NPORT-P false 0000929523 XXXXXXXX S000004536 C000012434 C000012436 C000012437 C000057394 C000095380 C000196667 C000196668 Prudential Investment Portfolios, Inc. 17 811-07215 0000929523 54930028RC1CXKGYQ890 655 Broad Street Newark 07102-4077 1-800-225-1852 PGIM Total Return Bond Fund S000004536 TMK5EH3X0S88LKHCV210 2025-10-31 2025-04-30 N 51763662733.21 2742487223.08 49021175510.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 201543759.55000000 975078070.76000000 0.00000000 432808332.44000000 EUR GBP USD N PGIM Total Return Bond Fund - ExDerivatives N/A CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -1784.00000000 NC USD -2642550.00000000 -0.00539062960 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 0.00000000 USD 2500.00000000 96.25000000 USD 2025-12-12 XXXX -953253.52000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 65840000.00000000 OU Other USD 654798.98000000 0.001335747201 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2032-05-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 65840000.00000000 USD 3.55800000 USD 2025-05-27 XXXX 654798.98000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 131888.68000000 0.000269044303 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -16744.30000000 USD 22000000.00000000 USD 148632.98000000 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AV1 9640000.00000000 PA USD 7517346.14000000 0.015334895709 Long DBT CORP US N 2 2033-02-01 Fixed 1.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A4YT6 2664507.78000000 PA USD 2574241.08000000 0.005251283865 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AR5 1420000.00000000 PA USD 1292280.78000000 0.002636168485 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379TZS1 7288050.02000000 PA USD 5857564.68000000 0.011949049811 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BD7 1260000.00000000 PA USD 1304408.47000000 0.002660908181 Long DBT CORP US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAA3 151271987.59000000 PA USD 142618836.59000000 0.290933122484 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.97703100 N N N N N N CFK Trust N/A 12528XAE5 21052000.00000000 PA USD 20219264.98000000 0.041245981495 Long ABS-MBS CORP US N 2 2039-01-15 Fixed 4.36230000 N N N N N N Fannie Mae - CAS N/A 20754LAB5 2400000.00000000 PA USD 2410469.76000000 0.004917201056 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.25369000 N N N N N N ATLAS LUXCO 4 / ALL UNI N/A 019579AA9 21390000.00000000 PA USD 20480925.00000000 0.041779750866 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VZQ6 143757663.27000000 PA USD 117304715.02000000 0.239293965922 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 98512.96000000 0.000200960011 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TELEKOM MALAYSIA BHD TELEKOM MALAYSIA BHD Y Default Event 2026-12-20 0.00000000 USD -1236.91000000 USD 8000000.00000000 USD 99749.87000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390YJD1 18197.75000000 PA USD 18742.40000000 0.000038233273 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Henley CLO 635400GBWJ33C3GSJK66 000000000 43250000.00000000 PA 48809206.23000000 0.099567596496 Long ABS-CBDO CORP IE N 2 2035-12-25 Floating 3.12800000 N N N N N N H&E EQUIPMENT SERVICES 254900KVLRCDMQRYY541 404030AJ7 57850000.00000000 PA USD 57647549.44000000 0.117597240050 Long DBT CORP US Y 2 2028-12-15 Fixed 3.87500000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAD5 15275000.00000000 PA USD 12336709.44000000 0.025166082436 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAN0 39245000.00000000 PA USD 30807325.00000000 0.062844933193 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20323000 N N N N N N Wells Fargo Commercial Mortgag 549300RVQJTKIK3XGD11 95001LAU6 1000000.00000000 PA USD 982380.60000000 0.002003992335 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.01200000 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 01F022667 138500000.00000000 PA USD 115160432.90000000 0.234919770286 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 2.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAF2 3564466.00000000 PA USD 2314622.71000000 0.004721679327 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.97703200 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADG9 4000000.00000000 PA USD 3914494.01000000 0.007985312406 Long DBT CORP US N 2 2029-09-26 Fixed 4.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EVA5 8040328.59000000 PA USD 8170029.38000000 0.016666326939 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -6575.71000000 -0.00001341401 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -6788.17000000 N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AN3 4200000.00000000 PA USD 4223122.92000000 0.008614895248 Long DBT CORP US N 2 2035-06-15 Fixed 6.00000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAD5 8090000.00000000 PA USD 5810243.22000000 0.011852517120 Long DBT CORP US N 2 2050-05-01 Fixed 4.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGN8 21369000.00000000 PA USD 18232024.49000000 0.037192140539 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 8015000.00000000 PA USD 8216259.86000000 0.016760634102 Long DBT CORP DE N 2 2027-07-13 Fixed 7.14600000 N N N N N Capital Four CLO 549300QO4S9JIYQOSV53 000000000 19000000.00000000 PA 21612355.97000000 0.044087796233 Long ABS-CBDO CORP IE N 2 2036-10-25 Floating 4.60800000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BR2 38720000.00000000 PA USD 38926439.55000000 0.079407397201 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DF7 7800000.00000000 PA USD 9859545.54000000 0.020112829685 Long DBT NUSS CA N 2 2030-04-15 Fixed 9.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0M33 59789322.57000000 PA USD 52651423.32000000 0.107405468702 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N OneMain Direct Auto Receivable N/A 682684AA3 67700000.00000000 PA USD 69306805.34000000 0.141381361460 Long ABS-O CORP US N 2 2035-04-16 Fixed 5.36000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276XAU9 40000000.00000000 PA USD 39605588.00000000 0.080792815732 Long ABS-MBS CORP US Y 2 2051-06-15 Fixed 3.97720000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 26731.99000000 0.000054531515 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 27110.70000000 N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BR5 30325000.00000000 PA USD 31264524.81000000 0.063777590979 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAG0 2673633.00000000 PA USD 1601419.27000000 0.003266790837 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.97703200 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 1000000.00000000 PA USD 870550.00000000 0.001775865207 Long DBT CORP CA N 2 2030-02-15 Fixed 4.87500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBQ43 909583.07000000 PA USD 828486.07000000 0.001690057534 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46590RAD1 17436432.50000000 PA USD 17030118.29000000 0.034740330301 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.62650000 N N N N N N Wells Fargo Commercial Mortgag 549300BSYX29G4VVM177 95000MBN0 26739156.92000000 PA USD 26147606.55000000 0.053339411545 Long ABS-MBS CORP US N 2 2059-11-15 Fixed 2.80700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABX2 9000000.00000000 PA USD 7726975.04000000 0.015762524989 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WXQ2 8650000.00000000 PA USD 7676184.70000000 0.015658916009 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 69349LAR9 1200000.00000000 PA USD 1181534.89000000 0.002410254094 Long DBT CORP US N 2 2028-07-26 Fixed 4.05000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CJ2 14772000.00000000 PA USD 12703562.43000000 0.025914438602 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 20767.82000000 0.000042364997 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 21146.53000000 N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DC4 15025000.00000000 PA USD 17501064.41000000 0.035701029662 Long DBT NUSS CA N 2 2029-12-01 Fixed 8.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834LX4 17285000.00000000 PA USD 7328754.14000000 0.014950180332 Long DBT UST US N 2 2042-11-15 None 0.00000000 N N N N N N GEN DIGITAL INC YF6ZV0M6AU4FY94MK914 668771AM0 3762000.00000000 PA USD 3753085.71000000 0.007656050004 Long DBT CORP US N 2 2033-04-01 Fixed 6.25000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAN4 1025000.00000000 PA USD 830860.48000000 0.001694901175 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAY8 5902000.00000000 PA USD 6000292.43000000 0.012240205110 Long DBT CORP US N 2 2029-02-15 Fixed 5.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJNF6 53950320.10000000 PA USD 53283610.14000000 0.108695088572 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 4.50000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 6025000.00000000 PA USD 5362189.75000000 0.010938517271 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N Wellfleet CLO Ltd 2549008BRKHJZB917M86 94949FAL7 47690000.00000000 PA USD 47690000.00000000 0.097284488802 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 5.68947000 N N N N N N NEWMONT / NEWCREST FIN N/A 65163LAR0 2500000.00000000 PA USD 2539293.54000000 0.005179993163 Long DBT CORP US N 2 2034-03-15 Fixed 5.35000000 N N N N N N Apidos CLO Ltd 254900N39ZT8BF6B8W53 037989AL4 35350000.00000000 PA USD 35350000.00000000 0.072111693838 Long ABS-CBDO CORP JE N 2 2037-10-26 Floating 5.64262000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 263217.15000000 0.000536945814 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -45666.28000000 USD 60000000.00000000 USD 308883.43000000 N N N Citigroup Mortgage Loan Trust N/A 17332HAD7 6684082.00000000 PA USD 4988623.83000000 0.010176467165 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.97703200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUTT2 8626493.06000000 PA USD 8323475.50000000 0.016979347013 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAL4 7437000.00000000 PA USD 7334762.30000000 0.014962436587 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N Kinbane DAC 635400B9FSRJAFAZIY56 000000000 37755121.65000000 PA 42523588.28000000 0.086745345939 Long ABS-MBS CORP IE N 2 2063-01-24 Floating 3.20100000 N N N N N N NEW GOLD INC 5493005G0GNCHP0H6L96 644535AJ5 1075000.00000000 PA USD 1099187.50000000 0.002242270791 Long DBT CORP CA N 2 2032-04-01 Fixed 6.87500000 N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UCK3 5685000.00000000 PA USD 5563557.38000000 0.011349294100 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N Warwick Capital CLO Ltd 254900MNDJAT8Y3XZ919 936557AA5 50000000.00000000 PA USD 50113860.00000000 0.102229005074 Long ABS-CBDO CORP JE N 2 2037-01-15 Floating 6.20610000 N N N N N N AHOLD FINANCE USA LLC 549300XB4647UBM7K822 008685AB5 17470000.00000000 PA USD 18986116.48000000 0.038730439004 Long DBT CORP US N 2 2029-05-01 Fixed 6.87500000 N N N N N N Morgan Stanley BAML Trust N/A 61767EAD6 18615000.00000000 PA USD 18114319.79000000 0.036952030630 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.27600000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAM6 6000000.00000000 PA USD 5087531.13000000 0.010378231605 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2603633.93000000 0.005311243361 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -59501962.39000000 USD 1226127188.00000000 MXN 2025-06-18 2603633.93000000 N N N Monument CLO 25490071DLM53GNXFT24 000000000 57000000.00000000 PA 64220659.29000000 0.131005955327 Long ABS-CBDO CORP IE N 2 2039-01-20 Floating 4.12800000 N N N N N N DIGICEL INTL FIN LTD N/A 000000000 110440.00000000 NS USD 1274345.07000000 0.002599580807 Long EC CORP US Y 3 N N N VMED O2 UK FINAN 213800MRR46ECNGZ7L69 000000000 5100000.00000000 PA 6221321.47000000 0.012691089932 Long DBT CORP GB N 2 2029-01-31 Fixed 4.00000000 N N N N N N AMER AIRLN 14-1 A PTT N/A 02377AAA6 1427910.02000000 PA USD 1393785.97000000 0.002843232451 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Mcafee Corp 2549009UKR8UEZYVCR93 57906HAF4 38976405.63000000 PA USD 36377965.60000000 0.074208676600 Long LON CORP US N 2 2029-03-01 Floating 7.31896000 N N N N N N Bank N/A 06541DBB9 74030000.00000000 PA USD 76301936.28000000 0.155650972229 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.95076100 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKAL3 6226974.61000000 PA USD 5183427.94000000 0.010573854841 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AC2 17775000.00000000 PA USD 17343542.09000000 0.035379694406 Long DBT CORP CH N 2 2027-01-30 Fixed 1.36400000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BN8 16480000.00000000 PA USD 16464186.63000000 0.033585866635 Long DBT CORP US N 2 2029-05-23 Fixed 4.60000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDDC7 5169092.24000000 PA USD 4491967.26000000 0.009163320163 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 65738.23000000 0.000134101700 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -14730000.00000000 USD 470107950.00000000 TWD 2025-06-18 65738.23000000 N N N SPECTRUM BRANDS INC 549300VU3EH2E73C1Q04 84762LAX3 4657000.00000000 PA USD 3832470.67000000 0.007817990144 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAE5 5703938.00000000 PA USD 4023808.84000000 0.008208307528 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.97703200 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAA6 5050000.00000000 PA USD 5131329.70000000 0.010467577830 Long DBT CORP US N 2 2028-02-15 Fixed 6.50000000 N N N N N Banc of America Commercial Mor N/A 06054MAD5 2095790.07000000 PA USD 2071099.57000000 0.004224908008 Long ABS-MBS CORP US N 2 2049-07-15 Fixed 2.90300000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAK6 7295000.00000000 PA USD 7492191.29000000 0.015283581456 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Bear Stearns Adjustable Rate M N/A 073881AA2 102145.02000000 PA USD 90040.24000000 0.000183676215 Long ABS-MBS CORP US N 2 2047-05-25 Variable 4.30389700 N N N N N N Hayfin Emerald CLO 635400QPLMTTI1BZII42 000000000 7500000.00000000 PA 8497026.67000000 0.017333380078 Long ABS-CBDO CORP IE N 2 2038-07-18 Fixed 5.80000000 N N N N N N New Century Home Equity Loan T N/A 64352VDR9 845528.37000000 PA USD 838689.48000000 0.001710871824 Long ABS-MBS CORP US N 2 2033-10-25 Floating 3.37340700 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PEP9 51930000.00000000 PA USD 51202980.00000000 0.104450738822 Long DBT NUSS DO Y 2 2029-02-22 Fixed 5.50000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAP9 3045000.00000000 PA USD 2317111.00000000 0.004726755276 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -12175.23000000 -0.00002483667 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD -9130.79000000 N N N AMERIGAS PART/FIN CORP N/A 030981AJ3 9250000.00000000 PA USD 9140562.39000000 0.018646150964 Long DBT CORP US Y 2 2026-08-20 Fixed 5.87500000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024PY2 525000.00000000 PA USD 597699.11000000 0.001219267191 Long DBT MUN US N 2 2050-10-01 Fixed 6.90700000 N N N N N N JP Morgan Chase Commercial Mor N/A 46591EAS6 22100000.00000000 PA USD 21133639.93000000 0.043111246741 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.12340000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAJ4 2138906.00000000 PA USD 899914.33000000 0.001835766524 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.15515000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAP9 5902000.00000000 PA USD 5035215.53000000 0.010271511194 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W7M4 22159766.73000000 PA USD 20713483.85000000 0.042254155748 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 6490000.00000000 PA USD 6402625.51000000 0.013060938346 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLY9 75363497.09000000 PA USD 63649261.14000000 0.129840340378 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAH6 14600000.00000000 PA USD 10482192.56000000 0.021382988985 Long DBT CORP US N 2 2040-10-01 Fixed 3.37500000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 000000000 22062000.00000000 PA USD 21703492.50000000 0.044273708808 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 5441.98000000 USD 0.00000000 USD -9000000.00000000 USD 561253.65000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAR0 20670000.00000000 PA USD 19801873.69000000 0.040394530494 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AH5A4 1557757.06000000 PA USD 231775.87000000 0.000472807654 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 4.50000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBC3 3359641.04500000 PA USD 3248772.89000000 0.006627284752 Long LON CORP US Y 2 2028-08-21 Floating 8.67162000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 14895000.00000000 PA USD 15685324.33000000 0.031997038354 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N HPS Loan Management Ltd 549300Z5U2GIJ32SH058 40436VAE1 3029599.87000000 PA USD 3029599.87000000 0.006180186089 Long ABS-CBDO CORP KY N 2 2030-05-06 Floating 5.58349000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 995000.00000000 PA USD 818229.25000000 0.001669134290 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABJ9 19490000.00000000 PA USD 19268632.58000000 0.039306753417 Long DBT CORP DK N 2 2030-10-02 Fixed 4.61300000 N N N N N N Carlyle Global Market Strategi 635400YFJCERZ9QJKR15 000000000 155951476.60000000 PA 175954754.27000000 0.358936219784 Long ABS-CBDO CORP IE N 2 2032-03-15 Floating 3.25100000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CK9 44475000.00000000 PA USD 31113887.61000000 0.063470300918 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834UH9 19925000.00000000 PA USD 6140006.43000000 0.012525212555 Long DBT UST US N 2 2049-02-15 None 0.