PA USD 8417.230000 0.0002196662 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMZC1 375332.460000 PA USD 324389.220000 0.0084656536 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKX39 174804.190000 PA USD 173789.950000 0.0045354328 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GH25 17902.030000 PA USD 16620.090000 0.0004337380 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCV21 108271.510000 PA USD 100549.230000 0.0026240544 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCLD6 3562.960000 PA USD 3444.280000 0.0000898861 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DV74 380461.380000 PA USD 311940.410000 0.0081407744 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELN41 19618.530000 PA USD 18730.180000 0.0004888054 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MZ47 6016.040000 PA USD 6275.420000 0.0001637710 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6L0 19022.380000 PA USD 19573.170000 0.0005108051 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJG44 71951.640000 PA USD 65726.320000 0.0017152736 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6W48 71894.770000 PA USD 74128.380000 0.0019345439 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6ST9 110996.350000 PA USD 105959.480000 0.0027652468 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KWU4 6192.190000 PA USD 6538.960000 0.0001706486 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS3D1 147606.960000 PA USD 148766.830000 0.0038823992 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH7F3 4486.950000 PA USD 4738.620000 0.0001236648 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WGZW7 24006.920000 PA USD 23520.750000 0.0006138260 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RR92 5358.190000 PA USD 5591.510000 0.0001459228 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECP3 161765.980000 PA USD 132204.360000 0.0034501650 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9LQ2 120051.480000 PA USD 111458.500000 0.0029087559 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BN53 6842.150000 PA USD 7122.990000 0.0001858902 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMQ3 3829.660000 PA USD 3996.460000 0.0001042965 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XKQG8 107422.550000 PA USD 101554.780000 0.0026502964 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUM94 25106.630000 PA USD 25713.820000 0.0006710590 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED49 32241.090000 PA USD 26372.290000 0.0006882432 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FGMN6 43165.130000 PA USD 39564.460000 0.0010325220 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140LNFD4 70214.230000 PA USD 61185.190000 0.0015967628 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y67K0 189205.620000 PA USD 196876.020000 0.0051379148 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385W2S7 1353.130000 PA USD 1405.550000 0.0000366809 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFU8 684.560000 PA USD 696.700000 0.0000181819 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417WUE9 7537.530000 PA USD 7626.030000 0.0001990181 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140F5TN3 22830.080000 PA USD 20925.660000 0.0005461013 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DE70 204.560000 PA USD 216.020000 0.0000056375 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GJG3 579.320000 PA USD 589.770000 0.0000153914 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.6450000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMV2 31914.410000 PA USD 29639.150000 0.0007734991 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ELV0 225992.380000 PA USD 216184.710000 0.0056418178 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X0Y36 5011.450000 PA USD 4652.570000 0.0001214191 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LUV2 69550.410000 PA USD 66256.100000 0.0017290994 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERT59 48546.110000 PA USD 47606.230000 0.0012423898 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AK31 26452.310000 PA USD 25265.490000 0.0006593588 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418ECG3 88972.140000 PA USD 78078.440000 0.0020376294 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MG63 1396.010000 PA USD 1473.290000 0.0000384488 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QRKQ5 325586.960000 PA USD 339138.650000 0.0088505726 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418C4W1 38674.330000 PA USD 37433.940000 0.0009769214 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J6GM3 24000.550000 PA USD 23312.670000 0.0006083956 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6XC0 120184.830000 PA USD 115884.850000 0.0030242713 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMT7 346.160000 PA USD 365.540000 0.0000095396 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DRS0 1684.860000 PA USD 1711.700000 0.0000446706 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GTZ9 2733.800000 PA USD 2610.020000 0.0000681142 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELX73 11849.480000 PA USD 11961.840000 0.0003121707 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A7QM3 22145.110000 PA USD 21782.600000 0.0005684651 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417VN66 7800.400000 PA USD 7893.590000 0.0002060007 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419DL74 13790.310000 PA USD 13938.080000 0.0003637450 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418EAV2 247664.700000 PA USD 210655.120000 0.0054975109 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140NLSV2 64340.660000 PA USD 64478.860000 0.0016827184 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED56 263676.940000 PA USD 225545.180000 0.0058860999 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 11319.020000 PA USD 11258.260000 0.0002938092 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERCZ1 24901.170000 PA USD 24465.200000 0.0006384735 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WAXP7 15343.350000 PA USD 15391.060000 0.0004016637 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BXR4 1211.250000 PA USD 1263.980000 0.0000329864 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3GH6 122913.470000 PA USD 125057.470000 0.0032636511 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3PV5 204673.000000 PA USD 208069.600000 0.0054300361 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUWR3 68034.300000 PA USD 69968.000000 0.0018259696 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EQCM2 8071.510000 PA USD 8315.640000 0.0002170150 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMU4 18999.930000 PA USD 20145.650000 0.0005257453 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUD86 5277.890000 PA USD 5494.600000 0.0001433937 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GFT8 15697.440000 PA USD 14983.420000 0.0003910255 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUXA9 84604.270000 PA USD 87008.940000 0.0022706906 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XALH3 254685.250000 PA USD 253482.910000 0.0066151967 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371LWU9 3275.430000 PA USD 3415.490000 0.0000891348 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EDF4 130983.640000 PA USD 118105.820000 0.0030822324 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9DE2 184351.850000 PA USD 171145.710000 0.0044664255 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YUH8 31075.000000 PA USD 30569.540000 0.0007977797 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3S1 3591.090000 PA USD 3810.230000 0.0000994364 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ES43 85651.540000 PA USD 85921.840000 0.0022423203 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJGD4 92294.070000 PA USD 84938.410000 0.0022166555 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XH4E4 21646.410000 PA USD 21820.040000 0.0005694422 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCBF4 102604.180000 PA USD 101335.650000 0.0026445777 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QL6V3 499467.820000 PA USD 430646.770000 0.0112386792 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSM1 12373.520000 PA USD 12172.250000 0.0003176618 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416VKM5 8677.190000 PA USD 9163.160000 0.0002391329 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410FYT6 10468.820000 PA USD 11055.060000 0.0002885062 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J6CR6 49193.080000 PA USD 46965.170000 0.0012256599 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJRA8 6918.760000 PA USD 6980.130000 0.0001821619 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140J5UV9 38604.370000 PA USD 37779.440000 0.0009859380 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSV1 56095.450000 PA USD 56656.220000 0.0014785693 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELBQ5 3614.990000 PA USD 3723.010000 0.0000971602 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31376KL53 955.660000 PA USD 996.070000 0.0000259946 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LQQ8 2283.450000 PA USD 2352.500000 0.0000613937 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CJA3 65386.490000 PA USD 59577.670000 0.0015548110 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DYY2 492831.050000 PA USD 422432.060000 0.0110242982 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGVC0 41789.530000 PA USD 43054.560000 0.0011236039 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J8ZH9 26159.360000 PA USD 26105.730000 0.0006812867 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QTEF2 136714.740000 PA USD 140182.780000 0.0036583795 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DBD0 4333.780000 PA USD 4456.570000 0.0001163040 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140N16U2 163229.660000 PA USD 163685.800000 0.0042717427 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QTLD9 183000.070000 PA USD 190086.080000 0.0049607164 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XH2F3 37626.750000 PA USD 32726.050000 0.0008540586 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW34 5503.450000 PA USD 5811.680000 0.0001516686 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LXQH5 16064.820000 PA USD 15363.860000 0.0004009539 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EJF8 77157.300000 PA USD 77376.890000 0.0020193210 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EP38 106699.050000 PA USD 108522.490000 0.0028321342 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417UEC5 4919.500000 PA USD 4980.290000 0.0001299717 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPDH9 126204.000000 PA USD 126172.870000 0.0032927599 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CYN8 154773.260000 PA USD 154234.390000 0.0040250873 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416XY95 17486.030000 PA USD 17659.050000 0.0004608519 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPEG5 5616.200000 PA USD 5322.590000 0.0001389047 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCKG0 25806.330000 PA USD 23245.960000 0.0006066547 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERDM9 26425.200000 PA USD 26529.080000 0.0006923350 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QT2T5 223534.950000 PA USD 228940.870000 0.0059747180 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW42 6693.350000 PA USD 7061.330000 0.0001842810 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q6T3 1796.740000 PA USD 1846.500000 0.0000481885 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J6C47 13990.540000 PA USD 13575.210000 0.0003542751 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XRP58 258309.530000 PA USD 253433.670000 0.0066139117 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140QCNB8 53566.980000 PA USD 52045.980000 0.0013582549 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.0000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BQC5 474.170000 PA USD 484.700000 0.0000126493 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.3920000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MBKY1 28394.750000 PA USD 27120.700000 0.0007077746 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETLH7 50268.730000 PA USD 51787.090000 0.0013514986 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QWBA9 236342.170000 PA USD 240686.360000 0.0062812425 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJMU9 81939.890000 PA USD 75104.800000 0.0019600257 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERTY6 81548.160000 PA USD 77724.920000 0.0020284036 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EM23 157586.760000 PA USD 162417.870000 0.0042386533 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140XJB93 59954.100000 PA USD 52576.240000 0.0013720932 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9DD4 78226.230000 PA USD 71471.010000 0.0018651940 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138WD5K3 3751.250000 PA USD 3673.810000 0.0000958762 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECQ1 1156771.310000 PA USD 989470.380000 0.0258224163 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEYY2 557385.990000 PA USD 485903.930000 0.0126807369 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUNB8 117333.850000 PA USD 119250.950000 0.0031121171 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417KXK8 4630.940000 PA USD 4689.090000 0.0001223722 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RSN0 9296.010000 PA USD 9559.380000 0.0002494731 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410F5C5 14619.070000 PA USD 15033.260000 0.0003923261 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9NN7 59840.480000 PA USD 55556.990000 0.0014498824 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138E2MC6 370.930000 PA USD 368.130000 0.0000096072 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.0000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 31385JJC3 4401.690000 PA USD 4631.750000 0.0001208758 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMTP9 368687.870000 PA USD 304494.980000 0.0079464694 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLM60 7711.880000 PA USD 6622.310000 0.0001728238 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140XLXV5 23246.920000 PA USD 20419.910000 0.0005329027 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGEQ8 193127.220000 PA USD 189845.060000 0.0049544264 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPGW8 118503.940000 PA USD 110017.740000 0.0028711561 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WZWA6 9417.040000 PA USD 8982.770000 0.0002344252 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XLVH8 5339.460000 PA USD 5426.470000 0.0001416157 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9KW4 48220.880000 PA USD 48663.800000 0.0012699894 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417SBL3 2510.230000 PA USD 2541.250000 0.0000663195 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QBR67 228321.530000 PA USD 207715.500000 0.0054207950 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LS37 46036.820000 PA USD 44047.110000 0.0011495067 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XGH77 390511.450000 PA USD 369180.450000 0.0096345797 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138E0Q93 3086.570000 PA USD 2971.010000 0.0000775351 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPBW8 87940.440000 PA USD 88118.250000 0.0022996405 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEAQ5 85022.270000 PA USD 75718.750000 0.0019760481 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AVS3 32650.810000 PA USD 32129.770000 0.0008384974 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7MW6 89199.580000 PA USD 83595.820000 0.0021816177 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDKJ2 22002.900000 PA USD 21799.330000 0.0005689017 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RJN0 1036.540000 PA USD 1052.920000 0.0000274783 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BLC0 615.160000 PA USD 641.940000 0.0000167528 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNDJ8 244283.490000 PA USD 211126.450000 0.0055098113 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A2AX7 19856.910000 PA USD 19337.890000 0.0005046650 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMU4 11486.840000 PA USD 10665.510000 0.0002783401 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31390MFQ2 1059.480000 PA USD 1095.890000 0.0000285997 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XAB43 83460.160000 PA USD 85474.650000 0.0022306499 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371KWK3 2942.220000 PA USD 3133.330000 0.0000817712 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCXQ4 10630.410000 PA USD 10518.910000 0.0002745142 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QM4Y7 282512.750000 PA USD 243581.870000 0.0063568072 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417F4U9 47095.340000 PA USD 43583.590000 0.0011374101 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6U0 2796.810000 PA USD 2918.590000 0.0000761671 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3M4 45932.210000 PA USD 45166.070000 0.0011787084 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DC24 10354.340000 PA USD 10524.390000 0.0002746572 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371MNT0 6168.820000 PA USD 6514.330000 0.0001700058 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31400B5W2 53.070000 PA USD 54.380000 0.0000014192 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DYB2 758961.530000 PA USD 621636.160000 0.0162229694 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EKS8 40113.510000 PA USD 38428.240000 0.0010028699 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XMB62 59064.020000 PA USD 61445.830000 0.0016035647 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VD0 17615.340000 PA USD 17227.910000 0.0004496004 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140A0AH2 140662.740000 PA USD 142656.580000 0.0037229387 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WMW49 3376.650000 PA USD 3223.050000 0.0000841126 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140BE7L6 29727.230000 PA USD 31046.000000 0.0008102140 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVAM6 425287.340000 PA USD 439201.620000 0.0114619369 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X4DE3 83547.980000 PA USD 76322.930000 0.0019918155 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q2V2 16836.980000 PA USD 17303.270000 0.0004515671 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9HW4 40286.700000 PA USD 37076.640000 0.0009675969 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QT2Q1 91729.430000 PA USD 93578.050000 0.0024421260 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418CQD9 13597.920000 PA USD 12873.310000 0.0003359575 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGJH8 24895.580000 PA USD 23646.730000 0.0006171137 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WFGZ3 10271.170000 PA USD 9987.810000 0.0002606540 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ7F9 62219.100000 PA USD 61413.470000 0.0016027202 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS4E8 104743.380000 PA USD 107506.910000 0.0028056304 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9RS6 41810.850000 PA USD 42562.980000 0.0011107750 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DF99 15999.050000 PA USD 14858.430000 0.0003877636 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EE63 43295.020000 PA USD 42393.310000 0.0011063471 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFT1 4122.710000 PA USD 4236.920000 0.0001105718 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YV95 6027.580000 PA USD 5927.670000 0.0001546956 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGYQ6 111806.790000 PA USD 93035.490000 0.0024279667 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DGM6 28755.410000 PA USD 30006.520000 0.0007830865 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DVZ9 440.980000 PA USD 465.660000 0.0000121524 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EZM5 300402.650000 PA USD 308000.470000 0.0080379530 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BLD8 24258.470000 PA USD 25304.320000 0.0006603722 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RF87 1238.850000 PA USD 1260.830000 0.0000329041 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410G2F9 1106.200000 PA USD 1152.980000 0.0000300896 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ARBE3 12861.210000 PA USD 12636.020000 0.0003297649 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7VE6 23563.450000 PA USD 24249.680000 0.0006328490 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACF3 31980.860000 PA USD 29692.140000 0.0007748820 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMHX5 15782.590000 PA USD 13719.930000 0.0003580519 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KC93 776.600000 PA USD 820.100000 0.0000214023 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WAFC6 3686.530000 PA USD 3637.830000 0.0000949372 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419BBT1 14801.080000 PA USD 14557.270000 0.0003799041 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7CA5 156665.950000 PA USD 151550.360000 0.0039550416 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BN61 8803.430000 PA USD 9082.080000 0.0002370169 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 3138EQZU9 21894.550000 PA USD 22500.120000 0.0005871904 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLPR1 265247.360000 PA USD 227930.360000 0.0059483465 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGRW1 32473.690000 PA USD 