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 2026-02-28 N 4295492071.580001 32976302.220000 4262515769.360001 12486419.760000 0.000000 0.010000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 869018.500000 18194981.720000 0.000000 3634319.130000 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 35313.250000 0.0008284603 Long EP CORP US Y 3 N N N 3I GROUP PLC 35GDVHRBMFE7NWATNM84 000000000 79110.000000 NS 3534308.570000 0.0829160233 Long EC CORP GB N 2 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 260000.000000 PA USD 268532.480000 0.0062998589 Long DBT CORP US N 2 2035-03-15 Fixed 5.1500000000 N N N N N N ABB LTD-REG 5493000LKVGOO9PELI61 000000000 84562.000000 NS 7875788.580000 0.1847685500 Long EC CORP CH N 2 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 91052.000000 NS USD 10593900.200000 0.2485363286 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BU3 240000.000000 PA USD 239866.660000 0.0056273495 Long DBT CORP US N 2 2036-03-15 Fixed 4.6500000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BW9 280000.000000 PA USD 281066.720000 0.0065939163 Long DBT CORP US N 2 2056-03-15 Fixed 5.5000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 28859.000000 NS USD 6697596.720000 0.1571277875 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 230000.000000 PA USD 225842.510000 0.0052983384 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 0.0000167948 Long EP CORP US Y 3 N N N ABN AMRO BANK NV-CVA GDR BFXS5XCH7N0Y05NIXW11 000000000 65268.000000 NS 2186006.600000 0.0512844226 Long EC CORP NL N 2 N N N ALC 2026-3A A1 144A N/A 00384AAA1 290000.000000 PA USD 290000.000000 0.0068034939 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 4.9020000000 N N N N N N ABU DHABI DEVELOPMENT HO 144A 254900G082ZFKTCR2Q75 00402AAB7 200000.000000 PA USD 205131.490000 0.0048124512 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 293500.320000 0.0068856125 Long DBT CORP AE N 2 2030-05-06 Fixed 4.5000000000 N N N N N N ACUSHNET HOLDINGS CORP 529900W5FI106H543E43 005098108 3424.000000 NS USD 350377.920000 0.0082199794 Long EC CORP US N 1 N N N ADAPTIVE BIOTECHNOLOGIES 549300ZTF7OT1FW66Q96 00650F109 10775.000000 NS USD 172615.500000 0.0040496155 Long EC CORP US N 1 N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 000000000 74967.000000 NS 2994893.180000 0.0702611636 Long EC CORP GB N 2 N N N ADVANCED DRAINAGE SYSTEMS IN 6QQTOZ5MF5DHM7K92I60 00790R104 2191.000000 NS USD 375405.940000 0.0088071449 Long EC CORP US N 1 N N N ADVANCED ENERGY INDUSTRIES 549300756XI3QLFT2U27 007973100 3833.000000 NS USD 1286239.810000 0.0301756024 Long EC CORP US N 1 N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903107 51293.000000 NS USD 10269371.530000 0.2409227810 Long EC CORP US N 1 N N N ADYEN NV 724500973ODKK3IFQ447 000000000 1837.000000 NS 2157240.870000 0.0506095692 Long EC CORP NL N 2 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 000000000 30859.000000 NS USD 4611568.960000 0.1081889009 Long EC CORP NL N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 395000.000000 PA USD 411733.550000 0.0096594024 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 3230753.060000 0.0757945128 Long EC CORP US Y 3 N N N AFRMT 2025-2A A 144A N/A 00833BAG3 435000.000000 PA USD 438061.140000 0.0102770562 Long ABS-O CORP US N 2 2033-07-15 Fixed 4.6700000000 N N N N N N AFRMT 2026-1A A 144A N/A 00833BAU2 150000.000000 PA USD 150663.710000 0.0035346194 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.3700000000 N N N N N N AFRMT 2025-3A A 144A N/A 00833BAN8 100000.000000 PA USD 100728.320000 0.0023631190 Long ABS-O CORP US N 2 2034-10-16 Fixed 4.4500000000 N N N N N N AGIOS PHARMACEUTICALS INC 529900ONJHY8EOGYT555 00847X104 5660.000000 NS USD 171101.800000 0.0040141036 Long EC CORP US N 1 N N N AGL 2021-10A A1R2 144A 549300AEMLN0HO8ST474 00119YAN3 555000.000000 PA USD 555000.000000 0.0130204797 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.8320000000 N N N N N N AGL 2021-13A BR 144A 254900DIJ0G5TXNJMM06 00120JAN3 250000.000000 PA USD 250369.750000 0.0058737554 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.3180000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 459200.000000 NS 5065680.400000 0.1188425023 Long EC CORP HK N 2 N N N AIR LIQUIDE SA 969500MMPQVHK671GT54 000000000 30976.000000 NS 6513489.210000 0.1528085657 Long EC CORP FR N 2 N N N AIRBNB INC-CLASS A 549300HMUDNO0RY56D37 009066101 24891.000000 NS USD 3363023.010000 0.0788976086 Long EC CORP US N 1 N N N AIRBUS SE MINO79WLOO247M1IL051 000000000 37716.000000 NS 8190140.040000 0.1921433370 Long EC CORP NL N 2 N N N AJINOMOTO CO INC 353800UT0TLROREPIC92 000000000 129800.000000 NS 4128435.360000 0.0968544302 Long EC CORP JP N 2 N N N AKTIS ONCOLOGY INC N/A 01021M104 18814.000000 NS USD 378725.820000 0.0088850304 Long EC CORP US N 1 N N N Alamar Biosciences Inc. CVT Prom Note PP N/A 000000000 308711.000000 PA USD 308711.000000 0.0072424600 Long DBT CORP US Y 3 2027-07-08 None 0.0000000000 N N N N N ALAMAR BIOSCIENCES INC USD XXXX N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AW9 48000.000000 PA USD 41199.350000 0.0009665501 Long DBT CORP US N 2 2032-05-18 Fixed 2.0000000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271BE8 80000.000000 PA USD 82149.250000 0.0019272480 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 35182.330000 0.0008253889 Long DBT CORP US N 2 2036-05-15 Fixed 5.2500000000 N N N N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 000000000 99996.000000 NS 1809601.750000 0.0424538429 Long EC CORP KY N 2 N N N ALIGNMENT HEALTHCARE INC N/A 01625V104 138487.000000 NS USD 2661720.140000 0.0624448163 Long EC CORP US N 1 N N N ALLEGRO MICROSYSTEMS INC N/A 01749D105 794.000000 NS USD 28957.180000 0.0006793448 Long EC CORP US N 1 N N N ALLIANCE LAUNDRY HOLDINGS IN N/A 01862Q107 18137.000000 NS USD 406812.910000 0.0095439626 Long EC CORP US N 1 N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002101 37037.000000 NS USD 7945177.240000 0.1863964304 Long EC CORP US N 1 N N N ABCLN 2025-A A2 144A N/A 02007G5D1 191912.520000 PA USD 193277.610000 0.0045343553 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.7510000000 N N N N N N ABCLN 2025-B B 144A N/A 02007G6P3 530451.130000 PA USD 533619.040000 0.0125188754 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.5850000000 N N N N N N ABCLN 2025-B A2 144A N/A 02007G6N8 215630.540000 PA USD 216807.800000 0.0050863812 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.3400000000 N N N N N N ALPHABET INC CL C 5493006MHB84DD0ZWV18 02079K107 251000.000000 NS USD 78168930.000000 1.8338684061 Long EC CORP US N 1 N N N ALPHABET INC CL A 5493006MHB84DD0ZWV18 02079K305 79651.000000 NS USD 24831995.760000 0.5825666602 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBM8 330000.000000 PA USD 335369.120000 0.0078678681 Long DBT CORP US N 2 2036-02-15 Fixed 4.8000000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KBP1 281000.000000 PA USD 287358.880000 0.0067415324 Long DBT CORP US N 2 2056-02-15 Fixed 5.6500000000 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAX5 260000.000000 PA USD 263498.930000 0.0061817702 Long DBT CORP US N 2 2032-11-15 Fixed 4.3750000000 N N N N N N AMADEUS IT GROUP SA-A SHS 9598004A3FTY3TEHHN09 000000000 53065.000000 NS 3282174.890000 0.0770008856 Long EC CORP ES N 2 N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 248211.000000 NS USD 52124310.000000 1.2228531886 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CW4 380000.000000 PA USD 373826.980000 0.0087701020 Long DBT CORP US N 2 2055-11-20 Fixed 5.4500000000 N N N N N N AMBARELLA INC 254900XN7F4DG0CEKC02 000000000 4102.000000 NS USD 247514.680000 0.0058067745 Long EC CORP KY N 1 N N N AMBIQ MICRO INC 529900H4UP6I4UMDAA87 023193105 11902.000000 NS USD 365391.400000 0.0085722005 Long EC CORP US N 1 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AS1 215000.000000 PA USD 215422.510000 0.0050538818 Long DBT CORP US N 2 2036-05-15 Fixed 5.0000000000 N N N N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 59336.000000 NS USD 6721582.080000 0.1576904918 Long EC CORP US N 1 N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816EH8 105000.000000 PA USD 111129.390000 0.0026071315 Long DBT CORP US N 2 2036-04-25 Variable 5.6670000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816109 38441.000000 NS USD 11874424.900000 0.2785778527 Long EC CORP US N 1 N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAJ6 65000.000000 PA USD 65540.800000 0.0015376084 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 211451.660000 0.0049607244 Long DBT CORP NL N 2 2034-03-08 Fixed 3.2500000000 N N N N N N AMERICAN SUPERCONDUCTOR CORP 549300S9YT8Z8LOK4452 030111207 4738.000000 NS USD 154364.040000 0.0036214304 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 35000.000000 PA USD 35965.800000 0.0008437693 Long DBT CORP US N 2 2030-03-15 Fixed 4.9000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 90000.000000 PA USD 90902.350000 0.0021325986 Long DBT CORP US N 2 2032-12-15 Fixed 4.7000000000 N N N N N N AMCAR 2023-1 C N/A 03067BAF6 215000.000000 PA USD 218810.600000 0.0051333675 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.8000000000 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 57900.000000 NS USD 13850838.000000 0.3249451439 Long EC CORP US N 1 N N N AXIS 2022-1A D 144A 549300K5Y88MV8B4M421 03236VAE1 135000.000000 PA USD 134490.900000 0.0031552001 Long ABS-O CORP US N 2 2028-08-21 Fixed 2.9100000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654105 39642.000000 NS USD 14104227.180000 0.3308897361 Long EC CORP US N 1 N N N ANCHC 2026-22A AR4 144A N/A 03333KAC1 420000.000000 PA USD 419546.820000 0.0098427042 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.8090000000 N N N N N N ANNALY CAPITAL MANAGEMENT IN 2DTL0G3FPRYUT58TI025 035710839 98084.000000 NS USD 2279472.160000 0.0534771549 Long EC CORP US N 1 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 121171.000000 NS 6961601.960000 0.1633214359 Long EC CORP GB N 2 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 YL8307156 200000.000000 PA USD 208032.890000 0.0048805190 Long DBT CORP GB N 2 2035-09-09 Fixed 5.6250000000 N N N N N N ANZ GROUP HOLDINGS LTD 9845005D9C6BAA10BK72 000000000 250919.000000 NS 7141330.400000 0.1675379233 Long EC CORP AU N 2 N N N APA INFRASTRUCTURE LTD 144A 261700SS8OEHDOCOUJ33 00188LAA5 50000.000000 PA USD 50984.130000 0.0011961042 Long DBT CORP AU N 2 2034-09-16 Fixed 5.1250000000 N N N N N N APT PIPELINES LTD 261700SS8OEHDOCOUJ33 BO4852667 125000.000000 PA 139037.510000 0.0032618650 Long DBT CORP AU N 2 2029-03-15 Fixed 0.7500000000 N N N N N N APA INFRASTRUCTURE LTD 144A 261700SS8OEHDOCOUJ33 00188LAB3 65000.000000 PA USD 67010.310000 0.0015720836 Long DBT CORP AU N 2 2044-09-16 Fixed 5.7500000000 N N N N N N API GROUP CORP 213800NZT1VX6PZ7BT53 00187Y100 91918.000000 NS USD 4086674.280000 0.0958747017 Long EC CORP US N 1 N N N APOLLO GLOBAL MANAGEMENT INC 254900LMFT1CY9IYB476 03769M106 9520.000000 NS USD 995792.000000 0.0233616027 Long EC CORP US N 1 N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 60000.000000 PA USD 63287.920000 0.0014847551 Long DBT CORP US N 2 2034-04-01 Fixed 5.6500000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 353283.000000 NS USD 93330302.940000 2.1895591240 Long EC CORP US N 1 N N N DIN 2023-1A A2 144A N/A 03789XAF5 110000.000000 PA USD 111459.940000 0.0026148863 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.8240000000 N N N N N N APPLIED DIGITAL CORP 2549004NE2B6RYXINZ02 038169207 28041.000000 NS USD 764678.070000 0.0179395951 Long EC CORP US N 1 N N N APPLIED OPTOELECTRONICS INC 529900I8U6Q5SYDNLT48 03823U102 8009.000000 NS USD 674598.070000 0.0158262891 Long EC CORP US N 1 N N N APTIV PLC 254900HTTDFIJZ32GX53 03835VAJ5 385000.000000 PA USD 250867.750000 0.0058854386 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1000000000 N N N N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653100 17179.000000 NS USD 1846398.920000 0.0433171165 Long EC CORP US N 1 N N N ARES STRATEGIC INCOME FU 144A 549300IANZJVZPTICV54 04020EAL1 65000.000000 PA USD 64981.460000 0.0015244861 Long DBT CORP US N 2 2028-09-09 Fixed 5.4500000000 N N N N N N ARGENX SE - ADR 7245009C5FZE6G9ODQ71 04016X101 5412.000000 NS USD 4150571.040000 0.0973737404 Long EC CORP NL N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 34861.000000 NS USD 4653943.500000 0.1091830213 Long EC CORP US N 1 N N N ASICS CORP 3538002LJMRZ83SU0B85 000000000 214200.000000 NS 6564312.530000 0.1540008972 Long EC CORP JP N 2 N N N ASML HOLDING NV NY 724500Y6DUVHQD6OXN27 N07059210 4941.000000 NS USD 7167216.960000 0.1681452304 Long EC CORP NL N 1 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 14837.000000 NS 21579051.520000 0.5062515352 Long EC CORP NL N 2 N N N ASPEN INSURANCE HLDG LTD 549300YX6HECG9XQCQ75 04530DAE2 110000.000000 PA USD 115731.250000 0.0027150926 Long DBT CORP BM N 2 2030-07-01 Fixed 5.7500000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 000000000 100262.000000 NS USD 20899613.900000 0.4903117086 Long EC CORP GB N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 250000.000000 PA USD 170171.180000 0.0039922710 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 150916.580000 0.0035405518 Long DBT CORP US N 2 2032-11-01 Fixed 4.5500000000 N N N N N N ATHENE GLOBAL FUNDING 144A 549300LM1QSI4MSIL320 04685A3Z2 265000.000000 PA USD 269727.840000 0.0063279025 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 24092.000000 NS USD 1053061.320000 0.0247051595 Long EC CORP US N 1 N N N ATLANTIC UNION BANKSHARES CORP N/A 04911A107 36280.000000 NS USD 1344536.800000 0.0315432686 Long EC CORP US N 1 N N N ATLAS WAREHOUSE LEND 144A 25490068J12A1HV7YM70 049463AG7 250000.000000 PA USD 250482.430000 0.0058763989 Long DBT CORP US N 2 2030-11-15 Fixed 4.9500000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560105 2025.000000 NS USD 378249.750000 0.0088738616 Long EC CORP US N 1 N N N ATMUS FILTRATION TECHNOLOGIE N/A 04956D107 25658.000000 NS USD 1655710.740000 0.0388435100 Long EC CORP US N 1 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 000000000 1.000000 NC USD -22852.560000 -0.0005361285 N/A DFE CORP AU N 2 HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 -655000.000000 AUD 443148.770000 USD 2026-04-24 -22852.560000 N N N NOMURA SECURITIES INTL INC OXTKY6Q8X53C9ILVV871 000000000 1.000000 NC USD -10220.220000 -0.0002397697 N/A DFE CORP AU N 2 NOMURA SECURITIES INTL INC OXTKY6Q8X53C9ILVV871 -745000.000000 AUD 519811.830000 USD 2026-04-24 -10220.220000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.000000 NC USD 60862.780000 0.0014278605 N/A DFE CORP AU N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -935170.600000 USD 1400000.000000 AUD 2026-04-24 60862.780000 N N N AURORA INNOVATION INC 984500AB2E0D9F7D9D76 051774107 224652.000000 NS USD 1051371.360000 0.0246655125 Long EC CORP US N 1 N N N AUTOLIV INC SDR A23RUXWKASG834LTMK28 000000000 24621.000000 NS 2923912.240000 0.0685959278 Long EC CORP US N 2 N N N AUTOSTRADE PER L'ITALIA 815600149448CEB9B230 BN4840177 140000.000000 PA 159594.490000 0.0037441384 Long DBT CORP IT N 2 2030-01-15 Fixed 2.0000000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332102 2404.000000 NS USD 9028414.320000 0.2118095230 Long EC CORP US N 1 N N N XCAP 2024-1A A2 144A N/A 05335FAB7 2443.140000 PA USD 2444.980000 0.0000573600 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.8400000000 N N N N N N XCAP 2024-1A A3 144A N/A 05335FAC5 100000.000000 PA USD 101596.510000 0.0023834870 Long ABS-O CORP US N 2 2031-07-15 Fixed 5.4900000000 N N N N N N AVALO THERAPEUTICS INC 549300GPK6FPJ3X8SZ39 05338F306 954.000000 NS USD 16695.000000 0.0003916701 Long EC CORP US N 1 N N N AESOP 2025-3A A 144A IHXLB8SL0QWSSG2VG640 05377RKW3 100000.000000 PA USD 100428.240000 0.0023560790 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.1700000000 N N N N N N AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 000000000 453723.000000 NS 4181251.870000 0.0980935226 Long EC CORP GB N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 126579.000000 NS 6189979.160000 0.1452189152 Long EC CORP FR N 2 N N N AXSOME THERAPEUTICS INC 549300EXGR0XLRJEIB95 05464T104 524.000000 NS USD 85878.360000 0.0020147341 Long EC CORP US N 1 N N N AZZ INC 549300HD1X2NFLWPYC83 002474104 19616.000000 NS USD 2667383.680000 0.0625776847 Long EC CORP US N 1 N N N BAE SYSTEMS PLC 144A 8SVCSVKSGDWMW2QHOH83 05523RAL1 200000.000000 PA USD 210223.140000 0.0049319029 Long DBT CORP GB N 2 2034-03-26 Fixed 5.3000000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498106 149902.000000 NS USD 10062921.260000 0.2360793908 Long EC CORP US N 1 N N N BANC OF CALIFORNIA INC 549300ZKWUJDP6LJ1X87 05990K106 105239.000000 NS USD 1943764.330000 0.0456013405 Long EC CORP US N 1 N N N BANCO BILBAO VIZCAYA ARGENTA K8MS7FD7N5Z2WQ51AZ71 000000000 292345.000000 NS 6771178.980000 0.1588540511 Long EC CORP ES N 2 N N N BANCO SANTANDER CHILE 144A 3YJP8HORPAEXJ80D6368 05973N2A8 280000.000000 PA USD 281687.800000 0.0066084870 Long DBT CORP CL N 2 2030-11-20 Fixed 4.5500000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 709996.000000 NS 8954514.300000 0.2100758046 Long EC CORP ES N 2 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 200000.000000 PA USD 201120.170000 0.0047183443 Long DBT CORP ES N 2 2035-11-06 Fixed 5.1270000000 N N N N N N BANK 2025-BNK51 A5 N/A 06541HAE5 35000.000000 PA USD 36692.110000 0.0008608088 Long ABS-MBS CORP US N 2 2067-12-25 Fixed 5.2900000000 N N N N N N BANK HAPOALIM 144A B6ARUI4946ST4S7WOU88 DC8043374 340000.000000 PA USD 340802.580000 0.0079953389 Long DBT CORP IL N 2 2029-07-14 Fixed 4.7220000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1230000.000000 PA USD 1115628.270000 0.0261730004 Long DBT CORP US N 2 2031-07-23 Variable 1.8980000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 366090.000000 NS USD 18242264.700000 0.4279694361 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMW6 260000.000000 PA USD 272350.510000 0.0063894311 Long DBT CORP US N 2 2036-05-09 Variable 5.4640000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 400000.000000 PA USD 419297.190000 0.0098368478 Long DBT CORP US N 2 2036-01-24 Variable 5.5110000000 N N N N N N BANK5 2024-5YR10 AS N/A 06604AAM6 30000.000000 PA USD 31089.300000 0.0007293650 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.6370000000 N N N N N N BANK5 2024-5YR10 A3 N/A 06604AAF1 55000.000000 PA USD 57099.940000 0.0013395831 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.3020000000 N N N N N N BANK5 2024-5YR11 AS N/A 06644WBL1 205000.000000 PA USD 216048.600000 0.0050685701 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 132461.690000 0.0031075941 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.9020000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 910823.000000 NS 5528435.270000 0.1296988813 Long EC CORP GB N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 200000.000000 PA USD 209451.770000 0.0049138063 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 207546.750000 0.0048691140 Long DBT CORP GB N 2 2031-02-25 Variable 5.3670000000 N N N N N N BABSN 2023-4A A1R 144A 5493000KFDA0OKC5JK34 06763MAL9 645000.000000 PA USD 645000.000000 0.0151319088 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.8250000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AC2 110000.000000 PA USD 125104.340000 0.0029349883 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 288702.700000 0.0067730588 Long DBT CORP US N 2 2032-08-15 Fixed 5.3500000000 N N N N N N BAWAG GROUP AG 529900S9YO2JHTIIDG38 000000000 12323.000000 NS 1908622.880000 0.0447769107 Long EC CORP AT N 2 N N N BAYER US FINANCE LLC 144A 54930093Q75GSEM74I71 07274EAK9 275000.000000 PA USD 295983.960000 0.0069438795 Long DBT CORP US N 2 2030-11-21 Fixed 6.3750000000 N N N N N N BVCLN 2024-CAR1 C 144A 254900S53K9VTUR1UX42 07336QAC6 87450.290000 PA USD 87775.790000 0.0020592485 Long ABS-O CORP US N 2 2031-12-26 Floating 5.1670000000 N N N N N N BVCLN 2024-CAR1 A 144A 254900S53K9VTUR1UX42 07336QAA0 87450.290000 PA USD 87687.530000 0.0020571778 Long ABS-O CORP US N 2 2031-12-26 Floating 4.7670000000 N N N N N N BVCLN 2025-EDU1 A 144A 2549001VJ64UFK8PZA41 07337GAA1 431684.820000 PA USD 431166.930000 0.0101153158 Long ABS-O CORP US N 2 2048-07-27 Floating 4.9670000000 N N N N N N BVCLN 2025-EDU1 C 144A 2549001VJ64UFK8PZA41 07337GAC7 345347.860000 PA USD 344691.870000 0.0080865829 Long ABS-O CORP US N 2 2048-07-27 Floating 5.4670000000 N N N N N N BBCMS 2019-BWAY D 144A N/A 05492NAG8 135000.000000 PA USD 1692.900000 0.0000397160 Long ABS-MBS CORP US N 2 2034-11-15 Floating 5.9340000000 N N N N N N BE SEMICONDUCTOR INDUSTRIES 7245007A1YFLI2GNYX06 000000000 15611.000000 NS 3498230.590000 0.0820696222 Long EC CORP NL N 2 N N N BEIGNET INVESTOR LLC 144A N/A 076912AA2 235000.000000 PA USD 249561.010000 0.0058547821 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 6496.000000 NS USD 1492196.160000 0.0350074050 Long EC CORP US N 1 N N N BELDEN INC 68BKYO1JC791TTJHUE82 077454106 4022.000000 NS USD 576352.600000 0.0135214186 Long EC CORP US N 1 N N N BSP 2021-23A B1R 144A N/A 08186VAQ3 250000.000000 PA USD 250236.750000 0.0058706352 Long ABS-CBDO CORP KY N 2 2034-04-25 Floating 5.2180000000 N N N N N N BERKSHIRE HATHAWAY INC-CL B 5493000C01ZX7D35SD85 084670702 39475.000000 NS USD 19932901.250000 0.4676323169 Long EC CORP US N 1 N N N BETA TECHNOLOGIES INC -CL A N/A 086921103 29670.000000 NS USD 557796.000000 0.0130860748 Long EC CORP US N 1 N N N BETH ISRAEL LAHEY HEALTH 549300QPZ5W3279DU141 08661UAC0 100000.000000 PA USD 101253.010000 0.0023754284 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 187047.250000 0.0043881890 Long ABS-MBS CORP US N 2 2042-10-10 Variable 4.6740000000 N N N N N N BHP GROUP LTD-DI WZE1WSENV6JSZFK0JC28 000000000 75785.000000 NS 3098468.100000 0.0726910648 Long EC CORP AU N 2 N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 000000000 73052.000000 NS 2964106.080000 0.0695388883 Long EC CORP AU N 2 N N N BICARA THERAPEUTICS INC N/A 055477103 74958.000000 NS USD 1257795.240000 0.0295082836 Long EC CORP US N 1 N N N BIO-TECHNE CORP 54930073RLKQ51TILZ35 09073M104 19339.000000 NS USD 1141001.000000 0.0267682529 Long EC CORP US N 1 N N N BIOLIFE SOLUTIONS INC 549300G2IVCMC2TJDW72 09062W204 80883.000000 NS USD 1957368.600000 0.0459205011 Long EC CORP US N 1 N N N BIRKENSTOCK HOLDING PLC 529900CQ8LQKQ7LIT631 M2029K104 39664.000000 NS USD 1652005.600000 0.0387565862 Long EC CORP JE N 1 N N N BJ S WHOLESALE CLUB HOLDINGS 549300UCIWH1C93V0J03 05550J101 10455.000000 NS USD 1032849.450000 0.0242309825 Long EC CORP US N 1 N N N BLACK DIAMOND THERAPEUTICS I N/A 09203E105 93883.000000 NS USD 231891.010000 0.0054402382 Long EC CORP US N 1 N N N BLACKSTONE PARTNERS OFFSHORE FD-E1 N/A 000000000 55101.662000 NS USD 163465691.680000 3.8349580512 Long EC CORP US N 3 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 ZR4791987 130000.000000 PA 148482.180000 0.0034834400 Long DBT CORP LU N 2 2029-03-12 Fixed 1.7500000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAM4 45000.000000 PA USD 44677.430000 0.0010481470 Long DBT CORP US N 2 2029-09-04 Fixed 5.2500000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 139000.000000 PA USD 103192.430000 0.0024209278 Long DBT CORP US N 2 2050-02-01 Fixed 3.7500000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 130000.000000 PA USD 135286.330000 0.0031738611 Long DBT CORP US N 2 2040-05-01 Fixed 5.7050000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 473000.000000 PA USD 542734.770000 0.0127327334 Long DBT CORP US N 2 2054-05-01 Fixed 6.8580000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 125000.000000 PA USD 136546.930000 0.0032034352 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 109958.230000 0.0025796557 Long DBT CORP US N 2 2034-05-01 Fixed 6.5280000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAA3 85000.000000 PA USD 83612.520000 0.0019615768 Long DBT CORP US N 2 2030-06-01 Fixed 3.4640000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 4075.000000 NS USD 17275351.250000 0.4052853335 Long EC CORP US N 1 N N N BOOT BARN HOLDINGS INC 529900QE1BFMYA3N4E71 099406100 3070.000000 NS USD 580905.400000 0.0136282288 Long EC CORP US N 1 N N N BOOZ ALLEN HAMILTON HOLDINGS 529900JPV47PIUWMA015 099502106 38485.000000 NS USD 3033772.550000 0.0711732863 Long EC CORP US N 1 N N N BOSTON GAS COMPANY 144A FN7P4E7K9JOBORDEUX61 100743AN3 75000.000000 PA USD 76971.610000 0.0018057789 Long DBT CORP US N 2 2053-07-20 Fixed 6.1190000000 N N N N N N BRAZIL 254900ZFY40OYEADAP90 105756CF5 270000.000000 PA USD 276422.710000 0.0064849663 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.0000000000 N N N N N N HGVGI 2019-A A 144A N/A 05588UAA0 30801.580000 PA USD 30709.500000 0.0007204548 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.2800000000 N N N N N N BLAST 2026-1 A3 N/A 107927AC9 120000.000000 PA USD 120175.930000 0.0028193662 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.0400000000 N N N N N N BRIDGEPOINT GROUP-REGS 213800KFNMVI8PDZX472 000000000 490674.000000 NS 1653813.600000 0.0387990025 Long EC CORP GB N 2 N N N BRIGHTSPRING HEALTH SERVICES N/A 10950A106 68120.000000 NS USD 2822211.600000 0.0662099979 Long EC CORP US N 1 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAP8 35000.000000 PA USD 35300.730000 0.0008281666 Long DBT CORP US N 2 2033-02-15 Fixed 4.8500000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAN3 55000.000000 PA USD 56813.920000 0.0013328730 Long DBT CORP US N 2 2032-04-01 Fixed 5.2000000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 153987.000000 NS USD 49206545.850000 1.1544014970 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBY6 190000.000000 PA USD 198914.240000 0.0046665925 Long DBT CORP US N 2 2031-11-15 Fixed 5.1500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCB5 320000.000000 PA USD 323941.990000 0.0075997840 Long DBT CORP US N 2 2030-02-15 Fixed 4.3500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCC3 120000.000000 PA USD 121510.590000 0.0028506778 Long DBT CORP US N 2 2032-02-15 Fixed 4.5500000000 N N N N N N BROOKFIELD CORP C6J3FGIWG6MBDGTE8F80 000000000 88884.000000 NS 3897980.920000 0.0914478944 Long EC CORP CA N 2 N N N BRUKER CORP CVT 6.375% 9/28 LEBZ6VLQ6I8XB1NHVY15 116794207 2433.000000 NS USD 759558.270000 0.0178194829 Long EP CORP US N 1 N N N BT GROUP PLC 213800LRO7NS5CYQMN21 000000000 1819136.000000 NS 5302052.550000 0.1243878694 Long EC CORP GB N 2 N N N BUNZL PLC 213800Q1Q9DV4L78UM09 000000000 97469.000000 NS 2875904.450000 0.0674696495 Long EC CORP GB N 2 N N N BURLINGTN NORTH SANTA FE N/A 12189LBL4 210000.000000 PA USD 209175.890000 0.0049073341 Long DBT CORP US N 2 2055-03-15 Fixed 5.5000000000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017106 3304.000000 NS USD 1013898.480000 0.0237863866 Long EC CORP US N 1 N N N BX 2024-GPA3 A 144A N/A 123910AA9 219555.020000 PA USD 219623.630000 0.0051524415 Long ABS-MBS CORP US N 2 2039-12-15 Floating 4.9520000000 N N N N N N BX 2024-MDHS A 144A N/A 12433BAA5 394232.380000 PA USD 394478.780000 0.0092545999 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.3010000000 N N N N N N BX 2026-CSMO A 144A N/A 12433LAA3 115000.000000 PA USD 115000.000000 0.0026979372 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.0670000000 N N N N N N BX 2025-TAIL A 144A N/A 123912AA5 100000.000000 PA USD 100000.000000 0.0023460324 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.0600000000 N N N N N N CACTUS INC - A 549300J3T8C9F8QFKV08 127203107 7664.000000 NS USD 413856.000000 0.0097091958 Long EC CORP US N 1 N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AP3 181000.000000 PA USD 182381.870000 0.0042787377 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 207495.760000 0.0048679177 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 311259.650000 0.0073022522 Long DBT CORP ES N 2 2035-06-15 Variable 6.0370000000 N N N N N N CALIFORNIA RESOURCES CORP 5493003Q8F0T4F4YMR48 13057Q305 10105.000000 NS USD 594578.200000 0.0139489971 Long EC CORP US N 1 N N N CALIFORNIA WATER SERVICE GRP 529900QABDOBU6UVRQ36 130788102 26268.000000 NS USD 1184161.440000 0.0277808108 Long EC CORP US N 1 N N N XQM6 CAN 5YR BOND FUT JUN26 N/A 000000000 -5.000000 NC -960.520000 -0.0000225341 N/A DIR CORP CA N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Short CANADIAN GOVERNMENT CANADIAN GOVERNMENT 2026-06-19 -419475.590000 USD -960.520000 N N N CANADIAN NATURAL RESOURCES 549300T15RIMIKZC5Q38 136385101 63860.000000 NS USD 2795152.200000 0.0655751756 Long EC CORP CA N 1 N N N CANADIAN NATURAL RESOURCES 549300T15RIMIKZC5Q38 000000000 95100.000000 NS 4160123.900000 0.0975978536 Long EC CORP CA N 2 N N CANVA CLASS B COMMON STOCK PP N/A TC1HS9QX6 480.000000 NS USD 718281.600000 0.0168511189 Long EC CORP US Y 3 N N N CANVA SERIES A CVT PFD STOCK PP N/A TC0R8VGD3 30.000000 NS USD 44892.600000 0.0010531949 Long EP CORP US Y 3 N N N CANVA SERIES A-3 CVT PFD STOCK PP N/A 000000000 2.000000 NS USD 2992.840000 0.0000702130 Long EP CORP US Y 3 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDE2 49000.000000 PA USD 51022.530000 0.0011970051 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 50837.260000 0.0011926586 Long DBT CORP US N 2 2031-10-30 Variable 7.6240000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 000000000 97339.000000 NS 1006893.650000 0.0236220510 Long EC CORP CA N 2 N N N CARETRUST REIT INC 5493001NVXE2B9GPLU96 14174T107 55032.000000 NS USD 2235399.840000 0.0524432040 Long EC CORP US N 1 N N N CARMX 2022-1 D N/A 14317CAG7 140000.000000 PA USD 139849.890000 0.0032809237 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 