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -65840000.00000000 OU Other USD -362429.04000000 -0.00073933159 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2032-05-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -65840000.00000000 USD 3.40800000 USD 2025-05-27 XXXX -354199.04000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 33902.91000000 0.000069159724 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CONTINENTAL AG CONTINENTAL AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 34443.09000000 N N N Countrywide Home Loans N/A 126670JY5 5554.48000000 PA USD 4744.69000000 0.000009678858 Long ABS-MBS CORP US N 2 2036-02-20 Floating 6.66218000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380GG81 6598890.61000000 PA USD 5190758.62000000 0.010588808950 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAK1 2139146.00000000 PA USD 763545.49000000 0.001557582987 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Eagle Re Ltd N/A 26982AAC8 29733867.86000000 PA USD 30029291.68000000 0.061257795977 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 7.80369000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVLZ6 16364818.35000000 PA USD 14453187.30000000 0.029483559195 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Neuberger Berman CLO Ltd 549300RVE5T2OYI2H743 64132TAU7 50000000.00000000 PA USD 49825000.00000000 0.101639749519 Long ABS-CBDO CORP KY N 2 2039-04-16 Floating 5.48054000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCD3 12093980.58000000 PA USD 10558890.90000000 0.021539448595 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Intelsat SA/Luxembourg N/A 000000000 66981.00000000 NS USD 2687612.63000000 0.005482554430 Long EC CORP US N 2 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5AX3 1342466.23000000 PA USD 1217369.67000000 0.002483354708 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N OZLM Ltd 549300ROA1URR67W0G46 67112MAA3 10589271.12000000 PA USD 10589271.12000000 0.021601422262 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.58108000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -161158.13000000 -0.00032875207 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -108845426.00000000 CNY 14870000.00000000 USD 2025-06-18 -161158.13000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 42640000.00000000 PA USD 35366072.22000000 0.072144480118 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCG9 20453000.00000000 PA USD 19844892.79000000 0.040482286651 Long DBT CORP US N 2 2028-01-05 Fixed 3.85000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAS8 43711000.00000000 PA USD 38650296.89000000 0.078844084189 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 5965000.00000000 PA USD 5693237.25000000 0.011613832574 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMM1 20703000.00000000 PA USD 17093521.13000000 0.034869667959 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N ASCENSION HEALTH N/A 04351LAB6 2565000.00000000 PA USD 2034441.90000000 0.004150128753 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCHS6 1455061.31000000 PA USD 257347.09000000 0.000524971274 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 4130000.00000000 PA USD 4602367.51000000 0.009388529471 Long DBT CORP GB N 2 2033-11-02 Fixed 7.43700000 N N N N N N Structured Asset Investment Lo N/A 86358ECW4 411889.41000000 PA USD 402246.13000000 0.000820555863 Long ABS-O CORP US N 2 2033-07-25 Floating 5.39109000 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 16115QAF7 5375000.00000000 PA USD 5586301.42000000 0.011395690457 Long DBT CORP US N 2 2030-01-01 Fixed 7.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -7491400.46000000 -0.01528196821 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8808722396.00000000 TWD 269746095.17000000 USD 2025-06-18 -7491400.46000000 N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397F81 864000.00000000 PA USD 855326.80000000 0.001744810872 Long DBT CORP US N 2 2026-11-05 Fixed 5.12500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FQ4B6 460212845.45000000 PA USD 14473233.78000000 0.029524452707 Long ABS-MBS USGSE US N 2 2029-10-25 Variable 0.94199600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPX33 11163334.37000000 PA USD 11063608.40000000 0.022569039368 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 1625000.00000000 PA USD 1649100.21000000 0.003364056844 Long DBT CORP GB N 2 2027-08-14 Fixed 5.88700000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911363AM1 1200000.00000000 PA USD 1097359.29000000 0.002238541362 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 7661000.00000000 PA USD 5285061.31000000 0.010781180285 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAN2 7190000.00000000 PA USD 5929931.37000000 0.012096673138 Long DBT CORP US N 2 2046-11-15 Fixed 4.30000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAH8 1693489.00000000 PA USD 872085.19000000 0.001778996894 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.97703200 N N N N N N LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D N/A 51889BAA2 17408453.07120000 PA USD 16548221.33000000 0.033757291941 Long ABS-O CORP US N 2 2043-11-25 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140W1KJ1 12026229.12000000 PA USD 11221825.20000000 0.022891791319 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 21283.00000000 0.000043415931 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2027-06-20 0.00000000 USD -1609.19000000 USD 1500000.00000000 USD 22892.19000000 N N N Barclays Commercial Mortgage S N/A 05550MAS3 24500000.00000000 PA USD 23531590.95000000 0.048002910385 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.31900000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABH3 43015000.00000000 PA USD 44373787.93000000 0.090519632522 Long DBT CORP DK N 2 2030-03-01 Fixed 5.70500000 N N N N N N Silver Rock CLO Ltd N/A 82811AAA2 45250000.00000000 PA USD 45336617.55000000 0.092483742134 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 6.15238000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPTC3 6917415.20000000 PA USD 5847852.00000000 0.011929236578 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 1525000.00000000 PA USD 1495308.25000000 0.003050331279 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCB7 5251038.76000000 PA USD 4179426.36000000 0.008525757117 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 2977057.68000000 PA USD 2972413.47000000 0.006063529564 Long ABS-MBS CORP US N 2 2041-10-25 Floating 5.85369000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 11235000.00000000 PA USD 11951966.07000000 0.024381231061 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAQ2 14395000.00000000 PA USD 14379374.93000000 0.029332986776 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 28370TAF6 8000000.00000000 PA USD 6636314.38000000 0.013537648395 Long DBT CORP US N 2 2042-11-01 Fixed 4.70000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -29395.02000000 -0.00005996392 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 956.10000000 USD 0.00000000 USD -3600000.00000000 USD -30351.12000000 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CE7 1802000.00000000 PA USD 1751464.59000000 0.003572873501 Long DBT CORP US N 2 2028-03-02 Fixed 3.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBF5 1222000.00000000 PA USD 1032562.72000000 0.002106360586 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFT6 21425000.00000000 PA USD 15084579.56000000 0.030771558215 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBN2 46409901.29000000 PA USD 34980217.46000000 0.071357361580 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 1.50000000 N N N N N N Oak Hill Credit N/A 67707CBA5 1500000.00000000 PA USD 1496802.75000000 0.003053379961 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.16947000 N N N N N N AMAZON CONSERVATION DAC 635400VMJ6EGNYN3YK31 02315JAA2 112000000.00000000 PA USD 111367849.60000000 0.227183147774 Long DBT NUSS IE N 2 2042-01-16 Fixed 6.03400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XLDF2 5570815.14000000 PA USD 4659046.51000000 0.009504150933 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N INDIANA UNIV HEALTH INC N/A 455170AA8 10475000.00000000 PA USD 8244744.64000000 0.016818741195 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N Barclays Commercial Mortgage S N/A 05491VAG1 10055000.00000000 PA USD 8963161.74000000 0.018284265211 Long ABS-MBS CORP US N 2 2038-08-05 Variable 4.40871700 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 22019000.00000000 PA USD 21440431.96000000 0.043737082468 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -28044.70000000 -0.00005720935 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-06-20 1274.80000000 USD 0.00000000 USD -4800000.00000000 USD -29319.50000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEJ1 8490000.00000000 PA USD 8614694.86000000 0.017573415509 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BC8 6575000.00000000 PA USD 6477543.29000000 0.013213765729 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAD5 14595000.00000000 PA USD 14426483.21000000 0.029429084594 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 19800000.00000000 PA USD 17551113.05000000 0.035803125623 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74815HCC4 91000.00000000 PA USD 93012.91000000 0.000189740268 Long DBT NUSS CA N 2 2026-03-06 Variable 7.36500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARR80 42786960.28000000 PA USD 35821758.30000000 0.073074049994 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNFC3 34301648.56000000 PA USD 32119905.92000000 0.065522512640 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MD7 2100000.00000000 PA USD 875137.31000000 0.001785223020 Long DBT UST US N 2 2043-02-15 None 0.00000000 N N N N N N LINCT 2024-1 A1X N/A 000000000 102618129.00000000 PA USD 102618129.00000000 0.209334288564 Long DBT CORP US N 3 2025-08-04 Floating 2.75000000 N N N N N N BUNGE LTD FINANCE CORP 549300QHC068L40NNM71 120568BC3 6500000.00000000 PA USD 5815718.59000000 0.011863686518 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 463654.64000000 0.000945825217 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 733.96000000 USD 0.00000000 USD -27000000.00000000 USD 462920.68000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQKD8 6861638.89000000 PA USD 6831345.92000000 0.013935500013 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 5.00000000 N N N N N N Zegona Holdco Limited 213800UXDFOAHVOOVX08 000000000 20675000.00000000 PA 23283649.83000000 0.047497126675 Long LON CORP GB N 2 2029-07-17 Floating 5.65700000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAR5 6770000.00000000 PA USD 6913682.96000000 0.014103462203 Long DBT CORP US N 2 2032-03-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AAM76 1126234.25000000 PA USD 1027004.31000000 0.002095021792 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N VISTAJET MALTA/VM HOLDS N/A 92840JAB5 1925000.00000000 PA USD 1660312.50000000 0.003386929184 Long DBT CORP N/A N 2 2030-02-01 Fixed 6.37500000 N N N N N N MOTOROLA SOLUTIONS INC 6S552MUG6KGJVEBSEC55 620076BT5 6271000.00000000 PA USD 5526072.31000000 0.011272827002 Long DBT CORP US N 2 2030-11-15 Fixed 2.30000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612KAA0 5510000.00000000 PA USD 5584869.31000000 0.011392769047 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KN0 19755000.00000000 PA USD 19566289.42000000 0.039913953952 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAM0 111153.31000000 PA USD 0.11000000 0.000000000224 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Woodward Capital Management N/A 74938KAA5 21715905.03000000 PA USD 21861683.90000000 0.044596408944 Long ABS-MBS CORP US N 2 2044-08-25 Variable 5.84600000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -1702.57000000 -0.00000347313 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD -1865.68000000 N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAA7 400000.00000000 PA USD 378000.00000000 0.000771095340 Long DBT CORP US N 2 2027-09-15 Fixed 3.87500000 N N N N N N PRP Advisors, LLC N/A 74390WAA0 56772088.27000000 PA USD 55074869.66000000 0.112349141135 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDE3 84135000.00000000 PA USD 71483606.26000000 0.145821893326 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136APJF0 2685791.84000000 PA USD 439165.37000000 0.000895868704 Long ABS-MBS USGSE US N 2 2045-07-25 Fixed 4.00000000 N N N N N N CALIFORNIA ST N/A 13063A7D0 835000.00000000 PA USD 969192.59000000 0.001977089655 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XH2L9 9482673.90000000 PA USD 9152544.56000000 0.018670593809 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XTE6 36022235.15000000 PA USD 36692892.08000000 0.074851106074 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 6.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RGY4 13963000.00000000 PA USD 14268214.42000000 0.029106226587 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N UBS Commercial Mortgage Trust N/A 90278MAZ0 80671620.47000000 PA USD 74132144.97000000 0.151224739510 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.66860000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAP7 17535000.00000000 PA USD 17461320.09000000 0.035619953842 Long DBT CORP US N 2 2025-11-01 Fixed 3.80000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4312894.21000000 -0.00879802282 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -153752.49000000 USD 100000000.00000000 USD -4159141.72000000 N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 800000.00000000 PA USD 829000.00000000 0.001691105917 Long ABS-MBS CORP US N 2 2042-05-25 Floating 7.70369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202T6G6 2206.84000000 PA USD 2272.82000000 0.000004636404 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CR4 14670000.00000000 PA USD 9759623.78000000 0.019908995813 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAQ7 9075000.00000000 PA USD 9207396.22000000 0.018782487617 Long DBT CORP US N 2 2029-03-15 Fixed 6.37500000 N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFR0 8900000.00000000 PA USD 7606317.81000000 0.015516392111 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WBB3 29046000.00000000 PA USD 22860985.88000000 0.046634919791 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CH7 11280000.00000000 PA USD 8930663.42000000 0.018217970758 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FP7 10130000.00000000 PA USD 7654264.29000000 0.015614199803 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Vendee Mortgage Trust N/A 92262BAF2 1988891.64000000 PA USD 1874810.21000000 0.003824490519 Long ABS-MBS USGSE US N 2 2041-10-15 Fixed 3.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61771MAV2 71647433.94000000 PA USD 67260619.18000000 0.137207275182 Long ABS-MBS CORP US N 2 2052-07-15 Fixed 3.00500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 13464.23000000 0.000027466150 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 13655.75000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMP91 34094166.18000000 PA USD 28678718.38000000 0.058502714554 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFU2 6557102.10000000 PA USD 6671425.04000000 0.013609271851 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 15767000.00000000 PA USD 13565012.76000000 0.027671741076 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAE3 4300000.00000000 PA USD 4245046.57000000 0.008659618064 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N WESCO DISTRIBUTION INC 549300I2CEZJG9N4AH67 95081QAP9 3595000.00000000 PA USD 3641873.55000000 0.007429184453 Long DBT CORP US Y 2 2028-06-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAP5 139862626.59000000 PA USD 121568108.31000000 0.247991010099 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE45 52376421.38000000 PA USD 53169855.55000000 0.108463036629 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DC67 468412.09000000 PA USD 427816.95000000 0.000872718668 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BL4V7 1823568.65000000 PA USD 1768111.74000000 0.003606832601 Long ABS-MBS USGSE US N 2 2045-07-15 Fixed 4.