NPORT-P false 0000923084 XXXXXXXX S000002139 C000005534 C000169940 T. ROWE PRICE SPECTRUM FUNDS II, INC. 811-07173 0000923084 549300A8BZJXQVJCNM56 1307 Point Street Baltimore 21231 410-345-2000 T. Rowe Price Spectrum Conservative Allocation Fund S000002139 123UYQVEAGVMJ6ZNXH55 2026-05-31 2026-05-31 N 2100928239.950000 34017880.920000 2066910359.030000 917262.550000 0.000000 10902.580000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 2218452.800000 27856325.530000 0.000000 1038331.220000 USD UST Benchmark for PSFI PSFI_BMRK 1661 INC D/B/A GOAT SR F CVT PFD STK PP N/A TC912VAO9 14624.000000 NS USD 12430.400000 0.0006014001 Long EP CORP US Y 3 N N N 3I GROUP PLC 35GDVHRBMFE7NWATNM84 000000000 26047.000000 NS 791042.760000 0.0382717497 Long EC CORP GB N 2 N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 88579YBR1 405000.000000 PA USD 409445.450000 0.0198095408 Long DBT CORP US N 2 2035-03-15 Fixed 5.1500000000 N N N N N N MORGN 2019-5A BR2 144A 549300HKB0UTKU91DG08 33829WAN9 250000.000000 PA USD 250397.000000 0.0121145554 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.1730000000 N N N N N N NWML 2024-1AR A1R 144A N/A 81785BAL0 730000.000000 PA USD 730000.000000 0.0353184161 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 4.9160000000 N N N N N N ABB LTD-REG 5493000LKVGOO9PELI61 000000000 15591.000000 NS 1667105.300000 0.0806568748 Long EC CORP CH N 2 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 26367.000000 NS USD 2257015.200000 0.1091975368 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BU3 345000.000000 PA USD 335487.370000 0.0162313459 Long DBT CORP US N 2 2036-03-15 Fixed 4.6500000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824BW9 400000.000000 PA USD 390270.630000 0.0188818363 Long DBT CORP US N 2 2056-03-15 Fixed 5.5000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDW6 355000.000000 PA USD 340960.440000 0.0164961407 Long DBT CORP US N 2 2054-03-15 Fixed 5.4000000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 6888.000000 NS USD 1499655.360000 0.0725554136 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDS5 400000.000000 PA USD 404455.480000 0.0195681191 Long DBT CORP US N 2 2029-03-15 Fixed 4.8000000000 N N N N N N Long Wall Co SER A-8 CVT PFD STOCK PP N/A 000000000 1182.000000 NS USD 70.920000 0.0000034312 Long EP CORP US Y 3 N N N ABN AMRO BANK NV-CVA GDR BFXS5XCH7N0Y05NIXW11 000000000 18862.000000 NS 749601.490000 0.0362667634 Long EC CORP NL N 2 N N N ABU DHABI DEVELOPMENT HO 144A 254900G082ZFKTCR2Q75 00402AAB7 230000.000000 PA USD 227106.890000 0.0109877474 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 450000.000000 PA USD 447871.410000 0.0216686422 Long DBT CORP AE N 2 2030-05-06 Fixed 4.5000000000 N N N N N N ADEIA INC N/A 00676P107 2061.000000 NS USD 55069.920000 0.0026643594 Long EC CORP US N 1 N N N ADMIRAL GROUP PLC 213800FGVM7Z9EJB2685 000000000 19419.000000 NS 859263.170000 0.0415723481 Long EC CORP GB N 2 N N N ADVANCED MICRO DEVICES R2I72C950HOYXII45366 007903107 17306.000000 NS USD 8931626.600000 0.4321245264 Long EC CORP US N 1 N N N ADYEN NV 724500973ODKK3IFQ447 000000000 174.000000 NS 190593.960000 0.0092212011 Long EC CORP NL N 2 N N N AEHR TEST SYSTEMS 529900A4GWWZFRU2RE97 00760J108 678.000000 NS USD 62599.740000 0.0030286626 Long EC CORP US N 1 N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAT6 110000.000000 PA USD 110729.180000 0.0053572318 Long DBT CORP US N 2 2036-06-01 Fixed 5.2500000000 N N N N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 000000000 5127.000000 NS USD 714652.530000 0.0345758841 Long EC CORP NL N 1 N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCM5 595000.000000 PA USD 604895.110000 0.0292656673 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 1263.000000 NS USD 868548.550000 0.0420215877 Long EC CORP US Y 3 N N N AFFRM 2026-X1 B 144A N/A 00835EAB6 100000.000000 PA USD 99993.760000 0.0048378373 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.5900000000 N N N N N N AFFRM 2026-X1 A 144A N/A 00835EAA8 450000.000000 PA USD 450108.140000 0.0217768583 Long ABS-O CORP US N 2 2031-04-15 Fixed 4.2700000000 N N N N N N AFRMT 2025-1A A 144A N/A 00833BAA6 285000.000000 PA USD 286560.690000 0.0138642050 Long ABS-O CORP US N 2 2033-02-15 Fixed 4.9900000000 N N N N N N AFRMT 2026-1A A 144A N/A 00833BAU2 210000.000000 PA USD 208878.220000 0.0101058190 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.3700000000 N N N N N N AFRMT 2026-2A A 144A N/A 00833KAA6 275000.000000 PA USD 274656.860000 0.0132882812 Long ABS-O CORP US N 2 2035-04-16 Fixed 4.6700000000 N N N N N N AGL 2021-10A A1R2 144A 549300AEMLN0HO8ST474 00119YAN3 785000.000000 PA USD 786445.970000 0.0380493506 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.8430000000 N N N N N N AGL 2021-13A BR 144A 254900DIJ0G5TXNJMM06 00120JAN3 250000.000000 PA USD 250157.250000 0.0121029559 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.3250000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 000000000 104400.000000 NS 1095132.770000 0.0529840477 Long EC CORP HK N 2 N N N AIR LIQUIDE SA 969500MMPQVHK671GT54 000000000 8385.000000 NS 1732204.480000 0.0838064637 Long EC CORP FR N 2 N N N AIRBNB INC-CLASS A 549300HMUDNO0RY56D37 009066101 5649.000000 NS USD 753068.190000 0.0364344872 Long EC CORP US N 1 N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AD3 530000.000000 PA USD 529792.080000 0.0256320782 Long DBT CORP US N 2 2031-03-16 Fixed 4.6500000000 N N N N N N AIRBUS SE MINO79WLOO247M1IL051 000000000 9603.000000 NS 2005367.620000 0.0970224766 Long EC CORP NL N 2 N N N AJINOMOTO CO INC 353800UT0TLROREPIC92 000000000 22700.000000 NS 733460.570000 0.0354858432 Long EC CORP JP N 2 N N N AKER BP ASA 549300NFTY73920OYK69 000000000 19340.000000 NS 695768.130000 0.0336622305 Long EC CORP NO N 2 N N N AKTIS ONCOLOGY INC N/A 01021M104 5175.000000 NS USD 107329.500000 0.0051927506 Long EC CORP US N 1 N N N ALAMAR BIOSCIENCES INC N/A 010911105 3006.000000 NS USD 61442.640000 0.0029726804 Long EC CORP US N 1 N N N ALIBABA GROUP HOLDING LTD 5493001NTNQJDH60PM02 000000000 23136.000000 NS 358704.270000 0.0173546118 Long EC CORP KY N 2 N N N ALIGNMENT HEALTHCARE INC N/A 01625V104 32472.000000 NS USD 497471.040000 0.0240683413 Long EC CORP US N 1 N N N ALKERMES PLC N/A 000000000 3432.000000 NS USD 144796.080000 0.0070054359 Long EC CORP IE N 1 N N N ALLIANCE LAUNDRY HOLDINGS IN N/A 01862Q107 4368.000000 NS USD 110292.000000 0.0053360805 Long EC CORP US N 1 N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002101 5238.000000 NS USD 1079499.420000 0.0522276844 Long EC CORP US N 1 N N N ABCLN 2025-A A2 144A N/A 02007G5D1 423216.750000 PA USD 423682.250000 0.0204983370 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 523270.740000 PA USD 522414.510000 0.0252751411 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 282642.590000 PA USD 282099.440000 0.0136483635 Long ABS-O CORP US N 2 2033-09-15 Fixed 4.3400000000 N N N N N N ABCLN 2026-A A2 144A N/A 02009EAA4 330000.000000 PA USD 330244.330000 0.0159776803 Long ABS-O CORP US N 2 2034-03-15 Fixed 4.5860000000 N N N N N N ABCLN 2026-A B 144A N/A 02009EAB2 250000.000000 PA USD 250182.850000 0.0121041945 Long ABS-O CORP US N 2 2034-03-15 Fixed 4.7310000000 N N N N N N ALMONTY INDUSTRIES INC 54930049R1BTGV5RJ021 020398707 9249.000000 NS USD 181835.340000 0.0087974468 Long EC CORP CA N 1 N N N ALPHABET INC CL C 5493006MHB84DD0ZWV18 02079K107 65354.000000 NS USD 24601206.220000 1.1902405981 Long EC CORP US N 1 N N N ALPHABET INC CL A 5493006MHB84DD0ZWV18 02079K305 20022.000000 NS USD 7615167.480000 0.3684324019 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135CW4 590000.000000 PA USD 563268.450000 0.0272517116 Long DBT CORP US N 2 2055-11-20 Fixed 5.4500000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 79139.000000 NS USD 21418178.960000 1.0362413090 Long EC CORP US N 1 N N N AMBARELLA INC 254900XN7F4DG0CEKC02 000000000 877.000000 NS USD 63301.860000 0.0030626321 Long EC CORP KY N 1 N N N AMBIQ MICRO INC 529900H4UP6I4UMDAA87 023193105 2441.000000 NS USD 194450.060000 0.0094077645 Long EC CORP US N 1 N N N AMEREN CORPORATION XRZQ5S7HYJFPHJ78L959 023608102 14881.000000 NS USD 1606701.570000 0.0777344582 Long EC CORP US N 1 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AS1 305000.000000 PA USD 298178.530000 0.0144262923 Long DBT CORP US N 2 2036-05-15 Fixed 5.0000000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816109 9450.000000 NS USD 2990641.500000 0.1446913983 Long EC CORP US N 1 N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 02666TAJ6 100000.000000 PA USD 99512.840000 0.0048145697 Long DBT CORP US N 2 2035-03-15 Fixed 5.2500000000 N N N N N N AMERICAN SUPERCONDUCTOR CORP 549300S9YT8Z8LOK4452 030111207 930.000000 NS USD 47374.200000 0.0022920297 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCR9 140000.000000 PA USD 138075.050000 0.0066802631 Long DBT CORP US N 2 2032-12-15 Fixed 4.7000000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCN8 60000.000000 PA USD 60536.950000 0.0029288619 Long DBT CORP US N 2 2030-03-15 Fixed 4.9000000000 N N N N N N AMCAR 2023-1 C N/A 03067BAF6 410000.000000 PA USD 414940.710000 0.0200754091 Long ABS-O CORP US N 2 2028-12-18 Fixed 5.8000000000 N N N N N N AMCAR 2023-2 B N/A 03065UAE9 75000.000000 PA USD 75802.370000 0.0036674242 Long ABS-O CORP US N 2 2029-07-18 Fixed 5.8400000000 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 12859.000000 NS USD 2904205.150000 0.1405094874 Long EC CORP US N 1 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162100 3995.000000 NS USD 1345476.050000 0.0650960040 Long EC CORP US N 1 N N N AMPHENOL CORP-CL A 549300D3L3G0R4U4VT04 032095101 14210.000000 NS USD 2113879.600000 0.1022724373 Long EC CORP US N 1 N N N AXIS 2024-2A A2 144A 254900VBZK8DVZNJFJ70 03238BAB9 245322.040000 PA USD 247535.580000 0.0119761159 Long ABS-O CORP US N 2 2031-06-20 Fixed 5.1900000000 N N N N N N ANALOG DEVICES INC GYVOE5EZ4GDAVTU4CQ61 032654105 8957.000000 NS USD 3706854.450000 0.1793427777 Long EC CORP US N 1 N N N ANCHC 2026-22A AR4 144A 549300GQXKMJDZ17HU89 03333KAC1 595000.000000 PA USD 596015.670000 0.0288360677 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.8090000000 N N N N N N ANGLO AMERICAN CAPITAL 144A TINT358G1SSHR3L3PW36 034863BH2 210000.000000 PA USD 208851.720000 0.0101045369 Long DBT CORP GB N 2 2033-03-21 Fixed 5.0000000000 N N N N N N ANNALY CAPITAL MANAGEMENT IN 2DTL0G3FPRYUT58TI025 035710839 7315.000000 NS USD 159832.750000 0.0077329309 Long EC CORP US N 1 N N N ANTERIX INC 549300QIX2QHFGIEQG40 03676C100 2447.000000 NS USD 156656.940000 0.0075792808 Long EC CORP US N 1 N N N Anthropic PBC SER H-1 CVT PFD PP 984500B6DEB8CEBC4Z70 000000000 1082.000000 NS USD 637308.280000 0.0308338616 Long EP CORP US Y 3 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 000000000 17800.000000 NS 980556.830000 0.0474407042 Long EC CORP GB N 2 N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 YL8307156 200000.000000 PA USD 202216.020000 0.0097834925 Long DBT CORP GB N 2 2035-09-09 Fixed 5.6250000000 N N N N N N ANZ GROUP HOLDINGS LTD 9845005D9C6BAA10BK72 000000000 63513.000000 NS 1608102.060000 0.0778022159 Long EC CORP AU N 2 N N N APA INFRASTRUCTURE LTD 144A 261700SS8OEHDOCOUJ33 00188LAA5 131000.000000 PA USD 129507.470000 0.0062657517 Long DBT CORP AU N 2 2034-09-16 Fixed 5.1250000000 N N N N N N APA INFRASTRUCTURE LTD 144A 261700SS8OEHDOCOUJ33 00188LAB3 100000.000000 PA USD 98621.030000 0.0047714227 Long DBT CORP AU N 2 2044-09-16 Fixed 5.7500000000 N N N N N N APT PIPELINES LTD 261700SS8OEHDOCOUJ33 BO4852667 200000.000000 PA 217961.960000 0.0105453030 Long DBT CORP AU N 2 2029-03-15 Fixed 0.7500000000 N N N N N N API GROUP CORP 213800NZT1VX6PZ7BT53 00187Y100 14424.000000 NS USD 591384.000000 0.0286119810 Long EC CORP US N 1 N N N APOLLO GLOBAL MANAGEMENT INC 254900LMFT1CY9IYB476 03769M106 1941.000000 NS USD 249826.110000 0.0120869349 Long EC CORP US N 1 N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735DB0 109000.000000 PA USD 112052.690000 0.0054212651 Long DBT CORP US N 2 2034-04-01 Fixed 5.6500000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 92330.000000 NS USD 28812499.800000 1.3939888430 Long EC CORP US N 1 N N N DIN 2023-1A A2 144A N/A 03789XAF5 215000.000000 PA USD 217135.510000 0.0105053182 Long ABS-O CORP US N 2 2053-03-05 Fixed 7.8240000000 N N N N N N APTIV PLC 254900HTTDFIJZ32GX53 03835VAJ5 595000.000000 PA USD 366515.290000 0.0177325199 Long DBT CORP JE N 2 2051-12-01 Fixed 3.1000000000 N N N N N N ARCHROCK INC 549300K3RIHMHDVFTL28 03957W106 3381.000000 NS USD 113229.690000 0.0054782100 Long EC CORP US N 1 N N N ARCOSA INC 549300WFHLTCZV7D6V29 039653100 4456.000000 NS USD 564798.000000 0.0273257134 Long EC CORP US N 1 N N N ARCUS BIOSCIENCES INC N/A 03969F109 1907.000000 NS USD 48323.380000 0.0023379524 Long EC CORP US N 1 N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBL6 25000.000000 PA USD 24292.730000 0.0011753161 Long DBT CORP US N 2 2031-01-15 Fixed 5.1000000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBH5 40000.000000 PA USD 39768.390000 0.0019240501 Long DBT CORP US N 2 2032-03-08 Fixed 5.8000000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBG7 57000.000000 PA USD 57707.210000 0.0027919551 Long DBT CORP US N 2 2029-07-15 Fixed 5.9500000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBN2 100000.000000 PA USD 99630.850000 0.0048202792 Long DBT CORP US N 2 2030-01-15 Fixed 5.5500000000 N N N N N N ARES STRATEGIC INCOME FU 144A 549300IANZJVZPTICV54 04020EAL1 100000.000000 PA USD 99201.530000 0.0047995081 Long DBT CORP US N 2 2028-09-09 Fixed 5.4500000000 N N N N N N ARGENX SE - ADR 7245009C5FZE6G9ODQ71 04016X101 1429.000000 NS USD 1194629.710000 0.0577978481 Long EC CORP NL N 1 N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413205 10371.000000 NS USD 1653863.370000 0.0800162118 Long EC CORP US N 1 N N N ASICS CORP 3538002LJMRZ83SU0B85 000000000 47000.000000 NS 1427765.140000 0.0690772647 Long EC CORP JP N 2 N N N ASML HOLDING NV 724500Y6DUVHQD6OXN27 000000000 3222.000000 NS 5209761.810000 0.2520555276 Long EC CORP NL N 2 N N N ASML HOLDING NV NY 724500Y6DUVHQD6OXN27 N07059210 1346.000000 NS USD 2170774.960000 0.1050251140 Long EC CORP NL N 1 N N N ASPEN INSURANCE HLDG LTD 549300YX6HECG9XQCQ75 04530DAE2 175000.000000 PA USD 180547.160000 0.0087351229 Long DBT CORP BM N 2 2030-07-01 Fixed 5.7500000000 N N N N N N ASTRAZENECA PLC PY6ZZQWO2IZFZC3IOL08 000000000 23359.000000 NS USD 4337065.530000 0.2098332669 Long EC CORP GB N 1 N N N AT&T INC 549300Z40J86GGSTL398 00206RKJ0 555000.000000 PA USD 366978.830000 0.0177549466 Long DBT CORP US N 2 2053-09-15 Fixed 3.5000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNB4 230000.000000 PA USD 225960.270000 0.0109322724 Long DBT CORP US N 2 2032-11-01 Fixed 4.5500000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNP3 410000.000000 PA USD 412560.980000 0.0199602744 Long DBT CORP US N 2 2056-10-30 Fixed 6.2000000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RNN8 615000.000000 PA USD 608611.000000 0.0294454473 Long DBT CORP US N 2 2036-10-30 Fixed 5.2500000000 N N N N N N ATHENE GLOBAL FUNDING 144A 549300LM1QSI4MSIL320 04685A3Z2 410000.000000 PA USD 412139.100000 0.0199398633 Long DBT CORP US N 2 2031-07-11 Fixed 5.5260000000 N N N N N N ATKORE INC 52990002TI38AM4RPV48 047649108 514.000000 NS USD 42564.340000 0.0020593220 Long EC CORP US N 1 N N N ATLANTA BRAVES HOLDINGS IN-C N/A 047726302 4378.000000 NS USD 217148.800000 0.0105059612 Long EC CORP US N 1 N N N ATLANTIC UNION BANKSHARES CORP N/A 04911A107 8597.000000 NS USD 323419.140000 0.0156474681 Long EC CORP US N 1 N N N ATLAS WAREHOUSE LEND 144A 25490068J12A1HV7YM70 049463AG7 250000.000000 PA USD 245831.160000 0.0118936537 Long DBT CORP US N 2 2030-11-15 Fixed 4.9500000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 049560105 471.000000 NS USD 79660.230000 0.0038540728 Long EC CORP US N 1 N N N ATMUS FILTRATION TECHNOLOGIE 529900LQIM2HCG8LM938 04956D107 4925.000000 NS USD 230391.500000 0.0111466614 Long EC CORP US N 1 N N N AUGUSTA SPINCO CORPORATI N/A 051473AF3 215000.000000 PA USD 214658.350000 0.0103854697 Long DBT CORP US N 2 2036-03-23 Fixed 5.2450000000 N N N N N N AUGUSTA SPINCO CORPORATI N/A 051473AE6 120000.000000 PA USD 119595.370000 0.0057861905 Long DBT CORP US N 2 2033-03-23 Fixed 4.9450000000 N N N N N N AURORA INNOVATION INC 984500AB2E0D9F7D9D76 051774107 66538.000000 NS USD 488388.920000 0.0236289357 Long EC CORP US N 1 N N N AUTOLIV INC SDR A23RUXWKASG834LTMK28 000000000 5340.000000 NS 683917.480000 0.0330888796 Long EC CORP US N 2 N N N AUTOMATIC DATA PROCESSNG HGBOLILQXWER4SAL2I23 053015AK9 410000.000000 PA USD 408895.610000 0.0197829387 Long DBT CORP US N 2 2036-05-07 Fixed 5.0000000000 N N N N N N AUTOZONE INC GA3JGKJ41LJKXDN23E90 053332102 601.000000 NS USD 1764049.190000 0.0853471551 Long EC CORP US N 1 N N N AVALYN PHARMA INC N/A 05348Y105 3340.000000 NS USD 96125.200000 0.0046506710 Long EC CORP US N 1 N N N AESOP 2022-1A A 144A IHXLB8SL0QWSSG2VG640 05377REZ3 125000.000000 PA USD 124323.180000 0.0060149285 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.8300000000 N N N N N N AESOP 2026-1A B 144A IHXLB8SL0QWSSG2VG640 05377RLM4 100000.000000 PA USD 98263.530000 0.0047541263 Long ABS-O CORP US N 2 2030-08-20 Fixed 4.5700000000 N N N N N N AESOP 2025-3A A 144A IHXLB8SL0QWSSG2VG640 05377RKW3 100000.000000 PA USD 98738.710000 0.0047771162 Long ABS-O CORP US N 2 2030-02-20 Fixed 4.1700000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 000000000 31705.000000 NS 1462023.970000 0.0707347546 Long EC CORP FR N 2 N N N AXT INC 549300M2142IVLVIJN37 00246W103 52.000000 NS USD 5364.320000 0.0002595333 Long EC CORP US N 1 N N N AZZ INC 549300HD1X2NFLWPYC83 002474104 3375.000000 NS USD 457346.250000 0.0221270481 Long EC CORP US N 1 N N N Alamar Bioscience, Inc Lockup Shares PP N/A 000000000 4740.000000 NS USD 96885.600000 0.0046874602 Long EC CORP US Y 2 N N N Anduril Industries Ser H CVT PFD PP 254900CIXLZUXXNYQW57 000000000 2126.000000 NS USD 146593.440000 0.0070923947 Long EP CORP US Y 3 N N N BABCOCK & WILCOX ENTERPRISES 5493006H661OZN2C0T54 05614L209 1863.000000 NS USD 34372.350000 0.0016629821 Long EC CORP US N 1 N N N BAE SYSTEMS PLC 144A 8SVCSVKSGDWMW2QHOH83 05523RAL1 250000.000000 PA USD 254856.850000 0.0123303291 Long DBT CORP GB N 2 2034-03-26 Fixed 5.3000000000 N N N N N N BAKER HUGHES LLC/CO-OBL N/A 05724BAQ2 405000.000000 PA USD 404014.280000 0.0195467732 Long DBT CORP US N 2 2056-06-15 Fixed 5.8500000000 N N N N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498106 20328.000000 NS USD 1111331.760000 0.0537677774 Long EC CORP US N 1 N N N BANC OF CALIFORNIA INC 549300ZKWUJDP6LJ1X87 05990K106 24191.000000 NS USD 464951.020000 0.0224949775 Long EC CORP US N 1 N N N BANCO BILBAO VIZCAYA ARGENTA K8MS7FD7N5Z2WQ51AZ71 000000000 76457.000000 NS 1785780.990000 0.0863985698 Long EC CORP ES N 2 N N N BANCO SANTANDER CHILE 144A 3YJP8HORPAEXJ80D6368 05973N2A8 390000.000000 PA USD 386484.900000 0.0186986774 Long DBT CORP CL N 2 2030-11-20 Fixed 4.5500000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 172555.000000 NS 2157947.000000 0.1044044794 Long EC CORP ES N 2 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAS8 200000.000000 PA USD 196065.950000 0.0094859436 Long DBT CORP ES N 2 2035-11-06 Fixed 5.1270000000 N N N N N N BANK HAPOALIM 144A B6ARUI4946ST4S7WOU88 DC8043374 490000.000000 PA USD 484586.190000 0.0234449543 Long DBT CORP IL N 2 2029-07-14 Fixed 4.7220000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMM8 570000.000000 PA USD 583935.810000 0.0282516272 Long DBT CORP US N 2 2036-01-24 Variable 5.5110000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 81658.000000 NS USD 4213552.800000 0.2038575491 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMW6 400000.000000 PA USD 408382.180000 0.0197580983 Long DBT CORP US N 2 2036-05-09 Variable 5.4640000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 1575000.000000 PA USD 1406788.520000 0.0680623866 Long DBT CORP US N 2 2031-07-23 Variable 1.8980000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368MS70 350000.000000 PA USD 350393.460000 0.0169525233 Long DBT CORP CA N 2 2037-06-02 Variable 5.2980000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RCM7 410000.000000 PA USD 407606.310000 0.0197205606 Long DBT CORP US N 2 2037-04-23 Variable 5.0850000000 N N N N N N BANK5 2024-5YR12 A3 N/A 06644XBG0 195000.000000 PA USD 201568.980000 0.0097521878 Long ABS-MBS CORP US N 2 2057-12-15 Variable 5.9020000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 238153.000000 NS 1454891.440000 0.0703896729 Long EC CORP GB N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 200000.000000 PA USD 204103.450000 0.0098748090 Long DBT CORP GB N 2 2036-02-25 Variable 5.7850000000 N N N N N N BABSN 2023-4A A1R 144A 5493000KFDA0OKC5JK34 06763MAL9 705471.000000 PA USD 706726.740000 0.0341924233 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.8450000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DCB9 415000.000000 PA USD 426077.060000 0.0206142012 Long DBT CORP US N 2 2032-08-15 Fixed 5.3500000000 N N N N N N BAWAG GROUP AG 529900S9YO2JHTIIDG38 000000000 3644.000000 NS 653446.360000 0.0316146444 Long EC CORP AT N 2 N N N BAYER US FINANCE LLC 144A 54930093Q75GSEM74I71 07274EAK9 425000.000000 PA USD 447286.370000 0.0216403371 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 71800.910000 PA USD 72035.010000 0.0034851540 Long ABS-O CORP US N 2 2031-12-26 Floating 5.1120000000 N N N N N N BVCLN 2024-CAR1 A 144A 254900S53K9VTUR1UX42 07336QAA0 74672.950000 PA USD 74751.740000 0.0036165932 Long ABS-O CORP US N 2 2031-12-26 Floating 4.7120000000 N N N N N N BVCLN 2025-EDU1 A 144A 2549001VJ64UFK8PZA41 07337GAA1 722422.170000 PA USD 722421.090000 0.0349517378 Long ABS-O CORP US N 2 2048-07-27 Floating 4.9120000000 N N N N N N BBCMS 2019-BWAY D 144A N/A 05492NAG8 235000.000000 PA USD 2935.150000 0.0001420066 Long ABS-MBS CORP US N 2 2034-11-15 Floating 5.9010000000 N N N N N N IQBM6 BBG IG CREDIT FUT JUN26 N/A 000000000 42.000000 NC USD 16081.380000 0.0007780395 N/A DE CORP US N 1 JP Morgan Securities LLC ZBUT11V806EZRVTWT807 Long BBG US CORP TR VALUE UNHEDGED USD BBG US CORP TR VALUE UNHEDGED USD 2026-06-16 4485268.620000 USD 16081.380000 N N N BE SEMICONDUCTOR INDUSTRIES 7245007A1YFLI2GNYX06 000000000 2924.000000 NS 968153.730000 0.0468406250 Long EC CORP NL N 2 N N N BEIGNET INVESTOR LLC 144A N/A 076912AA2 441000.000000 PA USD 453613.830000 0.0219464685 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 1379.000000 NS USD 378563.080000 0.0183154087 Long EC CORP US N 1 N N N BMARK 2026-V21 A3 N/A 08164HBA4 370000.000000 PA USD 374398.930000 0.0181139413 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 5.1270000000 N N N N N N BERKSHIRE HATHAWAY INC-CL B 5493000C01ZX7D35SD85 084670702 9884.000000 NS USD 4689760.320000 0.2268971317 Long EC CORP US N 1 N N N BETA TECHNOLOGIES INC -CL A N/A 086921103 8225.000000 NS USD 150846.500000 0.0072981636 Long EC CORP US N 1 N N N BETH ISRAEL LAHEY HEALTH 549300QPZ5W3279DU141 08661UAC0 150000.000000 PA USD 148331.070000 0.0071764636 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 145000.000000 PA USD 143828.240000 0.0069586104 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 16334.000000 NS 721941.480000 0.0349285336 Long EC CORP AU N 2 N N BHP GROUP LTD WZE1WSENV6JSZFK0JC28 000000000 19058.000000 NS 848431.000000 0.0410482727 Long EC CORP AU N 2 N N N BICARA THERAPEUTICS INC N/A 055477103 16993.000000 NS USD 369597.750000 0.0178816536 Long EC CORP US N 1 N N N BINOM 2026-NQM1 A1 144A N/A 09055CAE8 178107.500000 PA USD 177144.380000 0.0085704917 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.0600000000 N N N N N N BIO-TECHNE CORP 54930073RLKQ51TILZ35 09073M104 3647.000000 NS USD 188476.960000 0.0091187777 Long EC CORP US N 1 N N N BIOLIFE SOLUTIONS INC 549300G2IVCMC2TJDW72 09062W204 19956.000000 NS USD 497303.520000 0.0240602365 Long EC CORP US N 1 N N N BIRKENSTOCK HOLDING PLC 529900CQ8LQKQ7LIT631 M2029K104 5051.000000 NS USD 227648.570000 0.0110139547 Long EC CORP JE N 1 N N BJ S WHOLESALE CLUB HOLDINGS 549300UCIWH1C93V0J03 05550J101 1959.000000 NS USD 167063.520000 0.0080827656 Long EC CORP US N 1 N N N BLACK DIAMOND THERAPEUTICS I N/A 09203E105 21171.000000 NS USD 46999.620000 0.0022739070 Long EC CORP US N 1 N N BLACKBERRY LTD 549300HJD8NEGT71RF07 09228F103 18585.000000 NS USD 167265.000000 0.0080925135 Long EC CORP CA N 1 N N BLACKSTONE DIGITAL INFRASTRU N/A 09264B107 10926.000000 NS USD 236329.380000 0.0114339443 Long EC CORP US N 1 N N N BLACKSTONE PARTNERS OFFSHORE FD-E1 N/A 000000000 54231.284000 NS USD 166212376.570000 8.0415861212 Long EC CORP US N 3 N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBS5 165000.000000 PA USD 160413.950000 0.0077610502 Long DBT CORP US N 2 2030-04-01 Fixed 5.2500000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HBU0 37000.000000 PA USD 36539.850000 0.0017678488 Long DBT CORP US N 2 2029-11-22 Fixed 5.6000000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAM4 60000.000000 PA USD 59159.510000 0.0028622194 Long DBT CORP US N 2 2029-09-04 Fixed 5.2500000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 200000.000000 PA USD 203832.230000 0.0098616870 Long DBT CORP US N 2 2040-05-01 Fixed 5.7050000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CQ6 550000.000000 PA USD 402475.640000 0.0194723316 Long DBT CORP US N 2 2050-02-01 Fixed 3.7500000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 729000.000000 PA USD 823390.440000 0.0398367755 Long DBT CORP US N 2 2054-05-01 Fixed 6.8580000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 151000.000000 PA USD 164855.360000 0.0079759318 Long DBT CORP US N 2 2034-05-01 Fixed 6.5280000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DR3 195000.000000 PA USD 207986.420000 0.0100626725 Long DBT CORP US N 2 2031-05-01 Fixed 6.3880000000 N N N N N N BON SECOURS MERCY 5493006NA7JSVYYYF398 09778PAA3 135000.000000 PA USD 129894.340000 0.0062844690 Long DBT CORP US N 2 2030-06-01 Fixed 3.4640000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 21587.000000 NS USD 3614311.410000 0.1748654166 Long EC CORP US N 1 N N N BOOT BARN HOLDINGS INC 529900QE1BFMYA3N4E71 099406100 602.000000 NS USD 102261.740000 0.0049475653 Long EC CORP US N 1 N N N BOOZ ALLEN HAMILTON HOLDINGS 529900JPV47PIUWMA015 099502106 10274.000000 NS USD 813495.320000 0.0393580358 Long EC CORP US N 1 N N N BOSTON GAS COMPANY 144A FN7P4E7K9JOBORDEUX61 100743AN3 145000.000000 PA USD 143390.440000 0.0069374291 Long DBT CORP US N 2 2053-07-20 Fixed 6.1190000000 N N N N N N BRAVO 2026-NQM4 A1 144A 2549001APA266S0MEU17 10570XAE6 275391.280000 PA USD 274932.670000 0.0133016252 Long ABS-MBS CORP US N 2 2066-03-25 Variable 5.1830000000 N N N N N N BRAVO 2026-NQMR1 A1 144A 254900JHHISSQZL4TO83 10570DAE0 510658.580000 PA USD 509563.410000 0.0246533870 Long ABS-MBS CORP US N 2 2062-08-25 Variable 5.3950000000 N N N N N N BRAZIL 254900ZFY40OYEADAP90 105756CF5 385000.000000 PA USD 388311.170000 0.0187870349 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.0000000000 N N N N N N BLAST 2026-1 A3 N/A 107927AC9 100000.000000 PA USD 99750.790000 0.0048260821 Long ABS-O CORP US N 2 2029-12-17 Fixed 4.0400000000 N N N N N N BLAST 2026-2 A3 N/A 10807VAC9 95000.000000 PA USD 94958.080000 0.0045942041 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.2700000000 N N N N N N BLAST 2026-2 D N/A 10807VAF2 225000.000000 PA USD 224032.610000 0.0108390095 Long ABS-O CORP US N 2 2032-02-17 Fixed 5.1900000000 N N N N N N BRIDGEPOINT GROUP-REGS 213800KFNMVI8PDZX472 000000000 126188.000000 NS 453603.050000 0.0219459469 Long EC CORP GB N 2 N N N BRIGHTSPRING HEALTH SERVICES N/A 10950A106 15846.000000 NS USD 977381.280000 0.0472870667 Long EC CORP US N 1 N N N BRITISH AMERICAN TOBACCO PLC 213800FKA5MF17RJKT63 000000000 21926.000000 NS 1356706.350000 0.0656393415 Long EC CORP GB N 2 N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAN3 85000.000000 PA USD 85708.910000 0.0041467164 Long DBT CORP US N 2 2032-04-01 Fixed 5.2000000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAQ6 235000.000000 PA USD 234277.050000 0.0113346498 Long DBT CORP US N 2 2036-06-15 Fixed 5.3750000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAP8 55000.000000 PA USD 54116.760000 0.0026182442 Long DBT CORP US N 2 2033-02-15 Fixed 4.8500000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135F101 39707.000000 NS USD 17739896.390000 0.8582808786 Long EC CORP US N 1 N N N BROOKFIELD CORP C6J3FGIWG6MBDGTE8F80 000000000 20468.000000 NS 932502.870000 0.0451157868 Long EC CORP CA N 2 N N N BROOKLYN UNION GAS CO 144A 83BQ1DXS6VA5GZFK8S35 114259AZ7 355000.000000 PA USD 351843.840000 0.0170226947 Long DBT CORP US N 2 2036-03-16 Fixed 5.4560000000 N N N N N N BT GROUP PLC 213800LRO7NS5CYQMN21 000000000 401235.000000 NS 1125170.900000 0.0544373342 Long EC CORP GB N 2 N N N BUNZL PLC 213800Q1Q9DV4L78UM09 000000000 20930.000000 NS 661727.460000 0.0320152955 Long EC CORP GB N 2 N N N BURLINGTN NORTH SANTA FE N/A 12189LBL4 330000.000000 PA USD 320021.270000 0.0154830745 Long DBT CORP US N 2 2055-03-15 Fixed 5.5000000000 N N N N N N BURLINGTON STORES INC 5299003Z37DVGKKC1W09 122017106 622.000000 NS USD 201422.260000 0.0097450893 Long EC CORP US N 1 N N N BX 2024-GPA3 A 144A N/A 123910AA9 341094.400000 PA USD 341733.950000 0.0165335641 Long ABS-MBS CORP US N 2 2039-12-15 Floating 4.9200000000 N N N N N N BX 2024-MDHS A 144A N/A 12433BAA5 552812.700000 PA USD 553330.960000 0.0267709220 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.2680000000 N N N N N N BX 2024-SLCT A 144A N/A 12433JAA8 300000.000000 PA USD 299250.000000 0.0144781315 Long ABS-MBS CORP US N 2 2042-01-15 Floating 4.9510000000 N N N N N N BX 2025-TAIL A 144A N/A 123912AA5 125000.000000 PA USD 125117.060000 0.0060533375 Long ABS-MBS CORP US N 2 2035-06-15 Floating 5.0270000000 N N N N N N BX 2026-CLS B 144A N/A 123915AC4 100000.000000 PA USD 100062.420000 0.0048411592 Long ABS-MBS CORP US N 2 2043-05-15 Floating 5.3270000000 N N N N N N CABALETTA BIO INC N/A 12674W109 11160.000000 NS USD 42184.800000 0.0020409593 Long EC CORP US N 1 N N CACTUS INC - A 549300J3T8C9F8QFKV08 127203107 3329.000000 NS USD 193215.160000 0.0093480184 Long EC CORP US N 1 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 618.420000 0.0000299200 N/A DFE CORP CA N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 -290619.960000 USD 400524.810000 CAD 2026-07-24 618.420000 N N N CADENCE DESIGN SYS INC GCT7RXJOGLXPV0NXZY22 127387AP3 279000.000000 PA USD 274895.090000 0.0132998071 Long DBT CORP US N 2 2034-09-10 Fixed 4.7000000000 N N N N N N CAIXABANK SA 144A 7CUNS533WID6K7DGFI87 12803RAH7 455000.000000 PA USD 475087.560000 0.0229853974 Long DBT CORP ES N 2 2035-06-15 Variable 6.0370000000 N N N N N N CAIXABANK SA 144A 7CUNS533WID6K7DGFI87 12803RAM6 250000.000000 PA USD 252592.410000 0.0122207724 Long DBT CORP ES N 2 2036-07-03 Variable 5.5810000000 N N N N N N CALIFORNIA RESOURCES CORP 5493003Q8F0T4F4YMR48 13057Q305 2223.000000 NS USD 131801.670000 0.0063767482 Long EC CORP US N 1 N N N CALIFORNIA WATER SERVICE GRP 529900QABDOBU6UVRQ36 130788102 5694.000000 NS USD 256799.400000 0.0124243124 Long EC CORP US N 1 N N N CANADIAN NATURAL RESOURCES 549300T15RIMIKZC5Q38 136385101 18029.000000 NS USD 817975.730000 0.0395748043 Long EC CORP CA N 1 N N N CANADIAN NATURAL RESOURCES 549300T15RIMIKZC5Q38 000000000 23316.000000 NS 1060394.730000 0.0513033729 Long EC CORP CA N 2 N N N CANVA CLASS B COMMON STOCK PP N/A TC1HS9QX6 166.000000 NS USD 248405.720000 0.0120182145 Long EC CORP US Y 3 N N N CANVA SERIES A CVT PFD STOCK PP N/A TC0R8VGD3 10.000000 NS USD 14964.200000 0.0007239888 Long EP CORP US Y 3 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040H105 900.000000 NS USD 169137.000000 0.0081830835 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 75000.000000 PA USD 82608.780000 0.0039967278 Long DBT CORP US N 2 2031-10-30 Variable 7.6240000000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 000000000 21174.000000 NS 230531.130000 0.0111534169 Long EC CORP CA N 2 N N CARETRUST REIT INC 5493001NVXE2B9GPLU96 14174T107 13441.000000 NS USD 548661.620000 0.0265450128 Long EC CORP US N 1 N N N CARMX 2024-1 B N/A 14318WAF4 65000.000000 PA USD 65683.870000 0.0031778771 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 220219.860000 PA USD 221481.240000 0.0107155707 Long ABS-O CORP US N 2 2029-07-16 Fixed 4.8900000000 N N N N N N CARMX 2025-4 A4 N/A 14320HAE6 150000.000000 PA USD 148252.010000 0.0071726386 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.0800000000 N N N N N N CARMX 2025-4 A3 N/A 14320HAD8 150000.000000 PA USD 149081.720000 0.0072127811 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.2600000000 N N N N N N CMXS 2024-A B N/A 14319FAE3 370000.000000 PA USD 373998.220000 0.0180945544 