40886.510000 0.0009592108 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 151645.560000 0.0035576539 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 95459.600000 0.0022395131 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.2600000000 N N N N N N CARMX 2025-4 A4 N/A 14320HAE6 95000.000000 PA USD 95774.280000 0.0022468956 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.0800000000 N N N N N N CMXS 2024-A B N/A 14319FAE3 90000.000000 PA USD 91534.320000 0.0021474248 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.3500000000 N N N N N N CMXS 2024-A A3 N/A 14319FAD5 75000.000000 PA USD 75606.710000 0.0017737579 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.8700000000 N N N N N N CRVNA 2022-P1 C N/A 14688DAF8 200000.000000 PA USD 197978.460000 0.0046446388 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 121074.360000 0.0028404437 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 205240.520000 0.0048150090 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 45592.710000 0.0010696197 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 35623.900000 0.0008357482 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 506206.950000 0.0118757789 Long ABS-O CORP US N 2 2031-11-10 Fixed 4.2500000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869102 63774.000000 NS USD 21310719.840000 0.4999563871 Long EC CORP US N 1 N N N CARVANA CO 144A 5493003WEAK2PJ5WS063 146869AN2 456867.960000 PA USD 475793.450000 0.0111622684 Long DBT CORP US N 2 2030-06-01 Variable 9.0000000000 N N Y N N N CARVANA CO 144A 5493003WEAK2PJ5WS063 146869AM4 625520.000000 PA USD 685645.500000 0.0160854654 Long DBT CORP US N 2 2031-06-01 Variable 9.0000000000 N N Y N N N CASELLA WASTE SYSTEMS INC-A 8EU0XUFVJ48U37IIDH51 147448104 19208.000000 NS USD 1789417.280000 0.0419803087 Long EC CORP US N 1 N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 22011.000000 NS USD 16350431.130000 0.3835864080 Long EC CORP US N 1 N N N CAVA GROUP INC N/A 148929102 1559.000000 NS USD 128570.730000 0.0030163110 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503M108 5791.000000 NS USD 1735678.520000 0.0407195800 Long EC CORP US N 1 N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAL4 55000.000000 PA USD 55645.890000 0.0013054706 Long DBT CORP US N 2 2033-01-15 Fixed 4.9000000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAJ9 70000.000000 PA USD 71355.230000 0.0016740168 Long DBT CORP US N 2 2030-06-15 Fixed 4.8000000000 N N N N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD -14766.710000 -0.0003464318 N/A DCR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Put Written BARCLAYS AC28XWWI3WIBK2824319 N/A AC28XWWI3WIBK2824319 000000000 0.000000 NC USD 0.000000 N/A DCR CORP US N/A CDX HY CDSI S45 V2 5Y CDS 12/20/2030 Default Event 2030-12-20 0.000000 USD 0.000000 USD N/A USD -5600000.0000000000 USD 102.000000 USD 2026-04-15 XXXX -6366.710000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD 69573.580000 0.0016322187 N/A DCR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Put Purchased BARCLAYS AC28XWWI3WIBK2824319 N/A AC28XWWI3WIBK2824319 000000000 0.000000 NC USD 0.000000 N/A DCR CORP US N/A CDX HY CDSI S45 V2 5Y CDS 12/20/2030 Default Event 2030-12-20 0.000000 USD 0.000000 USD N/A USD 5600000.0000000000 USD 107.000000 USD 2026-04-15 XXXX 26453.580000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 226266.440000 0.0053082839 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 215069.760000 USD 0.000000 USD 6110000.000000 USD 11196.680000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 235154.150000 0.0055167925 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 223546.470000 USD 0.000000 USD 6350000.000000 USD 11607.680000 N N N CECO ENVIRONMENTAL CORP 5493002CZCTL4HGLIY91 125141101 17110.000000 NS USD 1034299.500000 0.0242650011 Long EC CORP US N 1 N N N CEDF 2022-15A AR 144A 5493002XZZZCKFWQIL45 15032QAL6 280000.000000 PA USD 280367.360000 0.0065775090 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.9170000000 N N N N N N Cellares Corp SER D CVT PFD PP N/A 000000000 21416.000000 NS USD 256708.020000 0.0060224533 Long EP CORP US Y 3 N N N CELLEBRITE DI LTD 254900G03462YGP1IO36 000000000 74595.000000 NS USD 995097.300000 0.0233453048 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 0.0001002375 Long EP CORP US Y 3 N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 BN9906411 100000.000000 PA 107272.820000 0.0025166551 Long DBT CORP ES N 2 2033-02-15 Fixed 2.0000000000 N N N N N N CELULOSA ARAUCO CONSTITU 144A 549300QEKV8G0AMNQD28 151191BR3 200000.000000 PA USD 204647.380000 0.0048010938 Long DBT CORP CL N 2 2032-05-05 Fixed 6.1800000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073E105 43913.000000 NS USD 16341783.820000 0.3833835393 Long EC CORP US N 1 N N N CENOVUS ENERGY INC 254900LJGL2N2XEMD470 15135U109 105700.000000 NS USD 2358167.000000 0.0553233613 Long EC CORP CA N 1 N N N CENOVUS ENERGY INC 254900LJGL2N2XEMD470 000000000 107984.000000 NS 2405801.660000 0.0564408859 Long EC CORP CA N 2 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAR2 50000.000000 PA USD 49696.560000 0.0011658974 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 225348.490000 0.0052867485 Long DBT CORP US N 2 2029-12-15 Fixed 4.6250000000 N N N N N N CENTESSA PHARMACEUTICALS-ADR 213800GIDAARDSKOI827 152309100 12472.000000 NS USD 334997.920000 0.0078591597 Long EC CORP GB N 1 N N N CESKA SPORITELNA AS 9KOGW2C2FCIOJQ7FF485 YX9830838 400000.000000 PA 497041.370000 0.0116607515 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 198333.800000 PA USD 197961.020000 0.0046442296 Long DBT CORP MX N 2 2040-09-23 Fixed 5.8750000000 N N N N N N CG ONCOLOGY INC N/A 156944100 12068.000000 NS USD 709598.400000 0.0166474082 Long EC CORP US N 1 N N N SCHWAB (CHARLES) CORP 549300VSGCJ7E698NM85 808513105 169461.000000 NS USD 16132687.200000 0.3784780649 Long EC CORP US N 1 N N N CACLN 2025-1 B 144A N/A 46591HCS7 194883.530000 PA USD 196544.910000 0.0046110072 Long ABS-O CORP US N 2 2033-02-25 Fixed 4.9760000000 N N N N N N CHASE 2024-RPL4 A1B 144A N/A 16160NAC5 35868.490000 PA USD 32632.340000 0.0007655653 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 119508.960000 0.0028037189 Long EP CORP US Y 3 N N N CHECKR INC COMMON STOCK PP N/A TC0RNCX31 11790.000000 NS USD 95616.900000 0.0022432034 Long EC CORP US Y 3 N N N CHECKR INC CVT PFD SR D PP N/A 000000000 26046.000000 NS USD 211233.060000 0.0049555960 Long EP CORP US Y 3 N N N CHESAPEAKE UTILITIES CORP 254900WW0FDCKAOCKE74 165303108 19307.000000 NS USD 2625172.790000 0.0615874036 Long EC CORP US N 1 N N N CHEVRON CORP N/A 166764100 56720.000000 NS USD 10593027.200000 0.2485158478 Long EC CORP US N 1 N N N CHILE ELECTRICITY LUX 144A N/A 16882LAA0 195501.000000 PA USD 202389.090000 0.0047481136 Long DBT CORP LU N 2 2035-10-20 Fixed 5.5800000000 N N N N N N CHILE 549300FLZTJM5YJF8D34 168863DS4 540000.000000 PA USD 426820.820000 0.0100133546 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.1000000000 N N N N N N CHIPOTLE MEXICAN GRILL INC 529900REP5VGTPCP1J71 169656105 77234.000000 NS USD 2874649.480000 0.0674402075 Long EC CORP US N 1 N N N CHUBB LTD E0JAN6VLUDI1HITHT809 000000000 45537.000000 NS USD 15521741.820000 0.3641450885 Long EC CORP CH N 1 N N N CHUGAI PHARMACEUTICAL CO LTD 529900T9LAII161DCN95 000000000 104300.000000 NS 7032986.010000 0.1649961288 Long EC CORP JP N 2 N N N CIFC 2018-1A A1R 144A 635400VBVF8AYJQBI411 17181NAC8 275000.000000 PA USD 275737.000000 0.0064688793 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 4.9880000000 N N N N N N CIFC 2020-4A BR 144A N/A 12562RAN5 250000.000000 PA USD 250614.000000 0.0058794856 Long ABS-CBDO CORP KY N 2 2040-01-15 Floating 5.3220000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523DA5 95000.000000 PA USD 98588.150000 0.0023129099 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 70951.770000 0.0016645515 Long DBT CORP US N 2 2030-09-15 Fixed 4.5000000000 N N N N N N CINTAS CORP N/A 172908105 7018.000000 NS USD 1411530.340000 0.0331149588 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 102702.000000 NS USD 8160700.920000 0.1914526857 Long EC CORP US N 1 N N N CGCMT 2020-555 C 144A N/A 17328EAE8 100000.000000 PA USD 91359.060000 0.0021433131 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 3.0310000000 N N N N N N CGCMT 2020-555 B 144A N/A 17328EAC2 120000.000000 PA USD 109764.380000 0.0025751079 Long ABS-MBS CORP US N 2 2041-12-10 Fixed 2.8290000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 54233.000000 NS USD 5975934.270000 0.1401973528 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 80000.000000 PA USD 81348.150000 0.0019084539 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 374866.920000 0.0087944993 Long DBT CORP US N 2 2031-05-07 Variable 4.9520000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBA0 145000.000000 PA USD 149389.450000 0.0035047249 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 91887.390000 PA USD 81279.820000 0.0019068509 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 49209.080000 0.0011544609 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 53190.880000 PA USD 53368.690000 0.0012520467 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.7100000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496107 5942.000000 NS USD 1742194.400000 0.0408724447 Long EC CORP US N 1 N N N CLEERLY SER C CVT PFD STK PP N/A TC1A1CZJ4 10046.000000 NS USD 176307.300000 0.0041362263 Long EP CORP US Y 3 N N N CME GROUP INC LCZ7XYGSLJUHFXXNXD88 12572Q105 8688.000000 NS USD 2775816.000000 0.0651215421 Long EC CORP US N 1 N N N CNO GLOBAL FUNDING 144A 6354008GTNR4833ULD48 18977W2F6 60000.000000 PA USD 61218.650000 0.0014362093 Long DBT CORP US N 2 2029-09-09 Fixed 4.9500000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216100 67105.000000 NS USD 5473083.800000 0.1284003179 Long EC CORP US N 1 N N N COFINIMMO 549300TM914CSF6KI389 BM7559321 100000.000000 PA 106400.290000 0.0024961853 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 202618.390000 0.0047534930 Long DBT CORP CL N 2 2035-09-11 Fixed 5.3750000000 N N N N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162103 81528.000000 NS USD 8082685.920000 0.1896224286 Long EC CORP US N 1 N N N COLOMBIA 549300MHDRBVRF6B9117 195325EP6 260000.000000 PA USD 271024.110000 0.0063583134 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.7500000000 N N N N N N COLOMBIA 549300MHDRBVRF6B9117 195325EU5 200000.000000 PA USD 200214.910000 0.0046971066 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.1250000000 N N N N N N COLOMBIA 549300MHDRBVRF6B9117 195325EV3 200000.000000 PA USD 198866.550000 0.0046654736 Long DBT NUSS CO N 2 2033-01-21 Fixed 6.5000000000 N N N N N N COLUMBIA BANKING SYSTEM INC 254900CTRJTQZ3BJ2V17 197236102 78566.000000 NS USD 2235202.700000 0.0524385790 Long EC CORP US N 1 N N N COLUMBIA PIPELINE HOLDCO 144A N/A 19828AAC1 240000.000000 PA USD 251469.450000 0.0058995547 Long DBT CORP US N 2 2034-01-15 Fixed 5.6810000000 N N N N N N COMISION FEDERAL DE ELEC 144A 4469000001BFPONMPF32 200447AQ3 200000.000000 PA USD 202485.690000 0.0047503798 Long DBT CORP MX N 2 2034-01-28 Fixed 6.0450000000 N N N N N N COMISION FEDERAL DE ELEC 144A 4469000001BFPONMPF32 200447AP5 200000.000000 PA USD 207163.430000 0.0048601211 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 20420.700000 PA USD 20366.790000 0.0004778115 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 19754.990000 0.0004634585 Long DBT CORP US N 2 2030-10-01 Fixed 2.7820000000 N N N N N N COMPASS GROUP PLC 2138008M6MH9OZ6U2T68 000000000 242866.000000 NS 7437402.020000 0.1744838594 Long EC CORP GB N 2 N N N CONE 2024-DFW1 A 144A N/A 20682AAA8 250000.000000 PA USD 249932.830000 0.0058635051 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.3010000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 160646.000000 NS USD 18226895.160000 0.4276088617 Long EC CORP US N 1 N N N CONSTELLATION ENERGY 549300F8Y20RYGNGV346 21037T109 19119.000000 NS USD 6306975.720000 0.1479636924 Long EC CORP US N 1 N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 205000.000000 PA USD 206098.890000 0.0048351467 Long DBT CORP US N 2 2054-03-15 Fixed 5.7500000000 N N N N N N COREBRIDGE GLOB FUNDING 144A 54930057MDZ7KOVOTV71 00138CAX6 50000.000000 PA USD 51468.820000 0.0012074752 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 55456.260000 0.0013010218 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 210369.470000 0.0049353359 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 201574.060000 0.0047289927 Long DBT CORP MX N 2 2033-01-30 Fixed 5.5000000000 N N N N N N CODELCO INC 144A 549300UVMBCBCIPSUI70 21987BBQ0 400000.000000 PA USD 410356.200000 0.0096270893 Long DBT CORP CL N 2 2037-01-30 Fixed 5.5290000000 N N N N N N CORTEVA INC 549300WZN9I2QKLS0O94 22052L104 16700.000000 NS USD 1338004.000000 0.0313900070 Long EC CORP US N 1 N N N CRANE CO 5493000CQRQOTHUODL75 224408104 4566.000000 NS USD 915619.980000 0.0214807412 Long EC CORP US N 1 N N N CRB Group Common WTS PP 549300BLONX7RHTYWF68 000000000 1604.000000 NS USD 0.000000 0.0000000000 Long EC CORP US Y 3 N N N CRB GROUP INC PP 549300BLONX7RHTYWF68 TC3WQ1RM3 8693.000000 NS USD 913982.020000 0.0214423141 Long EC CORP US Y 3 N N N CREDIT AGRICOLE SA 144A 969500TJ5KRTCJQWXH05 22535WAR8 250000.000000 PA USD 258339.090000 0.0060607187 Long DBT CORP FR N 2 2031-05-27 Variable 5.2220000000 N N N N N N CREDIT AGRICOLE SA 144A 969500TJ5KRTCJQWXH05 22535WAS6 500000.000000 PA USD 503892.700000 0.0118214859 Long DBT CORP FR N 2 2033-09-25 Variable 4.8180000000 N N N N N N CRINETICS PHARMACEUTICALS IN 549300Q1CNFXK5P31D28 22663K107 10078.000000 NS USD 414205.800000 0.0097174022 Long EC CORP US N 1 N N N CROWDSTRIKE HOLDINGS INC - A 549300YBY08K9KM4HX32 22788C105 5176.000000 NS USD 1925368.480000 0.0451697679 Long EC CORP US N 1 N N N CSG NV 31570078IM9ILNPQUB16 000000000 18982.000000 NS 713919.250000 0.0167487767 Long EC CORP NL N 2 N N N CSW INDUSTRIALS INC 549300SYOEO3RVQ7FB83 126402106 4183.000000 NS USD 1231182.390000 0.0288839375 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 285658.000000 NS USD 12194740.020000 0.2860925491 Long EC CORP US N 1 N N N CUBESMART N/A 229663109 26115.000000 NS USD 1074371.100000 0.0252050938 Long EC CORP US N 1 N N N CURBLINE PROPERTIES CORP 529900PGR41LH0I81I15 23128Q101 115259.000000 NS USD 3205352.790000 0.0751986142 Long EC CORP US N 1 N N N CVC CAPITAL PARTNERS PLC 213800E8UQS1KA32YD39 000000000 125598.000000 NS 1792085.000000 0.0420428943 Long EC CORP JE N 2 N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 225000.000000 PA USD 214121.980000 0.0050233710 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 533531.640000 0.0125168250 Long DBT CORP US N 2 2033-06-01 Fixed 5.3000000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 491000.000000 PA USD 437667.610000 0.0102678238 Long DBT CORP US N 2 2048-03-25 Fixed 5.0500000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EJ5 95000.000000 PA USD 97452.080000 0.0022862573 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 483995.200000 0.0113546841 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.5000000000 N N N N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282W605 38463.000000 NS USD 2393167.860000 0.0561444928 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 18490.000000 NS USD 3894733.600000 0.0913717112 Long EC CORP US N 1 N N N DANSKE BANK A/S 144A MAES062Z21O4RZ2U7M96 23636ABH3 200000.000000 PA USD 208772.290000 0.0048978655 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 835620.000000 0.0196039157 Long EP CORP US Y 3 N N N DATABRICKS SER H CVT PFD STOCK PP 984500FEDAC7FBD96273 TC2K5K6F9 10416.000000 NS USD 1979040.000000 0.0464289191 Long EP CORP US Y 3 N N N DATABRICKS SER I CVT PFD STOCK PP 984500FEDAC7FBD96273 000000000 1201.000000 NS USD 228190.000000 0.0053534113 Long EP CORP US Y 3 N N N DATADOG INC - CLASS A 549300F6JNO0KRPO1K63 23804L103 7335.000000 NS USD 821226.600000 0.0192662419 Long EC CORP US N 1 N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 000000000 141591.000000 NS 6377995.620000 0.1496298422 Long EC CORP SG N 2 N N N DCC PLC 213800UPS1QEE4TD3T45 000000000 1676.000000 NS 116870.840000 0.0027418277 Long EC CORP IE N 2 N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BL8 250000.000000 PA USD 266895.600000 0.0062614572 Long DBT CORP US N 2 2035-01-16 Fixed 5.4500000000 N N N N N N DEERE & CO PWFTNG3EI0Y73OXWDH08 244199105 45177.000000 NS USD 28448408.670000 0.6674088780 Long EC CORP US N 1 N N N DEFINITY FINANCIAL CORP 984500D5F3FC49D00C44 24477T100 118509.000000 NS 5932183.220000 0.1391709390 Long EC CORP CA N 2 N N N DEFT 2023-3 C 144A N/A 24702EAE0 100000.000000 PA USD 100503.050000 0.0023578341 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 674003.300000 0.0158123356 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 171096.770000 0.0040139856 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 100677.120000 0.0023619178 Long ABS-O CORP US N 2 2031-03-24 Fixed 4.1200000000 N N N N N N DENALI THERAPEUTICS INC 549300ZTQ2HO18L3Q830 24823R105 77907.000000 NS USD 1650070.260000 0.0387111825 Long EC CORP US N 1 N N N DENISON MINES CORP 529900JWGSW17LJK6586 000000000 123832.000000 NS 515645.140000 0.0120972019 Long EC CORP CA N 2 N N N DIAGEO PLC 213800ZVIELEA55JMJ32 000000000 155227.000000 NS 3481203.370000 0.0816701581 Long EC CORP GB N 2 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 451000.000000 PA USD 439965.910000 0.0103217427 Long DBT CORP US N 2 2054-04-18 Fixed 5.7500000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 165000.000000 PA USD 171590.450000 0.0040255675 Long DBT CORP US N 2 2034-04-18 Fixed 5.4000000000 N N N N N N DIANTHUS THERAPEUTICS INC 549300Z3N6ODPCOFC890 252828108 12428.000000 NS USD 685901.320000 0.0160914670 Long EC CORP US N 1 N N N DIME COMMUNITY BANCSHARES INC N/A 25432X102 32296.000000 NS USD 1044775.600000 0.0245107738 Long EC CORP US N 1 N N N DIPLOMA PLC 2138008OGI7VYG8FGR19 000000000 12377.000000 NS 945421.590000 0.0221798966 Long EC CORP GB N 2 N N N DLLMT 2026-1A A3 144A N/A 23347JAC6 50000.000000 PA USD 50340.270000 0.0011809990 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.2000000000 N N N N N N DLLMT 2026-1A A4 144A N/A 23347JAD4 15000.000000 PA USD 15183.450000 0.0003562087 Long ABS-O CORP US N 2 2033-09-20 Fixed 4.3600000000 N N N N N N DLLST 2024-1A A3 144A N/A 23346HAC1 55224.000000 PA USD 55446.240000 0.0013007867 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 25224.590000 0.0005917770 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.9300000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 000000000 180835.000000 NS 5724227.230000 0.1342922241 Long EC CORP NO N 2 N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 73603.000000 NS USD 9309307.440000 0.2183993666 Long EC CORP US N 1 N N N DOORDASH INC - A 549300NUQ43FGGSK5051 25809K105 12589.000000 NS USD 2221580.830000 0.0521190055 Long EC CORP US N 1 N N N DRIVE 2021-3 D 144A N/A 262081AF9 183195.110000 PA USD 181678.380000 0.0042622336 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 100284.730000 0.0023527122 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 60417.520000 PA USD 59655.220000 0.0013995308 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 199256.130000 PA USD 194270.800000 0.0045576559 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 250618.250000 0.0058795853 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.3720000000 N N N N N N DUOLINGO N/A 26603R106 467.000000 NS USD 47167.000000 0.0011065531 Long EC CORP US N 1 N N N DUTCH BROS INC-CLASS A N/A 26701L100 15637.000000 NS USD 838299.570000 0.0196667793 Long EC CORP US N 1 N N N DYNE THERAPEUTICS INC N/A 26818M108 200996.000000 NS USD 3139557.520000 0.0736550359 Long EC CORP US N 1 N N N EAGLE FUNDING LUXCO SARL 144A 894500VDP08MVIZ6OA60 26951TAA8 260000.000000 PA USD 265200.230000 0.0062216833 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.5000000000 N N N N N N EAST WEST BANCORP INC 254900O4X656YXFOYB11 27579R104 24537.000000 NS USD 2685574.650000 0.0630044508 Long EC CORP US N 1 N N N EASTERN BANKSHARES INC 549300J245MBQU3DO403 27627N105 113845.000000 NS USD 2226808.200000 0.0522416413 Long EC CORP US N 1 N N N EASTGROUP PROPERTIES INC 31TIGQQZC4P6JMHKSW85 277276101 4401.000000 NS USD 863960.310000 0.0202687886 Long EC CORP US N 1 N N N EFMT 2025-INV2 A1 144A 254900ZO1GLQXE3JWX68 281914AA9 209082.180000 PA USD 211057.550000 0.0049514785 Long ABS-MBS CORP US N 2 2070-05-26 Variable 5.3870000000 N N N N N N EFMT 2025-NQM6 A1 144A N/A 281916AE6 98232.930000 PA USD 98791.990000 0.0023176921 Long ABS-MBS CORP US N 2 2070-12-25 Variable 5.0010000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414H103 154097.000000 NS USD 4068160.800000 0.0954403695 Long EC CORP US N 1 N N N EHGVT 2023-A B 144A N/A 28415AAB3 46166.560000 PA USD 47926.030000 0.0011243602 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.5300000000 N N N N N N ELD 2025-2A A1 144A N/A 28473AAA4 325000.000000 PA USD 325886.600000 0.0076454051 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.9160000000 N N N N N N ELEMENT FLEET MANAGEMENT CORP 5493000PGBS1C22ELQ16 000000000 181478.000000 NS 4322583.640000 0.1014092117 Long EC CORP CA N 2 N N N ELEMENT FLEET MANAGEMENT 144A 5493000PGBS1C22ELQ16 286181AP7 105000.000000 PA USD 107731.310000 0.0025274114 Long DBT CORP CA N 2 2030-03-25 Fixed 5.0370000000 N N N N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618M106 85694.000000 NS USD 3007002.460000 0.0705452513 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 22736.000000 NS USD 7275520.000000 0.1706860548 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457108 18807.000000 NS USD 19784775.930000 0.4641572489 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DF2 155000.000000 PA USD 157464.150000 0.0036941599 Long DBT CORP US N 2 2055-10-15 Fixed 5.5500000000 N N N N N N ELM20 2022-7A AR2 144A N/A 29002AAW4 250000.000000 PA USD 250404.750000 0.0058745765 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.8280000000 N N N N N N EMD FINANCE LLC 144A 529900C8KS5G529A0B76 26867LAQ3 375000.000000 PA USD 379644.430000 0.0089065812 Long DBT CORP US N 2 2032-10-15 Fixed 4.6250000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261A100 31311.000000 NS USD 3377830.680000 0.0792450014 Long EC CORP US N 1 N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 000000000 200290.000000 NS 2408476.720000 0.0565036436 Long EC CORP IT N 2 N N N ENGIE LAXUQCHT4FH58LRZDY46 000000000 200295.000000 NS 6842695.210000 0.1605318450 Long EC CORP FR N 2 N N N ENPRO INC 549300Y5CFT2LKCFDN54 29355X107 6378.000000 NS USD 1649669.700000 0.0387017853 Long EC CORP US N 1 N N N ENSIGN GROUP INC/THE 5493003K4HEEA8Q0BC72 29358P101 5954.000000 NS USD 1275168.180000 0.0299158584 Long EC CORP US N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362U104 24110.000000 NS USD 3193369.500000 0.0749174824 Long EC CORP US N 1 N N N EFF 2024-1 A3 144A N/A 29375PAC4 145000.000000 PA USD 147861.880000 0.0034688876 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 96237.920000 0.0022577728 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 66682.640000 0.0015643963 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.0600000000 N N N N N N EPIRUS INC SERIES C-2 CVT PFD STOCK PP N/A TC6I72JG2 50717.000000 NS USD 183595.540000 0.0043072108 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 0.0009400500 Long EP CORP US Y 3 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429105 19577.000000 NS USD 4090809.920000 0.0959717252 Long EC CORP US N 1 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 000000000 82772.000000 NS 2480195.050000 0.0581861789 Long EC CORP NO N 2 N N N EQUITABLE AMERICA GLOBAL 144A 98450066CCBIACF06694 29446Q2E2 21000.000000 PA USD 20898.240000 0.0004902795 Long DBT CORP US N 2 2032-09-15 Fixed 4.7000000000 N N N N N N EQUITY BANCSHARES INC - CL A 549300BPQ2EJNU4WF694 29460X109 23810.000000 NS USD 1068592.800000 0.0250695331 Long EC CORP US N 1 N N N EQUITY LIFESTYLE PROPERTIES 529900PEQG66LENB6798 29472R108 113645.000000 NS USD 7632398.200000 0.1790585329 Long EC CORP US N 1 N N N ERASCA INC N/A 29479A108 155092.000000 NS USD 2118556.720000 0.0497020266 Long EC CORP US N 1 N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 32970.000000 NS 3913348.870000 0.0918084315 Long EC CORP AT N 2 N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605J106 37315.000000 NS USD 4708033.550000 0.1104519914 Long EC CORP US N 1 N N N ESAB CORP SER A CVT PFD COMMIT PIPE PP 549300ZNV0SWBXEIWT04 000000000 803.000000 NS USD 803000.000000 0.0188386400 Long EP CORP US Y 3 N N N ESCO TECHNOLOGIES INC 5493007JJLP5MEWVDH10 296315104 2539.000000 NS USD 704039.310000 0.0165169902 Long EC CORP US N 1 N N N ESSEX PROPERTY TRUST INC 549300TR2H2VEFX0NC60 297178105 13621.000000 NS USD 3474853.310000 0.0815211837 Long EC CORP US N 1 N N N ESSILORLUXOTTICA 549300M3VH1A3ER1TB49 000000000 13896.000000 NS 3678091.210000 0.0862892106 Long EC CORP FR N 2 N N N OEM6 EURO-BOBL FUTURE JUN26 N/A 000000000 -10.000000 NC -2377.620000 -0.0000557797 N/A DIR CORP DE N 1 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short BUNDESOBLIGATION BUNDESOBLIGATION 2026-06-08 -1392030.900000 USD -2377.620000 N N N RXM6 EURO-BUND FUTURE JUN26 N/A 000000000 -4.000000 NC -1565.480000 -0.0000367267 N/A DIR CORP DE N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Short GERMANY GERMANY 2026-06-08 -608621.470000 USD -1565.480000 N N N EART 2022-1A D N/A 30167JAF1 130145.620000 PA USD 129710.390000 0.0030430477 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 40249.950000 PA USD 40869.370000 0.0009588087 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 120521.570000 0.0028274751 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.2400000000 N N N N N N EART 2026-1A A3 N/A 30168HAC1 170000.000000 PA USD 170397.870000 0.0039975892 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.1700000000 N N N N N N ESART 2025-3 A3 N/A 30185FAC4 175000.000000 PA USD 175965.950000 0.0041282182 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.1800000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167735 22163.000000 NS USD 2391830.960000 0.0561131287 Long EC CORP US N 1 N N N EXPORT-IMPORT BK INDIA 144A 335800OFZ8YEIVN1QI11 30218VAC0 200000.000000 PA USD 208809.990000 0.0048987500 Long DBT NUSS IN N 2 2056-01-12 Fixed 5.7500000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 38032.000000 NS USD 5799880.000000 0.1360670626 Long EC CORP US N 1 N N N FABRINET 5493004TETZ6IYF7CV44 000000000 3704.000000 NS USD 2021013.520000 0.0474136315 Long EC CORP KY N 1 N N N FNS 435 C24 B1V7KEBTPIMZEU4LTD58 31424UAZ9 225587.000000 PA USD 29364.120000 0.0006888918 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 2.0000000000 N N N N N N FNS 319 2 B1V7KEBTPIMZEU4LTD58 3136FAHB9 363.670000 PA USD 48.570000 0.0000011395 Long ABS-MBS USGSE US N 2 2032-02-25 Fixed 6.