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWV2 16800000.00000000 PA USD 16478557.78000000 0.033615182843 Long DBT CORP US N 2 2029-04-23 Fixed 3.81400000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -65840000.00000000 OU Other USD -231332.18000000 -0.00047190255 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2032-05-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -65840000.00000000 USD 3.30800000 USD 2025-05-27 XXXX -231332.18000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 37199.39000000 0.000075884328 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ROLLS-ROYCE PLC ROLLS-ROYCE PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 37739.57000000 N N N AlbaCore Euro CLO 549300WN8XXHR94EX575 000000000 24500000.00000000 PA 27681221.98000000 0.056467886973 Long ABS-CBDO CORP IE N 2 2034-06-15 Floating 3.20000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AH2 6722000.00000000 PA USD 6700283.87000000 0.013668141982 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DL4 29000000.00000000 PA USD 35825016.60000000 0.073080696713 Long DBT NUSS CA N 2 2030-11-15 Fixed 9.50000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAR3 10390000.00000000 PA USD 10232136.31000000 0.020872890548 Long DBT CORP US N 2 2026-12-01 Fixed 3.30000000 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 341081FQ5 8210000.00000000 PA USD 6451459.52000000 0.013160556540 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 23485000.00000000 PA USD 22021006.32000000 0.044921416287 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CR2 504000.00000000 PA USD 449881.15000000 0.000917728196 Long DBT CORP US N 2 2048-11-30 Fixed 5.55000000 N N N N N N Barclays Commercial Mortgage S N/A 05491VAE6 7345000.00000000 PA USD 6712101.18000000 0.013692248523 Long ABS-MBS CORP US N 2 2038-08-05 Variable 4.40871700 N N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 6903532V8 5410037.04000000 PA USD 5137956.44000000 0.010481095947 Long DBT USGA US N 2 2034-10-05 Fixed 3.37000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304BE6 4050000.00000000 PA USD 3294230.99000000 0.006720016310 Long DBT CORP US N 2 2052-08-15 Fixed 4.37500000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 309103.09000000 0.000630550138 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD 298719.33000000 N N N OFSI Fund LTD N/A 67121QAA3 105000000.00000000 PA USD 104383471.50000000 0.212935472097 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 5.52212000 N N N N N N ILLINOIS ST 54930048FV8RWPR02D67 452151LF8 17924705.89000000 PA USD 17917073.61000000 0.036549661291 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397G49 12500000.00000000 PA USD 12293096.14000000 0.025077114149 Long DBT CORP US N 2 2029-11-07 Fixed 5.87500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBJ7 9720000.00000000 PA USD 9212239.81000000 0.018792368224 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJF8 4678434.66000000 PA USD 4595991.28000000 0.009375522378 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664BV2 4365000.00000000 PA USD 3832400.45000000 0.007817846900 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 19765000.00000000 PA USD 19873712.98000000 0.040541077959 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BB3 4065000.00000000 PA USD 4064792.28000000 0.008291911072 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Pnmac Gmsr Issuer Trust N/A 693968AA7 20000000.00000000 PA USD 19973094.00000000 0.040743808756 Long ABS-O CORP US N 2 2027-12-25 Floating 7.06930000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBJ1 7819889.49000000 PA USD 6543506.01000000 0.013348325375 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 480729.39000000 0.000980656593 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y Default Event 2026-05-07 0.00000000 USD 0.00000000 USD 83840000.00000000 USD 480729.39000000 N N N CENTURY COMMUNITIES 5299002QMB2O7ZL1CA26 156504AL6 4356000.00000000 PA USD 4356157.06000000 0.008886276215 Long DBT CORP US N 2 2027-06-01 Fixed 6.75000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DT4 18280000.00000000 PA USD 17521720.92000000 0.035743167595 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N RESOLUTION FUNDG N/A 761157AB2 429000.00000000 PA USD 515992.11000000 0.001052590242 Long DBT USGSE US N 2 2030-01-15 Fixed 8.62500000 N N N N N N PRP Advisors, LLC N/A 74390WAD4 5879000.00000000 PA USD 5270350.07000000 0.010751170316 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAH9 500000.00000000 PA USD 475970.00000000 0.000970947748 Long DBT CORP KY Y 2 2028-08-26 Fixed 5.62500000 N N N N N N DIAMOND SPORTS GRP LLC- CS N/A 000000000 791890.00000000 NS USD 11324027.00000000 0.023100276323 Long EC CORP US N 2 N N N STRIPS 254900HROIFWPRGM1V77 912834QH4 23485000.00000000 PA USD 8292678.51000000 0.016916523163 Long DBT UST US N 2 2046-05-15 None 0.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XH25 23895644.76000000 PA USD 23985248.41000000 0.048928342008 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6NQ7 312.33000000 PA USD 317.46000000 0.000000647597 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 5.50000000 N N N N N N WYNN MACAU LTD 254900NMDQ8ENTHU1I31 98313RAG1 7567000.00000000 PA USD 7526819.23000000 0.015354220194 Long DBT CORP KY N 2 2026-01-15 Fixed 5.50000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 12329.46000000 0.000025151294 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 12520.98000000 N N N DISH DBS CORP N/A 25470XBD6 17000000.00000000 PA USD 10598842.40000000 0.021620947049 Long DBT CORP US N 2 2029-06-01 Fixed 5.12500000 N N N N N N Magnetite CLO Ltd 5299008QF7XUGQ5EZC63 55955XAA4 70000000.00000000 PA USD 69825000.00000000 0.142438444760 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.62128000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A9UL7 11569604.20000000 PA USD 9721783.03000000 0.019831803152 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31358DDR2 2880000.00000000 PA USD 2366940.84000000 0.004828404899 Long DBT USGSE US N 2 2030-05-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBK8 14898485.59000000 PA USD 13077208.00000000 0.026676651189 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAM6 900000.00000000 PA USD 599755.68000000 0.001223462460 Long DBT CORP US N 2 2031-03-15 Fixed 3.50000000 N N N N N N Structured Adjustable Rate Mor N/A 863579FU7 3170000.90000000 PA USD 2890803.70000000 0.005897050957 Long ABS-MBS CORP US N 2 2034-12-25 Variable 5.16859000 N N N N N N Shackleton CLO LTD 549300OM5GJJFIKCOZ48 81881JAC6 17644682.47000000 PA USD 17644682.47000000 0.035994001136 Long ABS-CBDO CORP KY N 2 2031-05-07 Floating 5.66352000 N N N N N N Galaxy CLO Ltd 391200IVEMZD61SG5W29 362930AA7 100000000.00000000 PA USD 99235600.00000000 0.202434150073 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.46144000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6B3 63074427.61000000 PA USD 50172180.67000000 0.102347975436 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4202.13000000 -0.00000857207 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -303.47000000 USD 1650000.00000000 USD -3898.66000000 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDA1 2435000.00000000 PA USD 2314839.38000000 0.004722121319 Long DBT CORP US N 2 2027-08-20 Fixed 2.70000000 N N N N N N STANDARD INDUSTRI INC/NY N/A 853496AD9 1325000.00000000 PA USD 1297310.00000000 0.002646427766 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N ASHTON WOODS USA/FINANCE N/A 045086AP0 1775000.00000000 PA USD 1629261.08000000 0.003323586313 Long DBT CORP US N 2 2030-04-01 Fixed 4.62500000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311RAA4 10000000.00000000 PA USD 10214292.20000000 0.020836489728 Long DBT CORP US Y 2 2037-09-15 Fixed 6.75000000 N N N N N N MAYO CLINIC 5493001OHMD58DCY4635 578454AD2 8312000.00000000 PA USD 6644463.00000000 0.013554271048 Long DBT CORP US N 2 2052-11-15 Fixed 4.12800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBL2 6095000.00000000 PA USD 5142328.06000000 0.010490013767 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N PRP Advisors, LLC N/A 74390WAE2 2072000.00000000 PA USD 1819234.65000000 0.003711120002 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 28394000.00000000 PA USD 28069905.21000000 0.057260775405 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAP4 4150000.00000000 PA USD 3578990.81000000 0.007300907766 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N MidOcean Credit CLO 549300N3ZTBJCCPR2038 59803ABG6 53000000.00000000 PA USD 53000000.00000000 0.108116542389 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.58934000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -170585.19000000 -0.00034798265 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD -175527.23000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBH5 54396988.20000000 PA USD 43391918.29000000 0.088516682512 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Eagle Re Ltd N/A 26982EAA4 8966102.65000000 PA USD 8990369.41000000 0.018339767083 Long ABS-MBS CORP BM N 2 2033-09-26 Floating 6.35369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213FB51 15090.15000000 PA USD 15620.99000000 0.000031865800 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 80007RAE5 3263000.00000000 PA USD 3210139.40000000 0.006548474953 Long DBT CORP KY N 2 2028-08-08 Variable 5.40000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBG7 17433164.22000000 PA USD 13142953.68000000 0.026810768087 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74815HCE0 100000.00000000 PA USD 103023.50000000 0.000210161218 Long DBT NUSS CA N 2 2026-04-09 Variable 7.38000000 N N N N N N PRP Advisors, LLC N/A 74390WAB8 10215000.00000000 PA USD 9498984.68000000 0.019377309052 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BPW39 241589488.17000000 PA USD 2209021.80000000 0.004506260359 Long ABS-MBS USGSE US N 2 2026-03-25 Variable 1.46023700 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 28228PAC5 20900000.00000000 PA USD 22980804.00000000 0.046879340939 Long DBT CORP GB N 2 2028-11-30 Fixed 12.00000000 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 852060AT9 29300000.00000000 PA USD 35179139.39000000 0.071763149340 Long DBT CORP US N 2 2032-03-15 Fixed 8.75000000 N N N N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3510297.24000000 -0.00716077736 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -262576909.88000000 SGD 198091967.38000000 USD 2025-06-18 -3510297.24000000 N N N Codere Group Topco S.A. Warrants N/A 000000000 200.00000000 NS 1812.56000000 0.000003697504 Long EC CORP N/A N 3 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENL0 1449148.56000000 PA USD 1470408.29000000 0.002999536985 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Battalion CLO LTD 54930050XKM90CCQIQ92 07135LAL0 27500000.00000000 PA USD 27500000.00000000 0.056098205956 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.67610000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAE3 2751000.00000000 PA USD 2472332.10000000 0.005043396194 Long DBT CORP US N 2 2044-03-15 Fixed 5.37500000 N N N N N N NYC Commercial Mortgage Trust N/A 67120UAG2 32870000.00000000 PA USD 31799788.96000000 0.064869494925 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.76311000 N N N N N N ASHTON WOODS USA/FINANCE N/A 045086AM7 4675000.00000000 PA USD 4335522.21000000 0.008844182467 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N CABLEVISION LIGHTPATH 5493002ZVBLRLGES1R71 12687GAB5 200000.00000000 PA USD 185264.56000000 0.000377927616 Long DBT CORP US N 2 2028-09-15 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31374GRC3 2683.45000000 PA USD 2651.41000000 0.000005408703 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.44100000 N N N N N N Oak Hill Credit N/A 67707CBC1 121650000.00000000 PA USD 120859275.00000000 0.246545036389 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.39947000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KG5 21145000.00000000 PA USD 21028540.25000000 0.042896850251 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -118332.67000000 -0.00024139092 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD -118441.40000000 N N N DISH DBS CORP N/A 25470XBB0 1345000.00000000 PA USD 908848.02000000 0.001853990669 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 2240000.00000000 PA USD 1938018.97000000 0.003953432266 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFSW2 16678521.36000000 PA USD 15144980.86000000 0.030894772926 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05491VAJ5 19295000.00000000 PA USD 16538938.86000000 0.033738356308 Long ABS-MBS CORP US N 2 2038-08-05 Variable 4.40871700 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BY7 11630000.00000000 PA USD 11499162.50000000 0.023457541318 Long DBT CORP PA N 2 2030-03-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWG23 26789468.65000000 PA USD 27263801.37000000 0.055616376160 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335CBL7 7740599.04000000 PA USD 7819154.51000000 0.015950565094 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.00000000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PAR3 1840000.00000000 PA USD 2037774.76000000 0.004156927570 Long DBT CORP US N 2 2034-06-01 Fixed 6.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402ES33 1955.06000000 PA USD 1935.85000000 0.000003949007 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAX6 7190000.00000000 PA USD 6990189.90000000 0.014259531370 Long DBT CORP N/A N 2 2027-05-01 Fixed 3.15000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 24051.17000000 0.000049062817 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TEVA PHARMACEUTICALS NE Teva Pharmaceutical Finance Netherlands III BV Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 24591.35000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CV5 22420000.00000000 PA USD 21782863.08000000 0.044435619614 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FL3 5595000.00000000 PA USD 5538945.08000000 0.011299086613 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HBE9 1151168.34000000 PA USD 1163851.42000000 0.002374180969 Long ABS-O CORP US N 2 2028-02-25 Fixed 31.35500000 N N N N N N PRP Advisors, LLC N/A 74390WAC6 6023000.00000000 PA USD 5494240.23000000 0.011207891636 Long ABS-MBS CORP US N 2 2055-03-25 Variable 4.00000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CV3 10718000.00000000 PA USD 8523174.72000000 0.017386720394 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N Madison Park Funding Ltd N/A 55822EAJ8 126465000.00000000 PA USD 126465012.65000000 0.257980375488 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.76947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RQS0 16466.14000000 PA USD 17108.90000000 0.000034901039 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBM6 6000000.00000000 PA USD 5354501.40000000 0.010922833539 Long DBT CORP GB N 2 2031-06-24 Fixed 2.64500000 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 8565000.00000000 PA USD 7304721.68000000 0.014901155682 Long DBT CORP US N 2 2043-06-01 Fixed 4.95000000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAM1 7206000.00000000 PA USD 5234415.75000000 0.010677866647 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 50.00000000 NC USD -47579.00000000 -0.00009705805 N/A DE CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long BOARD OF TRADE OF THE CITY OF CHICAGO, INC. BBG IG DUR-HDG 2025-06-17 5263829.00000000 USD -47579.00000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMXX8 3575946.90000000 PA USD 3012831.96000000 0.006145980647 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBV4 10709740.41000000 PA USD 9370082.76000000 0.019114357545 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 000000000 1980000.00000000 PA USD 1968844.28000000 0.004016313887 Long DBT CORP US N 2 2025-10-24 Variable 4.05000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 000000000 2600000.00000000 PA USD 2330900.00000000 0.004754883936 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7C3 5962319.28000000 PA USD 5006312.00000000 0.010212549878 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V4V9 35805098.94000000 PA USD 30520233.75000000 0.062259285772 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.50000000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 000000000 3000000.00000000 PA 2633876.25000000 0.005372935721 Long DBT CORP LU N 2 2026-03-21 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EF21 60828361.20000000 PA USD 58277484.94000000 0.118882267374 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust N/A 36261PAS1 42000000.00000000 PA USD 39279424.80000000 0.080127464083 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 2.79400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGZY8 29421556.16000000 PA USD 27644684.53000000 0.056393352958 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -99880000.00000000 OU Other USD -898189.87000000 -0.00183224873 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2032-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -99880000.00000000 USD 3.20750000 USD 2025-09-25 XXXX -898189.87000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -934.87000000 -0.00000190707 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -968.82000000 N N N NYC Commercial Mortgage Trust N/A 67120UAE7 35410000.00000000 PA USD 34347700.00000000 0.070067067226 Long ABS-MBS CORP US N 2 2042-02-15 Floating 6.21389000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 9150000.00000000 PA 11922883.94000000 0.024321905413 Long DBT CORP NL N 2 2029-10-01 Fixed 5.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WDR6 96810150.92000000 PA USD 82587454.11000000 0.168473018548 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.50000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331AY3 37340000.00000000 PA USD 36544558.81000000 0.074548515880 Long DBT CORP US N 2 2026-10-01 Fixed 2.85000000 N N N N N N LCM Ltd Partnership 54930038DJKYPKSVRB29 50203CAA1 5750000.00000000 PA USD 5750000.00000000 0.011729624881 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.70108000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JF8 2665000.00000000 PA USD 2017549.04000000 0.004115668420 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558AS2 1200000.00000000 PA USD 1200659.14000000 0.002449266317 Long DBT CORP US N 2 2041-12-01 Fixed 5.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 313920GP9 7442.27000000 PA USD 7656.77000000 0.000015619311 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 25714PDZ8 10493000.00000000 PA USD 10576944.00000000 0.021576275741 Long DBT NUSS DO N 2 2028-07-19 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YFP4 2235053.23000000 PA USD 2307266.44000000 0.004706673016 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 7.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 15984.94000000 0.000032608234 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 16176.46000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCB1 14870000.00000000 PA USD 15911589.97000000 0.032458605499 Long DBT CORP IT N 2 2054-06-20 Fixed 7.77800000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAW8 5000000.00000000 PA USD 4866852.60000000 0.009928061800 Long DBT CORP US N 2 2028-04-01 Fixed 3.