31236.580000 0.0008151876 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDEN0 1710.860000 PA USD 1547.230000 0.0000403784 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADC8 7327.790000 PA USD 7646.830000 0.0001995609 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418TJF5 7928.170000 PA USD 8168.250000 0.0002131685 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140E0E35 46897.100000 PA USD 44544.120000 0.0011624773 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412NBD7 7018.490000 PA USD 7400.800000 0.0001931402 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMTQ4 30657.260000 PA USD 31950.100000 0.0008338085 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31406AUU4 2265.530000 PA USD 2304.080000 0.0000601301 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W0BS3 13372.350000 PA USD 13710.860000 0.0003578152 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J8GH0 239244.060000 PA USD 219293.240000 0.0057229417 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140NGTB6 154019.130000 PA USD 154128.780000 0.0040223311 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADK0 2110.440000 PA USD 2202.330000 0.0000574747 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XG3C1 53553.310000 PA USD 53681.800000 0.0014009452 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DVA7 1034752.600000 PA USD 848504.320000 0.0221435955 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138WJQE1 122895.250000 PA USD 117702.640000 0.0030717105 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKG61 277365.500000 PA USD 289049.120000 0.0075433756 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VB4 45126.750000 PA USD 44248.430000 0.0011547606 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QKN87 10752.770000 PA USD 9240.040000 0.0002411393 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XBDR8 32987.830000 PA USD 32726.540000 0.0008540714 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUZY5 9504.270000 PA USD 9796.710000 0.0002556668 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHXF9 446435.460000 PA USD 385477.270000 0.0100598813 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMCC6 601266.070000 PA USD 518421.360000 0.0135293511 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140K3B27 29630.220000 PA USD 28774.590000 0.0007509365 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFRH1 4682.900000 PA USD 4527.160000 0.0001181462 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJNB0 60001.010000 PA USD 55107.510000 0.0014381523 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGTC8 7007.890000 PA USD 7220.100000 0.0001884245 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XA2E1 126442.260000 PA USD 114337.780000 0.0029838971 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAM2 113511.300000 PA USD 92929.050000 0.0024251889 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVGT5 32217.220000 PA USD 32750.240000 0.0008546899 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJND6 43968.330000 PA USD 40300.680000 0.0010517353 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EB82 1879227.700000 PA USD 1537301.710000 0.0401192856 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RDG1 1658.240000 PA USD 1737.470000 0.0000453431 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFV6 3609.190000 PA USD 3673.350000 0.0000958642 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418D2M3 184056.250000 PA USD 157725.560000 0.0041161971 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138Y3YF2 6322.840000 PA USD 6228.630000 0.0001625499 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHHT7 122093.860000 PA USD 100025.990000 0.0026103993 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WKHN8 2812.140000 PA USD 2611.410000 0.0000681505 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AAH1 12383.320000 PA USD 12166.530000 0.0003175125 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECD0 583726.270000 PA USD 539532.420000 0.0140802909 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEJ94 149544.180000 PA USD 123881.670000 0.0032329660 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140X5ZM8 56013.810000 PA USD 54395.380000 0.0014195677 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CR97 112917.030000 PA USD 109913.090000 0.0028684250 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DWF2 7323.250000 PA USD 7642.380000 0.0001994448 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KJJ4 345.020000 PA USD 359.890000 0.0000093921 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAN0 3795.840000 PA USD 3255.900000 0.0000849699 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 3140FXGG1 75500.890000 PA USD 75112.050000 0.0019602149 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNR 2021-33 AI B1V7KEBTPIMZEU4LTD58 3136BHUP2 759851.970000 PA USD 99625.410000 0.0025999452 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 2.5000000000 N N N N N N FARMERS BUSINESS NETWORK INC CVT SR D PP 5493003KO0NA75DM0Y81 000000000 3203.000000 NS USD 0.000000 0.0000000000 Long EP CORP US Y 3 N N N FB FINANCIAL CORP 5493000B2LD2C2A6C435 30257X104 18358.000000 NS USD 1025477.880000 0.0267621116 Long EC CORP US N 1 N N N FEDERAL SIGNAL CORP 549300RTXZRPTNP6G884 313855108 6373.000000 NS USD 726522.000000 0.0189601972 Long EC CORP US N 1 N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAA5 35000.000000 PA USD 35392.280000 0.0009236398 Long DBT CORP US N 2 2034-10-03 Fixed 5.0000000000 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAB3 85000.000000 PA USD 84781.980000 0.0022125731 Long DBT CORP US N 2 2031-03-15 Fixed 4.3500000000 N N N N N N FERRARI NV 549300RIVY5EX8RCON76 YX0724154 105000.000000 PA 124819.310000 0.0032574357 Long DBT CORP NL N 2 2030-05-21 Fixed 3.6250000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1357.740000 0.0000354332 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A APOLLO DEBT SOLUTIONS BD Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 61725.210000 USD 1357.740000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1494.160000 0.0000389934 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES CAPITAL CORP Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 75295.990000 USD 1494.160000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 378.100000 0.0000098674 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES CAPITAL CORP Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 21059.640000 USD 378.100000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 313.540000 0.0000081825 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES STRATEGIC INCOME FU Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 22140.800000 USD 313.540000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 288.580000 0.0000075311 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BAIN CAPITAL SPECIALTY F Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 20892.060000 USD 288.580000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 368.190000 0.0000096087 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLACKSTONE SECURED LEND Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 28449.290000 USD 368.190000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 239.280000 0.0000062445 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A CARLYLE SECURED LENDING Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 19542.400000 USD 239.280000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 136.930000 0.0000035735 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A GOLDMAN SACHS PRIVATE CR Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 30867.630000 USD 136.930000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 497.380000 0.0000129802 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A HPS CORPORATE LENDING FU Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 29638.500000 USD 497.380000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 657.500000 0.0000171589 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A HERCULES CAPITAL INC Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 27141.750000 USD 657.500000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1418.560000 0.0000370205 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CAPITAL CORP Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 76417.240000 USD 1418.560000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 2961.230000 0.0000772798 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CAPITAL CORP Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 75822.000000 USD 2961.230000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 523.520000 0.0000136624 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 57900.240000 USD 523.520000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 523.520000 0.0000136624 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 57900.240000 USD 523.520000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 560.760000 0.0000146343 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 45158.080000 USD 560.760000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 560.760000 0.0000146343 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 45158.080000 USD 560.760000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 699.510000 0.0000182553 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-02-23 0.000000 USD 0.000000 USD 49376.640000 USD 699.510000 N N N FIEMEX ENERGIA - BANC AC 144A N/A 05974EAA8 198101.477000 PA USD 207396.400000 0.0054124674 Long DBT CORP MX N 2 2041-01-31 Fixed 7.2500000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 116805.000000 NS USD 5076345.300000 0.1324784495 Long EC CORP US N 1 N N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAH5 303000.000000 PA USD 265611.320000 0.0069317144 Long DBT CORP US N 2 2031-08-15 Fixed 2.4000000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 41000.000000 PA USD 37120.540000 0.0009687425 Long DBT CORP US N 2 2030-09-01 Fixed 2.2500000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 223000.000000 PA USD 207003.320000 0.0054022091 Long DBT CORP US N 2 2030-03-01 Fixed 2.6500000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAH2 85000.000000 PA USD 85217.010000 0.0022239262 Long DBT CORP US N 2 2035-01-15 Fixed 5.0000000000 N N N N N N FIRSTSERVICE CORP 5493000XUDIV75BCF118 33767E202 5383.000000 NS USD 844323.550000 0.0220344890 Long EC CORP CA N 1 N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BP2 385000.000000 PA USD 380616.780000 0.0099330361 Long DBT CORP US N 2 2031-02-15 Fixed 4.5500000000 N N N N N N FIVE STAR BANCORP 5493008ZRBIHKWC0JA73 33830T103 24306.000000 NS USD 838313.940000 0.0218776550 Long EC CORP US N 1 N N N FLAGSHIP COMMUNITIES REIT UT 894500P7IQ2SJ1DF2L20 000000000 36262.000000 NS USD 649815.040000 0.0169583596 Long EC CORP CA N 1 N N N FLAGSTAR BANK, N.A. SS1TRMSN6BRNMOREEV51 649445400 64379.000000 NS USD 787998.960000 0.0205645744 Long EC CORP US N 1 N N N FSMT 2020-1INV A11 144A N/A 33851YAL0 63882.540000 PA USD 61165.260000 0.0015962426 Long ABS-MBS CORP US N 2 2050-03-25 Floating 4.9190000000 N N N N N N FLEXE SERIES C CVT PFD STOCK PP N/A 000000000 9815.000000 NS USD 32683.950000 0.0008529599 Long EP CORP US Y 3 N N N FLEXE SERIES D CVT PFD STOCK PP N/A TC3VQOQZ7 3669.000000 NS USD 12217.770000 0.0003188497 Long EP CORP US Y 3 N N N FLOOR & DECOR HOLDINGS INC-A 549300M5FR3N688XGQ36 339750101 12933.000000 NS USD 822797.460000 0.0214727181 Long EC CORP US N 1 N N N FLOWSERVE CORP 6Y0GK87T6V7NJKZJVM41 34354P105 5107.000000 NS USD 364384.450000 0.0095094175 Long EC CORP US N 1 N N N FLUTTER TREASURY DAC 144A 635400JE8VLL9UFVIC38 344045AB5 200000.000000 PA USD 201854.600000 0.0052678419 Long DBT CORP IE N 2 2031-06-04 Fixed 5.8750000000 N N N N N N FORDO 2022-C C N/A 34535AAG5 110000.000000 PA USD 110489.120000 0.0028834578 Long ABS-O CORP US N 2 2030-03-15 Fixed 5.2200000000 N N N N N N FORDR 2023-1 A 144A N/A 34535QAA3 465000.000000 PA USD 473892.940000 0.0123672836 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.8500000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D59 200000.000000 PA USD 209440.800000 0.0054658205 Long DBT CORP US N 2 2028-11-07 Fixed 6.7980000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 560000.000000 PA USD 600766.320000 0.0156783248 Long DBT CORP US N 2 2030-03-06 Fixed 7.3500000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H48 200000.000000 PA USD 202984.800000 0.0052973370 Long DBT CORP US N 2 2030-09-05 Fixed 5.7300000000 N N N N N N FORTITUDE GROUP HOLDINGS 144A 2549006R9ZUL08JFIH12 34966XAA6 130000.000000 PA USD 134776.980000 0.0035173032 Long DBT CORP US N 2 2030-04-01 Fixed 6.2500000000 N N N N N N FCBSL 2024-4A B 144A 254900DPXY8BVCQBIY30 34966VAE2 250000.000000 PA USD 250500.000000 0.0065373511 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.8050000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AE3 200000.000000 PA USD 214852.200000 0.0056070430 Long DBT CORP US N 2 2038-01-25 Fixed 6.4000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AJ2 200000.000000 PA USD 213196.600000 0.0055638364 Long DBT CORP US N 2 2037-01-25 Fixed 6.2000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AH6 200000.000000 PA USD 211792.600000 0.0055271960 Long DBT CORP US N 2 2036-01-25 Fixed 6.1000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AD5 200000.000000 PA USD 215300.800000 0.0056187502 Long DBT CORP US N 2 2035-01-25 Fixed 6.2500000000 N N N N N N FRANCO-NEVADA CORP 98450064C1B5D3E94864 351858105 4727.000000 NS USD 991913.680000 0.0258861796 Long EC CORP CA N 1 N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6QE1 522.390000 PA USD 552.090000 0.0000144080 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9JW3 29847.590000 PA USD 28578.230000 0.0007458121 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74W3 2458.210000 PA USD 2487.900000 0.0000649272 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SAG5 38835.680000 PA USD 37184.120000 0.0009704018 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31287UDJ8 320.040000 PA USD 335.320000 0.0000087509 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312938BW2 1683.040000 PA USD 1699.280000 0.0000443465 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9ZN5 33432.820000 PA USD 33785.140000 0.0008816979 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8R30 110.340000 PA USD 108.650000 0.0000028355 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941NS2 6457.440000 PA USD 6660.510000 0.0001738207 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.0000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GDC67 19535.600000 PA USD 19251.960000 0.0005024224 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75Q5 9659.440000 PA USD 9963.150000 0.0002600104 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335ALP1 19072.110000 PA USD 19286.750000 0.0005033304 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74T0 4900.050000 PA USD 5083.180000 0.0001326568 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8AW4 64.890000 PA USD 67.620000 0.0000017647 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312933NW0 10658.080000 PA USD 10804.300000 0.0002819621 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942WL5 243.740000 PA USD 240.050000 0.0000062646 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335APZ5 200580.100000 PA USD 190876.370000 0.0049813407 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312940EU9 985.840000 PA USD 1016.830000 0.0000265364 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941UZ8 11656.240000 PA USD 12022.820000 0.0003137621 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132HMK91 7131.040000 PA USD 6827.780000 0.0001781860 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9LV2 70564.680000 PA USD 65586.930000 0.0017116359 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6JU3 3446.420000 PA USD 3550.230000 0.0000926511 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31297ENC6 191.480000 PA USD 200.080000 0.0000052215 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SBG4 24059.710000 PA USD 22981.740000 0.0005997593 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942UJ2 379.110000 PA USD 367.440000 0.0000095892 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31297BM82 21155.600000 PA USD 21767.420000 0.0005680689 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.0000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GK2F2 8615.540000 PA USD 8438.400000 0.0002202187 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943GW7 229.700000 PA USD 226.200000 0.0000059032 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945ZY7 28564.510000 PA USD 28129.160000 0.0007340926 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMS6 14457.010000 PA USD 14652.390000 0.0003823865 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943DQ3 8628.220000 PA USD 8723.590000 0.0002276614 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H3PR8 41868.230000 PA USD 40035.640000 0.0010448185 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 9199.110000 PA USD 9058.910000 0.0002364123 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H7C85 20993.650000 PA USD 20074.370000 0.0005238851 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H5BB3 10749.850000 PA USD 10292.710000 0.0002686110 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7TQ9 8190.200000 PA USD 8302.560000 0.0002166737 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GKGF7 13817.240000 PA USD 13596.640000 0.0003548344 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMK3 10039.970000 PA USD 10177.700000 0.0002656096 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132J85A4 45533.300000 PA USD 42321.440000 0.0011044715 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6M88 452.860000 PA USD 477.250000 0.0000124549 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132J85B2 37884.670000 PA USD 35212.400000 0.0009189454 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292HVC5 1930.430000 PA USD 2005.300000 0.0000523327 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MEE49 28879.730000 PA USD 28177.180000 0.0007353458 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.5000000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128LUHZ2 1563.250000 PA USD 1604.590000 0.0000418753 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.9330000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JNNV3 1885.810000 PA USD 1924.460000 0.0000502230 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.5250000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DSQU9 127529.050000 PA USD 130098.880000 0.0033952178 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQ6R2 112783.080000 PA USD 93146.040000 0.0024308518 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31425VMB6 117142.080000 PA USD 121020.580000 0.0031582995 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426PDW2 122845.150000 PA USD 126019.530000 0.0032887581 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KH3Q7 21089.230000 PA USD 20868.030000 0.0005445974 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYW39 26176.480000 PA USD 24494.090000 0.0006392274 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNBR3 51024.170000 PA USD 45756.060000 0.0011941055 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWJG9 97817.090000 PA USD 100404.330000 0.0026202729 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CFT66 22893.400000 PA USD 23256.490000 0.0006069295 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KJL34 34496.770000 PA USD 28577.160000 0.0007457841 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQM94 176639.940000 PA USD 183292.340000 0.0047834187 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KPD54 35417.260000 PA USD 29470.990000 0.0007691106 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WGCK9 45626.020000 PA USD 46931.480000 0.0012247807 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUU88 370790.080000 PA USD 372419.750000 0.0097191164 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CW6E9 34196.630000 PA USD 31028.030000 0.0008097450 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KHKY1 69480.140000 PA USD 67375.540000 0.0017583136 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3132D9JV7 187039.310000 PA USD 172648.480000 0.0045056436 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133A1CC4 170768.700000 PA USD 154611.840000 0.0040349377 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWF57 16010.210000 PA USD 16053.300000 0.0004189463 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426JF53 115420.650000 PA USD 118879.210000 0.0031024157 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQLW4 49847.390000 PA USD 50090.790000 0.0013072299 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7L3 19100.070000 PA USD 16377.190000 0.0004273990 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTAW0 117992.120000 PA USD 101145.940000 0.0026396268 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWBH5 757208.020000 PA USD 620593.430000 0.0161957571 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132E0A77 485520.270000 PA USD 497454.160000 0.0129821657 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132D6AU4 120815.040000 PA USD 111968.760000 0.0029220722 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CWPC0 77674.010000 PA USD 80854.960000 0.0021100889 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132ACFU9 167958.100000 PA USD 159040.920000 0.0041505243 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AMGK6 53684.910000 PA USD 46745.950000 0.0012199389 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DMVJ1 36312.800000 PA USD 34014.030000 0.0008876713 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNLC5 298441.700000 PA USD 257757.580000 0.0067267537 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CWYY4 114343.580000 PA USD 113036.200000 0.0029499295 