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F042632 310000.000000 PA USD 306541.640000 0.0071915661 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F030637 1260000.000000 PA USD 1139775.840000 0.0267395102 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F040636 1055000.000000 PA USD 1025618.250000 0.0240613362 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F020638 3075000.000000 PA USD 2547529.880000 0.0597658758 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F032633 3090000.000000 PA USD 2912726.700000 0.0683335114 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F050635 445000.000000 PA USD 446993.600000 0.0104866146 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.0000000000 N N N N N N FNMA 15 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F020430 80000.000000 PA USD 74511.760000 0.0017480700 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.0000000000 N N N N N N FNMA 15 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F012437 340000.000000 PA USD 309879.060000 0.0072698631 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F060634 3725000.000000 PA USD 3820956.000000 0.0896408648 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR TBA MAR B1V7KEBTPIMZEU4LTD58 01F022634 2200000.000000 PA USD 1905970.000000 0.0447146733 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELX73 11552.000000 PA USD 11712.630000 0.0002747821 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9DD4 76596.540000 PA USD 70939.660000 0.0016642674 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419BBT1 14355.350000 PA USD 14282.850000 0.0003350803 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WZWA6 9314.460000 PA USD 9014.930000 0.0002114932 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMU4 18024.710000 PA USD 19316.970000 0.0004531824 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RRN1 8246.900000 PA USD 8482.150000 0.0001989940 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAM2 111850.660000 PA USD 93105.000000 0.0021842734 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138WJQE1 119502.950000 PA USD 115514.920000 0.0027100174 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418TJF5 7815.380000 PA USD 8067.410000 0.0001892641 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW42 6531.440000 PA USD 6999.460000 0.0001642096 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNDJ8 239593.550000 PA USD 210717.710000 0.0049435057 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140F5TN3 22553.440000 PA USD 21034.630000 0.0004934792 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EQCM2 7957.510000 PA USD 8213.670000 0.0001926954 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417KXK8 4462.310000 PA USD 4526.420000 0.0001061913 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W0BS3 13025.520000 PA USD 13352.140000 0.0003132455 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31408GJG3 569.180000 PA USD 579.400000 0.0000135929 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.0200000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3GH6 122052.330000 PA USD 124717.480000 0.0029259125 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3PV5 197497.240000 PA USD 201974.520000 0.0047383876 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412P2U4 1523.180000 PA USD 1545.060000 0.0000362476 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YUH8 30421.820000 PA USD 30268.190000 0.0007101015 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPBW8 85574.990000 PA USD 86299.810000 0.0020246215 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AVS3 32030.780000 PA USD 31869.020000 0.0007476575 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QT2Q1 87180.630000 PA USD 89276.760000 0.0020944617 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QL6V3 489617.950000 PA USD 430103.990000 0.0100903789 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJK80 58442.240000 PA USD 58147.100000 0.0013641498 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RUW7 1547.210000 PA USD 1612.290000 0.0000378248 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BN61 8366.630000 PA USD 8698.330000 0.0002040656 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EE63 42352.080000 PA USD 42055.830000 0.0009866434 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LUV2 67544.280000 PA USD 65024.370000 0.0015254928 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9YQ8 12714.540000 PA USD 12306.210000 0.0002887077 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MWZ1 26551.500000 PA USD 27379.110000 0.0006423228 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCV21 104622.850000 PA USD 98091.260000 0.0023012527 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETGU4 21663.760000 PA USD 21091.240000 0.0004948073 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3S1 3508.270000 PA USD 3778.900000 0.0000886542 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EB82 1850291.290000 PA USD 1536313.100000 0.0360424027 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFV6 3447.180000 PA USD 3540.150000 0.0000830531 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AK31 25860.650000 PA USD 25015.980000 0.0005868830 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XFY70 218386.440000 PA USD 183625.280000 0.0043079085 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RR92 5072.510000 PA USD 5285.860000 0.0001240080 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J6GM3 23438.700000 PA USD 23006.400000 0.0005397376 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DRS0 1610.160000 PA USD 1653.590000 0.0000387938 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DF99 15571.540000 PA USD 14684.220000 0.0003444966 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJXC7 7924.240000 PA USD 8179.330000 0.0001918897 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DYY2 484176.300000 PA USD 423249.040000 0.0099295595 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CYN8 150313.490000 PA USD 150640.020000 0.0035340636 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERCZ1 24190.860000 PA USD 24041.710000 0.0005640263 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140EU6Z7 14701.400000 PA USD 13711.370000 0.0003216732 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJNB0 58795.920000 PA USD 54876.340000 0.0012874167 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140NLSV2 63350.610000 PA USD 63691.650000 0.0014942267 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6L0 18287.180000 PA USD 18808.830000 0.0004412612 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH3N0 3167.760000 PA USD 3404.200000 0.0000798636 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416XY95 17222.720000 PA USD 17462.210000 0.0004096691 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EDJ6 229066.240000 PA USD 221828.240000 0.0052041623 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31376KL53 915.860000 PA USD 954.380000 0.0000223901 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHHT7 120625.230000 PA USD 100661.930000 0.0023615615 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFRH1 4398.650000 PA USD 4336.710000 0.0001017406 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMTP9 360698.420000 PA USD 302829.140000 0.0071044697 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VB4 42159.080000 PA USD 41485.920000 0.0009732731 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XA2E1 124386.680000 PA USD 114510.020000 0.0026864421 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGEQ8 188396.530000 PA USD 188492.010000 0.0044220836 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138E0Q93 3014.390000 PA USD 2950.170000 0.0000692119 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9DE2 179495.010000 PA USD 168267.310000 0.0039476056 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9RS6 37000.290000 PA USD 37706.830000 0.0008846144 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410FYT6 10079.770000 PA USD 10686.530000 0.0002507095 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6XC0 115994.920000 PA USD 112203.140000 0.0026323220 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHK97 34651.010000 PA USD 34668.570000 0.0008133359 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31411ETV9 281.200000 PA USD 298.130000 0.0000069942 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACF3 31357.700000 PA USD 29396.230000 0.0006896451 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LS37 44877.610000 PA USD 43646.080000 0.0010239512 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMHX5 15517.240000 PA USD 13676.090000 0.0003208455 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADC8 7014.650000 PA USD 7309.690000 0.0001714877 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKX39 168299.030000 PA USD 168738.640000 0.0039586631 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERTY6 78845.080000 PA USD 76358.040000 0.0017913843 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XNHW7 320942.160000 PA USD 334905.260000 0.0078569858 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEJ94 148253.190000 PA USD 125286.800000 0.0029392689 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RSN0 8949.380000 PA USD 9204.660000 0.0002159443 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3M4 44813.950000 PA USD 44587.630000 0.0010460402 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LUTV7 7685.020000 PA USD 7434.010000 0.0001744043 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EJF8 75185.070000 PA USD 76003.550000 0.0017830679 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DJS0 6521.450000 PA USD 6779.990000 0.0001590608 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X4TB2 44124.590000 PA USD 40887.340000 0.0009592302 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GH25 17643.340000 PA USD 16540.130000 0.0003880368 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J8GH0 231877.740000 PA USD 216262.430000 0.0050735866 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAN0 3728.050000 PA USD 3249.670000 0.0000762383 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMQ3 3664.360000 PA USD 3818.490000 0.0000895830 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QBR67 223843.150000 PA USD 206719.100000 0.0048496970 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EE30 81930.590000 PA USD 74298.050000 0.0017430563 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140E0E35 45981.460000 PA USD 44056.830000 0.0010335875 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS3D1 144413.510000 PA USD 146354.260000 0.0034335183 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418FNJ2 133803.370000 PA USD 135950.990000 0.0031894542 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6ST9 107542.310000 PA USD 104591.130000 0.0024537418 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9LQ2 116419.520000 PA USD 109388.170000 0.0025662819 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCBF4 95167.650000 PA USD 94155.580000 0.0022089204 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJG44 71039.600000 PA USD 65787.780000 0.0015434026 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140XLXV5 22782.860000 PA USD 20291.310000 0.0004760407 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J6CR6 47886.830000 PA USD 46572.720000 0.0010926111 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EAS9 937170.890000 PA USD 873678.170000 0.0204967727 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A7QM3 21447.160000 PA USD 21458.030000 0.0005034123 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DVZ9 422.080000 PA USD 452.340000 0.0000106120 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUZY5 9055.560000 PA USD 9372.590000 0.0002198840 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELB36 13639.010000 PA USD 13271.380000 0.0003113509 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WMW49 3253.870000 PA USD 3164.580000 0.0000742421 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WAZC4 19056.620000 PA USD 19250.710000 0.0004516279 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371KWK3 2810.430000 PA USD 2965.180000 0.0000695641 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9NN7 58360.970000 PA USD 54710.400000 0.0012835237 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EP38 101628.950000 PA USD 103631.540000 0.0024312295 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J6C47 13005.210000 PA USD 12701.440000 0.0002979799 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418ECG3 86842.250000 PA USD 77519.030000 0.0018186215 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385W2S7 1278.920000 PA USD 1328.130000 0.0000311584 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFK39 79387.730000 PA USD 76731.320000 0.0018001416 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CJV9 1359.890000 PA USD 1447.550000 0.0000339600 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVLJ1 153997.640000 PA USD 158112.760000 0.0037093765 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGYQ6 111009.070000 PA USD 92971.050000 0.0021811309 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLPR1 259021.260000 PA USD 227082.710000 0.0053274339 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WKHN8 2729.500000 PA USD 2625.760000 0.0000616012 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7CA5 152899.360000 PA USD 150107.000000 0.0035215588 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED49 31793.620000 PA USD 26487.280000 0.0006214002 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUXA9 78592.500000 PA USD 81287.160000 0.0019070231 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138WD5K3 3628.350000 PA USD 3579.940000 0.0000839866 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XH4E4 21148.270000 PA USD 21502.310000 0.0005044512 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DE70 193.890000 PA USD 204.600000 0.0000048000 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ES43 83117.640000 PA USD 83743.500000 0.0019646496 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FLK49 15684.730000 PA USD 14628.480000 0.0003431889 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138Y3YF2 5751.470000 PA USD 5684.600000 0.0001333626 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QC4X1 74168.270000 PA USD 68109.320000 0.0015978667 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED56 258391.080000 PA USD 225247.000000 0.0052843675 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPN91 51868.620000 PA USD 51310.440000 0.0012037595 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XMB62 55768.750000 PA USD 58195.060000 0.0013652749 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6W48 68920.250000 PA USD 71311.240000 0.0016729848 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WAFC6 3246.520000 PA USD 3208.470000 0.0000752717 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6U57 608123.250000 PA USD 635811.630000 0.0149163467 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LXQH5 15304.510000 PA USD 14804.630000 0.0003473214 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418C4W1 37892.290000 PA USD 37200.270000 0.0008727304 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FPDG1 41441.000000 PA USD 40676.670000 0.0009542878 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CNZ4 18955.780000 PA USD 18336.640000 0.0004301835 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BNN4 2728.690000 PA USD 2931.830000 0.0000687817 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DYB2 747057.730000 PA USD 624203.990000 0.0146440277 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGVC0 40115.640000 PA USD 41391.340000 0.0009710542 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YV95 5854.850000 PA USD 5825.280000 0.0001366630 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FGMN6 42124.570000 PA USD 39287.780000 0.0009217040 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XAB43 81664.300000 PA USD 84347.520000 0.0019788201 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418CQD9 13132.350000 PA USD 12624.470000 0.0002961742 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVAM6 403887.910000 PA USD 418588.470000 0.0098202210 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPGW8 115623.770000 PA USD 108512.150000 0.0025457302 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371MNT0 6009.380000 PA USD 6341.180000 0.0001487661 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGRW1 31591.460000 PA USD 30725.630000 0.0007208332 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CHP4 2763.410000 PA USD 2888.970000 0.0000677762 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERDM9 25725.840000 PA USD 25987.850000 0.0006096834 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WGZW7 22217.970000 PA USD 21882.570000 0.0005133722 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEAQ5 83429.960000 PA USD 75836.490000 0.0017791486 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DBD0 4134.150000 PA USD 4252.080000 0.0000997552 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416VKM5 8127.330000 PA USD 8578.390000 0.0002012518 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADK0 2032.410000 PA USD 2117.890000 0.0000496864 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XH2F3 36843.190000 PA USD 32536.830000 0.0007633246 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X4DE3 81917.290000 PA USD 75867.460000 0.0017798752 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELBQ5 3558.710000 PA USD 3674.910000 0.0000862146 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACW6 43750.600000 PA USD 42943.680000 0.0010074726 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MGG1 6733.420000 PA USD 7016.630000 0.0001646124 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140J5UV9 36978.720000 PA USD 36505.720000 0.0008564360 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9NY2 27711.100000 PA USD 26053.840000 0.0006112315 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417UEC5 4690.320000 PA USD 4757.700000 0.0001116172 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9KW4 46566.840000 PA USD 47214.370000 0.0011076644 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACE6 68764.790000 PA USD 64707.760000 0.0015180650 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.0000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 3140FXGG1 72668.780000 PA USD 72738.490000 0.0017064685 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140A0AH2 131481.780000 PA USD 133915.030000 0.0031416900 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XALH3 249596.850000 PA USD 251975.890000 0.0059114360 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140K3B27 27857.060000 PA USD 27140.800000 0.0006367320 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MG63 1348.490000 PA USD 1429.660000 0.0000335403 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCLD6 3539.810000 PA USD 3470.480000 0.0000814186 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140XJB93 58636.110000 PA USD 52341.050000 0.0012279380 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELN41 19069.600000 PA USD 18618.050000 0.0004367855 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417F4U9 45437.350000 PA USD 42596.230000 0.0009993213 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DC24 9908.240000 PA USD 10175.470000 0.0002387198 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402QYY1 382.250000 PA USD 397.400000 0.0000093231 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138YTK86 10909.890000 PA USD 10753.040000 0.0002522698 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNS60 642305.640000 PA USD 587082.350000 0.0137731420 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERT59 47209.260000 PA USD 46918.200000 0.0011007162 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDKJ2 21833.690000 PA USD 21852.970000 0.0005126778 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410G2F9 1059.690000 PA USD 1101.700000 0.0000258462 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GFT8 15289.470000 PA USD 14869.900000 0.0003488527 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y7D21 513601.630000 PA USD 525381.440000 0.0123256187 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371LWU9 3065.210000 PA USD 3216.330000 0.0000754561 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.0000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 3138EQZU9 20968.260000 PA USD 21533.780000 0.0005051895 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140N16U2 160259.830000 PA USD 162044.070000 0.0038016063 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 31385JJC3 4162.850000 PA USD 4392.070000 0.0001030394 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ELV0 222877.240000 PA USD 216758.870000 0.0050852333 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7MW6 87026.720000 PA USD 82327.590000 0.0019314319 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BN53 6535.710000 PA USD 6794.820000 0.0001594087 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140NGTB6 149333.120000 PA USD 150457.560000 0.0035297831 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417VN66 7555.740000 PA USD 7664.290000 0.0001798067 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED64 194595.760000 PA USD 176596.270000 0.0041430057 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSV1 53802.500000 PA USD 54618.370000 0.0012813646 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XLVH8 5225.340000 PA USD 5326.500000 0.0001249614 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31390MFQ2 1022.280000 PA USD 1078.570000 0.0000253036 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X0Y36 4862.390000 PA USD 4558.240000 0.0001069378 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GTZ9 2631.690000 PA USD 2559.470000 0.0000600460 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLM60 7593.090000 PA USD 6656.830000 0.0001561714 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DV74 374443.230000 PA USD 313261.630000 0.0073492193 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKG61 262377.240000 PA USD 274727.670000 0.0064452001 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6U0 2672.110000 PA USD 2784.250000 0.0000653194 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMU4 11090.290000 PA USD 10458.330000 0.0002453558 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QTEF2 134181.650000 PA USD 138048.790000 0.0032386693 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJRA8 6605.800000 PA USD 6697.660000 0.0001571293 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DWF2 7055.730000 PA USD 7367.020000 0.0001728327 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J8ZH9 25585.390000 PA USD 25882.570000 0.0006072135 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KWU4 5969.370000 PA USD 6298.970000 0.0001477759 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNEW8 234922.050000 PA USD 197067.990000 0.0046232788 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DGM6 27285.620000 PA USD 28489.980000 0.0006683842 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XKQG8 103751.260000 PA USD 98859.420000 0.0023192740 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EBR0 924542.140000 PA USD 769984.610000 0.0180640882 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCXQ4 8602.460000 PA USD 8630.130000 0.0002024656 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPEG5 5520.790000 PA USD 5343.260000 0.0001253546 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QT2T5 220201.940000 PA USD 226300.560000 0.0053090844 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140LNFD4 68986.200000 PA USD 60943.530000 0.0014297549 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140X5ZM8 52693.660000 PA USD 51369.320000 0.0012051409 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CJA3 64210.990000 PA USD 59468.820000 0.0013951578 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECQ1 1137564.560000 PA USD 991911.490000 0.0232705647 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7VE6 22575.990000 PA USD 23219.980000 0.0005447482 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418D2M3 180810.600000 PA USD 157945.710000 0.0037054575 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J95S6 55407.350000 PA USD 53597.620000 0.0012574175 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417WUE9 7216.440000 PA USD 7320.110000 0.0001717322 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31406AUU4 1874.520000 PA USD 1948.960000 0.0000457232 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMT7 334.560000 PA USD 354.700000 0.0000083214 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RJN0 985.800000 PA USD 1012.390000 0.0000237510 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHXF9 440216.580000 PA USD 386843.930000 0.0090754838 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EEA4 115232.290000 PA USD 109799.120000 0.0025759229 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPDH9 123582.300000 PA USD 125094.830000 0.0029347652 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31400B5W2 51.550000 PA USD 53.530000 0.0000012558 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFT1 3981.680000 PA USD 4095.260000 0.0000960761 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419DL74 13389.940000 PA USD 13592.990000 0.0003188959 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QRKQ5 310364.240000 PA USD 325390.860000 0.0076337749 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W4EU7 40229.020000 PA USD 40494.160000 0.0009500061 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DTQ5 123012.340000 PA USD 103041.870000 0.0024173956 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412NBD7 6863.140000 PA USD 7305.970000 0.0001714004 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y7S82 949374.830000 PA USD 971149.400000 0.0227834793 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDEN0 1685.770000 PA USD 1554.530000 0.0000364698 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RF87 1181.700000 PA USD 1213.570000 0.0000284707 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJGD4 89792.740000 PA USD 83865.900000 0.0019675212 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418NET3 6675.070000 PA USD 6776.290000 0.0001589740 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMHW4 1820.470000 PA USD 1884.210000 0.0000442042 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418FEC7 952185.450000 PA USD 957110.660000 0.0224541260 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QKN87 10605.940000 PA USD 9308.050000 0.0002183699 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCKG0 25043.170000 PA USD 23000.710000 0.0005396041 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH7F3 4333.560000 PA USD 4612.900000 0.0001082201 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XJKB8 523148.430000 PA USD 487200.830000 0.0114298892 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 11073.520000 PA USD 11102.430000 0.0002604666 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y67K0 179421.620000 PA USD 187527.380000 0.0043994530 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XCP51 27599.550000 PA USD 28500.740000 0.0006686366 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QWBA9 229989.310000 PA USD 235260.480000 0.0055192870 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUNB8 108407.590000 PA USD 110960.880000 0.0026031782 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XGH77 374531.370000 PA USD 356872.340000 0.0083723406 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MBKY1 27993.510000 PA USD 27079.180000 0.0006352863 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RDG1 1577.780000 PA USD 1655.570000 0.0000388402 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ7F9 60441.480000 PA USD 60472.110000 0.0014186953 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9HW4 39360.440000 PA USD 36762.420000 0.0008624583 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q6T3 1727.430000 PA USD 1774.020000 0.0000416191 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECP3 159254.540000 PA USD 132675.060000 0.0031125999 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9C32 7349.190000 PA USD 7137.360000 0.0001674448 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFU8 652.380000 PA USD 669.970000 0.0000157177 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WFGZ3 9123.120000 PA USD 8927.620000 0.0002094449 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138E2MC6 257.580000 PA USD 255.830000 0.0000060019 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BLC0 588.480000 PA USD 613.230000 0.0000143866 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EM23 148958.060000 PA USD 154518.410000 0.0036250519 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LQQ8 2210.700000 PA USD 2281.860000 0.0000535332 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMTQ4 29162.780000 PA USD 30450.000000 0.0007143669 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XBDR8 31942.990000 PA USD 32026.430000 0.0007513504 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AAH1 11908.380000 PA USD 11914.420000 0.0002795162 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DQ88 26275.270000 PA USD 23050.290000 0.0005407673 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EDF4 127930.670000 PA USD 116578.270000 0.0027349640 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QM4Y7 276563.090000 PA USD 242689.110000 0.0056935651 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A2AX7 19074.630000 PA USD 18978.300000 0.0004452371 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KC93 752.880000 PA USD 798.200000 0.0000187260 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSM1 12001.310000 PA USD 11940.700000 0.0002801327 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416TMF3 1655.130000 PA USD 1678.910000 0.0000393878 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVGT5 31986.950000 PA USD 32712.090000 0.0007674362 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGJH8 24110.630000 PA USD 23318.990000 0.0005470711 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MQX99 27901.470000 PA USD 26990.140000 0.0006331974 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CGZ2 8511.300000 PA USD 8233.300000 0.0001931559 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q2V2 16177.020000 PA USD 16613.320000 0.0003897539 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUWR3 64942.430000 PA USD 67216.040000 0.0015769101 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419A3K1 21839.440000 PA USD 23247.200000 0.0005453868 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ARBE3 12697.910000 PA USD 12704.350000 0.0002980482 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ENF87 20728.980000 PA USD 21550.780000 0.0005055883 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140QCNB8 50924.410000 PA USD 49646.500000 0.0011647230 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X53G0 7747.910000 PA USD 7499.010000 0.0001759292 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XG3C1 50976.710000 PA USD 51072.370000 0.0011981743 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGTC8 6893.650000 PA USD 7118.740000 0.0001670079 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KSS4 5549.900000 PA USD 5688.860000 0.0001334625 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EKS8 39323.880000 PA USD 38251.940000 0.0008974029 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJND6 43025.200000 PA USD 40127.760000 0.0009414102 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WAXP7 14999.960000 PA USD 15152.730000 0.0003554880 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417SBL3 2433.570000 PA USD 2468.530000 0.0000579125 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CXN9 199368.610000 PA USD 195727.600000 0.0045918329 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BLD8 23241.210000 PA USD 24218.750000 0.0005681797 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETLH7 48799.820000 PA USD 50325.810000 0.0011806598 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW34 