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 100717.830000 PA USD 101291.510000 0.0049006242 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.4000000000 N N N N N N CARRIAGE SERVICES INC N/A 143905107 1779.000000 NS USD 73277.010000 0.0035452437 Long EC CORP US N 1 N N N CRVNA 2024-N1 B 144A N/A 14687QAD5 191140.640000 PA USD 192070.580000 0.0092926420 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 315000.000000 PA USD 318848.670000 0.0154263424 Long ABS-O CORP US N 2 2030-06-10 Fixed 5.2100000000 N N N N N N CRVNA 2025-P3 A3 N/A 14688AAC1 300000.000000 PA USD 299137.650000 0.0144726959 Long ABS-O CORP US N 2 2030-11-11 Fixed 4.0400000000 N N N N N N CRVNA 2025-P3 B N/A 14688AAE7 70000.000000 PA USD 69323.560000 0.0033539703 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 55000.000000 PA USD 54485.760000 0.0026360969 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 775000.000000 PA USD 768761.950000 0.0371937731 Long ABS-O CORP US N 2 2031-11-10 Fixed 4.2500000000 N N N N N N CRVNA 2026-P2 C N/A 14689CAF9 355000.000000 PA USD 357894.530000 0.0173154355 Long ABS-O CORP US N 2 2032-10-12 Fixed 5.8000000000 N N N N N N CRVNA 2026-P2 B N/A 14689CAE2 85000.000000 PA USD 85635.990000 0.0041431884 Long ABS-O CORP US N 2 2032-08-10 Fixed 5.1900000000 N N N N N N CARVANA CO 144A 5493003WEAK2PJ5WS063 146869AN2 151160.000000 PA USD 156825.270000 0.0075874248 Long DBT CORP US N 2 2030-06-01 Variable 9.0000000000 N N Y N N N CARVANA CO 5493003WEAK2PJ5WS063 146869102 85740.000000 NS USD 6259020.000000 0.3028200992 Long EC CORP US N 1 N N N CARVANA CO 144A 5493003WEAK2PJ5WS063 146869AM4 207202.860000 PA USD 228956.450000 0.0110772317 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 4227.000000 NS USD 347332.590000 0.0168044341 Long EC CORP US N 1 N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913V2C1 550000.000000 PA USD 550224.140000 0.0266206097 Long DBT CORP US N 2 2029-05-15 Fixed 4.3000000000 N N N N N N CATERPILLAR INC WRJR7GS4GTRECRRTVX92 149123101 4434.000000 NS USD 3883607.580000 0.1878943401 Long EC CORP US N 1 N N N CAVA GROUP INC N/A 148929102 122.000000 NS USD 9474.520000 0.0004583905 Long EC CORP US N 1 N N N CBOE GLOBAL MARKETS INC 529900RLNSGA90UPEH54 12503M108 602.000000 NS USD 200803.120000 0.0097151344 Long EC CORP US N 1 N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAL4 85000.000000 PA USD 83860.210000 0.0040572737 Long DBT CORP US N 2 2033-01-15 Fixed 4.9000000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAJ9 110000.000000 PA USD 110302.810000 0.0053366035 Long DBT CORP US N 2 2030-06-15 Fixed 4.8000000000 N N N N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 350231.100000 0.0169446681 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO 70D6_CDX IG CDST S45 5Y 15-100 12/20/2030 Y Default Event 2030-12-20 317514.780000 USD 0.000000 USD 9514000.000000 USD 32716.320000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD 363925.230000 0.0176072092 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO 70D6_CDX IG CDST S45 5Y 15-100 12/20/2030 Y Default Event 2030-12-20 329972.200000 USD 0.000000 USD 9886000.000000 USD 33953.030000 N N N CECO ENVIRONMENTAL CORP 5493002CZCTL4HGLIY91 125141101 5408.000000 NS USD 404248.000000 0.0195580809 Long EC CORP US N 1 N N N CEDF 2022-15A AR 144A 5493002XZZZCKFWQIL45 15032QAL6 435000.000000 PA USD 435540.710000 0.0210720658 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.9550000000 N N N N N N Cellares Corp SER D CVT PFD PP N/A 000000000 5653.000000 NS USD 67761.040000 0.0032783734 Long EP CORP US Y 3 N N N CELLEBRITE DI LTD 254900G03462YGP1IO36 000000000 5264.000000 NS USD 77538.720000 0.0037514312 Long EC CORP IL N 1 N N N CELLINK CORP SERIES D CVT PFD STOCK PP N/A TC6UJP4F9 2189.000000 NS USD 1400.960000 0.0000677804 Long EP CORP US Y 3 N N N CELLNEX FINANCE CO SA 549300OUROMFTRFA7T23 BN9906411 200000.000000 PA 208733.610000 0.0100988226 Long DBT CORP ES N 2 2033-02-15 Fixed 2.0000000000 N N N N N N CENCORA INC AI8GXW8LG5WK7E9UD086 03073E105 11764.000000 NS USD 3168751.040000 0.1533085857 Long EC CORP US N 1 N N N CENOVUS ENERGY INC 254900LJGL2N2XEMD470 15135U109 29400.000000 NS USD 810558.000000 0.0392159242 Long EC CORP CA N 1 N N N CENOVUS ENERGY INC 254900LJGL2N2XEMD470 000000000 18139.000000 NS 500758.230000 0.0242273801 Long EC CORP CA N 2 N N N CENTENE CORP 549300Z7JJ4TQSQGT333 15135BAT8 399000.000000 PA USD 388451.200000 0.0187938097 Long DBT CORP US N 2 2029-12-15 Fixed 4.6250000000 N N N N N N CEREBRAS SYSTEMS INC - A N/A 15675D103 834.000000 NS USD 197649.660000 0.0095625656 Long EC CORP US N 1 N N N CERES POWER HOLDINGS PLC 213800N7AAHSXQUOA733 000000000 3530.000000 NS 39793.010000 0.0019252412 Long EC CORP GB N 2 N N N CEVA INC 529900G9T7CVU2J2VU73 157210105 3437.000000 NS USD 137411.260000 0.0066481480 Long EC CORP US N 1 N N N CF INDUSTRIES HOLDINGS INC 529900CG8YAQFZ2JMV97 125269100 5089.000000 NS USD 571749.150000 0.0276620197 Long EC CORP US N 1 N N N CFE FIBRA E 144A N/A 125276AA3 197159.800000 PA USD 193040.150000 0.0093395511 Long DBT CORP MX N 2 2040-09-23 Fixed 5.8750000000 N N N N N N CG ONCOLOGY INC N/A 156944100 2440.000000 NS USD 151987.600000 0.0073533716 Long EC CORP US N 1 N N N SCHWAB (CHARLES) CORP 549300VSGCJ7E698NM85 808513105 36788.000000 NS USD 3213431.800000 0.1554703031 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CR4 235000.000000 PA USD 238350.210000 0.0115317149 Long DBT CORP US N 2 2037-05-21 Variable 5.4930000000 N N N N N N CACLN 2025-1 B 144A N/A 46591HCS7 234843.120000 PA USD 235192.100000 0.0113789212 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 52811.320000 PA USD 46397.520000 0.0022447766 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 6984.000000 NS USD 56640.240000 0.0027403336 Long EP CORP US Y 3 N N N CHECKR INC COMMON STOCK PP N/A TC0RNCX31 4755.000000 NS USD 38563.050000 0.0018657340 Long EC CORP US Y 3 N N N CHECKR INC CVT PFD SR D PP N/A 000000000 9798.000000 NS USD 79461.780000 0.0038444715 Long EP CORP US Y 3 N N N CHENIERE ENERGY INC 144A MIHC87W9WTYSYZWV1J40 16411RAP4 125000.000000 PA USD 123300.810000 0.0059654648 Long DBT CORP US N 2 2036-07-30 Fixed 5.2000000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAQ4 12000.000000 PA USD 12574.000000 0.0006083476 Long DBT CORP US N 2 2033-06-30 Fixed 5.9500000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAS0 27000.000000 PA USD 27973.240000 0.0013533843 Long DBT CORP US N 2 2034-08-15 Fixed 5.7500000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAN1 70000.000000 PA USD 64254.020000 0.0031086989 Long DBT CORP US N 2 2032-01-31 Fixed 3.2500000000 N N N N N N CHENIERE ENERGY PARTNERS 144A 5493005UEC8AZ34LDV29 16411QAZ4 110000.000000 PA USD 111153.120000 0.0053777427 Long DBT CORP US N 2 2056-11-30 Fixed 6.0500000000 N N N N N N CHENIERE ENERGY PARTNERS 144A 5493005UEC8AZ34LDV29 16411QAX9 180000.000000 PA USD 180002.250000 0.0087087594 Long DBT CORP US N 2 2036-11-30 Fixed 5.3500000000 N N N N N N CHENIERE ENERGY PARTNERS 5493005UEC8AZ34LDV29 16411QAW1 213000.000000 PA USD 217131.150000 0.0105051073 Long DBT CORP US N 2 2035-10-30 Fixed 5.5500000000 N N N N N N CHESAPEAKE UTILITIES CORP 254900WW0FDCKAOCKE74 165303108 4446.000000 NS USD 548280.720000 0.0265265844 Long EC CORP US N 1 N N N CHEVRON CORP N/A 166764100 11941.000000 NS USD 2178754.860000 0.1054111926 Long EC CORP US N 1 N N N CHILE ELECTRICITY LUX 144A N/A 16882LAA0 195501.000000 PA USD 198717.430000 0.0096142258 Long DBT CORP LU N 2 2035-10-20 Fixed 5.5800000000 N N N N N N CHILE 549300FLZTJM5YJF8D34 168863DS4 765000.000000 PA USD 584859.420000 0.0282963128 Long DBT NUSS CL N 2 2041-05-07 Fixed 3.1000000000 N N N N N N CHIPOTLE MEXICAN GRILL INC 529900REP5VGTPCP1J71 169656105 17306.000000 NS USD 551369.160000 0.0266760074 Long EC CORP US N 1 N N N CHUBB LTD E0JAN6VLUDI1HITHT809 000000000 11220.000000 NS USD 3497610.600000 0.1692192690 Long EC CORP CH N 1 N N N CHUGAI PHARMACEUTICAL CO LTD 529900T9LAII161DCN95 000000000 24800.000000 NS 1226519.860000 0.0593407380 Long EC CORP JP N 2 N N N CIFC 2018-1A A1R 144A 635400VBVF8AYJQBI411 17181NAC8 425000.000000 PA USD 425729.300000 0.0205973761 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 4.9950000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CX6 110000.000000 PA USD 109562.520000 0.0053007872 Long DBT CORP US N 2 2030-09-15 Fixed 4.5000000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523DA5 150000.000000 PA USD 152274.660000 0.0073672600 Long DBT CORP US N 2 2056-01-15 Fixed 6.0000000000 N N N N N N CINTAS CORP N/A 172908105 1920.000000 NS USD 328819.200000 0.0159087306 Long EC CORP US N 1 N N N CISCO SYSTEMS INC 549300LKFJ962MZ46593 17275R102 45140.000000 NS USD 5435758.800000 0.2629895765 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QH7 130000.000000 PA USD 129367.540000 0.0062589816 Long DBT CORP US N 2 2036-09-11 Variable 5.1740000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967QA2 565000.000000 PA USD 568527.820000 0.0275061672 Long DBT CORP US N 2 2031-05-07 Variable 4.9520000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 7407.000000 NS USD 932541.300000 0.0451176461 Long EC CORP US N 1 N N N CMLTI 2022-INV1 A4B 144A N/A 17290FBL2 166694.430000 PA USD 142215.850000 0.0068806008 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 60000.000000 PA USD 64163.340000 0.0031043117 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 60576.510000 PA USD 60689.610000 0.0029362478 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.7100000000 N N N N N N CLEAN HARBORS INC 5493000SJVZVZJKHJF48 184496107 1163.000000 NS USD 326837.890000 0.0158128720 Long EC CORP US N 1 N N N CLEANSPARK INC 254900VO7KBRJQDGY810 18452B209 5345.000000 NS USD 97760.050000 0.0047297673 Long EC CORP US N 1 N N N CLEERLY SER C CVT PFD STK PP N/A TC1A1CZJ4 3497.000000 NS USD 61372.350000 0.0029692797 Long EP CORP US Y 3 N N N CLIP 2026-NQM1 A1 144A N/A 12570SAE3 352644.230000 PA USD 351802.930000 0.0170207154 Long ABS-MBS CORP US N 2 2071-05-25 Variable 5.2210000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216100 18071.000000 NS USD 1427789.710000 0.0690784534 Long EC CORP US N 1 N N N COFINIMMO 549300TM914CSF6KI389 BM7559321 200000.000000 PA 207324.940000 0.0100306692 Long DBT CORP BE N 2 2030-12-02 Fixed 0.8750000000 N N N N N N COHU INC 529900FJPORJ3JJ2XS33 192576106 1002.000000 NS USD 52855.500000 0.0025572227 Long EC CORP US N 1 N N N COLES GROUP LTD 549300OHQRG2HN8LZ793 000000000 33717.000000 NS 525406.640000 0.0254199045 Long EC CORP AU N 2 N N N COLGATE-PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 194162103 16571.000000 NS USD 1493544.230000 0.0722597486 Long EC CORP US N 1 N N N COLOMBIA 549300MHDRBVRF6B9117 195325EP6 370000.000000 PA USD 387391.790000 0.0187425540 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.7500000000 N N N N N N COLT 2026-3 A1 144A 213800QYCRRUE6YO2512 19689GAF9 160000.000000 PA USD 159541.540000 0.0077188418 Long ABS-MBS CORP US N 2 2071-05-25 Variable 5.1190000000 N N N N N N COLUMBIA BANKING SYSTEM INC 254900CTRJTQZ3BJ2V17 197236102 17032.000000 NS USD 504828.480000 0.0244243045 Long EC CORP US N 1 N N N COLUMBIA PIPELINE HOLDCO 144A N/A 19828AAC1 235000.000000 PA USD 241188.080000 0.0116690150 Long DBT CORP US N 2 2034-01-15 Fixed 5.6810000000 N N N N N N COLUMBIA PIPELINES OPCO 144A N/A 19828BAA3 130000.000000 PA USD 131403.050000 0.0063574625 Long DBT CORP US N 2 2036-05-15 Fixed 5.5070000000 N N N N N N COMISION FEDERAL DE ELEC 144A 4469000001BFPONMPF32 200447AQ3 230000.000000 PA USD 225747.650000 0.0109219855 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 400000.000000 PA USD 400304.300000 0.0193672792 Long DBT CORP MX N 2 2035-01-24 Fixed 6.4500000000 N N N N N N COMMONSPIRIT HEALTH 4SXHN5XW08IBO0UG2V58 20268JAF0 32000.000000 PA USD 29474.820000 0.0014260328 Long DBT CORP US N 2 2030-10-01 Fixed 2.7820000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795KD1 155000.000000 PA USD 156048.330000 0.0075498354 Long DBT CORP US N 2 2056-06-01 Fixed 5.8500000000 N N N N N N COMPASS GROUP PLC 2138008M6MH9OZ6U2T68 000000000 47889.000000 NS USD 1535814.070000 0.0743048223 Long EC CORP GB N 2 N N N CONE 2024-DFW1 A 144A N/A 20682AAA8 395000.000000 PA USD 393395.310000 0.0190330126 Long ABS-MBS CORP US N 2 2041-08-15 Floating 5.2690000000 N N N N N N CAS 2025-R01 1A1 144A N/A 20755JAA1 73463.070000 PA USD 73536.440000 0.0035577953 Long ABS-MBS CORP US N 2 2045-01-25 Floating 4.5620000000 N N N N N N CAS 2024-R04 1A1 144A N/A 20753GAA9 107685.460000 PA USD 107852.120000 0.0052180357 Long ABS-MBS CORP US N 2 2044-05-25 Floating 4.6120000000 N N N N N N CAS 2024-R05 2A1 144A N/A 20754XAA1 116672.620000 PA USD 116834.360000 0.0056526090 Long ABS-MBS CORP US N 2 2044-07-25 Floating 4.6120000000 N N N N N N CAS 2025-R03 2A1 144A N/A 20754VAA5 45974.150000 PA USD 46217.190000 0.0022360520 Long ABS-MBS CORP US N 2 2045-03-25 Floating 5.0620000000 N N N N N N CAS 2025-R04 1A1 144A N/A 20755TAA9 70722.090000 PA USD 70836.000000 0.0034271443 Long ABS-MBS CORP US N 2 2045-05-25 Floating 4.6120000000 N N N N N N CAS 2025-R05 2A1 144A N/A 20753CAA8 957968.640000 PA USD 959384.330000 0.0464163492 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.6120000000 N N N N N N CAS 2025-R05 2M1 144A N/A 20753CAB6 215157.890000 PA USD 215429.100000 0.0104227597 Long ABS-MBS CORP US N 2 2045-07-25 Floating 4.8120000000 N N N N N N CAS 2025-R06 1A1 144A N/A 20754YAA9 108240.250000 PA USD 108316.590000 0.0052405074 Long ABS-MBS CORP US N 2 2045-09-25 Floating 4.5120000000 N N N N N N CAS 2025-R06 1M1 144A N/A 20754YAB7 139398.430000 PA USD 139276.330000 0.0067383827 Long ABS-MBS CORP US N 2 2045-09-25 Floating 4.5620000000 N N N N N N CAS 2026-R02 1M1 144A N/A 20753EAC0 291174.510000 PA USD 291118.660000 0.0140847260 Long ABS-MBS CORP US N 2 2046-02-25 Floating 4.6620000000 N N N N N N CAS 2026-R03 2A1 144A N/A 20754UAA7 120856.500000 PA USD 121161.060000 0.0058619407 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.7120000000 N N N N N N CAS 2026-R03 2M1 144A N/A 20754UAB5 647744.010000 PA USD 648116.790000 0.0313567924 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.8620000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 36223.000000 NS USD 4128697.540000 0.1997521335 Long EC CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBU1 155000.000000 PA USD 155080.430000 0.0075030071 Long DBT CORP US N 2 2031-05-06 Fixed 4.8500000000 N N N N N N CONSTELLATION ENERGY 549300F8Y20RYGNGV346 21037T109 6300.000000 NS USD 1812825.000000 0.0877069967 Long EC CORP US N 1 N N N CONSTELLATION EN GEN LLC 144A S2PEWKCZFFECR4533P43 210385AJ9 128000.000000 PA USD 128151.090000 0.0062001281 Long DBT CORP US N 2 2031-02-01 Fixed 5.0000000000 N N N N N N CONSTELLATION EN GEN LLC 144A S2PEWKCZFFECR4533P43 210385AG5 126000.000000 PA USD 125393.060000 0.0060666908 Long DBT CORP US N 2 2029-02-01 Fixed 4.6250000000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AF7 145000.000000 PA USD 142542.990000 0.0068964283 Long DBT CORP US N 2 2054-03-15 Fixed 5.7500000000 N N N N N N CONSTELLATION EN GEN LLC 144A S2PEWKCZFFECR4533P43 210385AL4 148000.000000 PA USD 141222.910000 0.0068325609 Long DBT CORP US N 2 2031-03-01 Fixed 3.7500000000 N N N N N N CORPORACION INMOBILIARIA 144A 4469000001BIRIFZJ959 21989DAB8 200000.000000 PA USD 196573.610000 0.0095105049 Long DBT CORP MX N 2 2033-01-30 Fixed 5.5000000000 N N N N N N CODELCO INC 144A 549300UVMBCBCIPSUI70 21987BBQ0 440000.000000 PA USD 434652.890000 0.0210291118 Long DBT CORP CL N 2 2037-01-30 Fixed 5.5290000000 N N N N N N CORTEVA INC 549300WZN9I2QKLS0O94 22052L104 3000.000000 NS USD 234840.000000 0.0113618861 Long EC CORP US N 1 N N N CRB Group Common WTS PP 549300BLONX7RHTYWF68 000000000 356.000000 NS USD 0.000000 0.0000000000 Long EC CORP US Y 3 N N N CRB GROUP INC PP 549300BLONX7RHTYWF68 TC3WQ1RM3 1931.000000 NS USD 180432.640000 0.0087295823 Long EC CORP US Y 3 N N N CREDIT AGRICOLE SA 144A 969500TJ5KRTCJQWXH05 22535WAS6 650000.000000 PA USD 636001.280000 0.0307706271 Long DBT CORP FR N 2 2033-09-25 Variable 4.8180000000 N N N N N N CRF SEQUOIA LLC 4/2 144A CPIB PP 254900F4KD8JARNY7V86 12675UAA0 1765000.000000 PA USD 1765000.000000 0.0853931566 Long DBT CORP US Y 2 2026-11-30 Floating 4.8700542254 N N N N N N CRINETICS PHARMACEUTICALS IN 549300Q1CNFXK5P31D28 22663K107 6037.000000 NS USD 214615.350000 0.0103833893 Long EC CORP US N 1 N N N CROSS 2025-H5 A1B 144A N/A 227920AC9 216431.820000 PA USD 216871.570000 0.0104925484 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.5090000000 N N N N N N CROSS 2025-H7 A1 144A N/A 22757JAC1 615873.510000 PA USD 612119.150000 0.0296151765 Long ABS-MBS CORP US N 2 2070-09-25 Variable 4.9340000000 N N N N N N CROSS 2026-NQM3 A1 144A N/A 227925AA2 731876.680000 PA USD 729610.200000 0.0352995570 Long ABS-MBS CORP US N 2 2071-03-25 Variable 5.1250000000 N N N N N N CROSS 2026-NQM6 A2 144A N/A 22759CAF7 183683.980000 PA USD 183361.520000 0.0088712855 Long ABS-MBS CORP US N 2 2071-05-25 Variable 5.5210000000 N N N N N N CROWDSTRIKE HOLDINGS INC - A 549300YBY08K9KM4HX32 22788C105 1368.000000 NS USD 1000008.000000 0.0483817789 Long EC CORP US N 1 N N N CSW INDUSTRIALS INC 549300SYOEO3RVQ7FB83 126402106 806.000000 NS USD 223237.820000 0.0108005564 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 60706.000000 NS USD 2747553.560000 0.1329304654 Long EC CORP US N 1 N N N CUBESMART N/A 229663109 4670.000000 NS USD 186800.000000 0.0090376440 Long EC CORP US N 1 N N N CURBLINE PROPERTIES CORP 529900PGR41LH0I81I15 23128Q101 23076.000000 NS USD 672203.880000 0.0325221593 Long EC CORP US N 1 N N CVC CAPITAL PARTNERS PLC 213800E8UQS1KA32YD39 000000000 28852.000000 NS 461181.170000 0.0223125869 Long EC CORP JE N 2 N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CZ1 729000.000000 PA USD 639810.470000 0.0309549211 Long DBT CORP US N 2 2048-03-25 Fixed 5.0500000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650100 16400.000000 NS USD 1492072.000000 0.0721885201 Long EC CORP US N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 440000.000000 PA USD 411414.780000 0.0199048197 Long DBT CORP US N 2 2053-02-21 Fixed 5.6250000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650EJ5 145000.000000 PA USD 145536.260000 0.0070412468 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 765000.000000 PA USD 742515.120000 0.0359239150 Long ABS-O CORP US N 2 2049-05-20 Fixed 4.5000000000 N N N N N N CYTOKINETICS INC 549300BE5DY1HW7IHA64 23282W605 9861.000000 NS USD 756930.360000 0.0366213444 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 4508.000000 NS USD 823476.360000 0.0398409325 Long EC CORP US N 1 N N N DANSKE BANK A/S 144A MAES062Z21O4RZ2U7M96 23636ABM2 205000.000000 PA USD 205038.850000 0.0099200649 Long DBT CORP DK N 2 2029-03-27 Variable 4.6620000000 N N N N N N DATABRICKS SER G CVT PFD STCK PP 984500FEDAC7FBD96273 TC6XLXUH0 1581.000000 NS USD 300390.000000 0.0145332863 Long EP CORP US Y 3 N N N DATABRICKS SER H CVT PFD STOCK PP 984500FEDAC7FBD96273 TC2K5K6F9 3552.000000 NS USD 674880.000000 0.0326516337 Long EP CORP US Y 3 N N N DATABRICKS SER I CVT PFD STOCK PP 984500FEDAC7FBD96273 000000000 401.000000 NS USD 76190.000000 0.0036861782 Long EP CORP US Y 3 N N N DATADOG INC - CLASS A 549300F6JNO0KRPO1K63 23804L103 1763.000000 NS USD 436078.050000 0.0210980630 Long EC CORP US N 1 N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 000000000 32363.000000 NS 1594131.950000 0.0771263225 Long EC CORP SG N 2 N N N DRMT 2026-INV2 A1 144A N/A 24380UAA1 297713.440000 PA USD 298273.170000 0.0144308711 Long ABS-MBS CORP US N 2 2071-02-25 Variable 5.4830000000 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199BL8 390000.000000 PA USD 404684.860000 0.0195792168 Long DBT CORP US N 2 2035-01-16 Fixed 5.4500000000 N N N N N N DEERE & CO PWFTNG3EI0Y73OXWDH08 244199105 9744.000000 NS USD 5283001.920000 0.2555989860 Long EC CORP US N 1 N N N DEFINITY FINANCIAL CORP 984500D5F3FC49D00C44 24477T100 29134.000000 NS 1395786.240000 0.0675300810 Long EC CORP CA N 2 N N DEFT 2023-3 C 144A N/A 24702EAE0 110000.000000 PA USD 110115.070000 0.0053275204 Long ABS-O CORP US N 2 2029-04-23 Fixed 6.1700000000 N N N N N N DEFT 2024-2 A3 144A N/A 24704EAE8 265000.000000 PA USD 265736.090000 0.0128566819 Long ABS-O CORP US N 2 2030-08-22 Fixed 4.5900000000 N N N N N N DEFT 2025-2 B 144A N/A 24703VAG6 100000.000000 PA USD 99486.130000 0.0048132774 Long ABS-O CORP US N 2 2031-03-24 Fixed 4.3400000000 N N N N N N DEFT 2025-2 A3 144A N/A 24703VAE1 135000.000000 PA USD 134656.210000 0.0065148549 Long ABS-O CORP US N 2 2031-03-24 Fixed 4.1200000000 N N N N N N DENALI THERAPEUTICS INC 549300ZTQ2HO18L3Q830 24823R105 18153.000000 NS USD 381939.120000 0.0184787462 Long EC CORP US N 1 N N N DENISON MINES CORP 529900JWGSW17LJK6586 000000000 28036.000000 NS 97815.370000 0.0047324437 Long EC CORP CA N 2 N N DIAGEO PLC 213800ZVIELEA55JMJ32 000000000 40616.000000 NS 832569.310000 0.0402808620 Long EC CORP GB N 2 N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 215000.000000 PA USD 219852.650000 0.0106367772 Long DBT CORP US N 2 2034-04-18 Fixed 5.4000000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XBA6 737000.000000 PA USD 724386.450000 0.0350468247 Long DBT CORP US N 2 2054-04-18 Fixed 5.7500000000 N N N N N N DIANTHUS THERAPEUTICS INC 549300Z3N6ODPCOFC890 252828108 4367.000000 NS USD 406174.670000 0.0196512959 Long EC CORP US N 1 N N N DIME COMMUNITY BANCSHARES INC N/A 25432X102 7720.000000 NS USD 288882.400000 0.0139765326 Long EC CORP US N 1 N N N DIPLOMA PLC 2138008OGI7VYG8FGR19 000000000 2376.000000 NS 222813.650000 0.0107800345 Long EC CORP GB N 2 N N N DLLMT 2026-1A A4 144A N/A 23347JAD4 20000.000000 PA USD 19895.160000 0.0009625555 Long ABS-O CORP US N 2 2033-09-20 Fixed 4.3600000000 N N N N N N DLLMT 2026-1A A3 144A N/A 23347JAC6 75000.000000 PA USD 74650.510000 0.0036116956 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.2000000000 N N N N N N DLLST 2024-1A A3 144A N/A 23346HAC1 60016.820000 PA USD 60215.340000 0.0029133020 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 40000.000000 PA USD 40232.320000 0.0019464956 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.9300000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 000000000 39092.000000 NS 1215698.380000 0.0588171797 Long EC CORP NO N 2 N N N DOLLAR TREE INC 549300PMSTQITB1WHR43 256746108 4968.000000 NS USD 578473.920000 0.0279873734 Long EC CORP US N 1 N N N DOORDASH INC - A 549300NUQ43FGGSK5051 25809K105 3305.000000 NS USD 526453.450000 0.0254705507 Long EC CORP US N 1 N N N DRIVE 2021-3 D 144A N/A 262081AF9 181346.770000 PA USD 180483.380000 0.0087320371 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 160000.000000 PA USD 159268.660000 0.0077056394 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 122496.300000 PA USD 120012.430000 0.0058063684 Long ABS-O CORP US N 2 2050-07-20 Fixed 3.7860000000 N N N N N N DUTCH BROS INC-CLASS A N/A 26701L100 3621.000000 NS USD 210018.000000 0.0101609632 Long EC CORP US N 1 N N N DYNE THERAPEUTICS INC N/A 26818M108 54617.000000 NS USD 1055746.610000 0.0510784904 Long EC CORP US N 1 N N N EAGLE FUNDING LUXCO SARL 144A 894500VDP08MVIZ6OA60 26951TAA8 400000.000000 PA USD 402417.490000 0.0194695183 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.5000000000 N N N N N N EAST WEST BANCORP INC 254900O4X656YXFOYB11 27579R104 530.000000 NS USD 64946.200000 0.0031421876 Long EC CORP US N 1 N N N EASTERN BANKSHARES INC 549300J245MBQU3DO403 27627N105 24679.000000 NS USD 486916.670000 0.0235577062 Long EC CORP US N 1 N N N EASTGROUP PROPERTIES INC 31TIGQQZC4P6JMHKSW85 277276101 979.000000 NS USD 197669.890000 0.0095635444 Long EC CORP US N 1 N N N EATON CORP 0NZWDMRCE180888QQE14 278058DZ2 200000.000000 PA USD 196740.570000 0.0095185826 Long DBT CORP US N 2 2036-03-06 Fixed 4.8000000000 N N N N N N EATON CORP PLC 549300VDIGTMXUNT7H71 000000000 891.000000 NS USD 356934.600000 0.0172689927 Long EC CORP IE N 1 N N N ECHOSTAR CORP-A 549300EE20907QZ9GT38 278768106 2820.000000 NS USD 364315.800000 0.0176261055 Long EC CORP US N 1 N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BU3 900000.000000 PA USD 903923.740000 0.0437330887 Long DBT CORP US N 2 2029-06-15 Fixed 4.6000000000 N N N N N N ECOLAB INC 82DYEISM090VG8LTLS26 278865BW9 275000.000000 PA USD 279258.440000 0.0135109120 Long DBT CORP US N 2 2033-06-15 Fixed 5.1500000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020BE6 85000.000000 PA USD 85179.510000 0.0041211033 Long DBT CORP US N 2 2028-05-05 Fixed 5.0000000000 N N N N N N EFMT 2025-INV2 A1 144A 254900ZO1GLQXE3JWX68 281914AA9 172037.080000 PA USD 172391.300000 0.0083405310 Long ABS-MBS CORP US N 2 2070-05-26 Variable 5.3870000000 N N N N N N EFMT 2025-NQM6 A1 144A 254900VW35KQDQ4B4241 281916AE6 117746.680000 PA USD 117023.750000 0.0056617719 Long ABS-MBS CORP US N 2 2070-12-25 Variable 5.0010000000 N N N N N N EFMT 2026-NQM4 A1 144A N/A 26846KAF5 97235.330000 PA USD 97486.480000 0.0047165316 Long ABS-MBS CORP US N 2 2071-04-25 Variable 5.4660000000 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414H103 29146.000000 NS USD 695132.100000 0.0336314585 Long EC CORP US N 1 N N N EHGVT 2023-A A 144A N/A 28415AAA5 85068.710000 PA USD 87117.650000 0.0042148732 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.1600000000 N N N N N N EHGVT 2023-A B 144A N/A 28415AAB3 68396.960000 PA USD 70046.980000 0.0033889704 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.5300000000 N N N N N N ELEMENT FLEET MANAGEMENT CORP 5493000PGBS1C22ELQ16 000000000 48270.000000 NS 961793.710000 0.0465329184 Long EC CORP CA N 2 N N N ELEMENT SOLUTIONS INC 549300FLGN6P5CU20J91 28618M106 15570.000000 NS USD 660635.100000 0.0319624456 Long EC CORP US N 1 N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DF2 240000.000000 PA USD 239664.330000 0.0115952939 Long DBT CORP US N 2 2055-10-15 Fixed 5.5500000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457DR6 410000.000000 PA USD 406992.020000 0.0196908404 Long DBT CORP US N 2 2036-05-20 Fixed 4.8500000000 N N N N N N ELI LILLY & CO FRDRIPF3EKNDJ2CQJL29 532457108 4970.000000 NS USD 5491850.000000 0.2657033468 Long EC CORP US N 1 N N N EMD FINANCE LLC 144A 529900C8KS5G529A0B76 26867LAQ3 580000.000000 PA USD 572034.450000 0.0276758229 Long DBT CORP US N 2 2032-10-15 Fixed 4.6250000000 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 12134.000000 NS USD 1745111.880000 0.0844309417 Long EC CORP US N 1 N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261A100 8117.000000 NS USD 859184.450000 0.0415685395 Long EC CORP US N 1 N N N ENEL SPA WOCMU6HCI0OJWNPRZS33 000000000 125071.000000 NS 1403444.740000 0.0679006099 Long EC CORP IT N 2 N N N ENGIE LAXUQCHT4FH58LRZDY46 000000000 45862.000000 NS 1414798.990000 0.0684499443 Long EC CORP FR N 2 N N N ENPHASE ENERGY INC 5493008U7KIGMI59Z314 29355A107 130.000000 NS USD 8886.800000 0.0004299558 Long EC CORP US N 1 N N N ENPRO INC 549300Y5CFT2LKCFDN54 29355X107 1140.000000 NS USD 349968.600000 0.0169319680 Long EC CORP US N 1 N N N ENSIGN GROUP INC/THE 5493003K4HEEA8Q0BC72 29358P101 58.000000 NS USD 9723.700000 0.0004704461 Long EC CORP US N 1 N N N ENTEGRIS INC IYX6OWO7BT5DKO3BYG52 29362U104 20.000000 NS USD 2775.800000 0.0001342971 Long EC CORP US N 1 N N N EFF 2024-1 A3 144A N/A 29375PAC4 260000.000000 PA USD 262934.960000 0.0127211593 Long ABS-O CORP US N 2 2030-09-20 Fixed 5.1600000000 N N N N N N EFF 2024-3 A4 144A N/A 29375QAD0 255000.000000 PA USD 257822.570000 0.0124738148 Long ABS-O CORP US N 2 2031-03-20 Fixed 5.0600000000 N N N N N N EFF 2024-3 A3 144A N/A 29375QAC2 150000.000000 PA USD 151068.810000 0.0073089193 Long ABS-O CORP US N 2 2028-08-21 Fixed 4.9800000000 N N N N N N EFF 2025-3 A3 144A N/A 29375UAC3 290000.000000 PA USD 290010.730000 0.0140311228 Long ABS-O CORP US N 2 2029-09-20 Fixed 4.4600000000 N N N N N N EFF 2026-2 A3 144A N/A 29375HAC2 215000.000000 PA USD 214993.770000 0.0104016978 Long ABS-O CORP US N 2 2030-06-20 Fixed 4.5100000000 N N N N N N EFF 2026-2 A4 144A N/A 29375HAD0 220000.000000 PA USD 219972.370000 0.0106425694 Long ABS-O CORP US N 2 2033-01-20 Fixed 4.5900000000 N N N N N N EPIRUS INC SERIES C-2 CVT PFD STOCK PP N/A TC6I72JG2 16618.000000 NS USD 60157.160000 0.0029104871 Long EP CORP US Y 3 N N N Epirus SERIES D CVT PFD STOCK PP N/A 000000000 3037.000000 NS USD 10993.940000 0.0005319021 Long EP CORP US Y 3 N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884L109 16269.000000 NS USD 893656.170000 0.0432363293 Long EC CORP US N 1 N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429105 2432.000000 NS USD 403201.280000 0.0195074391 Long EC CORP US N 1 N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 000000000 27392.000000 NS 990210.380000 0.0479077564 Long EC CORP NO N 2 N N N EQUIPMENTSHARE.COM INC-A 254900PWJK48CGPKPI80 29445S100 1673.000000 NS USD 34865.320000 0.0016868327 Long EC CORP US N 1 N N N EQUITY BANCSHARES INC - CL A 549300BPQ2EJNU4WF694 29460X109 5161.000000 NS USD 237922.100000 0.0115110023 Long EC CORP US N 1 N N N EQUITY LIFESTYLE PROPERTIES 529900PEQG66LENB6798 29472R108 27171.000000 NS USD 1678352.670000 0.0812010382 Long EC CORP US N 1 N N N ERAC USA FINANCE LLC 144A LTKX5ODQW6Z7BQ2K1V47 26884TBC5 205000.000000 PA USD 204252.900000 0.0098820396 Long DBT CORP US N 2 2029-10-30 Fixed 4.5000000000 N N N N N N ERAC USA FINANCE LLC 144A LTKX5ODQW6Z7BQ2K1V47 26884TBA9 495000.000000 PA USD 493648.630000 0.0238834078 Long DBT CORP US N 2 2031-04-30 Fixed 4.7000000000 N N N N N N ERASCA INC N/A 29479A108 26462.000000 NS USD 339772.080000 0.0164386461 Long EC CORP US N 1 N N N ERSTE GROUP BANK AG PQOH26KWDF7CG10L6792 000000000 4623.000000 NS 551049.380000 0.0266605360 Long EC CORP AT N 2 N N N ESAB CORP 549300ZNV0SWBXEIWT04 29605J106 9106.000000 NS USD 841667.580000 0.0407210490 Long EC CORP US N 1 N N N ESAB CORP SER A CVT PFD COMMIT PIPE PP 549300ZNV0SWBXEIWT04 000000000 194.000000 NS USD 194000.000000 0.0093859900 Long EP CORP US Y 3 N N N ESCO TECHNOLOGIES INC 5493007JJLP5MEWVDH10 296315104 2265.000000 NS USD 661153.500000 0.0319875266 Long EC CORP US N 1 N N N ESSEX PROPERTY TRUST INC 549300TR2H2VEFX0NC60 297178105 3363.000000 NS USD 916888.320000 0.0443603331 Long EC CORP US N 1 N N N ESSILORLUXOTTICA 549300M3VH1A3ER1TB49 000000000 3293.000000 NS 665579.930000 0.0322016834 Long EC CORP FR N 2 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 000000000 1.000000 NC USD -4159.580000 -0.0002012463 N/A DFE CORP US N 2 HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 -2278299.970000 EUR 2662583.410000 USD 2026-08-21 -4159.580000 N N N OEM6 EURO-BOBL FUTURE JUN26 N/A 000000000 -10.000000 NC 20864.330000 0.0010094453 N/A DIR CORP DE N 1 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short BUNDESOBLIGATION BUNDESOBLIGATION 2026-06-08 -1392030.900000 USD 20864.330000 N N N RXM6 EURO-BUND FUTURE JUN26 N/A 000000000 -6.000000 NC 16647.650000 0.0008054365 N/A DIR CORP DE N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Short GERMANY GERMANY 2026-06-08 -912932.210000 USD 16647.650000 N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WAZ1 269000.000000 PA USD 281364.940000 0.0136128274 Long DBT CORP US N 2 2034-07-15 Fixed 5.9500000000 N N N N N N EART 2023-1A D N/A 30168BAF7 61165.440000 PA USD 61775.490000 0.0029887842 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.6900000000 N N N N N N EART 2024-5A C N/A 30165BAF0 85000.000000 PA USD 85272.820000 0.0041256177 Long ABS-O CORP US N 2 2030-01-15 Fixed 4.6400000000 N N N N N N EART 2025-5A A3 N/A 30166VAE8 190000.000000 PA USD 190019.820000 0.0091934234 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 240000.000000 PA USD 239160.050000 0.0115708961 Long ABS-O CORP US N 2 2030-03-15 Fixed 4.1700000000 N N N N N N EART 2026-2A A2 N/A 30166WAB2 175000.000000 PA USD 175127.210000 0.0084728982 Long ABS-O CORP US N 2 2028-11-15 Fixed 4.3100000000 N N N N N N ESART 2025-3 A3 N/A 30185FAC4 270000.000000 PA USD 269216.000000 0.0130250448 Long ABS-O CORP US N 2 2030-12-16 Fixed 4.1800000000 N N N N N N ESART 2026-1 A2 N/A 301868AB1 110000.000000 PA USD 110073.350000 0.0053255019 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.3700000000 N N N N N N ESART 2026-1 A3 N/A 301868AC9 525000.000000 PA USD 526603.250000 0.0254777982 Long ABS-O CORP US N 2 2031-06-16 Fixed 4.6700000000 N N N N N N EXPORT-IMPORT BK INDIA 144A 335800OFZ8YEIVN1QI11 30218VAC0 200000.000000 PA USD 201358.110000 0.0097419856 Long DBT NUSS IN N 2 2056-01-12 Fixed 5.7500000000 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 12357.000000 NS USD 1794977.820000 0.0868435253 Long EC CORP US N 1 N N N FABRINET 5493004TETZ6IYF7CV44 000000000 710.000000 NS USD 464453.600000 0.0224709116 Long EC CORP KY N 1 N N N FNS 319 2 B1V7KEBTPIMZEU4LTD58 3136FAHB9 594.570000 PA USD 74.450000 0.0000036020 Long ABS-MBS USGSE US N 2 2032-02-25 Fixed 6.5000000000 N N N N N N FNS 435 C24 