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJ28 315313.440000 PA USD 327941.780000 0.0085583655 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427PXU3 163690.140000 PA USD 170445.510000 0.0044481523 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426LK52 30622.040000 PA USD 31442.340000 0.0008205574 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WDQU9 58715.160000 PA USD 59599.360000 0.0015553770 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KGKP2 38521.570000 PA USD 36132.300000 0.0009429522 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNGN7 341459.760000 PA USD 282581.660000 0.0073745929 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTTP5 152130.370000 PA USD 157823.060000 0.0041187415 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWET6 107228.870000 PA USD 107699.870000 0.0028106661 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CTLV9 136126.420000 PA USD 138471.430000 0.0036137180 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTLM0 160448.930000 PA USD 161709.790000 0.0042201744 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVGD7 724416.950000 PA USD 743791.470000 0.0194108822 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CWG73 25600.500000 PA USD 24879.210000 0.0006492780 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KLZX8 468555.410000 PA USD 383895.830000 0.0100186101 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYXA2 24639.890000 PA USD 23036.560000 0.0006011899 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AQFQ5 28961.190000 PA USD 24808.870000 0.0006474423 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DVE92 104127.080000 PA USD 106970.140000 0.0027916222 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTFE5 220287.390000 PA USD 225614.750000 0.0058879155 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWFF5 460838.610000 PA USD 453143.770000 0.0118257881 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUCT2 109534.230000 PA USD 109483.220000 0.0028572066 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GUKU6 368534.320000 PA USD 379130.150000 0.0098942392 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QJ94 89712.150000 PA USD 89879.270000 0.0023455982 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSB56 191440.280000 PA USD 197427.350000 0.0051523030 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUJN8 188611.430000 PA USD 193173.120000 0.0050412795 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTG53 65401.970000 PA USD 68783.290000 0.0017950520 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DMCR4 49871.370000 PA USD 45633.460000 0.0011909060 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CXBX9 52095.350000 PA USD 51428.830000 0.0013421490 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNK69 143499.250000 PA USD 119408.530000 0.0031162295 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJY8 387892.120000 PA USD 395263.570000 0.0103152764 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427CYW7 245505.150000 PA USD 248926.220000 0.0064962798 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GS4H8 75333.870000 PA USD 77126.290000 0.0020127810 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNJ46 127562.120000 PA USD 114635.160000 0.0029916578 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133BNCN1 126210.730000 PA USD 102870.200000 0.0026846252 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DULT2 161239.090000 PA USD 164330.240000 0.0042885608 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7A7 62568.640000 PA USD 53735.970000 0.0014023589 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNQN6 48014.130000 PA USD 45728.100000 0.0011933758 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNEG4 90430.860000 PA USD 86254.010000 0.0022509890 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132A8GL7 44069.620000 PA USD 43272.480000 0.0011292910 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3133GEL97 77776.420000 PA USD 72081.960000 0.0018811380 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNUW1 153038.990000 PA USD 142125.200000 0.0037090712 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KN4U4 171359.530000 PA USD 147030.680000 0.0038370905 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSFR4 97769.090000 PA USD 100833.740000 0.0026314793 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWJJ3 134380.370000 PA USD 131714.860000 0.0034373904 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYWJ4 224469.330000 PA USD 202536.290000 0.0052856321 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CUVX1 66929.420000 PA USD 69616.640000 0.0018168001 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYVF3 179193.540000 PA USD 158368.980000 0.0041329885 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DVLL7 19907.100000 PA USD 18036.380000 0.0004706992 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.0000000000 N N N N N N FHR 5293 KI S6XOOCT0IEG5ABCC6L87 3137H9QH5 683186.150000 PA USD 90534.530000 0.0023626986 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.0000000000 N N N N N N FHR 5000 UI S6XOOCT0IEG5ABCC6L87 3137FVHM7 1356315.090000 PA USD 233130.220000 0.0060840483 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.5000000000 N N N N N N STACR 2024-DNA2 A1 144A 529900GRKKKHILZX4347 35564NCW1 156539.460000 PA USD 157318.020000 0.0041055614 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 5.3220000000 N N N N N N STACR 2025-DNA3 M1 144A 5299009HC4IGFM6RXF30 35564UAR8 105494.700000 PA USD 105423.970000 0.0027512715 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 5.1720000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 22000.000000 PA USD 21998.860000 0.0005741089 Long DBT CORP US N 2 2027-09-01 Fixed 5.0000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 99000.000000 PA USD 98907.930000 0.0025812210 Long DBT CORP US N 2 2028-08-01 Fixed 4.3750000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 62000.000000 PA USD 61714.800000 0.0016105841 Long DBT CORP US N 2 2030-03-01 Fixed 4.2500000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 41000.000000 PA USD 41279.290000 0.0010772743 Long DBT CORP US N 2 2030-08-01 Fixed 4.6250000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DBC8 110000.000000 PA USD 107241.640000 0.0027987076 Long DBT CORP US N 2 2043-03-15 Fixed 5.4500000000 N N N N N N FYBR 2024-1 A2 144A N/A 35910EAK0 135000.000000 PA USD 139299.790000 0.0036353359 Long ABS-O CORP US N 2 2054-06-20 Fixed 6.1900000000 N N N N N N FTAI AVIATION LTD N/A 000000000 4472.000000 NS USD 774729.280000 0.0202182727 Long EC CORP KY N 1 N N N FARMERS BUSINESS NETWORK INC PP 5493003KO0NA75DM0Y81 TC7HUI213 8748.000000 NS USD 0.000000 0.0000000000 Long EC CORP US Y 3 N N N GA GLOBAL FUNDING TRUST 144A 54930029I8ROQ4OROZ88 36143L2R5 150000.000000 PA USD 154059.000000 0.0040205101 Long DBT CORP US N 2 2030-01-13 Fixed 5.4000000000 N N N N N N GA GLOBAL FUNDING TRUST 144A 54930029I8ROQ4OROZ88 36143L2T1 165000.000000 PA USD 168050.850000 0.0043856583 Long DBT CORP US N 2 2032-04-01 Fixed 5.5000000000 N N N N N N GFMT 2018-1 A33 144A N/A 36417JAS8 37757.140000 PA USD 34672.260000 0.0009048493 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.5000000000 N N N N N N GFMT 2018-1 A23 144A N/A 36417JAL3 9731.410000 PA USD 8985.750000 0.0002345030 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.5000000000 N N N N N N GFMT 2018-2 A22 144A N/A 36418GAJ3 5081.180000 PA USD 4852.530000 0.0001266375 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.0000000000 N N N N N N Barclays Bank PLC - Wholesale (SING) G5GSEF7VJP5I7OUK5573 000000000 1.000000 NC USD -6464.500000 -0.0001687054 N/A DFE CORP GB N 2 Barclays Bank PLC - Wholesale (SING) G5GSEF7VJP5I7OUK5573 -480000.000000 GBP 628881.600000 USD 2026-02-20 -6464.500000 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 000000000 1.000000 NC USD -2763.700000 -0.0000721249 N/A DFE CORP GB N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 -480000.000000 GBP 632582.400000 USD 2026-02-20 -2763.700000 N N N GCAT 2021-NQM1 A1 144A N/A 36167TAA7 116996.640000 PA USD 104948.060000 0.0027388516 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.8740000000 N N N N N N GCAT 2025-NQM1 A1 144A N/A 36171GAA9 173729.350000 PA USD 174460.090000 0.0045529216 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.3730000000 N N N N N N GCI LIBERTY INC-CL C N/A 36164V800 3235.000000 NS USD 107790.200000 0.0028130235 Long EC CORP US N 1 N N N GCI LIBERTY INC-CL C RTS 12/25 N/A 36164V115 1241.593000 NS USD 7697.880000 0.0002008932 Long EC CORP US N 1 N N N GE VERNOVA LLC 254900DP080RU6OK2553 36828A101 5867.000000 NS USD 3518850.590000 0.0918321829 Long EC CORP US N 1 N N N GENEDX HOLDINGS CORP N/A 81663L200 5420.000000 NS USD 904869.000000 0.0236145563 Long EC CORP US N 1 N N N GE Aerospace 3C7474T6CDKPR9K6YT90 369604301 73604.000000 NS USD 21967113.800000 0.5732803827 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604CA9 110000.000000 PA USD 112813.470000 0.0029441168 Long DBT CORP US N 2 2036-01-29 Fixed 4.9000000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BZ5 140000.000000 PA USD 141584.940000 0.0036949719 Long DBT CORP US N 2 2030-07-29 Fixed 4.3000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFL5 105000.000000 PA USD 104962.830000 0.0027392370 Long DBT CORP US N 2 2028-10-27 Fixed 4.2000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 185000.000000 PA USD 191652.230000 0.0050015885 Long DBT CORP US N 2 2029-07-15 Fixed 5.5500000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 68000.000000 PA USD 73266.330000 0.0019120468 Long DBT CORP US N 2 2033-01-09 Fixed 6.4000000000 N N N N N N GENERALI 549300X5UKJVE386ZB61 000000000 54493.000000 NS 2163123.740000 0.0564514946 Long EC CORP IT N 2 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 122577.000000 NS USD 15425089.680000 0.4025518052 Long EC CORP US N 1 N N N GNMA II TBA DEC 549300M8ZYFG0OCMTT87 21H0426C8 385000.000000 PA USD 376495.410000 0.0098254798 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 4.5000000000 N N N N N N GNMA II TBA DEC 549300M8ZYFG0OCMTT87 21H0526C7 1170000.000000 PA USD 1181556.850000 0.0308353373 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 5.5000000000 N N N N N N GNMA II TBA DEC 549300M8ZYFG0OCMTT87 21H0506C1 1250000.000000 PA USD 1248496.880000 0.0325822853 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.0000000000 N N N N N N GNMA II TBA DEC 549300M8ZYFG0OCMTT87 21H0606C0 140000.000000 PA USD 142688.040000 0.0037237597 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 6.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QJ4 17040.040000 PA USD 17046.570000 0.0004448679 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 3620A9S44 4902.650000 PA USD 5034.440000 0.0001313848 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2N57 6442.790000 PA USD 6666.990000 0.0001739898 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF68 9764.360000 PA USD 10053.460000 0.0002623673 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF50 9764.360000 PA USD 10053.460000 0.0002623673 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2N81 3018.460000 PA USD 2784.580000 0.0000726698 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2MV1 23640.590000 PA USD 24344.180000 0.0006353152 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QW5 6428.440000 PA USD 6610.730000 0.0001725216 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36297FYY2 4436.530000 PA USD 4548.980000 0.0001187157 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36178NGA1 50586.910000 PA USD 46688.250000 0.0012184331 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VG22 7898.900000 PA USD 7144.260000 0.0001864453 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJB9 6511.990000 PA USD 5893.870000 0.0001538136 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB89 31807.950000 PA USD 29804.580000 0.0007778164 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194PGZ1 11088.420000 PA USD 10035.630000 0.0002619019 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VQJ2 134213.160000 PA USD 119639.400000 0.0031222546 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TXY6 45699.790000 PA USD 47130.330000 0.0012299701 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WNE4 283329.600000 PA USD 245995.700000 0.0064198015 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLN6 319050.930000 PA USD 265679.270000 0.0069334877 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MSY7 21644.890000 PA USD 21120.030000 0.0005511739 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617G85D1 4931.740000 PA USD 4944.240000 0.0001290309 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UGF3 13861.300000 PA USD 14260.320000 0.0003721546 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XH33 55185.150000 PA USD 56731.230000 0.0014805268 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179N2K3 49865.230000 PA USD 48491.400000 0.0012654903 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB71 290789.720000 PA USD 266325.040000 0.0069503405 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGY6 9136.330000 PA USD 9432.620000 0.0002461651 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179S2Q9 29683.260000 PA USD 28712.430000 0.0007493143 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY93 606687.850000 PA USD 526742.690000 0.0137465146 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XX43 124817.880000 PA USD 122851.430000 0.0032060796 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UUM2 76611.540000 PA USD 77909.400000 0.0020332180 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TLV5 18129.560000 PA USD 18540.270000 0.0004838493 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TC29 7951.310000 PA USD 8131.430000 0.0002122076 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UCE0 110.910000 PA USD 114.240000 0.0000029813 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WUV8 34411.800000 PA USD 31268.420000 0.0008160185 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UK27 10214.620000 PA USD 10484.560000 0.0002736178 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SGK7 11070.000000 PA USD 10135.810000 0.0002645164 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGD2 6890.830000 PA USD 6967.370000 0.0001818289 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJD5 12315.770000 PA USD 11135.150000 0.0002905963 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FKN5 16854.160000 PA USD 17030.230000 0.0004444415 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TE43 12772.060000 PA USD 13061.370000 0.0003408653 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WQA9 239917.660000 PA USD 208303.840000 0.0054361491 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179UZH8 4735.030000 PA USD 4220.830000 0.0001101519 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179V4U1 835883.170000 PA USD 696072.030000 0.0181655380 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MVS6 24455.310000 PA USD 23323.460000 0.0006086772 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABZD7 46478.460000 PA USD 45005.920000 0.0011745289 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179Q3H2 13118.950000 PA USD 12012.230000 0.0003134857 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VV31 254904.900000 PA USD 245021.420000 0.0063943755 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VSG6 121253.200000 PA USD 105429.000000 0.0027514028 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UEC2 2900.820000 PA USD 2977.430000 0.0000777026 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG58 164290.140000 PA USD 158747.150000 0.0041428577 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36183FLP2 6166.920000 PA USD 5683.250000 0.0001483170 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MNJ5 2456.760000 PA USD 2397.190000 0.0000625600 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WJS8 259896.170000 PA USD 234732.930000 0.0061258746 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TLT0 16587.180000 PA USD 16020.700000 0.0004180956 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TCX1 21787.500000 PA USD 20389.940000 0.0005321205 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SUX3 24252.290000 PA USD 24242.570000 0.0006326634 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2D74 31578.010000 PA USD 29157.740000 0.0007609357 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AB5L2 19094.990000 PA USD 18126.710000 0.0004730566 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194BZF5 22861.380000 PA USD 20634.100000 0.0005384924 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FCN4 2304.370000 PA USD 2329.960000 0.0000608055 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UH70 38407.640000 PA USD 39563.410000 0.0010324946 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194MH87 7925.560000 PA USD 7168.220000 0.0001870705 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJC7 16015.400000 PA USD 14485.000000 0.0003780181 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SLS4 35126.230000 PA USD 32908.250000 0.0008588135 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XFL5 86797.270000 PA USD 89239.240000 0.0023288952 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG41 7627.800000 PA USD 7107.460000 0.0001854849 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABZU9 24302.340000 PA USD 23807.740000 0.0006213156 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W3Y2 57039.220000 PA USD 51821.680000 0.0013524013 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WR26 243213.850000 PA USD 211165.320000 0.0055108257 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EGQ6 20354.780000 PA USD 21088.310000 0.0005503461 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MG61 20442.010000 PA USD 19946.360000 0.0005205443 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WJQ2 425642.120000 PA USD 354440.370000 0.0092499048 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AAYY4 17423.710000 PA USD 16032.660000 0.0004184077 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AAGA6 5282.870000 PA USD 4893.400000 0.0001277041 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179QGG0 24852.790000 PA USD 25749.230000 0.0006719831 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SEH6 253757.340000 PA USD 237761.020000 0.0062048993 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XLK0 98745.790000 PA USD 101459.530000 0.0026478107 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36195KHB3 6276.790000 PA USD 5676.930000 0.0001481520 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179R7J2 41178.580000 PA USD 38585.060000 0.0010069624 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TAN5 12029.210000 PA USD 12301.620000 0.0003210380 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FLP9 30776.380000 PA USD 31116.710000 0.0008120593 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202E7H6 3607.260000 PA USD 3715.330000 0.0000969597 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FQ74 52064.170000 PA USD 52629.290000 0.0013734776 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617B5DY7 41867.920000 PA USD 38725.700000 0.0010106327 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY85 264219.900000 PA USD 220015.430000 0.0057417889 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194MJQ5 10941.730000 PA USD 9902.940000 0.0002584391 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RLN7 43972.490000 PA USD 40245.890000 0.0010503054 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TE35 33922.280000 PA USD 33879.950000 0.0008841722 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W7K8 288068.460000 PA USD 260086.180000 0.0067875237 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194CT94 6680.160000 PA USD 6041.810000 0.0001576744 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLQ9 22111.550000 PA USD 19975.970000 0.0005213171 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SNU7 24079.910000 PA USD 22016.910000 0.0005745799 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHX7 355261.540000 PA USD 339710.730000 0.0088655023 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NF78 37524.080000 PA USD 35559.550000 0.0009280050 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RVB2 28005.960000 PA USD 26208.530000 0.0006839695 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHY5 366973.280000 PA USD 361533.210000 0.0094350081 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36195KHC1 7109.620000 PA USD 6434.640000 0.0001679262 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FMB9 41593.940000 PA USD 42051.770000 0.0010974339 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FJR8 7051.230000 PA USD 7241.160000 0.0001889741 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FWA0 17913.510000 PA USD 18423.150000 0.0004807928 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TG66 90807.110000 PA USD 91074.660000 0.0023767945 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TUE3 14702.420000 PA USD 15198.480000 0.0003966379 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VGZ9 8531.850000 PA USD 7722.010000 0.0002015229 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WSZ2 24696.100000 PA USD 22440.530000 0.0005856352 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 1.