5261.740000 PA USD 5578.090000 0.0001308638 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VD0 16563.190000 PA USD 16230.410000 0.0003807707 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUM94 23874.520000 PA USD 24509.840000 0.0005750088 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DVA7 1018559.690000 PA USD 852489.550000 0.0199996808 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MZ47 5602.590000 PA USD 5838.240000 0.0001369670 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMV2 31162.950000 PA USD 29372.130000 0.0006890797 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W4E86 25405.870000 PA USD 25647.830000 0.0006017064 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410F5C5 13972.530000 PA USD 14371.100000 0.0003371507 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMZC1 367590.780000 PA USD 323402.730000 0.0075871328 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CR97 110618.500000 PA USD 108578.280000 0.0025472816 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERA59 4147.920000 PA USD 4089.510000 0.0000959412 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CMF8 202786.460000 PA USD 193593.650000 0.0045417697 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EMS6 20087.080000 PA USD 20293.180000 0.0004760846 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEYY2 545042.540000 PA USD 483137.270000 0.0113345568 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BXR4 1163.340000 PA USD 1212.270000 0.0000284402 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS4E8 95340.790000 PA USD 98799.550000 0.0023178694 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XRP58 253036.710000 PA USD 250912.330000 0.0058864845 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140BE7L6 26225.860000 PA USD 27430.350000 0.0006435249 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMCC6 594842.840000 PA USD 522538.610000 0.0122589250 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECD0 564333.380000 PA USD 525555.800000 0.0123297092 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418EAV2 241574.290000 PA USD 209191.180000 0.0049076928 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KJJ4 326.220000 PA USD 339.940000 0.0000079751 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJMU9 80043.550000 PA USD 74653.190000 0.0017513880 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31408BQC5 465.750000 PA USD 476.230000 0.0000111725 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 6.3920000000 N N N N N N FNR 2021-33 AI B1V7KEBTPIMZEU4LTD58 3136BHUP2 749261.480000 PA USD 97828.870000 0.0022950970 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 24026.000000 NS USD 1313981.940000 0.0308264417 Long EC CORP US N 1 N N N FEDERAL SIGNAL CORP 549300RTXZRPTNP6G884 313855108 5932.000000 NS USD 690662.760000 0.0162031720 Long EC CORP US N 1 N N N FERMI INC 529900TSHBYBCFMYZ228 314911108 33085.000000 NS USD 329857.450000 0.0077385626 Long EC CORP US N 1 N N N FERRARI NV 549300RIVY5EX8RCON76 YX0724154 105000.000000 PA 127797.790000 0.0029981775 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 -223.520000 -0.0000052439 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A APOLLO DEBT SOLUTIONS BD Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 61456.170000 USD -223.520000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -34.910000 -0.0000008190 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES CAPITAL CORP Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 75580.890000 USD -34.910000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 354.870000 0.0000083254 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES CAPITAL CORP Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 21123.375000 USD 354.870000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 470.610000 0.0000110407 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES STRATEGIC INCOME FU Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 22028.710000 USD 470.610000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 438.660000 0.0000102911 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BAIN CAPITAL SPECIALTY F Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 21012.915000 USD 438.660000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -118.040000 -0.0000027693 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLACKSTONE SECURED LEND Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 28323.430000 USD -118.040000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -283.250000 -0.0000066451 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A CARLYLE SECURED LENDING Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 19640.000000 USD -283.250000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 347.510000 0.0000081527 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A GOLDMAN SACHS PRIVATE CR Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 30572.045000 USD 347.510000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 671.120000 0.0000157447 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A HPS CORPORATE LENDING FU Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 29604.600000 USD 671.120000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -68.620000 -0.0000016098 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A HERCULES CAPITAL INC Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 27261.495000 USD -68.620000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1243.460000 0.0000291720 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CAPITAL CORP Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 76446.500000 USD 1243.460000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -215.750000 -0.0000050616 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CAPITAL CORP Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 75483.375000 USD -215.750000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 939.000000 0.0000220292 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 57418.550000 USD 939.000000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 628.500000 0.0000147448 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 45109.680000 USD 628.500000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 561.940000 0.0000131833 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-05-19 0.000000 USD 0.000000 USD 49105.440000 USD 561.940000 N N N FIEMEX ENERGIA - BANC AC 144A N/A 05974EAA8 198101.477000 PA USD 206940.350000 0.0048548876 Long DBT CORP MX N 2 2041-01-31 Fixed 7.2500000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DP2 415000.000000 PA USD 415794.670000 0.0097546776 Long DBT CORP US N 2 2037-01-29 Variable 5.1410000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 126067.000000 NS USD 6236534.490000 0.1463111183 Long EC CORP US N 1 N N N FILTRONIC PLC 213800PDQ9V2ZNCDO264 000000000 23522.000000 NS 64471.610000 0.0015125248 Long EC CORP GB N 2 N N N FINNING INTERNATIONAL INC 549300QLDCP11KB6XW55 000000000 9308.000000 NS 627516.350000 0.0147217367 Long EC CORP CA N 2 N N FIRST AMERICAN FINANCIAL 549300B6VEZK3N0A1P55 31847RAH5 303000.000000 PA USD 267096.430000 0.0062661687 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 37651.130000 0.0008833077 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 210659.100000 0.0049421307 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 86119.670000 0.0020203953 Long DBT CORP US N 2 2035-01-15 Fixed 5.0000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BP2 385000.000000 PA USD 383903.220000 0.0090064938 Long DBT CORP US N 2 2031-02-15 Fixed 4.5500000000 N N N N N N FIVE STAR BANCORP 5493008ZRBIHKWC0JA73 33830T103 31529.000000 NS USD 1227423.970000 0.0287957637 Long EC CORP US N 1 N N N FLAGSHIP COMMUNITIES REIT UT 894500P7IQ2SJ1DF2L20 000000000 46872.000000 NS USD 923378.400000 0.0216627562 Long EC CORP CA N 1 N N N FLAGSTAR BANK, N.A. SS1TRMSN6BRNMOREEV51 649445400 88271.000000 NS USD 1120158.990000 0.0262792926 Long EC CORP US N 1 N N N FSMT 2020-1INV A11 144A N/A 33851YAL0 62756.090000 PA USD 60790.310000 0.0014261604 Long ABS-MBS CORP US N 2 2050-03-25 Floating 4.6380000000 N N N N N N FLEXE SERIES C CVT PFD STOCK PP N/A 000000000 9815.000000 NS USD 28659.800000 0.0006723682 Long EP CORP US Y 3 N N N FLEXE SERIES D CVT PFD STOCK PP N/A TC3VQOQZ7 3669.000000 NS USD 13648.680000 0.0003202025 Long EP CORP US Y 3 N N N FLOOR & DECOR HOLDINGS INC-A 549300M5FR3N688XGQ36 339750101 16321.000000 NS USD 1127617.890000 0.0264542808 Long EC CORP US N 1 N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081HB6 130000.000000 PA USD 129193.180000 0.0030309138 Long DBT CORP US N 2 2066-02-15 Fixed 5.6000000000 N N N N N N FLOWSERVE CORP 6Y0GK87T6V7NJKZJVM41 34354P105 9180.000000 NS USD 812613.600000 0.0190641782 Long EC CORP US N 1 N N N FLUTTER TREASURY DAC 144A 635400JE8VLL9UFVIC38 344045AB5 200000.000000 PA USD 200121.860000 0.0046949236 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 110336.920000 0.0025885399 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 474578.630000 0.0111337683 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 345397H48 200000.000000 PA USD 205759.480000 0.0048271840 Long DBT CORP US N 2 2030-09-05 Fixed 5.7300000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 560000.000000 PA USD 606455.520000 0.0142276428 Long DBT CORP US N 2 2030-03-06 Fixed 7.3500000000 N N N N N N FORGENT POWER SOLUTIONS INC N/A 34631F102 16437.000000 NS USD 565268.430000 0.0132613804 Long EC CORP US N 1 N N N FCBSL 2024-4A B 144A 254900DPXY8BVCQBIY30 34966VAE2 250000.000000 PA USD 251050.000000 0.0058897143 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.5720000000 N N N N N N FCBSL 2026-1A A1 144A N/A 34966UAA2 250000.000000 PA USD 249730.250000 0.0058587525 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 4.9610000000 N N N N N N FORTUNE BRANDS INNOVATIONS INC 54930032LHW54PQUJD44 34964C106 2834.000000 NS USD 153999.560000 0.0036128795 Long EC CORP US N 1 N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AH6 200000.000000 PA USD 213385.180000 0.0050060854 Long DBT CORP US N 2 2036-01-25 Fixed 6.1000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AJ2 200000.000000 PA USD 213740.500000 0.0050144213 Long DBT CORP US N 2 2037-01-25 Fixed 6.2000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AE3 200000.000000 PA USD 216650.510000 0.0050826911 Long DBT CORP US N 2 2038-01-25 Fixed 6.4000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AD5 200000.000000 PA USD 215277.390000 0.0050504773 Long DBT CORP US N 2 2035-01-25 Fixed 6.2500000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31287UDJ8 310.310000 PA USD 329.700000 0.0000077349 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943GW7 224.150000 PA USD 223.260000 0.0000052378 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942WL5 240.260000 PA USD 239.310000 0.0000056143 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292HVC5 1798.550000 PA USD 1880.140000 0.0000441087 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941UZ8 11509.760000 PA USD 11893.770000 0.0002790317 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6JU3 3333.440000 PA USD 3432.410000 0.0000805254 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312938BW2 1657.860000 PA USD 1683.440000 0.0000394940 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945ZY7 28037.840000 PA USD 28082.300000 0.0006588199 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6M88 437.980000 PA USD 466.770000 0.0000109506 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6QE1 490.850000 PA USD 522.810000 0.0000122653 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941NS2 6359.710000 PA USD 6571.820000 0.0001541770 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942UJ2 374.220000 PA USD 372.730000 0.0000087444 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7TQ9 7979.050000 PA USD 8102.660000 0.0001900910 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GDC67 18989.210000 PA USD 19019.320000 0.0004461994 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9LV2 68884.040000 PA USD 64988.000000 0.0015246395 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312940EU9 961.210000 PA USD 993.270000 0.0000233024 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9JW3 29024.600000 PA USD 28107.470000 0.0006594103 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H3PR8 40269.620000 PA USD 38998.140000 0.0009149090 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GKGF7 13504.950000 PA USD 13526.360000 0.0003173328 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMK3 9754.050000 PA USD 9905.160000 0.0002323783 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 8924.930000 PA USD 8889.500000 0.0002085505 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H5BB3 10508.200000 PA USD 10176.410000 0.0002387419 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SAG5 37563.980000 PA USD 36377.020000 0.0008534167 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335ALP1 18572.330000 PA USD 18875.370000 0.0004428223 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132J85A4 44150.180000 PA USD 41507.340000 0.0009737756 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75Q5 9376.320000 PA USD 9689.150000 0.0002273106 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8R30 108.050000 PA USD 107.620000 0.0000025248 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74W3 2380.720000 PA USD 2419.530000 0.0000567630 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMS6 13981.160000 PA USD 14197.760000 0.0003330840 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SBG4 23289.280000 PA USD 22565.710000 0.0005293989 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335APZ5 195048.360000 PA USD 188981.710000 0.0044335721 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9ZN5 33010.500000 PA USD 33536.030000 0.0007867661 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.5000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MEE49 25616.720000 PA USD 25134.810000 0.0005896708 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31297ENC6 187.320000 PA USD 196.710000 0.0000046149 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H7C85 20530.000000 PA USD 19893.010000 0.0004666965 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943DQ3 8384.160000 PA USD 8520.850000 0.0001999019 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GK2F2 8285.640000 PA USD 8298.780000 0.0001946921 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8AW4 63.040000 PA USD 66.020000 0.0000015489 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132J85B2 37058.360000 PA USD 34818.600000 0.0008168556 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31297BM82 18638.630000 PA USD 19573.030000 0.0004591896 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312933NW0 10287.230000 PA USD 10446.600000 0.0002450806 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74T0 4701.090000 PA USD 4888.070000 0.0001146757 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132HMK91 6974.660000 PA USD 6754.270000 0.0001584574 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JNNV3 1863.760000 PA USD 1897.320000 0.0000445117 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.1460000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128LUHZ2 1547.980000 PA USD 1579.870000 0.0000370643 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.1830000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CFT66 22790.910000 PA USD 23193.340000 0.0005441233 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DMCR4 49191.160000 PA USD 45561.870000 0.0010688962 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427CYW7 243396.480000 PA USD 248389.680000 0.0058273023 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427PXU3 155635.090000 PA USD 162318.690000 0.0038080490 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132E0A77 469299.740000 PA USD 480129.810000 0.0112640008 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QJ94 87979.310000 PA USD 88698.190000 0.0020808883 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWD67 188655.800000 PA USD 171080.890000 0.0040136131 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSB56 178055.670000 PA USD 184289.320000 0.0043234871 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WDQU9 55528.010000 PA USD 56523.290000 0.0013260547 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUU88 369558.830000 PA USD 372558.930000 0.0087403531 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GUKU6 351357.090000 PA USD 362532.390000 0.0085051272 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNBR3 50704.640000 PA USD 46431.420000 0.0010892961 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSFR4 93081.090000 PA USD 96339.820000 0.0022601634 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWFF5 451216.110000 PA USD 447953.750000 0.0105091400 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNJ46 125463.720000 PA USD 114953.090000 0.0026968367 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AMGK6 53293.230000 PA USD 47080.100000 0.0011045144 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTFE5 213286.990000 PA USD 219163.600000 0.0051416490 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133BNCN1 125406.310000 PA USD 104476.080000 0.0024510427 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNK69 140983.700000 PA USD 118641.420000 0.0027833661 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUJN8 182351.570000 PA USD 187165.350000 0.0043909597 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNEG4 89297.250000 PA USD 87098.170000 0.0020433513 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DULT2 155492.160000 PA USD 159269.020000 0.0037365028 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYW39 25758.980000 PA USD 24256.280000 0.0005690602 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QYQ9 308235.580000 PA USD 310988.700000 0.0072958956 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427RNZ9 378651.100000 PA USD 391858.010000 0.0091931158 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTLM0 157721.730000 PA USD 160117.760000 0.0037564145 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQLW4 49612.910000 PA USD 50127.770000 0.0011760137 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJ28 286990.520000 PA USD 300598.930000 0.0070521482 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNQN6 46624.170000 PA USD 45291.340000 0.0010625495 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CWYY4 108464.490000 PA USD 108126.110000 0.0025366735 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNGN7 336158.680000 PA USD 282226.470000 0.0066211244 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DMVJ1 35157.090000 PA USD 33598.490000 0.0007882315 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DVLL7 19488.240000 PA USD 17966.650000 0.0004215034 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132A8GL7 40777.830000 PA USD 40203.230000 0.0009431808 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYWJ4 219144.480000 PA USD 201532.900000 0.0047280271 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNUW1 148418.890000 PA USD 139662.370000 0.0032765244 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYXA2 24073.700000 PA USD 22669.320000 0.0005318296 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTAW0 115498.790000 PA USD 101221.420000 0.0023746873 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CXBX9 48481.070000 PA USD 47968.680000 0.0011253608 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KPD54 33733.520000 PA USD 28252.110000 0.0006628036 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KN4U4 168604.870000 PA USD 147681.630000 0.0034646589 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3132D9JV7 183579.000000 PA USD 175733.630000 0.0041227679 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CW6E9 33024.310000 PA USD 30406.940000 0.0007133567 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KH3Q7 20316.530000 PA USD 20381.880000 0.0004781655 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJY8 383088.470000 PA USD 392402.450000 0.0092058885 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31425VMB6 114183.680000 PA USD 117275.580000 0.0027513231 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142JTVW0 276390.010000 PA USD 278211.600000 0.0065269342 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WGCK9 45349.820000 PA USD 46629.350000 0.0010939396 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQ6R2 110879.520000 PA USD 93385.430000 0.0021908524 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTG53 57607.850000 PA USD 60836.130000 0.0014272353 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 7.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426LK52 30519.430000 PA USD 31563.060000 0.0007404796 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426JF53 112648.140000 PA USD 116472.260000 0.0027324769 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7L3 18756.720000 PA USD 16437.080000 0.0003856192 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CWG73 24366.710000 PA USD 23759.520000 0.0005574060 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVGD7 705877.410000 PA USD 729084.930000 0.0171045685 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133A1CC4 167873.050000 PA USD 154579.150000 0.0036264769 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KJL34 33765.600000 PA USD 28534.860000 0.0006694371 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GS4H8 73330.940000 PA USD 75290.490000 0.0017663393 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWF57 15659.190000 PA USD 15819.860000 0.0003711390 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CTLV9 126878.940000 PA USD 129924.420000 0.0030480690 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWJJ3 131514.670000 PA USD 130247.660000 0.0030556523 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AQFQ5 28189.830000 PA USD 24454.060000 0.0005737002 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KHKY1 67982.480000 PA USD 66401.600000 0.0015578030 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQM94 165941.550000 PA USD 172406.750000 0.0040447182 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUCT2 108424.920000 PA USD 108985.750000 0.0025568410 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNLC5 292837.540000 PA USD 257635.570000 0.0060442139 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7A7 61410.030000 PA USD 53872.660000 0.0012638700 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132D6AU4 116775.200000 PA USD 109007.840000 0.0025573592 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWET6 104621.890000 PA USD 105760.820000 0.0024811831 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3133GEL97 75829.640000 PA USD 70785.800000 0.0016606578 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KLZX8 460285.480000 PA USD 384304.140000 0.0090158995 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DVE92 98164.680000 PA USD 101737.640000 0.0023867980 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYVF3 175245.100000 PA USD 156955.970000 0.0036822379 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTTP5 134487.840000 PA USD 140125.820000 0.0032873971 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KGKP2 37317.220000 PA USD 35662.860000 0.0008366622 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DSQU9 124172.390000 PA USD 127333.400000 0.0029872828 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426PDW2 115105.820000 PA USD 118618.030000 0.0027828174 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWBH5 745580.550000 PA USD 622969.730000 0.0146150716 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132ACFU9 165221.790000 PA USD 158719.250000 0.0037236050 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWDH3 1351886.970000 PA USD 1126257.880000 0.0264223745 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FHR 5293 KI S6XOOCT0IEG5ABCC6L87 3137H9QH5 673773.690000 PA USD 88241.250000 0.0020701683 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.0000000000 N N N N N N FHR 5000 UI S6XOOCT0IEG5ABCC6L87 3137FVHM7 1340833.490000 PA USD 229562.000000 0.0053855988 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 150161.620000 PA USD 150955.280000 0.0035414597 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.9170000000 N N N N N N STACR 2025-DNA3 M1 144A 5299009HC4IGFM6RXF30 35564UAR8 81399.260000 PA USD 81399.260000 0.0019096530 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 4.7670000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 41000.000000 PA USD 41471.920000 0.0009729447 Long DBT CORP US N 2 2030-08-01 Fixed 4.6250000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 22000.000000 PA USD 22019.250000 0.0005165787 Long DBT CORP US N 2 2027-09-01 Fixed 5.0000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 62000.000000 PA USD 62093.030000 0.0014567226 Long DBT CORP US N 2 2030-03-01 Fixed 4.2500000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 99000.000000 PA USD 99127.580000 0.0023255651 Long DBT CORP US N 2 2028-08-01 Fixed 4.3750000000 N N N N N N FUJIKURA LTD 353800PSDZ8VRCKVPL51 000000000 17900.000000 NS 3056471.730000 0.0717058164 Long EC CORP JP N 2 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 154023.530000 0.0036134419 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 167321.340000 0.0039254128 Long DBT CORP US N 2 2032-04-01 Fixed 5.5000000000 N N N N N N GALAXY DIGITAL INC-A 9845001C4070E5N07806 36317J209 7562.000000 NS USD 155701.580000 0.0036528095 Long EC CORP US N 1 N N N GFMT 2018-1 A33 144A N/A 36417JAS8 37452.940000 PA USD 34853.710000 0.0008176793 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 9653.010000 PA USD 9033.470000 0.0002119281 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 4941.120000 PA USD 4771.110000 0.0001119318 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.0000000000 N N N N N N GCAT 2025-NQM1 A1 144A N/A 36171GAA9 157024.910000 PA USD 158307.110000 0.0037139361 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 4074.000000 NS USD 160311.900000 0.0037609691 Long EC CORP US N 1 N N N GE VERNOVA LLC 254900DP080RU6OK2553 36828A101 6557.000000 NS USD 5728195.200000 0.1343853140 Long EC CORP US N 1 N N N GE VERNOVA INC 254900DP080RU6OK2553 36828AAC5 55000.000000 PA USD 54557.310000 0.0012799322 Long DBT CORP US N 2 2056-02-04 Fixed 5.5000000000 N N N N N N GENEDX HOLDINGS CORP N/A 81663L200 2764.000000 NS USD 220318.440000 0.0051687419 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604CA9 110000.000000 PA USD 112753.580000 0.0026452355 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 142279.020000 0.0033379119 Long DBT CORP US N 2 2030-07-29 Fixed 4.3000000000 N N N N N N GE Aerospace 3C7474T6CDKPR9K6YT90 369604301 63819.000000 NS USD 21842690.940000 0.5124366013 Long EC CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFN1 55000.000000 PA USD 55955.080000 0.0013127243 Long DBT CORP US N 2 2036-01-08 Fixed 5.4500000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 68000.000000 PA USD 74003.150000 0.0017361379 Long DBT CORP US N 2 2033-01-09 Fixed 6.4000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 185000.000000 PA USD 192629.910000 0.0045191601 Long DBT CORP US N 2 2029-07-15 Fixed 5.5500000000 N N N N N N GENERALI 549300X5UKJVE386ZB61 000000000 60373.000000 NS 2570749.470000 0.0603106149 Long EC CORP IT N 2 N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 133776.000000 NS USD 19925935.200000 0.4674688911 Long EC CORP US N 1 N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H052637 1170000.000000 PA USD 1184812.200000 0.0277960778 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.5000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H042638 385000.000000 PA USD 380364.600000 0.0089234767 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 4.5000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H050631 1250000.000000 PA USD 1254237.500000 0.0294248178 Long ABS-MBS USGA US N 2 2034-01-01 Fixed 5.0000000000 N N N N N N GNMA II TBA MAR 549300M8ZYFG0OCMTT87 21H060630 -3615000.000000 PA USD -3688023.000000 -0.0865222136 Short ABS-MBS USGA US N 2 2033-01-01 Fixed 6.