B1V7KEBTPIMZEU4LTD58 31424UAZ9 258307.140000 PA USD 34017.460000 0.0016458121 Long ABS-MBS USGSE US N 2 2052-04-25 Fixed 2.0000000000 N N N N N N FNMA 15 YR TBA JUN N/A 01F020463 550000.000000 PA USD 504511.700000 0.0244089783 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F050668 1690000.000000 PA USD 1662594.960000 0.0804386582 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F060667 175000.000000 PA USD 178676.750000 0.0086446299 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F042665 905000.000000 PA USD 868620.810000 0.0420250838 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F062663 425000.000000 PA USD 441600.500000 0.0213652468 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F030660 1130000.000000 PA USD 986722.780000 0.0477390215 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F040669 1170000.000000 PA USD 1095270.930000 0.0529907320 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F052664 825000.000000 PA USD 828646.500000 0.0400910710 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F032666 1980000.000000 PA USD 1799796.240000 0.0870766471 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.5000000000 N N N N N N FNMA 15 YR TBA JUN N/A 01F022469 210000.000000 PA USD 197727.810000 0.0095663467 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F020661 4370000.000000 PA USD 3496144.210000 0.1691483230 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR TBA JUN B1V7KEBTPIMZEU4LTD58 01F022667 1930000.000000 PA USD 1615479.480000 0.0781591457 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.5000000000 N N N N N N FNMA 15 YR TBA JUN N/A 01F012460 260000.000000 PA USD 233269.400000 0.0112858982 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LTJW9 99523.290000 PA USD 93722.940000 0.0045344463 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EP38 173896.380000 PA USD 175630.970000 0.0084972708 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EKLE3 9215.570000 PA USD 8667.870000 0.0004193636 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGFA7 89063.280000 PA USD 88393.060000 0.0042765793 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WFGZ3 12639.550000 PA USD 12275.630000 0.0005939121 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGDN1 72997.520000 PA USD 67747.300000 0.0032777087 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJK80 53533.040000 PA USD 51914.590000 0.0025117001 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSM1 15035.000000 PA USD 14580.450000 0.0007054225 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3GH6 186904.890000 PA USD 188596.230000 0.0091245481 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GH25 39722.570000 PA USD 36149.330000 0.0017489549 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNDJ8 436862.720000 PA USD 371726.690000 0.0179846547 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHVS8 40302.400000 PA USD 39999.120000 0.0019352131 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418FNJ2 390123.120000 PA USD 391963.740000 0.0189637513 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140E0E35 26338.050000 PA USD 24443.730000 0.0011826217 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DV74 355025.120000 PA USD 287293.920000 0.0138996797 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417F4U9 120196.600000 PA USD 109384.340000 0.0052921666 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9KW4 95041.840000 PA USD 94082.040000 0.0045518200 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419BBT1 162569.610000 PA USD 157654.690000 0.0076275533 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418EAV2 440148.310000 PA USD 370092.300000 0.0179055806 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140F9WP6 59295.330000 PA USD 53418.690000 0.0025844706 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419JSV1 93696.570000 PA USD 92991.490000 0.0044990577 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMTP9 911697.860000 PA USD 740458.000000 0.0358243886 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ED64 271850.030000 PA USD 238125.800000 0.0115208576 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LQQ8 2825.270000 PA USD 2856.670000 0.0001382097 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EMS6 42043.170000 PA USD 41727.770000 0.0020188476 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUHG4 244833.860000 PA USD 247007.220000 0.0119505531 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A2AX7 27585.300000 PA USD 26751.320000 0.0012942661 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AVS3 57530.340000 PA USD 55791.040000 0.0026992482 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QTEF2 226632.460000 PA USD 229379.150000 0.0110976825 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KJJ4 588.780000 PA USD 605.020000 0.0000292717 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RRN1 11264.530000 PA USD 11395.940000 0.0005513514 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEYY2 993397.090000 PA USD 852601.490000 0.0412500468 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QKN87 10307.440000 PA USD 8745.910000 0.0004231393 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFU8 1392.510000 PA USD 1409.090000 0.0000681737 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DTQ5 205552.630000 PA USD 166552.730000 0.0080580529 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385XAS6 752.900000 PA USD 773.430000 0.0000374196 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ7A0 3408.410000 PA USD 3570.560000 0.0001727487 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140U8UY4 687439.730000 PA USD 676409.390000 0.0327256277 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEAQ5 153591.840000 PA USD 134943.100000 0.0065287350 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EQR4 1000859.780000 PA USD 911320.000000 0.0440909300 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LHS4 2416.630000 PA USD 2400.360000 0.0001161328 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMCC6 1106248.570000 PA USD 940104.530000 0.0454835656 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RSN0 3452.720000 PA USD 3493.000000 0.0001689962 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MZ47 20759.100000 PA USD 21331.540000 0.0010320496 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUNB8 234024.860000 PA USD 236576.540000 0.0114459023 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416TMF3 5347.860000 PA USD 5311.860000 0.0002569952 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31411F5L4 233.300000 PA USD 246.510000 0.0000119265 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140J5UV9 81554.480000 PA USD 78846.340000 0.0038146957 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EE30 114214.790000 PA USD 100045.930000 0.0048403613 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MQX99 87441.700000 PA USD 82244.860000 0.0039791208 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CR97 184533.870000 PA USD 175839.310000 0.0085073506 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385JG85 43.780000 PA USD 46.290000 0.0000022396 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140MAYW8 219318.010000 PA USD 176587.720000 0.0085435597 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9NY2 53078.480000 PA USD 48515.060000 0.0023472261 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERNP1 47601.470000 PA USD 42825.990000 0.0020719810 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMYW5 2744.310000 PA USD 2776.990000 0.0001343546 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y67K0 243772.710000 PA USD 254174.640000 0.0122973229 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ENF87 775.200000 PA USD 795.630000 0.0000384937 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402CWJ7 14759.050000 PA USD 14939.200000 0.0007227793 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGJH8 83486.530000 PA USD 77702.630000 0.0037593614 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W34L0 517959.500000 PA USD 457909.890000 0.0221543178 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJGK8 203641.400000 PA USD 183350.690000 0.0088707616 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DWF2 14038.390000 PA USD 14439.790000 0.0006986171 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9YQ8 50529.280000 PA USD 47535.800000 0.0022998482 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140QDGC2 68231.900000 PA USD 63266.190000 0.0030609063 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFK39 123816.430000 PA USD 115214.480000 0.0055742369 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHK97 66482.120000 PA USD 64309.240000 0.0031113705 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RFV6 7926.200000 PA USD 8020.580000 0.0003880468 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGYQ6 201024.030000 PA USD 162884.900000 0.0078805982 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31390MFQ2 1968.840000 PA USD 2055.860000 0.0000994654 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERJM3 120946.500000 PA USD 108895.460000 0.0052685139 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMU4 26356.900000 PA USD 24192.370000 0.0011704605 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140MGHP9 642499.410000 PA USD 517319.600000 0.0250286423 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EDJ6 196984.730000 PA USD 187410.190000 0.0090671658 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138ERN71 90384.290000 PA USD 85405.480000 0.0041320360 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELB36 28620.800000 PA USD 26929.730000 0.0013028978 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAM2 212134.340000 PA USD 170776.890000 0.0082624236 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WCXF5 21801.340000 PA USD 20412.610000 0.0009875905 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CJA3 119678.380000 PA USD 107418.920000 0.0051970769 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH3N0 8476.540000 PA USD 8983.700000 0.0004346439 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KGP3 5805.310000 PA USD 6059.010000 0.0002931433 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LS37 93416.870000 PA USD 87894.530000 0.0042524597 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140NLSV2 113371.470000 PA USD 112041.970000 0.0054207465 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DVA7 1878986.160000 PA USD 1521171.350000 0.0735963872 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECP3 293921.050000 PA USD 236655.660000 0.0114497302 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WFRH1 10560.630000 PA USD 10130.630000 0.0004901340 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138ERNR7 35963.120000 PA USD 33980.250000 0.0016440118 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMU4 31456.100000 PA USD 33237.090000 0.0016080567 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417SBL3 4355.060000 PA USD 4325.740000 0.0002092853 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DD97 17974.670000 PA USD 18470.330000 0.0008936203 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 3140FXGG1 126243.110000 PA USD 122429.300000 0.0059232999 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCBF4 132869.220000 PA USD 129303.540000 0.0062558852 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMHX5 23716.750000 PA USD 20249.460000 0.0009796971 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140N16U2 312674.850000 PA USD 310329.220000 0.0150141596 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410YWF7 1560.990000 PA USD 1649.630000 0.0000798114 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HML4 6237.910000 PA USD 6409.920000 0.0003101209 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QL6V3 515948.990000 PA USD 438460.210000 0.0212133152 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERHS2 196152.750000 PA USD 184875.490000 0.0089445335 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CYN8 290184.200000 PA USD 283633.140000 0.0137225661 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9HW4 105554.390000 PA USD 95225.170000 0.0046071263 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DBD0 33812.770000 PA USD 34207.220000 0.0016549929 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RF87 2783.250000 PA USD 2816.390000 0.0001362609 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X53G0 15441.600000 PA USD 14525.750000 0.0007027760 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385HSH6 405.780000 PA USD 429.060000 0.0000207585 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJRA8 14790.150000 PA USD 14640.790000 0.0007083418 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140LQPU8 337216.830000 PA USD 309466.610000 0.0149724253 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J7QA6 150155.420000 PA USD 147495.450000 0.0071360352 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCKG0 53050.640000 PA USD 47033.480000 0.0022755452 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J6GM3 2736.780000 PA USD 2607.830000 0.0001261704 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.0000000000 N N N N N N FNMA 30YR B1V7KEBTPIMZEU4LTD58 31385JJC3 6925.430000 PA USD 7231.510000 0.0003498705 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPGW8 149652.900000 PA USD 136739.800000 0.0066156618 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31368HMQ3 5972.390000 PA USD 6137.080000 0.0002969205 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DQ88 14684.460000 PA USD 12453.180000 0.0006025022 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DWU9 13173.710000 PA USD 13550.390000 0.0006555867 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3S1 9739.330000 PA USD 10343.770000 0.0005004460 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y7S82 503341.990000 PA USD 508210.230000 0.0245879183 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADC8 12561.210000 PA USD 12907.590000 0.0006244872 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETGU4 45099.530000 PA USD 42446.830000 0.0020536367 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RAB5 21161.960000 PA USD 21413.950000 0.0010360367 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DYY2 939568.990000 PA USD 793897.940000 0.0384098873 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XCV21 185803.610000 PA USD 171640.950000 0.0083042281 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLM60 7382.710000 PA USD 6257.410000 0.0003027422 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAQ3 293588.280000 PA USD 268704.290000 0.0130002875 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418EDG2 1320266.570000 PA USD 1212505.980000 0.0586627269 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140XJB93 152100.380000 PA USD 131933.730000 0.0063831375 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A2WY1 10877.180000 PA USD 10548.330000 0.0005103429 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EKEW1 25634.120000 PA USD 26367.500000 0.0012756963 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J8VP5 101950.630000 PA USD 93186.640000 0.0045084993 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHHT7 228450.690000 PA USD 184390.470000 0.0089210676 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XMB62 134848.100000 PA USD 139617.030000 0.0067548662 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DF99 37188.360000 PA USD 34134.310000 0.0016514654 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371KWK3 1184.150000 PA USD 1236.490000 0.0000598231 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418WPP9 4850.490000 PA USD 4813.990000 0.0002329075 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EJF8 44346.300000 PA USD 44013.620000 0.0021294402 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KSS4 56805.960000 PA USD 57499.530000 0.0027819073 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XJDK6 215202.360000 PA USD 181237.290000 0.0087685123 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31376KL53 1645.300000 PA USD 1690.670000 0.0000817970 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVAM6 588007.030000 PA USD 604922.920000 0.0292670128 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140A0AH2 198856.190000 PA USD 200396.290000 0.0096954514 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138X0Y36 11248.040000 PA USD 10233.250000 0.0004950989 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ELV0 628718.350000 PA USD 590883.970000 0.0285877889 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVLJ1 225183.170000 PA USD 227912.170000 0.0110267080 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ECQ1 588909.940000 PA USD 496568.020000 0.0240246520 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECD0 477048.340000 PA USD 437791.110000 0.0211809432 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EAN0 3653.940000 PA USD 3078.380000 0.0001489363 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412P2U4 3697.490000 PA USD 3672.600000 0.0001776855 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138W9C32 12233.280000 PA USD 11508.560000 0.0005568002 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RJN0 2236.380000 PA USD 2263.010000 0.0001094876 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140F5TN3 46688.340000 PA USD 42061.150000 0.0020349770 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AL70 3487.220000 PA USD 3653.220000 0.0001767479 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELN41 59732.720000 PA USD 56335.490000 0.0027255894 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERCZ1 55513.390000 PA USD 53689.920000 0.0025975931 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C6U0 7031.970000 PA USD 7225.780000 0.0003495933 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCLD6 6857.400000 PA USD 6497.000000 0.0003143339 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DWR9 1190792.320000 PA USD 963199.160000 0.0466009160 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410TAK1 138.850000 PA USD 146.730000 0.0000070990 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419ADK0 3678.860000 PA USD 3780.310000 0.0001828967 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ES43 173117.000000 PA USD 171468.610000 0.0082958900 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9WH0 5235.120000 PA USD 5006.240000 0.0002422089 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJNB0 70804.050000 PA USD 63835.410000 0.0030884460 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EZM5 171750.740000 PA USD 175843.590000 0.0085075576 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW42 5248.770000 PA USD 5562.380000 0.0002691157 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140X5ZM8 57462.740000 PA USD 55134.050000 0.0026674621 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECU2 442335.880000 PA USD 405935.210000 0.0196397105 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J9CU3 78134.450000 PA USD 72721.330000 0.0035183592 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUM94 41599.180000 PA USD 42082.230000 0.0020359969 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140BE7L6 54076.940000 PA USD 56463.490000 0.0027317822 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.5000000000 N N N N N N FNMA ARM B1V7KEBTPIMZEU4LTD58 31403DQN2 4290.660000 PA USD 4403.590000 0.0002130518 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.4530000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417DMV2 78348.160000 PA USD 71895.940000 0.0034784256 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417YUH8 38735.190000 PA USD 37564.120000 0.0018174044 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W0BS3 22189.390000 PA USD 22421.530000 0.0010847848 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XHGN1 307214.970000 PA USD 283701.900000 0.0137258928 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3PV5 237412.890000 PA USD 239713.610000 0.0115976781 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDEN0 5027.230000 PA USD 4480.030000 0.0002167501 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MHX3 340.870000 PA USD 344.850000 0.0000166843 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W4EU7 32919.470000 PA USD 32475.390000 0.0015712046 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138YTK86 29547.660000 PA USD 28838.960000 0.0013952690 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS3D1 237185.380000 PA USD 235048.260000 0.0113719620 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EW30 100183.160000 PA USD 100978.600000 0.0048854852 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WKHN8 4227.150000 PA USD 3981.650000 0.0001926378 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QMZC1 688659.370000 PA USD 586193.830000 0.0283608734 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QEJ94 253913.980000 PA USD 207649.970000 0.0100463946 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERT59 106104.340000 PA USD 102619.090000 0.0049648544 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGRW1 53591.360000 PA USD 50558.040000 0.0024460683 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BXR4 8267.540000 PA USD 8495.520000 0.0004110251 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ETJ98 50949.510000 PA USD 48875.000000 0.0023646405 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X4TB2 85333.490000 PA USD 76471.470000 0.0036997962 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416CJV9 756.510000 PA USD 792.500000 0.0000383423 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GTZ9 5939.740000 PA USD 5588.610000 0.0002703847 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WZWA6 18421.980000 PA USD 17327.900000 0.0008383479 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140F0T87 47505.380000 PA USD 44687.800000 0.0021620580 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416XY95 41278.440000 PA USD 40861.580000 0.0019769401 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGVC0 310782.680000 PA USD 314387.610000 0.0152105102 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418CXN9 174550.080000 PA USD 165617.520000 0.0080128061 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJG44 60828.140000 PA USD 54593.240000 0.0026412969 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGDE1 14850.930000 PA USD 14246.020000 0.0006892423 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJXT0 5654.050000 PA USD 5469.250000 0.0002646099 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EKS8 25346.120000 PA USD 23820.870000 0.0011524868 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9DE2 336577.230000 PA USD 306211.570000 0.0148149420 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VD0 33022.580000 PA USD 31904.260000 0.0015435725 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410G2F9 7732.320000 PA USD 7936.050000 0.0003839571 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410LC26 32612.280000 PA USD 32366.870000 0.0015659542 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QLPR1 515115.240000 PA USD 436599.200000 0.0211232770 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7MW6 171015.550000 PA USD 156416.490000 0.0075676475 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417GFT8 34187.930000 PA USD 32166.910000 0.0015562799 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EPC8 157058.380000 PA USD 155880.150000 0.0075416986 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6W48 338880.380000 PA USD 348016.330000 0.0168375144 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGF41 16923.660000 PA USD 17417.600000 0.0008426877 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31371MNT0 10475.050000 PA USD 10891.960000 0.0005269682 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J95S6 38223.720000 PA USD 35952.010000 0.0017394083 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BLC0 1070.000000 PA USD 1099.510000 0.0000531958 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EG3M4 56294.340000 PA USD 54592.410000 0.0026412568 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUWR3 91442.650000 PA USD 94035.220000 0.0045495548 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6MZ0 190401.800000 PA USD 195440.450000 0.0094556810 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FGMN6 87492.870000 PA USD 78821.630000 0.0038135002 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 31418ECT5 219306.300000 PA USD 196798.730000 0.0095213965 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 1.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138EKGS8 1443.000000 PA USD 1433.060000 0.0000693334 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419AK30 2740.190000 PA USD 2719.570000 0.0001315766 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416VKM5 12918.670000 PA USD 13433.810000 0.0006499464 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AAH1 23518.940000 PA USD 22750.250000 0.0011006888 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELX73 25886.360000 PA USD 25624.940000 0.0012397703 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140XK6P0 716259.970000 PA USD 675085.910000 0.0326615959 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EKRN7 6754.740000 PA USD 6824.350000 0.0003301716 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X9DD4 143593.710000 PA USD 128884.440000 0.0062356086 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XPDH9 192405.960000 PA USD 190670.090000 0.0092248843 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31386FRU1 30.610000 PA USD 30.630000 0.0000014819 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403C5F4 2249.190000 PA USD 2310.510000 0.0001117857 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31412NBD7 16381.550000 PA USD 17162.400000 0.0008303408 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EJ7F9 74711.860000 PA USD 72270.000000 0.0034965232 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W4E86 20528.240000 PA USD 20282.090000 0.0009812757 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ET67 268656.340000 PA USD 271133.370000 0.0131178098 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WMW49 7058.760000 PA USD 6641.480000 0.0003213240 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417KXK8 7395.050000 PA USD 7345.270000 0.0003553744 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402DGM6 71747.960000 PA USD 73982.110000 0.0035793575 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140BNZG6 235981.040000 PA USD 237902.580000 0.0115100579 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QS4E8 160451.900000 PA USD 165065.130000 0.0079860807 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418TJF5 17651.460000 PA USD 17848.140000 0.0008635179 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XCP51 215772.660000 PA USD 217996.310000 0.0105469649 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BNN4 5225.500000 PA USD 5537.720000 0.0002679226 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.5000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 31418ECG3 1314452.120000 PA USD 1140171.840000 0.0551631006 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ELBQ5 4360.100000 PA USD 4405.030000 0.0002131215 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X7VE6 44666.910000 PA USD 45187.980000 0.0021862574 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DBW8 2979.160000 PA USD 3061.310000 0.0001481104 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J6CR6 101144.360000 PA USD 95165.210000 0.0046042253 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140JACE6 152020.910000 PA USD 138952.730000 0.0067227265 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WGA61 135161.350000 PA USD 125440.100000 0.0060689666 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERA59 9316.350000 PA USD 8937.020000 0.0004323855 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3138WD5K3 8356.340000 PA USD 8068.360000 0.0003903585 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RUW7 11072.730000 PA USD 11378.070000 0.0005504869 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KHU1 10228.860000 PA USD 10510.930000 0.0005085334 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QWBA9 376856.040000 PA USD 380619.330000 0.0184148930 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QQ3C7 358051.490000 PA USD 363284.300000 0.0175762001 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QM4Y7 494807.710000 PA USD 419881.670000 0.0203144596 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DDR7 6442.820000 PA USD 6612.580000 0.0003199258 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J9VB4 66211.680000 PA USD 64366.920000 0.0031141612 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LUTV7 15045.010000 PA USD 14150.850000 0.0006846378 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJGH5 181460.560000 PA USD 163379.940000 0.0079045489 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QC4X1 220347.320000 PA USD 195371.620000 0.0094523509 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KJ39 194.840000 PA USD 197.110000 0.0000095365 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419A3K1 40367.360000 PA USD 42287.740000 0.0020459397 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QDKJ2 47395.770000 PA USD 46119.900000 0.0022313450 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138MBKY1 58237.940000 PA USD 54776.740000 0.0026501749 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138E0Q93 6365.950000 PA USD 6019.850000 0.0002912487 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138E2MC6 1037.550000 PA USD 1031.260000 0.0000498938 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPH31 13430.480000 PA USD 13579.730000 0.0006570062 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QRKQ5 491114.800000 PA USD 510459.630000 0.0246967474 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31403DDJ5 18107.220000 PA USD 18584.320000 0.0008991353 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QUZY5 12272.230000 PA USD 12620.170000 0.0006105814 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QT2Q1 131320.770000 PA USD 132729.970000 0.0064216607 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W32X6 117000.840000 PA USD 99501.250000 0.0048140090 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X56K4 154013.980000 PA USD 148980.230000 0.0072078709 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ARBE3 31160.900000 PA USD 30142.450000 0.0014583337 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31411AQT5 5818.480000 PA USD 6139.790000 0.0002970516 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417VN66 23478.100000 PA USD 23320.060000 0.0011282570 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138W9ZQ6 2780.840000 PA USD 2736.140000 0.0001323783 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHWG3 71349.050000 PA USD 69191.970000 0.0033476038 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31416BN53 13743.750000 PA USD 14105.880000 0.0006824621 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417FU22 422367.630000 PA USD 386054.550000 0.0186778565 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XM5T9 480095.140000 PA USD 451534.100000 0.0218458482 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140X6QQ7 156608.660000 PA USD 142479.580000 0.0068933604 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WGZW7 38312.350000 PA USD 37324.730000 0.0018058224 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y6U57 1114474.830000 PA USD 1162364.000000 0.0562367882 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402Q6T3 3613.320000 PA USD 3656.350000 0.0001768993 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418FTA5 346222.980000 PA USD 340759.480000 0.0164864179 Long ABS-MBS USGSE US N 2 2056-01-01 Fixed 5.