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABUR1 124627.680000 PA USD 116779.900000 0.0030476296 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179M5M8 29263.020000 PA USD 27814.080000 0.0007258699 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UPD8 11193.400000 PA USD 11509.480000 0.0003003653 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RF87 76145.770000 PA USD 69858.740000 0.0018231182 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TZ73 86487.290000 PA USD 87703.750000 0.0022888232 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SQV2 29014.850000 PA USD 26584.710000 0.0006937868 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FY75 40409.800000 PA USD 40836.070000 0.0010657075 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FFU5 4676.230000 PA USD 4816.390000 0.0001256943 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A26L1 74343.430000 PA USD 69023.820000 0.0018013291 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194CTV5 27129.580000 PA USD 24537.140000 0.0006403509 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FDD5 3995.900000 PA USD 4140.270000 0.0001080495 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617G9FT3 16645.720000 PA USD 16695.580000 0.0004357081 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RD63 81683.110000 PA USD 74964.230000 0.0019563573 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WTY4 439600.580000 PA USD 381672.940000 0.0099605989 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36241KYG7 11059.240000 PA USD 11623.980000 0.0003033534 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TJ22 3819.430000 PA USD 3896.560000 0.0001016893 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TV93 10949.930000 PA USD 11319.420000 0.0002954053 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36184BAH0 17515.060000 PA USD 16141.370000 0.0004212447 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WDR6 157452.950000 PA USD 136761.970000 0.0035691059 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179U3S9 31272.000000 PA USD 27760.020000 0.0007244591 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2ZK1 19066.870000 PA USD 17717.200000 0.0004623695 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VDC1 36520.360000 PA USD 32498.430000 0.0008481184 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TNU5 48962.810000 PA USD 50072.080000 0.0013067416 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABCY6 58510.300000 PA USD 54759.170000 0.0014290616 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2GK2 96258.820000 PA USD 90009.630000 0.0023490002 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XBS4 184327.900000 PA USD 170712.830000 0.0044551286 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.5000000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AV1 160000.000000 PA USD 160046.080000 0.0041767562 Long DBT CORP US N 2 2033-02-15 Fixed 5.2500000000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 000000000 19790.000000 NS USD 731240.500000 0.0190833369 Long EC CORP BM N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 275000.000000 PA USD 273358.250000 0.0071338877 Long DBT CORP US N 2 2028-03-15 Variable 3.6150000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 780000.000000 PA USD 711760.920000 0.0185749742 Long DBT CORP US N 2 2032-04-22 Variable 2.6150000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 255000.000000 PA USD 259113.410000 0.0067621371 Long DBT CORP US N 2 2030-10-23 Variable 4.6920000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 315000.000000 PA USD 316541.300000 0.0082608448 Long DBT CORP US N 2 2028-08-23 Variable 4.4820000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141G104 15950.000000 NS USD 13175338.000000 0.3438395631 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 275000.000000 PA USD 278054.980000 0.0072564592 Long DBT CORP US N 2 2035-10-23 Variable 5.0160000000 N N N N N N GOLUB CAPITAL CAP FND 254900B5KBW6OY1F9951 38179RAD7 202000.000000 PA USD 204032.930000 0.0053246902 Long DBT CORP US N 2 2030-05-01 Fixed 5.8750000000 N N N N N N GOOSEHEAD INSURANCE INC -A 549300WH5MBIWHJ9XY95 38267D109 15094.000000 NS USD 1079975.700000 0.0281843527 Long EC CORP US N 1 N N N GNR 2021-96 VI 549300M8ZYFG0OCMTT87 38382UG39 1958231.200000 PA USD 278284.240000 0.0072624423 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.5000000000 N N N N N N GNR 2013-82 IG 549300M8ZYFG0OCMTT87 38378TDR8 18333.420000 PA USD 2629.910000 0.0000686333 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5000000000 N N N N N N GNR 2021-57 AI 549300M8ZYFG0OCMTT87 38382QAU4 3408436.370000 PA USD 402013.480000 0.0104914302 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.0000000000 N N N N N N GNR 2018-8 DA 549300M8ZYFG0OCMTT87 38380UPK3 8861.520000 PA USD 8402.150000 0.0002192727 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.0000000000 N N N N N N GNR 2013-24 OI 549300M8ZYFG0OCMTT87 38378FK74 10185.460000 PA USD 1621.980000 0.0000423292 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4.0000000000 N N N N N N GNR 2017-184 JH 549300M8ZYFG0OCMTT87 38380H5W8 12166.610000 PA USD 11310.100000 0.0002951621 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.0000000000 N N N N N N GNR 2020-181 WI 549300M8ZYFG0OCMTT87 38382LXR7 649117.000000 PA USD 72702.990000 0.0018973452 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.0000000000 N N N N N N GNR 2022-63 LM 549300M8ZYFG0OCMTT87 38383REY9 135000.000000 PA USD 116444.760000 0.0030388834 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.5000000000 N N N N N N GRACO INC 4T5VJ4S81BRT6Q7GGT78 384109104 9373.000000 NS USD 772710.120000 0.0201655783 Long EC CORP US N 1 N N N GREAT-WEST LIFECO INC 549300X81X4VZEESFU46 000000000 82401.000000 NS 3820359.080000 0.0997007133 Long EC CORP CA N 2 N N GROCERY OUTLET HOLDING CORP N/A 39874R101 129549.000000 NS USD 1441880.370000 0.0376290549 Long EC CORP US N 1 N N N GRUPO MEXICO SAB DE CV-SER B 529900JWLZAYET2ZGW20 000000000 158775.000000 NS 1387253.290000 0.0362034405 Long EC CORP MX N 2 N N N GSMBS 2020-INV1 A14 144A N/A 36258KAS7 133794.700000 PA USD 117081.740000 0.0030555068 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.9070000000 N N N N N N GSMBS 2014-EB1A 2A1 144A N/A 36250BAE6 1374.130000 PA USD 1365.290000 0.0000356303 Long ABS-MBS CORP US N 2 2044-07-25 Variable 6.0360000000 N N N N N N GSMBS 2025-NQM3 A1 144A 2549007JKCA9H9HUGZ71 36274TAA7 89302.770000 PA USD 89502.170000 0.0023357569 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.1370000000 N Y N N N N GUSTO INC PP 254900RM672GSG5HDT33 TC6CSL955 9216.000000 NS USD 223948.800000 0.0058444389 Long EC CORP US Y 3 N N N GUSTO INC SER E CVT PFD PP 254900RM672GSG5HDT33 TC18PZKC3 12516.000000 NS USD 304138.800000 0.0079371741 Long EP CORP US Y 3 N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 439000.000000 PA USD 448877.500000 0.0117144504 Long DBT CORP US N 2 2034-07-01 Fixed 6.3750000000 N N N N N N HAGERTY INC N/A 405166109 32002.000000 NS USD 427546.720000 0.0111577766 Long EC CORP US N 1 N N N HAMAMATSU PHOTONICS KK N/A 000000000 49600.000000 NS 503888.360000 0.0131500804 Long EC CORP JP N 2 N N N HAMILTON LANE INC-CLASS A 5493006OKN3V1NORM833 407497106 9081.000000 NS USD 1125453.740000 0.0293712026 Long EC CORP US N 1 N N N HARBOUR ENERGY PLC 144A 213800YPC42DYBKVPF97 411618AD3 200000.000000 PA USD 205024.200000 0.0053505596 Long DBT CORP GB N 2 2035-04-01 Fixed 6.3270000000 N N N N N N HNGRY 2021-1A A2 144A N/A 411707AK8 129262.500000 PA USD 120565.460000 0.0031464221 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.8650000000 N N N N N N HNGRY 2024-1A A2 144A N/A 411707AM4 170513.350000 PA USD 176489.350000 0.0046058796 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.2530000000 N N N N N N HAUL HUB SER B CVT PFD STOCK PP N/A TC4OO9IF0 6732.000000 NS USD 9828.720000 0.0002565022 Long EP CORP US Y 3 N N N HAUL HUB SERIES C CVT PFD STOCK PP N/A TC65RM9G5 2367.000000 NS USD 3455.820000 0.0000901873 Long EP CORP US Y 3 N N N HAWAIIAN ELECTRIC INDS JJ8FWOCWCV22X7GUPJ23 419870100 62994.000000 NS USD 740809.440000 0.0193330596 Long EC CORP US N 1 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CZ0 100000.000000 PA USD 103457.800000 0.0026999599 Long DBT CORP US N 2 2030-03-01 Fixed 5.2500000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CC1 100000.000000 PA USD 89420.000000 0.0023336125 Long DBT CORP US N 2 2031-07-15 Fixed 2.3750000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 300000.000000 PA USD 299207.700000 0.0078084862 Long DBT CORP US N 2 2032-11-15 Fixed 4.6000000000 N N N N N N HDFC BANK LIMITED 335800ZQ6I4E2JXENC50 000000000 343872.000000 NS 3885773.590000 0.1014078495 Long EC CORP IN N 2 N N N HEALTH CARE SERVICE CORP 144A 549300TMJ1FKCKECR148 42218SAL2 125000.000000 PA USD 128707.750000 0.0033589132 Long DBT CORP US N 2 2034-06-15 Fixed 5.4500000000 N N N N N N HEALTH CARE SERVICE CORP 144A 549300TMJ1FKCKECR148 42218SAK4 100000.000000 PA USD 102855.300000 0.0026842364 Long DBT CORP US N 2 2029-06-15 Fixed 5.2000000000 N N N N N N HEALTH CARE SERVICE CORP 144A 549300TMJ1FKCKECR148 42218SAM0 260000.000000 PA USD 253313.320000 0.0066107709 Long DBT CORP US N 2 2054-06-15 Fixed 5.8750000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAM6 95000.000000 PA USD 81449.490000 0.0021256044 Long DBT CORP US N 2 2031-03-15 Fixed 2.0500000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 260000.000000 PA USD 255892.780000 0.0066780876 Long DBT CORP US N 2 2028-01-15 Fixed 3.6250000000 N N N N N N HEALTHEQUITY INC 529900LRJU1RAFQHM467 42226A107 130.000000 NS USD 13673.400000 0.0003568376 Long EC CORP US N 1 N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 AX5204471 145000.000000 PA 146194.760000 0.0038152754 Long DBT CORP JE N 2 2034-03-14 Fixed 1.8750000000 N N N N N N HEINEKEN NV 724500K5PTPSST86UQ23 000000000 43211.000000 NS 3524773.000000 0.0919867413 Long EC CORP NL N 2 N N N HITACHI LTD 549300T6IPOCDWLKC615 000000000 226100.000000 NS 7200367.190000 0.1879094949 Long EC CORP JP N 2 N N N HOLCIM LTD-REG 529900EHPFPYHV6IQO98 000000000 33898.000000 NS 3179975.150000 0.0829884794 Long EC CORP CH N 2 N N N HOME BANCSHARES INC N/A 436893200 25865.000000 NS USD 725771.900000 0.0189406217 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076102 20635.000000 NS USD 7365044.200000 0.1922071054 Long EC CORP US N 1 N N N HOMES 2025-AFC2 A1B 144A N/A 43761YAB0 246158.350000 PA USD 247703.460000 0.0064643692 Long ABS-MBS CORP US N 2 2060-06-25 Variable 5.5730000000 N N N N N N HOMES 2025-NQM2 A1 144A N/A 403966AA2 146661.530000 PA USD 147289.330000 0.0038438406 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.4250000000 N N N N N N HONOR TECHNOLOGY SER D CVT PFD PP N/A 000000000 92428.000000 NS USD 123853.520000 0.0032322313 Long EP CORP US Y 3 N N N HOYA CORP 353800X4VR3BHEUCJB42 000000000 19000.000000 NS 2854166.690000 0.0744857876 Long EC CORP JP N 2 N N N HPEFS 2023-2A B 144A N/A 44328UAD8 33073.410000 PA USD 33107.610000 0.0008640163 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.2500000000 N N N N N N HPEFS 2023-2A D 144A N/A 44328UAF3 100000.000000 PA USD 101156.310000 0.0026398975 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.9700000000 N N N N N N HPEFS 2023-2A C 144A N/A 44328UAE6 100000.000000 PA USD 100364.520000 0.0026192340 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.4800000000 N N N N N N HPEFS 2024-2A A3 144A N/A 40444MAE1 100000.000000 PA USD 100538.070000 0.0026237631 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.3600000000 N N N N N N HPEFS 2024-2A B 144A N/A 40444MAG6 100000.000000 PA USD 101076.370000 0.0026378113 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.3500000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 200000.000000 PA USD 200923.000000 0.0052435297 Long DBT CORP GB N 2 2031-11-06 Variable 4.6190000000 N N N N N N DEUTSCHE BANK 7LTWFZYICNSX8D621K86 000000000 1.000000 NC USD -6749.140000 -0.0001761337 N/A DFE CORP HU N 2 DEUTSCHE BANK 7LTWFZYICNSX8D621K86 -73300208.000000 HUF 215557.150000 USD 2026-01-16 -6749.140000 N N N STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 000000000 1.000000 NC USD 1703.760000 0.0000444634 N/A DFE CORP HU N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -116121.270000 USD 38850000.000000 HUF 2026-01-16 1703.760000 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 ZI7193496 555000000.000000 PA 1687101.070000 0.0440286310 Long DBT NUSS HU N 2 2035-10-24 Fixed 7.0000000000 N N N N N N HACLN 2024-1 B1 144A N/A 44644NAA7 115071.700000 PA USD 116943.550000 0.0030519004 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.1530000000 N N N N N N HACLN 2025-1 B1 144A N/A 446438SX2 187695.770000 PA USD 189198.630000 0.0049375564 Long ABS-O CORP US N 2 2033-03-21 Fixed 4.9570000000 N N N N N N ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF N/A 000000000 -2871.000000 NC USD -287100.000000 -0.0074925090 N/A DCR CORP US N 2 WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 Call Written ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100.0000000000 80.000000 USD 2025-12-19 XXXX -129195.000000 N N N ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF N/A 000000000 -2876.000000 NC USD -35950.000000 -0.0009381947 N/A DCR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Call Written ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100.0000000000 81.000000 USD 2025-12-19 XXXX -24446.000000 N N N ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF N/A 000000000 -2876.000000 NC USD -34512.000000 -0.0009006669 N/A DCR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Put Written ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100.0000000000 79.000000 USD 2025-12-19 XXXX 28760.000000 N N N ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF N/A 000000000 -2871.000000 NC USD -86130.000000 -0.0022477527 N/A DCR CORP US N 2 WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 Put Written ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100.0000000000 80.000000 USD 2025-12-19 XXXX 5742.000000 N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ADH7 110000.000000 PA USD 110845.130000 0.0028927486 Long DBT CORP US N 2 2031-09-26 Fixed 4.7500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACR6 95000.000000 PA USD 100697.720000 0.0026279295 Long DBT CORP US N 2 2029-01-16 Fixed 6.5000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACY1 80000.000000 PA USD 82310.320000 0.0021480697 Long DBT CORP US N 2 2029-03-19 Fixed 5.3500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ADG9 160000.000000 PA USD 160589.120000 0.0041909280 Long DBT CORP US N 2 2029-09-26 Fixed 4.5500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACV7 50000.000000 PA USD 51780.850000 0.0013513357 Long DBT CORP US N 2 2031-01-08 Fixed 5.4000000000 N N N N N N I3 VERTICALS INC-CLASS A 549300944CYWVP06CJ97 46571Y107 25146.000000 NS USD 595205.820000 0.0155332113 Long EC CORP US N 1 N N N iCapital Inc Common Stock PP N/A 000000000 22981.000000 NS USD 321727.110000 0.0083961800 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC USD 490543.690000 0.0128018217 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC Y Default Event 2030-12-20 438558.170000 USD 0.000000 USD 20073000.000000 USD 51985.520000 N N N N/A N/A 000000000 1.000000 NC USD -5045.930000 -0.0001316847 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_ICE_ORACLE CORP CDS 12/20/2030 MSLN Y Default Event 2030-12-20 6730.800000 USD 0.000000 USD 622000.000000 USD -11776.730000 N N N N/A N/A 000000000 1.000000 NC -13960.750000 -0.0003643366 N/A DCR CORP N/A N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_ICE_SES SA CDS 12/20/2030 CHAS Y Default Event 2030-12-20 0.000000 USD -11821.290000 USD 330000.000000 EUR -2139.460000 N N N ICON INVESTMENTS SIX DAC 635400FQ1M7J2CHLAS59 45115AAB0 200000.000000 PA USD 208700.200000 0.0054464930 Long DBT CORP IE N 2 2029-05-08 Fixed 5.8490000000 N N N N N N IDACORP INC N134NUJDWN8UEFA8B673 451107106 11857.000000 NS USD 1562515.460000 0.0407772941 Long EC CORP US N 1 N N N IMCD NV 724500NSJPNFJPDAUP02 YV4272758 120000.000000 PA 139821.250000 0.0036489445 Long DBT CORP NL N 2 2030-04-30 Fixed 3.6250000000 N N N N N N IMMATICS NV 984500DC691EZ96AF394 N44445109 124477.000000 NS USD 1330659.130000 0.0347264908 Long EC CORP NL N 1 N N N IMMUNOCORE HOLDINGS PLC-ADR 213800IUE3DFS84BVN18 45258D105 61262.000000 NS USD 2419849.000000 0.0631513076 Long EC CORP GB N 1 N N N IMMUNOME INC N/A 45257U108 138021.000000 NS USD 2542346.820000 0.0663481589 Long EC CORP US N 1 N N N IMMUNOVANT INC N/A 45258J102 52592.000000 NS USD 1270096.800000 0.0331459830 Long EC CORP US N 1 N N N IMPERIAL BRANDS FIN PLC 144A 2138008L3B3MCG1DFS50 45262BAL7 200000.000000 PA USD 206655.800000 0.0053931398 Long DBT CORP GB N 2 2055-07-01 Fixed 6.3750000000 N N N N N N IMPERIAL BRANDS FIN PLC 144A 2138008L3B3MCG1DFS50 45262BAJ2 200000.000000 PA USD 201932.200000 0.0052698670 Long DBT CORP GB N 2 2028-06-30 Fixed 4.5000000000 N N N N N N IMPERIAL BRANDS FIN PLC 144A 2138008L3B3MCG1DFS50 45262BAK9 200000.000000 PA USD 206187.800000 0.0053809263 Long DBT CORP GB N 2 2035-07-01 Fixed 5.6250000000 N N N N N N IMPRL 2021-NQM1 A1 144A N/A 452764AA1 139224.430000 PA USD 122356.470000 0.0031931625 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.0710000000 N N N N N N IMPRL 2021-NQM2 A1 144A N/A 452761AA7 66643.980000 PA USD 56757.730000 0.0014812184 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.0730000000 N N N N N N IMPINJ INC 549300M26VGKSMMWWN17 453204109 2233.000000 NS USD 383785.710000 0.0100157363 Long EC CORP US N 1 N N N INDEPENDENCE REALTY TRUST IN 549300Z3L8NU44NQEB29 45378A106 63593.000000 NS USD 1090619.950000 0.0284621379 Long EC CORP US N 1 N N N INDRA SISTEMAS SA 95980020140005308793 000000000 41049.000000 NS 2195066.160000 0.0572851026 Long EC CORP ES N 2 N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 000000000 8191.000000 NS 345786.040000 0.0090240509 Long EC CORP DE N 2 N N N INFRASTRUTTURE WIRELESS 81560066183FE361C071 YQ6778167 105000.000000 PA 123455.960000 0.0032218561 Long DBT CORP IT N 2 2030-04-01 Fixed 3.7500000000 N N N N N N ING GROEP NV CVA NLG1 549300NYKK9MWM7GGW15 000000000 212413.000000 NS 5507653.670000 0.1437343946 Long EC CORP NL N 2 N N N INSTALLED BUILDING PRODUCTS 549300I95Y9P9YM5FI86 45780R101 2791.000000 NS USD 748043.820000 0.0195218567 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 115697.000000 NS USD 4692670.320000 0.1224656030 Long EC CORP US N 1 N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866F104 54325.000000 NS USD 8545322.500000 0.2230090761 Long EC CORP US N 1 N N N INTERDIGITAL INC N/A 45867G101 7346.000000 NS USD 2628031.500000 0.0685842900 Long EC CORP US N 1 N N N INTL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 12223.000000 NS USD 3771773.340000 0.0984327611 Long EC CORP US N 1 N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146103 323662.000000 NS USD 12778175.760000 0.3334747367 Long EC CORP US N 1 N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BP4 110000.000000 PA USD 109647.450000 0.0028614925 Long DBT CORP US N 2 2028-10-01 Fixed 4.6500000000 N N N N N N INTESA SANPAOLO 2W8N8UU78PMDQKZENC08 000000000 657037.000000 NS 4262194.950000 0.1112313968 Long EC CORP IT N 2 N N INTUITIVE SURGICAL INC 54930052SRG011710797 46120E602 14607.000000 NS USD 8376822.360000 0.2186116926 Long EC CORP US N 1 N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 60000.000000 PA USD 52327.620000 0.0013656049 Long DBT CORP US N 2 2031-08-15 Fixed 2.0000000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAE2 66000.000000 PA USD 68740.060000 0.0017939238 Long DBT CORP US N 2 2030-08-15 Fixed 5.4500000000 N N N N N N IONIS PHARMACEUTICALS INC 549300SI4ZGLG0BLUZ92 462222100 4908.000000 NS USD 406038.840000 0.0105964809 Long EC CORP US N 1 N N N IONQ INC- CL A 529900RB2VEFGLQS7G28 46222L108 308.000000 NS USD 15184.400000 0.0003962705 Long EC CORP US N 1 N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AR1 140000.000000 PA USD 142558.780000 0.0037203864 Long DBT CORP US N 2 2034-04-01 Fixed 5.7500000000 N N N N N N IRADIMED CORP 549300YVHWP0YJ1YW816 46266A109 1478.000000 NS USD 137779.160000 0.0035956517 Long EC CORP US N 1 N N N ISETAN MITSUKOSHI HOLDINGS L 529900SY5RZO92EFG035 000000000 244400.000000 NS 3813633.050000 0.0995251827 Long EC CORP JP N 2 N N ISRAEL 213800T8ZHTFZIBYPE21 46514Y8B6 200000.000000 PA USD 209440.400000 0.0054658101 Long DBT NUSS IL N 2 2035-02-19 Fixed 5.6250000000 N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514BRL3 395000.000000 PA USD 410423.170000 0.0107108997 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.5000000000 N N N N N N ITT INC 549300KDSERHTJOXUS80 45073V108 468.000000 NS USD 86186.880000 0.0022492371 Long EC CORP US N 1 N N N JACKSON NATL LIFE GLOBAL 144A 635400PQXLYXWJI5QD78 46849LVE8 150000.000000 PA USD 155731.650000 0.0040641616 Long DBT CORP US N 2 2030-01-13 Fixed 5.3500000000 N N N N N N JTWN 2020-15A A1R 144A N/A 47050EAN9 250000.000000 PA USD 250199.530000 0.0065295097 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 5.2750000000 N N N N N N JBT MAREL CORP 5493007CT6ATBZ2L6826 477839104 1949.000000 NS USD 273892.970000 0.0071478424 Long EC CORP US N 1 N N N JERSEY CENTRAL PWR & LT 144A 549300W9UGH9ZPLNPF79 476556DH5 145000.000000 PA USD 147409.470000 0.0038469759 Long DBT CORP US N 2 2036-01-15 Fixed 5.1500000000 N N N N N N JFROG LTD 2549002N8E00AY49G567 000000000 16030.000000 NS USD 977509.400000 0.0255102681 Long EC CORP IL N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 11100.000000 NS USD 2296812.000000 0.0599403852 Long EC CORP US N 1 N N N JPMCC 2018-WPT AFX 144A N/A 46645WAU7 80000.000000 PA USD 76001.600000 0.0019834297 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.2470000000 N N N N N N JPMMT 2019-INV3 A15 144A N/A 46591LBH3 34283.070000 PA USD 31158.720000 0.0008131557 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.5000000000 N N N N N N JPMMT 2019-INV3 A3 144A N/A 46591LAC5 39768.360000 PA USD 36355.230000 0.0009487701 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.5000000000 N N N N N N JPMMT 2020-5 B2 144A N/A 46653JBX8 147931.570000 PA USD 132465.130000 0.0034569703 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.5710000000 N N N N N N JPMMT 2020-LTV1 A15 144A N/A 46591NBH9 1180.340000 PA USD 1168.940000 0.0000305061 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.5000000000 N N N N N N JPMMT 2020-LTV1 B1A 144A N/A 46591NBR7 