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36211BWM2 89.26000000 PA USD 89.39000000 0.000000182349 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 8.50000000 N N N N N N Invesco Euro CLO 549300LLUOZ9GWTWJV80 000000000 10000000.00000000 PA 10807834.21000000 0.022047276707 Long ABS-CBDO CORP IE N 2 2033-04-15 Fixed 1.95000000 N N N N N N STANDARD INDUSTRI INC/NY N/A 853496AH0 15125000.00000000 PA USD 13367023.98000000 0.027267856882 Long DBT CORP US N 2 2031-01-15 Fixed 3.37500000 N N N N N BBCCRE Trust N/A 05490TAA0 14600000.00000000 PA USD 13786086.50000000 0.028122717084 Long ABS-MBS CORP US N 2 2033-08-10 Fixed 3.96600000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 27600000.00000000 PA 35913532.97000000 0.073261264333 Long DBT CORP NL N 2 2034-01-16 Fixed 6.62500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAE1 13000000.00000000 PA USD 13562863.88000000 0.027667357501 Long DBT CORP US N 2 2029-03-01 Fixed 6.15000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CX1 72825000.00000000 PA USD 67458036.11000000 0.137609992840 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N Rad CLO Ltd N/A 48662LAC5 12000000.00000000 PA USD 11950801.20000000 0.024378854802 Long ABS-CBDO CORP KY N 2 2034-04-23 Floating 5.94095000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -51630664.37000000 -0.10532318703 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.44.V1 Y Default Event 2030-06-20 0.00000000 USD -46894393.73000000 USD -3245114000.00000000 USD -4736270.64000000 N N N Lugo Funding DAC N/A 000000000 54285944.34000000 PA 60658202.14000000 0.123738775149 Long ABS-MBS CORP IE N 2 2066-05-26 Floating 3.52100000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAK5 7345000.00000000 PA USD 5341410.58000000 0.010896129120 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 600000.00000000 PA 681239.35000000 0.001389683831 Long DBT NUSS ZA N 2 2026-07-24 Fixed 3.75000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MM7 13155000.00000000 PA USD 5412004.13000000 0.011040135357 Long DBT UST US N 2 2043-05-15 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC84 106635756.27000000 PA USD 92802758.03000000 0.189311572120 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N MEG ENERGY CORP 5493002WXPTG5ZC1T326 552704AF5 1350000.00000000 PA USD 1292625.00000000 0.002636870671 Long DBT CORP CA N 2 2029-02-01 Fixed 5.87500000 N N N N N STRYKER CORP 5493002F0SC4JTBU5137 000000000 16050000.00000000 PA 17950180.72000000 0.036617197635 Long DBT CORP US N 2 2027-11-30 Fixed 2.12500000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAD8 3827000.00000000 PA USD 3870053.75000000 0.007894657175 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LA1 10344308.09000000 PA USD 9988458.82000000 0.020375804366 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N UNIVERSITY OF CHICAGO 54930099Y7GU6182V326 91412NBD1 6560000.00000000 PA USD 4983473.79000000 0.010165961420 Long DBT CORP US N 2 2045-04-01 Fixed 2.76100000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -851.29000000 -0.00000173657 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 1647.35000000 USD 0.00000000 USD -3000000.00000000 USD -2498.64000000 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 05531GAB7 7090000.00000000 PA USD 6852075.06000000 0.013977786107 Long DBT CORP US N 2 2029-03-19 Fixed 3.87500000 N N N N N N Carlyle Global Market Strategi N/A 14314FAY4 41250000.00000000 PA USD 41167500.00000000 0.083979014316 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 5.66947000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKEA4 16258372.24000000 PA USD 15213439.01000000 0.031034423086 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Residential Funding Mtg Sec I N/A 76111JZ72 3600.62000000 PA USD 3618.71000000 0.000007381932 Long ABS-MBS CORP US N 2 2032-03-25 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B3VE4 1788866.46000000 PA USD 1556454.09000000 0.003175064803 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7A7 2177447.69000000 PA USD 1832844.14000000 0.003738882474 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Octagon Investment Partners 32 N/A 67573CAW9 18750000.00000000 PA USD 18688123.13000000 0.038122552010 Long ABS-CBDO CORP KY N 2 2037-10-31 Floating 6.05610000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 7861744.88000000 PA USD 7721178.69000000 0.015750700813 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N DELTA AIR LINES 2020-AA N/A 247361ZV3 22410231.36000000 PA USD 20996430.75000000 0.042831348966 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAH2 5595000.00000000 PA USD 4154230.63000000 0.008474359471 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 47551.08000000 0.000097001101 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -349.18000000 USD 11640000.00000000 USD 47900.26000000 N N N Toro European CLO 213800UUXX2DYH3TCG21 000000000 98050000.00000000 PA 110270130.97000000 0.224943873382 Long ABS-CBDO CORP IE N 2 2034-07-25 Floating 3.14800000 N N N N N N STANDARD INDUSTRI INC/NY N/A 853496AG2 50000.00000000 PA USD 46584.10000000 0.000095028524 Long DBT CORP US N 2 2030-07-15 Fixed 4.37500000 N N N N N N ENTERGY LOUISIANA LLC 0V5453U14HDZO63CGH17 29364WAZ1 12955000.00000000 PA USD 12634304.91000000 0.025773157780 Long DBT CORP US N 2 2027-09-01 Fixed 3.12000000 N N N N N N Chase Funding Mortgage Loan As N/A 161551FS0 1579.24000000 PA USD 1572.16000000 0.000003207103 Long ABS-O CORP US N 2 2032-04-25 Variable 6.33300000 N N N N N N WINDSTREAM SERVICES/ESCR N/A 97381AAA0 4690000.00000000 PA USD 4808852.40000000 0.009809745176 Long DBT CORP US N 2 2031-10-01 Fixed 8.25000000 N N N N N Northwoods Capital Ltd 5493005SOJ8F7B634862 66860JAN8 84529000.00000000 PA USD 84529000.00000000 0.172433645501 Long ABS-CBDO CORP KY N 2 2037-07-19 Floating 5.71947000 N N N N N N INTERNATIONAL PARK HLDGS BV N/A 000000000 45000000.00000000 PA 49657199.63000000 0.101297447711 Long DBT CORP US N 3 2031-12-31 Floating 0.01000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJLC5 3661168.90000000 PA USD 508723.81000000 0.001037763384 Long ABS-MBS USGSE US N 2 2045-05-15 Fixed 4.50000000 N N N N N N Countrywide Asset-Backed Certi N/A 126673BR2 246714.11000000 PA USD 234852.59000000 0.000479083962 Long ABS-O CORP US N 2 2034-11-25 Floating 5.22109000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12596WAB0 37128801.25000000 PA USD 34790800.64000000 0.070970963625 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.06670000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1156420.80000000 0.002359022989 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 1154224.34000000 N N N New Residential Mortgage Loan N/A 64828FCQ3 7416795.38000000 PA USD 7230795.50000000 0.014750351097 Long ABS-MBS CORP US N 2 2048-01-25 Floating 5.19109000 N N N N N N Towd Point Mortgage Trust N/A 891946AA3 64642114.59000000 PA USD 65186446.44000000 0.132976098107 Long ABS-MBS CORP US N 2 2065-01-25 Variable 5.79900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KHWU6 738.82000000 PA USD 774.21000000 0.000001579337 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179V4U1 17992732.09000000 PA USD 14681858.87000000 0.029950034280 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N SCG Hotel Issuer Inc N/A 78398EAA3 55990000.00000000 PA USD 55106528.19000000 0.112413722471 Long ABS-MBS CORP US N 2 2035-03-15 Floating 5.52186000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179VVX5 97522697.43000000 PA USD 79577974.00000000 0.162333875456 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31358DDG6 1168000.00000000 PA USD 968342.44000000 0.001975355404 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 33806000.00000000 PA 37830380.86000000 0.077171508978 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAF5 13415000.00000000 PA USD 13026909.42000000 0.026574045368 Long DBT CORP NL N 2 2028-04-06 Fixed 3.50000000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795JG6 2780000.00000000 PA USD 2287311.81000000 0.004665966872 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 22698.26000000 0.000046302969 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SAUDI INTERNATIONAL BOND Saudi Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 23076.97000000 N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACY1 7175000.00000000 PA USD 7234123.13000000 0.014757139245 Long DBT CORP US N 2 2029-03-19 Fixed 5.35000000 N N N N N N Greenwood Park CLO, Ltd N/A 39729RAC2 10000000.00000000 PA USD 9989999.00000000 0.020378946233 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.91771000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AW6 1800000.00000000 PA USD 1574543.44000000 0.003211965897 Long DBT CORP US N 2 2032-02-01 Fixed 4.37500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBR3 4050540.71000000 PA USD 3545250.70000000 0.007232080143 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 219863.01000000 PA USD 222863.23000000 0.000454626450 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BR2 3979000.00000000 PA USD 3944183.75000000 0.008045877539 Long DBT CORP PA N 2 2029-05-01 Fixed 6.00000000 N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F050650 -6500000.00000000 PA USD -6362305.43000000 -0.01297868801 Short ABS-MBS USGSE US N 2 2055-05-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WLBV7 634661.30000000 PA USD 583168.53000000 0.001189625756 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N GABON BLUE BOND MASTER N/A 000000000 23006000.00000000 PA USD 23006000.00000000 0.046930739135 Long DBT NUSS US N 2 2038-08-01 Fixed 6.09700000 N N N N N N AEP TRANSMISSION CO LLC 549300X123Z1I0LA3Y84 00115AAE9 1300000.00000000 PA USD 1275358.29000000 0.002601647709 Long DBT CORP US N 2 2026-12-01 Fixed 3.10000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -86740.26000000 -0.00017694447 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 5768.75000000 USD 0.00000000 USD -10000000.00000000 USD -92509.01000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 41240000.00000000 PA 43682016.29000000 0.089108463506 Long DBT CORP MX N 2 2028-02-21 Fixed 4.87500000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4KX1 25297000.00000000 PA USD 28709663.22000000 0.058565840009 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N NYC Commercial Mortgage Trust N/A 67120UAA5 58640000.00000000 PA USD 58023359.35000000 0.118363867749 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.53483000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBR5 7000000.00000000 PA USD 6136741.10000000 0.012518551495 Long DBT CORP GB N 2 2032-03-10 Fixed 2.66700000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 16252000.00000000 PA 14602378.45000000 0.029787899408 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNDQ3 2605615.15000000 PA USD 2171162.51000000 0.004429029878 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 595620AU9 1865000.00000000 PA USD 1497637.33000000 0.003055082450 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KTTY1 1800588.00000000 PA USD 1439175.67000000 0.002935824477 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAC0 22487000.00000000 PA USD 22121586.25000000 0.045126592783 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HCF2 1820000.00000000 PA USD 2074425.63000000 0.004231692953 Long DBT CORP IT N 2 2053-11-28 Fixed 7.80000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -527.51000000 -0.00000107608 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CECONOMY AG CECONOMY AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 12.67000000 N N N Prime Mortgage Trust N/A 74160MDL3 2777.33000000 PA USD 2611.38000000 0.000005327044 Long ABS-MBS CORP US N 2 2034-02-25 Floating 4.84109000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC43 9839115.06000000 PA USD 8912576.12000000 0.018181073846 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FPJA4 330892489.80000000 PA USD 17684913.10000000 0.036076068996 Long ABS-MBS USGSE US N 2 2034-08-25 Variable 0.98686200 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBS1 7624959.65000000 PA USD 5747105.25000000 0.011723719780 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N Structured Asset Investment Lo N/A 86358EKX3 428068.85000000 PA USD 439629.83000000 0.000896816172 Long ABS-O CORP US N 2 2034-09-25 Floating 3.98602000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 9449000.00000000 PA USD 8092123.60000000 0.016507404230 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N CEMEX MATERIALS LLC N/A 000000000 2250000.00000000 PA USD 2260957.50000000 0.004612205799 Long DBT CORP US N 2 2025-07-21 Fixed 7.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 18622500.24000000 PA USD 15544376.37000000 0.031709513711 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Sixth Street CLO LTD. N/A 83012FAL2 30000000.00000000 PA USD 29850000.00000000 0.060892052647 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 5.42979000 N N N N N N BPR Trust N/A 05592VAE4 5600000.00000000 PA USD 5593441.28000000 0.011410255306 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.85000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1246.42000000 -0.00000254261 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-06-20 531.17000000 USD 0.00000000 USD -2000000.00000000 USD -1777.59000000 N N N BX Trust N/A 12433FAA6 72720000.00000000 PA USD 72508748.40000000 0.147913116414 Long ABS-MBS CORP US N 2 2040-04-15 Floating 5.76522000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237BAA8 43666721.97000000 PA USD 42138434.73000000 0.085959657824 Long ABS-O CORP US N 2 2057-06-20 Fixed 6.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179UGC0 285434.79000000 PA USD 268450.38000000 0.000547621262 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 94973VBB2 1650000.00000000 PA USD 1436330.30000000 0.002930020108 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4KY9 4621000.00000000 PA USD 3417212.54000000 0.006970890649 Long DBT USGSE US N 2 2032-07-15 None 0.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 470000.00000000 PA USD 468611.90000000 0.000955937704 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 125094AC6 2195000.00000000 PA USD 2274723.06000000 0.004640286644 Long DBT NUSS CA N 2 2039-11-25 Fixed 5.60000000 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223VZ1 400000.00000000 PA USD 426460.60000000 0.000869951802 Long DBT MUN US N 2 2039-12-01 Fixed 6.10500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 718286AY3 3500000.00000000 PA USD 4226250.00000000 0.008621274288 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 2544000.00000000 PA USD 2369418.00000000 0.004833458144 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.50000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 49940000.00000000 OU Other USD 894631.91000000 0.001824990732 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2035-09-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 49940000.00000000 USD 3.53250000 USD 2025-09-25 XXXX 894631.91000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -28335.79000000 -0.00005780316 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BANK OF MONTREAL Bank of Montreal Y Default Event 2029-11-20 0.01000000 USD 0.00000000 USD 18495000.00000000 USD -28335.80000000 N N N CALEDONIA GENERA N/A 129268AB4 12519082.11000000 PA USD 11000189.45000000 0.022439668848 Long DBT CORP US N 2 2034-02-28 Fixed 1.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBP7 352845532.78000000 PA USD 281718884.41000000 0.574688145435 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EES5 206420916.80000000 PA USD 192736266.89000000 0.393169410737 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 1239613623.51000000 NS USD 1239613623.51000000 2.528730922117 Long STIV RF US N 1 N N N CD Commercial Mortgage Trust N/A 12512JAV6 26356037.62000000 PA USD 25845286.60000000 0.052722698570 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.01300000 N N N N N N Merrill Lynch Mortgage Investo N/A 59020UCP8 977896.67000000 PA USD 944531.42000000 0.001926782477 Long ABS-O CORP US N 2 2035-01-25 Floating 6.28609000 N N N N N N RESOLUTION FUNDING STRIP N/A 76116EHP8 18610000.00000000 PA USD 15229266.82000000 0.031066710786 Long DBT USGSE US N 2 2030-04-15 None 0.00000000 N N N N N N BFLD Trust N/A 05555HAA8 39026575.44000000 PA USD 38989988.03000000 0.079537031954 Long ABS-MBS CORP US N 2 2026-08-15 Floating 5.81396000 N N N N N N Ameriquest Mortgage Securities N/A 03072SBE4 30041.96000000 PA USD 30668.29000000 0.000062561310 Long ABS-MBS CORP US N 2 2031-10-25 Floating 7.36609000 N N N N N N BENCHMARK Mortgage Trust N/A 08162DAD0 38700000.00000000 PA USD 35904110.76000000 0.073242043640 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.70100000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 22421.95000000 N N N Structured Asset Investment Lo N/A 86358EKV7 617468.46000000 PA USD 625358.10000000 0.001275689726 Long ABS-O CORP US N 2 2034-09-25 Floating 5.16033000 N N N N N N NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 641423BZ0 500000.00000000 PA USD 492539.12000000 0.001004747672 Long DBT CORP US N 2 2040-09-15 Fixed 5.37500000 N N N N N N UNIV OF VIRGINIA VA UNIV REVEN N/A 915217WX7 8135000.00000000 PA USD 6061621.42000000 0.012365312249 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CTT9 49208.30000000 PA USD 51328.35000000 0.000104706485 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N ROCHESTER GAS & ELECTRIC 549300DD8M80WFTQO509 771367CD9 17545000.00000000 PA USD 17188934.10000000 0.035064304193 Long DBT CORP US N 2 2027-06-01 Fixed 3.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200FSF6 9227.73000000 PA USD 9353.57000000 0.000019080672 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8RX7 4425156.55000000 PA USD 4031575.12000000 0.008224150233 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Greenwood Park CLO, Ltd N/A 39729RAB4 18222603.05000000 PA USD 18216746.31000000 0.037160974049 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.52771000 N N N N N N PARK RIVER HOLDINGS INC 254900PGY077KWCROT75 70082LAA5 5500000.00000000 PA USD 4311676.66000000 0.008795539101 Long DBT CORP US N 2 2029-02-01 Fixed 5.