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2N57 6203.210000 PA USD 6424.380000 0.0001507180 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QW5 6221.750000 PA USD 6409.560000 0.0001503704 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2N81 2927.840000 PA USD 2760.920000 0.0000647721 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 22794.870000 PA USD 23570.610000 0.0005529741 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36297FYY2 4351.490000 PA USD 4508.820000 0.0001057784 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF68 9436.880000 PA USD 9770.510000 0.0002292193 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36178NGA1 49140.440000 PA USD 46338.960000 0.0010871270 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QJ4 16736.720000 PA USD 16979.810000 0.0003983518 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.5000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 3620A9S44 4773.050000 PA USD 4941.800000 0.0001159362 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF50 9436.880000 PA USD 9770.510000 0.0002292193 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VGZ9 8273.810000 PA USD 7689.200000 0.0001803911 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VDC1 35915.890000 PA USD 32262.890000 0.0007568978 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHY5 358718.980000 PA USD 357613.490000 0.0083897283 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2D74 30314.770000 PA USD 29358.780000 0.0006887665 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SLS4 34263.270000 PA USD 32926.700000 0.0007724710 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TLV5 17311.860000 PA USD 17795.650000 0.0004174917 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VQJ2 132463.970000 PA USD 119002.820000 0.0027918447 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WUV8 32791.340000 PA USD 30082.640000 0.0007057485 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TE43 12420.980000 PA USD 12768.090000 0.0002995435 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FJR8 6842.950000 PA USD 7068.170000 0.0001658216 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJD5 12200.080000 PA USD 11337.870000 0.0002659901 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WR26 238537.990000 PA USD 210554.940000 0.0049396871 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJC7 15133.610000 PA USD 14064.220000 0.0003299512 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FQ74 50595.580000 PA USD 51351.620000 0.0012047256 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FWA0 17316.310000 PA USD 17886.610000 0.0004196257 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VSG6 118794.420000 PA USD 104967.900000 0.0024625809 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179M5M8 28504.030000 PA USD 27594.970000 0.0006473869 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGD2 6695.510000 PA USD 6793.710000 0.0001593826 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TC29 7854.590000 PA USD 8074.090000 0.0001894208 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TCX1 21271.960000 PA USD 20434.490000 0.0004793998 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RVB2 27312.990000 PA USD 26296.880000 0.0006169333 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SEH6 248068.310000 PA USD 238391.460000 0.0055927408 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UK27 9939.610000 PA USD 10234.350000 0.0002401012 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABZD7 45402.360000 PA USD 44575.700000 0.0010457604 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FMB9 40515.330000 PA USD 41109.560000 0.0009644436 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SUX3 23538.080000 PA USD 23812.330000 0.0005586450 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJB9 6426.880000 PA USD 5972.770000 0.0001401231 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UGF3 13489.990000 PA USD 13888.360000 0.0003258254 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194MJQ5 10836.190000 PA USD 10070.530000 0.0002362579 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TAN5 11837.110000 PA USD 12213.420000 0.0002865308 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLN6 312833.980000 PA USD 265092.460000 0.0062191549 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB89 31068.670000 PA USD 29856.720000 0.0007004483 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202E7H6 3497.090000 PA USD 3611.970000 0.0000847380 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UUM2 74912.330000 PA USD 76396.180000 0.0017922791 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179V4U1 819604.460000 PA USD 694655.700000 0.0162968476 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RF87 74311.370000 PA USD 69093.330000 0.0016209519 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AAGA6 5136.060000 PA USD 4934.930000 0.0001157751 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194MH87 7839.640000 PA USD 7285.670000 0.0001709242 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGY6 8859.100000 PA USD 9150.680000 0.0002146779 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WJQ2 417455.940000 PA USD 353748.090000 0.0082990447 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XBS4 180482.490000 PA USD 171412.340000 0.0040213890 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36195KHB3 5807.980000 PA USD 5397.570000 0.0001266287 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W2U1 1332864.730000 PA USD 1176520.250000 0.0276015460 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FCN4 2234.470000 PA USD 2267.350000 0.0000531928 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RLN7 43015.420000 PA USD 39994.940000 0.0009382942 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RD63 79669.310000 PA USD 74075.050000 0.0017378247 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABZU9 23832.700000 PA USD 23767.710000 0.0005575982 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SGK7 10813.560000 PA USD 10049.680000 0.0002357687 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NF78 36488.460000 PA USD 35324.750000 0.0008287301 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WSZ2 23945.460000 PA USD 21972.820000 0.0005154895 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MNJ5 2386.190000 PA USD 2363.270000 0.0000554431 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FFU5 4544.820000 PA USD 4694.400000 0.0001101321 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EGQ6 19436.210000 PA USD 20334.680000 0.0004770582 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TJ22 3556.240000 PA USD 3655.620000 0.0000857620 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABUR1 121699.410000 PA USD 117171.900000 0.0027488907 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UCE0 106.950000 PA USD 110.150000 0.0000025842 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SQV2 28348.050000 PA USD 26382.230000 0.0006189357 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XH33 51659.170000 PA USD 53370.730000 0.0012520946 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TE35 32731.760000 PA USD 33030.810000 0.0007749135 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179UZH8 4698.330000 PA USD 4220.460000 0.0000990134 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36241KYG7 10660.530000 PA USD 11363.700000 0.0002665961 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FKN5 16452.950000 PA USD 16694.260000 0.0003916527 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36184BAH0 16842.500000 PA USD 16272.150000 0.0003817499 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W7K8 282274.520000 PA USD 258913.450000 0.0060741934 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2GK2 94888.950000 PA USD 91896.600000 0.0021559240 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MSY7 20995.470000 PA USD 20793.770000 0.0004878286 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABCY6 57052.300000 PA USD 55232.760000 0.0012957784 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WQA9 379484.530000 PA USD 334966.950000 0.0078584331 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AAYY4 17223.410000 PA USD 16582.660000 0.0003890346 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FLP9 29915.570000 PA USD 30354.340000 0.0007121226 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179R7J2 40210.860000 PA USD 38642.280000 0.0009065604 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XLK0 90105.650000 PA USD 93059.750000 0.0021832119 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179S2Q9 28977.670000 PA USD 28423.300000 0.0006668198 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UPD8 10798.490000 PA USD 11117.380000 0.0002608173 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VG22 7810.820000 PA USD 7258.880000 0.0001702957 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36195KHC1 7033.790000 PA USD 6536.800000 0.0001533554 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179Q3H2 12813.470000 PA USD 12012.100000 0.0002818078 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179QGG0 24317.550000 PA USD 25444.610000 0.0005969388 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194CT94 6620.880000 PA USD 6153.030000 0.0001443521 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WTY4 430951.990000 PA USD 380396.720000 0.0089242302 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG58 160299.750000 PA USD 157233.070000 0.0036887387 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UH70 37605.930000 PA USD 38721.070000 0.0009084088 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY93 594281.250000 PA USD 524572.300000 0.0123066360 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MG61 19774.680000 PA USD 19584.700000 0.0004594634 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2ZK1 18587.420000 PA USD 17854.110000 0.0004188632 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617G9FT3 16547.380000 PA USD 16907.650000 0.0003966589 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XX43 121834.180000 PA USD 121101.560000 0.0028410818 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179U3S9 30774.780000 PA USD 27644.680000 0.0006485531 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TV93 10426.420000 PA USD 10856.610000 0.0002546996 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VV31 249153.640000 PA USD 243867.960000 0.0057212213 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179N2K3 48543.230000 PA USD 48070.040000 0.0011277387 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TNU5 47908.910000 PA USD 49181.710000 0.0011538188 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194PGZ1 10485.390000 PA USD 9744.520000 0.0002286096 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194CTV5 26840.100000 PA USD 24943.500000 0.0005851826 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TG66 89000.320000 PA USD 89506.610000 0.0020998540 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MVS6 23919.730000 PA USD 23168.580000 0.0005435424 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB71 283979.670000 PA USD 263919.050000 0.0061916264 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHX7 346733.240000 PA USD 336991.190000 0.0079059224 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG41 7464.040000 PA USD 7170.180000 0.0001682147 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A26L1 73056.550000 PA USD 70171.970000 0.0016462571 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TZ73 84783.150000 PA USD 86510.300000 0.0020295596 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TXY6 44427.250000 PA USD 45775.120000 0.0010738991 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XFL5 79511.670000 PA USD 82173.620000 0.0019278197 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WDR6 154177.660000 PA USD 136090.980000 0.0031927385 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY85 259123.660000 PA USD 219569.800000 0.0051511786 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WNE4 277577.790000 PA USD 245014.950000 0.0057481301 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FY75 39077.420000 PA USD 39661.350000 0.0009304681 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XDE3 556902.450000 PA USD 555358.630000 0.0130288933 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617B5DY7 40907.470000 PA USD 39290.760000 0.0009217740 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SNU7 23488.220000 PA USD 21828.990000 0.0005121152 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FDD5 3910.350000 PA USD 4102.740000 0.0000962516 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TLT0 16254.730000 PA USD 15943.760000 0.0003740458 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLQ9 21670.100000 PA USD 19892.910000 0.0004666941 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WJS8 254211.030000 PA USD 233382.580000 0.0054752309 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617G85D1 4903.740000 PA USD 5010.510000 0.0001175482 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AB5L2 18672.370000 PA USD 17949.820000 0.0004211086 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36183FLP2 6022.300000 PA USD 5818.360000 0.0001365006 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UEC2 2778.730000 PA USD 2860.790000 0.0000671151 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TUE3 13884.020000 PA USD 14456.870000 0.0003391629 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W3Y2 55533.640000 PA USD 50877.360000 0.0011935993 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194BZF5 22116.250000 PA USD 20552.640000 0.0004821716 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.0000000000 N N N N N N GLENCORE PLC 2138002658CPO9NBH955 000000000 427180.000000 NS 3086638.360000 0.0724135353 Long EC CORP JE N 2 N N N GLP CAPITAL LP / FIN II N/A 361841AX7 130000.000000 PA USD 130004.590000 0.0030499498 Long DBT CORP US N 2 2036-03-01 Fixed 5.6250000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AV1 160000.000000 PA USD 161815.830000 0.0037962518 Long DBT CORP US N 2 2033-02-15 Fixed 5.2500000000 N N N N N N GMALT 2026-1 B N/A 36273VAF2 40000.000000 PA USD 40208.840000 0.0009433124 Long ABS-O CORP US N 2 2030-01-22 Fixed 4.1200000000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 000000000 41544.000000 NS USD 1847046.240000 0.0433323028 Long EC CORP BM N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 255000.000000 PA USD 258958.340000 0.0060752465 Long DBT CORP US N 2 2030-10-23 Variable 4.6920000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 275000.000000 PA USD 273675.300000 0.0064205111 Long DBT CORP US N 2 2028-03-15 Variable 3.6150000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 275000.000000 PA USD 278111.750000 0.0065245917 Long DBT CORP US N 2 2035-10-23 Variable 5.0160000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 780000.000000 PA USD 716197.410000 0.0168022231 Long DBT CORP US N 2 2032-04-22 Variable 2.6150000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141G104 13590.000000 NS USD 11681556.300000 0.2740530929 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 315000.000000 PA USD 316996.960000 0.0074368513 Long DBT CORP US N 2 2028-08-23 Variable 4.4820000000 N N N N N N GOLUB CAPITAL CAP FND 254900B5KBW6OY1F9951 38179RAD7 202000.000000 PA USD 202009.020000 0.0047391970 Long DBT CORP US N 2 2030-05-01 Fixed 5.8750000000 N N N N N N GOOSEHEAD INSURANCE INC -A 549300WH5MBIWHJ9XY95 38267D109 21646.000000 NS USD 1173213.200000 0.0275239615 Long EC CORP US N 1 N N N GNR 2021-96 VI 549300M8ZYFG0OCMTT87 38382UG39 1916679.570000 PA USD 279492.280000 0.0065569794 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.5000000000 N N N N N N GNR 2020-181 WI 549300M8ZYFG0OCMTT87 38382LXR7 634889.860000 PA USD 77103.120000 0.0018088642 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.0000000000 N N N N N N GNR 2017-184 JH 549300M8ZYFG0OCMTT87 38380H5W8 11956.460000 PA USD 11030.820000 0.0002587866 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.0000000000 N N N N N N GNR 2018-8 DA 549300M8ZYFG0OCMTT87 38380UPK3 8756.300000 PA USD 8393.150000 0.0001969060 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 9871.270000 PA USD 1615.490000 0.0000378999 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4.0000000000 N N N N N N GNR 2013-82 IG 549300M8ZYFG0OCMTT87 38378TDR8 17824.670000 PA USD 2766.210000 0.0000648962 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 3310477.970000 PA USD 392433.270000 0.0092066116 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.0000000000 N N N N N N GNR 2022-63 LM 549300M8ZYFG0OCMTT87 38383REY9 135000.000000 PA USD 115060.930000 0.0026993667 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 3.5000000000 N N N N N N GPGI INC N/A 20459V105 59235.000000 NS USD 1329825.750000 0.0311981426 Long EC CORP US N 1 N N N GRACE 2020-GRCE A 144A N/A 38406JAA6 395000.000000 PA USD 358355.060000 0.0084071257 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.3470000000 N N N N N N GRACO INC 4T5VJ4S81BRT6Q7GGT78 384109104 11682.000000 NS USD 1097173.440000 0.0257400441 Long EC CORP US N 1 N N N GROCERY OUTLET HOLDING CORP N/A 39874R101 166993.000000 NS USD 1649890.840000 0.0387069733 Long EC CORP US N 1 N N N GRUPO MEXICO SAB DE CV-SER B 529900JWLZAYET2ZGW20 000000000 161254.000000 NS 2043624.320000 0.0479440882 Long EC CORP MX N 2 N N N GSMBS 2020-INV1 A14 144A N/A 36258KAS7 130157.090000 PA USD 115886.410000 0.0027187327 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.9060000000 N N N N N N GSMBS 2014-EB1A 2A1 144A N/A 36250BAE6 817.130000 PA USD 813.790000 0.0000190918 Long ABS-MBS CORP US N 2 2044-07-25 Variable 5.6880000000 N N N N N N GSMBS 2025-NQM3 A1 144A 2549007JKCA9H9HUGZ71 36274TAA7 81060.420000 PA USD 81519.420000 0.0019124720 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.1370000000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131M109 9239.000000 NS USD 867542.100000 0.0203528185 Long EC CORP US N 1 N N N GUSTO INC PP 254900RM672GSG5HDT33 TC6CSL955 9216.000000 NS USD 197222.400000 0.0046269014 Long EC CORP US Y 3 N N N GUSTO INC SER E CVT PFD PP 254900RM672GSG5HDT33 TC18PZKC3 12516.000000 NS USD 267842.400000 0.0062836694 Long EP CORP US Y 3 N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 439000.000000 PA USD 453682.500000 0.0106435383 Long DBT CORP US N 2 2034-07-01 Fixed 6.3750000000 N N N N N N HA SUSTAINABLE INFRASTRUCTURE CAP INC 254900ZZRL7MWL1X8E92 41068X100 29358.000000 NS USD 1072154.160000 0.0251530837 Long EC CORP US N 1 N N N HAGERTY INC N/A 405166109 52345.000000 NS USD 614530.300000 0.0144170798 Long EC CORP US N 1 N N N HAMILTON LANE INC-CLASS A 5493006OKN3V1NORM833 407497106 10519.000000 NS USD 1103863.860000 0.0258970035 Long EC CORP US N 1 N N N HARBOUR ENERGY PLC 144A 213800YPC42DYBKVPF97 411618AD3 465000.000000 PA USD 484035.690000 0.0113556340 Long DBT CORP GB N 2 2035-04-01 Fixed 6.3270000000 N N N N N N HNGRY 2024-1A A2 144A N/A 411707AM4 170080.580000 PA USD 176291.090000 0.0041358460 Long ABS-O CORP US N 2 2054-03-20 Fixed 7.2530000000 N N N N N N HNGRY 2021-1A A2 144A N/A 411707AK8 128925.000000 PA USD 121641.460000 0.0028537480 Long ABS-O CORP US N 2 2051-06-20 Fixed 2.8650000000 N N N N N N HAUL HUB SER B CVT PFD STOCK PP N/A TC4OO9IF0 6732.000000 NS USD 2827.440000 0.0000663327 Long EP CORP US Y 3 N N N HAUL HUB SERIES C CVT PFD STOCK PP N/A TC65RM9G5 2367.000000 NS USD 994.140000 0.0000233228 Long EP CORP US Y 3 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 300000.000000 PA USD 300202.870000 0.0070428565 Long DBT CORP US N 2 2032-11-15 Fixed 4.6000000000 N N N N N N HDFC BANK LIMITED 335800ZQ6I4E2JXENC50 000000000 376782.000000 NS 3683044.690000 0.0864054209 Long EC CORP IN N 2 N N N HEALTH CARE SERVICE CORP 144A 549300TMJ1FKCKECR148 42218SAK4 100000.000000 PA USD 102893.100000 0.0024139054 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 252383.160000 0.0059209906 Long DBT CORP US N 2 2054-06-15 Fixed 5.8750000000 N N N N N N HEALTH CARE SERVICE CORP 144A 549300TMJ1FKCKECR148 42218SAL2 125000.000000 PA USD 128204.880000 0.0030077280 Long DBT CORP US N 2 2034-06-15 Fixed 5.4500000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 260000.000000 PA USD 257703.930000 0.0060458176 Long DBT CORP US N 2 2028-01-15 Fixed 3.6250000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAM6 95000.000000 PA USD 84363.520000 0.0019791955 Long DBT CORP US N 2 2031-03-15 Fixed 2.0500000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 AX5204471 145000.000000 PA 150274.240000 0.0035254823 Long DBT CORP JE N 2 2034-03-14 Fixed 1.8750000000 N N N N N N HEIDELBERG MATERIALS AG LZ2C6E0W5W7LQMX5ZI37 000000000 11937.000000 NS 2659474.680000 0.0623921370 Long EC CORP DE N 2 N N N HITACHI LTD 549300T6IPOCDWLKC615 000000000 266600.000000 NS 8727767.330000 0.2047562473 Long EC CORP JP N 2 N N N HOLCIM LTD-REG 529900EHPFPYHV6IQO98 000000000 36969.000000 NS 3398607.210000 0.0797324255 Long EC CORP CH N 2 N N N HOME BANCSHARES INC N/A 436893200 33426.000000 NS USD 917877.960000 0.0215337141 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076102 16145.000000 NS USD 6146724.400000 0.1442041445 Long EC CORP US N 1 N N N HOMES 2025-AFC2 A1B 144A N/A 43761YAB0 228381.090000 PA USD 230683.290000 0.0054119047 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 141622.150000 PA USD 142804.310000 0.0033502353 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.4250000000 N N N N N N HOMES 2026-AFC1 A1 144A N/A 403972AC6 670000.000000 PA USD 670654.180000 0.0157337642 Long ABS-MBS CORP US N 2 2061-02-25 Variable 4.8460000000 N N N N N N HONOR TECHNOLOGY SER D CVT PFD PP N/A 000000000 92428.000000 NS USD 123853.520000 0.0029056437 Long EP CORP US Y 3 N N N HOYA CORP 353800X4VR3BHEUCJB42 000000000 20200.000000 NS 3648683.440000 0.0855992948 Long EC CORP JP N 2 N N N HPEFS 2023-2A D 144A N/A 44328UAF3 100000.000000 PA USD 100794.820000 0.0023646791 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 41951.310000 PA USD 42041.770000 0.0009863135 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.4800000000 N N N N N N HPEFS 2024-2A B 144A N/A 40444MAG6 100000.000000 PA USD 100938.570000 0.0023680515 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.3500000000 N N N N N N HPEFS 2024-2A A3 144A N/A 40444MAE1 76215.650000 PA USD 76629.010000 0.0017977414 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.3600000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 200000.000000 PA USD 202243.510000 0.0047446982 Long DBT CORP GB N 2 2031-11-06 Variable 4.6190000000 N N N N N N STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 000000000 1.000000 NC USD 1786.210000 0.0000419051 N/A DFE CORP HU N 2 STATE STREET GLOBAL MARKETS LLC 549300FDEDF5ORXCMQ56 -190586.730000 USD 61540418.000000 HUF 2026-04-17 1786.210000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.000000 NC USD -35779.780000 -0.0008394052 N/A DFE CORP HU N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -282453245.000000 HUF 847158.030000 USD 2026-04-17 -35779.780000 N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150104 129500.000000 NS USD 2175600.000000 0.0510402804 Long EC CORP US N 1 N N N HACLN 2024-1 B1 144A N/A 44644NAA7 99288.650000 PA USD 100975.850000 0.0023689261 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 337252.650000 PA USD 340043.040000 0.0079775198 Long ABS-O CORP US N 2 2033-03-21 Fixed 4.9570000000 N N N N N N ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF N/A 000000000 -5979.000000 NC USD -44842.500000 -0.0010520196 N/A DCR CORP US N 2 WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 Call Written ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100.0000000000 81.000000 USD 2026-03-20 XXXX 44842.500000 N N N ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF N/A 000000000 -5979.000000 NC USD -418530.000000 -0.0098188493 N/A DCR CORP US N 2 WELLS FARGO BANK, NATIONAL ASSOCIATION KB1H1DSPRFMYMCUFXT09 Put Written ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF 100.0000000000 81.000000 USD 2026-03-20 XXXX -113612.000000 N N N HART 2026-A C N/A 448981AG5 55000.000000 PA USD 55359.980000 0.0012987631 Long ABS-O CORP US N 2 2033-06-15 Fixed 4.3100000000 N N N N N N HART 2026-A B N/A 448981AF7 30000.000000 PA USD 30201.150000 0.0007085288 Long ABS-O CORP US N 2 2032-12-15 Fixed 4.1000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACR6 95000.000000 PA USD 100895.780000 0.0023670477 Long DBT CORP US N 2 2029-01-16 Fixed 6.5000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ADG9 160000.000000 PA USD 162232.100000 0.0038060176 Long DBT CORP US N 2 2029-09-26 Fixed 4.5500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACY1 80000.000000 PA USD 82726.080000 0.0019407806 Long DBT CORP US N 2 2029-03-19 Fixed 5.3500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACV7 50000.000000 PA USD 52257.610000 0.0012259804 Long DBT CORP US N 2 2031-01-08 Fixed 5.4000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ADH7 110000.000000 PA USD 111946.190000 0.0026262939 Long DBT CORP US N 2 2031-09-26 Fixed 4.7500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891AEE3 210000.000000 PA USD 211899.190000 0.0049712236 Long DBT CORP US N 2 2031-01-08 Fixed 4.5500000000 N N N N N N iCapital Inc Common Stock PP N/A 000000000 22981.000000 NS USD 390677.000000 0.0091654089 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC USD 595.050000 0.0000139601 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D8_ICE_DOW CHEMICAL CO/THE CDS 12/20/2030 BARC Y Default Event 2030-12-20 0.000000 USD -843.860000 USD -280000.000000 USD 1438.910000 N N N N/A N/A 000000000 1.000000 NC USD -15524.830000 -0.0003642175 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 6398.820000 USD 0.000000 USD 622000.000000 USD -21923.650000 N N N N/A N/A 000000000 1.000000 NC -15848.550000 -0.0003718121 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 -11227.140000 USD 330000.000000 EUR -4621.410000 N N N IDACORP INC N134NUJDWN8UEFA8B673 451107106 15714.000000 NS USD 2262344.580000 0.0530753363 Long EC CORP US N 1 N N N IMMATICS NV 984500DC691EZ96AF394 N44445109 187707.000000 NS USD 1940890.380000 0.0455339167 Long EC CORP NL N 1 N N N IMMUNOCORE HOLDINGS PLC-ADR 213800IUE3DFS84BVN18 45258D105 33089.000000 NS USD 1068774.700000 0.0250738005 Long EC CORP GB N 1 N N N IMMUNOME INC N/A 45257U108 191441.000000 NS USD 4184900.260000 0.0981791150 Long EC CORP US N 1 N N N IMMUNOVANT INC N/A 45258J102 61186.000000 NS USD 1696687.780000 0.0398048446 Long EC CORP US N 1 N N N IMPERIAL BRANDS FIN PLC 144A 2138008L3B3MCG1DFS50 45262BAL7 400000.000000 PA USD 414701.160000 0.0097290235 Long DBT CORP GB N 2 2055-07-01 Fixed 6.3750000000 N N N N N N IMPRL 2021-NQM1 A1 144A N/A 452764AA1 130832.100000 PA USD 118794.790000 0.0027869642 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 64441.840000 PA USD 55872.830000 0.0013107947 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.0730000000 N N N N N N IMPINJ INC 549300M26VGKSMMWWN17 453204109 3708.000000 NS USD 454823.280000 0.0106703014 Long EC CORP US N 1 N N N INDEPENDENCE REALTY TRUST IN 549300Z3L8NU44NQEB29 45378A106 55388.000000 NS USD 917779.160000 0.0215313962 Long EC CORP US N 1 N N N INDRA SISTEMAS SA 95980020140005308793 000000000 52493.000000 NS 3878522.050000 0.0909913830 Long EC CORP ES N 2 N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 000000000 68518.000000 NS 3692765.700000 0.0866334789 Long EC CORP DE N 2 N N N INFRASTRUTTURE WIRELESS 81560066183FE361C071 YQ6778167 105000.000000 PA 126650.410000 0.0029712596 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 215731.000000 NS 6224472.350000 0.1460281366 Long EC CORP NL N 2 N N N INGERSOLL-RAND INC 5299004C02FMZCUOIR50 45687V106 44172.000000 NS USD 4158352.080000 0.0975562861 Long EC CORP US N 1 N N N INSTALLED BUILDING PRODUCTS 549300I95Y9P9YM5FI86 45780R101 3572.000000 NS USD 1170758.720000 0.0274663786 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 95000.000000 PA USD 89498.900000 0.0020996732 Long DBT CORP US N 2 2054-02-21 Fixed 5.6000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 75620.000000 NS USD 3449028.200000 0.0809153182 Long EC CORP US N 1 N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866F104 60029.000000 NS USD 9852559.770000 0.2311442421 Long EC CORP US N 1 N N N INTERDIGITAL INC N/A 45867G101 12301.000000 NS USD 4508685.530000 0.1057752223 Long EC CORP US N 1 N N N INTL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 12964.000000 NS USD 3114082.440000 0.0730573823 Long EC CORP US N 1 N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146103 218741.000000 NS USD 9526170.550000 0.2234870453 Long EC CORP US N 1 N N N INTESA SANPAOLO 2W8N8UU78PMDQKZENC08 000000000 671851.000000 NS 4609938.780000 0.1081506563 Long EC CORP IT N 2 N N N INTUITIVE SURGICAL INC 54930052SRG011710797 46120E602 16442.000000 NS USD 8278711.420000 0.1942212503 Long EC CORP US N 1 N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 60000.000000 PA USD 52870.220000 0.0012403525 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 68763.500000 0.0016132140 Long DBT CORP US N 2 2030-08-15 Fixed 5.4500000000 N N N N N N IONIS PHARMACEUTICALS INC 549300SI4ZGLG0BLUZ92 462222100 1260.000000 NS USD 102249.000000 0.0023987946 Long EC CORP US N 1 N N N IONQ INC- CL A 529900RB2VEFGLQS7G28 46222L108 308.000000 NS USD 11817.960000 0.0002772532 Long EC CORP US N 1 N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AR1 140000.000000 PA USD 144383.230000 0.0033872773 Long DBT CORP US N 2 2034-04-01 Fixed 5.7500000000 N N N N N N IRADIMED CORP 549300YVHWP0YJ1YW816 46266A109 1849.000000 NS USD 191426.970000 0.0044909387 Long EC CORP US N 1 N N N ISETAN MITSUKOSHI HOLDINGS L 529900SY5RZO92EFG035 000000000 261900.000000 NS 5141140.080000 0.1206128108 Long EC CORP JP N 2 N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514BRL3 395000.000000 PA USD 411097.320000 0.0096444762 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.5000000000 N N N N N ISRAEL 213800T8ZHTFZIBYPE21 46515CJZ8 200000.000000 PA USD 199405.630000 0.0046781206 Long DBT NUSS IL N 2 2036-01-13 Fixed 5.0000000000 N N N N N N JACKSON NATL LIFE GLOBAL 144A 635400PQXLYXWJI5QD78 46849LVE8 150000.000000 PA USD 155124.080000 0.0036392611 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 250719.250000 0.0058819548 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 5.0420000000 N N N N N N JBT MAREL CORP 5493007CT6ATBZ2L6826 477839104 8610.000000 NS USD 1325940.000000 0.0311069817 Long EC CORP US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 39082.000000 NS USD 9709141.260000 0.2277795974 Long EC CORP US N 1 N N N JPMCC 2018-WPT AFX 144A N/A 46645WAU7 80000.000000 PA USD 76300.000000 0.0017900227 Long ABS-MBS CORP US N 2 2033-07-05 Fixed 4.2470000000 N N N N N N JPMMT 2019-INV3 A3 144A N/A 46591LAC5 38032.740000 PA USD 35246.170000 0.0008268866 Long ABS-MBS CORP US N 2 2050-05-25 