149536.060000 PA USD 132461.180000 0.0034568672 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.2240000000 N N N N N N JPMMT 2020-LTV1 A3 144A N/A 46591NAC1 2655.760000 PA USD 2630.630000 0.0000686521 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.5000000000 N N N N N N JPMMT 2025-DSC2 A1 144A 529900SXYOW2J5ABY729 46659VAA6 190270.910000 PA USD 190912.200000 0.0049822758 Long ABS-MBS CORP US N 2 2065-10-25 Variable 5.1950000000 N N N N N N JPMMT 2025-NMQ3 A1 144A N/A 46659QAC3 219399.070000 PA USD 221000.510000 0.0057674967 Long ABS-MBS USGSE US N 2 2065-11-25 Variable 5.4950000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 130000.000000 PA USD 135533.190000 0.0035370381 Long DBT CORP US N 2 2035-01-23 Variable 5.3360000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEY8 100000.000000 PA USD 103687.200000 0.0027059466 Long DBT CORP US N 2 2031-04-22 Variable 5.1030000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFE1 160000.000000 PA USD 160250.080000 0.0041820800 Long DBT CORP US N 2 2036-10-22 Variable 4.8100000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 70000.000000 PA USD 65345.070000 0.0017053240 Long DBT CORP US N 2 2031-04-22 Variable 2.5220000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 255000.000000 PA USD 259245.240000 0.0067655775 Long DBT CORP US N 2 2030-10-22 Variable 4.6030000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 185000.000000 PA USD 188425.280000 0.0049173741 Long DBT CORP US N 2 2035-10-22 Variable 4.9460000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 110000.000000 PA USD 104531.900000 0.0027279909 Long DBT CORP US N 2 2030-10-15 Variable 2.7390000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 485000.000000 PA USD 457685.290000 0.0119443091 Long DBT CORP US N 2 2031-05-13 Variable 2.9560000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEA0 140000.000000 PA USD 141491.980000 0.0036925459 Long DBT CORP US N 2 2028-01-23 Variable 5.0400000000 N N N N N N J.P. MORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 111078.000000 NS USD 34776300.240000 0.9075644116 Long EC CORP US N 1 N N N JULIUS BAER GROUP LTD 5299007MF0604ZGJER92 000000000 30108.000000 NS 2148124.920000 0.0560600672 Long EC CORP CH N 2 N N N KADANT INC 549300K06LNJYBMPYP15 48282T104 973.000000 NS USD 270610.760000 0.0070621858 Long EC CORP US N 1 N N N Kardigan Inc SER B CVT PFD PP N/A 000000000 10558.000000 NS USD 225572.510000 0.0058868132 Long EP CORP US Y 3 N N N Kardium Inc Series D-8 CVT PFD Stock PP N/A 000000000 186226.000000 NS USD 120532.920000 0.0031455729 Long EP CORP CA Y 3 N N N Kardium Inc Ser D-6 CVT Pfd Stock PP N/A TC0GUUWU8 118345.000000 NS USD 97918.650000 0.0025554036 Long EP CORP US Y 3 N N N KARMAN HOLDINGS INC N/A 485924104 12991.000000 NS USD 870786.730000 0.0227251042 Long EC CORP US N 1 N N N KDDI CORP 5299003FU7V4I45FU310 000000000 303600.000000 NS 5223179.360000 0.1363104088 Long EC CORP JP N 2 N N N KEARNY FINANCIAL CORP/MD N/A 48716P108 32148.000000 NS USD 220856.760000 0.0057637453 Long EC CORP US N 1 N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BP1 25000.000000 PA USD 25604.180000 0.0006681977 Long DBT CORP US N 2 2055-08-15 Fixed 5.8500000000 N N N N N N KERING 549300VGEJKB7SVUZR78 000000000 11507.000000 NS 3918605.420000 0.1022646687 Long EC CORP FR N 2 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267108 145566.000000 NS USD 2675503.080000 0.0698231658 Long EC CORP US N 1 N N N KEYSIGHT TECHNOLOGIES IN 549300GLKVIO8YRCYN02 49338L103 100607.000000 NS USD 19915155.650000 0.5197299999 Long EC CORP US N 1 N N N KINGFISHER PLC 213800KBMEV7I92FY281 000000000 876167.000000 NS 3548091.940000 0.0925953006 Long EC CORP GB N 2 N N N KINGSPAN GROUP PLC 635400HM7V74SUB9OG75 000000000 19569.000000 NS 1679892.510000 0.0438405077 Long EC CORP IE N 2 N N N KION GROUP AG 5299005KY91C4C6U9H17 000000000 47352.000000 NS 3548948.550000 0.0926176557 Long EC CORP DE N 2 N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 9128.000000 NS USD 10729690.160000 0.2800149777 Long EC CORP US N 1 N N N KLARNA GROUP PLC 636700HER4JIK7GZUN17 000000000 24059.000000 NS USD 757136.730000 0.0197591563 Long EC CORP GB N 1 N N N KNIFE RIVER CORP N/A 498894104 10604.000000 NS USD 793603.360000 0.0207108336 Long EC CORP US N 1 N N N KOBOLD METALS SER B-1 CVT PFD STOCK PP N/A 000000000 5255.000000 NS USD 591773.960000 0.0154436493 Long EP CORP US Y 3 N N N Kobold Metals SER C-1 CVT Pfd Stock PP N/A TC2NWYYJ4 2684.000000 NS USD 302249.530000 0.0078878695 Long EP CORP US Y 3 N N N KONINKLIJKE PHILIPS NV H1FJE8H61JGM1JSGM897 000000000 182983.000000 NS 5161932.410000 0.1347120343 Long EC CORP NL N 2 N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050N103 4621.000000 NS USD 343571.350000 0.0089662537 Long EC CORP US N 1 N N N KRAFT FOODS GROUP INC 5493003STKEZ2S0RNU91 50076QAE6 39000.000000 PA USD 36160.330000 0.0009436837 Long DBT CORP US N 2 2042-06-04 Fixed 5.0000000000 N N N N N N KRATOS DEFENSE & SECURITY 5493000EKBN0UY1F3F88 50077B207 8685.000000 NS USD 660928.500000 0.0172483899 Long EC CORP US N 1 N N N KT CORP 9884005ACF8449EANY26 000000000 92809.000000 NS 3318232.370000 0.0865966071 Long EC CORP KR N 2 N N N KUWAIT 144A 549300FSC1YD0D9XX589 501499AF4 200000.000000 PA USD 200698.550000 0.0052376722 Long DBT NUSS KW N 2 2035-10-09 Fixed 4.6520000000 N N N N N N KYMERA THERAPEUTICS INC N/A 501575104 6565.000000 NS USD 445632.200000 0.0116297571 Long EC CORP US N 1 N N N Kardium Inc Series D-7 CVT PFD Stock PP N/A 000000000 256419.000000 NS USD 165964.630000 0.0043312138 Long EP CORP US Y 3 N N N L OREAL 529900JI1GG6F7RKVI53 000000000 10869.000000 NS 4740906.270000 0.1237244267 Long EC CORP FR N 2 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807306 23635.000000 NS USD 3687060.000000 0.0962219792 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 95000.000000 PA USD 94325.690000 0.0024616373 Long DBT CORP US N 2 2026-08-18 Fixed 3.5000000000 N N N N N N LATTICE SEMICONDUCTOR CORP 549300LRBBPZDQ2II567 518415104 54052.000000 NS USD 3794990.920000 0.0990386751 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -21785.480000 -0.0005685402 N/A DIR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_GPW BENCHMARK WIBOR PLN 6M Y 2030-07-21 0.000000 USD 0.000000 USD -5321000.000000 PLN -21785.480000 N N N N/A N/A 000000000 1.000000 NC -22338.360000 -0.0005829689 N/A DIR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_GPW BENCHMARK WIBOR PLN 6M Y 2030-07-22 0.000000 USD 0.000000 USD -5627000.000000 PLN -22338.360000 N N N LEGRAND SA 969500XXRPGD7HCAFA90 000000000 28429.000000 NS 4313065.910000 0.1125589869 Long EC CORP FR N 2 N N N LEONARDO DRS INC 549300HMMEWVG3PPQU18 52661A108 6652.000000 NS USD 227298.840000 0.0059318656 Long EC CORP US N 1 N N N LIBERTY MEDIA CORP-LIBERTY-C N/A 531229722 57652.000000 NS USD 4566614.920000 0.1191759087 Long EC CORP US N 1 N N N LIFE TIME GROUP HOLDINGS INC N/A 53190C102 29770.000000 NS USD 831178.400000 0.0216914373 Long EC CORP US N 1 N N N Lightmatter SER D CVT PFD PP N/A 000000000 2858.000000 NS USD 243587.340000 0.0063569500 Long EP CORP US Y 3 N N N LINDE PLC 5299003QR1WT0EF88V51 000000000 33371.000000 NS USD 13692788.720000 0.3573435832 Long EC CORP IE N 1 N N N LITTELFUSE INC 549300MY7HLQFYTPCX75 537008104 3088.000000 NS USD 790589.760000 0.0206321870 Long EC CORP US N 1 N N N LIVE OAK BANCSHARES INC N/A 53803X105 25914.000000 NS USD 827174.880000 0.0215869566 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 4744717.000000 NS 6017449.030000 0.1570386312 Long EC CORP GB N 2 N N N LOAR HOLDINGS INC N/A 53947R105 26598.000000 NS USD 1820633.100000 0.0475134444 Long EC CORP US N 1 N N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 546347105 8211.000000 NS USD 673384.110000 0.0175734466 Long EC CORP US N 1 N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676BA4 25000.000000 PA USD 25495.500000 0.0006653614 Long DBT CORP US N 2 2055-08-15 Fixed 5.8500000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EM5 40000.000000 PA USD 39415.440000 0.0010286330 Long DBT CORP US N 2 2053-04-15 Fixed 5.6250000000 N N N N N N LOWE S COS INC WAFCR4OKGSC504WU3E95 548661107 42835.000000 NS USD 10386630.800000 0.2710620855 Long EC CORP US N 1 N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 548661EJ2 80000.000000 PA USD 63927.040000 0.0016683174 Long DBT CORP US N 2 2052-04-01 Fixed 4.2500000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 120000.000000 PA USD 122721.960000 0.0032027008 Long DBT CORP US N 2 2035-03-15 Fixed 5.6500000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAQ7 125000.000000 PA USD 128417.880000 0.0033513484 Long DBT CORP US N 2 2035-06-15 Fixed 5.7500000000 N N N N N N LSEG US FIN CORP 144A 2138007FV67QQ13CGJ43 50222CAB6 200000.000000 PA USD 207596.000000 0.0054176764 Long DBT CORP US N 2 2034-03-28 Fixed 5.2970000000 N N N N N N MA'ADEN SUKUK LTD 144A 254900QDNU6I6VA8UL14 55407NAA0 610000.000000 PA USD 626841.220000 0.0163588070 Long DBT NUSS KY N 2 2030-02-13 Fixed 5.2500000000 N N N N N N MACERICH CO/THE 529900PSWCB5KI0JYU46 554382101 22036.000000 NS USD 382544.960000 0.0099833562 Long EC CORP US N 1 N N N MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC N/A 55405Y100 13896.000000 NS USD 2431661.040000 0.0634595689 Long EC CORP US N 1 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 000000000 27042.000000 NS 3492896.930000 0.0911548648 Long EC CORP AU N 2 N N N MAD 2025-11MD A 144A N/A 55616AAA5 150000.000000 PA USD 150715.110000 0.0039332439 Long ABS-MBS CORP US N 2 2042-10-15 Variable 4.9120000000 N N N N N N MADISON SQUARE GARDEN SPORTS CORP N/A 55825T103 3651.000000 NS USD 832537.530000 0.0217269068 Long EC CORP US N 1 N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222BD5 35000.000000 PA USD 37229.990000 0.0009715989 Long DBT CORP CA N 2 2035-06-01 Fixed 5.8750000000 N N N N N N MANDATUM OYJ 743700OAJK6L28Y2NN56 000000000 342592.000000 NS 2577876.340000 0.0672753803 Long EC CORP FI N 2 N N N MAPLIGHT THERAPEUTICS INC N/A 56565P103 13616.000000 NS USD 185586.080000 0.0048432789 Long EC CORP US N 1 N N N MARAVAI LIFESCIENCES HLDGS-A N/A 56600D107 60740.000000 NS USD 219878.800000 0.0057382232 Long EC CORP US N 1 N N N MARQETA INC-A 254900UZARK0FMZGZE18 57142B104 225696.000000 NS USD 1081083.840000 0.0282132720 Long EC CORP US N 1 N N N MARS INC 144A 54930073HKEO6GZBSS03 571676BB0 175000.000000 PA USD 178539.730000 0.0046593888 Long DBT CORP US N 2 2045-05-01 Fixed 5.6500000000 N N N N N N MARS INC 144A 54930073HKEO6GZBSS03 571676BA2 245000.000000 PA USD 252937.760000 0.0066009698 Long DBT CORP US N 2 2035-03-01 Fixed 5.2000000000 N N N N N N MARSH & MCLENNAN COS 549300XMP3KDCKJXIU47 571748102 9185.000000 NS USD 1684988.250000 0.0439734923 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC N/A 573874AR5 35000.000000 PA USD 35449.790000 0.0009251406 Long DBT CORP US N 2 2030-07-15 Fixed 4.7500000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AJ3 209000.000000 PA USD 194222.860000 0.0050686748 Long DBT CORP US N 2 2031-04-15 Fixed 2.9500000000 N N N N N N MARVELL TECHNOLOGY INC N/A 573874AS3 155000.000000 PA USD 159868.400000 0.0041721192 Long DBT CORP US N 2 2035-07-15 Fixed 5.4500000000 N N N N N N MASIMO CORP 549300Q4A8JK0PIYCU29 574795100 18668.000000 NS USD 2658883.240000 0.0693894344 Long EC CORP US N 1 N N N MASTERCARD INC - A AR5L2ODV9HN37376R084 57636Q104 22167.000000 NS USD 12203598.510000 0.3184798735 Long EC CORP US N 1 N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 580135101 44763.000000 NS USD 13957998.660000 0.3642648227 Long EC CORP US N 1 N N N MED 2024-MOB A 144A N/A 55287BAA1 155000.000000 PA USD 154458.100000 0.0040309255 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.5500000000 N N N N N N MELROSE INDUSTRIES PLC 213800RGNXXZY2M7TR85 000000000 542056.000000 NS 4275684.330000 0.1115834320 Long EC CORP GB N 2 N N N MERCK & CO. INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 2900.000000 NS USD 304007.000000 0.0079337345 Long EC CORP US N 1 N N N MERCURY SYSTEMS INC 549300P3B84SGK7HH679 589378108 11980.000000 NS USD 837282.200000 0.0218507294 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 860000.000000 PA USD 854030.740000 0.0222878196 Long DBT CORP US N 2 2055-11-15 Fixed 5.6250000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 210000.000000 PA USD 209126.400000 0.0054576156 Long DBT CORP US N 2 2045-11-15 Fixed 5.5000000000 N N N N N N META PLATFORMS INC-CLASS A BQ4BKCS1HXDV9HN80Z93 30303M102 60084.000000 NS USD 38931427.800000 1.0160016483 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 170000.000000 PA USD 171512.830000 0.0044760063 Long DBT CORP US N 2 2035-11-15 Fixed 4.8750000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 17627.000000 NS USD 1349523.120000 0.0352187883 Long EC CORP US N 1 N N N METTLER-TOLEDO INTERNATIONAL 5493000BD5GJNUDIUG10 592688105 3361.000000 NS USD 4963255.920000 0.1295271322 Long EC CORP US N 1 N N N MIAMI INTERNATIONAL HOLDINGS 254900TREUDBWGLAP788 59356Q108 25981.000000 NS USD 1184993.410000 0.0309250219 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 239589.000000 NS USD 117880183.890000 3.0763439179 Long EC CORP US N 1 N N N MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278101 6534.000000 NS USD 772318.800000 0.0201553659 Long EC CORP US N 1 N N N MIDDLESEX WATER CO N/A 596680108 9937.000000 NS USD 509867.470000 0.0133061185 Long EC CORP US N 1 N N N MINERA MEXICO SA DE CV 144A 2549005BMA2EK49I0T98 60284MAC6 450000.000000 PA USD 464355.000000 0.0121183700 Long DBT CORP MX N 2 2032-02-12 Fixed 5.6250000000 N N N N N N MINERALYS THERAPEUTICS INC N/A 603170101 3068.000000 NS USD 132292.160000 0.0034524563 Long EC CORP US N 1 N N N Mirador Therapeutics SER B CVT PFD PP N/A 000000000 67218.000000 NS USD 221819.400000 0.0057888675 Long EP CORP US Y 3 N N N MIRION TECHNOLOGIES INC 549300BNTOWVWFNVTJ65 60471A101 142562.000000 NS USD 3709463.240000 0.0968066413 Long EC CORP US N 1 N N N MITSUBISHI CORP KVIPTY4PULAPGC1VVD26 000000000 129400.000000 NS 3063689.950000 0.0799537601 Long EC CORP JP N 2 N N N MITSUBISHI ELECTRIC CORP 549300TRXM9Y6561AX39 000000000 291600.000000 NS 7884262.020000 0.2057572419 Long EC CORP JP N 2 N N N MITSUBISHI ESTATE CO LTD 353800KOFMRGOXSJ5Z65 000000000 70100.000000 NS 1653876.070000 0.0431615512 Long EC CORP JP N 2 N N N MITSUBISHI UFJ FINANCIAL GRO 353800V2V8PUY9TK3E06 000000000 553400.000000 NS 8677058.290000 0.2264470127 Long EC CORP JP N 2 N N N MITSUI FUDOSAN CO LTD 353800ND4ZKNZDYKMF33 000000000 376000.000000 NS 4416319.190000 0.1152536095 Long EC CORP JP N 2 N N N MMAF 2021-A A5 144A N/A 55317JAE0 100000.000000 PA USD 99072.070000 0.0025855046 Long ABS-O CORP US N 2 2043-11-13 Fixed 1.1900000000 N N N N N N MMAF 2024-A A3 144A N/A 55318CAC8 335000.000000 PA USD 340284.120000 0.0088804662 Long ABS-O CORP US N 2 2031-07-14 Fixed 4.9500000000 N N N N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855R100 4491.000000 NS USD 665835.660000 0.0173764531 Long EC CORP US N 1 N N N MONCLER SPA 815600EBD7FB00525B20 000000000 53534.000000 NS 3618095.150000 0.0944221891 Long EC CORP IT N 2 N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207105 225247.000000 NS USD 12967469.790000 0.3384147827 Long EC CORP US N 1 N N N MONOLITHIC POWER SYSTEMS INC 529900TB7O85LSZ1XU31 609839105 2978.000000 NS USD 2764090.260000 0.0721350441 Long EC CORP US N 1 N N N MOODY S CORP 549300GCEDD8YCF5WU84 615369105 3270.000000 NS USD 1604850.600000 0.0418821232 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 41460.000000 NS USD 7034103.600000 0.1835704791 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 60000.000000 PA USD 62333.760000 0.0016267372 Long DBT CORP US N 2 2035-07-19 Variable 5.3200000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 225000.000000 PA USD 231356.250000 0.0060377526 Long DBT CORP US N 2 2030-01-16 Variable 5.1730000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 120000.000000 PA USD 126971.040000 0.0033135899 Long DBT CORP US N 2 2036-04-17 Variable 5.6640000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 345000.000000 PA USD 352580.340000 0.0092013632 Long DBT CORP US N 2 2029-02-01 Variable 5.1230000000 N N N N N N MSRM 2025-DSC2 A1 144A N/A 61778XAA7 97540.940000 PA USD 98312.520000 0.0025656825 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.4430000000 N N N N N N MSRM 2025-NQM5 A1 144A N/A 61779BAA4 92771.760000 PA USD 93413.890000 0.0024378419 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.4390000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 245000.000000 PA USD 255229.980000 0.0066607904 Long DBT CORP US N 2 2035-08-15 Fixed 5.5500000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 115000.000000 PA USD 119097.340000 0.0031081083 Long DBT CORP US N 2 2034-04-15 Fixed 5.4000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCD0 115000.000000 PA USD 115595.470000 0.0030167193 Long DBT CORP US N 2 2055-09-15 Fixed 6.2000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCB4 145000.000000 PA USD 145527.510000 0.0037978620 Long DBT CORP US N 2 2033-01-15 Fixed 5.0000000000 N N N N N N MSA SAFETY INC 529900DVA3258XK11O39 553498106 4743.000000 NS USD 765045.900000 0.0199655635 Long EC CORP US N 1 N N N MFSZ5 MSCI EAFE DEC25 N/A 000000000 -74.000000 NC USD -99175.140000 -0.0025881945 N/A DE CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short MSCI EAFE MSCI EAFE 2025-12-19 -10330754.860000 USD -99175.140000 N N N MUENCHENER RUECKVER AG-REG 529900MUF4C20K50JS49 000000000 9079.000000 NS 5721759.260000 0.1493219532 Long EC CORP DE N 2 N N N MVWOT 2023-1A A 144A N/A 62848PAA8 161307.620000 PA USD 163221.150000 0.0042596166 Long ABS-O CORP US N 2 2040-10-20 Fixed 4.9300000000 N N N N N N MVWOT 2023-2A B 144A N/A 55400WAB5 48011.070000 PA USD 49139.050000 0.0012823921 Long ABS-O CORP US N 2 2040-11-20 Fixed 6.3300000000 N N N N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 000000000 1.000000 NC USD -2698.110000 -0.0000704131 N/A DFE CORP MX N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 -11400000.000000 MXN 616956.730000 USD 2026-01-16 -2698.110000 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 000000000 1.000000 NC USD 6445.010000 0.0001681968 N/A DFE CORP MX N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 -613209.830000 USD 11400000.000000 MXN 2026-01-16 6445.010000 N N N MYR GROUP INC/DELAWARE 529900G1IMMZHOQ17I54 55405W104 2241.000000 NS USD 502701.120000 0.0131190967 Long EC CORP US N 1 N N N MANUS BIO INC SERIES ONE-6 CVT PFD PP N/A 000000000 12159.000000 NS USD 36477.000000 0.0009519479 Long EC CORP US Y 3 N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 000000000 29930.000000 NS 3618500.480000 0.0944327670 Long EC CORP CA N 2 N N N NATIONAL ENERGY SERVICES REU N/A 000000000 5080.000000 NS USD 70815.200000 0.0018480791 Long EC CORP VG N 1 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 456920.000000 NS 6942460.950000 0.1811788616 Long EC CORP GB N 2 N N N NATIONAL RESILIENCE SR B CVT PFD STK PP N/A 000000000 11776.000000 NS USD 189240.320000 0.0049386444 Long EP CORP US Y 3 N N N NATIONAL RESILIENCE SR C CVT PFD STK PP N/A 000000000 5896.000000 NS USD 94748.720000 0.0024726772 Long EP CORP US Y 3 N N N NCINO INC 549300WVRR2WR3L6MZ46 63947X101 28130.000000 NS USD 694811.000000 0.0181326286 Long EC CORP US N 1 N N N NEC CORP 5493000QYMPFRTEY4K28 000000000 143700.000000 NS 5429363.560000 0.1416912412 Long EC CORP JP N 2 N N N NEOGEN CORP 549300HJT9FC36N4UW43 640491106 66845.000000 NS USD 399733.100000 0.0104319187 Long EC CORP US N 1 N N N NEPTUNE INSURANCE HOLDI-CL A 529900I3QTHC0Q1C2D65 64073B103 37502.000000 NS USD 874546.640000 0.0228232273 Long EC CORP US N 1 N N N NESTLE SA-REG KY37LUS27QQX7BB93L28 000000000 123888.000000 NS 12321957.030000 0.3215687007 Long EC CORP CH N 2 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 192832.000000 NS USD 20744866.560000 0.5413831398 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 AV1834432 290000.000000 PA 356449.310000 0.0093023325 Long DBT CORP US N 2 2029-05-15 Fixed 4.6250000000 N N N N N N NETSKOPE INC-CL A 254900CS525VJG6KO570 64119N608 3760.000000 NS USD 69108.800000 0.0018035469 Long EC CORP US N 1 N N N NEUB 2016-21A A1R3 144A 549300VBBLOSKH8XQ869 64130DBS8 255000.000000 PA USD 255573.750000 0.0066697618 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 5.2040000000 N N N N N N NEUB 2021-43A AR 144A 549300N83MM16HCONB28 64134AAJ1 250000.000000 PA USD 249839.480000 0.0065201134 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 4.9320000000 N N N N N N NRZT 2021-INV2 A4 144A N/A 64831GAD7 139129.190000 PA USD 115050.750000 0.0030025036 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5000000000 N N N N N N NRZT 2025-NQM4 A1 144A 2138001CG5SYL78G3648 64832FAC0 253492.410000 PA USD 255309.930000 0.0066628769 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.3500000000 N N N N N N NEXT PLC 213800WQD8ECPZP9PH98 000000000 26061.000000 NS 4874151.910000 0.1272017661 Long EC CORP GB N 2 N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 65364UAU0 135000.000000 PA USD 133309.400000 0.0034790034 Long DBT CORP US N 2 2054-01-17 Fixed 5.6640000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 653522DT6 155000.000000 PA USD 155841.810000 0.0040670364 Long DBT CORP US N 2 2030-10-03 Fixed 4.6470000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 653522DV1 234000.000000 PA USD 240789.510000 0.0062839344 Long DBT CORP US N 2 2055-07-03 Fixed 5.9960000000 N N N N N N NINTENDO CO LTD 353800FEEXU6I9M0ZF27 000000000 20100.000000 NS 1703613.770000 0.0444595664 Long EC CORP JP N 2 N N N NOMURA RESEARCH INSTITUTE 5299005F1HCVF4M4QN79 000000000 67800.000000 NS 2708206.330000 0.0706766294 Long EC CORP JP N 2 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844108 17732.000000 NS USD 5179339.880000 0.1351663207 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 4222.000000 NS USD 2416039.500000 0.0630518903 Long EC CORP US N 1 N N N WOODS 2018-14BA AR 144A 