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWZ3 10000000.00000000 PA USD 9904150.98000000 0.020203821872 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -8525.30000000 -0.00001739105 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -8737.76000000 N N N KASIKORNBANK PCL HK 5493004COSQ54937AW41 000000000 8650000.00000000 PA USD 8355554.00000000 0.017044785060 Long DBT CORP TH N 2 2031-10-02 Fixed 3.34300000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBA8 2263000.00000000 PA USD 2252069.71000000 0.004594075288 Long DBT CORP BM N 2 2026-03-15 Fixed 5.87500000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 000000000 750000.00000000 PA 844327.27000000 0.001722372548 Long DBT CORP MX N 2 2026-03-19 Fixed 3.12500000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAE1 675000.00000000 PA USD 672638.43000000 0.001372138515 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 1105000.00000000 PA USD 1096093.74000000 0.002235959722 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAW8 9425000.00000000 PA USD 9511458.77000000 0.019402755382 Long DBT CORP US N 2 2032-09-01 Fixed 6.87500000 N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAS7 8000000.00000000 PA USD 7293101.60000000 0.014877451477 Long DBT CORP CA N 2 2045-01-15 Fixed 5.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWB6 41450000.00000000 PA USD 41105768.98000000 0.083853087063 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KP2 33805000.00000000 PA USD 15353538.17000000 0.031320216233 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N GS Mortgage Securities Trust N/A 36253GAE2 326395.92000000 PA USD 324359.73000000 0.000661672688 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.93100000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -29907.64000000 -0.00006100963 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -33070000.00000000 USD 1099663482.00000000 THB 2025-06-18 -29907.64000000 N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BP8 5275000.00000000 PA USD 4689138.85000000 0.009565537344 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEHT7 487489.47000000 PA USD 12474.17000000 0.000025446493 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DB8 14855000.00000000 PA USD 14303160.25000000 0.029177513801 Long DBT CORP US N 2 2028-02-01 Fixed 3.25000000 N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 22944000.00000000 PA 25805292.11000000 0.052641112420 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AR5 10510000.00000000 PA USD 10496862.50000000 0.021412914706 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N BRINKER INTERNATIONAL IN 52990067JY6PBGJNTG76 109641AK6 7472000.00000000 PA USD 7856492.65000000 0.016026732464 Long DBT CORP US N 2 2030-07-15 Fixed 8.25000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDG1 665000.00000000 PA USD 625333.52000000 0.001275639585 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 71822000.00000000 PA 80371934.40000000 0.163953502876 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N GoodLeap Sustainable Home Impr N/A 38237YAA8 24437685.89000000 PA USD 24001668.70000000 0.048961838328 Long ABS-O CORP US N 2 2057-03-20 Fixed 6.48000000 N N N N N N JP MORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 48125LRU8 2835000.00000000 PA USD 2876221.37000000 0.005867303956 Long DBT CORP US N 2 2026-12-08 Fixed 5.11000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 7346.15000000 0.000014985666 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD 7312.20000000 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAB1 8625000.00000000 PA USD 8595911.20000000 0.017535098068 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHM9 55400000.00000000 PA USD 57625201.94000000 0.117551652607 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.02000000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BL2 1864000.00000000 PA USD 1730025.00000000 0.003529138136 Long DBT CORP KY N 2 2027-02-01 Fixed 8.00000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 6325000.00000000 PA USD 5805333.48000000 0.011842501571 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N UNITED AIR 2018-1 AA PTT N/A 909318AA5 8381167.12000000 PA USD 7897526.84000000 0.016110439535 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 30045000.00000000 PA USD 29624676.46000000 0.060432407325 Long DBT CORP FR N 2 2026-10-06 Fixed 1.65200000 N N N N N N Armada Euro CLO 254900X3N0A6IK91HI28 000000000 135850000.00000000 PA 152361465.93000000 0.310807450748 Long ABS-CBDO CORP IE N 2 2039-04-15 Floating 3.40400000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAZ9 12454000.00000000 PA USD 12611200.62000000 0.025726026536 Long DBT CORP LU N 2 2028-02-01 Fixed 5.12500000 N N N N N N SINOCHEM OFFSHORE CAPITA 3003004LKKZ33WMP2P47 000000000 2000000.00000000 PA 2232122.33000000 0.004553383934 Long DBT CORP VG N 2 2025-11-25 Fixed 0.75000000 N N N N N N CBAM CLO Management N/A 12510TAA2 57678000.00000000 PA USD 57678000.00000000 0.117659357205 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.71108000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 36857.98000000 0.000075187874 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2027-06-20 0.00000000 USD -6436.77000000 USD 6000000.00000000 USD 43294.75000000 N N N CLUE OPCO LLC N/A 36267QAA2 89338000.00000000 PA USD 85629157.02000000 0.174677894050 Long DBT CORP US N 2 2031-10-15 Fixed 9.50000000 N N N N N N Shops at Crystals Trust 2016-C N/A 82510WAA8 20955000.00000000 PA USD 20392016.68000000 0.041598383693 Long ABS-MBS CORP US Y 2 2036-07-05 Fixed 3.12550000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 22885000.00000000 PA USD 22371302.18000000 0.045635996989 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Elevation CLO Ltd N/A 28623MAS8 32300000.00000000 PA USD 32344661.21000000 0.065980998769 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.88947000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BW2 2830000.00000000 PA USD 2103499.85000000 0.004291002465 Long DBT CORP US N 2 2045-03-15 Fixed 4.20000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C68 1815000.00000000 PA USD 1877562.41000000 0.003830104828 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAD7 11857000.00000000 PA USD 9837752.90000000 0.020068374121 Long DBT CORP NL N 2 2030-01-31 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89182JAA9 9765414.20000000 PA USD 9843987.70000000 0.020081092706 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N LORCA TELECOM BONDCO 9598004HFBAS82YM7X35 000000000 53875000.00000000 PA 63768981.80000000 0.130084562714 Long DBT CORP ES N 2 2029-04-30 Fixed 5.75000000 N N N N N N Asset Backed Funding Certifica N/A 04542BDD1 1231305.65000000 PA USD 1221030.90000000 0.002490823378 Long ABS-MBS CORP US N 2 2033-04-25 Floating 5.08109000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 3696.79000000 USD 0.00000000 USD -9000000.00000000 USD 314992.35000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390CTC0 5138.30000000 PA USD 5363.75000000 0.000010941700 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAX2 4375000.00000000 PA USD 4372257.66000000 0.008919120389 Long DBT CORP US N 2 2030-11-15 Variable 6.80000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834XG8 50000000.00000000 PA USD 13773648.33000000 0.028097344028 Long DBT UST US N 2 2051-08-15 None 0.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAC9 1130000.00000000 PA USD 990971.97000000 0.002021518169 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400DWE8 14724.33000000 PA USD 15373.07000000 0.000031360059 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163LAE9 37450000.00000000 PA USD 32289067.93000000 0.065867592104 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.70440000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132FCHL2 13259409.51000000 PA USD 12013172.86000000 0.024506088919 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CE7 27405000.00000000 PA USD 26969011.11000000 0.055015023261 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Venture CDO Ltd 5493005OM8P21GK6YE73 923260AC7 10000000.00000000 PA USD 10000000.00000000 0.020399347620 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.64771000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FTJ7 485934.45000000 PA USD 470468.57000000 0.000959725190 Long ABS-MBS CORP US N 2 2044-06-25 Floating 5.28109000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 33600.21000000 0.000068542236 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -978385073.00000000 CZK 44543419.48000000 USD 2025-07-22 33600.21000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKU5 11278523.62000000 PA USD 10290491.45000000 0.020991931227 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 64072UAM4 16983336.90910000 PA USD 16507803.48000000 0.033674842164 Long LON CORP US N 2 2028-01-18 Floating 8.82186000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BV4 9557000.00000000 PA USD 8261144.96000000 0.016852196778 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DGM8 4578272.71000000 PA USD 4179108.95000000 0.008525109621 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 42350000.00000000 PA USD 42315094.88000000 0.086320033005 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N Assurant Commercial Mortgage T 549300SPKO3Z7ZWM8X71 04624UAJ0 3719464.33000000 PA USD 3644932.22000000 0.007435423940 Long ABS-MBS CORP US N 2 2049-05-15 Variable 4.30802500 N N N N N N Trinitas CLO Ltd 549300T8V1JZG1WFK175 89641HBC3 28850000.00000000 PA USD 28747045.89000000 0.058642098217 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.44610000 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAW4 4475000.00000000 PA USD 4520477.47000000 0.009221479132 Long DBT CORP US N 2 2028-11-15 Variable 6.60000000 N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBX2 5000000.00000000 PA USD 5710933.50000000 0.011649931770 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 37280000.00000000 PA USD 37489886.40000000 0.076476922492 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.70369000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -164559.24000000 -0.00033569011 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Y Default Event 2030-06-20 244.65000000 USD 0.00000000 USD -9000000.00000000 USD -164803.89000000 N N N GoodLeap Home Improvement Solu N/A 381935AA3 15429649.84000000 PA USD 15540786.52000000 0.031702190651 Long ABS-O CORP US N 2 2046-10-20 Fixed 5.35000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CG0 15505000.00000000 PA USD 15268733.90000000 0.031147221055 Long DBT CORP US N 2 2026-09-15 Fixed 3.35000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAD7 43926000.00000000 PA USD 43267770.84000000 0.088263429813 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAP7 10005000.00000000 PA USD 10050262.13000000 0.020501879086 Long DBT CORP US N 2 2027-08-15 Fixed 4.95000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GFD1 216000.00000000 PA USD 232178.88000000 0.000473629768 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AW5 5895000.00000000 PA USD 5697211.99000000 0.011621940785 Long DBT CORP US N 2 2029-04-23 Fixed 3.45000000 N N N N N Wells Fargo Commercial Mortgag N/A 95000XAE7 37000000.00000000 PA USD 35775074.30000000 0.072978817679 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.15700000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 1970000.00000000 PA USD 1421149.39000000 0.002899052042 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EAW5 7715000.00000000 PA USD 7694092.35000000 0.015695446447 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287WCJ5 1187.72000000 PA USD 1227.29000000 0.000002503591 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -2540.00000000 NC 1666440.02000000 0.003399428925 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2025-06-06 -349639904.22000000 USD 1666440.02000000 N N N PMT CREDIT RISK TRANSFER TRUST N/A 69391NAA9 84375500.38000000 PA USD 84494419.21000000 0.172363102946 Long ABS-MBS CORP US N 2 2027-03-29 Floating 7.70135000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSX31 19243139.75000000 PA USD 19144703.39000000 0.039053945954 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 5.00000000 N N N N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AL0 10375000.00000000 PA USD 10526304.51000000 0.021472974485 Long DBT CORP US N 2 2030-01-30 Fixed 6.87500000 N N N N N SHERWIN-WILLIAMS CO Z15BMIOX8DDH0X2OBP21 824348AR7 1240000.00000000 PA USD 1235329.27000000 0.002519991120 Long DBT CORP US N 2 2025-08-01 Fixed 3.45000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 15400000.00000000 PA USD 13812420.16000000 0.028176436032 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 54675000.00000000 PA USD 37528961.42000000 0.076556632984 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BU6 1600000.00000000 PA USD 1202617.17000000 0.002453260570 Long DBT CORP US N 2 2042-12-01 Fixed 4.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKS9 109739769.47000000 PA USD 91364929.30000000 0.186378495311 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7TX7 29288311.78000000 PA USD 25713368.73000000 0.052453594721 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QLJG2 20994754.79000000 PA USD 19089454.76000000 0.038941242353 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -165980000.00000000 OU OTHER USD -766699.91000000 -0.00156401779 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-29 0.00000000 USD 0.00000000 USD 0.00000000 USD -165980000.00000000 USD 3.04600000 USD 2025-07-25 XXXX -623957.11000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1153336.85000000 0.002352731932 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 1152519.21000000 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96949LAE5 3274000.00000000 PA USD 2737387.89000000 0.005584092714 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAW2 5335000.00000000 PA USD 4329644.56000000 0.008832192445 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAP3 50085000.00000000 PA USD 49187225.04000000 0.100338730208 Long DBT CORP US N 2 2029-01-24 Fixed 3.77200000 N N N N N N ILIAD HOLDING SAS 9695009PXA7OI9NXN582 449691AC8 9175000.00000000 PA USD 9278218.75000000 0.018926960958 Long DBT CORP FR N 2 2028-10-15 Fixed 7.00000000 N N N N N N Elevation CLO Ltd N/A 28623JAA4 30000000.00000000 PA USD 29850000.00000000 0.060892052647 Long ABS-CBDO CORP KY N 2 2038-03-28 Floating 5.52529000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAC6 4330000.00000000 PA USD 4209657.18000000 0.008587426017 Long DBT CORP FR N 2 2027-10-23 Fixed 3.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 34367000.00000000 PA 33440426.18000000 0.068216287822 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.87500000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AP9 300000.00000000 PA USD 264102.69000000 0.000538752258 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N Countrywide Asset-Backed Certi N/A 1266715E2 2726354.24000000 PA USD 2631717.85000000 0.005368532726 Long ABS-O CORP US N 2 2034-08-25 Floating 4.86109000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AQ7 7530000.00000000 PA USD 6599103.14000000 0.013461739893 Long DBT CORP US N 2 2046-04-05 Fixed 5.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 49021.74000000 0.000100001151 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -1136.14000000 USD 12000000.00000000 USD 50157.88000000 N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAM1 9697000.00000000 PA USD 9507288.41000000 0.019394248120 Long DBT CORP US N 2 2034-06-30 Fixed 5.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128YAV3 31675000.00000000 PA USD 30057034.67000000 0.061314389867 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 3.75830000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMD78 22789902.69000000 PA USD 21976136.80000000 0.044829885394 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N KRE Commercial Mortgage Trust N/A 50077KAA6 67400000.00000000 PA USD 66874536.12000000 0.136419690927 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.62186000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 43285000.00000000 PA USD 32573311.16000000 0.066447429750 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BL7 6492000.00000000 PA USD 6412987.23000000 0.013082075579 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N JP Morgan Mortgage Trust 5299007DSRZLE19EYU93 465985AA7 4494231.24000000 PA USD 4498710.19000000 0.009177075300 Long ABS-O CORP US N 2 2054-05-25 Floating 5.95040000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKAX8 5285873.35000000 PA USD 4442433.71000000 0.009062274953 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAX1 42518165.71000000 PA USD 35633348.80000000 0.072689706905 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N KKR Financial CLO Ltd N/A 48254QAB0 14750000.00000000 PA USD 14750000.00000000 0.030089037740 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.70108000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 577112.18000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAR2 35000000.00000000 PA USD 29860591.43000000 0.060913658473 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAZ2 3200000.00000000 PA USD 2892057.34000000 0.005899608301 Long DBT CORP US N 2 2031-06-15 Fixed 4.00000000 N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAR3 2095000.00000000 PA USD 2171599.97000000 0.004429922268 Long DBT CORP US N 2 2032-04-15 Fixed 6.87500000 N N N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E4Z4 1878000.00000000 PA USD 1706009.51000000 0.003480148103 Long DBT USGA US N 2 2027-09-15 None 0.00000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 761713BA3 2000000.00000000 PA USD 2008739.40000000 0.004097697329 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Wells Fargo Commercial Mortgag 549300REQJRID6TODX95 95001RAX7 10000000.00000000 PA USD 9894763.00000000 0.020184671006 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.30200000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CG6 75000.00000000 PA USD 59060.43000000 0.000120479424 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N UBS-Barclays Commercial Mortga N/A 90270YAE9 41314082.22000000 PA USD 78.50000000 0.000000160134 Long ABS-MBS CORP US N 2 2046-03-10 Variable 0.19523300 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2K7 5822840.57000000 PA USD 4389697.89000000 0.008954697320 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 1.50000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAD2 21220000.00000000 PA USD 21434842.18000000 0.043725679682 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -63622.27000000 -0.00012978528 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -26428000.00000000 USD 96811049.60000000 PEN 2025-06-18 -63622.27000000 N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 3500000.00000000 PA USD 3424333.85000000 0.006985417657 Long DBT NUSS N/A N 2 2026-12-29 Floating 2.59000000 N N N N N N OneMain Direct Auto Receivable N/A 68269DAE4 8465000.00000000 PA USD 8502826.70000000 0.017345211761 Long ABS-O CORP US N 2 2030-12-16 Fixed 5.90000000 N N N N N N KEYCORP RKPI3RZGV1V1FJTH5T61 49326EEJ8 13917000.00000000 PA USD 12633322.22000000 0.025771153156 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBR5 41745000.00000000 PA USD 39177482.12000000 0.079919507666 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAY5 50000.00000000 PA USD 48275.27000000 0.000098478401 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128YAW1 4797000.00000000 PA USD 4552640.34000000 0.009287089288 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.02910000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB77 1244611.24000000 PA USD 1083191.05000000 0.002209639076 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAH8 47933000.00000000 PA USD 45809568.10000000 0.093448530401 Long DBT CORP NL N 2 2031-01-12 Fixed 8.