Variable 3.5000000000 N N N N N N JPMMT 2019-INV3 A15 144A N/A 46591LBH3 32786.850000 PA USD 30206.200000 0.0007086472 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 146542.960000 PA USD 132416.570000 0.0031065356 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.5680000000 N N N N N N JPMMT 2020-LTV1 A15 144A N/A 46591NBH9 376.970000 PA USD 375.130000 0.0000088007 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 146234.610000 PA USD 131907.650000 0.0030945962 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.2300000000 N N N N N N JPMMT 2020-LTV1 A3 144A N/A 46591NAC1 848.180000 PA USD 844.300000 0.0000198076 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 187413.860000 PA USD 188688.910000 0.0044267029 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 205980.700000 PA USD 207939.490000 0.0048783278 Long ABS-MBS USGSE US N 2 2065-11-25 Variable 5.4950000000 N N N N N N J.P. MORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 105340.000000 NS USD 31633602.000000 0.7421345448 Long EC CORP US N 1 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 130000.000000 PA USD 135372.470000 0.0031758820 Long DBT CORP US N 2 2035-01-23 Variable 5.3360000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 70000.000000 PA USD 65672.930000 0.0015407082 Long DBT CORP US N 2 2031-04-22 Variable 2.5220000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFE1 160000.000000 PA USD 159536.010000 0.0037427664 Long DBT CORP US N 2 2036-10-22 Variable 4.8100000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 485000.000000 PA USD 461106.720000 0.0108177129 Long DBT CORP US N 2 2031-05-13 Variable 2.9560000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 185000.000000 PA USD 187666.080000 0.0044027070 Long DBT CORP US N 2 2035-10-22 Variable 4.9460000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 255000.000000 PA USD 259632.700000 0.0060910672 Long DBT CORP US N 2 2030-10-22 Variable 4.6030000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFJ0 420000.000000 PA USD 422269.680000 0.0099065834 Long DBT CORP US N 2 2037-01-22 Variable 4.8980000000 N N N N N N KADANT INC 549300K06LNJYBMPYP15 48282T104 1195.000000 NS USD 405308.150000 0.0095086604 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 0.0052920041 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 0.0028277413 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 0.0022972032 Long EP CORP US Y 3 N N N KARMAN HOLDINGS INC N/A 485924104 10101.000000 NS USD 889999.110000 0.0208796673 Long EC CORP US N 1 N N N KDDI CORP 5299003FU7V4I45FU310 000000000 318600.000000 NS 5472756.970000 0.1283926504 Long EC CORP JP N 2 N N N KEARNY FINANCIAL CORP/MD N/A 48716P108 41865.000000 NS USD 320267.250000 0.0075135734 Long EC CORP US N 1 N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BP1 25000.000000 PA USD 25742.600000 0.0006039297 Long DBT CORP US N 2 2055-08-15 Fixed 5.8500000000 N N N N N N KERING 549300VGEJKB7SVUZR78 000000000 11768.000000 NS 3946266.980000 0.0925807010 Long EC CORP FR N 2 N N N KEYSIGHT TECHNOLOGIES IN 549300GLKVIO8YRCYN02 49338L103 102817.000000 NS USD 31598748.610000 0.7413168729 Long EC CORP US N 1 N N N KINGFISHER PLC 213800KBMEV7I92FY281 000000000 712982.000000 NS 3586321.360000 0.0841362602 Long EC CORP GB N 2 N N N KINGSPAN GROUP PLC 635400HM7V74SUB9OG75 000000000 20012.000000 NS 1981262.300000 0.0464810550 Long EC CORP IE N 2 N N N KION GROUP AG 5299005KY91C4C6U9H17 000000000 48092.000000 NS 3263942.680000 0.0765731520 Long EC CORP DE N 2 N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 6959.000000 NS USD 10609343.450000 0.2488986323 Long EC CORP US N 1 N N N KLARNA GROUP PLC 636700HER4JIK7GZUN17 000000000 26913.000000 NS USD 364940.280000 0.0085616171 Long EC CORP GB N 1 N N N KNIFE RIVER CORP N/A 498894104 12375.000000 NS USD 1101127.500000 0.0258328077 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 0.0138832087 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 0.0070908718 Long EP CORP US Y 3 N N N KODIAK SCIENCES INC 254900IXI5NI8C9OQE24 50015M109 5943.000000 NS USD 159272.400000 0.0037365821 Long EC CORP US N 1 N N N KOMATSU LTD 5493004LQ0B4T7QPQV17 000000000 48800.000000 NS 2342418.690000 0.0549539009 Long EC CORP JP N 2 N N N KONINKLIJKE PHILIPS NV H1FJE8H61JGM1JSGM897 000000000 187110.000000 NS 5996003.680000 0.1406681876 Long EC CORP NL N 2 N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050N103 9508.000000 NS USD 620016.680000 0.0145457921 Long EC CORP US N 1 N N N KRATOS DEFENSE & SECURITY 5493000EKBN0UY1F3F88 50077B207 12841.000000 NS USD 1106637.380000 0.0259620712 Long EC CORP US N 1 N N N KT CORP 9884005ACF8449EANY26 000000000 103675.000000 NS 4798047.550000 0.1125637490 Long EC CORP KR N 2 N N N KYMERA THERAPEUTICS INC N/A 501575104 19924.000000 NS USD 1820057.400000 0.0426991359 Long EC CORP US N 1 N N N DEUTSCHE BANK 7LTWFZYICNSX8D621K86 000000000 1.000000 NC USD 4226.190000 0.0000991478 N/A DFE CORP KZ N 2 DEUTSCHE BANK 7LTWFZYICNSX8D621K86 -280822.320000 USD 144455000.000000 KZT 2026-04-10 4226.190000 N N N Kardium Inc Series D-7 CVT PFD Stock PP N/A 000000000 256419.000000 NS USD 165964.630000 0.0038935840 Long EP CORP US Y 3 N N N L OREAL 529900JI1GG6F7RKVI53 000000000 11116.000000 NS 5208360.100000 0.1221898142 Long EC CORP FR N 2 N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807306 14999.000000 NS USD 3508116.110000 0.0823015397 Long EC CORP US N 1 N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 95000.000000 PA USD 94614.280000 0.0022196816 Long DBT CORP US N 2 2026-08-18 Fixed 3.5000000000 N N N N N N LATTICE SEMICONDUCTOR CORP 549300LRBBPZDQ2II567 518415104 65768.000000 NS USD 6288736.160000 0.1475357864 Long EC CORP US N 1 N N N LEGRAND SA 969500XXRPGD7HCAFA90 000000000 19799.000000 NS 3586136.210000 0.0841319165 Long EC CORP FR N 2 N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAM7 70000.000000 PA USD 70157.800000 0.0016459247 Long DBT CORP US N 2 2029-03-15 Fixed 4.1000000000 N N N N N N LEONARDO DRS INC 549300HMMEWVG3PPQU18 52661A108 6652.000000 NS USD 288630.280000 0.0067713598 Long EC CORP US N 1 N N N LIBERTY ENERGY INC-A 254900PKFJW6RILDCM60 53115L104 14909.000000 NS USD 418793.810000 0.0098250384 Long EC CORP US N 1 N N N LIBERTY LIVE HOLDINGS-C N/A 530909308 80450.000000 NS USD 8016842.500000 0.1880777206 Long EC CORP US N 1 N N N LIFE TIME GROUP HOLDINGS INC N/A 53190C102 38089.000000 NS USD 1028403.000000 0.0241266673 Long EC CORP US N 1 N N N Lightmatter SER D CVT PFD PP N/A 000000000 2858.000000 NS USD 243587.340000 0.0057146379 Long EP CORP US Y 3 N N N LINDE PLC 5299003QR1WT0EF88V51 000000000 35830.000000 NS USD 18204506.400000 0.4270836141 Long EC CORP IE N 1 N N N LITTELFUSE INC 549300MY7HLQFYTPCX75 537008104 3899.000000 NS USD 1374241.540000 0.0322401515 Long EC CORP US N 1 N N N LIVE OAK BANCSHARES INC N/A 53803X105 34290.000000 NS USD 1243698.300000 0.0291775648 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 4851692.000000 NS 6627490.520000 0.1554830733 Long EC CORP GB N 2 N N N LOAR HOLDINGS INC N/A 53947R105 43776.000000 NS USD 3098903.040000 0.0727012686 Long EC CORP US N 1 N N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 546347105 8935.000000 NS USD 757151.900000 0.0177630287 Long EC CORP US N 1 N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676BA4 25000.000000 PA USD 25641.070000 0.0006015478 Long DBT CORP US N 2 2055-08-15 Fixed 5.8500000000 N N N N N N LOWE S COS INC WAFCR4OKGSC504WU3E95 548661107 46711.000000 NS USD 12358329.270000 0.2899304059 Long EC CORP US N 1 N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAM6 45000.000000 PA USD 45720.820000 0.0010726252 Long DBT CORP US N 2 2035-03-15 Fixed 5.6500000000 N N N N N N LSEG US FIN CORP 144A 2138007FV67QQ13CGJ43 50222CAB6 200000.000000 PA USD 206456.690000 0.0048435408 Long DBT CORP US N 2 2034-03-28 Fixed 5.2970000000 N N N N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAZ7 207000.000000 PA USD 210055.490000 0.0049279698 Long DBT CORP US N 2 2035-07-30 Variable 5.4000000000 N N N N N N MACERICH CO/THE 529900PSWCB5KI0JYU46 554382101 26333.000000 NS USD 539036.510000 0.0126459710 Long EC CORP US N 1 N N N MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC N/A 55405Y100 12839.000000 NS USD 3185612.680000 0.0747355049 Long EC CORP US N 1 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 000000000 27654.000000 NS 4196781.910000 0.0984578624 Long EC CORP AU N 2 N N N MAD 2025-11MD A 144A N/A 55616AAA5 150000.000000 PA USD 152243.940000 0.0035716921 Long ABS-MBS CORP US N 2 2042-10-15 Variable 4.9120000000 N N N N N N MDPK 2019-35A A1R2 144A N/A 55819MBC9 690000.000000 PA USD 689255.490000 0.0161701570 Long ABS-CBDO CORP KY N 2 2039-02-13 Floating 4.7990000000 N N N N N N MADISON SQUARE GARDEN SPORTS CORP N/A 55825T103 5383.000000 NS USD 1785325.780000 0.0418843208 Long EC CORP US N 1 N N N MAGNOLIA OIL & GAS CORP - A N/A 559663109 18434.000000 NS USD 512833.880000 0.0120312489 Long EC CORP US N 1 N N N MAGNUM ICE CREAM CO NV/THE 25490052LLF3XH6G9847 000000000 129466.000000 NS 2050079.550000 0.0480955300 Long EC CORP NL N 2 N N N MANDATUM OYJ 743700OAJK6L28Y2NN56 000000000 338819.000000 NS 2732162.890000 0.0640974260 Long EC CORP FI N 2 N N N MAPLIGHT THERAPEUTICS INC N/A 56565P103 23178.000000 NS USD 400284.060000 0.0093907936 Long EC CORP US N 1 N N N MARAVAI LIFESCIENCES HLDGS-A N/A 56600D107 59119.000000 NS USD 210463.640000 0.0049375451 Long EC CORP US N 1 N N N MARQETA INC-A 254900UZARK0FMZGZE18 57142B104 309273.000000 NS USD 1187608.320000 0.0278616757 Long EC CORP US N 1 N N N MARS INC 144A 54930073HKEO6GZBSS03 571676BB0 175000.000000 PA USD 179098.500000 0.0042017088 Long DBT CORP US N 2 2045-05-01 Fixed 5.6500000000 N N N N N N MARSH & MCLENNAN COS 549300XMP3KDCKJXIU47 571748102 9837.000000 NS USD 1836961.380000 0.0430957087 Long EC CORP US N 1 N N N MARTIN MARIETTA MATERIALS 5299005MZ4WZECVATV08 573284106 6541.000000 NS USD 4425444.370000 0.1038223577 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AS3 155000.000000 PA USD 160997.040000 0.0037770427 Long DBT CORP US N 2 2035-07-15 Fixed 5.4500000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AJ3 209000.000000 PA USD 195335.140000 0.0045826256 Long DBT CORP US N 2 2031-04-15 Fixed 2.9500000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AR5 35000.000000 PA USD 35683.770000 0.0008371528 Long DBT CORP US N 2 2030-07-15 Fixed 4.7500000000 N N N N N N MASTERCARD INC - A AR5L2ODV9HN37376R084 57636Q104 25485.000000 NS USD 13181096.850000 0.3092327997 Long EC CORP US N 1 N N N MCDONALD S CORP UE2136O97NLB5BYP9H04 580135101 46572.000000 NS USD 15883846.320000 0.3726401773 Long EC CORP US N 1 N N N MED 2024-MOB A 144A N/A 55287BAA1 155000.000000 PA USD 154308.340000 0.0036201236 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.2510000000 N N N N N N MEDLINE BORROWER LP 144A 254900QT3R363TVK6F09 62482BAA0 276000.000000 PA USD 271447.240000 0.0063682401 Long DBT CORP US N 2 2029-04-01 Fixed 3.8750000000 N N N N N N MEDLINE BORROWER LP 144A 254900QT3R363TVK6F09 58506DAA6 125000.000000 PA USD 129000.470000 0.0030263928 Long DBT CORP US N 2 2029-04-01 Fixed 6.2500000000 N N N N N N MEDLINE INC-CL A 984500FAN6J1P8566D43 58507V107 12399.000000 NS USD 589076.490000 0.0138199252 Long EC CORP US N 1 N N N MELROSE INDUSTRIES PLC 213800RGNXXZY2M7TR85 000000000 264430.000000 NS 2012110.670000 0.0472047678 Long EC CORP GB N 2 N N N MERCK & CO. INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 30718.000000 NS USD 3803502.760000 0.0892314062 Long EC CORP US N 1 N N N MERCURY SYSTEMS INC 549300P3B84SGK7HH679 589378108 15516.000000 NS USD 1381389.480000 0.0324078444 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 170000.000000 PA USD 171571.030000 0.0040251119 Long DBT CORP US N 2 2035-11-15 Fixed 4.8750000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 420000.000000 PA USD 411106.560000 0.0096446930 Long DBT CORP US N 2 2055-11-15 Fixed 5.6250000000 N N N N N N META PLATFORMS INC-CLASS A BQ4BKCS1HXDV9HN80Z93 30303M102 62912.000000 NS USD 40778300.160000 0.9566721243 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 210000.000000 PA USD 207357.770000 0.0048646804 Long DBT CORP US N 2 2045-11-15 Fixed 5.5000000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 41332.000000 NS USD 2978797.240000 0.0698835477 Long EC CORP US N 1 N N N METTLER-TOLEDO INTERNATIONAL 5493000BD5GJNUDIUG10 592688105 3105.000000 NS USD 4243572.450000 0.0995555836 Long EC CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 250000.000000 PA USD 253662.600000 0.0059510067 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.1250000000 N N N N N N MIAMI INTERNATIONAL HOLDINGS 254900TREUDBWGLAP788 59356Q108 47094.000000 NS USD 2006204.400000 0.0470662048 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 235927.000000 NS USD 92657969.980000 2.1737859751 Long EC CORP US N 1 N N N MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278101 8249.000000 NS USD 1392926.140000 0.0326784982 Long EC CORP US N 1 N N N MIDDLESEX WATER CO N/A 596680108 13740.000000 NS USD 741960.000000 0.0174066218 Long EC CORP US N 1 N N N MINERA MEXICO SA DE CV 144A 2549005BMA2EK49I0T98 60284MAC6 450000.000000 PA USD 469965.540000 0.0110255437 Long DBT CORP MX N 2 2032-02-12 Fixed 5.6250000000 N N N N N N Mirador Therapeutics SER B CVT PFD PP N/A 000000000 67218.000000 NS USD 221819.400000 0.0052039549 Long EP CORP US Y 3 N N N MIRION TECHNOLOGIES INC 549300BNTOWVWFNVTJ65 60471A101 150592.000000 NS USD 3254293.120000 0.0763467702 Long EC CORP US N 1 N N N MITSUBISHI CHEMICAL GROUP CORP 353800YNKX4RQUGAR072 000000000 323400.000000 NS 2399867.560000 0.0563016699 Long EC CORP JP N 2 N N N MITSUBISHI ELECTRIC CORP 549300TRXM9Y6561AX39 000000000 219900.000000 NS 8370058.830000 0.1963642901 Long EC CORP JP N 2 N N N MITSUBISHI ESTATE CO LTD 353800KOFMRGOXSJ5Z65 000000000 155800.000000 NS 5254088.900000 0.1232626267 Long EC CORP JP N 2 N N N MITSUBISHI UFJ FINANCIAL GRO 353800V2V8PUY9TK3E06 000000000 566300.000000 NS 10512796.910000 0.2466336192 Long EC CORP JP N 2 N N N MITSUI FUDOSAN CO LTD 353800ND4ZKNZDYKMF33 000000000 381900.000000 NS 5147945.630000 0.1207724712 Long EC CORP JP N 2 N N N MMAF 2021-A A5 144A N/A 55317JAE0 100000.000000 PA USD 99879.520000 0.0023432059 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 340738.380000 0.0079938327 Long ABS-O CORP US N 2 2031-07-14 Fixed 4.9500000000 N N N N N N MODINE MANUFACTURING CO Z35SZFYJR8GZZRSIUU09 607828100 2577.000000 NS USD 585623.250000 0.0137389110 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855R100 5031.000000 NS USD 775025.550000 0.0181823503 Long EC CORP US N 1 N N N MONCLER SPA 815600EBD7FB00525B20 000000000 58021.000000 NS 4002473.590000 0.0938993263 Long EC CORP IT N 2 N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207105 282740.000000 NS USD 17411129.200000 0.4084707281 Long EC CORP US N 1 N N N MONOLITHIC POWER SYSTEMS INC 529900TB7O85LSZ1XU31 609839105 3425.000000 NS USD 3913884.500000 0.0918209975 Long EC CORP US N 1 N N N MOODY S CORP 549300GCEDD8YCF5WU84 615369105 3743.000000 NS USD 1787619.370000 0.0419381292 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 120000.000000 PA USD 126811.690000 0.0029750433 Long DBT CORP US N 2 2036-04-17 Variable 5.6640000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 415000.000000 PA USD 412831.880000 0.0096851696 Long DBT CORP US N 2 2036-10-22 Variable 4.8920000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 60000.000000 PA USD 62080.740000 0.0014564343 Long DBT CORP US N 2 2035-07-19 Variable 5.3200000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 45596.000000 NS USD 7592189.960000 0.1781152345 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 225000.000000 PA USD 231231.090000 0.0054247562 Long DBT CORP US N 2 2030-01-16 Variable 5.1730000000 N N N N N N MSRM 2025-DSC2 A1 144A N/A 61778XAA7 95345.810000 PA USD 96464.430000 0.0022630868 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 88351.300000 PA USD 89181.360000 0.0020922236 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.4390000000 N N N N N N MORNINGSTAR INC 529900YGNQPOVAXQ7F29 617700109 1907.000000 NS USD 349247.980000 0.0081934707 Long EC CORP US N 1 N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 245000.000000 PA USD 257855.740000 0.0060493791 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 120025.230000 0.0028158308 Long DBT CORP US N 2 2034-04-15 Fixed 5.4000000000 N N N N N N MSA SAFETY INC 529900DVA3258XK11O39 553498106 5862.000000 NS USD 1145493.420000 0.0268736465 Long EC CORP US N 1 N N N MFSH6 MSCI EAFE MAR26 N/A 000000000 -74.000000 NC USD -1067944.616000 -0.0250543265 N/A DE CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short MSCI EAFE MSCI EAFE 2026-03-20 -10672895.384000 USD -1067944.616000 N N N MFSH6 MSCI EAFE MAR26 N/A 000000000 -1.000000 NC USD -14431.684000 -0.0003385720 N/A DE CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short MSCI EAFE MSCI EAFE 2026-03-20 -144228.316000 USD -14431.684000 N N N MVWOT 2023-1A A 144A N/A 62848PAA8 147284.100000 PA USD 149396.910000 0.0035048999 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 43869.940000 PA USD 44955.340000 0.0010546668 Long ABS-O CORP US N 2 2040-11-20 Fixed 6.3300000000 N N N N N N MYR GROUP INC/DELAWARE 529900G1IMMZHOQ17I54 55405W104 2789.000000 NS USD 752918.440000 0.0176637104 Long EC CORP US N 1 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 33823.800000 0.0007935173 N/A DFE CORP MY N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 -629457.900000 USD 2580000.000000 MYR 2026-03-09 33823.800000 N N N STANDARD CHARTERED SECURITIES 5493003GCX71N8988W38 000000000 1.000000 NC USD -21479.380000 -0.0005039132 N/A DFE CORP MY N 2 STANDARD CHARTERED SECURITIES 5493003GCX71N8988W38 -2580000.000000 MYR 641802.320000 USD 2026-03-09 -21479.380000 N N N MANUS BIO INC SERIES ONE-6 CVT PFD PP N/A 000000000 12159.000000 NS USD 36477.000000 0.0008557622 Long EC CORP US Y 3 N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 000000000 25453.000000 NS 3552280.060000 0.0833376403 Long EC CORP CA N 2 N N N NATIONAL ENERGY SERVICES REU N/A 000000000 6324.000000 NS USD 158416.200000 0.0037164953 Long EC CORP VG N 1 N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 469321.000000 NS 8779415.590000 0.2059679322 Long EC CORP GB N 2 N N N NATIONAL RESILIENCE SR B CVT PFD STK PP N/A 000000000 11776.000000 NS USD 257541.120000 0.0060419981 Long EP CORP US Y 3 N N N NATIONAL RESILIENCE SR C CVT PFD STK PP N/A 000000000 5896.000000 NS USD 128945.520000 0.0030251036 Long EP CORP US Y 3 N N N NAVRL 2026-A A 144A N/A 63943HAA8 145000.000000 PA USD 145564.570000 0.0034149919 Long ABS-O CORP US N 2 2056-01-18 Fixed 4.5000000000 N N N N N N NEOGEN CORP 549300HJT9FC36N4UW43 640491106 113258.000000 NS USD 1271887.340000 0.0298388888 Long EC CORP US N 1 N N N NEPTUNE INSURANCE HOLDI-CL A 529900I3QTHC0Q1C2D65 64073B103 51454.000000 NS USD 1071272.280000 0.0251323945 Long EC CORP US N 1 N N N NESTLE SA-REG KY37LUS27QQX7BB93L28 000000000 125824.000000 NS 13747585.990000 0.3225228183 Long EC CORP CH N 2 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 195740.000000 NS USD 18838017.600000 0.4419459920 Long EC CORP US N 1 N N N NEUB 2016-21A A1R3 144A 549300VBBLOSKH8XQ869 64130DBS8 255000.000000 PA USD 255865.730000 0.0060026929 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.9880000000 N N N N N N NEUB 2021-43A AR 144A 549300N83MM16HCONB28 64134AAJ1 250000.000000 PA USD 249700.750000 0.0058580604 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 4.7180000000 N N N N N N NRZT 2021-INV2 A4 144A N/A 64831GAD7 136166.110000 PA USD 116082.170000 0.0027233253 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 238308.610000 PA USD 241300.840000 0.0056609958 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.3500000000 N N N N N N NEXT PLC 213800WQD8ECPZP9PH98 000000000 26468.000000 NS 4823517.600000 0.1131612846 Long EC CORP GB N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDX5 415000.000000 PA USD 417290.790000 0.0097897770 Long DBT CORP US N 2 2056-03-01 Fixed 5.8500000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 653522DV1 95000.000000 PA USD 97023.930000 0.0022762128 Long DBT CORP US N 2 2055-07-03 Fixed 5.9960000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 653522DT6 155000.000000 PA USD 157490.890000 0.0036947873 Long DBT CORP US N 2 2030-10-03 Fixed 4.6470000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 65364UAU0 135000.000000 PA USD 132466.880000 0.0031077159 Long DBT CORP US N 2 2054-01-17 Fixed 5.6640000000 N N N N N N NINTENDO CO LTD 353800FEEXU6I9M0ZF27 000000000 57100.000000 NS 3229543.450000 0.0757661349 Long EC CORP JP N 2 N N N NMEF 2026-A A3 144A N/A 62919FAC0 100000.000000 PA USD 100344.680000 0.0023541187 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.2000000000 N N N N N N NMEF 2026-A B 144A N/A 62919FAD8 100000.000000 PA USD 100438.870000 0.0023563284 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.4800000000 N N N N N N NOBLE CORP PLC 549300I3HBUNXO0OG954 000000000 14156.000000 NS USD 643107.080000 0.0150875003 Long EC CORP GB N 1 N N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844108 17826.000000 NS USD 5610555.240000 0.1316254424 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 4610.000000 NS USD 3339391.800000 0.0783432128 Long EC CORP US N 1 N N N WOODS 2018-14BA AR 144A 549300QQDSTCZ860F679 66860CAL7 128525.920000 PA USD 128810.730000 0.0030219414 Long ABS-CBDO CORP KY N 2 2031-11-13 Floating 4.8830000000 N N N N N N NOVANTA INC CVT 6.500000 N/A 67000B203 20037.000000 NS USD 1170361.170000 0.0274570520 Long EP CORP CA N 1 N N N NOVARTIS AG-REG 5493007HIVTX6SY6XD66 000000000 68974.000000 NS 11597415.640000 0.2720791257 Long EC CORP CH N 2 N N N NOVO NORDISK A/S-B 549300DAQ1CVT6CXN342 000000000 138415.000000 NS 5235346.060000 0.1228229136 Long EC CORP DK N 2 N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAV7 200000.000000 PA USD 208766.200000 0.0048977226 Long DBT CORP JP N 2 2035-07-16 Fixed 5.5020000000 N N N N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAS4 200000.000000 PA USD 205207.080000 0.0048142245 Long DBT CORP JP N 2 2030-07-16 Fixed 4.8760000000 N N N N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAU9 200000.000000 PA USD 206800.990000 0.0048516182 Long DBT CORP JP N 2 2032-07-16 Fixed 5.1710000000 N N N N N N NURO SERIES C CVT PFD STOCK PP N/A 000000000 20748.000000 NS USD 313294.800000 0.0073499974 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 0.0021278579 Long EP CORP US Y 3 N N N NUVALENT INC-A N/A 670703107 12636.000000 NS USD 1288240.200000 0.0302225322 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 712702.000000 NS USD 126283667.380000 2.9626557229 Long EC CORP US N 1 N N N NXP BV/NXP FDG/NXP USA N/A 62954HAN8 519000.000000 PA USD 348101.430000 0.0081665723 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 62954HAL2 176000.000000 PA USD 131045.890000 0.0030743790 Long DBT CORP NL N 2 2042-02-15 Fixed 3.1250000000 N N N N N N NXPT 2024-STOR A 144A N/A 67119YAA0 95000.000000 PA USD 94914.980000 0.0022267362 Long ABS-MBS CORP US N 2 2041-11-05 Variable 4.3120000000 N N N N N N O REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103H107 36822.000000 NS USD 3456849.360000 0.0810988052 Long EC CORP US N 1 N N N OBX 2020-EXP1 1A8 144A N/A 67448TAP0 50811.300000 PA USD 46813.870000 0.0010982685 Long ABS-MBS CORP US N 2 2060-02-25 Variable 3.5000000000 N N N N N N OBX 2020-EXP3 1A9 144A N/A 67448WAQ1 63119.060000 PA USD 56600.380000 0.0013278632 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.0000000000 N N N N N N OBX 2025-NQM15 A1F 144A 254900Y3YIZHUWMEGC78 67122CAD7 92996.390000 PA USD 93082.940000 0.0021837559 Long ABS-MBS CORP US N 2 2065-07-27 Floating 4.8170000000 N N N N N N OBX 2025-NQM15 A1 144A 254900Y3YIZHUWMEGC78 67122CAC9 88769.280000 PA USD 89447.490000 0.0020984671 Long ABS-MBS CORP US N 2 2065-07-27 Variable 5.1430000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DJ1 70000.000000 PA USD 73104.270000 0.0017150498 Long DBT CORP US N 2 2040-03-15 Fixed 6.2000000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 540000.000000 PA USD 627342.110000 0.0147176490 Long DBT CORP US N 2 2030-07-15 Fixed 8.8750000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EM3 135000.000000 PA USD 134478.170000 0.0031549014 Long DBT CORP US N 2 2054-10-01 Fixed 6.0500000000 N N N N N N OCEANFIRST FINANCIAL CORP N/A 675234108 33894.000000 NS USD 612125.640000 0.0143606657 Long EC CORP US N 1 N N N OCP 2017-13A AR2 144A 254900M77QLN2EBJHE11 67097LAV8 250000.000000 PA USD 250715.000000 0.0058818551 Long ABS-CBDO CORP KY N 2 2037-11-26 Floating 5.0100000000 N N N N N N OCTL 2023-3A C 144A N/A 67571CAD3 100000.000000 PA USD 102259.240000 0.0023990349 Long ABS-O CORP US N 2 2029-08-20 Fixed 6.7400000000 N N N N N N OCTL 2023-3A B 144A N/A 67571CAC5 100000.000000 PA USD 101073.230000 0.0023712107 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.4800000000 N N N N N N OCTL 2024-1A A2 144A N/A 67571FAB0 41830.780000 PA USD 42109.700000 0.0009879072 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 176728.080000 PA USD 177548.010000 0.0041653338 Long ABS-O CORP US N 2 2046-12-20 Fixed 4.4800000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837103 37355.000000 NS USD 1835624.700000 0.0430643498 Long EC CORP US N 1 N N N OLAPLEX HOLDINGS INC N/A 679369108 357017.000000 NS USD 574797.370000 0.0134849324 Long EC CORP US N 1 N N N OLD DOMINION FREIGHT LINE 5299009TWK32WE417T96 679580100 69300.000000 NS USD 14071365.000000 0.3301187787 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 233000.000000 PA USD 250231.050000 0.0058705014 Long DBT CORP US N 2 2033-09-01 Fixed 6.0500000000 N N N N N N ONTO INNOVATION INC 254900RXZVN73CHOO062 683344105 5052.000000 NS USD 1090676.280000 0.0255876187 Long EC CORP US N 1 N N N OPENLANE INC 5493004HKD20LBSG7D03 48238T109 14676.000000 NS USD 418412.760000 0.0098160988 Long EC CORP US N 1 N N N OR ROYALTIES INC 549300TJZTXZMPQ6K004 68390D106 82986.000000 NS USD 3932706.540000 0.0922625687 Long EC CORP CA N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 170000.000000 PA USD 170056.130000 0.0039895719 Long DBT CORP US N 2 2036-02-04 Fixed 5.7000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XEC5 150000.000000 PA USD 143846.370000 0.0033746824 Long DBT CORP US N 2 2066-02-04 Fixed 6.8500000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 720000.000000 PA USD 633119.590000 0.0148531906 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 130466.800000 0.0030607934 Long DBT CORP US N 2 2035-09-26 Fixed 5.2000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 35135.000000 NS USD 5108629.000000 0.1198500903 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 105000.000000 PA USD 102635.890000 0.0024078712 Long DBT CORP US N 2 2032-09-26 Fixed 4.8000000000 N N N N N N ORANGE SA 144A 969500MCOONR8990S771 685218AD1 200000.000000 PA USD 200323.640000 0.0046996575 Long DBT CORP FR N 2 2031-01-13 Fixed 4.2500000000 N N N N N N ORANGE SA 144A 969500MCOONR8990S771 685218AF6 205000.000000 PA USD 205765.730000 0.0048273306 Long DBT CORP FR N 2 2036-01-13 Fixed 5.0000000000 N N N N N N ORBIA ADVANCE CORP SAB 144A 549300MVHZ20SBIOEQ79 68560EAC2 245000.000000 PA USD 247015.440000 0.0057950622 Long DBT CORP MX N 2 2030-05-13 Fixed 6.8000000000 N N N N N N ORIX CORP 35380016EMHNBOVYE123 000000000 97200.000000 NS 3411632.540000 0.0800380040 Long EC CORP JP N 2 N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 000000000 95698.000000 NS 2254528.260000 0.0528919629 Long EC CORP DK N 2 N N N OSCAR HEALTH INC - CLASS A 254900AE8KDLFDOPKZ19 687793109 56054.000000 NS USD 764576.560000 0.0179372136 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902V107 76122.000000 NS USD 7045852.320000 0.1652979766 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308LB1 110000.000000 PA USD 108552.550000 0.0025466780 Long DBT CORP US N 2 2056-05-01 Fixed 6.0000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 52000.000000 PA USD 50646.230000 0.0011881770 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 81995.900000 0.0019236504 Long DBT CORP US N 2 2050-07-01 Fixed 4.9500000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KY2 200000.000000 PA USD 203848.470000 0.0047823511 Long DBT CORP US N 2 2032-10-15 Fixed 5.0500000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KW6 115000.000000 PA USD 117113.230000 0.0027475143 Long DBT CORP US N 2 2028-06-04 Fixed 5.0000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308LA3 145000.000000 PA USD 145426.700000 0.0034117575 Long DBT CORP US N 2 2036-05-01 Fixed 5.2000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 93000.000000 PA USD 63939.590000 0.0015000435 Long DBT CORP US N 2 2050-08-01 Fixed 3.5000000000 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156109 39645.000000 NS USD 9203190.300000 0.2159098241 Long EC CORP US N 1 N N N PACS GROUP INC N/A 69380Q107 6259.000000 NS USD 228516.090000 0.0053610615 Long EC CORP US N 1 N N N PALANTIR TECHNOLOGIES INC-A 549300UVN46B3BBDHO85 69608A108 10978.000000 NS USD 1506071.820000 0.0353329325 Long EC CORP US N 1 N N N PALOMINO FUNDING TRUST I 144A N/A 69754AAA8 540000.000000 PA USD 570728.360000 0.0133894721 Long DBT CORP US N 2 2028-05-17 Fixed 7.2330000000 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 000000000 228900.000000 NS 3691256.250000 0.0865980667 Long EC CORP JP N 2 N N N PAR TECHNOLOGY CORP/DEL 549300HYPTHBJQINVG57 698884103 51123.000000 NS USD 837905.970000 0.0196575453 Long EC CORP US N 1 N N N PARKER HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 18417.000000 NS USD 