549300QQDSTCZ860F679 66860CAL7 134401.660000 PA USD 134417.830000 0.0035079303 Long ABS-CBDO CORP KY N 2 2031-11-13 Floating 5.0910000000 N N N N N N NOVANTA INC CVT 6.500000 N/A 67000B203 14931.000000 NS USD 784624.050000 0.0204764986 Long EP CORP CA N 1 N N N NOVANTA INC N/A 67000B104 2969.000000 NS USD 337456.540000 0.0088066742 Long EC CORP CA N 1 N N N NOVARTIS AG-REG 5493007HIVTX6SY6XD66 000000000 66869.000000 NS 8723735.220000 0.2276651503 Long EC CORP CH N 2 N N N NOVO NORDISK A/S-B 549300DAQ1CVT6CXN342 000000000 117375.000000 NS 5812749.650000 0.1516965485 Long EC CORP DK N 2 N N NRG ENERGY INC 144A 5E2UPK5SW04M13XY7I38 629377CL4 85000.000000 PA USD 84584.690000 0.0022074244 Long DBT CORP US N 2 2029-06-15 Fixed 4.4500000000 N N N N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAV7 200000.000000 PA USD 209090.000000 0.0054566656 Long DBT CORP JP N 2 2035-07-16 Fixed 5.5020000000 N N N N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAU9 200000.000000 PA USD 206419.800000 0.0053869809 Long DBT CORP JP N 2 2032-07-16 Fixed 5.1710000000 N N N N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAS4 200000.000000 PA USD 204202.400000 0.0053291129 Long DBT CORP JP N 2 2030-07-16 Fixed 4.8760000000 N N N N N N NURO SERIES C CVT PFD STOCK PP N/A 000000000 20748.000000 NS USD 313294.800000 0.0081761202 Long EP CORP US Y 3 N N N NURO SERIES D CVT PFD STOCK PP N/A TC7AXBYR8 5932.000000 NS USD 90700.280000 0.0023670243 Long EP CORP US Y 3 N N N NUVALENT INC-A N/A 670703107 10679.000000 NS USD 1167748.650000 0.0304749818 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 711984.000000 NS USD 126021168.000000 3.2888008901 Long EC CORP US N 1 N N N NXP BV/NXP FDG/NXP USA N/A 62954HAL2 176000.000000 PA USD 129639.490000 0.0033832290 Long DBT CORP NL N 2 2042-02-15 Fixed 3.1250000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 306000.000000 PA USD 294578.240000 0.0076876702 Long DBT CORP NL N 2 2030-05-01 Fixed 3.4000000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAN8 540000.000000 PA USD 362535.480000 0.0094611646 Long DBT CORP NL N 2 2051-11-30 Fixed 3.2500000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAV0 76000.000000 PA USD 75946.340000 0.0019819876 Long DBT CORP NL N 2 2029-06-18 Fixed 4.3000000000 N N N N N N NXP SEMICONDUCTORS NV 724500M9BY5293JDF951 000000000 11002.000000 NS USD 2144729.880000 0.0559714661 Long EC CORP NL N 1 N N N NXPT 2024-STOR A 144A N/A 67119YAA0 95000.000000 PA USD 94425.080000 0.0024642311 Long ABS-MBS CORP US N 2 2041-11-05 Variable 4.4550000000 N N N N N N O REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103H107 41311.000000 NS USD 4201328.700000 0.1096429575 Long EC CORP US N 1 N N N OBX 2020-EXP3 1A9 144A N/A 67448WAQ1 66458.980000 PA USD 58933.720000 0.0015380057 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.0000000000 N N N N N N OBX 2025-NQM15 A1 144A 254900Y3YIZHUWMEGC78 67122CAC9 100690.800000 PA USD 101251.090000 0.0026423710 Long ABS-MBS CORP US N 2 2065-07-27 Variable 5.1430000000 N N N N N N OBX 2025-NQM15 A1F 144A 254900Y3YIZHUWMEGC78 67122CAD7 105485.600000 PA USD 105534.600000 0.0027541586 Long ABS-MBS CORP US N 2 2065-07-27 Floating 5.2220000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EM3 135000.000000 PA USD 130410.950000 0.0034033620 Long DBT CORP US N 2 2054-10-01 Fixed 6.0500000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 540000.000000 PA USD 624375.000000 0.0162944455 Long DBT CORP US N 2 2030-07-15 Fixed 8.8750000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 70000.000000 PA USD 71750.000000 0.0018724748 Long DBT CORP US N 2 2040-03-15 Fixed 6.2000000000 N N N N N N OCEANFIRST FINANCIAL CORP N/A 675234108 27222.000000 NS USD 513134.700000 0.0133913840 Long EC CORP US N 1 N N N OCP 2017-13A AR2 144A 254900M77QLN2EBJHE11 67097LAV8 250000.000000 PA USD 250345.980000 0.0065333316 Long ABS-CBDO CORP KY N 2 2037-11-26 Floating 5.2100000000 N N N N N N OCTL 2023-1A A 144A N/A 67571BAA1 1848.260000 PA USD 1849.850000 0.0000482759 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.8700000000 N N N N N N OCTL 2023-3A B 144A N/A 67571CAC5 100000.000000 PA USD 101464.990000 0.0026479532 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.4800000000 N N N N N N OCTL 2023-3A C 144A N/A 67571CAD3 100000.000000 PA USD 102556.460000 0.0026764375 Long ABS-O CORP US N 2 2029-08-20 Fixed 6.7400000000 N N N N N N OCTL 2024-1A A2 144A N/A 67571FAB0 54697.830000 PA USD 55104.630000 0.0014380771 Long ABS-O CORP US N 2 2030-05-20 Fixed 5.6800000000 N N N N N N OCTL 2025-RVM1 A 144A N/A 67571HAA8 190000.000000 PA USD 190380.100000 0.0049683895 Long ABS-O CORP US N 2 2046-12-20 Fixed 4.4800000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837103 43074.000000 NS USD 1971927.720000 0.0514618119 Long EC CORP US N 1 N N N OLAPLEX HOLDINGS INC N/A 679369108 283490.000000 NS USD 323178.600000 0.0084340598 Long EC CORP US N 1 N N N OLD DOMINION FREIGHT LINE 5299009TWK32WE417T96 679580100 65806.000000 NS USD 8902893.740000 0.2323406879 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 233000.000000 PA USD 247974.680000 0.0064714473 Long DBT CORP US N 2 2033-09-01 Fixed 6.0500000000 N N N N N N ONESTREAM INC 254900CRBCHIYDC37W82 68278B107 32470.000000 NS USD 676350.100000 0.0176508506 Long EC CORP US N 1 N N N ONTO INNOVATION INC 254900RXZVN73CHOO062 683344105 3398.000000 NS USD 486457.680000 0.0126951882 Long EC CORP US N 1 N N N OPENLANE INC 5493004HKD20LBSG7D03 48238T109 13664.000000 NS USD 347612.160000 0.0090717076 Long EC CORP US N 1 N N N OR ROYALTIES INC 549300TJZTXZMPQ6K004 68390D106 68645.000000 NS USD 2395710.500000 0.0625213601 Long EC CORP CA N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 657000.000000 PA USD 610126.990000 0.0159226122 Long DBT CORP US N 2 2055-09-26 Fixed 5.9500000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 135000.000000 PA USD 131984.240000 0.0034444204 Long DBT CORP US N 2 2035-09-26 Fixed 5.2000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 105000.000000 PA USD 103208.390000 0.0026934510 Long DBT CORP US N 2 2032-09-26 Fixed 4.8000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 28356.000000 NS USD 5726494.200000 0.1494455219 Long EC CORP US N 1 N N N ORBIA ADVANCE CORP SAB 144A 549300MVHZ20SBIOEQ79 68560EAC2 245000.000000 PA USD 244649.650000 0.0063846733 Long DBT CORP MX N 2 2030-05-13 Fixed 6.8000000000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 000000000 91800.000000 NS 2509325.840000 0.0654864035 Long EC CORP JP N 2 N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 000000000 20498.000000 NS 436583.960000 0.0113936233 Long EC CORP DK N 2 N N N OSCAR HEALTH INC - CLASS A 254900AE8KDLFDOPKZ19 687793109 48970.000000 NS USD 879990.900000 0.0229653073 Long EC CORP US N 1 N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742101 18025.000000 NS USD 2041151.000000 0.0532683464 Long EC CORP US N 1 N N N PACCAR INC KDTEY8BWE486IKZ3CC07 693718108 1100.000000 NS USD 115962.000000 0.0030262847 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KY2 200000.000000 PA USD 201530.000000 0.0052593707 Long DBT CORP US N 2 2032-10-15 Fixed 5.0500000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 52000.000000 PA USD 50822.200000 0.0013263176 Long DBT CORP US N 2 2054-10-01 Fixed 5.9000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 95000.000000 PA USD 81820.750000 0.0021352933 Long DBT CORP US N 2 2050-07-01 Fixed 4.9500000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KW6 115000.000000 PA USD 116592.750000 0.0030427455 Long DBT CORP US N 2 2028-06-04 Fixed 5.0000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 93000.000000 PA USD 63897.700000 0.0016675517 Long DBT CORP US N 2 2050-08-01 Fixed 3.5000000000 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156109 21314.000000 NS USD 4349547.980000 0.1135110672 Long EC CORP US N 1 N N N PALANTIR TECHNOLOGIES INC-A 549300UVN46B3BBDHO85 69608A108 8765.000000 NS USD 1476464.250000 0.0385315976 Long EC CORP US N 1 N N N PALOMINO FUNDING TRUST I 144A N/A 69754AAA8 540000.000000 PA USD 571933.980000 0.0149258812 Long DBT CORP US N 2 2028-05-17 Fixed 7.2330000000 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 000000000 247800.000000 NS 3101028.840000 0.0809282010 Long EC CORP JP N 2 N N N PAR TECHNOLOGY CORP/DEL 549300HYPTHBJQINVG57 698884103 57368.000000 NS USD 1979769.680000 0.0516664652 Long EC CORP US N 1 N N N PARKER HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 18200.000000 NS USD 15682940.000000 0.4092809791 Long EC CORP US N 1 N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202L102 21445.000000 NS USD 1815962.600000 0.0473915574 Long EC CORP US N 1 N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343103 2621.000000 NS USD 283644.620000 0.0074023332 Long EC CORP US N 1 N N N PAX LABS CLASS A COMMON PP 549300FKJA0AEKUHVG68 000000000 70144.000000 NS USD 21744.640000 0.0005674744 Long EC CORP US Y 3 N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 95000.000000 PA USD 99553.640000 0.0025980723 Long DBT CORP US N 2 2035-04-15 Fixed 5.6000000000 N N N N N N PBF ENERGY INC-CLASS A 2549003PBEDCSZMZIY02 69318G106 14390.000000 NS USD 496167.200000 0.0129485796 Long EC CORP US N 1 N N N PENNYMAC FINANCIAL SERVICES 549300W1D516HBDEU871 70932M107 22232.000000 NS USD 2991760.240000 0.0780765954 Long EC CORP US N 1 N N N PENTAIR PLC 549300EVR9D56WPSRP15 000000000 68586.000000 NS USD 7217990.640000 0.1883694178 Long EC CORP IE N 1 N N N PENUMBRA INC 549300RGE06P3ECANU72 70975L107 80.000000 NS USD 23453.600000 0.0006120735 Long EC CORP US N 1 N N N PERSIMMON PLC 213800XI72Y57UWN6F31 000000000 112714.000000 NS 1993238.560000 0.0520179653 Long EC CORP GB N 2 N N N PERSONALIS INC 549300EZ2NYFK7H0US48 71535D106 24969.000000 NS USD 267917.370000 0.0069918959 Long EC CORP US N 1 N N N PERU 254900STKLK2DBJJZ530 715638FD9 260000.000000 PA USD 272337.000000 0.0071072359 Long DBT NUSS PE N 2 2055-06-30 Fixed 6.2000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 380000.000000 PA USD 405372.600000 0.0105790939 Long DBT CORP MX N 2 2029-06-02 Fixed 8.7500000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 145000.000000 PA USD 129514.540000 0.0033799682 Long DBT CORP MX N 2 2050-01-23 Fixed 7.6900000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 265000.000000 PA USD 256021.770000 0.0066814539 Long DBT CORP MX N 2 2031-01-28 Fixed 5.9500000000 N N N N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 718172109 15300.000000 NS USD 2409444.000000 0.0628797661 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172EA3 255000.000000 PA USD 251078.100000 0.0065524379 Long DBT CORP US N 2 2035-10-29 Fixed 4.6250000000 N N N N N N PINNACLE FINANCIAL PARTNERS 54930098EZ8JMSAZGS24 72346Q104 12532.000000 NS USD 1148933.760000 0.0299839657 Long EC CORP US N 1 N N N PINTEREST INC- CLASS A N/A 72352L106 98677.000000 NS USD 2577443.240000 0.0672640776 Long EC CORP US N 1 N N N PITNEY BOWES INC 549300N2O26NW4ST6W55 724479100 14047.000000 NS USD 138503.420000 0.0036145528 Long EC CORP US N 1 N N N PJT PARTNERS INC A 549300W3WBEQUBKYTN87 69343T107 3796.000000 NS USD 637765.960000 0.0166439122 Long EC CORP US N 1 N N N PLANET FITNESS INC - CL A 549300LLE5HUPF6H8G33 72703H101 25480.000000 NS USD 2852995.600000 0.0744552254 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 130000.000000 PA USD 136444.750000 0.0035608273 Long DBT CORP US N 2 2036-01-29 Variable 5.5750000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 90000.000000 PA USD 92937.060000 0.0024253980 Long DBT CORP US N 2 2036-07-21 Variable 5.3730000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446104 2085.000000 NS USD 216902.550000 0.0056605514 Long EC CORP US N 1 N N N PREF 2024-1A A2 144A N/A 737473AB4 33419.930000 PA USD 33564.810000 0.0008759479 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.5900000000 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506107 23853.000000 NS USD 2386254.120000 0.0622745750 Long EC CORP US N 1 N N N PRAXIS PRECISION MEDICINES I N/A 74006W207 3205.000000 NS USD 629654.300000 0.0164322205 Long EC CORP US N 1 N N N PRICESMART INC 549300JVYOSTGVSDZS46 741511109 2086.000000 NS USD 256786.600000 0.0067014138 Long EC CORP US N 1 N N N PRIME MEDICINE INC N/A 74168J101 46214.000000 NS USD 176537.480000 0.0046071357 Long EC CORP US N 1 N N N PROCEPT BIOROBOTICS CORP N/A 74276L105 29221.000000 NS USD 925721.280000 0.0241587427 Long EC CORP US N 1 N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718109 120755.000000 NS USD 17891060.800000 0.4669067714 Long EC CORP US N 1 N N N PROG 2021-SFR6 D 144A N/A 74333HAG0 400000.000000 PA USD 393968.360000 0.0102814750 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.2250000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315103 26678.000000 NS USD 6103659.620000 0.1592884871 Long EC CORP US N 1 N N N PROLOGIS TARGETED US 144A 5493004DTBWUQ9F2VJ87 74350LAE4 140000.000000 PA USD 137269.860000 0.0035823604 Long DBT CORP US N 2 2036-01-15 Fixed 4.7500000000 N N N N N N PROLOGIS TARGETED US 144A 5493004DTBWUQ9F2VJ87 74350LAD6 125000.000000 PA USD 124142.880000 0.0032397828 Long DBT CORP US N 2 2031-01-15 Fixed 4.2500000000 N N N N N N PROSPERITY BANCSHARES INC N/A 743606105 16146.000000 NS USD 1109391.660000 0.0289520272 Long EC CORP US N 1 N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 000000000 85889.000000 NS 8619950.010000 0.2249566459 Long EC CORP IT N 2 N N N PSEG POWER LLC 144A N/A 69362BBD3 30000.000000 PA USD 30742.320000 0.0008022888 Long DBT CORP US N 2 2030-05-15 Fixed 5.2000000000 N N N N N N PTC INC 54930050SSMU8SKDJ030 69370C100 20136.000000 NS USD 3532458.480000 0.0921873109 Long EC CORP US N 1 N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 305000.000000 PA USD 314531.250000 0.0082083881 Long DBT CORP US N 2 2036-01-15 Fixed 5.4500000000 N N N N N N PUBLIC STORAGE 254900GLQZAD4N7N5Q19 74460D109 9023.000000 NS USD 2477174.420000 0.0646473411 Long EC CORP US N 1 N N N PUIG BRANDS SA-B 549300OVHNSX30L1AQ94 000000000 94621.000000 NS 1606437.820000 0.0419235452 Long EC CORP ES N 2 N N N PULTE GROUP INC N/A 745867101 31013.000000 NS USD 3944543.470000 0.1029415794 Long EC CORP US N 1 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834L100 43682.000000 NS USD 8263760.760000 0.2156611002 Long EC CORP US N 1 N N N QUIDELORTHO CORP 549300YU8CMO9HF53113 219798105 40852.000000 NS USD 1117302.200000 0.0291584702 Long EC CORP US N 1 N N N QXO INC N/A 82846H405 81592.000000 NS USD 1528218.160000 0.0398822303 Long EC CORP US N 1 N N N RADNET INC 529900RECG94V2IZJ970 750491102 9662.000000 NS USD 799916.980000 0.0208756014 Long EC CORP US N 1 N N N RAIZEN FUELS FINANCE 144A 52990010NH26VC32Q522 75102XAD8 425000.000000 PA USD 350028.060000 0.0091347558 Long DBT CORP LU N 2 2035-01-17 Fixed 5.7000000000 N N N N N N RALLIANT CORP 52990024QKO4DYT8N464 750940108 4857.000000 NS USD 239790.090000 0.0062578523 Long EC CORP US N 1 N N N RAMBUS INC 2549000211GDCQSLV833 750917106 8907.000000 NS USD 851241.990000 0.0222150410 Long EC CORP US N 1 N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281A109 199103.000000 NS USD 7862577.470000 0.2051913356 Long EC CORP US N 1 N N N RBC BEARINGS INC N/A 75524B104 6513.000000 NS USD 2898089.610000 0.0756320533 Long EC CORP US N 1 N N N REALT 2025-1A A1 144A N/A 75585RSS5 1093365.840000 PA 784849.600000 0.0204823849 Long ABS-MBS CORP CA N 2 2060-01-12 Fixed 3.9300000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CT9 45000.000000 PA USD 45935.510000 0.0011987887 Long DBT CORP US N 2 2035-04-15 Fixed 5.1250000000 N N N N N N RECRUIT HOLDINGS CO LTD 353800R2LRSMVVC4I806 000000000 68000.000000 NS 3477947.920000 0.0907647374 Long EC CORP JP N 2 N N N RED ROCK RESORTS INC-CLASS A N/A 75700L108 4857.000000 NS USD 284474.490000 0.0074239905 Long EC CORP US N 1 N N N REDDIT INC-CL A 529900APN1YHPBHPI679 75734B100 122.000000 NS USD 26409.340000 0.0006892101 Long EC CORP US N 1 N N N REDWOOD MATERIALS SER C CVT STOCK PP 5493008UYCX7OTNK6D78 TC25HIZF2 3356.000000 NS USD 157966.920000 0.0041224959 Long EP CORP US Y 3 N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 245000.000000 PA USD 253490.720000 0.0066154006 Long DBT CORP US N 2 2028-04-15 Fixed 6.0500000000 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886F107 4477.000000 NS USD 3492910.630000 0.0911552223 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AR0 290000.000000 PA USD 310353.360000 0.0080993568 Long DBT CORP US N 2 2033-09-15 Fixed 6.0000000000 N N N N N N RENASANT CORP 549300OVE6OZHW2UUH81 75970E107 24406.000000 NS USD 864948.640000 0.0225727463 Long EC CORP US N 1 N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 000000000 230200.000000 NS 2714648.340000 0.0708447479 Long EC CORP JP N 2 N N N RENTOKIL TERMINIX LLC 144A 984500D5BAA7560EKJ44 760130AA2 200000.000000 PA USD 204055.800000 0.0053252871 Long DBT CORP US N 2 2030-04-28 Fixed 5.0000000000 N N N N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 759916109 7817.000000 NS USD 1336863.340000 0.0348884034 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759100 49968.000000 NS USD 10846054.080000 0.2830517514 Long EC CORP US N 1 N N N REVOLUTION MEDICINES INC 549300JU3X0LBCQ65892 76155X100 10738.000000 NS USD 834986.880000 0.0217908280 Long EC CORP US N 1 N N N REVVITY INC 549300IKL1SDPFI7N655 714046109 58636.000000 NS USD 6122184.760000 0.1597719416 Long EC CORP US N 1 N N N REVVITY INC 549300IKL1SDPFI7N655 714046AM1 73000.000000 PA USD 68439.620000 0.0017860831 Long DBT CORP US N 2 2028-09-15 Fixed 1.9000000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046AN9 100000.000000 PA USD 87691.500000 0.0022885035 Long DBT CORP US N 2 2031-09-15 Fixed 2.2500000000 N N N N N N RGA GLOBAL FUNDING 144A 549300Y22K5FOEBMSK42 76209PAJ2 170000.000000 PA USD 170829.430000 0.0044581715 Long DBT CORP US N 2 2032-08-25 Fixed 5.0000000000 N N N N N N RHEINMETALL AG 5299001OU9CSE29O6S05 000000000 2353.000000 NS 4024547.910000 0.1050294721 Long EC CORP DE N 2 N N N RIOT PLATFORMS INC 5299005LKZAJQDQZDF73 767292105 1327.000000 NS USD 21404.510000 0.0005585980 Long EC CORP US N 1 N N N RLI CORP 529900AMTJE5ECN9PS55 749607107 9166.000000 NS USD 565175.560000 0.0147495053 Long EC CORP US N 1 N N N ROCHE HOLDING AG-GENUSSCHEIN 549300U41AUUVOAAOB37 000000000 28078.000000 NS 10756776.810000 0.2807218637 Long EC CORP CH N 2 N N N ROCKET COS INC-CLASS A N/A 77311W101 67960.000000 NS USD 1357840.800000 0.0354358566 Long EC CORP US N 1 N N N ROCKT 2019-2A AR2 144A 549300IG5M07NI4QKK80 77341GAS9 164789.780000 PA USD 164762.990000 0.0042998544 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 5.0190000000 N N N N N N ROCKT 2021-2A A1R 144A N/A 77341LAQ2 250000.000000 PA USD 249882.450000 0.0065212348 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.0140000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 270000.000000 PA USD 275319.000000 0.0071850578 Long DBT CORP CA N 2 2029-02-15 Fixed 5.0000000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 305000.000000 PA USD 309550.600000 0.0080784070 Long DBT CORP CA N 2 2034-02-15 Fixed 5.3000000000 N N N N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 000000000 378792.000000 NS 5346372.190000 0.1395253980 Long EC CORP GB N 2 N N N ROMANIA 144A 315700IASY927EDWBK92 YK6552730 140000.000000 PA 165333.840000 0.0043147519 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.3750000000 N N N N N N ROMANIA 144A 315700IASY927EDWBK92 77586RAX8 366000.000000 PA USD 378384.890000 0.0098747899 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.6250000000 N N N N N N ROMANIA 144A 315700IASY927EDWBK92 77586RAY6 430000.000000 PA USD 441590.660000 0.0115242842 Long DBT NUSS RO N 2 2030-09-16 Fixed 5.7500000000 N N N N N N ROOT INC/OH -CLASS A N/A 77664L207 6965.000000 NS USD 563398.850000 0.0147031381 Long EC CORP US N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 4456.000000 NS USD 1988356.320000 0.0518905525 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 13237.000000 NS USD 2334477.320000 0.0609233449 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AG8 260000.000000 PA USD 228620.600000 0.0059663598 Long DBT CORP US N 2 2031-04-15 Fixed 1.8750000000 N N N N N N ROYAL GOLD INC 5493001NGRU6SFL04184 780287108 4264.000000 NS USD 869173.760000 0.0226830102 Long EC CORP US N 1 N N N RRAM 2020-12A AAR3 144A 549300RLLUH00ZYECJ34 74989HAL6 310000.000000 PA USD 310141.640000 0.0080938315 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 5.1550000000 N N N N N N RRAM 2024-28RA A1R 144A 254900ZSKVCYOXP11C98 74989NAA7 315000.000000 PA USD 315668.020000 0.0082380546 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.4550000000 N N N N N N RRAM 2024-34RA A2AR 144A N/A 74988WAC4 250000.000000 PA USD 250711.280000 0.0065428649 Long ABS-CBDO CORP KY N 2 2039-10-15 Floating 5.6050000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 90000.000000 PA USD 93760.740000 0.0024468937 Long DBT CORP US N 2 2033-02-27 Fixed 5.1500000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECL3 39000.000000 PA USD 24952.160000 0.0006511818 Long DBT CORP US N 2 2051-09-01 Fixed 2.8200000000 N N N N N N RUSH ENTERPRISES INC-CL A 529900V3XHTN7A6DFT17 781846209 12068.000000 NS USD 628260.080000 0.0163958353 Long EC CORP US N 1 N N N RYANAIR HOLDINGS PLC-SP ADR 635400BR2ROC1FVEBQ56 783513203 56594.000000 NS USD 3857447.040000 0.1006686056 Long EC CORP IE N 1 N N N ESZ5 S&P500 EMINI FUT DEC25 N/A 000000000 -44.000000 NC USD -519980.724127 -0.0135700462 N/A DE CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short S&P 500 INDEX S&P 500 INDEX 2025-12-19 -14570919.275873 USD -519980.724127 N N N ESZ5 S&P500 EMINI FUT DEC25 N/A 000000000 -44.000000 NC USD -519980.724127 -0.0135700462 N/A DE CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short S&P 500 INDEX S&P 500 INDEX 2025-12-19 -14570919.275873 USD -519980.724127 N N N ESZ5 S&P500 EMINI FUT DEC25 N/A 000000000 -38.000000 NC USD -449074.261746 -0.0117195853 N/A DE CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short