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 34860000.00000000 PA USD 34356090.50000000 0.070084183299 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAG7 1000000.00000000 PA USD 950780.57000000 0.001939530335 Long DBT CORP US N 2 2035-02-01 Fixed 4.87500000 N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -67292.75000000 -0.00013727281 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -2016.05000000 USD 3000000.00000000 USD -65276.70000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJS9 703694.88000000 PA USD 615143.21000000 0.001254852017 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N ARES Commercial Mortgage Trust N/A 039955AA7 47990000.00000000 PA USD 47597993.69000000 0.097096801932 Long ABS-MBS CORP US N 2 2042-04-15 Floating 5.80000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002EBA4 58725000.00000000 PA USD 53329728.71000000 0.108789167446 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.47400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FG2C8 3608999.00000000 PA USD 3414359.91000000 0.006965071470 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 4.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 5000000.00000000 PA USD 4801000.00000000 0.009793726792 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WBY3 79066738.27000000 PA USD 67416558.00000000 0.137525380202 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.50000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 1550000.00000000 PA USD 1392784.34000000 0.002841189191 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HAT7 1948663.58000000 PA USD 1973158.64000000 0.004025114900 Long ABS-O CORP US N 2 2028-01-25 Fixed 33.78400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTMV9 5904394.89000000 PA USD 5870883.14000000 0.011976218601 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 5.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38382BLB7 8817182.37000000 PA USD 1493578.67000000 0.003046803048 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3860.31000000 0.000007874780 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SUNRISE HOLDCO IV BV SUNRISE HOLDCO IV BV Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 4400.49000000 N N N Barclays Commercial Mortgage S N/A 05552ABH0 119592000.00000000 PA USD 6145055.53000000 0.012535512390 Long ABS-MBS CORP US N 2 2053-10-15 Variable 1.14084300 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDP8 1680000.00000000 PA USD 1539565.26000000 0.003140612692 Long DBT CORP US N 2 2028-10-15 Fixed 2.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAT0 21090000.00000000 PA USD 20878137.74000000 0.042590038942 Long DBT CORP US N 2 2030-09-19 Fixed 4.54200000 N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 9665000.00000000 PA USD 9079549.23000000 0.018521688098 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8FW2 2233228.34000000 PA USD 2034332.09000000 0.004149904747 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.50000000 N N N N N N Hurricane Cleanco Limited N/A 000000000 36274190.18000000 PA 49792891.65000000 0.101574250580 Long LON CORP GB N 3 2029-10-31 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJR1 7435747.14000000 PA USD 6475779.02000000 0.013210166734 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N FNMA PRIN STRIPS B1V7KEBTPIMZEU4LTD58 31358DJP0 5105000.00000000 PA USD 2871025.20000000 0.005856704108 Long DBT USGSE US N 2 2037-07-15 None 0.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCP5 16725000.00000000 PA USD 15470625.00000000 0.031559065728 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BN6H2 121139139.21000000 PA USD 491667.42000000 0.001002969461 Long ABS-MBS USGSE US N 2 2025-12-25 Variable 1.01076100 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 456392.51000000 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543CE1 2101000.00000000 PA USD 1866716.47000000 0.003807979818 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N N One Bryant Park Trust N/A 68236JAA9 7000000.00000000 PA USD 6252116.50000000 0.012753909784 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHM4 1030000.00000000 PA USD 1022907.70000000 0.002086664975 Long DBT CORP US N 2 2029-07-23 Fixed 4.27100000 N N N N N N GS Mortgage Securities Trust N/A 36261PAR3 4941349.43000000 PA USD 4768086.45000000 0.009726585297 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 2.61260000 N N N N N N CANTOR FITZGERALD LP 549300RLUEEVQEMX0450 138616AM9 37660000.00000000 PA USD 39676171.16000000 0.080936800774 Long DBT CORP US N 2 2028-12-12 Fixed 7.20000000 N N N N N N HARTFORD INSUR GRP INC/T IU7C3FTM7Y3BQM112U94 416515AS3 755000.00000000 PA USD 784425.52000000 0.001600176886 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N AMER AIRLN 15-2 AA PTT N/A 02377BAB2 7184523.23000000 PA USD 6960971.76000000 0.014199928270 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 26078JAF7 1960000.00000000 PA USD 1913649.52000000 0.003903720178 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DPD8 11429033.59000000 PA USD 9630338.34000000 0.019645261950 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128YAU5 31249999.92000000 PA USD 30199531.17000000 0.061605073431 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 3.76290000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -130460.75000000 -0.00026613141 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.EM.35.V1 Y Default Event 2026-06-20 8809.18000000 USD 0.00000000 USD -69000000.00000000 USD -139269.93000000 N N N UBS Commercial Mortgage Trust N/A 90276GAR3 13800000.00000000 PA USD 13500110.82000000 0.027539345353 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.16700000 N N N N N N Cordatus CLO PLC 635400LAN4VXPJEK9R11 000000000 182854467.18000000 PA 206367708.04000000 0.420976661396 Long ABS-CBDO CORP IE N 2 2032-01-23 Floating 2.93300000 N N N N N N Venture CDO Ltd 549300KIDQKDB48YU144 92330EAP2 23590637.56000000 PA USD 23590637.56000000 0.048123361617 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 5.77771000 N N N N N N BENCHMARK Mortgage Trust N/A 08162BBD3 61825000.00000000 PA USD 58894235.34000000 0.120140397954 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.28050000 N N N N N N Vendome Funding 213800E1K47KVQWSQS72 000000000 24000000.00000000 PA 27156741.83000000 0.055397981683 Long ABS-CBDO CORP IE N 2 2034-07-20 Floating 3.40000000 N N N N N N MARKEL GROUP INC 549300SCNO12JLWIK605 570535AT1 14057000.00000000 PA USD 12097118.70000000 0.024677332956 Long DBT CORP US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287YAD6 9069.84000000 PA USD 9348.58000000 0.000019070493 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023DG7 169261000.00000000 PA USD 165828595.77000000 0.338279517054 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAW3 20404835.37000000 PA USD 16329874.05000000 0.033311877734 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 2985000.00000000 PA USD 2870989.42000000 0.005856631119 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31100000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -30031.39000000 -0.00006126207 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FORD MOTOR COMPANY Ford Motor Co Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -29491.21000000 N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJP5 51600000.00000000 PA USD 51729000.00000000 0.105523785306 Long ABS-MBS CORP US N 2 2041-09-25 Floating 6.45369000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAF9 33211000.00000000 PA USD 32928907.21000000 0.067172822494 Long DBT CORP US N 2 2027-07-31 Fixed 5.00000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 219885000.00000000 PA USD 198988657.34000000 0.405923879362 Long DBT CORP US N 2 2031-02-13 Fixed 2.49600000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 15000000.00000000 PA 18765093.82000000 0.038279567196 Long DBT CORP GB N 2 2028-11-30 Fixed 11.00000000 N N N N N N HARTFORD INSUR GRP INC/T IU7C3FTM7Y3BQM112U94 416515AP9 995000.00000000 PA USD 1010235.39000000 0.002060814289 Long DBT CORP US N 2 2041-10-01 Fixed 6.10000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBL9 63170000.00000000 PA USD 57197390.75000000 0.116678945689 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLNB6 542136176.71000000 PA USD 10559240.53000000 0.021540161818 Long ABS-MBS USGSE US N 2 2029-03-25 Variable 0.70534900 N N N N N N STAR LEASING CO LLC 549300WXKNX4PT3HSN71 854938AA5 13505000.00000000 PA USD 12110449.29000000 0.024704526490 Long DBT CORP US N 2 2030-02-15 Fixed 7.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A6U32 227111.14000000 PA USD 215628.93000000 0.000439868950 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAG3 5365000.00000000 PA USD 5715382.62000000 0.011659007684 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -59166.33000000 -0.00012069545 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD -60264.56000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BL4 874000.00000000 PA USD 859884.81000000 0.001754108915 Long DBT CORP GB N 2 2030-05-08 Fixed 4.44500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379PE37 7110405.73000000 PA USD 1279900.05000000 0.002610912603 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69392AAA6 74295076.28000000 PA USD 73666302.19000000 0.150274450629 Long ABS-MBS CORP US N 2 2028-09-27 Floating 7.45135000 N N N N N N HOST HOTELS & RESORTS LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 36393000.00000000 PA USD 33126105.47000000 0.067575094079 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 17620000.00000000 PA USD 16631688.91000000 0.033927560359 Long DBT CORP GB N 2 2030-04-15 Fixed 3.40000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 34643000.00000000 PA USD 34080111.72000000 0.069521204592 Long DBT CORP US N 2 N/A Fixed 6.66900000 N N N N N N PEACEHEALTH OBLIGATED GR N/A 70462GAC2 14445000.00000000 PA USD 8877051.68000000 0.018108606306 Long DBT CORP US N 2 2050-11-15 Fixed 3.21800000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BMTY2 122145639.02000000 PA USD 292184.58000000 0.000596037481 Long ABS-MBS USGSE US N 2 2025-11-25 Variable 0.74531600 N N N N N N FIVE POINT OP CO LP/FIVE N/A 33834YAB4 9002411.98000000 PA USD 9162622.98000000 0.018691153128 Long DBT CORP US N 2 2028-01-15 Variable 10.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523BZ2 3916000.00000000 PA USD 3912062.29000000 0.007980351856 Long DBT CORP US Y 2 2026-02-25 Fixed 4.50000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 165980000.00000000 OU OTHER USD 554564.18000000 0.001131274748 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-07-29 0.00000000 USD 0.00000000 USD 0.00000000 USD 165980000.00000000 USD 2.89600000 USD 2025-07-25 XXXX 554564.18000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -39340.14000000 -0.00008025131 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2027-06-20 0.00000000 USD -6436.77000000 USD 6000000.00000000 USD -32903.37000000 N N N STRIPS 254900HROIFWPRGM1V77 912834PB8 49085000.00000000 PA USD 18696082.94000000 0.038138789503 Long DBT UST US N 2 2044-11-15 None 0.00000000 N N N N N N MPT OPER PARTNERSP/FINL N/A 55342UAQ7 1225000.00000000 PA USD 1247536.96000000 0.002544894011 Long DBT CORP US N 2 2032-02-15 Fixed 8.50000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAG7 1800000.00000000 PA USD 1768258.65000000 0.003607132288 Long DBT CORP US N 2 2027-01-30 Fixed 3.70000000 N N N N N N Carlyle Global Market Strategi N/A 14317YAA2 125500000.00000000 PA USD 125500000.00000000 0.256011812638 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.65108000 N N N N N N Dukes Education N/A 000000000 931569.70000000 PA 1241502.94000000 0.002532585004 Long LON CORP GB N 3 2028-11-27 Floating 10.20000000 N N N N N N CBAM CLO Management N/A 12511GAC5 13000000.00000000 PA USD 12842831.30000000 0.026198538012 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.03108000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXJ6 29897327.22000000 PA USD 22543109.72000000 0.045986473162 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCB5 33095000.00000000 PA USD 32709136.59000000 0.066724504766 Long DBT CORP US N 2 2030-02-15 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DP97 88260722.59000000 PA USD 70392401.97000000 0.143595907763 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 42750000.00000000 PA USD 42367387.50000000 0.086426706538 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1133391.27000000 0.002312044250 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 9884.09000000 USD 0.00000000 USD -18000000.00000000 USD 1123507.18000000 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JN8 16368000.00000000 PA USD 13283449.26000000 0.027097369905 Long DBT CORP US N 2 2050-07-01 Fixed 4.95000000 N N N N N N CSAIL Commercial Mortgage Trus 549300ZAGI6FKGY8O078 12635FAW4 86961000.00000000 PA USD 191983.80000000 0.000391634427 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 0.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ENS5 846280.23000000 PA USD 885492.31000000 0.001806346544 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 7.00000000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643ABG7 6772853.29000000 PA USD 62.31000000 0.000000127108 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.50946100 N N N N N N Palmer Square European CLO 5493008YA044FHERJ655 000000000 10500000.00000000 PA 11878211.44000000 0.024230776427 Long ABS-CBDO CORP IE N 2 2035-04-15 Floating 3.40000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002MAW9 86325000.00000000 PA USD 80640990.80000000 0.164502360379 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.64300000 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HT0 690000.00000000 PA USD 757156.25000000 0.001544549354 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N Battalion CLO LTD 549300QQUW46V6EB1N30 07133PAL3 49500000.00000000 PA USD 49425750.00000000 0.100825305565 Long ABS-CBDO CORP KY N 2 2034-03-09 Floating 5.56947000 N N N N N N Doncasters US Finance LLC N/A 000000000 10590000.00000000 PA USD 10470862.50000000 0.021359876402 Long DBT CORP US N 2 2030-04-23 Floating 0.00000000 N N N N N N Bear Stearns Adjustable Rate M N/A 07387ABR5 50422.01000000 PA USD 45946.64000000 0.000093728148 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.41285600 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 22898.92000000 0.000046712302 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GENERAL MOTORS CO General Motors Co Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 23439.10000000 N N N BENCHMARK Mortgage Trust N/A 08162MAW8 95550000.00000000 PA USD 83703519.90000000 0.170749719950 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.04220000 N N N N N N Henley Funding Ltd. 6354004ZEQIYPXESRG76 000000000 87200000.00000000 PA 97559196.81000000 0.199014396931 Long ABS-CBDO CORP IE N 2 2039-04-25 Floating 3.55600000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KV9 160330000.00000000 PA USD 71805732.74000000 0.146479010331 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BT7 23053000.00000000 PA USD 23016806.79000000 0.046952784282 Long DBT CORP CA N 2 2027-04-15 Fixed 7.87500000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 26000000.00000000 PA USD 25012744.73000000 0.051024367469 Long DBT CORP US N 2 2029-05-01 Fixed 4.37500000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAQ3 23565000.00000000 PA USD 24643504.07000000 0.050271140611 Long DBT CORP GB N 2 2029-02-02 Fixed 5.93100000 N N N N N N UNITI GROUP/CSL CAPITAL N/A 91327TAA9 56289000.00000000 PA USD 59779072.54000000 0.121945408117 Long DBT CORP US N 2 2028-02-15 Fixed 10.50000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BN2 400000.00000000 PA USD 399134.52000000 0.000814208382 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AB0 12775000.00000000 PA USD 10409620.06000000 0.021234945820 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAJ7 6850000.00000000 PA USD 6644865.79000000 0.013555092714 Long DBT CORP FR N 2 2028-01-11 Fixed 3.25000000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 435429.09000000 0.000888246937 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -34249.71000000 USD 45000000.00000000 USD 469678.80000000 N N N Citigroup Mortgage Loan Trust N/A 173106AB1 8814670.00000000 PA USD 7383674.44000000 0.015062214161 Long ABS-MBS CORP US N 2 2063-02-25 Variable 4.22171300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQQ63 6181054.16000000 PA USD 5560459.63000000 0.011342974892 Long ABS-MBS USGSE US N 2 2048-12-15 Fixed 3.00000000 N N N N N N Fairstone Financial Issuance T 549300LY2ZF7LX6T3F37 30575PAN6 718655.69000000 PA 520574.46000000 0.001061937937 Long ABS-O CORP CA N 2 2039-10-20 Fixed 2.50900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBC6 128193259.92000000 PA USD 107149497.92000000 0.218577985543 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543BY8 125000.00000000 PA USD 159413.92000000 0.000325193996 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N GS Mortgage Securities Trust N/A 36255NAS4 10441229.67000000 PA USD 10203294.93000000 0.020814056015 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 3.72700000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAH1 4000000.00000000 PA USD 3552088.33000000 0.007246028462 Long DBT CORP US N 2 2032-03-01 Fixed 3.50000000 N N N N N N CITGO PETROLEUM CORP YX52P86PXMLYDOTUQ225 17302XAM8 239000.00000000 PA USD 237937.23000000 0.000485376426 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N DISCOVER BANK X05BVSK68TQ7YTOSNR22 25466AAJ0 6525000.00000000 PA USD 6421330.40000000 0.013099095101 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61744YAK4 29190000.00000000 PA USD 28563874.97000000 0.058268441490 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 226898.46000000 0.000462858056 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 226789.73000000 N N N Ozlme 635400NZEYX722WIXX02 000000000 12804740.04000000 PA 14506818.75000000 0.029592963854 Long ABS-CBDO CORP IE N 2 2030-08-24 Floating 3.28400000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BV2 4294000.00000000 PA USD 4294000.00000000 0.008759479868 Long DBT CORP CA N 2 2026-06-15 Fixed 7.12500000 N N N N N N Broad River BSL Funding CLO Lt 5493000KEEYM16WOW109 11124TAJ3 19410000.00000000 PA USD 19247074.40000000 0.039262776136 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.70108000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6D9 2534241.49000000 PA USD 2214015.14000000 0.004516446447 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 690353X85 5320350.00000000 PA USD 4957645.93000000 0.010113274270 Long DBT USGA US N 2 2034-10-05 Fixed 3.