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138ERQN3 14698.330000 PA USD 14151.750000 0.0006846814 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417UEC5 23042.890000 PA USD 22887.780000 0.0011073427 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418AK31 55098.280000 PA USD 51823.680000 0.0025073018 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410KC93 1803.350000 PA USD 1882.160000 0.0000910615 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W3RE1 216615.280000 PA USD 223433.080000 0.0108100034 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XALH3 307507.660000 PA USD 301228.100000 0.0145738347 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XNHW7 467245.860000 PA USD 483770.090000 0.0234054703 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410FYT6 23247.350000 PA USD 24263.280000 0.0011738913 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140J5FG9 32742.580000 PA USD 31409.400000 0.0015196305 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140K3B27 37873.550000 PA USD 36309.380000 0.0017566983 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31406AUU4 2628.920000 PA USD 2697.960000 0.0001305311 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418EB82 792027.800000 PA USD 636104.410000 0.0307756167 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140J6C47 36279.680000 PA USD 35080.060000 0.0016972221 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140LNFD4 111029.770000 PA USD 94975.920000 0.0045950672 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385W2S7 7426.930000 PA USD 7629.410000 0.0003691215 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EH7F3 11920.420000 PA USD 12487.500000 0.0006041626 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y7EQ7 144718.700000 PA USD 148334.580000 0.0071766334 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417WUE9 15897.240000 PA USD 15790.230000 0.0007639533 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CNZ4 36859.690000 PA USD 34669.040000 0.0016773364 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XKG61 319078.320000 PA USD 331299.920000 0.0160287512 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Y7D21 771046.040000 PA USD 778503.460000 0.0376650810 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XFY70 394711.140000 PA USD 321364.180000 0.0155480463 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EGH56 656.490000 PA USD 664.500000 0.0000321494 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QNEW8 428675.220000 PA USD 347860.380000 0.0168299694 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.0000000000 N N N N N N FNMA 20YR B1V7KEBTPIMZEU4LTD58 3140QDGB4 61569.130000 PA USD 57165.740000 0.0027657581 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140FLK49 32910.270000 PA USD 29648.600000 0.0014344405 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MG63 10239.370000 PA USD 10686.840000 0.0005170442 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCXQ4 15134.150000 PA USD 14759.490000 0.0007140847 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3138WAFC6 11835.400000 PA USD 11642.910000 0.0005633002 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EPW34 22945.040000 PA USD 23948.520000 0.0011586627 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XLVH8 8153.850000 PA USD 8222.610000 0.0003978213 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138ERYN4 32023.750000 PA USD 30120.510000 0.0014572722 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XGEQ8 362161.140000 PA USD 350324.360000 0.0169491801 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419FFW1 12895.060000 PA USD 12505.210000 0.0006050195 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WPEG5 10856.250000 PA USD 10211.500000 0.0004940466 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418ES68 189404.510000 PA USD 194024.720000 0.0093871860 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410WRA8 3849.050000 PA USD 4079.340000 0.0001973641 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140W4CQ8 214684.840000 PA USD 216849.570000 0.0104914840 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QCCH7 54263.570000 PA USD 51411.700000 0.0024873696 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.0000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140QCNB8 108721.530000 PA USD 104330.990000 0.0050476785 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31419DL74 30598.920000 PA USD 30368.660000 0.0014692780 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QVGT5 74228.170000 PA USD 74887.080000 0.0036231412 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31417CGZ2 16162.920000 PA USD 15202.330000 0.0007355099 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.5000000000 N N N N N N FNMA 15YR B1V7KEBTPIMZEU4LTD58 3140X6WA5 53150.060000 PA USD 51659.750000 0.0024993706 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31410SB63 1583.440000 PA USD 1672.620000 0.0000809237 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140Q9NZ2 20972.160000 PA USD 20497.030000 0.0009916748 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31385JK49 525.420000 PA USD 555.560000 0.0000268788 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418MGG1 21598.740000 PA USD 22194.340000 0.0010737931 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138WJMU9 260554.860000 PA USD 234731.790000 0.0113566507 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402QYY1 1221.010000 PA USD 1253.180000 0.0000606306 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138LXQH5 30129.090000 PA USD 28338.460000 0.0013710541 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31418DYB2 1306620.430000 PA USD 1055986.350000 0.0510900894 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EMHW4 11732.460000 PA USD 11999.300000 0.0005805428 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140QA3Y4 19422.600000 PA USD 18960.830000 0.0009173513 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 31402RR92 9189.650000 PA USD 9443.060000 0.0004568684 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3140XH2F3 64851.800000 PA USD 55422.570000 0.0026814211 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138A7QM3 27251.720000 PA USD 26361.030000 0.0012753833 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR B1V7KEBTPIMZEU4LTD58 3138EHFB3 7946.410000 PA USD 7706.170000 0.0003728352 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FNR 2021-33 AI B1V7KEBTPIMZEU4LTD58 3136BHUP2 1127277.640000 PA USD 147408.380000 0.0071318226 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 1449.000000 NS USD 0.000000 0.0000000000 Long EP CORP US Y 3 N N N FB FINANCIAL CORP 5493000B2LD2C2A6C435 30257X104 5275.000000 NS USD 277939.750000 0.0134471120 Long EC CORP US N 1 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 313586109 24570.000000 NS USD 173955.600000 0.0084162140 Long EC CORP US N 1 N N N FEDERAL SIGNAL CORP 549300RTXZRPTNP6G884 313855108 1333.000000 NS USD 142231.100000 0.0068813386 Long EC CORP US N 1 N N N FED CAISSES DESJARDINS 144A 549300B2Q47IR0CR5B54 31429KAQ6 250000.000000 PA USD 252361.620000 0.0122096064 Long DBT CORP CA N 2 2031-05-27 Fixed 5.0210000000 N N N N N N FERRARI NV 549300RIVY5EX8RCON76 YX0724154 165000.000000 PA 194958.000000 0.0094323394 Long DBT CORP NL N 2 2030-05-21 Fixed 3.6250000000 N N N N N N FERVO ENERGY CO-A N/A 31556C106 2090.000000 NS USD 76619.400000 0.0037069532 Long EC CORP US N 1 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 2027.750000 -0.0000035831 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A APOLLO DEBT SOLUTIONS BD Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 93997.320000 USD 2027.750000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 2384.010000 0.0000029097 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES CAPITAL CORP Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 116296.800000 USD 2384.010000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 466.110000 0.0000017030 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES CAPITAL CORP Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 31711.840000 USD 466.110000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 491.580000 0.0000012536 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ARES STRATEGIC INCOME FU Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 34380.150000 USD 491.580000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 393.600000 -0.0000005535 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BAIN CAPITAL SPECIALTY F Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 31350.880000 USD 393.600000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 644.950000 -0.0000064604 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLACKSTONE SECURED LEND Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 43310.030000 USD 644.950000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 457.650000 -0.0000033906 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A CARLYLE SECURED LENDING Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 29846.650000 USD 457.650000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1845.130000 0.0000181077 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A GOLDMAN SACHS PRIVATE CR Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 47150.160000 USD 1845.130000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD -2.350000 -0.0000057129 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A HPS CORPORATE LENDING FU Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 44656.340000 USD -2.350000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1180.870000 0.0000011021 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A HERCULES CAPITAL INC Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 41883.240000 USD 1180.870000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1877.770000 0.0000179756 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CAPITAL CORP Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 118330.630000 USD 1877.770000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 2972.240000 0.0000128138 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CAPITAL CORP Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 114380.730000 USD 2972.240000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 825.020000 -0.0000138095 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 87718.950000 USD 825.020000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1003.440000 0.0000023567 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 68315.520000 USD 1003.440000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 1134.680000 0.0000028806 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A BLUE OWL CREDIT INCOME Y Fixed Income Performance Leg 2026-08-12 0.000000 USD 0.000000 USD 75938.820000 USD 1134.680000 N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MCE4 275000.000000 PA USD 272982.990000 0.0132072970 Long DBT CORP US N 2 2031-03-10 Fixed 4.8000000000 N N N N N N FIEMEX ENERGIA - BANC AC 144A N/A 05974EAA8 267437.000000 PA USD 272572.480000 0.0131874360 Long DBT CORP MX N 2 2041-01-31 Fixed 7.2500000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773100 31860.000000 NS USD 1590769.800000 0.0769636570 Long EC CORP US N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DP2 585000.000000 PA USD 572926.270000 0.0277189704 Long DBT CORP US N 2 2037-01-29 Variable 5.1410000000 N N N N N N FIGRE 2026-HF3 A1A 144A N/A 31684WAA5 407711.660000 PA USD 408891.990000 0.0197827636 Long ABS-O CORP US N 2 2056-03-25 Floating 5.0120000000 N N N N N N FILTRONIC PLC 213800PDQ9V2ZNCDO264 000000000 27740.000000 NS 146168.340000 0.0070718277 Long EC CORP GB N 2 N N N FINNING INTERNATIONAL INC 549300QLDCP11KB6XW55 000000000 2909.000000 NS 219717.960000 0.0106302607 Long EC CORP CA N 2 N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AL1 348000.000000 PA USD 322380.510000 0.0155972178 Long DBT CORP US N 2 2030-03-01 Fixed 2.6500000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 337932AP2 65000.000000 PA USD 58549.810000 0.0028327213 Long DBT CORP US N 2 2030-09-01 Fixed 2.2500000000 N N N N N N FIRSTENERGY PENN ELECTRI 144A N/A 33767QAA4 170000.000000 PA USD 168535.210000 0.0081539680 Long DBT CORP US N 2 2031-03-15 Fixed 4.5500000000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAH2 130000.000000 PA USD 128532.990000 0.0062186050 Long DBT CORP US N 2 2035-01-15 Fixed 5.0000000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BP2 600000.000000 PA USD 587924.460000 0.0284446037 Long DBT CORP US N 2 2031-02-15 Fixed 4.5500000000 N N N N N N FIVE STAR BANCORP 5493008ZRBIHKWC0JA73 33830T103 7170.000000 NS USD 302789.100000 0.0146493581 Long EC CORP US N 1 N N N FLAGSHIP COMMUNITIES REIT UT 894500P7IQ2SJ1DF2L20 000000000 11607.000000 NS USD 230631.090000 0.0111582531 Long EC CORP CA N 1 N N N FLAGSTAR BANK, N.A. SS1TRMSN6BRNMOREEV51 649445400 19028.000000 NS USD 267533.680000 0.0129436518 Long EC CORP US N 1 N N N FSMT 2020-1INV A11 144A N/A 33851YAL0 114862.500000 PA USD 111308.880000 0.0053852785 Long ABS-MBS CORP US N 2 2050-03-25 Floating 4.5490000000 N N N N N N FLEXE SERIES C CVT PFD STOCK PP N/A 000000000 3599.000000 NS USD 10509.080000 0.0005084439 Long EP CORP US Y 3 N N N FLEXE SERIES D CVT PFD STOCK PP N/A TC3VQOQZ7 1206.000000 NS USD 4486.320000 0.0002170544 Long EP CORP US Y 3 N N N FLOOR & DECOR HOLDINGS INC-A 549300M5FR3N688XGQ36 339750101 118.000000 NS USD 6065.200000 0.0002934428 Long EC CORP US N 1 N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081HB6 200000.000000 PA USD 192328.290000 0.0093051104 Long DBT CORP US N 2 2066-02-15 Fixed 5.6000000000 N N N N N N FLOWSERVE CORP 6Y0GK87T6V7NJKZJVM41 34354P105 2889.000000 NS USD 218148.390000 0.0105543227 Long EC CORP US N 1 N N N FLOWSERVE CORPORATION 6Y0GK87T6V7NJKZJVM41 34354PAG0 151000.000000 PA USD 152160.890000 0.0073617556 Long DBT CORP US N 2 2036-05-15 Fixed 5.7000000000 N N N N N N FLUENCE ENERGY INC 25490043LHZ97BT5PP29 34379V103 1676.000000 NS USD 31642.880000 0.0015309266 Long EC CORP US N 1 N N FLUTTER TREASURY DAC 144A 635400JE8VLL9UFVIC38 344045AB5 200000.000000 PA USD 198323.330000 0.0095951587 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 200000.000000 PA USD 200095.420000 0.0096808949 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 900000.000000 PA USD 907717.680000 0.0439166448 Long ABS-O CORP US N 2 2035-08-15 Fixed 4.8500000000 N N N N N N FORDF 2026-1 B 5493001DTG5N7T8BG747 34528QKB9 40000.000000 PA USD 39910.440000 0.0019309226 Long ABS-O CORP US N 2 2031-05-15 Fixed 4.6100000000 N N N N N N FORDF 2024-3 B 144A 5493001DTG5N7T8BG747 34528QJM7 150000.000000 PA USD 150226.040000 0.0072681449 Long ABS-O CORP US N 2 2029-09-15 Fixed 4.5000000000 N N N N N N FORDF 2026-2 B 5493001DTG5N7T8BG747 34528QKF0 55000.000000 PA USD 54839.630000 0.0026532176 Long ABS-O CORP US N 2 2033-05-15 Fixed 4.8500000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H48 200000.000000 PA USD 202304.720000 0.0097877839 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 500000.000000 PA USD 532181.650000 0.0257476889 Long DBT CORP US N 2 2030-03-06 Fixed 7.3500000000 N N N N N N FORMFACTOR INC 549300YCEEO6SZD1ZR61 346375108 1830.000000 NS USD 227999.700000 0.0110309428 Long EC CORP US N 1 N N N FCBSL 2024-4A B 144A 254900DPXY8BVCQBIY30 34966VAE2 250000.000000 PA USD 250867.250000 0.0121373067 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.5730000000 N N N N N N FCBSL 2026-1A A1 144A 254900Z7ZALK0N30AL78 34966UAA2 250000.000000 PA USD 250446.750000 0.0121169623 Long ABS-CBDO CORP KY N 2 2039-04-20 Floating 4.9520000000 N N N N N N FORTUM OYJ 635400IUIZZIUJSAMF76 000000000 19628.000000 NS 458798.460000 0.0221973081 Long EC CORP FI N 2 N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AE3 200000.000000 PA USD 213427.330000 0.0103259113 Long DBT CORP US N 2 2038-01-25 Fixed 6.4000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AJ2 200000.000000 PA USD 210820.620000 0.0101997950 Long DBT CORP US N 2 2037-01-25 Fixed 6.2000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AH6 200000.000000 PA USD 210278.980000 0.0101735897 Long DBT CORP US N 2 2036-01-25 Fixed 6.1000000000 N N N N N N FOUNDRY JV HOLDCO LLC 144A 21380048QROAMGM6EP30 350930AD5 200000.000000 PA USD 211473.220000 0.0102313687 Long DBT CORP US N 2 2035-01-25 Fixed 6.2500000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312940EU9 1380.920000 PA USD 1398.030000 0.0000676386 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31283HRL1 57.650000 PA USD 61.010000 0.0000029517 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31287UEV0 841.750000 PA USD 895.460000 0.0000433236 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941NS2 9075.420000 PA USD 9187.860000 0.0004445215 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312941SV0 11340.550000 PA USD 11011.420000 0.0005327478 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SBG4 33617.900000 PA USD 31664.050000 0.0015319508 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292HVC5 2998.050000 PA USD 3094.970000 0.0001497390 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312940AM1 19204.000000 PA USD 19442.450000 0.0009406528 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128LXFP0 8343.530000 PA USD 8451.400000 0.0004088905 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.0000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GK2F2 21413.880000 PA USD 20739.190000 0.0010033909 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75T9 52452.860000 PA USD 53104.910000 0.0025692895 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132J85B2 76710.700000 PA USD 70179.530000 0.0033953833 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9JW3 68373.020000 PA USD 64385.720000 0.0031150707 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31287UDJ8 579.840000 PA USD 616.690000 0.0000298363 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M9LV2 149190.430000 PA USD 137065.640000 0.0066314264 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M7TQ9 18391.390000 PA USD 18290.410000 0.0008849155 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJZW3 47670.320000 PA USD 42840.810000 0.0020726980 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945DS4 46242.090000 PA USD 44900.050000 0.0021723269 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJW71 68836.630000 PA USD 66117.170000 0.0031988407 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943DQ3 33789.690000 PA USD 33577.290000 0.0016245160 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.5000000000 N N N N N N FHLMC 15YR GOLD S6XOOCT0IEG5ABCC6L87 3128MEE49 55048.570000 PA USD 53700.870000 0.0025981228 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMK3 6147.420000 PA USD 6113.670000 0.0002957879 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943GW7 481.770000 PA USD 467.790000 0.0000226323 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJMS6 21854.140000 PA USD 21734.140000 0.0010515279 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6M88 8287.840000 PA USD 8693.230000 0.0004205906 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H5BB3 22108.020000 PA USD 20819.910000 0.0010072962 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312944LP4 5312.610000 PA USD 5158.560000 0.0002495783 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31292SAG5 70441.590000 PA USD 66333.660000 0.0032093148 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M76Q4 41423.990000 PA USD 42781.940000 0.0020698498 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M8R30 159.070000 PA USD 154.450000 0.0000074725 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312945ZY7 40556.490000 PA USD 39278.670000 0.0019003567 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74W3 5663.640000 PA USD 5628.040000 0.0002722924 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132J85A4 91382.150000 PA USD 83610.520000 0.0040451933 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M75Q5 13600.170000 PA USD 13768.590000 0.0006661435 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312938BW2 8473.430000 PA USD 8427.080000 0.0004077139 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.5000000000 N N N N N N FHLM GOLD S6XOOCT0IEG5ABCC6L87 3132GKGF7 28257.340000 PA USD 27367.030000 0.0013240550 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H7C85 43837.210000 PA USD 41291.380000 0.0019977344 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128MJAN0 6530.170000 PA USD 6871.200000 0.0003324382 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M74T0 10035.200000 PA USD 10321.090000 0.0004993487 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31288ALH6 376.630000 PA USD 387.320000 0.0000187391 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312933NW0 39803.540000 PA USD 39584.980000 0.0019151764 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942UJ2 738.580000 PA USD 717.140000 0.0000346962 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312939WT4 15515.750000 PA USD 15707.950000 0.0007599725 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3132H3PR8 85335.020000 PA USD 80365.980000 0.0038882180 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128K7MM7 4834.850000 PA USD 4897.360000 0.0002369411 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312942WL5 414.290000 PA USD 402.270000 0.0000194624 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 3128M6QE1 9369.260000 PA USD 9825.150000 0.0004753544 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.0000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 31335ALP1 52004.660000 PA USD 51679.350000 0.0025003189 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.5000000000 N N N N N N FHLMC GOLD S6XOOCT0IEG5ABCC6L87 312943UJ0 27056.380000 PA USD 26271.150000 0.0012710348 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.0000000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QJQE9 2124.420000 PA USD 2178.020000 0.0001053756 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 6.2190000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128S4GD3 2130.880000 PA USD 2187.950000 0.0001058561 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.3180000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128JNNV3 2687.980000 PA USD 2741.880000 0.0001326560 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 6.1460000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128NGEY7 571.220000 PA USD 583.830000 0.0000282465 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 6.3170000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128LUHZ2 2352.250000 PA USD 2404.580000 0.0001163369 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.1830000000 N N N N N N FHLMC ARM S6XOOCT0IEG5ABCC6L87 3128QJPK6 6153.850000 PA USD 6317.330000 0.0003056412 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 6.3980000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QBY7 547189.600000 PA USD 440510.180000 0.0213124956 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CWYY4 223540.520000 PA USD 219140.660000 0.0106023301 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWD67 262502.720000 PA USD 229938.070000 0.0111247239 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWKP7 544074.580000 PA USD 556996.200000 0.0269482514 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CWG73 42716.760000 PA USD 41011.940000 0.0019842147 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427PGU2 800439.410000 PA USD 824413.570000 0.0398862760 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427CYW7 338539.880000 PA USD 341296.530000 0.0165124012 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DSMJ8 1283221.340000 PA USD 1089307.170000 0.0527021970 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WDQU9 86082.920000 PA USD 86585.070000 0.0041891062 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSB56 252575.510000 PA USD 259736.510000 0.0125664139 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426PDW2 160813.500000 PA USD 164777.750000 0.0079721769 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142JTVW0 385867.250000 PA USD 380661.950000 0.0184169550 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJ28 389205.400000 PA USD 407498.610000 0.0197153499 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 6.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132A8GL7 85437.300000 PA USD 83409.770000 0.0040354808 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133WGCK9 70278.140000 PA USD 71942.680000 0.0034806870 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31425VMB6 157401.460000 PA USD 161087.610000 0.0077936428 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7L3 18430.630000 PA USD 15612.990000 0.0007553782 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQLW4 86451.250000 PA USD 85671.840000 0.0041449229 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVGD7 1030284.620000 PA USD 1056090.290000 0.0510951181 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427RZD5 133083.280000 PA USD 113178.270000 0.0054757222 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWBQ5 479812.290000 PA USD 405881.530000 0.0196371133 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYWJ4 406444.140000 PA USD 364559.040000 0.0176378738 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CW6E9 65518.030000 PA USD 59128.140000 0.0028607017 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DQ6R2 205307.170000 PA USD 167442.300000 0.0081010915 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AQFQ5 52887.070000 PA USD 44340.820000 0.0021452706 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CTLV9 193674.310000 PA USD 195684.460000 0.0094674865 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GVJY8 465494.740000 PA USD 470854.860000 0.0227806135 Long ABS-MBS USGSE US N 2 2055-09-01 Fixed 5.5000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYVF3 188606.680000 PA USD 164336.840000 0.0079508451 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUJN8 93003.860000 PA USD 94083.810000 0.0045519057 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426LK52 43945.410000 PA USD 45108.350000 0.0021824048 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GUKU6 483162.850000 PA USD 494747.160000 0.0239365562 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWJJ3 167551.900000 PA USD 161761.250000 0.0078262344 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GSFR4 134922.890000 PA USD 138748.210000 0.0067128315 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTAW0 549263.100000 PA USD 465372.010000 0.0225153456 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWDC4 1229403.340000 PA USD 989875.530000 0.0478915559 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNBB8 672632.770000 PA USD 545389.600000 0.0263867079 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWBH5 1361093.430000 PA USD 1100010.410000 0.0532200347 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWFF5 940896.840000 PA USD 909537.450000 0.0440046878 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DMCR4 94290.640000 PA USD 84461.660000 0.0040863727 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWH22 337514.700000 PA USD 340275.430000 0.0164629989 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KPD54 59105.200000 PA USD 47891.510000 0.0023170579 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KGKP2 68307.400000 PA USD 62897.650000 0.0030430759 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUU88 433197.620000 PA USD 428515.510000 0.0207321768 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KHDK9 133909.610000 PA USD 127195.460000 0.0061538934 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DSQU9 185105.550000 PA USD 187091.910000 0.0090517670 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DMVJ1 65646.940000 PA USD 60447.890000 0.0029245531 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133AMGK6 85810.840000 PA USD 73403.410000 0.0035513591 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNJ46 258835.890000 PA USD 228520.540000 0.0110561418 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNQN6 147956.520000 PA USD 138531.820000 0.0067023623 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTFE5 310483.390000 PA USD 314246.150000 0.0152036661 Long ABS-MBS USGSE US N 2 2054-05-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DVLL7 57954.320000 PA USD 51637.260000 0.0024982825 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133CFT66 33360.030000 PA USD 33599.940000 0.0016256119 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DUCT2 166118.160000 PA USD 163907.080000 0.0079300527 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QS94 494682.750000 PA USD 501211.520000 0.0242493109 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KH3Q7 41550.150000 PA USD 40521.530000 0.0019604880 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427RUQ1 632611.830000 PA USD 533030.200000 0.0257887430 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QJ94 122783.470000 PA USD 121377.070000 0.0058723916 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTLM0 236843.230000 PA USD 234709.190000 0.0113555573 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KN4U4 295680.880000 PA USD 250962.310000 0.0121419059 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132E0A77 451335.810000 PA USD 455810.870000 0.0220527643 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNGN7 684728.320000 PA USD 556119.070000 0.0269058146 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427SMM7 935973.650000 PA USD 923334.190000 0.0446721933 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3142GS4H8 107117.370000 PA USD 108415.530000 0.0052452942 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWDR1 631252.060000 PA USD 531835.570000 0.0257309451 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427PXU3 228909.770000 PA USD 238518.970000 0.0115398798 Long ABS-MBS USGSE US N 2 2055-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWF57 620556.330000 PA USD 615901.020000 0.0297981486 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KHKY1 136407.210000 PA USD 128915.810000 0.0062371263 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31426JF53 163159.070000 PA USD 167436.330000 0.0081008027 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 31427QYQ9 252830.270000 PA USD 249823.080000 0.0120867883 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KNLC5 439702.760000 PA USD 374279.440000 0.0181081602 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DTTP5 130768.720000 PA USD 136199.640000 0.0065895282 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNUW1 319577.510000 PA USD 292105.650000 0.0141324779 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133B1RZ6 268447.890000 PA USD 216230.500000 0.0104615326 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DULT2 73606.890000 PA USD 74365.760000 0.0035979190 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.5000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3133L75R4 88430.050000 PA USD 79670.710000 0.0038545798 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DVE92 143117.110000 PA USD 147234.330000 0.0071234018 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 6.