18586068.060000 0.4360351742 Long EC CORP US N 1 N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202L102 24439.000000 NS USD 1612974.000000 0.0378408923 Long EC CORP US N 1 N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343103 4920.000000 NS USD 609046.800000 0.0142884351 Long EC CORP US N 1 N N N PAX LABS CLASS A COMMON PP 549300FKJA0AEKUHVG68 000000000 70144.000000 NS USD 21744.640000 0.0005101363 Long EC CORP US Y 3 N N N PAYCHEX INC 529900K900DW6SUBM174 704326AC1 95000.000000 PA USD 97350.690000 0.0022838787 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 11354.000000 NS USD 404202.400000 0.0094827192 Long EC CORP US N 1 N N N PENNYMAC FINANCIAL SERVICES 549300W1D516HBDEU871 70932M107 29246.000000 NS USD 2688584.780000 0.0630750694 Long EC CORP US N 1 N N N PENTAIR PLC 549300EVR9D56WPSRP15 000000000 86694.000000 NS USD 8599177.860000 0.2017394967 Long EC CORP IE N 1 N N N PERSIMMON PLC 213800XI72Y57UWN6F31 000000000 104499.000000 NS 2119471.280000 0.0497234824 Long EC CORP GB N 2 N N N PERSONALIS INC 549300EZ2NYFK7H0US48 71535D106 114812.000000 NS USD 1040196.720000 0.0244033518 Long EC CORP US N 1 N N N PERU 254900STKLK2DBJJZ530 715638FD9 260000.000000 PA USD 273976.290000 0.0064275725 Long DBT NUSS PE N 2 2055-06-30 Fixed 6.2000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 345000.000000 PA USD 403758.700000 0.0094723098 Long DBT CORP MX N 2 2033-02-07 Fixed 10.0000000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 380000.000000 PA USD 409026.300000 0.0095958894 Long DBT CORP MX N 2 2029-06-02 Fixed 8.7500000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 265000.000000 PA USD 259926.210000 0.0060979530 Long DBT CORP MX N 2 2031-01-28 Fixed 5.9500000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172EA3 255000.000000 PA USD 252302.430000 0.0059190967 Long DBT CORP US N 2 2035-10-29 Fixed 4.6250000000 N N N N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 718172109 19004.000000 NS USD 3550517.320000 0.0832962859 Long EC CORP US N 1 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 000000000 1.000000 NC USD -3545.210000 -0.0000831718 N/A DFE CORP PH N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 -7436000.000000 PHP 125364.580000 USD 2026-03-06 -3545.210000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -7061.360000 -0.0001656618 N/A DFE CORP PH N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 -14723280.000000 PHP 248180.020000 USD 2026-03-06 -7061.360000 N N N DEUTSCHE BANK 7LTWFZYICNSX8D621K86 000000000 1.000000 NC USD -3626.890000 -0.0000850880 N/A DFE CORP PH N 2 DEUTSCHE BANK 7LTWFZYICNSX8D621K86 -7584720.000000 PHP 127861.090000 USD 2026-03-06 -3626.890000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 15052.690000 0.0003531410 N/A DFE CORP PH N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 -629496.250000 USD 37180000.000000 PHP 2026-03-06 15052.690000 N N N STANDARD CHARTERED SECURITIES 5493003GCX71N8988W38 000000000 1.000000 NC USD -3610.700000 -0.0000847082 N/A DFE CORP PH N 2 STANDARD CHARTERED SECURITIES 5493003GCX71N8988W38 -7436000.000000 PHP 125299.090000 USD 2026-03-06 -3610.700000 N N N Pinnacle Financial Partners In 54930098EZ8JMSAZGS24 72348N109 14920.000000 NS USD 1354139.200000 0.0317685441 Long EC CORP US N 1 N N N PINTEREST INC- CLASS A 529900Y043CEBGO4HB65 72352L106 105292.000000 NS USD 1803651.960000 0.0423142589 Long EC CORP US N 1 N N N PJT PARTNERS INC A 549300W3WBEQUBKYTN87 69343T107 2196.000000 NS USD 324305.280000 0.0076083069 Long EC CORP US N 1 N N N PLANET FITNESS INC - CL A 549300LLE5HUPF6H8G33 72703H101 39731.000000 NS USD 3263901.650000 0.0765721894 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 90000.000000 PA USD 93224.150000 0.0021870687 Long DBT CORP US N 2 2036-07-21 Variable 5.3730000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 130000.000000 PA USD 136929.070000 0.0032124003 Long DBT CORP US N 2 2036-01-29 Variable 5.5750000000 N N N N N N PREF 2024-1A A2 144A N/A 737473AB4 20100.580000 PA USD 20168.450000 0.0004731584 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.5900000000 N N N N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506107 26372.000000 NS USD 3250876.440000 0.0762666138 Long EC CORP US N 1 N N N PRAEMIA HEALTHCARE SACA 96950067NFR9MWI0CJ45 DA8983425 100000.000000 PA 118919.010000 0.0027898785 Long DBT CORP FR N 2 2032-06-05 Fixed 3.8750000000 N N N N N N PRAIRIESKY ROYALTY LTD 529900AXG582AP7CV733 000000000 18598.000000 NS 424575.140000 0.0099606702 Long EC CORP CA N 2 N N PRAXIS PRECISION MEDICINES I N/A 74006W207 2846.000000 NS USD 958390.500000 0.0224841514 Long EC CORP US N 1 N N N PRICESMART INC 549300JVYOSTGVSDZS46 741511109 2653.000000 NS USD 410206.860000 0.0096235857 Long EC CORP US N 1 N N N PRIME MEDICINE INC N/A 74168J101 41125.000000 NS USD 189997.500000 0.0044574029 Long EC CORP US N 1 N N N PROCEPT BIOROBOTICS CORP N/A 74276L105 46807.000000 NS USD 1062050.830000 0.0249160563 Long EC CORP US N 1 N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718109 132455.000000 NS USD 22146476.000000 0.5195634972 Long EC CORP US N 1 N N N PROG 2021-SFR6 D 144A N/A 74333HAG0 400000.000000 PA USD 396369.680000 0.0092989610 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.2250000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315103 25464.000000 NS USD 5440638.240000 0.1276391346 Long EC CORP US N 1 N N N PROLOGIS TARGETED US 144A 5493004DTBWUQ9F2VJ87 74350LAD6 125000.000000 PA USD 125280.210000 0.0029391143 Long DBT CORP US N 2 2031-01-15 Fixed 4.2500000000 N N N N N N PROLOGIS TARGETED US 144A 5493004DTBWUQ9F2VJ87 74350LAE4 140000.000000 PA USD 138320.680000 0.0032450479 Long DBT CORP US N 2 2036-01-15 Fixed 4.7500000000 N N N N N N PROSPERITY BANCSHARES INC N/A 743606105 21159.000000 NS USD 1488958.830000 0.0349314562 Long EC CORP US N 1 N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 000000000 70065.000000 NS 8439393.220000 0.1979908973 Long EC CORP IT N 2 N N N PTC INC 54930050SSMU8SKDJ030 69370C100 26365.000000 NS USD 4128495.350000 0.0968558376 Long EC CORP US N 1 N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 305000.000000 PA USD 316042.020000 0.0074144481 Long DBT CORP US N 2 2036-01-15 Fixed 5.4500000000 N N N N N N PUBLIC STORAGE 254900GLQZAD4N7N5Q19 74460D109 12649.000000 NS USD 3884001.940000 0.0911199430 Long EC CORP US N 1 N N N PUIG BRANDS SA-B 549300OVHNSX30L1AQ94 000000000 1191.000000 NS 22967.810000 0.0005388323 Long EC CORP ES N 2 N N PULTE GROUP INC N/A 745867101 30330.000000 NS USD 4161276.000000 0.0976248822 Long EC CORP US N 1 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834L100 43444.000000 NS USD 9206218.040000 0.2159808559 Long EC CORP US N 1 N N N QUIDELORTHO CORP 549300YU8CMO9HF53113 219798105 55042.000000 NS USD 1251655.080000 0.0293642334 Long EC CORP US N 1 N N N QXO INC N/A 82846H405 103892.000000 NS USD 2488213.400000 0.0583742920 Long EC CORP US N 1 N N N RAIZEN FUELS FINANCE 144A 52990010NH26VC32Q522 75102XAD8 425000.000000 PA USD 187621.430000 0.0044016595 Long DBT CORP LU N 2 2035-01-17 Fixed 5.7000000000 N N N N N N RAMBUS INC 2549000211GDCQSLV833 750917106 11316.000000 NS USD 1127752.560000 0.0264574402 Long EC CORP US N 1 N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281A109 201504.000000 NS USD 8318085.120000 0.1951449700 Long EC CORP US N 1 N N N RBC BEARINGS INC N/A 75524B104 6838.000000 NS USD 3938140.960000 0.0923900620 Long EC CORP US N 1 N N N REALT 2025-1A A1 144A N/A 75585RSS5 861416.900000 PA 636086.330000 0.0149227912 Long ABS-MBS CORP CA N 2 2060-01-12 Variable 3.9300000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CT9 45000.000000 PA USD 46270.570000 0.0010855226 Long DBT CORP US N 2 2035-04-15 Fixed 5.1250000000 N N N N N N RECRUIT HOLDINGS CO LTD 353800R2LRSMVVC4I806 000000000 86700.000000 NS 3772775.570000 0.0885105364 Long EC CORP JP N 2 N N N REDDIT INC-CL A 529900APN1YHPBHPI679 75734B100 381.000000 NS USD 55553.610000 0.0013033057 Long EC CORP US N 1 N N N REDWOOD MATERIALS SER C CVT STOCK PP 5493008UYCX7OTNK6D78 TC25HIZF2 3356.000000 NS USD 157966.920000 0.0037059551 Long EP CORP US Y 3 N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 245000.000000 PA USD 254048.750000 0.0059600659 Long DBT CORP US N 2 2028-04-15 Fixed 6.0500000000 N N N N N N REG16 2019-2A A1R2 144A 254900XPJFGKL5R4O429 75888TAY1 250000.000000 PA USD 249730.250000 0.0058587525 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.8400000000 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886F107 5605.000000 NS USD 4381260.350000 0.1027857863 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AR0 290000.000000 PA USD 310011.190000 0.0072729629 Long DBT CORP US N 2 2033-09-15 Fixed 6.0000000000 N N N N N N RENESAS ELECTRONICS CORP 5299000EPC47VJQOFB81 000000000 244300.000000 NS 4607206.550000 0.1080865573 Long EC CORP JP N 2 N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 759916109 12067.000000 NS USD 1553384.910000 0.0364429129 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759100 53488.000000 NS USD 12248752.000000 0.2873596876 Long EC CORP US N 1 N N N RESONA HOLDINGS INC 52990067JE75XZCYYT81 000000000 233500.000000 NS 2849125.170000 0.0668413989 Long EC CORP JP N 2 N N N REVVITY INC 549300IKL1SDPFI7N655 714046AN9 100000.000000 PA USD 88959.650000 0.0020870222 Long DBT CORP US N 2 2031-09-15 Fixed 2.2500000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046109 62127.000000 NS USD 6107705.370000 0.1432887454 Long EC CORP US N 1 N N N REVVITY INC 549300IKL1SDPFI7N655 714046AM1 73000.000000 PA USD 69131.110000 0.0016218382 Long DBT CORP US N 2 2028-09-15 Fixed 1.9000000000 N N N N N N RGA GLOBAL FUNDING 144A 549300Y22K5FOEBMSK42 76209PAJ2 170000.000000 PA USD 172529.350000 0.0040475944 Long DBT CORP US N 2 2032-08-25 Fixed 5.0000000000 N N N N N N RHEINMETALL AG 5299001OU9CSE29O6S05 000000000 2430.000000 NS 4806963.630000 0.1127729231 Long EC CORP DE N 2 N N N RLI CORP 529900AMTJE5ECN9PS55 749607107 10720.000000 NS USD 668070.400000 0.0156731479 Long EC CORP US N 1 N N N ROCHE HOLDING AG-GENUSSCHEIN 549300U41AUUVOAAOB37 000000000 28516.000000 NS 13570805.930000 0.3183755009 Long EC CORP CH N 2 N N N ROCC 2024-CNTR A 144A N/A 74970WAA8 620000.000000 PA USD 641673.090000 0.0150538584 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.3880000000 N N N N N N ROCKET COS INC-CLASS A N/A 77311W101 77778.000000 NS USD 1414781.820000 0.0331912396 Long EC CORP US N 1 N N N ROCKT 2019-2A AR2 144A 549300IG5M07NI4QKK80 77341GAS9 143270.580000 PA USD 143537.780000 0.0033674428 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 4.7860000000 N N N N N N ROCKT 2021-2A A1R 144A N/A 77341LAQ2 250000.000000 PA USD 250250.000000 0.0058709460 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.7980000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 305000.000000 PA USD 311303.120000 0.0073032720 Long DBT CORP CA N 2 2034-02-15 Fixed 5.3000000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 270000.000000 PA USD 276052.730000 0.0064762864 Long DBT CORP CA N 2 2029-02-15 Fixed 5.0000000000 N N N N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 000000000 417930.000000 NS 7515250.640000 0.1763102132 Long EC CORP GB N 2 N N N ROMANIA 144A 315700IASY927EDWBK92 77586RAX8 366000.000000 PA USD 390025.620000 0.0091501273 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.6250000000 N N N N N N ROMANIA 144A 315700IASY927EDWBK92 YK6552730 140000.000000 PA 171555.960000 0.0040247584 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.3750000000 N N N N N N ROMANIA 144A 315700IASY927EDWBK92 775921AA7 190000.000000 PA USD 189563.870000 0.0044472298 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.7500000000 N N N N N N ROOT INC/OH -CLASS A N/A 77664L207 9520.000000 NS USD 493897.600000 0.0115869976 Long EC CORP US N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 5183.000000 NS USD 1812650.590000 0.0425253697 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296AG8 260000.000000 PA USD 231824.690000 0.0054386823 Long DBT CORP US N 2 2031-04-15 Fixed 1.8750000000 N N N N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 15579.000000 NS USD 3203665.560000 0.0751590313 Long EC CORP US N 1 N N N ROYAL GOLD INC 5493001NGRU6SFL04184 780287108 519.000000 NS USD 155591.010000 0.0036502155 Long EC CORP US N 1 N N N RRAM 2024-28RA A1R 144A 254900ZSKVCYOXP11C98 74989NAA7 315000.000000 PA USD 315182.070000 0.0073942734 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.2220000000 N N N N N N RRAM 2024-34RA A2AR 144A N/A 74988WAC4 250000.000000 PA USD 250007.750000 0.0058652628 Long ABS-CBDO CORP KY N 2 2039-10-15 Floating 5.3720000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECL3 100000.000000 PA USD 63842.490000 0.0014977655 Long DBT CORP US N 2 2051-09-01 Fixed 2.8200000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECP4 95000.000000 PA USD 63135.460000 0.0014811783 Long DBT CORP US N 2 2052-03-15 Fixed 3.0300000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 90000.000000 PA USD 94172.330000 0.0022093134 Long DBT CORP US N 2 2033-02-27 Fixed 5.1500000000 N N N N N N RUSH ENTERPRISES INC-CL A 529900V3XHTN7A6DFT17 781846209 7584.000000 NS USD 538236.480000 0.0126272021 Long EC CORP US N 1 N N N RYANAIR HOLDINGS PLC-SP ADR 635400BR2ROC1FVEBQ56 783513203 72579.000000 NS USD 4898356.710000 0.1149170343 Long EC CORP IE N 1 N N N ESH6 S&P500 EMINI FUT MAR26 N/A 000000000 -84.000000 NC USD 8141.943158 0.0001910126 N/A DE CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short S&P 500 INDEX S&P 500 INDEX 2026-03-20 -28941941.949474 USD 8141.943158 N N N ESH6 S&P500 EMINI FUT MAR26 N/A 000000000 -49.000000 NC USD 4749.466842 0.0001114240 N/A DE CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Short S&P 500 INDEX S&P 500 INDEX 2026-03-20 -16882799.470526 USD 4749.466842 N N N SAFRAN SA 969500UIC89GT3UL7L24 000000000 17150.000000 NS 6906969.710000 0.1620397456 Long EC CORP FR N 2 N N N SAIA INC 549300WNPG4N9GBOYB29 78709Y105 4504.000000 NS USD 1825876.560000 0.0428356553 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 23823.000000 NS USD 4640482.170000 0.1088672141 Long EC CORP US N 1 N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2A0 125000.000000 PA USD 128359.580000 0.0030113573 Long DBT CORP US N 2 2029-12-10 Fixed 5.1000000000 N N N N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2B8 70000.000000 PA USD 71175.590000 0.0016698024 Long DBT CORP US N 2 2028-01-10 Fixed 5.0500000000 N N N N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2E2 105000.000000 PA USD 106099.790000 0.0024891354 Long DBT CORP US N 2 2030-12-12 Fixed 4.8000000000 N N N N N N SAMPO OYJ-A SHS 743700UF3RL386WIDA22 000000000 480300.000000 NS 5323211.420000 0.1248842634 Long EC CORP FI N 2 N N N SAMSONITE GROUP SA N/A 000000000 310800.000000 NS 764688.160000 0.0179398318 Long EC CORP LU N 2 N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 000000000 46876.000000 NS 7015993.450000 0.1645974779 Long EC CORP KR N 2 N N N SANDVIK AB 5299008ZUAXN43LVZF54 000000000 178222.000000 NS 7854459.630000 0.1842681659 Long EC CORP SE N 2 N N N SANOFI 549300E9PC51EN656011 000000000 51254.000000 NS 5012710.990000 0.1175998228 Long EC CORP FR N 2 N N N SDART 2022-5 C N/A 80287HAE8 12982.600000 PA USD 12988.880000 0.0003047233 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.7400000000 N N N N N N SDART 2025-1 A3 N/A 80288DAC0 106411.020000 PA USD 106682.140000 0.0025027975 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.7400000000 N N N N N N SDART 2025-1 B N/A 80288DAD8 265000.000000 PA USD 267045.930000 0.0062649840 Long ABS-O CORP US N 2 2031-03-17 Fixed 4.8800000000 N N N N N N SDART 2026-1 B N/A 80288FAD3 180000.000000 PA USD 180559.690000 0.0042359888 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.0700000000 N N N N N N SDART 2026-1 A3 N/A 80288FAC5 120000.000000 PA USD 120235.630000 0.0028207668 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.9300000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBN5 150000.000000 PA USD 153305.510000 0.0035965969 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 117149.490000 PA USD 118547.000000 0.0027811510 Long ABS-MBS CORP US N 2 2065-02-25 Variable 5.7320000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 40967.000000 NS 8229958.630000 0.1930774940 Long EC CORP DE N 2 N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 ZI6854262 200000.000000 PA 252444.810000 0.0059224370 Long DBT CORP NL N 2 2035-09-14 Fixed 4.8750000000 N N N N N N SAUDI TELECOM CO 144A 21380028ATJ79OTA9W17 78478GAA1 645000.000000 PA USD 639112.100000 0.0149937768 Long DBT CORP SA N 2 2029-05-13 Fixed 3.8900000000 N N N N N N SAVERS VALUE VILLAGE INC N/A 80517M109 94212.000000 NS USD 888419.160000 0.0208426011 Long EC CORP US N 1 N N N SBA TOWER TRUST 144A N/A 78403DBD1 270000.000000 PA USD 273827.280000 0.0064240766 Long DBT CORP US N 2 2029-10-15 Fixed 4.8310000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAV2 290000.000000 PA USD 282765.920000 0.0066337800 Long DBT CORP US N 2 2027-04-15 Fixed 1.8400000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAX8 235000.000000 PA USD 214487.390000 0.0050319436 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 38644.800000 0.0009066195 Long DBT CORP US N 2 2028-01-15 Fixed 2.3280000000 N N N N N N SCENTRE GROUP N/A 000000000 1590358.000000 NS 4322980.110000 0.1014185130 Long EC CORP AU N 2 N N N SCFET 2025-1A A3 144A N/A 78437DAC4 190000.000000 PA USD 195194.470000 0.0045793255 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.1100000000 N N N N N N SCFET 2025-1A A2 144A N/A 78437DAB6 92904.480000 PA USD 93175.230000 0.0021859211 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.8200000000 N N N N N N SCUL 27A BRR 144A N/A 81124UBN3 250000.000000 PA USD 250000.000000 0.0058650809 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.1590000000 N N N N N N SDR 2024-DSNY A 144A N/A 811304AA2 355000.000000 PA USD 354778.130000 0.0083232098 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.0510000000 N N N N N N SEA LTD ADR 529900OM6JLLW44YKI15 81141R100 48330.000000 NS USD 5241388.500000 0.1229646712 Long EC CORP KY N 1 N N N SEB4P 2024-1A A2 144A N/A 78433DAC8 295000.000000 PA USD 303286.790000 0.0071152063 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 81492.000000 NS 1130331.470000 0.0265179422 Long EC CORP CA N 2 N N SSTRT 2025-B B 144A N/A 81378WAB9 84607.770000 PA USD 85555.720000 0.0020071649 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 0.0018913675 Long EP CORP US Y 3 N N N SEGRO CAPITAL SARL 549300HY425AKJLQVX75 BV2275139 125000.000000 PA 142984.000000 0.0033544509 Long DBT CORP LU N 2 2030-03-23 Fixed 1.8750000000 N N N N N N SEGRO PLC 213800XC35KGM9NFC641 000000000 200762.000000 NS 2272698.600000 0.0533182450 Long EC CORP GB N 2 N N N SEMTECH CORP 549300J7WUY317SW6O61 816850101 21418.000000 NS USD 1932331.960000 0.0453331334 Long EC CORP US N 1 N N N SEMT 2013-4 B1 N/A 81744YAF3 48224.710000 PA USD 47269.420000 0.0011089559 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 83998.410000 PA USD 81180.800000 0.0019045279 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.7780000000 N N N N N N SEMT 2017-CH2 A19 144A N/A 81746JAU1 11414.380000 PA USD 10913.930000 0.0002560443 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 3514.790000 PA USD 3279.320000 0.0000769339 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.5000000000 N N N N N N SEMT 2018-CH2 A21 144A N/A 81747EAW7 10155.720000 PA USD 9645.290000 0.0002262816 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0000000000 N N N N N N SEMT 2018-CH2 A3 144A N/A 81747EAC1 30538.420000 PA USD 29086.220000 0.0006823721 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0000000000 N N N N N N SERVICE CORP INTERNATIONAL 549300RKVM2ME20JHZ15 817565104 7462.000000 NS USD 628151.160000 0.0147366296 Long EC CORP US N 1 N N N SERV 2021-1 A2I 144A N/A 81761TAE5 276252.090000 PA USD 260940.180000 0.0061217411 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.8650000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762P102 60958.000000 NS USD 6584073.580000 0.1544644979 Long EC CORP US N 1 N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 000000000 274000.000000 NS 3864099.070000 0.0906530152 Long EC CORP JP N 2 N N SFAST 2024-1A A4 144A N/A 78435VAD4 65000.000000 PA USD 66055.960000 0.0015496942 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 36115.890000 0.0008472905 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 153118.170000 PA USD 154843.400000 0.0036326763 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 46438.570000 0.0010894639 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.4100000000 N N N N N N SFAST 2026-1A A4 144A N/A 81885FAE6 120000.000000 PA USD 120564.300000 0.0028284775 Long ABS-O CORP US N 2 2032-01-20 Fixed 4.0700000000 N N N N N N SFAST 2026-1A B 144A N/A 81885FAF3 105000.000000 PA USD 105548.790000 0.0024762088 Long ABS-O CORP US N 2 2032-06-21 Fixed 4.2700000000 N N N N N N SHATTUCK LABS INC N/A 82024L103 83662.000000 NS USD 327955.040000 0.0076939314 Long EC CORP US N 1 N N N SHELL PLC-ADR 21380068P1DRHMJ8KU70 780259305 141420.000000 NS USD 11809984.200000 0.2770660530 Long EC CORP GB N 1 N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 6171.000000 NS USD 2237542.890000 0.0524934806 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348BW5 28000.000000 PA USD 28772.260000 0.0006750065 Long DBT CORP US N 2 2035-08-15 Fixed 5.1500000000 N N N N N N SHIMIZU CORP 353800BRAE0QFP3ZLY22 000000000 165600.000000 NS 3701349.580000 0.0868348595 Long EC CORP JP N 2 N N N SHIN-ETSU CHEMICAL CO LTD 353800PX8Q64N86H5W41 000000000 131800.000000 NS 5189171.700000 0.1217396482 Long EC CORP JP N 2 N N N SHOPIFY INC - CLASS A 549300HGQ43STJLLP808 82509L107 37497.000000 NS USD 4527012.810000 0.1062051862 Long EC CORP CA N 1 N N N SIEMENS AG-REG W38RGI023J3WT1HWRP32 000000000 67930.000000 NS 19641542.660000 0.4607969500 Long EC CORP DE N 2 N N N SIEMENS HEALTHINEERS AG 529900QBVWXMWANH7H45 000000000 96121.000000 NS 4767562.470000 0.1118485591 Long EC CORP DE N 2 N N N SPEAK 2018-5A A1R 144A N/A 82666VAA2 415000.000000 PA USD 415240.290000 0.0097416716 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.2180000000 N N N N N N SILA NANO SER F CVT PFD STOCK PP N/A 000000000 5247.000000 NS USD 56982.420000 0.0013368260 Long EP CORP US Y 3 N N N SIMPLY GOOD FOODS CO/THE N/A 82900L102 9423.000000 NS USD 160756.380000 0.0037713967 Long EC CORP US N 1 N N N SIMPSON MANUFACTURING CO INC 529900EJUNNL15LZ8056 829073105 1866.000000 NS USD 361201.620000 0.0084739069 Long EC CORP US N 1 N N N SITEONE LANDSCAPE SUPPLY INC 5299008LX7SBD4HIAU03 82982L103 16492.000000 NS USD 2356541.880000 0.0552852355 Long EC CORP US N 1 N N N SITIME CORP N/A 82982T106 2148.000000 NS USD 854646.240000 0.0200502775 Long EC CORP US N 1 N N N SK SQUARE CO LTD N/A 000000000 10188.000000 NS 4572558.170000 0.1072736951 Long EC CORP KR N 2 N N N SKANDINAVISKA ENSKILDA BAN-A F3JS33DEI6XQ4ZBPTN86 000000000 243004.000000 NS 5166555.510000 0.1212090650 Long EC CORP SE N 2 N N N SKYWARD SPECIALTY INSURANCE 549300GXGXJG0YH4VN21 830940102 4365.000000 NS USD 202841.550000 0.0047587284 Long EC CORP US N 1 N N N SLB LTD 213800ZUA17OK3QLGM62 806857108 244654.000000 NS USD 12560536.360000 0.2946742497 Long EC CORP CW N 1 N N N SMB 2021-A B 144A N/A 78448YAD3 85347.660000 PA USD 83591.050000 0.0019610731 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.3100000000 N N N N N N SNAM SPA 144A 8156002278562044AF79 83304JAC1 200000.000000 PA USD 216334.540000 0.0050752783 Long DBT CORP IT N 2 2055-05-28 Fixed 6.5000000000 N N N N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RBH4 395000.000000 PA USD 390682.230000 0.0091655316 Long DBT CORP FR N 2 2028-01-19 Variable 2.7970000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 000000000 89858.000000 NS 7787147.320000 0.1826889973 Long EC CORP FR N 2 N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RCC4 255000.000000 PA USD 261525.880000 0.0061354818 Long DBT CORP FR N 2 2029-04-13 Variable 5.5000000000 N N N N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RBS0 225000.000000 PA USD 247052.210000 0.0057959248 Long DBT CORP FR N 2 2034-01-10 Variable 6.6910000000 N N N N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAS0 478000.000000 PA USD 477897.270000 0.0112116247 Long DBT CORP US N 2 2054-04-30 Fixed 5.9000000000 N N N N N N SONOVA HOLDING AG-REG 5299004A0QNX7FBNHS61 000000000 5488.000000 NS 1430752.140000 0.0335659084 Long EC CORP CH N 2 N N N SONY GROUP CORP 529900R5WX9N2OI2N910 000000000 395000.000000 NS 9080363.470000 0.2130282669 Long EC CORP JP N 2 N N N SOTERA HEALTH CO N/A 83601L102 79015.000000 NS USD 1283993.750000 0.0301229091 Long EC CORP US N 1 N N N SNDPT 2019-1A BRR 144A N/A 83611KAY8 250000.000000 PA USD 250246.500000 0.0058708639 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.3180000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JL8 120000.000000 PA USD 120506.080000 0.0028271117 Long DBT CORP US N 2 2033-03-15 Fixed 4.8000000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DC3 120000.000000 PA USD 126222.140000 0.0029612123 Long DBT CORP US N 2 2035-06-15 Fixed 5.4500000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAK4 85000.000000 PA USD 86541.560000 0.0020302930 Long DBT CORP US N 2 2035-09-15 Fixed 5.1000000000 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587107 163478.000000 NS USD 15919487.640000 0.3734763342 Long EC CORP US N 1 N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 75000.000000 PA USD 74886.930000 0.0017568716 Long DBT CORP US N 2 2035-10-01 Fixed 4.9000000000 N N N N N N SouthState Bank Corp 549300JZUANXM0YQ4W53 84472E102 23823.000000 NS USD 2350615.410000 0.0551461986 Long EC CORP US N 1 N N N SPAC PCSC Freenome PIPE COMMIT PP 254900QDTSQ6S0QOCS43 000000000 32013.000000 NS USD 365908.590000 0.0085843340 Long EC CORP US Y 2 N N N SPIRAX GROUP PLC 213800WFVZQMHOZP2W17 000000000 9953.000000 NS 1060562.790000 0.0248811464 Long EC CORP GB N 2 N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 215000.000000 PA USD 262523.720000 0.0061588915 Long DBT CORP US N 2 2032-03-15 Fixed 8.7500000000 N N N N N N SPRINT CAP CORP 549300L17W0GQBR1PO80 852060AD4 305000.000000 PA USD 327554.360000 0.0076845313 Long DBT CORP US N 2 2028-11-15 Fixed 6.8750000000 N N N N N N SPX TECHNOLOGIES INC P761FCI0CPOG24I8JE10 78473E103 5027.000000 NS USD 1140827.380000 0.0267641797 Long EC CORP US N 1 N N N SG ISSUER SA N/A 000000000 -344.000000 NC USD -803240.000000 -0.0188442705 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 6425.000000 USD 2026-03-20 XXXX 633648.000000 N N N STANDARD CHARTERED PLC 144A U4LOSYZ7YG4W3S5F2G91 85325C2N1 700000.000000 PA USD 701199.520000 0.0164503678 Long DBT CORP GB N 2 2032-06-05 Variable 4.5290000000 N N N N N N STANDARD CHARTERED PLC 144A U4LOSYZ7YG4W3S5F2G91 853254CS7 200000.000000 PA USD 207631.460000 0.0048711013 Long DBT CORP GB N 2 2029-01-09 Variable 6.3010000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 282461.000000 NS 6967579.720000 0.1634616761 Long EC CORP GB N 2 N N N STANDEX INTERNATIONAL CORP RCX52GR0JW2LRRMH9Z54 854231107 2671.000000 NS USD 699802.000000 0.0164175815 Long EC CORP US N 1 N N N IL ST BABS 54930048FV8RWPR02D67 452152GS4 42857.140000 PA USD 46866.760000 0.0010995094 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 64891.320000 0.0015223714 Long DBT CORP US N 2 2036-10-23 Variable 4.7840000000 N N N N N N STC SUKUK CO II LTD 144A 254900OIKUHJZUXKMR88 784772AA3 200000.000000 PA USD 200911.880000 0.0047134578 Long DBT NUSS KY N 2 2031-01-15 Fixed 4.4890000000 N N N N N N STC SUKUK CO II LTD 144A 254900OIKUHJZUXKMR88 784772AB1 200000.000000 PA USD 203038.970000 0.0047633600 Long DBT NUSS KY N 2 2036-01-15 Fixed 5.0830000000 N N N N N N SFUEL 2025-BA C 144A N/A 858933AF1 19000.000000 PA USD 19203.990000 0.0004505318 Long ABS-O CORP US N 2 2030-01-22 Fixed 4.7100000000 N N N N N N SFUEL 2025-BA A4 144A N/A 858933AD6 125000.000000 PA USD 126053.240000 0.0029572498 Long ABS-O CORP US N 2 2029-06-20 Fixed 4.2900000000 N N N N N N SFUEL 2025-BA B 144A N/A 858933AE4 60000.000000 PA USD 60555.250000 0.0014206458 Long ABS-O CORP US N 2 2029-07-20 Fixed 4.4700000000 N N N N N N SFUEL 2025-CA B 144A N/A 85855EAE6 200000.000000 PA USD 201640.600000 0.0047305538 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.2500000000 N N N N N N SFUEL 2025-CA A4 144A N/A 85855EAD8 20000.000000 PA USD 20158.230000 0.0004729186 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.1300000000 N N N N N N STEPSTONE GROUP INC-CLASS A N/A 85914M107 6884.000000 NS USD 296975.760000 0.0069671475 Long EC CORP US N 1 N N N STERIS PLC 549300BRDKZ1HFI2J358 000000000 13354.000000 NS USD 3369881.900000 0.0790585204 Long EC CORP IE N 1 N N N STEVANATO GROUP SPA 81560033F7E1CD477507 000000000 56372.000000 NS USD 874893.440000 0.0205252834 Long EC CORP IT N 1 N N N STONEX GROUP INC 549300JUF07L8VF02M60 861896108 14395.000000 NS USD 1835362.500000 0.0430581985 Long EC CORP US N 1 N N N STORA ENSO OYJ-R SHS 7437000ZP669LKUTZ738 000000000 264198.000000 NS 3583755.730000 0.0840760697 Long EC CORP FI N 2 N N N STRYKER CORP 5493002F0SC4JTBU5137 863667101 7901.000000 NS USD 3061321.460000 0.0718195926 Long EC CORP US N 1 N N N SUBARU CORP 549300N244BVAEE6HH86 000000000 34900.000000 NS 654623.180000 0.0153576717 Long EC CORP JP N 2 N N N SUMITOMO CORP V82KK8NH1P0JS71FJC05 000000000 212400.000000 NS 9019174.390000 0.2115927513 Long EC CORP JP N 2 N N N SUMITOMO MITSUI TRUST GROUP INC 353800P843RLCDBLNT17 000000000 142916.000000 NS 4983324.090000 0.1169103966 Long EC CORP JP N 2 N N N SURGERY PARTNERS INC 549300LC82HG33S19I03 