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AA3 95252706.97000000 PA USD 90586114.93000000 0.184789764805 Long ABS-MBS CORP US N 2 2063-02-25 Variable 4.10000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHV4 45315000.00000000 PA USD 42731437.92000000 0.087169345645 Long DBT CORP US N 2 2030-07-23 Fixed 3.19400000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBY0 4000000.00000000 PA USD 4153693.60000000 0.008473263965 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N SOUTHERN POWER CO 5LADC78JBG2BMZD5XF57 843646AH3 725000.00000000 PA USD 672116.91000000 0.001371074648 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N EG GLOBAL FINANCE PLC 549300TL8Q5207VYET27 000000000 64400000.00000000 PA 80588878.15000000 0.164396053973 Long DBT CORP GB N 2 2028-11-30 Fixed 11.00000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1261003.43000000 -0.00257236473 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -194232530.80000000 BRL 32923000.00000000 USD 2025-05-05 -1261003.43000000 N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAA2 2105000.00000000 PA USD 1697094.02000000 0.003461961085 Long DBT CORP US N 2 2111-11-01 Fixed 4.70000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C43 8988000.00000000 PA USD 9085330.27000000 0.018533481042 Long DBT CORP US N 2 2026-03-06 Fixed 6.95000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 5545000.00000000 PA USD 5156916.14000000 0.010519772498 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAL6 555000.00000000 PA USD 558799.00000000 0.001139913505 Long DBT CORP US N 2 2029-01-26 Fixed 4.87300000 N N N N N N ALLIED UNIVERSAL N/A 019576AC1 27875000.00000000 PA USD 26190882.75000000 0.053427692170 Long DBT CORP US N 2 2029-06-01 Fixed 6.00000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AD6 14025000.00000000 PA USD 12599707.00000000 0.025702580301 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CN5 1804000.00000000 PA USD 1572734.51000000 0.003208275798 Long DBT CORP US N 2 2031-06-15 Fixed 2.60000000 N N N N N N ALLIED UNIVERSAL HOLDCO N/A 049362AA4 14970000.00000000 PA USD 14258925.00000000 0.029087276777 Long DBT CORP N/A N 2 2028-06-01 Fixed 4.62500000 N N N N N N Fannie Mae - CAS N/A 20754XAC7 6500000.00000000 PA USD 6471647.00000000 0.013201737683 Long ABS-MBS CORP US N 2 2044-07-25 Floating 6.05369000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JQ1 32080000.00000000 PA USD 26636383.18000000 0.054336483984 Long DBT CORP US N 2 2040-07-01 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -5087.66000000 -0.00001037849 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BEAZER HOMES USA Beazer Homes USA Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -4547.48000000 N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BD8 16598000.00000000 PA USD 14759221.24000000 0.030107848468 Long DBT CORP US Y 2 2044-09-15 Fixed 4.90000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 48667QAN5 3000000.00000000 PA USD 2965440.00000000 0.006049304140 Long DBT CORP KZ N 2 2027-04-19 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287WCH9 1763.94000000 PA USD 1818.15000000 0.000003708907 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 350000.00000000 PA USD 307565.39000000 0.000627413330 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVL94 44141593.49000000 PA USD 37233635.39000000 0.075954187149 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N AETNA INC 549300QKBENKLBXQ8968 00817YAJ7 4540000.00000000 PA USD 3710556.19000000 0.007569292558 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N UNITED AIR 2016-2 AA PTT N/A 90932EAA1 10308486.30000000 PA USD 9724251.81000000 0.019836839302 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MFJ7 7255000.00000000 PA USD 8302117.06000000 0.016935777189 Long DBT USGSE US N 2 2030-01-15 Fixed 7.12500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 18135000.00000000 PA USD 15151950.54000000 0.030908990619 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAN0 9736000.00000000 PA USD 9475282.58000000 0.019328958315 Long DBT CORP GB Y 2 2026-03-25 Fixed 1.66800000 N N N N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 -2000000000.00000000 OU OTHER USD -86874661.54000000 -0.17721864201 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-06-18 0.00000000 USD 0.00000000 USD N/A N/A -2000000000.00000000 USD 99.00000000 USD 2025-06-18 XXXX -8074661.54000000 N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 1350000.00000000 PA USD 1311942.05000000 0.002676276193 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AC8 8685000.00000000 PA USD 6097999.21000000 0.012439520567 Long DBT CORP US N 2 2049-10-15 Fixed 3.38700000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAC3 3915000.00000000 PA USD 3228272.98000000 0.006585466273 Long DBT CORP NL N 2 2044-03-15 Fixed 4.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38378VPP4 1000037.31000000 PA USD 906059.50000000 0.001848302270 Long ABS-MBS USGA US N 2 2043-07-20 Variable 3.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 6600000.00000000 PA 7334750.61000000 0.014962412740 Long DBT NUSS RO N 2 2027-04-19 Fixed 2.37500000 N N N N N N TRANSOCEAN INC DOL4HJ22ADYSIWES4H94 893830BY4 2365000.00000000 PA USD 1906166.35000000 0.003888454999 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CD0 7175000.00000000 PA USD 6408432.66000000 0.013072784553 Long DBT CORP US N 2 2043-12-05 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AQXB8 64698935.57000000 PA USD 54166650.20000000 0.110496432687 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBB8 30495938.49000000 PA USD 24220433.95000000 0.049408105166 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAZ8 1975000.00000000 PA USD 1601763.20000000 0.003267492432 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 37722139.99000000 0.076950704664 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2029-12-20 28258142.94000000 USD 0.00000000 USD 850000000.00000000 USD 9463997.05000000 N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CK6 790000.00000000 PA USD 871615.75000000 0.001778039267 Long DBT USGA US N 2 2036-04-01 Fixed 5.98000000 N N N N N N Countrywide Home Loans N/A 126694TD0 331547.25000000 PA USD 155788.32000000 0.000317798009 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.75000000 N N N N N N Countrywide Asset-Backed Certi N/A 126671K62 238946.81000000 PA USD 235580.07000000 0.000480567974 Long ABS-O CORP US N 2 2033-12-25 Floating 5.14109000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397C27 3965000.00000000 PA USD 3878690.67000000 0.007912275928 Long DBT CORP US N 2 2027-05-28 Fixed 4.95000000 N N N N N N Structured Adjustable Rate Mor N/A 86359BGH8 27355.29000000 PA USD 26058.57000000 0.000053157782 Long ABS-MBS CORP US N 2 2034-02-25 Variable 6.52653900 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 12612000.00000000 PA USD 12373748.86000000 0.025241640436 Long DBT CORP US N 2 2028-07-24 Fixed 3.66800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B2XJ6 1461499.49000000 PA USD 270633.61000000 0.000552074908 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXK3 10825216.50000000 PA USD 8600830.01000000 0.017545132119 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBR5 50000.00000000 PA USD 48666.19000000 0.000099275852 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N SASOL FINANCING USA LLC 549300XRB1PFMESFEL85 80386WAB1 7510000.00000000 PA USD 6929852.50000000 0.014136447010 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 15215.65000000 0.000031038933 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GENWORTH HOLDINGS INC Genworth Holdings Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 15755.83000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFH1 319365512.79000000 PA USD 319667642.15000000 0.652101135526 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N TRUSTEES PRINCETON UNIV 549300PJZYINN64GDJ90 89837LAG0 6310000.00000000 PA USD 3864132.64000000 0.007882578497 Long DBT CORP US N 2 2050-07-01 Fixed 2.51600000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BJ1 9955000.00000000 PA USD 10263530.13000000 0.020936931893 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N Santander Consumer Auto Receiv N/A 80282Y205 27250.00000000 PA USD 1571739.27000000 0.003206245573 Long ABS-O CORP US N 2 2028-08-15 None 0.00000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBG6 50000.00000000 PA USD 49930.08000000 0.000101854105 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N REGL TRANSPRTN DIST CO SALES T N/A 759136QP2 3320000.00000000 PA USD 3335303.63000000 0.006803801816 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXL1 25380290.63000000 PA USD 21229848.91000000 0.043307506784 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Banc of America Funding Corpor N/A 06051GDM8 13932.58000000 PA USD 12718.35000000 0.000025944604 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.68728500 N N N N N N DISH DBS CORP N/A 25470XAY1 43472000.00000000 PA USD 37873587.59000000 0.077259647888 Long DBT CORP US N 2 2026-07-01 Fixed 7.75000000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 421159266.34500000 NS USD 420822338.93000000 0.858450117833 Long STIV RF US N 1 N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 14642.04000000 0.000029868806 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 VOLKSWAGEN INTERNATIONAL FINANCE NV VOLKSWAGEN INTERNATIONAL FINANCE NV Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 15182.22000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 100.00000000 NC USD 124491.00000000 0.000253953518 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long 30-Year UMBS TBA 30-Year UMBS TBA 2025-06-05 9651290.00000000 USD 124491.00000000 N N N CLARIOS GLOBAL LP/US FIN N/A 18060TAD7 2150000.00000000 PA USD 2179562.50000000 0.004446165309 Long DBT CORP N/A N 2 2030-02-15 Fixed 6.75000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CB4 2035000.00000000 PA USD 2001703.28000000 0.004083344104 Long DBT CORP US Y 2 2027-03-01 Fixed 3.40000000 N N N N N N ADVOCATE HEALTH CORP 549300AEHU3PPOUCIL87 007589AE4 23620000.00000000 PA USD 15343016.64000000 0.031298752998 Long DBT CORP US N 2 2050-06-15 Fixed 3.00800000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAE7 10325000.00000000 PA USD 6594729.28000000 0.013452817504 Long DBT CORP GB N 2 2050-09-15 Fixed 3.00000000 N N N N N N UNIV OF PITTSBURGH PA OF THE C 5493002C83QSGL8ETT42 91335VKQ8 20900000.00000000 PA USD 13143411.12000000 0.026811701235 Long DBT MUN US N 2 2119-09-15 Fixed 3.55500000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 878091BC0 325000.00000000 PA USD 367009.35000000 0.000748675131 Long DBT CORP US N 2 2039-12-16 Fixed 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KP3U5 5251609.28000000 PA USD 4395773.11000000 0.008967090373 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 64805000.00000000 PA USD 63850461.08000000 0.130250775130 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BZ3 5325000.00000000 PA USD 5484750.00000000 0.011188532186 Long DBT CORP CA N 2 2029-02-01 Fixed 7.50000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264AAX3 13276000.00000000 PA USD 11594682.08000000 0.023652395029 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 16808.72000000 0.000034288692 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 KB HOME KB Home Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 17348.90000000 N N N Elevation CLO Ltd N/A 28624DAC2 25750000.00000000 PA USD 25810167.45000000 0.052651057795 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 6.14238000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBD7 91135000.00000000 PA USD 88125967.36000000 0.179771224257 Long DBT CORP US N 2 2030-05-06 Fixed 3.70200000 N N N N N N CDP FINANCIAL INC 549300OXMGVYFCBFV096 000000000 1200000.00000000 PA USD 1243584.36000000 0.002536830965 Long DBT NUSS CA N 2 2039-11-25 Fixed 5.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWET6 4108971.73000000 PA USD 4036563.72000000 0.008234326651 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276UAW1 29784873.79000000 PA USD 29019759.95000000 0.059198417108 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.31980000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31395M2F5 4973.92000000 PA USD 4777.81000000 0.000009746420 Long ABS-MBS USGSE US N 2 2045-02-25 Floating 5.77460000 N N N N N N BFLD Trust N/A 05555VAC3 7500000.00000000 PA USD 7387500.00000000 0.015070018054 Long ABS-MBS CORP US N 2 2041-07-15 Floating 6.91086000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 11290000.00000000 PA USD 11559531.47000000 0.023580690078 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBD6 59596000.00000000 PA USD 52327028.20000000 0.106743723820 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAD7 25130000.00000000 PA USD 26063335.74000000 0.053167504591 Long ABS-O CORP US N 2 2036-09-15 Fixed 7.52000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 36545.26000000 0.000074549946 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Ericsson Telefonaktiebolaget LM Ericsson Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 37085.44000000 N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334JS1 1050000.00000000 PA USD 957585.39000000 0.001953411724 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CX5 49377000.00000000 PA USD 49429709.95000000 0.100833383605 Long DBT CORP DE N 2 2030-09-11 Fixed 4.99900000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179X5J1 5889351.31000000 PA USD 5992252.47000000 0.012223804116 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYC0 111262698.97000000 PA USD 93028736.44000000 0.189772553334 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 18829000.00000000 PA USD 17853618.00000000 0.036420215986 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBB5 13180000.00000000 PA USD 12206734.30000000 0.024900941629 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 124206716.34000000 PA USD 98709942.92000000 0.201361843923 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905UPV0 853000.00000000 PA USD 583823.91000000 0.001190962688 Long DBT NUSS N/A N 2 2034-08-28 Variable 0.01000000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAC9 20700000.00000000 PA USD 21450706.20000000 0.043758041248 Long ABS-O CORP US N 2 2036-09-15 Fixed 6.74000000 N N N N N N Elmwood CLO II Ltd. N/A 29001LAW1 78010000.00000000 PA USD 78010000.00000000 0.159135310788 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.61947000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 226898.46000000 0.000462858056 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 226025.39000000 N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 110709EC2 17530000.00000000 PA USD 21335074.07000000 0.043522159246 Long DBT NUSS CA N 2 2036-09-01 Fixed 7.25000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLMX9 451401598.33000000 PA USD 11023723.57000000 0.022487676917 Long ABS-MBS USGSE US N 2 2029-02-25 Variable 0.85371600 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 5925000.00000000 PA USD 5477487.71000000 0.011173717588 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N INDIAN RAILWAY FINANCE 335800F2JHSOGXQEBY56 45434L2H6 7820000.00000000 PA USD 7096728.20000000 0.014476862552 Long DBT CORP IN N 2 2032-01-21 Fixed 3.57000000 