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3132CXBX9 51572.630000 PA USD 50224.130000 0.0024299133 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133BNSV6 83762.450000 PA USD 83134.080000 0.0040221425 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132ACFU9 411953.050000 PA USD 381313.670000 0.0184484861 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3133KJL34 58218.620000 PA USD 47610.980000 0.0023034855 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.0000000000 N N N N N N FNMA 15YR S6XOOCT0IEG5ABCC6L87 3133GEL97 135601.680000 PA USD 124646.830000 0.0060305871 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 2.0000000000 N N N N N N FNMA 20YR S6XOOCT0IEG5ABCC6L87 3133KYXA2 22476.610000 PA USD 20623.140000 0.0009977762 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DV7A7 116528.970000 PA USD 98822.570000 0.0047811735 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DNK69 313901.500000 PA USD 255789.740000 0.0123754636 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.0000000000 N N N N N N FNMA 30 YR S6XOOCT0IEG5ABCC6L87 3132DWDH3 337012.820000 PA USD 271351.750000 0.0131283753 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.0000000000 N N N N N N FHR 5000 UI S6XOOCT0IEG5ABCC6L87 3137FVHM7 2027387.250000 PA USD 345578.870000 0.0167195867 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.5000000000 N N N N N N FHR 5293 KI S6XOOCT0IEG5ABCC6L87 3137H9QH5 953434.850000 PA USD 128009.590000 0.0061932821 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.0000000000 N N N N N N STACR 2022-DNA5 M1B 144A 5493000IS349P4O9HR58 35564KYP8 65000.000000 PA USD 67323.000000 0.0032571804 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.1120000000 N N N N N N STACR 2022-DNA6 M1B 144A 5493000IS30HKV5IAS29 35564KH44 80000.000000 PA USD 82612.690000 0.0039969169 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 7.3120000000 N N N N N N STACR 2024-DNA2 A1 144A 529900GRKKKHILZX4347 35564NCW1 1325682.460000 PA USD 1330230.740000 0.0643584147 Long ABS-MBS USGSE US N 2 2044-05-25 Floating 4.8620000000 N N N N N N STACR 2024-HQA1 A1 144A 529900PGKDI4ZEXFQ523 35564NBW2 269969.220000 PA USD 270895.210000 0.0131062873 Long ABS-MBS USGSE US N 2 2044-03-25 Floating 4.8620000000 N N N N N N STACR 2025-DNA1 A1 144A 529900WZAMS87JCAOC53 35564NFY4 87875.000000 PA USD 87930.200000 0.0042541855 Long ABS-MBS USGSE US N 2 2045-01-25 Floating 4.5620000000 N N N N N N STACR 2025-DNA2 A1 144A 529900XX8WXEM4FBIH80 35564NHY2 35750.000000 PA USD 35874.270000 0.0017356471 Long ABS-MBS USGSE US N 2 2045-05-25 Floating 4.7120000000 N N N N N N STACR 2025-DNA3 A1 144A 5299009HC4IGFM6RXF30 35564UAQ0 45500.000000 PA USD 45553.240000 0.0022039292 Long ABS-MBS USGSE US N 2 2045-09-25 Floating 4.5620000000 N N N N N N STACR 2025-HQA1 A1 144A 529900MBUPRSJMB6GN48 35564NGY3 56100.000000 PA USD 56153.250000 0.0027167724 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 4.5620000000 N N N N N N STACR 2026-DNA2 M1 144A 529900S8M5IMFAIV8785 35564UDQ7 343642.440000 PA USD 343642.440000 0.0166258995 Long ABS-MBS USGSE US N 2 2046-03-25 Floating 4.8120000000 N N N N N N FHS 379 C1 S6XOOCT0IEG5ABCC6L87 3142FRPN5 733349.210000 PA USD 75304.290000 0.0036433264 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 1.5000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCH6 66000.000000 PA USD 65782.600000 0.0031826537 Long DBT CORP US N 2 2030-08-01 Fixed 4.6250000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCC7 40000.000000 PA USD 40007.730000 0.0019356297 Long DBT CORP US N 2 2027-09-01 Fixed 5.0000000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCF0 95000.000000 PA USD 93465.130000 0.0045219731 Long DBT CORP US N 2 2030-03-01 Fixed 4.2500000000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 35671DCG8 169000.000000 PA USD 168034.990000 0.0081297667 Long DBT CORP US N 2 2028-08-01 Fixed 4.3750000000 N N N N N N FREMF 2016-K60 B 144A N/A 302947AE6 750000.000000 PA USD 744606.980000 0.0360251221 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.5440000000 N N N N N N FUJIKURA LTD 353800PSDZ8VRCKVPL51 000000000 24900.000000 NS 742033.020000 0.0359005903 Long EC CORP JP N 2 N N N FARMERS BUSINESS NETWORK INC PP 5493003KO0NA75DM0Y81 TC7HUI213 3960.000000 NS USD 0.000000 0.0000000000 Long EC CORP US Y 3 N N N GA GLOBAL FUNDING TRUST 144A 54930029I8ROQ4OROZ88 36143L2R5 230000.000000 PA USD 230530.170000 0.0111533705 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 250000.000000 PA USD 248280.960000 0.0120121784 Long DBT CORP US N 2 2032-04-01 Fixed 5.5000000000 N N N N N N GALDERMA FINANCE EUROPE 7245004RN4I1ORSTHY93 YQ2652101 165000.000000 PA 193358.380000 0.0093549476 Long DBT CORP NL N 2 2030-03-20 Fixed 3.5000000000 N N N N N N GFMT 2018-1 A23 144A N/A 36417JAL3 21249.210000 PA USD 19353.750000 0.0009363614 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 10846.240000 PA USD 10242.920000 0.0004955667 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 219870.920000 PA USD 220066.450000 0.0106471212 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.3730000000 N N N N N N GCAT 2026-NQM2 A1 144A 254900KVL1UYCCX9U836 36173JAE3 688105.310000 PA USD 689617.150000 0.0333646376 Long ABS-MBS CORP US N 2 2071-02-25 Variable 5.4490000000 N N N N N N GE VERNOVA LLC 254900DP080RU6OK2553 36828A101 1711.000000 NS USD 1656795.520000 0.0801580733 Long EC CORP US N 1 N N N GE Aerospace 3C7474T6CDKPR9K6YT90 369604301 10019.000000 NS USD 3243751.440000 0.1569372095 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604CA9 170000.000000 PA USD 169749.910000 0.0082127369 Long DBT CORP US N 2 2036-01-29 Fixed 4.9000000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BZ5 215000.000000 PA USD 213664.130000 0.0103373680 Long DBT CORP US N 2 2030-07-29 Fixed 4.3000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 290000.000000 PA USD 296873.790000 0.0143631672 Long DBT CORP US N 2 2029-07-15 Fixed 5.5500000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XED4 106000.000000 PA USD 113150.840000 0.0054743951 Long DBT CORP US N 2 2033-01-09 Fixed 6.4000000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XFN1 90000.000000 PA USD 89823.870000 0.0043458039 Long DBT CORP US N 2 2036-01-08 Fixed 5.4500000000 N N N N N N GENERALI 549300X5UKJVE386ZB61 000000000 18466.000000 NS 831620.360000 0.0402349505 Long EC CORP IT N 2 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LE9 330000.000000 PA USD 331885.080000 0.0160570621 Long DBT CORP US N 2 2029-06-15 Fixed 4.6000000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334LC3 330000.000000 PA USD 327737.610000 0.0158564017 Long DBT CORP US N 2 2028-10-01 Fixed 4.0000000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558103 32595.000000 NS USD 4381745.850000 0.2119949630 Long EC CORP US N 1 N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558CK7 625000.000000 PA USD 625042.570000 0.0302404295 Long DBT CORP US N 2 2029-05-20 Fixed 4.4000000000 N N N N N N GNMA II TBA JUN 549300M8ZYFG0OCMTT87 21H050664 1425000.000000 PA USD 1407089.180000 0.0680769330 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.0000000000 N N N N N N GNMA II TBA JUN 549300M8ZYFG0OCMTT87 21H020667 990000.000000 PA USD 812278.170000 0.0392991484 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.0000000000 N N N N N N GNMA II TBA JUN 549300M8ZYFG0OCMTT87 21H032662 225000.000000 PA USD 202642.650000 0.0098041335 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 3.5000000000 N N N N N N GNMA II TBA JUN 549300M8ZYFG0OCMTT87 21H042661 715000.000000 PA USD 687713.460000 0.0332725344 Long ABS-MBS USGA US N 2 2039-01-01 Fixed 4.5000000000 N N N N N N GNMA II TBA JUN 549300M8ZYFG0OCMTT87 21H022663 665000.000000 PA USD 568746.570000 0.0275167507 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 2.5000000000 N N N N N N GNMA II TBA JUN 549300M8ZYFG0OCMTT87 21H052660 1520000.000000 PA USD 1529363.200000 0.0739927203 Long ABS-MBS USGA US N 2 2035-01-01 Fixed 5.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2N57 10645.990000 PA USD 10849.530000 0.0005249154 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2MV1 42616.330000 PA USD 43036.230000 0.0020821527 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36201FW86 2362.510000 PA USD 2438.880000 0.0001179964 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2MG4 628.130000 PA USD 646.530000 0.0000312800 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QJ4 14535.580000 PA USD 14408.880000 0.0006971217 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 3622A2QW5 15534.960000 PA USD 15674.640000 0.0007583609 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 13508.430000 PA USD 12369.970000 0.0005984764 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.0000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF68 20148.250000 PA USD 20352.020000 0.0009846591 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36184BZ34 19663.450000 PA USD 18385.470000 0.0008895146 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.5000000000 N N N N N N GNMA 30 YR PLAT 549300M8ZYFG0OCMTT87 36241LF50 20148.250000 PA USD 20352.020000 0.0009846591 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 3620A9S44 10252.410000 PA USD 10355.530000 0.0005010150 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.0000000000 N N N N N N GNMA 30 YR 549300M8ZYFG0OCMTT87 36297FYY2 5996.470000 PA USD 6054.460000 0.0002929232 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UCE0 212.740000 PA USD 217.490000 0.0000105225 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XH33 74752.240000 PA USD 77019.590000 0.0037263150 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FB47 9824.530000 PA USD 9943.410000 0.0004810760 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A26L1 163755.050000 PA USD 151185.050000 0.0073145431 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SJV0 21683.170000 PA USD 21406.500000 0.0010356763 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179QGG0 36662.630000 PA USD 37709.640000 0.0018244449 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RXF1 11600.080000 PA USD 11447.020000 0.0005538228 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLN6 738538.310000 PA USD 606375.870000 0.0293373086 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TAL9 87246.460000 PA USD 83018.240000 0.0040165380 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VG22 7169.770000 PA USD 6468.760000 0.0003129676 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGY6 8762.050000 PA USD 8868.340000 0.0004290626 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABZU9 66644.980000 PA USD 64814.480000 0.0031358148 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MK82 27536.060000 PA USD 26495.480000 0.0012818882 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179V4U1 1407157.010000 PA USD 1156757.940000 0.0559655592 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WY85 414853.930000 PA USD 340654.230000 0.0164813258 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VV31 339516.520000 PA USD 321921.410000 0.0155750059 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB89 55137.260000 PA USD 50895.200000 0.0024623806 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FJR8 3403.260000 PA USD 3444.550000 0.0001666521 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UUM2 68795.550000 PA USD 69081.440000 0.0033422562 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UH70 71346.000000 PA USD 72893.360000 0.0035266822 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36178WP45 1877.060000 PA USD 1769.310000 0.0000856017 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SGN1 13464.740000 PA USD 13287.070000 0.0006428469 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SB71 132940.250000 PA USD 119943.220000 0.0058030199 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RF87 310951.460000 PA USD 281271.390000 0.0136083013 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MSY7 3917.070000 PA USD 3769.050000 0.0001823519 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FMB9 101961.870000 PA USD 101016.020000 0.0048872956 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AAYY4 33947.940000 PA USD 31341.960000 0.0015163676 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179X2J4 935863.760000 PA USD 909183.550000 0.0439875656 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TXY6 93735.470000 PA USD 95834.370000 0.0046366002 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179S5M5 179324.180000 PA USD 170633.610000 0.0082554915 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WQA9 861132.210000 PA USD 736981.380000 0.0356561849 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FQ74 121710.270000 PA USD 120577.850000 0.0058337242 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36184BAH0 18596.190000 PA USD 17372.340000 0.0008404980 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617B5DY7 74087.080000 PA USD 68397.860000 0.0033091837 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FCP9 4208.980000 PA USD 4259.910000 0.0002061004 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UPD8 24338.900000 PA USD 24867.930000 0.0012031451 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHY5 319154.870000 PA USD 309831.520000 0.0149900802 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FY75 113839.520000 PA USD 112780.330000 0.0054564693 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VHG8 117888.400000 PA USD 103400.490000 0.0050026596 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179R7J2 71335.100000 PA USD 65846.840000 0.0031857618 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179M2Q2 18225.970000 PA USD 17182.260000 0.0008313017 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABZD7 88639.780000 PA USD 84440.330000 0.0040853407 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SJS7 120714.070000 PA USD 108912.350000 0.0052693311 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGD2 21607.330000 PA USD 21406.890000 0.0010356951 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194CT94 13434.600000 PA USD 12121.050000 0.0005864333 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UK27 19961.870000 PA USD 20394.800000 0.0009867288 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJB9 15976.600000 PA USD 14414.540000 0.0006973955 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TAN5 24908.010000 PA USD 25279.450000 0.0012230550 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VDC1 44099.340000 PA USD 38753.720000 0.0018749589 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MNJ5 4319.490000 PA USD 4156.260000 0.0002010856 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TCX1 43154.880000 PA USD 39847.610000 0.0019278828 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FLQ7 4383.420000 PA USD 4436.600000 0.0002146489 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WUV8 60291.880000 PA USD 54581.840000 0.0026407454 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VGZ9 19514.750000 PA USD 17606.760000 0.0008518396 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FQ82 49203.420000 PA USD 49800.320000 0.0024094088 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179U3S9 67071.140000 PA USD 58940.930000 0.0028516442 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AAGA6 9843.560000 PA USD 9084.720000 0.0004395314 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W7K8 954424.360000 PA USD 848973.860000 0.0410745370 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622ABCY6 111247.160000 PA USD 104284.410000 0.0050454249 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WTY4 787676.560000 PA USD 674115.950000 0.0326146679 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XLK0 130129.780000 PA USD 134032.110000 0.0064846600 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FFU5 7916.120000 PA USD 8012.150000 0.0003876390 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179NF78 83459.890000 PA USD 78236.290000 0.0037851806 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179VQJ2 35715.260000 PA USD 31326.030000 0.0015155969 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TZ73 155825.380000 PA USD 156733.580000 0.0075829888 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UEC2 4955.300000 PA USD 5063.010000 0.0002449555 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194BZF5 51558.820000 PA USD 46516.870000 0.0022505509 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A3BS8 83578.310000 PA USD 79517.300000 0.0038471577 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG58 5208.670000 PA USD 4956.240000 0.0002397898 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179UZH8 9090.800000 PA USD 7988.830000 0.0003865107 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TLV5 55041.150000 PA USD 55798.390000 0.0026996038 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XHX7 550705.130000 PA USD 519405.490000 0.0251295605 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SEH6 333318.330000 PA USD 307674.040000 0.0148856983 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36179TG66 91740.710000 PA USD 89956.310000 0.0043522115 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TUE3 25713.660000 PA USD 26416.170000 0.0012780511 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SLU9 17160.870000 PA USD 16980.430000 0.0008215368 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FGE0 2645.400000 PA USD 2677.490000 0.0001295407 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2ZK1 35465.070000 PA USD 32743.920000 0.0015841964 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179N2K3 97260.750000 PA USD 93545.650000 0.0045258687 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XFL5 114520.960000 PA USD 118033.900000 0.0057106444 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 6.0000000000 N N N N N N GOVT NATL MTG ASSN II30Y 549300M8ZYFG0OCMTT87 36202CT94 114.030000 PA USD 114.330000 0.0000055314 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 7.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XFK7 447156.130000 PA USD 453639.350000 0.0219477032 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WDR6 235055.120000 PA USD 201166.840000 0.0097327317 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TE43 26820.770000 PA USD 27189.760000 0.0013154784 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FLP9 13644.990000 PA USD 13518.410000 0.0006540395 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36183FLP2 10516.500000 PA USD 9824.390000 0.0004753177 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FWA0 23491.980000 PA USD 23791.440000 0.0011510630 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194MH87 16133.600000 PA USD 14556.160000 0.0007042473 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TJ22 108501.520000 PA USD 109994.250000 0.0053216749 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FP75 72898.670000 PA USD 72220.410000 0.0034941240 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SLS4 57357.440000 PA USD 52944.570000 0.0025615320 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194MJQ5 25229.400000 PA USD 22762.680000 0.0011012901 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RVB2 48362.420000 PA USD 44649.930000 0.0021602258 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617A9KW6 19482.380000 PA USD 17985.070000 0.0008701427 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W2U1 1212893.100000 PA USD 1038064.880000 0.0502230237 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36193VJC7 33806.290000 PA USD 30500.920000 0.0014756770 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179VSG6 220206.840000 PA USD 188638.710000 0.0091266033 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 36241KYG7 14396.240000 PA USD 15082.940000 0.0007297336 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XX50 910168.500000 PA USD 903892.750000 0.0437315893 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XBS4 69730.490000 PA USD 63871.750000 0.0030902042 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FKN5 39554.110000 PA USD 39187.190000 0.0018959308 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TLT0 141724.720000 PA USD 134856.330000 0.0065245369 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179Q3H2 47624.450000 PA USD 43423.210000 0.0021008753 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36195KHC1 15037.270000 PA USD 13567.050000 0.0006563928 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MK74 16359.890000 PA USD 15423.040000 0.0007461881 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179UGF3 24870.430000 PA USD 25411.010000 0.0012294200 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617G85D1 11031.510000 PA USD 11116.570000 0.0005378351 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179RD63 179598.840000 PA USD 162456.270000 0.0078598605 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179MG61 47918.940000 PA USD 46108.100000 0.0022307741 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.0000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622A2D74 61947.550000 PA USD 58391.700000 0.0028250717 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WLP1 246162.710000 PA USD 210673.030000 0.0101926544 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TV93 18665.660000 PA USD 19175.610000 0.0009277427 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202E7H6 7657.120000 PA USD 7749.770000 0.0003749447 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TC29 16379.080000 PA USD 16604.420000 0.0008033450 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179XX43 71137.990000 PA USD 68954.330000 0.0033361065 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179W3Y2 104164.110000 PA USD 94210.310000 0.0045580259 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WSZ2 43384.070000 PA USD 39284.290000 0.0019006286 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 1.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36189MBR8 25010.690000 PA USD 23088.510000 0.0011170542 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179WNE4 864194.970000 PA USD 739602.580000 0.0357830022 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202EGQ6 41937.390000 PA USD 43126.660000 0.0020865278 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.5000000000 N N N N N N GNMA II 30 YR 549300M8ZYFG0OCMTT87 3622AB5L2 65070.020000 PA USD 60550.740000 0.0029295291 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FP67 4249.100000 PA USD 4087.900000 0.0001977783 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SQV2 71614.920000 PA USD 64613.420000 0.0031260872 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SGK7 72544.610000 PA USD 65452.220000 0.0031666695 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179S2Q9 5367.940000 PA USD 5107.790000 0.0002471220 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36202FCN4 5272.580000 PA USD 5223.560000 0.0002527231 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36195KHB3 11970.090000 PA USD 10799.730000 0.0005225060 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179M5M8 55495.210000 PA USD 52021.870000 0.0025168905 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179SNU7 59429.510000 PA USD 53619.330000 0.0025941778 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36179TG41 15140.350000 PA USD 13980.040000 0.0006763738 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.5000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 3617G9FT3 37215.140000 PA USD 37502.100000 0.0018144038 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.0000000000 N N N N N N GNMA LL 30 YR 549300M8ZYFG0OCMTT87 36194PGZ1 26759.510000 PA USD 24143.180000 0.0011680807 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.0000000000 N N N N N N GLENCORE PLC 2138002658CPO9NBH955 000000000 135774.000000 NS 1032614.700000 0.0499593364 Long EC CORP JE N 2 N N N GLP CAPITAL LP / FIN II N/A 361841AV1 250000.000000 PA USD 245705.500000 0.0118875741 Long DBT CORP US N 2 2033-02-15 Fixed 5.2500000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AX7 185000.000000 PA USD 181800.470000 0.0087957598 Long DBT CORP US N 2 2036-03-01 Fixed 5.6250000000 N N N N N N GMALT 2026-1 B N/A 36273VAF2 55000.000000 PA USD 54570.280000 0.0026401861 Long ABS-O CORP US N 2 2030-01-22 Fixed 4.1200000000 N N N N N N GOLAR LNG LTD 213800C2VSFZG3EZLO34 000000000 13046.000000 NS USD 649038.500000 0.0314013860 Long EC CORP BM N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141G104 3510.000000 NS USD 3599715.600000 0.1741592510 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB78 430000.000000 PA USD 423719.140000 0.0205001217 Long DBT CORP US N 2 2035-10-23 Variable 5.0160000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZR8 515000.000000 PA USD 511754.590000 0.0247593994 Long DBT CORP US N 2 2028-03-15 Variable 3.6150000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GB60 395000.000000 PA USD 394384.250000 0.0190808589 Long DBT CORP US N 2 2030-10-23 Variable 4.6920000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZU1 760000.000000 PA USD 760023.000000 0.0367709706 Long DBT CORP US N 2 2028-08-23 Variable 4.4820000000 N N N N N N GOLUB CAPITAL CAP FND 254900B5KBW6OY1F9951 38179RAD7 314000.000000 PA USD 310752.950000 0.0150346602 Long DBT CORP US N 2 2030-05-01 Fixed 5.8750000000 N N N N N N GNR 2021-96 VI 549300M8ZYFG0OCMTT87 38382UG39 2853961.880000 PA USD 428347.430000 0.0207240449 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 2.5000000000 N N N N N N GNR 2013-24 OI 549300M8ZYFG0OCMTT87 38378FK74 24198.780000 PA USD 3861.110000 0.0001868059 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4.0000000000 N N N N N N GNR 2020-181 WI 549300M8ZYFG0OCMTT87 38382LXR7 968929.240000 PA USD 120163.560000 0.0058136803 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 26683.200000 PA USD 23695.210000 0.0011464072 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.0000000000 N N N N N N GNR 2021-57 AI 549300M8ZYFG0OCMTT87 38382QAU4 4936447.880000 PA USD 595301.130000 0.0288014972 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.0000000000 N N N N N N GNR 2013-82 IG 549300M8ZYFG0OCMTT87 38378TDR8 37898.610000 PA USD 5821.560000 0.0002816552 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.5000000000 N N N N N N GNR 2018-8 DA 549300M8ZYFG0OCMTT87 38380UPK3 18663.650000 PA USD 17407.270000 0.0008421880 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.0000000000 N N N N N N GRACE 2020-GRCE A 144A N/A 38406JAA6 300000.000000 PA USD 267672.690000 0.0129503773 Long ABS-MBS CORP US N 2 2040-12-10 Fixed 2.3470000000 N N N N N N GRACO INC 4T5VJ4S81BRT6Q7GGT78 384109104 95.000000 NS USD 7167.750000 0.0003467857 Long EC CORP US N 1 N N N GRAHAM CORP 254900EI9P4LTY524J77 384556106 1521.000000 NS USD 152312.940000 0.0073691120 Long EC CORP US N 1 N N N GALC 2026-1 A3 144A N/A 39154GAQ9 160000.000000 PA USD 160628.070000 0.0077714096 Long ABS-O CORP US N 2 2030-09-16 Fixed 4.7600000000 N N N N N N GALC 2026-1 A2 144A N/A 39154GAP1 145000.000000 PA USD 145219.180000 0.0070259061 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.4700000000 N N N N N N GRIFFON CORP 5493000C2SGNC7ZN3242 398433102 650.000000 NS USD 57187.000000 0.0027667867 Long EC CORP US N 1 N N N GROCERY OUTLET HOLDING CORP N/A 39874R101 36201.000000 NS USD 308070.510000 0.0149048801 Long EC CORP US N 1 N N N GRUPO MEXICO SAB DE CV-SER B 529900JWLZAYET2ZGW20 000000000 39138.000000 NS 483756.250000 0.0234048007 Long EC CORP MX N 2 N N N GSMBS 2020-INV1 A14 144A N/A 36258KAS7 176459.400000 PA USD 151680.440000 0.0073385108 Long ABS-MBS CORP US N 2 2050-10-25 Variable 2.9080000000 N N N N N N GSMBS 2014-EB1A 2A1 144A N/A 36250BAE6 1195.590000 PA USD 1190.260000 0.0000575864 Long ABS-MBS CORP US N 2 2044-07-25 Variable 5.5040000000 N N N N N N GSMBS 2025-NQM3 A1 144A 2549007JKCA9H9HUGZ71 36274TAA7 85720.320000 PA USD 85615.490000 0.0041421966 Long ABS-MBS CORP US N 2 2065-11-25 Variable 5.1370000000 N N N N N N GUARDANT HEALTH INC 254900M8C3E5VC8BR186 40131M109 47.000000 NS USD 6095.430000 0.0002949054 Long EC CORP US N 1 N N N GUARDIAN PHRMCY SERVICES-A N/A 40145W101 2606.000000 NS USD 100956.440000 0.0048844131 Long EC CORP US N 1 N N N GULFPORT ENERGY CORP 254900DJRGZBUZ3F5038 402635502 327.000000 NS USD 55128.930000 0.0026672144 Long EC CORP US N 1 N N N GUSTO INC PP 254900RM672GSG5HDT33 TC6CSL955 3136.000000 NS USD 67110.400000 0.0032468946 Long EC CORP US Y 3 N N N GUSTO INC SER E CVT PFD PP 254900RM672GSG5HDT33 TC18PZKC3 4351.000000 NS USD 93111.400000 0.0045048591 Long EP CORP US Y 3 N N N HA SUSTAINABLE INF CAP 254900ZZRL7MWL1X8E92 41068XAF7 693000.000000 PA USD 710171.270000 0.0343590745 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 6465.000000 NS USD 265065.000000 0.0128242136 Long EC CORP US N 1 N N N HAGERTY INC N/A 405166109 10317.000000 NS USD 105439.740000 0.0051013214 Long EC CORP US N 1 N N N HAMMOND POWER SOLUTIONS INC 549300OLI26OOKEG5V73 000000000 149.000000 NS 35004.980000 0.0016935897 Long EC CORP CA N 2 N N N HANWHA AEROSPACE CO LTD 9884001NSUA8FQKQWR25 000000000 472.000000 NS 368031.680000 0.0178058849 Long EC CORP KR N 2 N N N HARBOUR ENERGY PLC 144A 213800YPC42DYBKVPF97 411618AD3 660000.000000 PA USD 679631.700000 0.0328815276 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 304657.500000 PA USD 310425.890000 0.0150188366 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 228600.000000 PA USD 213279.140000 0.0103187416 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 2473.000000 NS USD 1038.660000 0.0000502518 Long EP CORP US Y 3 N N N HAUL HUB SERIES C CVT PFD STOCK PP N/A TC65RM9G5 777.000000 NS USD 326.340000 0.0000157888 Long EP CORP US Y 3 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119DE6 465000.000000 PA USD 453605.170000 0.0219460495 Long DBT CORP US N 2 2032-11-15 Fixed 4.6000000000 N N N N N N HEALTH CARE SERVICE CORP 144A 549300TMJ1FKCKECR148 42218SAM0 405000.000000 PA USD 387602.200000 0.0187527339 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 200000.000000 PA USD 200967.660000 0.0097230951 Long DBT CORP US N 2 2034-06-15 Fixed 5.4500000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAM6 190000.000000 PA USD 165440.950000 0.0080042634 Long DBT CORP US N 2 2031-03-15 Fixed 2.0500000000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 42225UAK0 575000.000000 PA USD 565202.920000 0.0273453039 Long DBT CORP US N 2 2028-01-15 Fixed 3.6250000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 YS5265238 105000.000000 PA 120636.220000 0.0058365482 Long DBT CORP JE N 2 2036-01-16 Fixed 3.8750000000 N N N N N N HEATHROW FUNDING LTD 7TI96JO3DYEIQWZ7Z726 AX5204471 100000.000000 PA 100801.620000 0.0048769227 Long DBT CORP JE N 2 2034-03-14 Fixed 1.8750000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806109 1300.000000 NS USD 452634.000000 0.0218990629 Long EC CORP US N 1 N N N HEIDELBERG MATERIALS AG LZ2C6E0W5W7LQMX5ZI37 000000000 4404.000000 NS 974407.400000 0.0471431862 Long EC CORP DE N 2 N N N HITACHI LTD 549300T6IPOCDWLKC615 000000000 59400.000000 NS 1922750.290000 0.0930253352 Long EC CORP JP N 2 N N N HOLCIM LTD-REG 529900EHPFPYHV6IQO98 000000000 12667.000000 NS 1246801.200000 0.0603219774 Long EC CORP CH N 2 N N N HOME BANCSHARES INC N/A 436893200 7443.000000 NS USD 199174.680000 0.0096363482 Long EC CORP US N 1 N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 437076102 2617.000000 NS USD 829955.380000 0.0401543965 Long EC CORP US N 1 N N N HOMES 2025-AFC2 A1B 144A N/A 43761YAB0 285770.270000 PA USD 286403.050000 0.0138565782 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 200306.860000 PA USD 200883.300000 0.0097190137 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 441682.530000 PA USD 438098.810000 0.0211958302 Long ABS-MBS CORP US N 2 2061-02-25 Variable 4.8460000000 N N N N N N HOMES 2026-NQM2 A1 144A N/A 43761GAC7 510893.350000 PA USD 512849.150000 0.0248123557 Long ABS-MBS CORP US N 2 2071-01-25 Variable 5.4880000000 N N N N N N HOMES 2026-NQM3 A2 144A N/A 403973AF7 97985.170000 PA USD 97784.210000 0.0047309362 Long ABS-MBS CORP US N 2 2071-04-27 Variable 5.4650000000 N N N N N N HONEYWELL AEROSPACE INC 144A 213800ZUAQRBYL67JS90 43849RAJ4 290000.000000 PA USD 290094.990000 0.0140351994 Long DBT CORP US N 2 2056-03-16 Fixed 5.7320000000 N N N N N N HONOR TECHNOLOGY SER D CVT PFD PP N/A 000000000 34928.000000 NS USD 10478.400000 0.0005069596 Long EP CORP US Y 3 N N N HORSESHOE FUND TRST I 144A N/A 440929AA5 100000.000000 PA USD 101321.620000 0.0049020810 Long DBT CORP US N 2 2036-02-15 Fixed 6.0620000000 N N N N N N HOYA CORP 353800X4VR3BHEUCJB42 000000000 4900.000000 NS 832153.010000 0.0402607209 Long EC CORP JP N 2 N N N HPEFS 2023-2A D 144A N/A 44328UAF3 76177.500000 PA USD 76552.220000 0.0037037030 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.9700000000 N N N N N N HPEFS 2024-2A B 144A N/A 40444MAG6 100000.000000 PA USD 100565.910000 0.0048655187 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 69198.060000 PA USD 69407.470000 0.0033580300 Long ABS-O CORP US N 2 2031-10-20 Fixed 5.3600000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280FE4 210000.000000 PA USD 207498.050000 0.0100390445 Long DBT CORP GB N 2 2031-11-06 Variable 4.6190000000 N N N N N N HY 2025-SPRL A 144A N/A 44855PAA6 410000.000000 PA USD 418554.570000 0.0202502527 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.4670000000 N N N N N N HUNTINGTON BANCSHARES INC 549300XTVCVV9I7B5T19 446150104 31600.000000 NS USD 516976.000000 0.0250120184 Long EC CORP US N 1 N N N HACLN 2024-1 B1 144A N/A 44644NAA7 111172.000000 PA USD 112369.910000 0.0054366126 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 191473.350000 PA USD 191939.260000 0.0092862885 Long ABS-O CORP US N 2 2033-03-21 Fixed 4.9570000000 N N N N N N HACLN 2026-1 B1 144A N/A 44644NAV1 267232.970000 PA USD 265259.590000 0.0128336282 Long ABS-O CORP US N 2 2034-02-20 Fixed 4.5030000000 N N N N N N HUNTSMAN CORP 5299000V56320A7RIQ67 447011107 2863.000000 NS USD 43947.050000 0.0021262194 Long EC CORP US N 1 N N N Hut 8 Corp 98450066FEF9C1D3FC20 44812J104 372.000000 NS USD 46436.760000 0.0022466751 Long EC CORP US N 1 N N N HUT 8 DC LLC 144A 2549001DBTVKADI7M690 44813DAA4 625000.000000 PA USD 631643.300000 0.0305597820 Long DBT CORP US N 2 2042-11-15 Fixed 6.1920000000 N N N N N N ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF N/A 000000000 -783.000000 NC USD -106096.500000 -0.0051330963 N/A DCR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Call Written ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF 100.0000000000 79.000000 USD 2026-06-18 XXXX -47371.500000 N N N ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF N/A 000000000 -790.000000 NC USD -26860.000000 -0.0012995242 N/A DCR CORP US N 2 OTC GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Call Written ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF 100.0000000000 80.000000 USD 2026-06-18 XXXX -7426.000000 N N N ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF N/A 000000000 -783.000000 NC USD -8613.000000 -0.0004167089 N/A DCR CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 Put Written ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF 100.0000000000 79.000000 USD 2026-06-18 XXXX 21532.500000 N N N ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF N/A 000000000 -790.000000 NC USD -21330.000000 -0.0010319751 N/A DCR CORP US N 2 OTC GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Put Written ISHARES IBOXX USD HIGH YIELD CORPORATE BOND ETF ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF 100.0000000000 80.000000 USD 2026-06-18 XXXX 18170.000000 N N N HALST 2025-A B 144A N/A 44935WAF4 100000.000000 PA USD 100885.860000 0.0048809983 Long ABS-O CORP US N 2 2029-06-15 Fixed 5.1500000000 N N N N N N HART 2026-A C N/A 448981AG5 80000.000000 PA USD 78649.130000 0.0038051544 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 45000.000000 PA USD 44267.640000 0.0021417300 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 170000.000000 PA USD 177297.300000 0.0085778901 Long DBT CORP US N 2 2029-01-16 Fixed 6.5000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891AEE3 320000.000000 PA USD 315316.520000 0.0152554521 Long DBT CORP US N 2 2031-01-08 Fixed 4.5500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ADG9 255000.000000 PA USD 253944.820000 0.0122862038 Long DBT CORP US N 2 2029-09-26 Fixed 4.5500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ADH7 170000.000000 PA USD 168373.670000 0.0081461525 Long DBT CORP US N 2 2031-09-26 Fixed 4.7500000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACV7 80000.000000 PA USD 81438.460000 0.0039401060 Long DBT CORP US N 2 2031-01-08 Fixed 5.4000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACN5 59000.000000 PA USD 60783.630000 0.0029407966 Long DBT CORP US N 2 2028-09-21 Fixed 6.1000000000 N N N N N N HYUNDAI CAPITAL AMERICA 144A 549300RIPPWJB5Z0FK07 44891ACY1 130000.000000 PA USD 132020.630000 0.0063873418 Long DBT CORP US N 2 2029-03-19 Fixed 5.3500000000 N N N N N N iCapital Inc Common Stock PP N/A 000000000 6420.000000 NS USD 109140.000000 0.0052803451 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC USD 549860.420000 0.0266030124 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70D6_ICE_CDX IG CDSI S46 5Y 06/20/2031 BNPA Y Default Event 2031-06-20 477887.640000 USD 0.000000 USD 22500000.000000 USD 71972.780000 N N N IDACORP INC N134NUJDWN8UEFA8B673 451107106 3406.000000 NS USD 477759.620000 0.0231146754 Long EC CORP US N 1 N N N IMMATICS NV 984500DC691EZ96AF394 N44445109 40893.000000 NS USD 470678.430000 0.0227720776 Long EC CORP NL N 1 N N IMMUNOME INC N/A 45257U108 48900.000000 NS USD 1067487.000000 0.0516465068 Long EC CORP US N 1 N N N IMMUNOVANT INC N/A 45258J102 7330.000000 NS USD 244089.000000 0.0118093656 Long EC CORP US N 1 N N N IMPERIAL BRANDS FIN PLC 144A 2138008L3B3MCG1DFS50 45262BAL7 470000.000000 PA USD 478780.840000 0.0231640834 Long DBT CORP GB N 2 2055-07-01 Fixed 6.3750000000 N N N N N N IMPRL 2021-NQM2 A1 144A N/A 452761AA7 223261.630000 PA USD 188426.940000 0.0091163576 Long ABS-MBS CORP US N 2 2056-09-25 Variable 1.0730000000 N N N N N N IMPINJ INC 549300M26VGKSMMWWN17 453204109 723.000000 NS USD 109173.000000 0.0052819417 Long EC CORP US N 1 N N N INDEPENDENCE REALTY TRUST IN 549300Z3L8NU44NQEB29 45378A106 5162.000000 NS USD 83779.260000 0.0040533572 Long EC CORP US N 1 N N N INDRA SISTEMAS SA 95980020140005308793 000000000 13390.000000 NS 890381.600000 0.0430779011 Long EC CORP ES N 2 N N INFINEON TECHNOLOGIES AG TSI2PJM6EPETEQ4X1U25 000000000 16412.000000 NS 1556113.240000 0.0752869244 Long EC CORP DE N 2 N N N ING GROEP NV CVA NLG1 549300NYKK9MWM7GGW15 000000000 32737.000000 NS 1014042.890000 0.0490608064 Long EC CORP NL N 2 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BV4 370000.000000 PA USD 370717.760000 0.0179358412 Long DBT CORP NL N 2 2037-03-23 Variable 5.4200000000 N N N N N N INGERSOLL-RAND INC 5299004C02FMZCUOIR50 45687V106 20278.000000 NS USD 1452715.920000 0.0702844182 Long EC CORP US N 1 N N N INSTALLED BUILDING PRODUCTS 549300I95Y9P9YM5FI86 45780R101 1082.000000 NS USD 227198.360000 0.0109921729 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 343000.000000 PA USD 322763.700000 0.0156157570 Long DBT CORP US N 2 2054-02-21 Fixed 5.6000000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140100 19029.000000 NS USD 2182245.720000 0.1055800853 Long EC CORP US N 1 N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CS7 125000.000000 PA USD 124851.780000 0.0060405029 Long DBT CORP US N 2 2036-05-15 Fixed 5.3000000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAV6 200000.000000 PA USD 199234.380000 0.0096392366 Long DBT CORP US N 2 2029-06-15 Fixed 4.3500000000 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866F104 15574.000000 NS USD 2302615.900000 0.1114037621 Long EC CORP US N 1 N N N INTERDIGITAL INC N/A 45867G101 3946.000000 NS USD 994747.140000 0.0481272512 Long EC CORP US N 1 N N N INTL BUSINESS MACHINES CORP VGRQXHF3J8VDLUA7XE92 459200101 4729.000000 NS USD 1408296.200000 0.0681353303 Long EC CORP US N 1 N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146103 33587.000000 NS USD 1124156.890000 0.0543882750 Long EC CORP US N 1 N N N INTUITIVE SURGICAL INC 54930052SRG011710797 46120E602 4303.000000 NS USD 1827225.920000 0.0884037332 Long EC CORP US N 1 N N N INVCO 2021-3A A1R 144A 5493000BVI47XOSBML18 46151VAA9 250000.000000 PA USD 250168.250000 0.0121034881 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 4.7440000000 N N N N N N IONIS PHARMACEUTICALS INC 549300SI4ZGLG0BLUZ92 462222100 121.000000 NS USD 9256.500000 0.0004478424 Long EC CORP US N 1 N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AR1 210000.000000 PA USD 208655.290000 0.0100950333 Long DBT CORP US N 2 2034-04-01 Fixed 5.7500000000 N N N N N N IRADIMED CORP 549300YVHWP0YJ1YW816 46266A109 389.000000 NS USD 35266.740000 0.0017062540 Long EC CORP US N 1 N N N ISETAN MITSUKOSHI HOLDINGS L 529900SY5RZO92EFG035 000000000 44500.000000 NS 948509.950000 0.0458902316 Long EC CORP JP N 2 N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 46514BRL3 418000.000000 PA USD 425250.020000 0.0205741879 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.5000000000 N N N N N N JBT MAREL CORP 5493007CT6ATBZ2L6826 477839104 2676.000000 NS USD 359627.640000 0.0173992858 Long EC CORP US N 1 N N N JOHNSON & JOHNSON 549300G0CFPGEF6X2043 478160104 14969.000000 NS USD 3372964.770000 0.1631887302 Long EC CORP US N 1 N N N JPMMT 2019-INV3 A3 144A N/A 46591LAC5 66227.640000 PA USD 59744.660000 0.0028905298 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 57196.600000 PA USD 51301.470000 0.0024820365 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 267733.120000 PA USD 237039.040000 0.0114682787 Long ABS-MBS CORP US N 2 2050-12-25 Variable 3.5670000000 N N N N N N JPMMT 2020-INV1 A3 144A N/A 46591VAC3 61224.780000 PA USD 55045.780000 0.0026631915 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.5000000000 N N N N N N JPMMT 2020-LTV1 B1A 144A N/A 46591NBR7 276634.020000 PA USD 243348.500000 0.0117735391 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.2170000000 N N N N N N JPMMT 2020-LTV1 A15 144A N/A 46591NBH9 446.250000 PA USD 444.380000 0.0000214997 Long ABS-MBS CORP US N 2 2050-06-25 Variable 3.5000000000 N N N N N N JPMMT 2020-LTV1 A3 144A N/A 46591NAC1 1044.050000 PA USD 1039.880000 0.0000503108 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 231016.130000 PA USD 230562.440000 0.0111549318 Long ABS-MBS CORP US N 2 2065-10-25 Variable 5.1950000000 N N N N N N JPMMT 2025-HE3 A1 144A 529900FDW9QWEZPAFE21 46660CAA5 48831.900000 PA USD 49089.000000 0.0023749941 Long ABS-MBS CORP US N 2 2056-03-20 Floating 4.9750000000 N N N N N N JPMMT 2025-NMQ3 A1 144A N/A 46659QAC3 296122.360000 PA USD 296810.580000 0.0143601090 Long ABS-MBS USGSE US N 2 2065-11-25 Variable 5.4950000000 N N N N N N JPMMT 2026-HE1 A1 144A N/A 46594RAA3 394279.270000 PA USD 395687.280000 0.0191439013 Long ABS-MBS CORP US N 2 2056-09-20 Floating 4.8750000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 1370000.000000 PA USD 1264763.900000 0.0611910378 Long DBT CORP US N 2 2031-04-22 Variable 2.5220000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 805000.000000 PA USD 752910.790000 0.0364268720 Long DBT CORP US N 2 2031-05-13 Variable 2.9560000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEC6 225000.000000 PA USD 228159.520000 0.0110386751 Long DBT CORP US N 2 2035-01-23 Variable 5.3360000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFJ0 595000.000000 PA USD 579673.920000 0.0280454311 Long DBT CORP US N 2 2037-01-22 Variable 4.8980000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEQ5 395000.000000 PA USD 394331.470000 0.0190783054 Long DBT CORP US N 2 2030-10-22 Variable 4.6030000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 290000.000000 PA USD 286269.220000 0.0138501033 Long DBT CORP US N 2 2035-10-22 Variable 4.9460000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PFE1 250000.000000 PA USD 242735.010000 0.0117438576 Long DBT CORP US N 2 2036-10-22 Variable 4.8100000000 N N N N N N J.P. MORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 46625H100 25821.000000 NS USD 7728483.510000 0.3739147891 Long EC CORP US N 1 N N N Kardigan Inc SER B CVT PFD PP N/A 000000000 2877.000000 NS USD 61467.340000 0.0029738755 Long EP CORP US Y 3 N N N Kardium Inc Series D-8 CVT PFD Stock PP N/A 000000000 51014.000000 NS USD 33018.300000 0.0015974713 Long EP CORP CA Y 3 N N N Kardium Inc Ser D-6 CVT Pfd Stock PP N/A TC0GUUWU8 44249.000000 NS USD 36611.620000 0.0017713211 Long EP CORP US Y 3 N N N KARMAN HOLDINGS INC 529900O0VTB7GNU1Z532 485924104 2265.000000 NS USD 130237.500000 0.0063010715 Long EC CORP US N 1 N N KDDI CORP 5299003FU7V4I45FU310 000000000 68300.000000 NS 1174107.730000 0.0568049662 Long EC CORP JP N 2 N N N KEARNY FINANCIAL CORP/MD N/A 48716P108 9759.000000 NS USD 80414.160000 0.0038905490 Long EC CORP US N 1 N N N KEEL INFRASTRUCTURE CORP N/A 486917107 1390.000000 NS USD 7895.200000 0.0003819808 Long EC CORP US N 1 N N N KENTUCKY UTILITIES CO AGX0G2MXE54NFNNICD28 491674BP1 40000.000000 PA USD 40136.010000 0.0019418360 Long DBT CORP US N 2 2055-08-15 Fixed 5.8500000000 N N N N N N KERING 549300VGEJKB7SVUZR78 000000000 2272.000000 NS 669148.640000 0.0323743426 Long EC CORP FR N 2 N N N KEYSIGHT TECHNOLOGIES IN 549300GLKVIO8YRCYN02 49338L103 19459.000000 NS USD 6583563.470000 0.3185219640 Long EC CORP US N 1 N N N KINGFISHER PLC 213800KBMEV7I92FY281 000000000 104058.000000 NS 401784.920000 0.0194389137 Long EC CORP GB N 2 N N N KINGSPAN GROUP PLC 635400HM7V74SUB9OG75 000000000 4676.000000 NS 427432.640000 0.0206797860 Long EC CORP IE N 2 N N N KINSALE CAPITAL GROUP INC N/A 49714P108 469.000000 NS USD 142937.130000 0.0069154973 Long EC CORP US N 1 N N N KION GROUP AG 5299005KY91C4C6U9H17 000000000 11284.000000 NS 575261.890000 0.0278319709 Long EC CORP DE N 2 N N N KKR 34A AR 144A 254900DSRKUNUNRNUG13 48253UAJ5 320000.000000 PA USD 320183.680000 0.0154909321 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.7730000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 482480100 632.000000 NS USD 1214520.720000 0.0587602029 Long EC CORP US N 1 N N N KNIFE RIVER CORP N/A 498894104 2271.000000 NS USD 178296.210000 0.0086262188 Long EC CORP US N 1 N N N KOBOLD METALS SER B-1 CVT PFD STOCK PP N/A 000000000 1739.000000 NS USD 195831.570000 0.0094746039 Long EP CORP US Y 3 N N N Kobold Metals SER C-1 CVT Pfd Stock PP N/A TC2NWYYJ4 758.000000 NS USD 85359.590000 0.0041298158 Long EP CORP US Y 3 N N N KODIAK GAS SERVICES INC N/A 50012A108 1916.000000 NS USD 128084.600000 0.0061969112 Long EC CORP US N 1 N N N KODIAK SCIENCES INC 254900IXI5NI8C9OQE24 50015M109 2633.000000 NS USD 96657.430000 0.0046764210 Long EC CORP US N 1 N N N KOMATSU LTD 5493004LQ0B4T7QPQV17 000000000 15000.000000 NS 612565.630000 0.0296367778 Long EC CORP JP N 2 N N N KONINKLIJKE PHILIPS NV H1FJE8H61JGM1JSGM897 000000000 38060.000000 NS 1010491.910000 0.0488890051 Long EC CORP NL N 2 N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050N103 1877.000000 NS USD 134712.290000 0.0065175681 Long EC CORP US N 1 N N N KRATOS DEFENSE & SECURITY 5493000EKBN0UY1F3F88 50077B207 2288.000000 NS USD 146729.440000 0.0070989745 Long EC CORP US N 1 N N N KT CORP 9884005ACF8449EANY26 000000000 15391.000000 NS 541033.890000 0.0261759726 Long EC CORP KR N 2 N N N KULICKE & SOFFA INDUSTRIES 529900H6BEIRBF429744 501242101 920.000000 NS USD 93738.800000 0.0045352136 Long EC CORP US N 1 N N N KYMERA THERAPEUTICS INC N/A 501575104 6160.000000 NS USD 501547.200000 0.0242655516 Long EC CORP US N 1 N N N Kardium Inc Series D-7 CVT PFD Stock PP N/A 000000000 74238.000000 NS USD 48049.800000 0.0023247162 Long EP CORP US Y 3 N N N L OREAL 529900JI1GG6F7RKVI53 000000000 2560.000000 NS 1129593.930000 0.0546513266 Long EC CORP FR N 2 N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AM1 445000.000000 PA USD 444447.840000 0.0215030051 Long DBT CORP US N 2 2028-06-15 Fixed 4.4000000000 N N N N N N LAM RESEARCH CORP 549300I4GMO6D34U1T02 512807306 9613.000000 NS USD 3058664.340000 0.1479824380 Long EC CORP US N 1 N N N LANDBRIDGE CO LLC-A 529900P7NBGGY6C0SF08 514952100 2018.000000 NS USD 141623.240000 0.0068519295 Long EC CORP US N 1 N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AE7 210000.000000 PA USD 209817.010000 0.0101512390 Long DBT CORP US N 2 2026-08-18 Fixed 3.5000000000 N N N N N N LATTICE SEMICONDUCTOR CORP 549300LRBBPZDQ2II567 518415104 10376.000000 NS USD 1526102.080000 0.0738349427 Long EC CORP US N 1 N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAM7 95000.000000 PA USD 93728.600000 0.0045347201 Long DBT CORP US N 2 2029-03-15 Fixed 4.1000000000 N N N N N N LEMONADE INC 5493009BKR06OXXU6853 52567D107 1348.000000 NS USD 78184.000000 0.0037826507 Long EC CORP US N 1 N N N LIBERTY ENERGY INC-A 254900PKFJW6RILDCM60 53115L104 3019.000000 NS USD 88335.940000 0.0042738157 Long EC CORP US N 1 N N N LIBERTY LIVE HOLDINGS-C N/A 530909308 17433.000000 NS USD 1727610.300000 0.0835841909 Long EC CORP US N 1 N N N LIFE TIME GROUP HOLDINGS INC N/A 53190C102 6124.000000 NS USD 202581.920000 0.0098011953 Long EC CORP US N 1 N N N Lightmatter SER D CVT PFD PP N/A 000000000 815.000000 NS USD 69462.450000 0.0033606900 Long EP CORP US Y 3 N N N LIGHTPATH TECHNOLOGIES INC-A N/A 532257805 1110.000000 NS USD 18847.800000 0.0009118828 Long EC CORP US N 1 N N N LINDE PLC 5299003QR1WT0EF88V51 000000000 9099.000000 NS USD 4528481.310000 0.2190942287 Long EC CORP IE N 1 N N N LIVE OAK BANCSHARES INC N/A 53803X105 7529.000000 NS USD 286327.870000 0.0138529409 Long EC CORP US N 1 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 822433.000000 NS 1124952.350000 0.0544267605 Long EC CORP GB N 2 N N N LOAR HOLDINGS INC N/A 53947R105 13221.000000 NS USD 852490.080000 0.0412446566 Long EC CORP US N 1 N N LOUISIANA-PACIFIC CORP 549300C7E2UAO5BVRR75 546347105 3276.000000 NS USD 250220.880000 0.0121060344 Long EC CORP US N 1 N N N LOUISVILLE GAS & ELEC KO3GRIB3RPH1XDX50U72 546676BA4 40000.000000 PA USD 40329.430000 0.0019511940 Long DBT CORP US N 2 2055-08-15 Fixed 5.8500000000 N N N N N N LOWE S COS INC WAFCR4OKGSC504WU3E95 548661107 10146.000000 NS USD 2174896.560000 0.1052245227 Long EC CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAZ7 115000.000000 PA USD 114661.310000 0.0055474738 Long DBT CORP US N 2 2035-07-30 Variable 5.4000000000 N N N N N N MA'ADEN SUKUK LTD 144A 254900QDNU6I6VA8UL14 55407NAA0 236000.000000 PA USD 238253.130000 0.0115270180 Long DBT NUSS KY N 2 2030-02-13 Fixed 5.2500000000 N N N N N N MA'ADEN SUKUK LTD 144A 254900QDNU6I6VA8UL14 55407NAB8 310000.000000 PA USD 313915.720000 0.0151876795 Long DBT NUSS KY N 2 2035-02-13 Fixed 5.5000000000 N N N N N N MACERICH CO/THE 529900PSWCB5KI0JYU46 554382101 5252.000000 NS USD 118275.040000 0.0057223111 Long EC CORP US N 1 N N N MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC N/A 55405Y100 1657.000000 NS USD 604208.480000 0.0292324472 Long EC CORP US N 1 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 000000000 6110.000000 NS 1047737.770000 0.0506910116 Long EC CORP AU N 2 N N N MDPK 2019-35A A1R2 144A N/A 55819MBC9 360000.000000 PA USD 360435.600000 0.0174383760 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 1513.000000 NS USD 566300.770000 0.0273984195 Long EC CORP US N 1 N N N MAGNOLIA OIL & GAS CORP - A N/A 559663109 3689.000000 NS USD 100931.040000 0.0048831842 Long EC CORP US N 1 N N N MAGNUM ICE CREAM CO NV/THE 25490052LLF3XH6G9847 000000000 35947.000000 NS 582772.580000 0.0281953486 Long EC CORP NL N 2 N N MANDATUM OYJ 743700OAJK6L28Y2NN56 000000000 72158.000000 NS 478985.430000 0.0231739818 Long EC CORP FI N 2 N N N MAPLIGHT THERAPEUTICS INC N/A 56565P103 5103.000000 NS USD 149568.930000 0.0072363530 Long EC CORP US N 1 N N MAREX GROUP PLC 549300DWX0SVICJAL507 000000000 1169.000000 NS USD 61886.860000 0.0029941724 Long EC CORP GB N 1 N N N MARQETA INC-A 254900UZARK0FMZGZE18 57142B104 65387.000000 NS USD 265471.220000 0.0128438671 Long EC CORP US N 1 N N N MARS INC 144A 54930073HKEO6GZBSS03 571676BB0 275000.000000 PA USD 272661.280000 0.0131917322 Long DBT CORP US N 2 2045-05-01 Fixed 5.6500000000 N N N N N N MARSH & MCLENNAN COS 549300XMP3KDCKJXIU47 571748102 3555.000000 NS USD 568693.350000 0.0275141758 Long EC CORP US N 1 N N N MARTIN MARIETTA MATERIALS 5299005MZ4WZECVATV08 573284106 2448.000000 NS USD 1423854.720000 0.0688880731 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AR5 55000.000000 PA USD 55173.190000 0.0026693557 Long DBT CORP US N 2 2030-07-15 Fixed 4.7500000000 N N N N N N MARVELL TECHNOLOGY INC 254900WVU0BM7ZCJ9E93 573874AJ3 322000.000000 PA USD 296640.530000 0.0143518817 Long DBT CORP US N 2 2031-04-15 Fixed 2.9500000000 N N N N N N MASTERCARD INC - A AR5L2ODV9HN37376R084 57636Q104 6696.000000 NS USD 3307690.080000 0.1600306499 Long EC CORP US N 1 N N N MAXLINEAR INC 549300EMOI0SM2IY4F64 57776J100 1651.000000 NS USD 153427.430000 0.0074230326 Long EC CORP US N 1 N N N MAZE THERAPEUTICS INC N/A 578784100 2303.000000 NS USD 60937.380000 0.0029482353 Long EC CORP US N 1 N N MCDONALD S CORP UE2136O97NLB5BYP9H04 580135101 7622.000000 NS USD 2128062.400000 0.1029586209 Long EC CORP US N 1 N N N MED 2024-MOB A N/A 55287BAA1 265000.000000 PA USD 261352.650000 0.0126446050 Long ABS-MBS CORP US N 2 2041-05-15 Floating 5.2190000000 N N N N N N MEDLINE BORROWER LP 144A 254900QT3R363TVK6F09 62482BAA0 390000.000000 PA USD 379633.390000 0.0183671918 Long DBT CORP US N 2 2029-04-01 Fixed 3.8750000000 N N N N N N MEDLINE BORROWER/MEDL CO 144A N/A 58506DAC2 280000.000000 PA USD 279994.040000 0.0135465014 Long DBT CORP US N 2 2033-06-15 Fixed 5.2500000000 N N N N N N MEDLINE BORROWER/MEDL CO 144A N/A 58506DAB4 610000.000000 PA USD 609597.090000 0.0294931557 Long DBT CORP US N 2 2031-06-15 Fixed 5.0000000000 N N N N N N MEDLINE BORROWER LP 144A 254900QT3R363TVK6F09 58506DAA6 117000.000000 PA USD 120081.630000 0.0058097164 Long DBT CORP US N 2 2029-04-01 Fixed 6.2500000000 N N N N N N MEDLINE INC-CL A 984500FAN6J1P8566D43 58507V107 4853.000000 NS USD 177425.680000 0.0085841013 Long EC CORP US N 1 N N N MERCK & CO. INC. 4YV9Y5M8S0BRK1RP0397 58933Y105 2600.000000 NS USD 308672.000000 0.0149339810 Long EC CORP US N 1 N N N MERCURY SYSTEMS INC 549300P3B84SGK7HH679 589378108 3442.000000 NS USD 384471.400000 0.0186012615 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M8X3 325000.000000 PA USD 304832.360000 0.0147482139 Long DBT CORP US N 2 2045-11-15 Fixed 5.5000000000 N N N N N N META PLATFORMS INC-CLASS A BQ4BKCS1HXDV9HN80Z93 30303M102 16728.000000 NS USD 10580627.280000 0.5119054745 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAH5 395000.000000 PA USD 394623.750000 0.0190924463 Long DBT CORP US N 2 2036-05-15 Fixed 5.2500000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAD4 265000.000000 PA USD 258779.190000 0.0125200974 Long DBT CORP US N 2 2035-11-15 Fixed 4.8750000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303MAE2 647000.000000 PA USD 595982.550000 0.0288344653 Long DBT CORP US N 2 2055-11-15 Fixed 5.6250000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R108 8922.000000 NS USD 737760.180000 0.0356938644 Long EC CORP US N 1 N N N METTLER-TOLEDO INTERNATIONAL 5493000BD5GJNUDIUG10 592688105 766.000000 NS USD 904324.280000 0.0437524674 Long EC CORP US N 1 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBR0 380000.000000 PA USD 373721.680000 0.0180811750 Long DBT NUSS MX N 2 2038-02-09 Fixed 6.1250000000 N N N N N N MFRA 2025-NQM4 A1F 144A 254900XBKB8JES2BO797 55287RAD0 269114.860000 PA USD 269610.030000 0.0130441085 Long ABS-MBS CORP US N 2 2070-08-25 Floating 4.8120000000 N N N N N N MIAMI INTERNATIONAL HOLDINGS 254900TREUDBWGLAP788 59356Q108 11401.000000 NS USD 538697.250000 0.0260629227 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 1100.000000 NS USD 1068100.000000 0.0516761646 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 56270.000000 NS USD 25335004.800000 1.2257427948 Long EC CORP US N 1 N N N MIDDLEBY CORP JDFO86U9VQRBKW5KYA35 596278101 1132.000000 NS USD 175471.320000 0.0084895467 Long EC CORP US N 1 N N N MIDDLESEX WATER CO N/A 596680108 3067.000000 NS USD 161109.510000 0.0077947023 Long EC CORP US N 1 N N N MINERA MEXICO SA DE CV 144A 2549005BMA2EK49I0T98 60284MAC6 590000.000000 PA USD 596738.030000 0.0288710165 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 18310.000000 NS USD 60423.000000 0.0029233488 Long EP CORP US Y 3 N N N MIRION TECHNOLOGIES INC 549300BNTOWVWFNVTJ65 60471A101 41798.000000 NS USD 764067.440000 0.0369666462 Long EC CORP US N 1 N N N MITSUBISHI CHEMICAL GROUP CORP 353800YNKX4RQUGAR072 000000000 92000.000000 NS 661101.090000 0.0319849909 Long EC CORP JP N 2 N N N MITSUBISHI ELECTRIC CORP 549300TRXM9Y6561AX39 000000000 37700.000000 NS 1532621.030000 0.0741503386 Long EC CORP JP N 2 N N N MITSUBISHI UFJ FINANCIAL GRO 353800V2V8PUY9TK3E06 000000000 121300.000000 NS 2279696.380000 0.1102948839 Long EC CORP JP N 2 N N N MITSUI FUDOSAN CO LTD 353800ND4ZKNZDYKMF33 000000000 80500.000000 NS 770575.290000 0.0372815051 Long EC CORP JP N 2 N N N MMAF 2024-A A3 144A N/A 55318CAC8 585000.000000 PA USD 590370.480000 0.0285629455 Long ABS-O CORP US N 2 2031-07-14 Fixed 4.9500000000 N N N N N N MODINE MANUFACTURING CO Z35SZFYJR8GZZRSIUU09 607828100 535.000000 NS USD 149216.850000 0.0072193189 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855R100 50.000000 NS USD 8680.000000 0.0004199505 Long EC CORP US N 1 N N N MONCLER SPA 815600EBD7FB00525B20 000000000 11556.000000 NS 749095.360000 0.0362422761 Long EC CORP IT N 2 N N N MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 609207105 56759.000000 NS USD 3471948.030000 0.1679776781 Long EC CORP US N 1 N N N MONOLITHIC POWER SYSTEMS INC 529900TB7O85LSZ1XU31 609839105 915.000000 NS USD 1433082.150000 0.0693345091 Long EC CORP US N 1 N N N MOODY S CORP 549300GCEDD8YCF5WU84 615369105 1001.000000 NS USD 453703.250000 0.0219507947 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 92000.000000 PA USD 92819.040000 0.0044907143 Long DBT CORP US N 2 2035-07-19 Variable 5.3200000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAX0 282000.000000 PA USD 281241.020000 0.0136068320 Long DBT CORP US N 2 2037-04-10 Variable 5.2960000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 180000.000000 PA USD 185374.140000 0.0089686589 Long DBT CORP US N 2 2036-04-17 Variable 5.6640000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 617446448 15565.000000 NS USD 3237520.000000 0.1566357237 Long EC CORP US N 1 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61748UAN2 590000.000000 PA USD 572213.190000 0.0276844706 Long DBT CORP US N 2 2036-10-22 Variable 4.8920000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFK6 385000.000000 PA USD 389550.330000 0.0188469872 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 92456.520000 PA USD 92623.900000 0.0044812732 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 80153.010000 PA USD 80251.690000 0.0038826885 Long ABS-MBS CORP US N 2 2070-07-25 Variable 5.4390000000 N N N N N N MSRM 2026-NQM4 A1 144A N/A 61780QAC4 274676.930000 PA USD 273348.780000 0.0132249944 Long ABS-MBS CORP US N 2 2071-03-25 Variable 5.0750000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076CC1 380000.000000 PA USD 387923.230000 0.0187682658 Long DBT CORP US N 2 2035-08-15 Fixed 5.5500000000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BZ1 180000.000000 PA USD 182742.490000 0.0088413360 Long DBT CORP US N 2 2034-04-15 Fixed 5.4000000000 N N N N N N MSA SAFETY INC 529900DVA3258XK11O39 553498106 1142.000000 NS USD 189343.600000 0.0091607069 Long EC CORP US N 1 N N N MFSM6 MSCI EAFE JUN26 N/A 000000000 -10.000000 NC USD -86797.052632 -0.0041993622 N/A DE CORP US N 1 WELLS FARGO SECURITIES LLC VYVVCKR63DVZZN70PB21 Short MSCI EAFE MSCI EAFE 2026-06-19 -1468852.947368 USD -86797.052632 N N N MFSM6 MSCI EAFE JUN26 N/A 000000000 -9.000000 NC USD -78117.347368 -0.0037794260 N/A DE CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short MSCI EAFE MSCI EAFE 2026-06-19 -1321967.652632 USD -78117.347368 N N N MVWOT 2023-1A A 144A N/A 62848PAA8 250236.560000 PA USD 251123.550000 0.0121497069 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 45617.080000 PA USD 46549.240000 0.0022521170 Long ABS-O CORP US N 2 2040-11-20 Fixed 6.3300000000 N N N N N N MVWOT 2023-2A A 144A N/A 55400WAA7 59500.540000 PA USD 60926.380000 0.0029477031 Long ABS-O CORP US N 2 2040-11-20 Fixed 6.1800000000 N N N N N N MYR GROUP INC/DELAWARE 529900G1IMMZHOQ17I54 55405W104 621.000000 NS USD 288802.260000 0.0139726553 Long EC CORP US N 1 N N N MANUS BIO INC SERIES ONE-6 CVT PFD PP N/A 000000000 4418.000000 NS USD 14402.680000 0.0006968217 Long EC CORP US Y 3 N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A3Q6 325000.000000 PA USD 325390.420000 0.0157428414 Long DBT CORP CA N 2 2032-06-04 Variable 4.9280000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 000000000 4914.000000 NS 717647.520000 0.0347207859 Long EC CORP CA N 2 N N N NATIONAL ENERGY SERVICES REU N/A 000000000 9512.000000 NS USD 231617.200000 0.0112059625 Long EC CORP VG N 1 N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BW0 220000.000000 PA USD 220102.990000 0.0106488890 Long DBT CORP US N 2 2031-10-15 Fixed 5.0500000000 N N N N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180101 2039.000000 NS USD 157512.750000 0.0076206861 Long EC CORP US N 1 N N N NATIONAL FUEL GAS CO 8JB38FFW1Y3C1HM8E841 636180BV2 80000.000000 PA USD 80050.120000 0.0038729362 Long DBT CORP US N 2 2029-05-15 Fixed 4.7500000000 N N N N N N NATIONAL GRID PLC 8R95QZMKZLJX5Q2XR704 000000000 94062.000000 NS 1509746.150000 0.0730436201 Long EC CORP GB N 2 N N NATIONAL RESILIENCE SR B CVT PFD STK PP N/A 000000000 4451.000000 NS USD 97343.370000 0.0047096077 Long EP CORP US Y 3 N N N NATIONAL RESILIENCE SR C CVT PFD STK PP N/A 000000000 2075.000000 NS USD 45380.250000 0.0021955597 Long EP CORP US Y 3 N N N NAVEL 2026-A A 144A N/A 63943MAA7 170000.000000 PA USD 169546.640000 0.0082029024 Long ABS-O CORP US N 2 2056-09-15 Fixed 4.8600000000 N N N N N N NAVSL 2020-CA B 144A N/A 63941KAD7 450000.000000 PA USD 403027.070000 0.0194990106 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.8300000000 N N N N N N NAVRL 2026-A A 144A N/A 63943HAA8 195247.700000 PA USD 191988.960000 0.0092886931 Long ABS-O CORP US N 2 2056-01-18 Fixed 4.5000000000 N N N N N N NAVITAS SEMICONDUCTOR CORP 529900T4K9WALWC76S49 63942X106 4935.000000 NS USD 131271.000000 0.0063510737 Long EC CORP US N 1 N N N NEOGEN CORP 549300HJT9FC36N4UW43 640491106 18600.000000 NS USD 166842.000000 0.0080720482 Long EC CORP US N 1 N N N NEPTUNE INSURANCE HOLDI-CL A 529900I3QTHC0Q1C2D65 64073B103 12723.000000 NS USD 357134.610000 0.0172786695 Long EC CORP US N 1 N N N NESTLE SA-REG KY37LUS27QQX7BB93L28 000000000 13903.000000 NS 1410654.530000 0.0682494296 Long EC CORP CH N 2 N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110L106 61347.000000 NS USD 5277068.940000 0.2553119402 Long EC CORP US N 1 N N N NEUB 2016-21A A1R3 144A 549300VBBLOSKH8XQ869 64130DBS8 400000.000000 PA USD 400757.600000 0.0193892105 Long ABS-CBDO CORP KY N 2 2039-01-20 Floating 4.9950000000 N N N N N N NEUB 2021-43A AR 144A 549300N83MM16HCONB28 64134AAJ1 395000.000000 PA USD 395141.410000 0.0191174914 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 4.7300000000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423CC0 75000.000000 PA USD 73526.950000 0.0035573362 Long DBT CORP US N 2 2029-05-01 Fixed 3.7000000000 N N N N N N NRZT 2021-INV2 A4 144A N/A 64831GAD7 243547.680000 PA USD 201521.040000 0.0097498684 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5000000000 N N N N N N NRZT 2025-NQM3 A1 144A 2138002D8CMDYG7QOU84 64832CAC7 139319.360000 PA USD 139866.160000 0.0067669195 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.5300000000 N N N N N N NRZT 2025-NQM4 A1 144A 2138001CG5SYL78G3648 64832FAC0 227272.270000 PA USD 227360.090000 0.0109999976 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.3500000000 N N N N N N NRZT 2026-NQM4 A1 144A 213800UD7J2W19Q88M79 64790AAE7 330141.200000 PA USD 328117.670000 0.0158747896 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.0030000000 N N N N N N NEXT PLC 213800WQD8ECPZP9PH98 000000000 4434.000000 NS 786424.350000 0.0380483046 Long EC CORP GB N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KDX5 590000.000000 PA USD 579560.660000 0.0280399514 Long DBT CORP US N 2 2056-03-01 Fixed 5.8500000000 N N N N N N NEXTNAV INC 549300X9CM76JRB02P70 65345N106 3587.000000 NS USD 73963.940000 0.0035784784 Long EC CORP US N 1 N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 65364UAU0 235000.000000 PA USD 222260.640000 0.0107532791 Long DBT CORP US N 2 2054-01-17 Fixed 5.6640000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 653522DT6 245000.000000 PA USD 243548.590000 0.0117832198 Long DBT CORP US N 2 2030-10-03 Fixed 4.6470000000 N N N N N N NIAGARA MOHAWK POWER 144A 3T97Y9RR5EN5Y18QHB56 653522DV1 140000.000000 PA USD 139099.670000 0.0067298356 Long DBT CORP US N 2 2055-07-03 Fixed 5.9960000000 N N N N N N NINTENDO CO LTD 353800FEEXU6I9M0ZF27 000000000 16400.000000 NS 733881.950000 0.0355062302 Long EC CORP JP N 2 N N N NAROT 2025-A B N/A 65481GAF2 140000.000000 PA USD 140714.640000 0.0068079701 Long ABS-O CORP US N 2 2031-10-15 Fixed 4.7900000000 N N N N N N NMEF 2025-B A2 144A N/A 62919WAB5 211854.490000 PA USD 212357.030000 0.0102741287 Long ABS-O CORP US N 2 2033-01-18 Fixed 4.6400000000 N N N N N N NMEF 2026-A A3 144A N/A 62919FAC0 100000.000000 PA USD 99194.650000 0.0047991752 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 99135.470000 0.0047963120 Long ABS-O CORP US N 2 2034-02-15 Fixed 4.4800000000 N N N N N N NOBLE CORP PLC 549300I3HBUNXO0OG954 000000000 2446.000000 NS USD 113690.080000 0.0055004843 Long EC CORP GB N 1 N N NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 655844108 2729.000000 NS USD 832235.840000 0.0402647283 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 1149.000000 NS USD 647668.320000 0.0313350948 Long EC CORP US N 1 N N N WOODS 2018-14BA AR 144A 549300QQDSTCZ860F679 66860CAL7 144925.260000 PA USD 144951.930000 0.0070129761 Long ABS-CBDO CORP KY N 2 2031-11-13 Floating 4.8940000000 N N N N N N NOV INC 549300EHF3IW1AR6U008 62955J103 14874.000000 NS USD 296885.040000 0.0143637115 Long EC CORP US N 1 N N N NOVA LTD 529900B2DSWE5V3SC292 000000000 142.000000 NS USD 71330.860000 0.0034510863 Long EC CORP IL N 1 N N NOVANTA INC CVT 6.500000 N/A 67000B203 4669.000000 NS USD 312542.860000 0.0151212586 Long EP CORP CA N 1 N N N NOVARTIS AG-REG 5493007HIVTX6SY6XD66 000000000 15886.000000 NS 2389415.720000 0.1156032582 Long EC CORP CH N 2 N N N NOVO NORDISK A/S-B 549300DAQ1CVT6CXN342 000000000 31969.000000 NS 1460828.630000 0.0706769224 Long EC CORP DK N 2 N N N NTT FINANCE CORP 144A 3538007PR116187GD960 62954WAV7 200000.000000 PA USD 202665.330000 0.0098052307 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 200714.490000 0.0097108464 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 201127.050000 0.0097308066 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 7799.000000 NS USD 117764.900000 0.0056976298 Long EP CORP US Y 3 N N N NURO SERIES D CVT PFD STOCK PP N/A TC7AXBYR8 2102.000000 NS USD 32139.580000 0.0015549576 Long EP CORP US Y 3 N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBD9 23000.000000 PA USD 23436.710000 0.0011339007 Long DBT CORP CA N 2 2034-06-21 Fixed 5.4000000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBF4 44000.000000 PA USD 44806.920000 0.0021678212 Long DBT CORP CA N 2 2032-03-12 Fixed 5.2500000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBG2 190000.000000 PA USD 190414.860000 0.0092125360 Long DBT CORP CA N 2 2031-05-29 Fixed 4.8500000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MBH0 115000.000000 PA USD 115356.230000 0.0055810950 Long DBT CORP CA N 2 2036-05-29 Fixed 5.3500000000 N N N N N N NUVALENT INC-A 529900RZ62O2T6LNQS60 670703107 3257.000000 NS USD 359540.230000 0.0173950568 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 67066G104 183075.000000 