S&P 500 INDEX S&P 500 INDEX 2025-12-19 -12583975.738254 USD -449074.261746 N N N SAFRAN SA 969500UIC89GT3UL7L24 000000000 20283.000000 NS 6818368.940000 0.1779404063 Long EC CORP FR N 2 N N N SAIA INC 549300WNPG4N9GBOYB29 78709Y105 4297.000000 NS USD 1209863.320000 0.0315740572 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 10356.000000 NS USD 2387472.240000 0.0623063645 Long EC CORP US N 1 N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2B8 70000.000000 PA USD 71094.870000 0.0018553778 Long DBT CORP US N 2 2028-01-10 Fixed 5.0500000000 N N N N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2A0 125000.000000 PA USD 128442.880000 0.0033520008 Long DBT CORP US N 2 2029-12-10 Fixed 5.1000000000 N N N N N N SAMPO OYJ-A SHS 743700UF3RL386WIDA22 000000000 469710.000000 NS 5524659.170000 0.1441781907 Long EC CORP FI N 2 N N N SAMSONITE GROUP SA 549300UULS5HYFJSEL12 000000000 720300.000000 NS 1780410.230000 0.0464637397 Long EC CORP LU N 2 N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 000000000 71411.000000 NS 4904711.790000 0.1279992937 Long EC CORP KR N 2 N N N SANDVIK AB 5299008ZUAXN43LVZF54 000000000 174292.000000 NS 5270495.160000 0.1375452192 Long EC CORP SE N 2 N N N SANOFI 549300E9PC51EN656011 000000000 53602.000000 NS 5346127.200000 0.1395190044 Long EC CORP FR N 2 N N N SDART 2021-4 D N/A 80285VAF6 29225.770000 PA USD 29140.390000 0.0007604829 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.6700000000 N N N N N N SDART 2022-5 C N/A 80287HAE8 43451.530000 PA USD 43478.110000 0.0011346574 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.7400000000 N N N N N N SDART 2025-1 B N/A 80288DAD8 265000.000000 PA USD 266961.610000 0.0069669532 Long ABS-O CORP US N 2 2031-03-17 Fixed 4.8800000000 N N N N N N SDART 2025-1 A3 N/A 80288DAC0 115000.000000 PA USD 115296.930000 0.0030089282 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.7400000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBN5 150000.000000 PA USD 152750.850000 0.0039863710 Long DBT CORP US N 2 2029-03-20 Variable 5.4730000000 N N N N N N SAN 2025-NQM2 A1 144A N/A 802638AA4 123379.320000 PA USD 124494.840000 0.0032489680 Long ABS-MBS CORP US N 2 2065-02-25 Variable 5.7320000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 40338.000000 NS 9737998.380000 0.2541345890 Long EC CORP DE N 2 N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 ZI6854262 200000.000000 PA 246541.890000 0.0064340555 Long DBT CORP NL N 2 2035-09-14 Fixed 4.8750000000 N N N N N N SAUDI INTERNATIONAL BOND 144A 635400FMICXSM3SI3H65 80413TBJ7 200000.000000 PA USD 204469.980000 0.0053360960 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.1250000000 N N N N N N SAVERS VALUE VILLAGE INC N/A 80517M109 82865.000000 NS USD 754900.150000 0.0197007878 Long EC CORP US N 1 N N N SBA TOWER TRUST 144A N/A 78403DBD1 270000.000000 PA USD 271587.150000 0.0070876669 Long DBT CORP US N 2 2029-10-15 Fixed 4.8310000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAX8 235000.000000 PA USD 210147.920000 0.0054842744 Long DBT CORP US N 2 2031-10-15 Fixed 2.5930000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAR1 40000.000000 PA USD 38172.180000 0.0009961874 Long DBT CORP US N 2 2028-01-15 Fixed 2.3280000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAV2 290000.000000 PA USD 280379.080000 0.0073171117 Long DBT CORP US N 2 2027-04-15 Fixed 1.8400000000 N N N N N N SCENTRE GROUP N/A 000000000 1555293.000000 NS 4158076.390000 0.1085141929 Long EC CORP AU N 2 N N N SCFET 2025-1A A2 144A N/A 78437DAB6 112259.450000 PA USD 112604.020000 0.0029386508 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.8200000000 N N N N N N SCFET 2025-1A A3 144A N/A 78437DAC4 190000.000000 PA USD 194099.040000 0.0050654434 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.1100000000 N N N N N N SDR 2024-DSNY A 144A N/A 811304AA2 355000.000000 PA USD 355063.790000 0.0092661743 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.3510000000 N N N N N N SEA LTD ADR 529900OM6JLLW44YKI15 81141R100 41831.000000 NS USD 5814927.310000 0.1517533793 Long EC CORP KY N 1 N N N SEB4P 2024-1A A2 144A N/A 78433DAC8 295000.000000 PA USD 301763.490000 0.0078751852 Long ABS-O CORP US N 2 2054-04-30 Fixed 7.3860000000 N N N N N N SECURE WASTE INFRASTRUCTURE CO 894500UQR7AONHFERA55 000000000 52348.000000 NS 679143.610000 0.0177237534 Long EC CORP CA N 2 N N SSTRT 2025-B B 144A N/A 81378WAB9 95100.390000 PA USD 95856.350000 0.0025015833 Long ABS-O CORP CA N 2 2032-12-29 Fixed 4.9250000000 N N N N N N SECURITYSCORECARD SER E CVT PFD STOCK PP 5493003XGHFYU1H38919 TC1O63I58 23436.000000 NS USD 80619.840000 0.0021039529 Long EP CORP US Y 3 N N N SEGRO CAPITAL SARL 549300HY425AKJLQVX75 BV2275139 125000.000000 PA 138759.000000 0.0036212228 Long DBT CORP LU N 2 2030-03-23 Fixed 1.8750000000 N N N N N N SEGRO PLC 213800XC35KGM9NFC641 000000000 178536.000000 NS 1686782.000000 0.0440203041 Long EC CORP GB N 2 N N N SEMTECH CORP 549300J7WUY317SW6O61 816850101 16911.000000 NS USD 1254119.760000 0.0327290268 Long EC CORP US N 1 N N N SEMT 2013-4 B1 N/A 81744YAF3 51953.090000 PA USD 50588.720000 0.0013202245 Long ABS-MBS CORP US N 2 2043-04-25 Variable 3.4340000000 N N N N N N SEMT 2017-5 B1 144A N/A 81746DCB4 88363.840000 PA USD 84335.670000 0.0022009257 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.7850000000 N N N N N N SEMT 2017-CH2 A19 144A N/A 81746JAU1 12270.890000 PA USD 11566.010000 0.0003018406 Long ABS-MBS CORP US N 2 2047-12-25 Variable 4.0000000000 N N N N N N SEMT 2018-CH1 A2 144A 549300ZUG1L9OO3W6B29 81747DAB5 3548.940000 PA USD 3268.700000 0.0000853040 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.5000000000 N N N N N N SEMT 2018-CH2 A3 144A N/A 81747EAC1 31491.660000 PA USD 29773.260000 0.0007769990 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0000000000 N N N N N N SEMT 2018-CH2 A21 144A N/A 81747EAW7 10472.720000 PA USD 9873.570000 0.0002576726 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0000000000 N N N N N N SERV 2021-1 A2I 144A N/A 81761TAE5 276252.090000 PA USD 257994.230000 0.0067329296 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.8650000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762P102 10239.000000 NS USD 8318265.990000 0.2170835347 Long EC CORP US N 1 N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 000000000 263200.000000 NS 3621677.850000 0.0945156875 Long EC CORP JP N 2 N N N SFAST 2024-1A A4 144A N/A 78435VAD4 65000.000000 PA USD 66018.710000 0.0017229041 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.9400000000 N N N N N N SFAST 2024-1A C 144A N/A 78435VAF9 35000.000000 PA USD 35774.280000 0.0009336089 Long ABS-O CORP US N 2 2032-01-20 Fixed 5.5100000000 N N N N N N SFAST 2024-2A A3 144A N/A 78397XAC8 181049.100000 PA USD 182858.450000 0.0047720954 Long ABS-O CORP US N 2 2029-11-20 Fixed 5.3300000000 N N N N N N SFAST 2024-2A B 144A N/A 78397XAE4 45000.000000 PA USD 46313.040000 0.0012086411 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.4100000000 N N N N N N SHELL PLC-ADR 21380068P1DRHMJ8KU70 780259305 116274.000000 NS USD 8577532.980000 0.2238496798 Long EC CORP GB N 1 N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 5609.000000 NS USD 1927757.210000 0.0503090848 Long EC CORP US N 1 N N N SHIMIZU CORP 353800BRAE0QFP3ZLY22 000000000 163100.000000 NS 2894360.720000 0.0755347396 Long EC CORP JP N 2 N N N SHIN-ETSU CHEMICAL CO LTD 353800PX8Q64N86H5W41 000000000 128900.000000 NS 3859743.500000 0.1007285368 Long EC CORP JP N 2 N N N SHOPIFY INC - CLASS A 549300HGQ43STJLLP808 82509L107 33516.000000 NS USD 5316978.240000 0.1387582979 Long EC CORP CA N 1 N N N SIEMENS AG-REG W38RGI023J3WT1HWRP32 000000000 67974.000000 NS 18026961.790000 0.4704534081 Long EC CORP DE N 2 N N N SIEMENS HEALTHINEERS AG 529900QBVWXMWANH7H45 000000000 94002.000000 NS 4675416.030000 0.1220153141 Long EC CORP DE N 2 N N N SPEAK 2018-5A A1R 144A N/A 82666VAA2 415000.000000 PA USD 415876.150000 0.0108532072 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.4080000000 N N N N N N SILA NANO SER F CVT PFD STOCK PP N/A 000000000 5247.000000 NS USD 95600.340000 0.0024949022 Long EP CORP US Y 3 N N N SIMPLY GOOD FOODS CO/THE N/A 82900L102 7529.000000 NS USD 148170.720000 0.0038668424 Long EC CORP US N 1 N N N SIMPSON MANUFACTURING CO INC 529900EJUNNL15LZ8056 829073105 1866.000000 NS USD 312331.080000 0.0081509698 Long EC CORP US N 1 N N N SITEONE LANDSCAPE SUPPLY INC 5299008LX7SBD4HIAU03 82982L103 12942.000000 NS USD 1737851.760000 0.0453530824 Long EC CORP US N 1 N N N SITIME CORP N/A 82982T106 1726.000000 NS USD 513830.200000 0.0134095347 Long EC CORP US N 1 N N N SK SQUARE CO LTD N/A 000000000 17342.000000 NS 3541050.140000 0.0924115292 Long EC CORP KR N 2 N N N SKANDINAVISKA ENSKILDA BAN-A F3JS33DEI6XQ4ZBPTN86 000000000 237647.000000 NS 4729255.370000 0.1234203707 Long EC CORP SE N 2 N N N SLB LTD 213800ZUA17OK3QLGM62 806857108 253951.000000 NS USD 9203184.240000 0.2401774321 Long EC CORP CW N 1 N N N SMB 2021-A B 144A N/A 78448YAD3 111447.050000 PA USD 108963.220000 0.0028436360 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.3100000000 N N N N N N SMURFIT WESTROCK FIN 6354005S6ZLHLVX7VT12 83272YAB8 200000.000000 PA USD 205991.600000 0.0053758061 Long DBT CORP IE N 2 2035-01-15 Fixed 5.4180000000 N N N N N N SNAM SPA 144A 8156002278562044AF79 83304JAB3 200000.000000 PA USD 209486.200000 0.0054670054 Long DBT CORP IT N 2 2035-05-28 Fixed 5.7500000000 N N N N N N SNAM SPA 144A 8156002278562044AF79 83304JAC1 200000.000000 PA USD 215818.800000 0.0056322686 Long DBT CORP IT N 2 2055-05-28 Fixed 6.5000000000 N N N N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RBT8 225000.000000 PA USD 244463.180000 0.0063798070 Long DBT CORP FR N 2 2053-01-10 Fixed 7.3670000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 000000000 88476.000000 NS 6160624.480000 0.1607751110 Long EC CORP FR N 2 N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RCC4 255000.000000 PA USD 261056.250000 0.0068128398 Long DBT CORP FR N 2 2029-04-13 Variable 5.5000000000 N N N N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RBH4 395000.000000 PA USD 387693.690000 0.0101177237 Long DBT CORP FR N 2 2028-01-19 Variable 2.7970000000 N N N N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RBS0 225000.000000 PA USD 246145.730000 0.0064237168 Long DBT CORP FR N 2 2034-01-10 Variable 6.6910000000 N N N N N N SOLENO THERAPEUTICS INC 5493003LCY77N7FXK844 834203309 8715.000000 NS USD 439671.750000 0.0114742060 Long EC CORP US N 1 N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAS0 478000.000000 PA USD 488972.010000 0.0127608052 Long DBT CORP US N 2 2054-04-30 Fixed 5.9000000000 N N N N N N SONOVA HOLDING AG-REG 5299004A0QNX7FBNHS61 000000000 5404.000000 NS 1348971.680000 0.0352043973 Long EC CORP CH N 2 N N N SONY GROUP CORP 529900R5WX9N2OI2N910 000000000 356100.000000 NS 10449252.770000 0.2726963442 Long EC CORP JP N 2 N N N SOTERA HEALTH CO N/A 83601L102 61885.000000 NS USD 1081749.800000 0.0282306517 Long EC CORP US N 1 N N N SNDPT 2019-1A BRR 144A N/A 83611KAY8 250000.000000 PA USD 250943.380000 0.0065489221 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.5340000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DC3 120000.000000 PA USD 125289.840000 0.0032697153 Long DBT CORP US N 2 2035-06-15 Fixed 5.4500000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAJ7 25000.000000 PA USD 24998.530000 0.0006523919 Long DBT CORP US N 2 2028-09-15 Fixed 4.0500000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAK4 85000.000000 PA USD 85930.070000 0.0022425351 Long DBT CORP US N 2 2035-09-15 Fixed 5.1000000000 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587107 119495.000000 NS USD 10888384.400000 0.2841564546 Long EC CORP US N 1 N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 75000.000000 PA USD 74304.380000 0.0019391370 Long DBT CORP US N 2 2035-10-01 Fixed 4.9000000000 N N N N N N SouthState Bank Corp 549300JZUANXM0YQ4W53 84472E102 18121.000000 NS USD 1622010.710000 0.0423299542 Long EC CORP US N 1 N N N SPIRAX GROUP PLC 213800WFVZQMHOZP2W17 000000000 8170.000000 NS 725078.670000 0.0189225303 Long EC CORP GB N 2 N N N SPORTRADAR GROUP AG-A 549300H1P33YOAT7Z533 000000000 34731.000000 NS USD 764082.000000 0.0199404084 Long EC CORP CH N 1 N N N SPRINT CAP CORP 549300L17W0GQBR1PO80 852060AD4 305000.000000 PA USD 328637.500000 0.0085765219 Long DBT CORP US N 2 2028-11-15 Fixed 6.8750000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 215000.000000 PA USD 261762.500000 0.0068312709 Long DBT CORP US N 2 2032-03-15 Fixed 8.7500000000 N N N N N N SPX TECHNOLOGIES INC P761FCI0CPOG24I8JE10 78473E103 4213.000000 NS USD 905963.520000 0.0236431203 Long EC CORP US N 1 N N N SG ISSUER SA N/A 000000000 -347.000000 NC USD -336590.000000 -0.0087840599 N/A DE CORP US N 2 OTC MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Put Written S&P 500 INDEX S&P 500 INDEX 100.0000000000 6325.000000 USD 2025-12-19 XXXX 950780.000000 N N N STANDARD CHARTERED PLC 144A U4LOSYZ7YG4W3S5F2G91 853254CS7 200000.000000 PA USD 208023.800000 0.0054288408 Long DBT CORP GB N 2 2029-01-09 Variable 6.3010000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 299195.000000 NS 6627063.730000 0.1729478741 Long EC CORP GB N 2 N N N STANDEX INTERNATIONAL CORP RCX52GR0JW2LRRMH9Z54 854231107 1998.000000 NS USD 489829.680000 0.0127831880 Long EC CORP US N 1 N N N STAR 2022-1 A1 144A N/A 85573TAA2 214115.960000 PA USD 194503.200000 0.0050759909 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.4470000000 N N N N N N IL ST BABS 54930048FV8RWPR02D67 452152GS4 42857.140000 PA USD 46758.380000 0.0012202633 Long DBT MUN US N 2 2035-07-01 Fixed 7.3500000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477DE0 65000.000000 PA USD 64969.580000 0.0016955248 Long DBT CORP US N 2 2036-10-23 Variable 4.7840000000 N N N N N N SFUEL 2025-BA B 144A N/A 858933AE4 60000.000000 PA USD 60249.090000 0.0015723332 Long ABS-O CORP US N 2 2029-07-20 Fixed 4.4700000000 N N N N N N SFUEL 2025-BA A4 144A N/A 858933AD6 125000.000000 PA USD 125778.660000 0.0032824721 Long ABS-O CORP US N 2 2029-06-20 Fixed 4.2900000000 N N N N N N STEPSTONE GROUP INC-CLASS A N/A 85914M107 6494.000000 NS USD 410161.040000 0.0107040588 Long EC CORP US N 1 N N N STEVANATO GROUP SPA 81560033F7E1CD477507 000000000 33365.000000 NS USD 779406.400000 0.0203403325 Long EC CORP IT N 1 N N N STIFEL FINANCIAL CORP 549300E5F07FE5GHJX84 860630102 185.000000 NS USD 22570.000000 0.0005890140 Long EC CORP US N 1 N N N STONEX GROUP INC 549300JUF07L8VF02M60 861896108 11236.000000 NS USD 1018093.960000 0.0265694119 Long EC CORP US N 1 N N N STORA ENSO OYJ-R SHS 7437000ZP669LKUTZ738 000000000 219663.000000 NS 2584986.040000 0.0674609236 Long EC CORP FI N 2 N N N STOREBRAND ASA 5967007LIEEXZX7NA051 000000000 32750.000000 NS 509395.020000 0.0132937888 Long EC CORP NO N 2 N N N STRYKER CORP 5493002F0SC4JTBU5137 863667101 6826.000000 NS USD 2533674.680000 0.0661218403 Long EC CORP US N 1 N N N SUBARU CORP 549300N244BVAEE6HH86 000000000 118100.000000 NS 2637659.250000 0.0688355474 Long EC CORP JP N 2 N N N SUMITOMO CORP V82KK8NH1P0JS71FJC05 000000000 189900.000000 NS 5965101.440000 0.1556725052 Long EC CORP JP N 2 N N N SUMITOMO MITSUI TRUST GROUP INC 353800P843RLCDBLNT17 000000000 129116.000000 NS 3751024.610000 0.0978912771 Long EC CORP JP N 2 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAP8 50000.000000 PA USD 52157.100000 0.0013611548 Long DBT CORP US N 2 2032-08-15 Fixed 5.2130000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 75000.000000 PA USD 77648.400000 0.0020264066 Long DBT CORP US N 2 2033-08-15 Fixed 5.1640000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAQ6 170000.000000 PA USD 179894.850000 0.0046947537 Long DBT CORP US N 2 2035-08-15 Fixed 5.5370000000 N N N N N N SUZANO NETHERLANDS BV 9845009ZB9F5D6DB3602 86960YAA0 140000.000000 PA USD 139212.500000 0.0036330579 Long DBT CORP NL N 2 2036-01-15 Fixed 5.5000000000 N N N N N N SUZUKI MOTOR CORP 353800D83H0V3ZV1SV24 000000000 249300.000000 NS 3898640.750000 0.1017436465 Long EC CORP JP N 2 N N N SYMP 2015-16A ARR 144A 5493004PWOYFPAFQVT02 87165VAX7 202116.670000 PA USD 202121.240000 0.0052748005 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.1050000000 N N N N N N SYMP 2022-31A BR 144A 549300OJB1EXT6QKOX87 87168YAQ3 250000.000000 PA USD 249575.280000 0.0065132185 Long ABS-CBDO CORP BM N 2 2038-01-22 Floating 5.3570000000 N N N N N N SYNIT 2025-A1 A N/A 87166PAP6 245000.000000 PA USD 249448.590000 0.0065099122 Long ABS-O CORP US N 2 2031-02-15 Fixed 4.7800000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 5820.000000 NS USD 2432818.200000 0.0634897675 Long EC CORP US N 1 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 185000.000000 PA USD 185102.120000 0.0048306489 Long DBT CORP US N 2 2055-04-01 Fixed 5.7000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 185000.000000 PA USD 189144.370000 0.0049361404 Long DBT CORP US N 2 2030-04-01 Fixed 4.8500000000 N N N N N N TRP EMER MKTS BND FD-I 515326IHLDOILEO6ED43 77956H534 3936826.818000 NS USD 38659639.350000 1.0089087280 Long EC RF US N 1 N N N TRP INST FLOATING RATE FUND 863VOPTBPYYVTH00FU88 77958B402 1805235.106000 NS USD 16969210.000000 0.4428490375 Long EC RF US N 1 N N N TRP INST HIGH YIELD FUND E81VH37I6Q4XM5FXIK06 77958B204 5045194.320000 NS USD 40058842.900000 1.0454240369 Long EC RF US N 1 N N N TRP INTL BOND FD (USD HEDGED) - I N/A 77956H195 9656900.983000 NS USD 82856210.430000 2.1623159263 Long EC RF US N 1 N N N TRP US TREASURY LONG-TERM INDEX FD-I 81MQEQSHGI5PN6BWN277 77957T503 9161016.889000 NS USD 67241863.960000 1.7548250469 Long EC RF US N 1 N N N TRP INFLATION PROTECTED BD FD-I QTPF0SBNUVQ114GUHO71 77958D200 703847.090000 NS USD 7291855.850000 0.1902970937 Long EC RF US N 1 N N N TRP INST EMERGING MARKETS EQUITY FUND GQU182N3UGI7FJWXW132 74144Q203 6152684.737000 NS USD 246045862.640000 6.4211105555 Long EC RF US N 1 N N N TRP LTD DURATION INFL FOCUSED BD FD-I 5493009ZRV6DHHWWGU69 872798202 3242777.458000 NS USD 15208626.280000 0.3969027144 Long EC RF US N 1 N N N TRP MULTI-STRATEGY TOTAL RETURN FD-I 549300KYJ7NTF2T39559 77958R209 485678.869000 NS USD 4273974.050000 0.1115387985 Long EC RF US N 1 N N N T ROWE PR REAL ASSETS-I 5493008NLR7XEV5QEO07 87279W209 11578189.285000 NS USD 204123477.090000 5.3270532547 Long EC RF US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 77213.000000 NS USD 16138289.130000 0.4211643210 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 370000.000000 PA USD 378752.720000 0.0098843893 Long DBT CORP US N 2 2033-07-15 Fixed 5.0500000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADW2 380000.000000 PA USD 379368.820000 0.0099004678 Long DBT CORP US N 2 2033-01-15 Fixed 4.6250000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 120000.000000 PA USD 121767.000000 0.0031777790 Long DBT CORP US N 2 2055-11-15 Fixed 5.8750000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 210000.000000 PA USD 201296.340000 0.0052532729 Long DBT CORP US N 2 2031-04-15 Fixed 3.5000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADY8 250000.000000 PA USD 247733.750000 0.0064651597 Long DBT CORP US N 2 2056-01-15 Fixed 5.7000000000 N N N N N N T. Rowe Price Government Reserve Fund 5493002Y0IYARJVQ5N24 76105Y109 114338878.000000 NS USD 114338878.000000 2.9839257143 Long STIV RF US N 1 N N N TAIWAN SEMICONDUCTOR MANUFAC 549300KB6NK5SBD14S87 000000000 269759.000000 NS 12437611.510000 0.3245869599 Long EC CORP TW N 2 N N N TAIWAN SEMICONDUCTOR-SP ADR 549300KB6NK5SBD14S87 874039100 11328.000000 NS USD 3302225.280000 0.0861788667 Long EC CORP TW N 1 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAN1 34000.000000 PA USD 33801.410000 0.0008821225 Long DBT CORP US N 2 2055-05-15 Fixed 6.1250000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 65000.000000 PA USD 66574.500000 0.0017374087 Long DBT CORP US N 2 2035-08-15 Fixed 5.5500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAQ4 90000.000000 PA USD 92569.770000 0.0024158127 Long DBT CORP US N 2 2036-02-15 Fixed 5.6500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 91000.000000 PA USD 96013.550000 0.0025056858 Long DBT CORP US N 2 2029-03-01 Fixed 6.1500000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 320000.000000 PA USD 325073.280000 0.0084835057 Long DBT CORP US N 2 2030-03-01 Fixed 5.5000000000 N N N N N N TE CONNECTIVITY PLC 6367003TB6K484NFHE54 000000000 52180.000000 NS USD 11800507.000000 0.3079603097 Long EC CORP IE N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 000000000 218922.000000 NS USD 9908409.720000 0.2585818496 Long EC CORP GB N 1 N N N TELEDYNE TECHNOLOGIES INC 549300VSMO9KYQWDND94 879360105 1550.000000 NS USD 774256.000000 0.0202059215 Long EC CORP US N 1 N N N ERICSSON LM-B SHS 549300W9JLPW15XIFM52 000000000 421512.000000 NS 4067406.950000 0.1061479735 Long EC CORP SE N 2 N N N TELEPERFORMANCE 9695004GI61FHFFNRG61 000000000 13934.000000 NS 959658.420000 0.0250444073 Long EC CORP FR N 2 N N N TELSTRA GROUP LTD 894500WRW54CVN62K416 000000000 834131.000000 NS 2689593.310000 0.0701908815 Long EC CORP AU N 2 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 000000000 26800.000000 NS 2117509.350000 0.0552610863 Long EC CORP KY N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 39133.000000 NS USD 8485599.720000 0.2214504782 Long EC CORP US N 1 N N N TERRENO REALTY CORP N/A 88146M101 20602.000000 NS USD 1293599.580000 0.0337593399 Long EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 88160R101 39031.000000 NS USD 16789965.270000 0.4381712501 Long EC CORP US N 1 N N N TEXAS CAPITAL BANCSHARES INC 549300466Q2SXRX0YM48 88224Q107 17485.000000 NS USD 1576622.450000 0.0411454472 Long EC CORP US N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508CM4 250000.000000 PA USD 258645.250000 0.0067499194 Long DBT CORP US N 2 2035-05-23 Fixed 5.1000000000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 64969.000000 NS USD 10932333.630000 