86881A100 33656.000000 NS USD 521668.000000 0.0122385002 Long EC CORP US N 1 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 75000.000000 PA USD 78062.410000 0.0018313694 Long DBT CORP US N 2 2033-08-15 Fixed 5.1640000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAP8 50000.000000 PA USD 52459.150000 0.0012307086 Long DBT CORP US N 2 2032-08-15 Fixed 5.2130000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAQ6 170000.000000 PA USD 180637.360000 0.0042378109 Long DBT CORP US N 2 2035-08-15 Fixed 5.5370000000 N N N N N N SUZUKI MOTOR CORP 353800D83H0V3ZV1SV24 000000000 256100.000000 NS 3873095.710000 0.0908640793 Long EC CORP JP N 2 N N N SYMP 2022-37A AR2 144A 54930094HTRXFLXUBV36 87169VBG9 250000.000000 PA USD 249730.250000 0.0058587525 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 4.7950000000 N N N N N N SYMP 2015-16A ARR 144A 5493004PWOYFPAFQVT02 87165VAX7 100569.030000 PA USD 100564.000000 0.0023592640 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 4.8720000000 N N N N N N SYMP 2022-31A BR 144A 549300OJB1EXT6QKOX87 87168YAQ3 250000.000000 PA USD 251514.750000 0.0059006175 Long ABS-CBDO CORP BM N 2 2038-01-22 Floating 5.1690000000 N N N N N N SYMP 2022-31A AR 144A 549300OJB1EXT6QKOX87 87168YAN0 250000.000000 PA USD 249810.000000 0.0058606235 Long ABS-CBDO CORP BM N 2 2038-01-22 Floating 4.8390000000 N N N N N N SYNIT 2025-A1 A N/A 87166PAP6 245000.000000 PA USD 249686.090000 0.0058577165 Long ABS-O CORP US N 2 2031-02-15 Fixed 4.7800000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 6895.000000 NS USD 2854530.000000 0.0669681980 Long EC CORP US N 1 N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 185000.000000 PA USD 184874.740000 0.0043372213 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 189471.120000 0.0044450538 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 4887724.776000 NS USD 48730616.020000 1.1432360291 Long EC RF US N 1 N N N TRP INST FLOATING RATE FUND 863VOPTBPYYVTH00FU88 77958B402 1959825.100000 NS USD 18089185.670000 0.4243781525 Long EC RF US N 1 N N N TRP INST HIGH YIELD FUND E81VH37I6Q4XM5FXIK06 77958B204 5540478.802000 NS USD 43880592.110000 1.0294528979 Long EC RF US N 1 N N N TRP INTL BOND FD (USD HEDGED) - I N/A 77956H195 10976579.082000 NS USD 94618111.680000 2.2197715340 Long EC RF US N 1 N N N TRP US TREASURY LONG-TERM INDEX FD-I 81MQEQSHGI5PN6BWN277 77957T503 9987360.997000 NS USD 74006344.990000 1.7362128141 Long EC RF US N 1 N N N TRP INFLATION PROTECTED BD FD-I QTPF0SBNUVQ114GUHO71 77958D200 847267.512000 NS USD 8845472.830000 0.2075176564 Long EC RF US N 1 N N N TRP INST EMERGING MARKETS EQUITY FUND GQU182N3UGI7FJWXW132 74144Q203 6242737.062000 NS USD 288601734.360000 6.7706901270 Long EC RF US N 1 N N N TRP LTD DURATION INFL FOCUSED BD FD-I 5493009ZRV6DHHWWGU69 872798202 4419484.495000 NS USD 20859966.810000 0.4893815751 Long EC RF US N 1 N N N T ROWE PR REAL ASSETS-I 5493008NLR7XEV5QEO07 87279W209 11490636.137000 NS USD 238660512.570000 5.5990528947 Long EC RF US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 91169.000000 NS USD 19791878.210000 0.4643238707 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 120000.000000 PA USD 121020.950000 0.0028391907 Long DBT CORP US N 2 2055-11-15 Fixed 5.8750000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADZ5 325000.000000 PA USD 326993.330000 0.0076713694 Long DBT CORP US N 2 2036-02-15 Fixed 5.0000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 210000.000000 PA USD 202746.210000 0.0047564917 Long DBT CORP US N 2 2031-04-15 Fixed 3.5000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADW2 380000.000000 PA USD 382470.060000 0.0089728714 Long DBT CORP US N 2 2033-01-15 Fixed 4.6250000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 370000.000000 PA USD 381525.510000 0.0089507120 Long DBT CORP US N 2 2033-07-15 Fixed 5.0500000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADY8 250000.000000 PA USD 245634.750000 0.0057626708 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 120783717.300000 NS USD 120783717.300000 2.8336251133 Long STIV RF US N 1 N N N TAIWAN SEMICONDUCTOR-SP ADR 549300KB6NK5SBD14S87 874039100 12483.000000 NS USD 4675882.140000 0.1096977089 Long EC CORP TW N 1 N N N TAIWAN SEMICONDUCTOR MANUFAC 549300KB6NK5SBD14S87 000000000 245759.000000 NS 15334917.680000 0.3597621337 Long EC CORP TW N 2 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 91000.000000 PA USD 96231.850000 0.0022576304 Long DBT CORP US N 2 2029-03-01 Fixed 6.1500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAQ4 90000.000000 PA USD 93606.850000 0.0021960470 Long DBT CORP US N 2 2036-02-15 Fixed 5.6500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAM3 65000.000000 PA USD 67364.400000 0.0015803906 Long DBT CORP US N 2 2035-08-15 Fixed 5.5500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAN1 34000.000000 PA USD 34380.760000 0.0008065838 Long DBT CORP US N 2 2055-05-15 Fixed 6.1250000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBQ4 320000.000000 PA USD 325564.600000 0.0076378509 Long DBT CORP US N 2 2030-03-01 Fixed 5.5000000000 N N N N N N TE CONNECTIVITY PLC 6367003TB6K484NFHE54 000000000 36524.000000 NS USD 8405998.600000 0.1972074487 Long EC CORP IE N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 000000000 219019.000000 NS USD 14523149.890000 0.3407177985 Long EC CORP GB N 1 N N N TECHTRONIC INDUSTRIES CO LTD 549300HZW2SBE758OK89 000000000 187500.000000 NS 3036690.270000 0.0712417369 Long EC CORP HK N 2 N N N TELEDYNE TECHNOLOGIES INC 549300VSMO9KYQWDND94 879360105 1822.000000 NS USD 1240964.200000 0.0291134219 Long EC CORP US N 1 N N N ERICSSON LM-B SHS 549300W9JLPW15XIFM52 000000000 330465.000000 NS 3820170.970000 0.0896224478 Long EC CORP SE N 2 N N N TELSTRA GROUP LTD 894500WRW54CVN62K416 000000000 937228.000000 NS 3454895.800000 0.0810529740 Long EC CORP AU N 2 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 000000000 27400.000000 NS 1802751.020000 0.0422931226 Long EC CORP KY N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 41499.000000 NS USD 9934445.610000 0.2330653104 Long EC CORP US N 1 N N N TERRENO REALTY CORP N/A 88146M101 23312.000000 NS USD 1539990.720000 0.0361286809 Long EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 88160R101 41888.000000 NS USD 16860338.880000 0.3955490089 Long EC CORP US N 1 N N N TEXAS CAPITAL BANCSHARES INC 549300466Q2SXRX0YM48 88224Q107 22507.000000 NS USD 2144917.100000 0.0503204496 Long EC CORP US N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 60458.000000 NS USD 12823746.380000 0.3008492419 Long EC CORP US N 1 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 000000000 1.000000 NC USD 14350.600000 0.0003366697 N/A DFE CORP TH N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 -629642.450000 USD 20005000.000000 THB 2026-03-06 14350.600000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.000000 NC USD -2467.880000 -0.0000578973 N/A DFE CORP TH N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -20005000.000000 THB 641525.170000 USD 2026-03-06 -2467.880000 N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 6468.000000 NS USD 3370539.480000 0.0790739475 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DK5 110000.000000 PA USD 112133.460000 0.0026306873 Long DBT CORP US N 2 2046-02-12 Fixed 5.5460000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DF6 230000.000000 PA USD 231853.720000 0.0054393633 Long DBT CORP US N 2 2037-10-07 Fixed 4.8940000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DH2 65000.000000 PA USD 65758.050000 0.0015427051 Long DBT CORP US N 2 2033-06-15 Fixed 4.5500000000 N N N N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAN8 32000.000000 PA USD 34654.120000 0.0008129969 Long DBT CORP US N 2 2038-07-01 Fixed 7.3000000000 N N N N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAU2 110000.000000 PA USD 112791.750000 0.0026461310 Long DBT CORP US N 2 2039-06-15 Fixed 6.7500000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540109 57700.000000 NS USD 9327782.000000 0.2188327857 Long EC CORP US N 1 N N N TMX GROUP LTD 549300N65GFVKSHGJW59 000000000 72871.000000 NS 2457970.540000 0.0576647847 Long EC CORP CA N 2 N N N TOKIO MARINE HOLDINGS INC 5299009QN2NZ191KLS29 000000000 133800.000000 NS 5556933.400000 0.1303674567 Long EC CORP JP N 2 N N N TOKYO ELECTRON LTD 549300H5LSF8DP3RIJ34 000000000 21600.000000 NS 6077695.660000 0.1425847079 Long EC CORP JP N 2 N N N TOLL BROTHERS INC 529900JB6IS9MSZGVR44 889478103 19198.000000 NS USD 3018693.520000 0.0708195273 Long EC CORP US N 1 N N N TOPAZ ENERGY CORP 98450056D90CB02FQ571 000000000 8289.000000 NS 189351.740000 0.0044422531 Long EC CORP CA N 2 N N TORCHYS HOLDINGS CVT PFD TAX BLOCK PP N/A 000000000 17718.000000 NS USD 59886.840000 0.0014049647 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 0.0071553443 Long EC CORP US Y 3 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAJ9 145000.000000 PA USD 146251.980000 0.0034311188 Long DBT CORP CA N 2 2035-10-15 Fixed 4.9280000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAU3 108000.000000 PA USD 79520.500000 0.0018655767 Long DBT CORP FR N 2 2049-07-12 Fixed 3.4610000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 124000.000000 PA USD 85058.650000 0.0019955035 Long DBT CORP FR N 2 2050-05-29 Fixed 3.1270000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 146124.000000 NS 11704768.110000 0.2745976494 Long EC CORP FR N 2 N N N TPMT 2026-1 A1A 144A N/A 891959AA6 262286.010000 PA USD 264794.960000 0.0062121755 Long ABS-MBS CORP US N 2 2066-01-25 Variable 4.1980000000 N N N N N N TPMT 2019-HY3 A1A 144A N/A 89177XAA5 58992.820000 PA USD 59084.180000 0.0013861340 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.7880000000 N N N N N N TPMT 2024-2 A1B 144A N/A 89183AAQ2 129654.380000 PA USD 132350.920000 0.0031049954 Long ABS-MBS CORP US N 2 2064-12-25 Variable 4.8330000000 N N N N N N TPMT 2025-1 A1A 144A N/A 89190KAA6 208486.940000 PA USD 212651.090000 0.0049888634 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.8020000000 N N N N N N TPMT 2025-1 A1B 144A N/A 89190KAB4 106461.420000 PA USD 107930.600000 0.0025320868 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.8020000000 N N N N N N TOWER SEMICONDUCTOR LTD 54930086ZSNXZOUX0C54 000000000 6308.000000 NS USD 787679.960000 0.0184792269 Long EC CORP IL N 1 N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 000000000 395200.000000 NS 9575050.000000 0.2246337731 Long EC CORP JP N 2 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 130139.000000 NS USD 6746405.760000 0.1582728634 Long EC CORP US N 1 N N N TRADEWEB MARKETS INC-CLASS A N/A 892672106 33198.000000 NS USD 4091819.490000 0.0959954100 Long EC CORP US N 1 N N N TRANS-ALLEGHENY INTERSTA 144A N/A 893045AF1 30000.000000 PA USD 31014.520000 0.0007276107 Long DBT CORP US N 2 2031-01-15 Fixed 5.0000000000 N N N N N N TRANSDIGM GROUP INC N/A 893641100 1151.000000 NS USD 1499511.290000 0.0351790204 Long EC CORP US N 1 N N N TRAVELERS COS INC/THE 549300Y650407RU8B149 89417E109 11014.000000 NS USD 3399360.960000 0.0797501087 Long EC CORP US N 1 N N N TRAVERE THERAPEUTICS INC N/A 89422G107 8253.000000 NS USD 245856.870000 0.0057678818 Long EC CORP US N 1 N N N GRS - SECURITY LENDING COLLATERAL 549300SIV6FPS9Y7IH33 000000000 5012968.450000 NS USD 5012968.450000 0.1176058629 Long STIV RF US N 1 N N Treeline Bio Common WTS 8/35 PP N/A 000000000 4005.000000 NS USD 29184.440000 0.0006846764 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 0.0045645086 Long EP CORP US Y 3 N N N TCN 2024-SFR2 A 144A N/A 89616VAA8 99684.350000 PA USD 100127.970000 0.0023490346 Long ABS-O CORP US N 2 2040-06-17 Fixed 4.7500000000 N N N N N N TRNTS 2019-10A AR2 144A 549300W90X4BIMRJ8H82 89640AAW6 260000.000000 PA USD 260168.220000 0.0061036307 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 4.8120000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -1242.790000 -0.0000291563 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ISHARES IBOXX INVESTMENT GRA Y Equity Performance Leg 2028-01-18 0.000000 USD 0.000000 USD 759560.000000 USD -1242.790000 N N N TSURUHA HOLDINGS INC N/A 000000000 103200.000000 NS 1739774.040000 0.0408156623 Long EC CORP JP N 2 N N TURNING POINT BRANDS INC 549300IYG00QF0VVP302 90041L105 2221.000000 NS USD 304254.790000 0.0071379159 Long EC CORP US N 1 N N N TWFG INC N/A 87318A101 31469.000000 NS USD 640394.150000 0.0150238541 Long EC CORP US N 1 N N N TWIST BIOSCIENCE CORP 549300T23BL59LCOH584 90184D100 5884.000000 NS USD 276077.280000 0.0064768624 Long EC CORP US N 1 N N N TX 2024-HOU A 144A N/A 90216DAA0 120000.000000 PA USD 120074.990000 0.0028169981 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.2510000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 205000.000000 PA USD 203613.440000 0.0047768372 Long DBT CORP US N 2 2035-09-15 Fixed 4.8000000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 40000.000000 PA USD 40107.310000 0.0009409305 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 266250.720000 0.0062463281 Long DBT CORP US N 2 2029-08-15 Fixed 4.5000000000 N N N N N N UBS GROUP AG-REG 549300SZJ9VS8SGXAN81 000000000 125973.000000 NS 5234158.750000 0.1227950589 Long EC CORP CH N 2 N N N UL SOLUTIONS INC - CLASS A 549300F7CUV5ESKV9P71 903731107 15903.000000 NS USD 1335374.910000 0.0313283277 Long EC CORP US N 1 N N N ULTA BEAUTY INC 529900CIV6HN8M28YM82 90384S303 7942.000000 NS USD 5438602.180000 0.1275913680 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 82885.000000 NS 7057439.030000 0.1655698046 Long EC CORP IT N 2 N N N UNILEVER PLC 549300MKFYEKVRWML317 000000000 228945.000000 NS 16823351.600000 0.3946812753 Long EC CORP GB N 2 N N N UNITED STATES LIME & MINERAL 549300VGDEEG8RT7VC89 911922102 5053.000000 NS USD 576850.480000 0.0135330990 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 6220000.000000 PA USD 6201534.380000 0.1454900044 Long DBT UST US N 2 2044-02-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 500000.000000 PA USD 449296.880000 0.0105406503 Long DBT UST US N 2 2052-11-15 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 4605000.000000 PA USD 4675873.830000 0.1096975139 Long DBT UST US N 2 2030-04-30 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2515000.000000 PA USD 2380801.170000 0.0558543663 Long DBT UST US N 2 2032-08-15 Fixed 2.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 4135000.000000 PA USD 3603264.840000 0.0845337598 Long DBT UST US N 2 2042-08-15 Fixed 3.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2360000.000000 PA USD 2354100.000000 0.0552279482 Long DBT UST US N 2 2055-02-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 1115000.000000 PA USD 1145314.060000 0.0268694387 Long DBT UST US N 2 2031-07-31 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 6155000.000000 PA USD 6216550.000000 0.1458422757 Long DBT UST US N 2 2030-12-31 Fixed 3.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 1630000.000000 PA USD 1660944.530000 0.0389662964 Long DBT UST US N 2 2029-10-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2835000.000000 PA USD 2674645.310000 0.0627480449 Long DBT UST US N 2 2042-11-15 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2235000.000000 PA USD 2198681.250000 0.0515817740 Long DBT UST US N 2 2043-08-15 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 1200000.000000 PA USD 1216593.750000 0.0285416833 Long DBT UST US N 2 2028-06-30 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 3845000.000000 PA USD 3881647.660000 0.0910647108 Long DBT UST US N 2 2044-11-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 1340000.000000 PA USD 1342826.560000 0.0315031459 Long DBT UST US N 2 2029-09-30 Fixed 3.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 4860000.000000 PA USD 4900246.880000 0.1149613783 Long DBT UST US N 2 2027-12-31 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 4875000.000000 PA USD 4406542.970000 0.1033789248 Long DBT UST US N 2 2043-11-15 Fixed 3.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2195000.000000 PA USD 2033804.690000 0.0477137165 Long DBT UST US N 2 2043-02-15 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2760000.000000 PA USD 2585343.750000 0.0606530014 Long DBT UST US N 2 2054-02-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 835000.000000 PA USD 859658.590000 0.0201678688 Long DBT UST US N 2 2043-11-15 Fixed 4.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2400000.000000 PA USD 2448187.500000 0.0574352714 Long DBT UST US N 2 2030-03-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 580000.000000 PA USD 441071.880000 0.0103476891 Long DBT UST US N 2 2042-02-15 Fixed 2.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 5480000.000000 PA USD 5521528.130000 0.1295368376 Long DBT UST US N 2 2028-05-15 Fixed 3.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2215000.000000 PA USD 2111431.450000 0.0495348654 Long DBT UST US N 2 2027-11-30 Fixed 0.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 1090000.000000 PA USD 1141775.000000 0.0267864112 Long DBT UST US N 2 2033-11-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2230000.000000 PA USD 2303171.880000 0.0540331580 Long DBT UST US N 2 2029-12-31 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2505000.000000 PA USD 2577018.750000 0.0604576942 Long DBT UST US N 2 2030-01-31 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 245000.000000 PA USD 254378.910000 0.0059678116 Long DBT UST US N 2 2034-05-15 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 940000.000000 PA USD 965850.000000 0.0226591537 Long DBT UST US N 2 2034-11-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 3375000.000000 PA USD 3162480.470000 0.0741928157 Long DBT UST US N 2 2054-08-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2485000.000000 PA USD 2577410.940000 0.0604668951 Long DBT UST US N 2 2030-11-30 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 1250000.000000 PA USD 1146875.000000 0.0269060588 Long DBT UST US N 2 2053-08-15 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 1890000.000000 PA USD 1985681.250000 0.0465847250 Long DBT UST US N 2 2031-05-31 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 4985000.000000 PA USD 5025503.130000 0.1178999305 Long DBT UST US N 2 2031-08-31 Fixed 3.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2790000.000000 PA USD 2725917.190000 0.0639508998 Long DBT UST US N 2 2054-11-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2355000.000000 PA USD 2235226.170000 0.0524391296 Long DBT UST US N 2 2028-10-31 Fixed 1.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 285000.000000 PA USD 269903.910000 0.0063320331 Long DBT UST US N 2 2044-08-15 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 3490000.000000 PA USD 3596063.280000 0.0843648088 Long DBT UST US N 2 2028-09-30 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 545000.000000 PA USD 556496.090000 0.0130555784 Long DBT UST US N 2 2031-01-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 1265000.000000 PA USD 1297316.800000 0.0304354722 Long DBT UST US N 2 2028-11-30 Fixed 4.3750000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 225000.000000 PA USD 224590.790000 0.0052689726 Long DBT CORP US N 2 2033-04-15 Fixed 4.5000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFR8 65000.000000 PA USD 67305.600000 0.0015790112 Long DBT CORP US N 2 2055-06-15 Fixed 5.9500000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 115000.000000 PA USD 119931.100000 0.0028136224 Long DBT CORP US N 2 2035-06-15 Fixed 5.3000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 64725.000000 NS USD 18981900.750000 0.4453215373 Long EC CORP US N 1 N N N UNITI GROUP INC 549300V3NU625PJUVA84 912932100 187181.000000 NS USD 1370164.920000 0.0321445126 Long EC CORP US N 1 N N N URANIUM ENERGY CORP 549300VD69WD2USLIP04 916896103 2053.000000 NS USD 31472.490000 0.0007383548 Long EC CORP US N 1 N N N URBAN OUTFITTERS INC 549300N3DUFR5U6NRN38 917047102 6133.000000 NS USD 406004.600000 0.0095249994 Long EC CORP US N 1 N N N UXYM6 US 10YR ULTRA FUT JUN26 N/A 000000000 -5.000000 NC USD -3132.100000 -0.0000734801 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short US TREASURY N/B US TREASURY N/B 2026-06-18 -580539.800000 USD -3132.100000 N N N TUM6 US 2YR NOTE (CBT) JUN26 N/A 000000000 69.000000 NC USD 16073.930000 0.0003770996 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Long US TREASURY N/B US TREASURY N/B 2026-06-30 14423793.290000 USD 16073.930000 N N N FVM6 US 5YR NOTE (CBT) JUN26 N/A 000000000 52.000000 NC USD 21849.880000 0.0005126053 N/A DIR CORP US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long US TREASURY N/B US TREASURY N/B 2026-06-30 5705462.880000 USD 21849.880000 N N N USCLN 2023-1 B 144A N/A 90357PAV6 43944.240000 PA USD 44379.150000 0.0010411492 Long ABS-O CORP US N 2 2032-08-25 Fixed 6.7890000000 N N N N N N US FOODS HOLDING CORP 549300UGOZSO64CFPR97 912008109 42692.000000 NS USD 4124474.120000 0.0967614982 Long EC CORP US N 1 N N N USCB FINANCIAL HOLDINGS INC N/A 90355N101 20641.000000 NS USD 390734.130000 0.0091667492 Long EC CORP US N 1 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD -32763.520000 -0.0007686428 N/A DIR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Call Written BARCLAYS AC28XWWI3WIBK2824319 N/A AC28XWWI3WIBK2824319 000000000 0.000000 NC USD 0.000000 N/A DIR CORP US N/A USD SOFR IRS 1/12/2029 REC FIX 2029-01-12 0.000000 USD 0.000000 USD N/A USD -28188000.0000000000 USD 2.000000 USD 2027-01-08 XXXX -15568.840000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD -31629.100000 -0.0007420289 N/A DIR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Call Written BARCLAYS AC28XWWI3WIBK2824319 N/A AC28XWWI3WIBK2824319 000000000 0.000000 NC USD 0.000000 N/A DIR CORP US N/A USD SOFR IRS 1/12/2029 REC FIX 2029-01-12 0.000000 USD 0.000000 USD N/A USD -27212000.0000000000 USD 2.000000 USD 2027-01-08 XXXX -14757.660000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD 71152.550000 0.0016692619 N/A DIR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Call Purchased BARCLAYS AC28XWWI3WIBK2824319 N/A AC28XWWI3WIBK2824319 000000000 0.000000 NC USD 0.000000 N/A DIR CORP US N/A USD SOFR IRS 1/12/2029 REC FIX 2029-01-12 0.000000 USD 0.000000 USD N/A USD 28188000.0000000000 USD 2.500000 USD 2027-01-08 XXXX 27461.150000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD 68688.910000 0.0016114641 N/A DIR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Call Purchased BARCLAYS AC28XWWI3WIBK2824319 N/A AC28XWWI3WIBK2824319 000000000 0.000000 NC USD 0.000000 N/A DIR CORP US N/A USD SOFR IRS 1/12/2029 REC FIX 2029-01-12 0.000000 USD 0.000000 USD N/A USD 27212000.0000000000 USD 2.500000 USD 2027-01-08 XXXX 26782.430000 N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.000000 NC USD 809.930000 0.0000190012 N/A DIR CORP US N 2 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 N/A 9R7GPTSO7KV3UQJZQ078 000000000 0.000000 NC USD 0.000000 N/A DIR CORP US N/A USD SOFR IRS 4/8/2036 PAY FIX 2036-04-08 0.000000 USD 0.000000 USD N/A USD 5535000.0000000000 USD 4.050000 USD 2026-04-06 XXXX -21468.450000 N N N RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 000000000 1.000000 NC USD -7623.820000 -0.0001788573 N/A DFE CORP US N 2 RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 -899874.970000 CAD 653750.850000 USD 2026-04-24 -7623.820000 N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.000000 NC USD 6336.330000 0.0001486524 N/A DFE CORP US N 2 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 -2079708.470000 EUR 2473877.180000 USD 2026-05-22 6336.330000 N N N DEUTSCHE BANK 7LTWFZYICNSX8D621K86 000000000 1.000000 NC USD -2299.350000 -0.0000539435 N/A DFE CORP US N 2 DEUTSCHE BANK 7LTWFZYICNSX8D621K86 -692864.220000 USD 220912827.000000 HUF 2026-04-17 -2299.350000 N N N DEUTSCHE BANK 7LTWFZYICNSX8D621K86 000000000 1.000000 NC USD -2909.840000 -0.0000682658 N/A DFE CORP US N 2 DEUTSCHE BANK 7LTWFZYICNSX8D621K86 -144455000.000000 KZT 282138.670000 USD 2026-04-10 -2909.840000 N N N UWM 2021-INV2 A15 144A N/A 90354TAV1 180676.880000 PA USD 153798.300000 0.0036081579 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5000000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 52846.000000 NS USD 10814405.440000 0.2537094529 Long EC CORP US N 1 N N N VAXCYTE INC 254900M7NMHTGASX8D95 92243G108 25405.000000 NS USD 1568504.700000 0.0367976281 Long EC CORP US N 1 N N N VEEVA SYSTEMS INC CL A 549300YZEXPDB92M2F02 922475108 11055.000000 NS USD 2012120.550000 0.0472049996 Long EC CORP US N 1 N N N VERD 2024-1A A2 144A N/A 92339MAB6 63559.730000 PA USD 64764.300000 0.0015193914 Long ABS-O CORP US N 2 2031-12-12 Fixed 5.6800000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHJ6 290000.000000 PA USD 291369.480000 0.0068356223 Long DBT CORP US N 2 2055-11-30 Fixed 5.8750000000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAC2 30000.000000 PA USD 30033.570000 0.0007045973 Long DBT CORP US N 2 2056-03-15 Fixed 5.8000000000 N N N N N N VIAVI SOLUTIONS INC 5493006K3E3N1QOBF092 925550105 21840.000000 NS USD 648866.400000 0.0152226158 Long EC CORP US N 1 N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 93183.000000 NS USD 2815058.430000 0.0660421822 Long EC CORP US N 1 N N N VINCI SA 213800WFQ334R8UXUG83 000000000 29240.000000 NS 4853434.870000 0.1138631534 Long EC CORP FR N 2 N N N VIPER ENERGY INC-CL A N/A 64361Q101 27839.000000 NS USD 1295627.060000 0.0303958303 Long EC CORP US N 1 N N N VISA INC-CLASS A SHARES 549300JZ4OKEHW3DPJ59 92826C839 109946.000000 NS USD 35198112.440000 0.8257591137 Long EC CORP US N 1 N N N VISHAY PRECISION GROUP N/A 92835K103 1428.000000 NS USD 65787.960000 0.0015434068 Long EC CORP US N 1 N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAQ5 320000.000000 PA USD 358872.320000 0.0084192608 Long DBT CORP US N 2 2033-10-15 Fixed 6.9500000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAS1 85000.000000 PA USD 90026.130000 0.0021120422 Long DBT CORP US N 2 2034-04-15 Fixed 6.0000000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAU6 7000.000000 PA USD 7256.620000 0.0001702427 Long DBT CORP US N 2 2034-12-30 Fixed 5.7000000000 N N N N N N VOYA 2021-2A A1R 144A N/A 92919AAN4 515000.000000 PA USD 515361.020000 0.0120905364 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 4.8380000000 N N N N N N VSE CORP CVT PFD 5.75 2/29 549300QWJYQDH4U5XI15 918284209 16561.000000 NS USD 959709.950000 0.0225151061 Long EP CORP US N 1 N N N VSE CORP 549300QWJYQDH4U5XI15 918284100 30993.000000 NS USD 7037580.510000 0.1651039173 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687106 67188.000000 NS USD 7124615.520000 0.1671457868 Long EC CORP US N 1 N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 93627C101 10507.000000 NS USD 874602.680000 0.0205184620 Long EC CORP US N 1 N N N WB 2024-HQ A 144A N/A 92943PAA9 200000.000000 PA USD 199944.380000 0.0046907599 Long ABS-MBS CORP US N 2 2040-03-15 Variable 6.1340000000 N N N N N N WEATHERFORD INTERNATIONAL PL 529900LPBDSCQDJKHQ39 000000000 12303.000000 NS USD 1297474.380000 0.0304391690 Long EC CORP IE N 1 N N N WEIR GROUP PLC/THE 549300KDR56WHY9I3D10 000000000 14751.000000 NS 699644.300000 0.0164138818 Long EC CORP GB N 2 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 617000.000000 PA USD 638621.680000 0.0149822714 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 367410.560000 0.0086195707 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 103784.490000 0.0024348177 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.1860000000 N N N N N N WELLTOWER INC 254900F33BIAR82QTA19 95040Q104 58131.000000 NS USD 12040092.720000 0.2824644734 Long EC CORP US N 1 N N N WESTERN ALLIANCE BANCORP 5493003VJXZ5JXT9S762 957638109 20067.000000 NS USD 1611781.440000 0.0378129144 Long EC CORP US N 1 N N N WABTEC CORP 06BTX5UWZD0GQ5N5Y745 929740108 65753.000000 NS USD 17355504.350000 0.4071657511 Long EC CORP US N 1 N N N WFLF 2025-3A A1 144A 549300BSFY0E0XXREF43 96328GCP0 265000.000000 PA USD 266093.790000 0.0062426465 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 467.000000 NS USD 1036978.170000 0.0243278436 Long EC CORP BM N 1 N N N WillScot Holdings Corp 549300HJ4VIXF476Q166 971378104 52100.000000 NS USD 1125881.000000 0.0264135328 Long EC CORP US N 1 N N N WEF 2025-1A A2 144A N/A 97415CAB4 100000.000000 PA USD 100365.110000 0.0023545980 Long ABS-O CORP US N 2 2033-09-20 Fixed 4.3300000000 N N N N N N WINGSTOP INC 549300SSH3F8HPIM3Q47 974155103 4265.000000 NS USD 1106810.150000 0.0259661245 Long EC CORP US N 1 N N N WISDOMTREE INC 549300WIU8IS7UFO7871 97717P104 5521.000000 NS USD 94464.310000 0.0022161633 Long EC CORP US N 1 N N N WOART 2023-A B N/A 98164JAF1 210000.000000 PA USD 211957.980000 0.0049726028 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.0300000000 N N N N N N WW GRAINGER INC 549300TWZSP6O1IH2V34 384802104 3105.000000 NS USD 3554386.650000 0.0833870616 Long EC CORP US N 1 N N N WYNDHAM HOTELS & RESORTS INC 549300FE3MQ4RVXXC673 98311A105 13523.000000 NS USD 1106181.400000 0.0259513738 Long EC CORP US N 1 N N N WYNNTON FUNDING TRUST 144A N/A 983196AA4 130000.000000 PA USD 131680.690000 0.0030892716 Long DBT CORP US N 2 2035-08-15 Fixed 5.2510000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389B100 8793.000000 NS USD 732984.480000 0.0171960532 Long EC CORP US N 1 N N N XENON PHARMACEUTICALS INC 549300XV44Q9Z1MIPQ03 98420N105 7365.000000 NS USD 318388.950000 0.0074695079 Long EC CORP CA N 1 N N N YPSOMED HOLDING AG-REG 391200QLIOTTBNPNSI14 000000000 1577.000000 NS 546080.200000 0.0128112183 Long EC CORP CH N 2 N N 2026-04-06 T. ROWE PRICE SPECTRUM FUNDS II, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President XXXX