NS USD 38654455.500000 1.8701563583 Long EC CORP US N 1 N N N NXP BV/NXP FDG/NXP USA N/A 62954HAN8 794000.000000 PA USD 525502.700000 0.0254245520 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 272000.000000 PA USD 197429.220000 0.0095519005 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 125000.000000 PA USD 122587.810000 0.0059309689 Long ABS-MBS CORP US N 2 2041-11-05 Variable 4.3120000000 N N N N N N NYC 2026-9W57 A 144A N/A 62957YAA6 925000.000000 PA USD 922032.970000 0.0446092384 Long ABS-MBS CORP US N 2 2040-06-06 Variable 5.0530000000 N N N N N N NYMT 2026-INV2 A1 144A 2549001JUTCEW5MVCO42 62957XAE0 263936.980000 PA USD 264635.040000 0.0128034116 Long ABS-MBS CORP US N 2 2061-04-25 Variable 5.4750000000 N N N N N N O REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103H107 7585.000000 NS USD 658984.800000 0.0318826018 Long EC CORP US N 1 N N N OBX 2020-EXP3 1A9 144A N/A 67448WAQ1 94146.310000 PA USD 82008.240000 0.0039676728 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 128381.520000 PA USD 128609.020000 0.0062222834 Long ABS-MBS CORP US N 2 2065-07-27 Floating 4.7620000000 N N N N N N OBX 2025-NQM15 A1 144A 254900Y3YIZHUWMEGC78 67122CAC9 124605.600000 PA USD 124430.990000 0.0060201445 Long ABS-MBS CORP US N 2 2065-07-27 Variable 5.1430000000 N N N N N N OBX 2026-HYB1 A1B 144A N/A 67124NAB5 1155000.000000 PA USD 1126866.990000 0.0545193934 Long ABS-MBS CORP US N 2 2055-02-25 Variable 3.4210000000 N N N N N N OBX 2026-NQM4 A1 144A N/A 67124FAF3 235386.390000 PA USD 234922.700000 0.0113658872 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.1730000000 N N N N N N OBX 2026-NQM4 A1B 144A N/A 67124FAE6 98077.660000 PA USD 97708.510000 0.0047272737 Long ABS-MBS CORP US N 2 2066-02-25 Variable 5.1730000000 N N N N N N OBX 2026-NQM5 A1 144A 254900U0G1G2KQEUQ447 67124DAF8 378326.430000 PA USD 378687.010000 0.0183214046 Long ABS-MBS CORP US N 2 2066-01-25 Variable 5.3210000000 N N N N N N OBX 2026-R1 A1 144A 254900URJ5A8AOLJDR76 67124AAC1 323053.170000 PA USD 319764.590000 0.0154706559 Long ABS-MBS CORP US N 2 2063-01-25 Variable 4.8840000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EM3 210000.000000 PA USD 212361.660000 0.0102743527 Long DBT CORP US N 2 2054-10-01 Fixed 6.0500000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EA9 960000.000000 PA USD 1091110.750000 0.0527894567 Long DBT CORP US N 2 2030-07-15 Fixed 8.8750000000 N N N N N N OCEANFIRST FINANCIAL CORP N/A 675234108 7705.000000 NS USD 144776.950000 0.0070045103 Long EC CORP US N 1 N N N OCP 2017-13A AR2 144A 254900M77QLN2EBJHE11 67097LAV8 250000.000000 PA USD 250643.000000 0.0121264572 Long ABS-CBDO CORP KY N 2 2037-11-26 Floating 5.0120000000 N N N N N N OCP 2017-13A B1R2 144A 254900M77QLN2EBJHE11 67097LAX4 250000.000000 PA USD 250286.750000 0.0121092213 Long ABS-CBDO CORP KY N 2 2037-11-26 Floating 5.3720000000 N N N N N N OCTL 2023-3A C 144A N/A 67571CAD3 100000.000000 PA USD 101533.630000 0.0049123383 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 140000.000000 PA USD 140777.600000 0.0068110162 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 50408.820000 PA USD 50635.850000 0.0024498329 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 242825.390000 PA USD 241728.670000 0.0116951695 Long ABS-O CORP US N 2 2046-12-20 Fixed 4.4800000000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 670837103 6828.000000 NS USD 322486.440000 0.0156023428 Long EC CORP US N 1 N N N OLD DOMINION FREIGHT LINE 5299009TWK32WE417T96 679580100 6821.000000 NS USD 1535748.150000 0.0743016330 Long EC CORP US N 1 N N N OLLIES BARGAIN OUTLET HOLDINGS 529900YO5DSQCPEFDZ05 681116109 868.000000 NS USD 70854.840000 0.0034280558 Long EC CORP US N 1 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 703000.000000 PA USD 738968.720000 0.0357523352 Long DBT CORP US N 2 2033-09-01 Fixed 6.0500000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 264000.000000 PA USD 259615.510000 0.0125605597 Long DBT CORP US N 2 2034-11-01 Fixed 5.0500000000 N N N N N N ONTO INNOVATION INC 254900RXZVN73CHOO062 683344105 1036.000000 NS USD 267536.640000 0.0129437950 Long EC CORP US N 1 N N N OR ROYALTIES INC 549300TJZTXZMPQ6K004 68390D106 19582.000000 NS USD 724729.820000 0.0350634374 Long EC CORP CA N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 9190.000000 NS USD 2074918.200000 0.1003874305 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 210000.000000 PA USD 199686.170000 0.0096610948 Long DBT CORP US N 2 2035-09-26 Fixed 5.2000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 245000.000000 PA USD 240727.980000 0.0116467547 Long DBT CORP US N 2 2036-02-04 Fixed 5.7000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 165000.000000 PA USD 158562.740000 0.0076714861 Long DBT CORP US N 2 2032-09-26 Fixed 4.8000000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 1125000.000000 PA USD 983706.780000 0.0475931032 Long DBT CORP US N 2 2055-09-26 Fixed 5.9500000000 N N N N N N ORANGE SA 144A 969500MCOONR8990S771 685218AF6 310000.000000 PA USD 304476.900000 0.0147310162 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 380000.000000 PA USD 383030.730000 0.0185315598 Long DBT CORP MX N 2 2030-05-13 Fixed 6.8000000000 N N N N N N ORIC PHARMACEUTICALS INC 54930033FJRNEYBW0L25 68622P109 3491.000000 NS USD 29498.950000 0.0014272003 Long EC CORP US N 1 N N N ORIX CORP 35380016EMHNBOVYE123 000000000 22400.000000 NS 873580.580000 0.0422650444 Long EC CORP JP N 2 N N N ORSTED A/S W9NG6WMZIYEU8VEDOG48 000000000 23912.000000 NS 609410.670000 0.0294841364 Long EC CORP DK N 2 N N N ORUKA THERAPEUTICS INC 529900TG7O4ESUDMGI54 687604108 2737.000000 NS USD 160196.610000 0.0077505350 Long EC CORP US N 1 N N N OSCAR HEALTH INC - CLASS A 254900AE8KDLFDOPKZ19 687793109 26054.000000 NS USD 579180.420000 0.0280215549 Long EC CORP US N 1 N N N OSI SYSTEMS INC DDX3MPX1Y8YD30050X33 671044105 333.000000 NS USD 72177.750000 0.0034920600 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902V107 10400.000000 NS USD 736736.000000 0.0356443131 Long EC CORP US N 1 N N N OpenAI Group PBC SER C CVT PFD PP N/A 000000000 225.000000 NS USD 154729.550000 0.0074860310 Long EP CORP US Y 3 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308LB1 150000.000000 PA USD 143938.240000 0.0069639324 Long DBT CORP US N 2 2056-05-01 Fixed 6.0000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KW6 175000.000000 PA USD 176217.000000 0.0085256237 Long DBT CORP US N 2 2028-06-04 Fixed 5.0000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KY2 315000.000000 PA USD 313281.560000 0.0151569979 Long DBT CORP US N 2 2032-10-15 Fixed 5.0500000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 140000.000000 PA USD 117383.970000 0.0056791998 Long DBT CORP US N 2 2050-07-01 Fixed 4.9500000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JJ7 144000.000000 PA USD 96053.320000 0.0046471933 Long DBT CORP US N 2 2050-08-01 Fixed 3.5000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308LA3 200000.000000 PA USD 195080.340000 0.0094382584 Long DBT CORP US N 2 2036-05-01 Fixed 5.2000000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KT3 81000.000000 PA USD 76559.390000 0.0037040498 Long DBT CORP US N 2 2054-10-01 Fixed 5.9000000000 N N N N N N PACKAGING CORP OF AMERICA 549300XZP8MFZFY8TJ84 695156109 9565.000000 NS USD 2093874.150000 0.1013045457 Long EC CORP US N 1 N N N PALANTIR TECHNOLOGIES INC-A 549300UVN46B3BBDHO85 69608A108 2869.000000 NS USD 449113.260000 0.0217287246 Long EC CORP US N 1 N N N PALOMINO FUNDING TRUST I 144A N/A 69754AAA8 935000.000000 PA USD 972760.640000 0.0470635137 Long DBT CORP US N 2 2028-05-17 Fixed 7.2330000000 N N N N N N PANASONIC HOLDINGS CORP 254900GE1G59KGWPHX32 000000000 50400.000000 NS 1164441.000000 0.0563372763 Long EC CORP JP N 2 N N N PARKER HANNIFIN CORP 5493002CONDB4N2HKI23 701094104 2912.000000 NS USD 2459562.560000 0.1189970600 Long EC CORP US N 1 N N N PDF SOLUTIONS INC 549300GMSP6MROFBI160 693282105 818.000000 NS USD 39942.940000 0.0019324950 Long EC CORP US N 1 N N N PENGUIN SOLUTIONS INC 254900DVWIPOY3GJ8E23 706915105 1182.000000 NS USD 65991.060000 0.0031927393 Long EC CORP US N 1 N N N PENNYMAC FINANCIAL SERVICES 549300W1D516HBDEU871 70932M107 6362.000000 NS USD 533580.940000 0.0258153885 Long EC CORP US N 1 N N N PENTAIR PLC 549300EVR9D56WPSRP15 000000000 20927.000000 NS USD 1482468.680000 0.0717238981 Long EC CORP IE N 1 N N N PERSIMMON PLC 213800XI72Y57UWN6F31 000000000 14041.000000 NS 209894.540000 0.0101549900 Long EC CORP GB N 2 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 410000.000000 PA USD 440784.650000 0.0213257749 Long DBT CORP MX N 2 2029-06-02 Fixed 8.7500000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 100000.000000 PA USD 91820.390000 0.0044423983 Long DBT CORP MX N 2 2050-01-23 Fixed 7.6900000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 410000.000000 PA USD 404685.000000 0.0195792236 Long DBT CORP MX N 2 2031-01-28 Fixed 5.9500000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCC4 145000.000000 PA USD 121907.370000 0.0058980482 Long DBT CORP MX N 2 2047-09-21 Fixed 6.7500000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 495000.000000 PA USD 581419.140000 0.0281298672 Long DBT CORP MX N 2 2033-02-07 Fixed 10.0000000000 N N N N N N PHILIP MORRIS INTERNATIONAL HL3H1H2BGXWVG3BSWR90 718172109 17216.000000 NS USD 3053774.080000 0.1477458404 Long EC CORP US N 1 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172EA3 395000.000000 PA USD 381227.770000 0.0184443301 Long DBT CORP US N 2 2035-10-29 Fixed 4.6250000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172EG0 255000.000000 PA USD 250007.240000 0.0120956982 Long DBT CORP US N 2 2036-04-29 Fixed 4.8750000000 N N N N N N Pinnacle Financial Partners In 54930098EZ8JMSAZGS24 72348N109 3276.000000 NS USD 320196.240000 0.0154915398 Long EC CORP US N 1 N N N PLANET FITNESS INC - CL A 549300LLE5HUPF6H8G33 72703H101 9408.000000 NS USD 503422.080000 0.0243562609 Long EC CORP US N 1 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CC7 200000.000000 PA USD 204817.610000 0.0099093610 Long DBT CORP US N 2 2036-01-29 Variable 5.5750000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475CE3 135000.000000 PA USD 136220.290000 0.0065905272 Long DBT CORP US N 2 2036-07-21 Variable 5.3730000000 N N N N N N PREF 2024-1A A2 144A N/A 737473AB4 9622.510000 PA USD 9636.350000 0.0004662200 Long ABS-O CORP US N 2 2029-11-15 Fixed 5.5900000000 N N N N N N POWER INTEGRATIONS INC 54930085LGXSCIHD5W31 739276103 1236.000000 NS USD 103824.000000 0.0050231496 Long EC CORP US N 1 N N N PRAEMIA HEALTHCARE SACA 96950067NFR9MWI0CJ45 DA8983425 200000.000000 PA 229939.400000 0.0111247882 Long DBT CORP FR N 2 2032-06-05 Fixed 3.8750000000 N N N N N N PRAIRIESKY ROYALTY LTD 529900AXG582AP7CV733 000000000 18968.000000 NS 453063.680000 0.0219198514 Long EC CORP CA N 2 N N PRAXIS PRECISION MEDICINES I N/A 74006W207 535.000000 NS USD 187233.950000 0.0090586391 Long EC CORP US N 1 N N N PRICESMART INC 549300JVYOSTGVSDZS46 741511109 548.000000 NS USD 93154.520000 0.0045069453 Long EC CORP US N 1 N N N PRIME MEDICINE INC N/A 74168J101 10723.000000 NS USD 38066.650000 0.0018417175 Long EC CORP US N 1 N N PROCEPT BIOROBOTICS CORP N/A 74276L105 10277.000000 NS USD 270593.410000 0.0130916858 Long EC CORP US N 1 N N N PROCTER & GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718109 32456.000000 NS USD 4659383.360000 0.2254274521 Long EC CORP US N 1 N N N PROG 2021-SFR6 D 144A N/A 74333HAG0 620000.000000 PA USD 617400.590000 0.0298706999 Long ABS-O CORP US N 2 2038-07-17 Fixed 2.2250000000 N N N N N N PROGRESSIVE CORP 529900TACNVLY9DCR586 743315103 6542.000000 NS USD 1245596.800000 0.0602637069 Long EC CORP US N 1 N N N PROLOGIS TARGETED US 144A 5493004DTBWUQ9F2VJ87 74350LAE4 215000.000000 PA USD 206387.770000 0.0099853276 Long DBT CORP US N 2 2036-01-15 Fixed 4.7500000000 N N N N N N PROLOGIS TARGETED US 144A 5493004DTBWUQ9F2VJ87 74350LAD6 200000.000000 PA USD 195589.150000 0.0094628753 Long DBT CORP US N 2 2031-01-15 Fixed 4.2500000000 N N N N N N PROSPERITY BANCSHARES INC N/A 743606105 3221.000000 NS USD 222120.160000 0.0107464825 Long EC CORP US N 1 N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 000000000 11224.000000 NS 1933525.350000 0.0935466476 Long EC CORP IT N 2 N N N PTC INC 54930050SSMU8SKDJ030 69370C100 4623.000000 NS USD 641348.790000 0.0310293471 Long EC CORP US N 1 N N N PUB SVC NEW HAMP 549300SHPFALUPKK2351 744538AH2 250000.000000 PA USD 250333.660000 0.0121114909 Long DBT CORP US N 2 2028-07-01 Fixed 4.4000000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 744533BS8 475000.000000 PA USD 479885.450000 0.0232175260 Long DBT CORP US N 2 2036-01-15 Fixed 5.4500000000 N N N N N N PUBLIC STORAGE 254900GLQZAD4N7N5Q19 74460D109 8014.000000 NS USD 2433771.660000 0.1177492604 Long EC CORP US N 1 N N N PULTE GROUP INC N/A 745867101 5363.000000 NS USD 633799.340000 0.0306640942 Long EC CORP US N 1 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 5400.000000 NS USD 1355508.000000 0.0655813637 Long EC CORP US N 1 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834L100 10147.000000 NS USD 1977650.300000 0.0956814741 Long EC CORP US N 1 N N N QXO INC N/A 82846H405 22016.000000 NS USD 379776.000000 0.0183740915 Long EC CORP US N 1 N N N RAD 2023-21A A1R 144A N/A 750099AJ2 490000.000000 PA USD 489860.840000 0.0237001493 Long ABS-CBDO CORP KY N 2 2037-01-25 Floating 4.7370000000 N N N N N N RAIZEN FUELS FINANCE 144A 52990010NH26VC32Q522 75102XAD8 540000.000000 PA USD 312235.090000 0.0151063682 Long DBT CORP LU N 2 2035-01-17 Fixed 5.7000000000 N N N N N N RANGE RESOURCES CORP H3Y3WLYCX0BTO1TRW162 75281A109 47437.000000 NS USD 1847671.150000 0.0893929019 Long EC CORP US N 1 N N N RBC BEARINGS INC N/A 75524B104 1154.000000 NS USD 660041.840000 0.0319337429 Long EC CORP US N 1 N N N RD MICHIGAN PROP OWNER I 144A N/A 74941YAA0 410000.000000 PA USD 410960.230000 0.0198828279 Long DBT CORP US N 2 2045-03-30 Fixed 7.5000000000 N N N N N N REALT 2025-1A A1 144A N/A 75585RSS5 1161716.660000 PA 844249.030000 0.0408459431 Long ABS-MBS CORP CA N 2 2060-01-12 Fixed 3.9300000000 N N N N N N RECRUIT HOLDINGS CO LTD 353800R2LRSMVVC4I806 000000000 28400.000000 NS 1899126.900000 0.0918824027 Long EC CORP JP N 2 N N N REDDIT INC-CL A 529900APN1YHPBHPI679 75734B100 41.000000 NS USD 7216.000000 0.0003491201 Long EC CORP US N 1 N N N REDWOOD MATERIALS SER C CVT STOCK PP 5493008UYCX7OTNK6D78 TC25HIZF2 1182.000000 NS USD 55636.740000 0.0026917829 Long EP CORP US Y 3 N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AM5 380000.000000 PA USD 388792.860000 0.0188103397 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 345000.000000 PA USD 345084.870000 0.0166956863 Long ABS-CBDO CORP KY N 2 2039-04-15 Floating 4.8630000000 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886F107 1597.000000 NS USD 981803.660000 0.0475010276 Long EC CORP US N 1 N N N REINSURANCE GRP OF AMER LORM1GNEU1DKEW527V90 759351AR0 455000.000000 PA USD 475059.810000 0.0229840548 Long DBT CORP US N 2 2033-09-15 Fixed 6.0000000000 N N N N N N RELAY THERAPEUTICS INC N/A 75943R102 5635.000000 NS USD 79171.750000 0.0038304395 Long EC CORP US N 1 N N N RELIANCE INC 549300E287ZOFT3C5Z56 759509102 1010.000000 NS USD 384577.700000 0.0186064044 Long EC CORP US N 1 N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 759916109 4726.000000 NS USD 585787.700000 0.0283412243 Long EC CORP US N 1 N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759100 12879.000000 NS USD 2581466.760000 0.1248949549 Long EC CORP US N 1 N N N RESONA HOLDINGS INC 52990067JE75XZCYYT81 000000000 67500.000000 NS 861662.620000 0.0416884369 Long EC CORP JP N 2 N N N REVVITY INC 549300IKL1SDPFI7N655 714046AN9 190000.000000 PA USD 166695.480000 0.0080649593 Long DBT CORP US N 2 2031-09-15 Fixed 2.2500000000 N N N N N N REVVITY INC 549300IKL1SDPFI7N655 714046109 13740.000000 NS USD 1436517.000000 0.0695006919 Long EC CORP US N 1 N N N REVVITY INC 549300IKL1SDPFI7N655 714046AM1 138000.000000 PA USD 129860.670000 0.0062828400 Long DBT CORP US N 2 2028-09-15 Fixed 1.9000000000 N N N N N N RGA GLOBAL FUNDING 144A 549300Y22K5FOEBMSK42 76209PAJ2 260000.000000 PA USD 258621.530000 0.0125124696 Long DBT CORP US N 2 2032-08-25 Fixed 5.0000000000 N N N N N N RHEINMETALL AG 5299001OU9CSE29O6S05 000000000 560.000000 NS 843117.320000 0.0407911894 Long EC CORP DE N 2 N N N RIO TINTO PLC 213800YOEO5OQ72G2R82 000000000 5160.000000 NS 548051.060000 0.0265154731 Long EC CORP GB N 2 N N N RIOT PLATFORMS INC 5299005LKZAJQDQZDF73 767292105 6177.000000 NS USD 167458.470000 0.0081018739 Long EC CORP US N 1 N N N ROCHE HOLDING AG 549300U41AUUVOAAOB37 000000000 5130.000000 NS 2158449.730000 0.1044288022 Long EC CORP CH N 2 N N N ROCC 2024-CNTR A 144A N/A 74970WAA8 470000.000000 PA USD 476616.800000 0.0230593842 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 12878.000000 NS USD 186859.780000 0.0090405362 Long EC CORP US N 1 N N N ROCKT 2019-2A AR2 144A 549300IG5M07NI4QKK80 77341GAS9 229522.630000 PA USD 229572.210000 0.0111070230 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 4.7720000000 N N N N N N ROCKT 2021-2A A1R 144A N/A 77341LAQ2 660000.000000 PA USD 660389.400000 0.0319505583 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.8050000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DE8 469000.000000 PA USD 472670.470000 0.0228684552 Long DBT CORP CA N 2 2029-02-15 Fixed 5.0000000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 435000.000000 PA USD 405822.300000 0.0196342477 Long DBT CORP CA N 2 2032-03-15 Fixed 3.8000000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109DF5 525000.000000 PA USD 522019.740000 0.0252560416 Long DBT CORP CA N 2 2034-02-15 Fixed 5.3000000000 N N N N N N ROLLS-ROYCE HOLDINGS PLC 213800EC7997ZBLZJH69 000000000 99482.000000 NS 1789863.340000 0.0865960796 Long EC CORP GB N 2 N N N ROMANIA 144A 315700IASY927EDWBK92 YK6552730 220000.000000 PA 259395.900000 0.0125499347 Long DBT NUSS RO N 2 2033-06-07 Fixed 5.3750000000 N N N N N N ROMANIA 144A 315700IASY927EDWBK92 775921AA7 270000.000000 PA USD 257812.840000 0.0124733440 Long DBT NUSS RO N 2 2036-07-04 Fixed 5.7500000000 N N N N N N ROMANIA 144A 315700IASY927EDWBK92 77586RAX8 570000.000000 PA USD 583332.350000 0.0282224310 Long DBT NUSS RO N 2 2036-05-16 Fixed 6.6250000000 N N N N N N ROOT INC/OH -CLASS A N/A 77664L207 2052.000000 NS USD 106827.120000 0.0051684448 Long EC CORP US N 1 N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776696106 1321.000000 NS USD 430025.130000 0.0208052143 Long EC CORP US N 1 N N N ROSS STORES INC 549300ENZFLPGRDFZQ60 778296103 4160.000000 NS USD 963996.800000 0.0466395069 Long EC CORP US N 1 N N N ROYAL GOLD INC 5493001NGRU6SFL04184 780287108 20.000000 NS USD 4489.600000 0.0002172131 Long EC CORP US N 1 N N N ROYALTY PHARMA PLC- CL A 549300FGFN7VOK8BZR03 000000000 6600.000000 NS USD 368016.000000 0.0178051263 Long EC CORP GB N 1 N N N RRAM 2024-28RA A1AR2 144A 254900ZSKVCYOXP11C98 74989NAN9 595000.000000 PA USD 596284.010000 0.0288490503 Long ABS-CBDO CORP KY N 2 2038-03-30 Floating 4.9210000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECP4 125000.000000 PA USD 80425.410000 0.0038910933 Long DBT CORP US N 2 2052-03-15 Fixed 3.0300000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017CY3 360000.000000 PA USD 357709.670000 0.0173064917 Long DBT CORP US N 2 2028-11-16 Fixed 4.1250000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECR0 139000.000000 PA USD 141703.030000 0.0068557898 Long DBT CORP US N 2 2033-02-27 Fixed 5.1500000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 75513ECL3 441000.000000 PA USD 273123.070000 0.0132140743 Long DBT CORP US N 2 2051-09-01 Fixed 2.8200000000 N N N N N N RYANAIR HOLDINGS PLC-SP ADR 635400BR2ROC1FVEBQ56 783513203 17566.000000 NS USD 1067661.480000 0.0516549484 Long EC CORP IE N 1 N N N ESM6 S&P500 EMINI FUT JUN26 N/A 000000000 11.000000 NC USD 43331.790000 0.0020964523 N/A DE CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Long S&P 500 INDEX S&P 500 INDEX 2026-06-18 4134330.710000 USD 43331.790000 N N N SAFRAN SA 969500UIC89GT3UL7L24 000000000 3802.000000 NS 1352190.360000 0.0654208517 Long EC CORP FR N 2 N N N SAIA INC 549300WNPG4N9GBOYB29 78709Y105 461.000000 NS USD 217762.570000 0.0105356562 Long EC CORP US N 1 N N N SAIF 2026-CES1 A1A 144A N/A 78710HAA7 263415.150000 PA USD 262860.580000 0.0127175607 Long ABS-O CORP US N 2 2056-02-25 Variable 5.3990000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAQ7 405000.000000 PA USD 405653.150000 0.0196260640 Long DBT CORP US N 2 2028-03-15 Fixed 4.5000000000 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 6381.000000 NS USD 1219409.100000 0.0589967095 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAW4 330000.000000 PA USD 336668.740000 0.0162885022 Long DBT CORP US N 2 2056-03-15 Fixed 6.5500000000 N N N N N N SALESFORCE.COM INC RCGZFPDMRW58VJ54VR07 79466LAL8 140000.000000 PA USD 82755.070000 0.0040038055 Long DBT CORP US N 2 2051-07-15 Fixed 2.9000000000 N N N N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2B8 110000.000000 PA USD 110574.540000 0.0053497501 Long DBT CORP US N 2 2028-01-10 Fixed 5.0500000000 N N N N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2A0 200000.000000 PA USD 200843.590000 0.0097170924 Long DBT CORP US N 2 2029-12-10 Fixed 5.1000000000 N N N N N N SAMMONS FINANCIAL GLOBAL 144A 635400IPRNPM6HDHRS48 79587J2E2 160000.000000 PA USD 158659.660000 0.0076761752 Long DBT CORP US N 2 2030-12-12 Fixed 4.8000000000 N N N N N N SAMPO OYJ-A SHS 743700UF3RL386WIDA22 000000000 110624.000000 NS 1167586.840000 0.0564894764 Long EC CORP FI N 2 N N N SAMSUNG ELECTRONICS CO LTD 9884007ER46L6N7EI764 000000000 6980.000000 NS 1464359.680000 0.0708477595 Long EC CORP KR N 2 N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440CH5 145000.000000 PA USD 144855.050000 0.0070082889 Long DBT CORP US N 2 2036-03-15 Fixed 5.2000000000 N N N N N N SANDVIK AB 5299008ZUAXN43LVZF54 000000000 39081.000000 NS 1589434.010000 0.0768990297 Long EC CORP SE N 2 N N N SANOFI 549300E9PC51EN656011 000000000 10989.000000 NS 963286.370000 0.0466051353 Long EC CORP FR N 2 N N N SBCLN 2023-B B 144A N/A 80290CCB8 93621.030000 PA USD 94542.560000 0.0045741006 Long ABS-O CORP US N 2 2033-12-15 Fixed 5.6400000000 N N N N N N SBCLN 2024-B C 144A N/A 80280BAC2 266881.850000 PA USD 268034.010000 0.0129678585 Long ABS-O CORP US N 2 2033-01-18 Fixed 5.1410000000 N N N N N N SDART 2025-1 A3 N/A 80288DAC0 102709.000000 PA USD 102874.290000 0.0049772013 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 625000.000000 PA USD 627891.440000 0.0303782618 Long ABS-O CORP US N 2 2031-03-17 Fixed 4.8800000000 N N N N N N SDART 2025-4 B N/A 802923AD4 335000.000000 PA USD 333630.020000 0.0161414847 Long ABS-O CORP US N 2 2032-01-15 Fixed 4.2700000000 N N N N N N SDART 2026-1 A3 N/A 80288FAC5 170000.000000 PA USD 168837.460000 0.0081685913 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.9300000000 N N N N N N SDART 2026-1 B N/A 80288FAD3 250000.000000 PA USD 247489.650000 0.0119738937 Long ABS-O CORP US N 2 2032-04-15 Fixed 4.0700000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBN5 230000.000000 PA USD 232796.120000 0.0112630003 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 162030.710000 PA USD 162958.740000 0.0078841707 Long ABS-MBS CORP US N 2 2065-02-25 Variable 5.7320000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 000000000 6011.000000 NS 1087356.410000 0.0526078166 Long EC CORP DE N 2 N N N SARTORIUS FINANCE BV 529900JCAKTMRXK9EA58 ZI6854262 400000.000000 PA 492514.840000 0.0238285535 Long DBT CORP NL N 2 2035-09-14 Fixed 4.8750000000 N N N N N N SAVERS VALUE VILLAGE INC N/A 80517M109 19857.000000 NS USD 177720.150000 0.0085983482 Long EC CORP US N 1 N N N SBA TOWER TRUST 144A N/A 78403DAX8 455000.000000 PA USD 404948.640000 0.0195919788 Long DBT CORP US N 2 2031-10-15 Fixed 2.5930000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAV2 560000.000000 PA USD 546646.690000 0.0264475277 Long DBT CORP US N 2 2027-04-15 Fixed 1.8400000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DAR1 150000.000000 PA USD 144467.960000 0.0069895610 Long DBT CORP US N 2 2028-01-15 Fixed 2.3280000000 N N N N N N SBA TOWER TRUST 144A N/A 78403DBD1 420000.000000 PA USD 419536.490000 0.0202977593 Long DBT CORP US N 2 2029-10-15 Fixed 4.8310000000 N N N N N N SCENTRE GROUP N/A 000000000 366299.000000 NS 1006334.750000 0.0486878759 Long EC CORP AU N 2 N N N SCFET 2025-1A A2 144A N/A 78437DAB6 113636.780000 PA USD 113930.350000 0.0055121089 Long ABS-O CORP US N 2 2030-07-22 Fixed 4.8200000000 N N N N N N SCFET 2025-1A A3 144A N/A 78437DAC4 300000.000000 PA USD 303586.110000 0.0146879185 Long ABS-O CORP US N 2 2033-11-21 Fixed 5.1100000000 N N N N N N SCHLUMBERGER INVESTMENT 529900EZ29I5KXPV2J32 806854AQ8 510000.000000 PA USD 510160.150000 0.0246822581 Long DBT CORP LU N 2 2036-05-07 Fixed 5.1500000000 N N N N N N SCUL 27A BRR 144A N/A 81124UBN3 250000.000000 PA USD 250547.250000 0.0121218247 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.1750000000 N N N N N N SDR 2024-DSNY A 144A N/A 811304AA2 555000.000000 PA USD 555693.750000 0.0268852371 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.0190000000 N N N N N N SEA LTD ADR 529900OM6JLLW44YKI15 81141R100 12980.000000 NS USD 1175079.400000 0.0568519769 Long EC CORP KY N 1 N N N SEB4P 2026-1A A2 144A N/A 78433DAD6 990000.000000 PA USD 981592.230000 0.0474907983 Long ABS-O CORP US N 2 2056-01-30 Fixed 6.6650000000 N N N N N N SEB4P 2024-1A A2 144A N/A 78433DAC8 485782.500000 PA USD 493546.130000 0.0238784487 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 4449.000000 NS 65509.520000 0.0031694418 Long EC CORP CA N 2 N N SSTRT 2025-B B 144A N/A 81378WAB9 117741.050000 PA USD 118553.980000 0.0057358066 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 8514.000000 NS USD 20007.900000 0.0009680101 Long EP CORP US Y 3 N N N SEGRO CAPITAL SARL 549300HY425AKJLQVX75 BV2275139 190000.000000 PA 209486.770000 0.0101352615 Long DBT CORP LU N 2 2030-03-23 Fixed 1.8750000000 N N N N N N SEGRO PLC 213800XC35KGM9NFC641 000000000 49971.000000 NS 484409.780000 0.0234364194 Long EC CORP GB N 2 N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BX6 105000.000000 PA USD 103851.350000 0.0050244729 Long DBT CORP US N 2 2036-03-15 Fixed 5.2500000000 N N N N N N SEMT 2013-4 B1 N/A 81744YAF3 99861.950000 PA USD 97048.000000 0.0046953173 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 179580.160000 PA USD 169987.530000 0.0082242333 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.7820000000 N N N N N N SEMT 2017-CH2 A19 144A N/A 81746JAU1 22945.040000 PA USD 21309.850000 0.0010310002 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 7564.490000 PA USD 6866.550000 0.0003322132 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 22623.470000 PA USD 20590.430000 0.0009961937 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0000000000 N N N N N N SERVICE CORP INTERNATIONAL 549300RKVM2ME20JHZ15 817565104 2498.000000 NS USD 187824.620000 0.0090872165 Long EC CORP US N 1 N N N SERV 2021-1 A2I 144A N/A 81761TAE5 501504.450000 PA USD 470025.170000 0.0227404719 Long ABS-O CORP US N 2 2051-07-30 Fixed 2.8650000000 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762P102 8435.000000 NS USD 1049060.950000 0.0507550289 Long EC CORP US N 1 N N N SEVEN & I HOLDINGS CO LTD 52990037G8JRM3TWGY86 000000000 60400.000000 NS 703840.650000 0.0340527903 Long EC CORP JP N 2 N N N SFAST 2024-1A C 144A N/A 78435VAF9 60000.000000 PA USD 60943.890000 0.0029485502 Long ABS-O CORP US N 2 2032-01-20 Fixed 5.5100000000 N N N N N N SFAST 2024-1A A4 144A N/A 78435VAD4 115000.000000 PA USD 116001.420000 0.0056123102 Long ABS-O CORP US N 2 2031-01-21 Fixed 4.9400000000 N N N N N N SFAST 2024-2A A3 144A N/A 78397XAC8 206158.760000 PA USD 207650.830000 0.0100464362 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 65000.000000 PA USD 65984.890000 0.0031924408 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.4100000000 N N N N N N SFAST 2026-1A B 144A N/A 81885FAF3 145000.000000 PA USD 142506.420000 0.0068946589 Long ABS-O CORP US N 2 2032-06-21 Fixed 4.2700000000 N N N N N N SFAST 2026-1A A4 144A N/A 81885FAE6 165000.000000 PA USD 162697.950000 0.0078715533 Long ABS-O CORP US N 2 2032-01-20 Fixed 4.0700000000 N N N N N N SGR 2026-3 A1 144A N/A 78398MAA5 477605.760000 PA USD 475973.780000 0.0230282740 Long ABS-MBS CORP US N 2 2066-04-25 Variable 5.1880000000 N N N N N N SHATTUCK LABS INC N/A 82024L103 15432.000000 NS USD 91820.400000 0.0044423988 Long EC CORP US N 1 N N SHELL PLC-ADR 21380068P1DRHMJ8KU70 780259305 32354.000000 NS USD 2721618.480000 0.1316756901 Long EC CORP GB N 1 N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 1710.000000 NS USD 519566.400000 0.0251373456 Long EC CORP US N 1 N N N SHIMIZU CORP 353800BRAE0QFP3ZLY22 000000000 31500.000000 NS 529163.550000 0.0256016691 Long EC CORP JP N 2 N N N SHIN-ETSU CHEMICAL CO LTD 353800PX8Q64N86H5W41 000000000 26600.000000 NS 1291235.870000 0.0624717886 Long EC CORP JP N 2 N N N SHOALS TECHNOLOGIES GROUP -A N/A 82489W107 3029.000000 NS USD 37711.050000 0.0018245131 Long EC CORP US N 1 N N N SHOPIFY INC - CLASS A 549300HGQ43STJLLP808 82509L107 9872.000000 NS USD 1171905.120000 0.0566984008 Long EC CORP CA N 1 N N N SIEMENS AG-REG W38RGI023J3WT1HWRP32 000000000 13880.000000 NS 4351939.280000 0.2105528796 Long EC CORP DE N 2 N N N SIEMENS ENERGY AG 5299005CHJZ14D4FDJ62 000000000 6694.000000 NS 1267268.630000 0.0613122202 Long EC CORP DE N 2 N N N SIEMENS HEALTHINEERS AG 529900QBVWXMWANH7H45 000000000 17394.000000 NS 706641.100000 0.0341882800 Long EC CORP DE N 2 N N N SiFive Inc SER G CVT PFD PP 9884006RCKFJSW9BNK70 000000000 22343.000000 NS USD 194920.330000 0.0094305169 Long EP CORP US Y 3 N N N SPEAK 2016-3A A1R4 144A N/A 82672NAN4 645000.000000 PA USD 646566.060000 0.0312817659 Long ABS-CBDO CORP KY N 2 2039-04-23 Floating 4.9600000000 N N N N N N SILA NANO SER F CVT PFD STOCK PP N/A 000000000 1910.000000 NS USD 20742.600000 0.0010035559 Long EP CORP US Y 3 N N N SIMPSON MANUFACTURING CO INC 529900EJUNNL15LZ8056 829073105 45.000000 NS USD 8538.300000 0.0004130948 Long EC CORP US N 1 N N N SITEONE LANDSCAPE SUPPLY INC 5299008LX7SBD4HIAU03 82982L103 3587.000000 NS USD 389548.200000 0.0188468841 Long EC CORP US N 1 N N N SITIME CORP 254900GGZVSCLLLYNB47 82982T106 1249.000000 NS USD 887039.800000 0.0429162202 Long EC CORP US N 1 N N N SLB LTD 213800ZUA17OK3QLGM62 806857108 65517.000000 NS USD 3573952.350000 0.1729127891 Long EC CORP CW N 1 N N N SMB 2021-A B 144A N/A 78448YAD3 118043.960000 PA USD 114928.970000 0.0055604235 Long ABS-O CORP US N 2 2053-01-15 Fixed 2.3100000000 N N N N N N SMB 2026-A A1A 144A N/A 78451MAA9 690027.550000 PA USD 677565.310000 0.0327815528 Long ABS-O CORP US N 2 2053-12-15 Fixed 4.6800000000 N N N N N N SNF GROUP SACA 969500F7036FEDYPRV54 YQ2575393 170000.000000 PA 201312.490000 0.0097397785 Long DBT CORP FR N 2 2032-03-15 Fixed 4.5000000000 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 000000000 18532.000000 NS 1540401.170000 0.0745267526 Long EC CORP FR N 2 N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RBH4 393000.000000 PA USD 388637.520000 0.0188028241 Long DBT CORP FR N 2 2028-01-19 Variable 2.7970000000 N N N N N N SOCIETE GENERALE 144A O2RNE8IBXP4R0TD8PU41 83368RCC4 395000.000000 PA USD 400386.130000 0.0193712382 Long DBT CORP FR N 2 2029-04-13 Variable 5.5000000000 N N N N N N SOFTBANK GROUP CORP 5493003BZYYYCDIO0R13 000000000 30900.000000 NS 1453600.660000 0.0703272231 Long EC CORP JP N 2 N N N SOLSTICE ADVANCED MATERI 2138004GZ4H9TW6HK435 83443Q103 3218.000000 NS USD 271052.140000 0.0131138798 Long EC CORP US N 1 N N N SOLVENTUM CORP 254900I70403OSGY4M28 83444MAS0 371000.000000 PA USD 367116.610000 0.0177616126 Long DBT CORP US N 2 2054-04-30 Fixed 5.9000000000 N N N N N N SONY GROUP CORP 529900R5WX9N2OI2N910 000000000 90800.000000 NS 1958573.400000 0.0947585071 Long EC CORP JP N 2 N N N SOTERA HEALTH CO N/A 83601L102 24334.000000 NS USD 380583.760000 0.0184131720 Long EC CORP US N 1 N N N SNDPT 2019-1A BRR 144A N/A 83611KAY8 250000.000000 PA USD 250271.750000 0.0121084956 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.3250000000 N N N N N N SNDPT 2021-3AR AR 144A N/A 83615PAJ6 900000.000000 PA USD 900000.000000 0.0435432527 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 4.7320000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JM6 195000.000000 PA USD 194969.170000 0.0094328798 Long DBT CORP US N 2 2031-09-15 Fixed 4.9500000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400JL8 175000.000000 PA USD 171258.420000 0.0082857207 Long DBT CORP US N 2 2033-03-15 Fixed 4.8000000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DE9 275000.000000 PA USD 275419.620000 0.0133251846 Long DBT CORP US N 2 2056-06-01 Fixed 