0.2853034069 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DF6 230000.000000 PA USD 230578.450000 0.0060174542 Long DBT CORP US N 2 2037-10-07 Fixed 4.8940000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 5861.000000 NS USD 3462854.630000 0.0903708446 Long EC CORP US N 1 N N N TIA 2016-1A ARR 144A 549300SWQCCOXV4X1761 87271LAY8 79391.530000 PA USD 79393.870000 0.0020719585 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.1340000000 N N N N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAJ7 21000.000000 PA USD 21427.290000 0.0005591925 Long DBT CORP US N 2 2037-05-01 Fixed 6.5500000000 N N N N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAU2 110000.000000 PA USD 111274.350000 0.0029039501 Long DBT CORP US N 2 2039-06-15 Fixed 6.7500000000 N N N N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAN8 32000.000000 PA USD 33976.380000 0.0008866887 Long DBT CORP US N 2 2038-07-01 Fixed 7.3000000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540109 59527.000000 NS USD 9043341.840000 0.2360059914 Long EC CORP US N 1 N N N TMX GROUP LTD 549300N65GFVKSHGJW59 000000000 37702.000000 NS 1384029.910000 0.0361193193 Long EC CORP CA N 2 N N N TOKIO MARINE HOLDINGS INC 5299009QN2NZ191KLS29 000000000 131700.000000 NS 4668884.330000 0.1218448550 Long EC CORP JP N 2 N N N TOKYO ELECTRON LTD 549300H5LSF8DP3RIJ34 000000000 21300.000000 NS 4354522.400000 0.1136408857 Long EC CORP JP N 2 N N N TOLL BROTHERS INC 529900JB6IS9MSZGVR44 889478103 17670.000000 NS USD 2470796.100000 0.0644808848 Long EC CORP US N 1 N N N TORCHYS HOLDINGS CVT PFD TAX BLOCK PP N/A 000000000 17718.000000 NS USD 59886.840000 0.0015628794 Long EP CORP US Y 3 N N N TORCHYS HOLDINGS LLC CL A TAX BLOCKER PP N/A 000000000 90236.000000 NS USD 304997.680000 0.0079595885 Long EC CORP US Y 3 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAJ9 145000.000000 PA USD 146216.410000 0.0038158404 Long DBT CORP CA N 2 2035-10-15 Fixed 4.9280000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 124000.000000 PA USD 84756.360000 0.0022119045 Long DBT CORP FR N 2 2050-05-29 Fixed 3.1270000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAU3 108000.000000 PA USD 78093.290000 0.0020380170 Long DBT CORP FR N 2 2049-07-12 Fixed 3.4610000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 147568.000000 NS 9708025.620000 0.2533523836 Long EC CORP FR N 2 N N N TPMT 2019-HY3 A1A 144A N/A 89177XAA5 66664.720000 PA USD 66714.910000 0.0017410730 Long ABS-MBS CORP US N 2 2059-10-25 Floating 5.0690000000 N N N N N N TPMT 2025-1 A1B 144A N/A 89190KAB4 111081.840000 PA USD 111404.630000 0.0029073500 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.7880000000 N N N N N N TPMT 2025-1 A1A 144A N/A 89190KAA6 217535.270000 PA USD 219446.170000 0.0057269328 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.7880000000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 000000000 386700.000000 NS 7800450.030000 0.2035699828 Long EC CORP JP N 2 N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TNR2 245000.000000 PA USD 246023.610000 0.0064205298 Long DBT CORP US N 2 2028-09-05 Fixed 4.0500000000 N N N N N N TRADEWEB MARKETS INC-CLASS A N/A 892672106 33717.000000 NS USD 3670432.620000 0.0957880510 Long EC CORP US N 1 N N N TRANS-ALLEGHENY INTERSTA 144A N/A 893045AF1 30000.000000 PA USD 30838.830000 0.0008048074 Long DBT CORP US N 2 2031-01-15 Fixed 5.0000000000 N N N N N N TRANSCONT GAS PIPE LINE 144A N/A 893574AT0 65000.000000 PA USD 65293.930000 0.0017039894 Long DBT CORP US N 2 2056-03-15 Fixed 5.7500000000 N N N N N N TRANSCONT GAS PIPE LINE 144A N/A 893574AS2 95000.000000 PA USD 96604.840000 0.0025211168 Long DBT CORP US N 2 2036-03-15 Fixed 5.1000000000 N N N N N N TRANSDIGM GROUP INC N/A 893641100 1033.000000 NS USD 1405055.610000 0.0366680314 Long EC CORP US N 1 N N N TRAVELERS COS INC/THE 549300Y650407RU8B149 89417E109 27589.000000 NS USD 8079714.540000 0.2108580074 Long EC CORP US N 1 N N N GRS - SECURITY LENDING COLLATERAL 549300SIV6FPS9Y7IH33 000000000 5841601.180000 NS USD 5841601.180000 0.1524494929 Long STIV RF US N 1 N N Treeline Bio Common WTS 8/35 PP N/A 000000000 4005.000000 NS USD 29184.440000 0.0007616325 Long EC CORP US Y 3 N N N Treeline Bio SER A-2 CVT PFD PP N/A 000000000 26700.000000 NS USD 194562.900000 0.0050775489 Long EP CORP US Y 3 N N N TCN 2024-SFR2 A 144A N/A 89616VAA8 99684.350000 PA USD 100157.000000 0.0026138183 Long ABS-O CORP US N 2 2040-06-17 Fixed 4.7500000000 N N N N N N TRNTS 2018-9A ARRR 144A 549300QFERVNPGSISO16 89641JAW6 17744.420000 PA USD 17744.020000 0.0004630694 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.0840000000 N N N N N N TRNTS 2019-10A AR 144A 549300W90X4BIMRJ8H82 89640AAL0 260000.000000 PA USD 260053.870000 0.0067866805 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.2850000000 N N N N N N TRNTS 2019-10A AR2 144A 549300W90X4BIMRJ8H82 89640AAW6 260000.000000 PA USD 260000.000000 0.0067852746 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 0.0100000000 N N N N N N TSURUHA HOLDINGS INC N/A 000000000 100400.000000 NS 1780747.550000 0.0464725428 Long EC CORP JP N 2 N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 90041L105 1778.000000 NS USD 178084.480000 0.0046475081 Long EC CORP US N 1 N N N TWFG INC N/A 87318A101 23855.000000 NS USD 677720.550000 0.0176866155 Long EC CORP US N 1 N N N TX 2024-HOU A 144A N/A 90216DAA0 120000.000000 PA USD 119886.180000 0.0031286948 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.5500000000 N N N N N N TXNM ENERGY INC 5493003JOBJGLZSDDQ28 69349H107 566.000000 NS USD 33082.700000 0.0008633662 Long EC CORP US N 1 N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 40000.000000 PA USD 40231.600000 0.0010499325 Long DBT CORP US N 2 2034-09-15 Fixed 4.8000000000 N N N N N N UBER TECHNOLOGIES INC 144A 549300B2FTG34FILDR98 90353TAK6 266000.000000 PA USD 265091.610000 0.0069181514 Long DBT CORP US N 2 2029-08-15 Fixed 4.5000000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAN0 290000.000000 PA USD 291932.270000 0.0076186178 Long DBT CORP US N 2 2030-01-15 Fixed 4.3000000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 205000.000000 PA USD 204882.950000 0.0053468734 Long DBT CORP US N 2 2035-09-15 Fixed 4.8000000000 N N N N N N UBS GROUP AG-REG 549300SZJ9VS8SGXAN81 000000000 116987.000000 NS 4515046.180000 0.1178301085 Long EC CORP CH N 2 N N N ULTA BEAUTY INC 529900CIV6HN8M28YM82 90384S303 8617.000000 NS USD 4643098.110000 0.1211719066 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 78364.000000 NS 5833631.280000 0.1522415008 Long EC CORP IT N 2 N N N UNILEVER PLC 549300MKFYEKVRWML317 000000000 241278.000000 NS 14517174.360000 0.3788577484 Long EC CORP GB N 2 N N N UNITED STATES LIME & MINERAL 549300VGDEEG8RT7VC89 911922102 3970.000000 NS USD 482632.900000 0.0125953722 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2230000.000000 PA USD 2298293.750000 0.0599790547 Long DBT UST US N 2 2029-12-31 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2515000.000000 PA USD 2363314.060000 0.0616759034 Long DBT UST US N 2 2032-08-15 Fixed 2.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 1175000.000000 PA USD 1201529.290000 0.0313565622 Long DBT UST US N 2 2034-11-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 4860000.000000 PA USD 4896450.000000 0.1277836841 Long DBT UST US N 2 2027-12-31 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 6220000.000000 PA USD 6146380.450000 0.1604033816 Long DBT UST US N 2 2044-02-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 1250000.000000 PA USD 1139746.090000 0.0297441931 Long DBT UST US N 2 2053-08-15 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2790000.000000 PA USD 2709896.480000 0.0707207376 Long DBT UST US N 2 2054-11-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 1630000.000000 PA USD 1656105.460000 0.0432197320 Long DBT UST US N 2 2029-10-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 965000.000000 PA USD 961079.690000 0.0250814985 Long DBT UST US N 2 2034-08-15 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2400000.000000 PA USD 2440687.490000 0.0636951341 Long DBT UST US N 2 2030-03-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2505000.000000 PA USD 2570756.250000 0.0670895658 Long DBT UST US N 2 2030-01-31 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 1320000.000000 PA USD 1237551.560000 0.0322966430 Long DBT UST US N 2 2044-08-15 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 4135000.000000 PA USD 3562722.450000 0.0929771161 Long DBT UST US N 2 2042-08-15 Fixed 3.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 3760000.000000 PA USD 3501353.130000 0.0913755480 Long DBT UST US N 2 2054-08-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 1340000.000000 PA USD 1337592.180000 0.0349074241 Long DBT UST US N 2 2029-09-30 Fixed 3.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 875000.000000 PA USD 919194.330000 0.0239884075 Long DBT UST US N 2 2035-02-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 3285000.000000 PA USD 3287053.130000 0.0857829159 Long DBT UST US N 2 2044-11-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2360000.000000 PA USD 2340364.070000 0.0610769727 Long DBT UST US N 2 2055-02-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2235000.000000 PA USD 2178863.080000 0.0568622474 Long DBT UST US N 2 2043-08-15 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 4605000.000000 PA USD 4660943.570000 0.1216376233 Long DBT UST US N 2 2030-04-30 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 4305000.000000 PA USD 4022316.220000 0.1049712312 Long DBT UST US N 2 2042-11-15 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2760000.000000 PA USD 2570573.440000 0.0670847950 Long DBT UST US N 2 2054-02-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 1265000.000000 PA USD 1296229.690000 0.0338279785 Long DBT UST US N 2 2028-11-30 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 935000.000000 PA USD 966775.390000 0.0252301404 Long DBT UST US N 2 2034-05-15 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2355000.000000 PA USD 2217379.690000 0.0578674235 Long DBT UST US N 2 2028-10-31 Fixed 1.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 555000.000000 PA USD 358842.190000 0.0093647800 Long DBT UST US N 2 2040-05-15 Fixed 1.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 3030000.000000 PA USD 2862876.560000 0.0747130909 Long DBT UST US N 2 2027-11-30 Fixed 0.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 3490000.000000 PA USD 3595790.630000 0.0938401033 Long DBT UST US N 2 2028-09-30 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2485000.000000 PA USD 2570130.660000 0.0670732397 Long DBT UST US N 2 2030-11-30 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 835000.000000 PA USD 852221.880000 0.0222406134 Long DBT UST US N 2 2043-11-15 Fixed 4.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2195000.000000 PA USD 2014255.470000 0.0525664481 Long DBT UST US N 2 2043-02-15 Fixed 3.8750000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 115000.000000 PA USD 119424.860000 0.0031166557 Long DBT CORP US N 2 2035-06-15 Fixed 5.3000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFR8 65000.000000 PA USD 68079.440000 0.0017766834 Long DBT CORP US N 2 2055-06-15 Fixed 5.9500000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 225000.000000 PA USD 223863.300000 0.0058422076 Long DBT CORP US N 2 2033-04-15 Fixed 4.5000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 52740.000000 NS USD 17392069.800000 0.4538844985 Long EC CORP US N 1 N N N UNITI GROUP INC 549300V3NU625PJUVA84 912932100 148455.000000 NS USD 945658.350000 0.0246790446 Long EC CORP US N 1 N N N URANIUM ENERGY CORP 549300VD69WD2USLIP04 916896103 1449.000000 NS USD 17779.230000 0.0004639883 Long EC CORP US N 1 N N N URBAN OUTFITTERS INC 549300N3DUFR5U6NRN38 917047102 5116.000000 NS USD 378942.120000 0.0098893321 Long EC CORP US N 1 N N N TYH6 US 10YR NOTE (CBT)MAR26 N/A 000000000 26.000000 NC USD 572.520000 0.0000149412 N/A DIR CORP US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long US TREASURY N/B US TREASURY N/B 2026-03-20 2946364.980000 USD 572.520000 N N N UXYH6 US 10YR ULTRA FUT MAR26 N/A 000000000 -30.000000 NC USD -1923.600000 -0.0000502006 N/A DIR CORP US N 1 GOLDMAN SACHS ALGORITHMIC FUTURES FOR8UP27PHTHYVLBNG30 Short US TREASURY N/B US TREASURY N/B 2026-03-20 -3484170.300000 USD -1923.600000 N N N TUH6 US 2YR NOTE (CBT) MAR26 N/A 000000000 124.000000 NC USD -6957.210000 -0.0001815638 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Long US TREASURY N/B US TREASURY N/B 2026-03-31 25905519.830000 USD -6957.210000 N N N FVH6 US 5YR NOTE (CBT) MAR26 N/A 000000000 224.000000 NC USD 11932.480000 0.0003114044 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Long US TREASURY N/B US TREASURY N/B 2026-03-31 24575568.640000 USD 11932.480000 N N N USCLN 2023-1 B 144A N/A 90357PAV6 58694.040000 PA USD 59319.110000 0.0015480633 Long ABS-O CORP US N 2 2032-08-25 Fixed 6.7890000000 N N N N N N WNH6 US ULTRA BOND CBT MAR26 N/A 000000000 -50.000000 NC USD -39133.500000 -0.0010212752 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short US TREASURY N/B US TREASURY N/B 2026-03-20 -6007741.500000 USD -39133.500000 N N N USCB FINANCIAL HOLDINGS INC N/A 90355N101 16442.000000 NS USD 292503.180000 0.0076335169 Long EC CORP US N 1 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 000000000 1.000000 NC USD -3965.910000 -0.0001034992 N/A DFE CORP US N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 -522912.140000 USD 414000.000000 CHF 2026-01-23 -3965.910000 N N N RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 000000000 1.000000 NC USD 2712.630000 0.0000707921 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 -690000.000000 CHF 867623.010000 USD 2026-01-23 2712.630000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD -6578.710000 -0.0001716860 N/A DFE CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 -755000.000000 EUR 873246.590000 USD 2026-02-20 -6578.710000 N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.000000 NC USD 7.490000 0.0000001955 N/A DFE CORP US N 2 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 -293854.740000 EUR 342445.680000 USD 2026-02-20 7.490000 N N N STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 000000000 1.000000 NC USD -3.520000 -0.0000000919 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -109648.910000 EUR 127773.810000 USD 2026-02-20 -3.520000 N N N TORONTO DOMINION SECURITIES SUVUFHICNZMP2WKHG940 000000000 1.000000 NC USD 1195.600000 0.0000312018 N/A DFE CORP US N 2 TORONTO DOMINION SECURITIES SUVUFHICNZMP2WKHG940 -2917672.560000 EUR 3401251.400000 USD 2026-02-20 1195.600000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.000000 NC USD -3043.040000 -0.0000794149 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -755000.000000 EUR 876782.260000 USD 2026-02-20 -3043.040000 N N N STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 000000000 1.000000 NC USD -47570.520000 -0.0012414579 N/A DFE CORP US N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -529544724.000000 HUF 1558442.970000 USD 2026-01-16 -47570.520000 N N N UWM 2021-INV2 A15 144A N/A 90354TAV1 182959.920000 PA USD 152440.740000 0.0039782780 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5000000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 71700.000000 NS USD 12673692.000000 0.3307480020 Long EC CORP US N 1 N N N VARONIS SYSTEMS INC 549300SHIVNRRH7STS26 922280102 9035.000000 NS USD 298787.450000 0.0077975188 Long EC CORP US N 1 N N N VAXCYTE INC 254900M7NMHTGASX8D95 92243G108 10035.000000 NS USD 497836.350000 0.0129921398 Long EC CORP US N 1 N N N VERALTO CORP 635400FJE6GSOJUSNY27 92338C103 3336.000000 NS USD 337669.920000 0.0088122428 Long EC CORP US N 1 N N N VERD 2024-1A A2 144A N/A 92339MAB6 71108.070000 PA USD 72439.720000 0.0018904746 Long ABS-O CORP US N 2 2031-12-12 Fixed 5.6800000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAN6 115000.000000 PA USD 116329.290000 0.0030358699 Long DBT CORP US N 2 2036-02-15 Fixed 5.1250000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHJ6 290000.000000 PA USD 290606.680000 0.0075840236 Long DBT CORP US N 2 2055-11-30 Fixed 5.8750000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHG2 120000.000000 PA USD 119634.720000 0.0031221324 Long DBT CORP US N 2 2036-01-15 Fixed 5.0000000000 N N N N N N VZMT 2023-1 C 5493007MUBNP1GFMEB89 92348KBK8 130000.000000 PA USD 130074.460000 0.0033945805 Long ABS-O CORP US N 2 2029-01-22 Fixed 4.9800000000 N N N N N N VERTEX PHARMACEUTICALS INC 54930015RAQRRZ5ZGJ91 92532F100 6319.000000 NS USD 2739981.590000 0.0715058750 Long EC CORP US N 1 N N N VERUS 2021-5 A2 144A N/A 92538KAB9 88569.540000 PA USD 77435.200000 0.0020208427 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.2180000000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550105 17246.000000 NS USD 309393.240000 0.0080743004 Long EC CORP US N 1 N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 89718.000000 NS USD 2585672.760000 0.0674788451 Long EC CORP US N 1 N N N VINCI SA 213800WFQ334R8UXUG83 000000000 28018.000000 NS 3976087.940000 0.1037648021 Long EC CORP FR N 2 N N N VIPER ENERGY INC-CL A N/A 64361Q101 20015.000000 NS USD 731147.950000 0.0190809216 Long EC CORP US N 1 N N N VISA INC-CLASS A SHARES 549300JZ4OKEHW3DPJ59 92826C839 97469.000000 NS USD 32597532.360000 0.8507046486 Long EC CORP US N 1 N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAQ5 320000.000000 PA USD 356670.400000 0.0093081023 Long DBT CORP US N 2 2033-10-15 Fixed 6.9500000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAU6 7000.000000 PA USD 7224.340000 0.0001885351 Long DBT CORP US N 2 2034-12-30 Fixed 5.7000000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAS1 85000.000000 PA USD 89411.080000 0.0023333797 Long DBT CORP US N 2 2034-04-15 Fixed 6.0000000000 N N N N N N VOLKSWAGEN GROUP AMERICA 144A 5493002SQ1AVQBY41K40 928668CW0 200000.000000 PA USD 200992.600000 0.0052453461 Long DBT CORP US N 2 2028-09-11 Fixed 4.5500000000 N N N N N N VOLKSWAGEN LEASING GMBH 5299004GLEUX88BSNB74 ZF1455392 45000.000000 PA 53669.960000 0.0014006362 Long DBT CORP DE N 2 2028-10-11 Fixed 3.8750000000 N N N N N N VOYA 2021-2A A1R 144A N/A 92919AAN4 515000.000000 PA USD 514356.250000 0.0134232631 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.0540000000 N N N N N N VSE CORP 549300QWJYQDH4U5XI15 918284100 24073.000000 NS USD 4337713.870000 0.1132022299 Long EC CORP US N 1 N N N WALMART INC Y87794H0US1R65VBXU25 931142103 115259.000000 NS USD 12737272.090000 0.3324072650 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687106 30200.000000 NS USD 3154994.000000 0.0823365411 Long EC CORP US N 1 N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 93627C101 10179.000000 NS USD 796913.910000 0.0207972297 Long EC CORP US N 1 N N N WB 2024-HQ A 144A N/A 92943PAA9 200000.000000 PA USD 200107.300000 0.0052222422 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.1340000000 N N N N N N WEATHERFORD INTERNATIONAL PL 529900LPBDSCQDJKHQ39 000000000 19761.000000 NS USD 1478122.800000 0.0385748812 Long EC CORP IE N 1 N N N WEIR GROUP PLC/THE 549300KDR56WHY9I3D10 000000000 12109.000000 NS 445111.760000 0.0116161751 Long EC CORP GB N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 617000.000000 PA USD 637837.940000 0.0166457907 Long DBT CORP US N 2 2031-04-23 Variable 5.1500000000 N N N N N N WFCM 2016-C35 AS 549300MZIB10PDVAE312 95000FAV8 370000.000000 PA USD 365504.460000 0.0095386467 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.1840000000 N N N N N N WFCM 2025-5C6 A3 N/A 95004TAC6 100000.000000 PA USD 103329.310000 0.0026966067 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.1860000000 N N N N N N WELLTOWER INC 254900F33BIAR82QTA19 95040Q104 57923.000000 NS USD 12060727.060000 0.3147513273 Long EC CORP US N 1 N N N WESTERN ALLIANCE BANCORP 5493003VJXZ5JXT9S762 957638109 15121.000000 NS USD 1232815.130000 0.0321730354 Long EC CORP US N 1 N N N WABTEC CORP 06BTX5UWZD0GQ5N5Y745 929740108 63787.000000 NS USD 13302778.850000 0.3471654137 Long EC CORP US N 1 N N N WFLF 2025-3A A1 144A 549300BSFY0E0XXREF43 96328GCP0 265000.000000 PA USD 265248.440000 0.0069222443 Long ABS-O CORP US N 2 2040-09-18 Fixed 4.0800000000 N N N N N N WHITE MOUNTAINS INSURANCE GP 549300N3FL068JERBG02 000000000 379.000000 NS USD 767190.750000 0.0200215381 Long EC CORP BM N 1 N N N WillScot Holdings Corp 549300HJ4VIXF476Q166 971378104 33414.000000 NS USD 659926.500000 0.0172222405 Long EC CORP US N 1 N N N WEF 2025-1A A2 144A N/A 97415CAB4 100000.000000 PA USD 100058.320000 0.0026112430 Long ABS-O CORP US N 2 2033-09-20 Fixed 4.3300000000 N N N N N N WINGSTOP INC 549300SSH3F8HPIM3Q47 974155103 3499.000000 NS USD 926290.270000 0.0241735917 Long EC CORP US N 1 N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139A105 4113.000000 NS USD 380699.280000 0.0099351891 Long EC CORP US N 1 N N N WOART 2023-A B N/A 98164JAF1 210000.000000 PA USD 211916.460000 0.0055304284 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.0300000000 N N N N N N WW GRAINGER INC 549300TWZSP6O1IH2V34 384802104 3741.000000 NS USD 3548824.830000 0.0926144270 Long EC CORP US N 1 N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98311A105 10580.000000 NS USD 774456.000000 0.0202111409 Long EC CORP US N 1 N N N WYNNTON FUNDING TRUST 144A N/A 983196AA4 130000.000000 PA USD 131704.170000 0.0034371114 Long DBT CORP US N 2 2035-08-15 Fixed 5.2510000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389B100 109610.000000 NS USD 9000077.100000 0.2348769024 Long EC CORP US N 1 N N N XENON PHARMACEUTICALS INC 549300XV44Q9Z1MIPQ03 98420N105 5865.000000 NS USD 262282.800000 0.0068448493 Long EC CORP CA N 1 N N N YPSOMED HOLDING AG-REG 391200QLIOTTBNPNSI14 000000000 1177.000000 NS 485254.150000 0.0126637795 Long EC CORP CH N 2 N N 2026-01-05 T. ROWE PRICE SPECTRUM FUNDS II, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President