5.9000000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434DC3 185000.000000 PA USD 189547.860000 0.0091705893 Long DBT CORP US N 2 2035-06-15 Fixed 5.4500000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 8426EPAK4 130000.000000 PA USD 128725.090000 0.0062278990 Long DBT CORP US N 2 2035-09-15 Fixed 5.1000000000 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587107 39942.000000 NS USD 3676661.100000 0.1778819814 Long EC CORP US N 1 N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AY6 120000.000000 PA USD 116827.720000 0.0056522877 Long DBT CORP US N 2 2035-10-01 Fixed 4.9000000000 N N N N N N SouthState Bank Corp 549300JZUANXM0YQ4W53 84472E102 4757.000000 NS USD 450725.750000 0.0218067391 Long EC CORP US N 1 N N N SPAC PCSC Freenome PIPE COMMIT PP 254900QDTSQ6S0QOCS43 000000000 8449.000000 NS USD 84709.670000 0.0040983717 Long EC CORP US Y 2 N N N SPIRAX GROUP PLC 213800WFVZQMHOZP2W17 000000000 2466.000000 NS 229636.040000 0.0111101112 Long EC CORP GB N 2 N N N SPRINT CAP CORP 549300L17W0GQBR1PO80 852060AD4 540000.000000 PA USD 568767.300000 0.0275177536 Long DBT CORP US N 2 2028-11-15 Fixed 6.8750000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 395000.000000 PA USD 468262.380000 0.0226551857 Long DBT CORP US N 2 2032-03-15 Fixed 8.7500000000 N N N N N N SHMLT 2022-SH1 A1A 144A N/A 85213XAA9 125482.330000 PA USD 123811.060000 0.0059901514 Long ABS-MBS CORP US N 2 2057-07-25 Variable 4.1000000000 N N N N N N SPX TECHNOLOGIES INC P761FCI0CPOG24I8JE10 78473E103 1080.000000 NS USD 233992.800000 0.0113208973 Long EC CORP US N 1 N N N SG ISSUER SA N/A 000000000 -88.000000 NC USD -27280.000000 -0.0013198444 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 6625.000000 USD 2026-06-18 XXXX 324541.360000 N N N STANDARD CHARTERED PLC 144A U4LOSYZ7YG4W3S5F2G91 85325C2N1 995000.000000 PA USD 973600.200000 0.0471041328 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 205158.260000 0.0099258422 Long DBT CORP GB N 2 2029-01-09 Variable 6.3010000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 61758.000000 NS 1653864.530000 0.0800162679 Long EC CORP GB N 2 N N N STANDEX INTERNATIONAL CORP RCX52GR0JW2LRRMH9Z54 854231107 244.000000 NS USD 67590.440000 0.0032701196 Long EC CORP US N 1 N N N IL ST BABS 54930048FV8RWPR02D67 452152GS4 64285.710000 PA USD 69310.180000 0.0033533230 Long DBT MUN US N 2 2035-07-01 Fixed 7.3500000000 N N N N N N STC SUKUK CO II LTD 144A 254900OIKUHJZUXKMR88 784772AA3 260000.000000 PA USD 256661.200000 0.0124176261 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 199363.890000 0.0096455025 Long DBT NUSS KY N 2 2036-01-15 Fixed 5.0830000000 N N N N N N SAUDI TELECOM CO 144A 549300XDIYY7XEYHTO45 78478GAA1 736000.000000 PA USD 719462.980000 0.0348086204 Long DBT NUSS KY N 2 2029-05-13 Fixed 3.8900000000 N N N N N N STELLA-JONES INC 5493007LOVNNLYJ6KZ35 000000000 374.000000 NS 20983.500000 0.0010152109 Long EC CORP CA N 2 N N N SFUEL 2025-BA C 144A N/A 858933AF1 19000.000000 PA USD 18957.120000 0.0009171719 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 245000.000000 PA USD 244738.220000 0.0118407757 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 110000.000000 PA USD 109700.050000 0.0053074411 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 198089.140000 0.0095838283 Long ABS-O CORP US N 2 2029-12-20 Fixed 4.2500000000 N N N N N N SFUEL 2026-AA A4 144A N/A 85856FAE2 115000.000000 PA USD 114716.780000 0.0055501575 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.4100000000 N N N N N N SFUEL 2026-AA B 144A N/A 85856FAF9 60000.000000 PA USD 59860.420000 0.0028961304 Long ABS-O CORP US N 2 2030-04-22 Fixed 4.6100000000 N N N N N N SFUEL 2026-AA A3 144A N/A 85856FAD4 60000.000000 PA USD 59860.750000 0.0028961464 Long ABS-O CORP US N 2 2029-11-20 Fixed 4.3500000000 N N N N N N STERIS PLC 549300BRDKZ1HFI2J358 000000000 4173.000000 NS USD 887722.290000 0.0429492400 Long EC CORP IE N 1 N N N STONEX GROUP INC 549300JUF07L8VF02M60 861896108 5059.000000 NS USD 573437.650000 0.0277437116 Long EC CORP US N 1 N N N STORA ENSO OYJ-R SHS 7437000ZP669LKUTZ738 000000000 57028.000000 NS 667379.910000 0.0322887689 Long EC CORP FI N 2 N N N STRATHCONA RESOURCES LTD 8945002R5I3793F4AZ38 000000000 2675.000000 NS 85742.030000 0.0041483188 Long EC CORP CA N 2 N N N STRYKER CORP 5493002F0SC4JTBU5137 863667101 1997.000000 NS USD 609264.730000 0.0294770756 Long EC CORP US N 1 N N N SUMITOMO CORP V82KK8NH1P0JS71FJC05 000000000 48800.000000 NS 2151953.440000 0.1041145026 Long EC CORP JP N 2 N N N SUMITOMO MITSUI TRUST GROUP INC 353800P843RLCDBLNT17 000000000 34078.000000 NS 1173895.080000 0.0567946779 Long EC CORP JP N 2 N N N SUNCORP GROUP LTD 549300BVOKRTHDIWVT46 000000000 52446.000000 NS 654045.610000 0.0316436369 Long EC CORP AU N 2 N N N SURGERY PARTNERS INC 549300LC82HG33S19I03 86881A100 14187.000000 NS USD 189538.320000 0.0091701277 Long EC CORP US N 1 N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAK9 135000.000000 PA USD 136729.350000 0.0066151563 Long DBT CORP US N 2 2033-08-15 Fixed 5.1640000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAQ6 265000.000000 PA USD 274108.810000 0.0132617657 Long DBT CORP US N 2 2035-08-15 Fixed 5.5370000000 N N N N N N SUTTER HEALTH 549300MJCC12LU768G81 86944BAP8 75000.000000 PA USD 76667.950000 0.0037093021 Long DBT CORP US N 2 2032-08-15 Fixed 5.2130000000 N N N N N N SUZUKI MOTOR CORP 353800D83H0V3ZV1SV24 000000000 61600.000000 NS 762858.390000 0.0369081507 Long EC CORP JP N 2 N N N SYMP 2022-37A AR2 144A 54930094HTRXFLXUBV36 87169VBG9 310000.000000 PA USD 310232.500000 0.0150094801 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 4.8050000000 N N N N N N SYMP 2015-16A ARR 144A 5493004PWOYFPAFQVT02 87165VAX7 28225.250000 PA USD 28219.150000 0.0013652818 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 4.8730000000 N N N N N N SYMP 2022-31A BR 144A 549300OJB1EXT6QKOX87 87168YAQ3 375000.000000 PA USD 375010.500000 0.0181435299 Long ABS-CBDO CORP BM N 2 2038-01-22 Floating 5.1640000000 N N N N N N SYMP 2022-31A AR 144A 549300OJB1EXT6QKOX87 87168YAN0 250000.000000 PA USD 250376.000000 0.0121135394 Long ABS-CBDO CORP BM N 2 2038-01-22 Floating 4.8340000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AC1 280000.000000 PA USD 281500.610000 0.0136193913 Long DBT CORP US N 2 2030-04-01 Fixed 4.8500000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607AG2 290000.000000 PA USD 282795.550000 0.0136820423 Long DBT CORP US N 2 2055-04-01 Fixed 5.7000000000 N N N N N N SYNOPSYS INC QG7T915N9S0NY5UKNE63 871607107 1834.000000 NS USD 872287.080000 0.0422024630 Long EC CORP US N 1 N N N TRP DYNAMIC GLOBAL BOND FD-I 549300RBL73KV0WZZF27 77956H468 14514306.703000 NS USD 110599017.070000 5.3509343831 Long EC RF US N 1 N N N TRP EMER MKTS BND FD-I 515326IHLDOILEO6ED43 77956H534 12026056.340000 NS USD 118937697.200000 5.7543713340 Long EC RF US N 1 N N N TRP INST FLOATING RATE FUND 863VOPTBPYYVTH00FU88 77958B402 3857919.664000 NS USD 35878652.870000 1.7358591636 Long EC RF US N 1 N N N TRP INST HIGH YIELD FUND E81VH37I6Q4XM5FXIK06 77958B204 12307865.784000 NS USD 97109061.040000 4.6982715344 Long EC RF US N 1 N N N TRP INTL BOND FD (USD HEDGED) - I N/A 77956H195 17340258.861000 NS USD 147739005.500000 7.1478187167 Long EC RF US N 1 N N N TRP US TREASURY LONG-TERM INDEX FD-I 81MQEQSHGI5PN6BWN277 77957T503 2989874.159000 NS USD 21018815.340000 1.0169195412 Long EC RF US N 1 N N N TRP INFLATION PROTECTED BD FD-I QTPF0SBNUVQ114GUHO71 77958D200 2026734.399000 NS USD 21057770.400000 1.0188042412 Long EC RF US N 1 N N N TRP INST EMERGING MARKETS EQUITY FUND GQU182N3UGI7FJWXW132 74144Q203 1485953.537000 NS USD 76719781.090000 3.7118097916 Long EC RF US N 1 N N N TRP LTD DURATION INFL FOCUSED BD FD-I 5493009ZRV6DHHWWGU69 872798202 2248374.636000 NS USD 10657295.770000 0.5156148027 Long EC RF US N 1 N N N T ROWE PR REAL ASSETS-I 5493008NLR7XEV5QEO07 87279W209 2666375.847000 NS USD 53034215.600000 2.5658691664 Long EC RF US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 21120.000000 NS USD 3960633.600000 0.1916209662 Long EC CORP US N 1 N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADY8 390000.000000 PA USD 374281.920000 0.0181082802 Long DBT CORP US N 2 2056-01-15 Fixed 5.7000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADZ5 460000.000000 PA USD 453332.190000 0.0219328423 Long DBT CORP US N 2 2036-02-15 Fixed 5.0000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADU6 180000.000000 PA USD 176997.820000 0.0085634009 Long DBT CORP US N 2 2055-11-15 Fixed 5.8750000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABW4 325000.000000 PA USD 307892.720000 0.0148962783 Long DBT CORP US N 2 2031-04-15 Fixed 3.5000000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADW2 595000.000000 PA USD 585262.800000 0.0283158289 Long DBT CORP US N 2 2033-01-15 Fixed 4.6250000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACY9 570000.000000 PA USD 573950.170000 0.0277685081 Long DBT CORP US N 2 2033-07-15 Fixed 5.0500000000 N N N N N N T. Rowe Price Government Reserve Fund 5493002Y0IYARJVQ5N24 76105Y109 61503848.490000 NS USD 61503848.490000 2.9756417941 Long STIV RF US N 1 N N N T1 ENERGY INC 529900H0645VFXNMJ693 35834F104 3997.000000 NS USD 42208.320000 0.0020420973 Long EC CORP US N 1 N N TAIWAN SEMICONDUCTOR-SP ADR 549300KB6NK5SBD14S87 874039100 3382.000000 NS USD 1415197.900000 0.0684692441 Long EC CORP TW N 1 N N N TAIWAN SEMICONDUCTOR MANUFAC 549300KB6NK5SBD14S87 000000000 41719.000000 NS 3090766.120000 0.1495355668 Long EC CORP TW N 2 N N N TAKEDA PHARMACEUTICAL CO LTD 549300ZLMVP4X0OGR454 000000000 32800.000000 NS 1047012.000000 0.0506558978 Long EC CORP JP N 2 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAQ4 135000.000000 PA USD 137950.820000 0.0066742527 Long DBT CORP US N 2 2036-02-15 Fixed 5.6500000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 159000.000000 PA USD 165339.660000 0.0079993629 Long DBT CORP US N 2 2029-03-01 Fixed 6.1500000000 N N N N N N TAT TECHNOLOGIES LTD N/A 000000000 352.000000 NS USD 15245.120000 0.0007375801 Long EC CORP IL N 1 N N N TE CONNECTIVITY PLC 6367003TB6K484NFHE54 000000000 4530.000000 NS USD 966747.300000 0.0467725799 Long EC CORP IE N 1 N N N TECHNIPFMC PLC 549300D5I93QWCJTCK36 000000000 37208.000000 NS USD 2545771.360000 0.1231679617 Long EC CORP GB N 1 N N N TECHTRONIC INDUSTRIES CO LTD 549300HZW2SBE758OK89 000000000 58500.000000 NS 868467.610000 0.0420176717 Long EC CORP HK N 2 N N N TELEDYNE TECHNOLOGIES INC 549300VSMO9KYQWDND94 879360105 329.000000 NS USD 203924.070000 0.0098661303 Long EC CORP US N 1 N N N ERICSSON LM-B SHS 549300W9JLPW15XIFM52 000000000 70920.000000 NS 924811.200000 0.0447436531 Long EC CORP SE N 2 N N N TELSTRA GROUP LTD 894500WRW54CVN62K416 000000000 217036.000000 NS 812607.730000 0.0393150930 Long EC CORP AU N 2 N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 000000000 6400.000000 NS 347722.340000 0.0168232908 Long EC CORP KY N 2 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033G407 10761.000000 NS USD 1886618.520000 0.0912772299 Long EC CORP US N 1 N N N TERRENO REALTY CORP N/A 88146M101 3517.000000 NS USD 231031.730000 0.0111776367 Long EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 88160R101 11327.000000 NS USD 4936193.330000 0.2388199037 Long EC CORP US N 1 N N N TEXAS CAPITAL BANCSHARES INC 549300466Q2SXRX0YM48 88224Q107 4879.000000 NS USD 485411.710000 0.0234848942 Long EC CORP US N 1 N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 882508104 10058.000000 NS USD 3074529.440000 0.1487500136 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DK5 155000.000000 PA USD 153613.710000 0.0074320451 Long DBT CORP US N 2 2046-02-12 Fixed 5.5460000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DF6 355000.000000 PA USD 349698.660000 0.0169189079 Long DBT CORP US N 2 2037-10-07 Fixed 4.8940000000 N N N N N N THERMO FISHER SCIENTIFIC HCHV7422L5HDJZCRFL38 883556DH2 95000.000000 PA USD 93561.780000 0.0045266491 Long DBT CORP US N 2 2033-06-15 Fixed 4.5500000000 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 1710.000000 NS USD 842192.100000 0.0407464260 Long EC CORP US N 1 N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAN8 50000.000000 PA USD 52053.410000 0.0025184164 Long DBT CORP US N 2 2038-07-01 Fixed 7.3000000000 N N N N N N TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 88732JAU2 170000.000000 PA USD 168515.030000 0.0081529917 Long DBT CORP US N 2 2039-06-15 Fixed 6.7500000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540109 12860.000000 NS USD 1990085.000000 0.0962830822 Long EC CORP US N 1 N N N TMX GROUP LTD 549300N65GFVKSHGJW59 000000000 17911.000000 NS 670241.530000 0.0324272181 Long EC CORP CA N 2 N N N TOKIO MARINE HOLDINGS INC 5299009QN2NZ191KLS29 000000000 28800.000000 NS 1278903.390000 0.0618751261 Long EC CORP JP N 2 N N N TOKYO ELECTRON LTD 549300H5LSF8DP3RIJ34 000000000 4900.000000 NS 1643335.280000 0.0795068481 Long EC CORP JP N 2 N N N TOPAZ ENERGY CORP 98450056D90CB02FQ571 000000000 8655.000000 NS 199573.820000 0.0096556592 Long EC CORP CA N 2 N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAR1 410000.000000 PA USD 407366.710000 0.0197089684 Long DBT CORP CA N 2 2033-04-22 Fixed 4.8660000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115KAJ9 230000.000000 PA USD 226021.000000 0.0109352106 Long DBT CORP CA N 2 2035-10-15 Fixed 4.9280000000 N N N N N N TOTAL CAPITAL INTL SA 549300U37G2I8G4RUG09 89153VAV1 183000.000000 PA USD 123079.930000 0.0059547783 Long DBT CORP FR N 2 2050-05-29 Fixed 3.1270000000 N N N N N N TOTALENERGIES CAP INTL 549300U37G2I8G4RUG09 89153VAU3 165000.000000 PA USD 118147.550000 0.0057161429 Long DBT CORP FR N 2 2049-07-12 Fixed 3.4610000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 31380.000000 NS 2753370.250000 0.1332118850 Long EC CORP FR N 2 N N N TPMT 2026-1 A1A 144A N/A 891959AA6 94837.110000 PA USD 93566.030000 0.0045268548 Long ABS-MBS CORP US N 2 2066-01-25 Variable 4.1020000000 N N N N N N TPMT 2017-3 M1 144A N/A 89169DAC5 940746.000000 PA USD 917575.990000 0.0443936035 Long ABS-MBS CORP US N 2 2057-07-25 Variable 3.5000000000 N N N N N N TPMT 2019-HY3 A1A 144A N/A 89177XAA5 95092.610000 PA USD 95172.140000 0.0046045606 Long ABS-MBS CORP US N 2 2059-10-25 Floating 4.6990000000 N N N N N N TPMT 2025-1 A1B 144A N/A 89190KAB4 161607.590000 PA USD 162100.900000 0.0078426672 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.8030000000 N N N N N N TPMT 2025-1 A1A 144A N/A 89190KAA6 310456.680000 PA USD 313277.830000 0.0151568175 Long ABS-MBS CORP US N 2 2065-06-25 Variable 4.8030000000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 000000000 91000.000000 NS 1721512.160000 0.0832891544 Long EC CORP JP N 2 N N N TRACTOR SUPPLY COMPANY 549300OJ9VZHZRO6I137 892356106 41153.000000 NS USD 1297554.090000 0.0627774729 Long EC CORP US N 1 N N N TRADEWEB MARKETS INC-CLASS A N/A 892672106 7275.000000 NS USD 729318.750000 0.0352854562 Long EC CORP US N 1 N N N TRANS-ALLEGHENY INTERSTA 144A N/A 893045AF1 50000.000000 PA USD 50471.580000 0.0024418853 Long DBT CORP US N 2 2031-01-15 Fixed 5.0000000000 N N N N N N TRANSDIGM GROUP INC N/A 893641100 310.000000 NS USD 390079.200000 0.0188725746 Long EC CORP US N 1 N N N TRAVELERS COS INC/THE 549300Y650407RU8B149 89417E109 4921.000000 NS USD 1436390.690000 0.0694945808 Long EC CORP US N 1 N N N TRAVERE THERAPEUTICS INC N/A 89422G107 1877.000000 NS USD 88556.860000 0.0042845041 Long EC CORP US N 1 N N N GRS - SECURITY LENDING COLLATERAL 549300SIV6FPS9Y7IH33 000000000 2248332.130000 NS USD 2248332.130000 0.1087774378 Long STIV RF US N 1 N N Treeline Bio Common WTS 8/35 PP N/A 000000000 1057.000000 NS USD 11770.330000 0.0005694649 Long EC CORP US Y 3 N N N Treeline Bio SER A-2 CVT PFD PP N/A 000000000 7046.000000 NS USD 78461.440000 0.0037960737 Long EP CORP US Y 3 N N N TCN 2024-SFR2 A 144A N/A 89616VAA8 154510.750000 PA USD 153717.140000 0.0074370492 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 975000.000000 PA USD 975127.730000 0.0471780368 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 4.8130000000 N N N N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 12487.470000 0.0006041612 N/A DCR CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A ISHARES IBOXX INVESTMENT GRA Y Fixed Income Performance Leg 2028-01-18 0.000000 USD 0.000000 USD 1035456.000000 USD 12487.470000 N N N TSURUHA HOLDINGS INC N/A 000000000 25500.000000 NS 315511.210000 0.0152648715 Long EC CORP JP N 2 N N N TWFG INC N/A 87318A101 2741.000000 NS USD 51448.570000 0.0024891534 Long EC CORP US N 1 N N N TX 2024-HOU A 144A N/A 90216DAA0 295000.000000 PA USD 294816.190000 0.0142636176 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.2180000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 63000.000000 PA USD 61671.730000 0.0029837641 Long DBT CORP US N 2 2034-09-15 Fixed 4.8000000000 N N N N N N UBER TECHNOLOGIES INC 144A 549300B2FTG34FILDR98 90353TAK6 419000.000000 PA USD 415650.170000 0.0201097337 Long DBT CORP US N 2 2029-08-15 Fixed 4.5000000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAU4 315000.000000 PA USD 306663.320000 0.0148367983 Long DBT CORP US N 2 2035-09-15 Fixed 4.8000000000 N N N N N N UBS GROUP AG-REG 549300SZJ9VS8SGXAN81 000000000 31926.000000 NS 1507732.960000 0.0729462191 Long EC CORP CH N 2 N N N UCB SA 2138008J191VLSGY5A09 000000000 2961.000000 NS 869428.430000 0.0420641576 Long EC CORP BE N 2 N N N UL SOLUTIONS INC - CLASS A 549300F7CUV5ESKV9P71 903731107 3709.000000 NS USD 369045.500000 0.0178549349 Long EC CORP US N 1 N N N ULTA BEAUTY INC 529900CIV6HN8M28YM82 90384S303 2045.000000 NS USD 1040598.250000 0.0503455917 Long EC CORP US N 1 N N N ULTRA CLEAN HOLDINGS INC 5493007L6LS7QX18PE75 90385V107 1025.000000 NS USD 87709.250000 0.0042434956 Long EC CORP US N 1 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 000000000 19956.000000 NS 1722382.200000 0.0833312481 Long EC CORP IT N 2 N N N UNILEVER PLC 549300MKFYEKVRWML317 000000000 54697.000000 NS 3082261.310000 0.1491240922 Long EC CORP GB N 2 N N N UNITED STATES LIME & MINERAL 549300VGDEEG8RT7VC89 911922102 1151.000000 NS USD 131202.490000 0.0063477591 Long EC CORP US N 1 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 5590000.000000 PA USD 5557682.810000 0.2688884298 Long DBT UST US N 2 2031-01-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 1985000.000000 PA USD 1858456.250000 0.0899147001 Long DBT UST US N 2 2043-08-15 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 550000.000000 PA USD 450828.130000 0.0218116924 Long DBT UST US N 2 2042-05-15 Fixed 3.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 4565000.000000 PA USD 4660936.330000 0.2255025870 Long DBT UST US N 2 2031-04-30 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 8955000.000000 PA USD 8941707.420000 0.4326122505 Long DBT UST US N 2 2031-07-31 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 4715000.000000 PA USD 4650537.110000 0.2249994582 Long DBT UST US N 2 2029-08-31 Fixed 3.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 830000.000000 PA USD 817420.310000 0.0395479323 Long DBT UST US N 2 2027-01-31 Fixed 1.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 415000.000000 PA USD 415875.390000 0.0201206302 Long DBT UST US N 2 2027-10-31 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 1810000.000000 PA USD 1787940.630000 0.0865030562 Long DBT UST US N 2 2035-08-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 1230000.000000 PA USD 892326.560000 0.0431720010 Long DBT UST US N 2 2042-02-15 Fixed 2.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 1955000.000000 PA USD 1949807.030000 0.0943343780 Long DBT UST US N 2 2031-10-31 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 8285000.000000 PA USD 7653268.750000 0.3702757943 Long DBT UST US N 2 2054-11-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 1720000.000000 PA USD 1714087.500000 0.0829299390 Long DBT UST US N 2 2030-03-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 280000.000000 PA USD 280350.000000 0.0135637232 Long DBT UST US N 2 2029-10-31 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2550000.000000 PA USD 2543425.780000 0.1230544793 Long DBT UST US N 2 2029-10-31 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 5520000.000000 PA USD 5474718.750000 0.2648745131 Long DBT UST US N 2 2030-04-30 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 4545000.000000 PA USD 4538253.520000 0.2195670219 Long DBT UST US N 2 2027-11-30 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 6985000.000000 PA USD 6848028.520000 0.3313171512 Long DBT UST US N 2 2031-08-31 Fixed 3.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 8875000.000000 PA USD 8922148.440000 0.4316659598 Long DBT UST US N 2 2029-06-30 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 11300000.000000 PA USD 10712046.880000 0.5182637376 Long DBT UST US N 2 2044-02-15 Fixed 4.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 1100000.000000 PA USD 1043753.910000 0.0504982669 Long DBT UST US N 2 2027-12-31 Fixed 0.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 4350000.000000 PA USD 4102593.750000 0.1984891958 Long DBT UST US N 2 2055-02-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 6465000.000000 PA USD 6526114.450000 0.3157425005 Long DBT UST US N 2 2029-12-31 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 920000.000000 PA USD 919784.380000 0.0445004485 Long DBT UST US N 2 2028-06-30 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 5125000.000000 PA USD 4538027.340000 0.2195560790 Long DBT UST US N 2 2054-02-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2435000.000000 PA USD 2344828.910000 0.1134460863 Long DBT UST US N 2 2055-08-15 Fixed 4.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 4330000.000000 PA USD 3819871.880000 0.1848107182 Long DBT UST US N 2 2043-02-15 Fixed 3.8750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2050000.000000 PA USD 2054484.380000 0.0993988138 Long DBT UST US N 2 2028-07-31 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 1615000.000000 PA USD 1648940.230000 0.0797780234 Long DBT UST US N 2 2031-05-31 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 3640000.000000 PA USD 3658768.750000 0.1770163246 Long DBT UST US N 2 2030-01-31 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 3295000.000000 PA USD 3160625.780000 0.1529154744 Long DBT UST US N 2 2044-11-15 Fixed 4.6250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2060000.000000 PA USD 2012201.560000 0.0973531122 Long DBT UST US N 2 2029-06-30 Fixed 3.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 5585000.000000 PA USD 5634741.410000 0.2726166321 Long DBT UST US N 2 2032-01-31 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 1080000.000000 PA USD 936562.500000 0.0453121973 Long DBT UST US N 2 2053-08-15 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 7060000.000000 PA USD 5866418.750000 0.2838255043 Long DBT UST US N 2 2042-08-15 Fixed 3.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2095000.000000 PA USD 2051790.630000 0.0992684865 Long DBT UST US N 2 2043-11-15 Fixed 4.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 4855000.000000 PA USD 4364189.840000 0.2111455788 Long DBT UST US N 2 2042-11-15 Fixed 4.0000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 4580000.000000 PA USD 4056878.130000 0.1962774105 Long DBT UST US N 2 2054-08-15 Fixed 4.2500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2845000.000000 PA USD 2799880.080000 0.1354620953 Long DBT UST US N 2 2030-12-31 Fixed 3.7500000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 5360000.000000 PA USD 5413181.250000 0.2618972432 Long DBT UST US N 2 2030-11-30 Fixed 4.3750000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 1080000.000000 PA USD 1031737.500000 0.0499168963 Long DBT UST US N 2 2033-02-15 Fixed 3.5000000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 915000.000000 PA USD 823357.030000 0.0398351591 Long DBT UST US N 2 2044-08-15 Fixed 4.1250000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 1430000.000000 PA USD 1214159.380000 0.0587427207 Long DBT UST US N 2 2052-11-15 Fixed 4.0000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 16936.000000 NS USD 6440930.160000 0.3116211660 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEV0 420000.000000 PA USD 410587.830000 0.0198648107 Long DBT CORP US N 2 2033-04-15 Fixed 4.5000000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFR8 105000.000000 PA USD 107343.610000 0.0051934333 Long DBT CORP US N 2 2055-06-15 Fixed 5.9500000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFQ0 180000.000000 PA USD 183160.300000 0.0088615502 Long DBT CORP US N 2 2035-06-15 Fixed 5.3000000000 N N N N N N UNITI GROUP INC 549300V3NU625PJUVA84 912932100 35366.000000 NS USD 396806.520000 0.0191980517 Long EC CORP US N 1 N N N UNUSUAL MACHINES INC /US N/A 91532F102 883.000000 NS USD 28061.740000 0.0013576660 Long EC CORP US N 1 N N N URBAN OUTFITTERS INC 549300N3DUFR5U6NRN38 917047102 1321.000000 NS USD 95970.650000 0.0046431936 Long EC CORP US N 1 N N N TUU6 US 2YR NOTE (CBT) SEP26 N/A 000000000 104.000000 NC USD 43727.320000 0.0021155886 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US TREASURY N/B US TREASURY N/B 2026-09-30 21438772.680000 USD 43727.320000 N N N USCLN 2023-1 B 144A N/A 90357PAV6 30334.900000 PA USD 30542.310000 0.0014776795 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 9271.000000 NS USD 758831.350000 0.0367133169 Long EC CORP US N 1 N N N USCB FINANCIAL HOLDINGS INC N/A 90355N101 5569.000000 NS USD 103249.260000 0.0049953429 Long EC CORP US N 1 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD -6320.940000 -0.0003058159 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 -39992000.0000000000 USD 2.000000 USD 2027-01-08 XXXX 18074.180000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD -6102.190000 -0.0002952324 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 -38608000.0000000000 USD 2.000000 USD 2027-01-08 XXXX 17834.770000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD 14692.560000 0.0007108465 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 39992000.0000000000 USD 2.500000 USD 2027-01-08 XXXX -47295.040000 N N N BARCLAYS AC28XWWI3WIBK2824319 000000000 1.000000 NC USD 14184.100000 0.0006862465 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 38608000.0000000000 USD 2.500000 USD 2027-01-08 XXXX -45272.220000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 11996.520000 0.0005804083 N/A DFE CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 -1702125.510000 CAD 1249683.350000 USD 2026-07-24 11996.520000 N N N UWM 2021-INV2 A15 144A N/A 90354TAV1 325672.750000 PA USD 267466.240000 0.0129403890 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5000000000 N N N N N N VALERO ENERGY CORP 549300XTO5VR8SKV1V74 91913Y100 5978.000000 NS USD 1463533.960000 0.0708078100 Long EC CORP US N 1 N N N VAXCYTE INC 254900M7NMHTGASX8D95 92243G108 3931.000000 NS USD 202053.400000 0.0097756247 Long EC CORP US N 1 N N N VEECO INSTRUMENTS INC 5493004201F72ADDZW04 922417100 1314.000000 NS USD 75738.960000 0.0036643563 Long EC CORP US N 1 N N N VEEVA SYSTEMS INC CL A 549300YZEXPDB92M2F02 922475108 5670.000000 NS USD 988507.800000 0.0478253832 Long EC CORP US N 1 N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GBC0 496000.000000 PA USD 486679.600000 0.0235462364 Long DBT CORP US N 2 2036-02-15 Fixed 5.0000000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VHJ6 450000.000000 PA USD 442460.880000 0.0214068732 Long DBT CORP US N 2 2055-11-30 Fixed 5.8750000000 N N N N N N VERTIV HOLDINGS CO 549300KTTIRAOGXCRV69 92537NAC2 40000.000000 PA USD 39445.510000 0.0019084287 Long DBT CORP US N 2 2056-03-15 Fixed 5.8000000000 N N N N N N VERUS 2025-8 A1F 144A 213800K8E68XJS6Z1D09 924930AD2 346652.280000 PA USD 347287.030000 0.0168022299 Long ABS-MBS CORP US N 2 2070-09-25 Floating 4.7620000000 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 23857.000000 NS USD 673244.540000 0.0325725079 Long EC CORP US N 1 N N N VICOR CORP 5299005KMQOTR6B51F09 925815102 447.000000 NS USD 149673.480000 0.0072414113 Long EC CORP US N 1 N N N VINCI SA 213800WFQ334R8UXUG83 000000000 6714.000000 NS 976472.790000 0.0472431127 Long EC CORP FR N 2 N N N VIPER ENERGY INC-CL A N/A 64361Q101 5741.000000 NS USD 261215.500000 0.0126379695 Long EC CORP US N 1 N N N VISA INC-CLASS A SHARES 549300JZ4OKEHW3DPJ59 92826C839 25254.000000 NS USD 8241895.440000 0.3987543729 Long EC CORP US N 1 N N N VISHAY PRECISION GROUP N/A 92835K103 770.000000 NS USD 96488.700000 0.0046682576 Long EC CORP US N 1 N N N VSTA 2026-CES2 A1 144A N/A 92842NAA6 1031613.660000 PA USD 1031234.130000 0.0498925425 Long ABS-O CORP US N 2 2056-05-25 Variable 5.4180000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAS1 130000.000000 PA USD 133851.030000 0.0064758991 Long DBT CORP US N 2 2034-04-15 Fixed 6.0000000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VBC5 410000.000000 PA USD 407816.410000 0.0197307255 Long DBT CORP US N 2 2036-04-30 Fixed 5.5500000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAU6 11000.000000 PA USD 11138.640000 0.0005389029 Long DBT CORP US N 2 2034-12-30 Fixed 5.7000000000 N N N N N N VISTRA OPERATIONS CO LLC 144A 549300ZH5GKBTJZ7NM23 92840VAQ5 510000.000000 PA USD 554823.750000 0.0268431453 Long DBT CORP US N 2 2033-10-15 Fixed 6.9500000000 N N N N N N VOYA 2021-2A A1R 144A N/A 92919AAN4 197116.000000 PA USD 197428.230000 0.0095518526 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 4.8450000000 N N N N N N VSE CORP CVT PFD 5.75 2/29 549300QWJYQDH4U5XI15 918284209 4003.000000 NS USD 194425.710000 0.0094065865 Long EP CORP US N 1 N N N VSE CORP 549300QWJYQDH4U5XI15 918284100 6391.000000 NS USD 1183293.650000 0.0572493938 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687106 17100.000000 NS USD 1741293.000000 0.0842461790 Long EC CORP US N 1 N N N WARRIOR MET COAL INC 549300152B1S9YKBYV79 93627C101 2285.000000 NS USD 216023.900000 0.0104515370 Long EC CORP US N 1 N N N WATERBRIDGE INFRASTRUC-CL A N/A 940923105 13454.000000 NS USD 393529.500000 0.0190395049 Long EC CORP US N 1 N N N WB 2024-HQ A 144A N/A 92943PAA9 315000.000000 PA USD 315414.890000 0.0152602114 Long ABS-MBS CORP US N 2 2040-03-15 Variable 5.9360000000 N N N N N N WEATHERFORD INTERNATIONAL PL 529900LPBDSCQDJKHQ39 000000000 2336.000000 NS USD 242103.040000 0.0117132820 Long EC CORP IE N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3W1 957000.000000 PA USD 971165.940000 0.0469863599 Long DBT CORP US N 2 2031-04-23 Variable 5.1500000000 N N N N N N WELLTOWER INC 254900F33BIAR82QTA19 95040Q104 13766.000000 NS USD 2826572.780000 0.1367535253 Long EC CORP US N 1 N N N WABTEC CORP 06BTX5UWZD0GQ5N5Y745 929740108 15996.000000 NS USD 4177515.360000 0.2021140076 Long EC CORP US N 1 N N N WFLF 2024-3A A1 144A 549300BSFY0E0XXREF43 96328GBZ9 404845.640000 PA USD 407379.770000 0.0197096003 Long ABS-O CORP US N 2 2039-09-19 Fixed 4.8000000000 N N N N N N WFLF 2025-3A A1 144A 549300BSFY0E0XXREF43 96328GCP0 415000.000000 PA USD 412715.340000 0.0199677426 Long ABS-O CORP US N 2 2040-09-18 Fixed 4.0800000000 N N N N N N WHEELS 2026-1A A3 144A N/A 96329JAD2 905000.000000 PA USD 901467.510000 0.0436142528 Long ABS-O CORP US N 2 2039-04-18 Fixed 4.3900000000 N N N N N N WHITE MOUNTAINS INSURANCE GP 549300N3FL068JERBG02 000000000 80.000000 NS USD 165185.600000 0.0079919092 Long EC CORP BM N 1 N N N WHITEFIBER INC 254900VTG8XTRF3IQN65 000000000 214.000000 NS USD 6364.360000 0.0003079166 Long EC CORP KY N 1 N N N WillScot Holdings Corp 549300HJ4VIXF476Q166 971378104 12236.000000 NS USD 314832.280000 0.0152320239 Long EC CORP US N 1 N N N WINGSTOP INC 549300SSH3F8HPIM3Q47 974155103 1165.000000 NS USD 182858.400000 0.0088469439 Long EC CORP US N 1 N N N WISDOMTREE INC 549300WIU8IS7UFO7871 97717P104 2680.000000 NS USD 51054.000000 0.0024700636 Long EC CORP US N 1 N N WOLFSPEED INC 549300OGU88P3AW3TO93 97785W106 1019.000000 NS USD 60406.320000 0.0029225418 Long EC CORP US N 1 N N WW GRAINGER INC 549300TWZSP6O1IH2V34 384802104 496.000000 NS USD 612183.040000 0.0296182675 Long EC CORP US N 1 N N N WYNNTON FUNDING TRUST 144A N/A 983196AA4 195000.000000 PA USD 193173.430000 0.0093459994 Long DBT CORP US N 2 2035-08-15 Fixed 5.2510000000 N N N N N N XANADU QUANTUM TECHNOLO-CL B 254900ERDXSXKJDE3515 98390R102 957.000000 NS USD 15474.690000 0.0007486870 Long EC CORP CA N 1 N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389B100 2125.000000 NS USD 168937.500000 0.0081734314 Long EC CORP US N 1 N N N XYLEM INC 549300DF5MV96DRYLQ48 98419MAN0 75000.000000 PA USD 76123.130000 0.0036829430 Long DBT CORP US N 2 2033-06-01 Fixed 5.2000000000 N N N N N N YMMT 2026-A A1 144A N/A 98463GAG3 345000.000000 PA USD 343315.990000 0.0166101054 Long ABS-O CORP US N 2 2031-04-15 Fixed 5.1500000000 N N N N N N 2026-07-02 T. ROWE PRICE SPECTRUM FUNDS II, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President