N N N N N Credit Suisse Mortgage Trust N/A 12594PAV3 13245000.00000000 PA USD 13041066.74000000 0.026602925377 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.79480000 N N N N N N HPS Loan Management Ltd N/A 40440XAA9 15448000.00000000 PA USD 15401656.00000000 0.031418373467 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.68095000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834LB2 36390000.00000000 PA USD 16064113.93000000 0.032769744427 Long DBT UST US N 2 2042-02-15 None 0.00000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEH5 1370000.00000000 PA USD 1397990.07000000 0.002851808540 Long DBT CORP US N 2 2028-06-23 Fixed 5.80000000 N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAG5 1660000.00000000 PA USD 1632560.35000000 0.003330316609 Long DBT CORP US N 2 2026-06-15 Fixed 3.85000000 N N N N N N NEW GENERATION GAS - UNFUNDED N/A 000000000 10236486.00000000 PA USD 10082938.71000000 0.020568537178 Long DBT CORP US N 3 2029-09-30 Floating 0.01000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 8278.43000000 0.000016887457 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 8657.14000000 N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAD7 4572000.00000000 PA USD 4026503.25000000 0.008213803949 Long DBT CORP MA Y 2 2031-06-23 Fixed 3.75000000 N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 200340AW7 24593000.00000000 PA USD 24890555.89000000 0.050775110206 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N Citigroup Mortgage Loan Trust N/A 17318WAJ9 2525589.65000000 PA USD 2287631.37000000 0.004666618754 Long ABS-MBS CORP US N 2 2047-09-25 Variable 4.86284000 N N N N N N CALIFORNIA INSTITUTE OF 549300CITPNHOTVPHC04 13034VAD6 39775000.00000000 PA USD 24723805.58000000 0.050434950452 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBYN4 6596081.10000000 PA USD 5560475.00000000 0.011343006246 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CM3 24000000.00000000 PA USD 24130392.81000000 0.049224427115 Long DBT CORP US N 2 N/A Fixed 6.70000000 N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBE5 127835000.00000000 PA USD 118331859.75000000 0.241389274162 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBC6 8450000.00000000 PA USD 7692385.31000000 0.015691964197 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BA6 5490000.00000000 PA USD 6052669.80000000 0.012347051528 Long DBT CORP US N 2 2040-06-15 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAM5 3414680.24000000 PA USD 2576556.13000000 0.005256006415 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -33795.74000000 -0.00006894110 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 490.59000000 USD 0.00000000 USD -3000000.00000000 USD -34286.33000000 N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 1000000.00000000 PA USD 996789.23000000 0.002033385000 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBT6 173553297.97000000 PA USD 151038985.32000000 0.308109676580 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Sunrun Artemis Issuer N/A 86771BAA9 25576412.71000000 PA USD 25351041.03000000 0.051714469851 Long ABS-O CORP US N 2 2059-07-30 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XHFP6 610505.10000000 PA USD 589633.12000000 0.001202813098 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAQ5 20905000.00000000 PA USD 22572936.42000000 0.046047317684 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N HAMBURG COMMERCIAL BANK TUKDD90GPC79G1KOE162 000000000 40000000.00000000 PA USD 38064807.20000000 0.077649723418 Long DBT CORP DE N 2 2031-03-21 Floating 5.00967500 N N N N N N Signal Peak CLO, LLC N/A 82671XAQ6 50000000.00000000 PA USD 50000000.00000000 0.101996738102 Long ABS-CBDO CORP JE N 2 2037-07-18 Floating 5.66947000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAE8 5770000.00000000 PA USD 5338514.78000000 0.010890221877 Long ABS-MBS CORP US N 2 2036-08-14 Fixed 3.39100000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAB3 26225000.00000000 PA USD 24504777.83000000 0.049988148131 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CV9 12325000.00000000 PA USD 12510841.28000000 0.025521300029 Long DBT CORP DE N 2 2028-02-08 Fixed 5.70600000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 47262.55000000 0.000096412518 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 46389.48000000 N N N DIG MIDCO/DIFL US II LLC N/A 000000000 35116316.00000000 PA USD 32438696.91000000 0.066172825462 Long DBT CORP LC N 2 2028-11-25 Fixed 10.50000000 N N Y N N N JPMDB Commercial Mortgage Secu N/A 46648KAT3 69277716.25000000 PA USD 66929596.55000000 0.136532010612 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.14670000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDA4 9795000.00000000 PA USD 8902622.66000000 0.018160769437 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N FHLMC Structured Pass Through S6XOOCT0IEG5ABCC6L87 31395A3J2 43736.27000000 PA USD 42028.82000000 0.000085736050 Long ABS-MBS USGSE US N 2 2044-07-25 Floating 5.97460000 N N N N N N OneMain Direct Auto Receivable N/A 68267EAB0 25000000.00000000 PA USD 24814507.50000000 0.050619976452 Long ABS-O CORP US N 2 2028-11-14 Fixed 3.95000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36198TUD2 54277.85000000 PA USD 48458.08000000 0.000098851321 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136F1EQ9 794000.00000000 PA USD 619452.62000000 0.001263642932 Long DBT USGSE US N 2 2031-03-17 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1MK7 3565774.54000000 PA USD 3257655.96000000 0.006645405635 Long ABS-MBS USGSE US N 2 2048-04-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402WA57 17780.66000000 PA USD 18074.18000000 0.000036870148 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 9365000.00000000 PA USD 8787746.08000000 0.017926428708 Long DBT CORP GB N 2 2028-09-22 Fixed 2.01300000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 4175.29000000 0.000008517319 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2025-06-20 0.00000000 USD -1671.36000000 USD -20930000.00000000 EUR 5846.65000000 N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 28050000.00000000 PA USD 28272997.50000000 0.057675070427 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834PH5 35525000.00000000 PA USD 13358612.57000000 0.027250698154 Long DBT UST US N 2 2045-02-15 None 0.00000000 N N N N N N IndyMac ARM Trust N/A 45660UAQ2 930.68000000 PA USD 896.79000000 0.000001829393 Long ABS-MBS CORP US N 2 2032-01-25 Variable 6.62169000 N N N N N N ZIMMER BIOMET HOLDINGS 2P2YLDVPES3BXQ1FRB91 98956PAN2 35000000.00000000 PA 39644992.03000000 0.080873197383 Long DBT CORP US N 2 2026-12-13 Fixed 2.42500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 83000000.00000000 PA USD 83894843.75000000 0.171140008122 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 46590XAM8 600000.00000000 PA USD 554180.40000000 0.001130491862 Long DBT CORP LU N 2 2031-12-01 Fixed 3.75000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 494550BP0 1958000.00000000 PA USD 1693704.94000000 0.003455047583 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YDB2 10308000.00000000 PA USD 9201048.59000000 0.018769538866 Long DBT CORP US N 2 2045-03-15 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 6182574.09000000 PA USD 5923514.28000000 0.012083582693 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N VISTRA CORP 549300ZH5GKBTJZ7NM23 92840VAA0 400000.00000000 PA USD 398681.20000000 0.000813283638 Long DBT CORP US N 2 2026-09-01 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 1322425.91000000 0.002697662584 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2027-03-20 659344.81000000 USD 0.00000000 USD -20000000.00000000 USD 663081.10000000 N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AT6 2000000.00000000 PA USD 1877352.93000000 0.003829677502 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N OneMain Direct Auto Receivable N/A 68267EAA2 24219602.48000000 PA USD 24101093.54000000 0.049164658515 Long ABS-O CORP US N 2 2027-09-14 Fixed 3.63000000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAX1 5325000.00000000 PA USD 5257505.31000000 0.010724967843 Long DBT CORP US N 2 2032-10-15 Fixed 6.62500000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBF5 50000.00000000 PA USD 46584.02000000 0.000095028361 Long DBT CORP US N 2 2029-02-15 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 14335000.00000000 PA USD 14301872.69000000 0.029174887262 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WX90 4000000.00000000 PA USD 3252817.99000000 0.006635536492 Long DBT MUN US N 2 2048-09-01 Fixed 4.03100000 N N N N N N LEIDOS INC 5493006I78VIN6J1BQ95 52532XAH8 20140000.00000000 PA USD 17393905.49000000 0.035482432456 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 70932MAD9 1295000.00000000 PA USD 1350084.54000000 0.002754084384 Long DBT CORP US N 2 2029-12-15 Fixed 7.87500000 N N N N N N Impac CMB Trust N/A 45254NML8 439534.72000000 PA USD 417250.62000000 0.000851164044 Long ABS-MBS CORP US N 2 2035-04-25 Floating 4.96109000 N N N N N N FANNIEMAE STRIPS B1V7KEBTPIMZEU4LTD58 31358C5U6 386000.00000000 PA USD 193991.15000000 0.000395729290 Long DBT USGSE US N 2 2038-08-06 None 0.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -109706.16000000 -0.00022379340 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 3461.25000000 USD 0.00000000 USD -6000000.00000000 USD -113167.41000000 N N N CDW LLC/CDW FINANCE N/A 12513GBG3 15000000.00000000 PA USD 14517002.69000000 0.029613738428 Long DBT CORP US Y 2 2026-12-01 Fixed 2.67000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYA4 67124888.55000000 PA USD 50593926.79000000 0.103208310007 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAC2 6970000.00000000 PA USD 6587502.43000000 0.013438075202 Long ABS-MBS CORP US N 2 2036-08-14 Fixed 3.18900000 N N N N N N NORTHWEST PIPELINE LLC 549300FFKMN9OW536A14 66775VAB1 4110000.00000000 PA USD 4076855.25000000 0.008316518744 Long DBT CORP US N 2 2027-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XFJ0 74828683.96000000 PA USD 73741194.21000000 0.150427225464 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 5.00000000 N N N N N N SOUTHERN CO GAS CAPITAL E8CD46SWUD2TSN8PA636 001192AK9 2700000.00000000 PA USD 2234927.64000000 0.004559106583 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAB8 11464000.00000000 PA USD 11453407.27000000 0.023364203634 Long DBT CORP US N 2 2027-02-15 Fixed 5.62500000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAE3 5250000.00000000 PA USD 5261587.31000000 0.010733294857 Long DBT CORP US N 2 2030-01-15 Fixed 6.25000000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AA6 2677000.00000000 PA USD 2189195.81000000 0.004465816633 Long DBT CORP US Y 2 2055-11-15 Fixed 4.33000000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RDY7 25700000.00000000 PA USD 25276561.66000000 0.051562536795 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -210478.72000000 -0.00042936285 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD -208776.49000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 275658.42000000 0.000562325193 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -109257385.00000000 EUR 124693945.75000000 USD 2025-07-22 275658.42000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBU5 1336000.00000000 PA USD 1177185.45000000 0.002401381520 Long DBT CORP US N 2 2041-11-15 Fixed 4.62500000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABU3 38808000.00000000 PA USD 38548358.96000000 0.078636137462 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 5.38003000 N N N N N N GREYSTONE COML CAP TRUST N/A 39810DAA7 196471028.81600000 PA USD 174859215.65000000 0.356701392470 Long DBT CORP US Y 3 2025-05-31 Floating 7.23018000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36213TEP4 24964.43000000 PA USD 25838.11000000 0.000052708058 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CJ3 4843000.00000000 PA USD 4975795.06000000 0.010150297311 Long DBT NUSS N/A N 2 2029-01-24 Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2F0 4458000.00000000 PA USD 4422152.78000000 0.009020903179 Long DBT CORP FR Y 2 2028-08-14 Fixed 4.40000000 N N N N N N JBS USA HOLD/FOOD/LUX CO N/A 47214BAC2 82482000.00000000 PA USD 89484804.28000000 0.182543162926 Long DBT CORP LU N 2 2034-03-15 Fixed 6.75000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AY0 11855000.00000000 PA USD 10833414.69000000 0.022099459217 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N Bain Capital Euro CLO 549300PIGPIGPDTXG932 000000000 47750000.00000000 PA 53579287.31000000 0.109298250709 Long ABS-CBDO CORP IE N 2 2034-07-15 Floating 3.15900000 N N N N N N PILGRIM'S PRIDE CORP 549300ZSLGV64ZL3HD75 72147KAJ7 4375000.00000000 PA USD 4139263.18000000 0.008443826850 Long DBT CORP US N 2 2031-04-15 Fixed 4.25000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 244379.56000000 0.000498518359 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 242183.10000000 N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 16411RAK5 50000.00000000 PA USD 49411.31000000 0.000100795848 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAR4 9575000.00000000 PA USD 9671790.75000000 0.019729822162 Long DBT CORP US N 2 2028-12-31 Fixed 8.25000000 N N N N N N Anchorage Capital Europe CLO 635400ZNDJ8ARDAHOM33 000000000 33400000.00000000 PA 37931378.12000000 0.077377536799 Long ABS-CBDO CORP IE N 2 2038-01-22 Floating 3.98600000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DPG0 115.68000000 PA USD 115.77000000 0.000000236163 Long ABS-MBS USGA US N 2 2031-08-20 Fixed 8.00000000 N N N N N N Rad CLO Ltd N/A 75009CAA4 42200000.00000000 PA USD 42254754.50000000 0.086196942566 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.86947000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBA3 7250000.00000000 PA USD 7226246.00000000 0.014741070414 Long DBT CORP US N 2 2027-01-29 Fixed 3.96000000 N N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 690353T64 2280150.00000000 PA USD 2146424.60000000 0.004378566155 Long DBT USGA US N 2 2034-10-05 Fixed 3.19000000 N N N N N N ARCH CAPITAL FINANCE LLC 549300XG4URFY0200M65 03939CAB9 6475000.00000000 PA USD 5777376.20000000 0.011785470543 Long DBT CORP US N 2 2046-12-15 Fixed 5.03100000 N N N N N N TEXAS HEALTH RESOURCES 54930008C10TUBW7Z611 882484AB4 2250000.00000000 PA USD 1666750.01000000 0.003400061285 Long DBT CORP US N 2 2051-11-15 Fixed 3.37200000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 17897000.00000000 PA USD 17481991.20000000 0.035662121558 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 -435000000.00000000 OU OTHER USD -177652.12000000 -0.00036239873 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Put Written J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.43.V1 Default Event 2029-12-20 0.00000000 USD 0.00000000 USD N/A N/A -435000000.00000000 USD 75.00000000 USD 2025-05-21 XXXX 226897.88000000 N N N OCS Group Investments Limited 54930002RKY3Y4LURL90 000000000 17275000.00000000 PA 22907280.54000000 0.046729357877 Long LON CORP GB N 2 2031-11-27 Floating 10.45000000 N N N N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAA1 770000.00000000 PA USD 551609.53000000 0.001125247455 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N REP OF ITALY CPN STRIP 815600DE60799F5A9309 000000000 43130139.84000000 PA 40329270.90000000 0.082269081637 Long DBT NUSS IT N 2 2031-02-20 None 0.00000000 N N N N N N Elmwood CLO 41 Ltd N/A 29005BAA7 50000000.00000000 PA USD 50000000.00000000 0.101996738102 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 0.01000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 29585000.00000000 PA USD 30313036.08000000 0.061836616043 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N Bear Stearns Adjustable Rate M N/A 07384MSH6 125.38000000 PA USD 127.25000000 0.000000259581 Long ABS-MBS CORP US N 2 2033-02-25 Variable 6.75028000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBW1 615000.00000000 PA USD 526346.03000000 0.001073711563 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2C7 17175000.00000000 PA USD 16685947.03000000 0.034038243384 Long DBT CORP FR N 2 2027-11-16 Fixed 3.50000000 N N N N N N Countrywide Asset-Backed Certi N/A 126673KY7 14964.46000000 PA USD 17003.65000000 0.000034686336 Long ABS-O CORP US N 2 2034-11-25 Floating 5.49109000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BR2 20000000.00000000 PA USD 16458785.54000000 0.033574848764 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -91422.76000000 -0.00018649646 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 1145.30000000 USD 0.00000000 USD -6000000.00000000 USD -92568.06000000 N N N WSH Services Holding Ltd 213800Q4GRDGCYS3TU11 000000000 10550000.00000000 PA 13989685.08000000 0.028538044904 Long LON CORP GB N 2 2031-05-16 Floating 9.20900000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBB0 12287000.00000000 PA USD 12049858.44000000 0.024580925109 Long DBT CORP US Y 2 2027-08-15 Fixed 3.55700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAF0 8906246.96000000 PA USD 7083246.33000000 0.014449360416 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 219868CH7 2000000.00000000 PA USD 2070563.40000000 0.004223814256 Long DBT NUSS N/A N 2 2027-04-26 Fixed 6.00000000 N N N N N N BFLD Trust N/A 05555VAA7 37000000.00000000 PA USD 36953750.00000000 0.075383239213 Long ABS-MBS CORP US N 2 2041-07-15 Floating 6.21186000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 72132000.00000000 PA 74156123.10000000 0.151273653331 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390UYD2 18863.51000000 PA USD 19456.87000000 0.000039690745 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYD8 679820.72000000 PA USD 595757.73000000 0.001215306903 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QTR2 16357.49000000 PA USD 17024.46000000 0.000034728787 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391F5M6 10732.58000000 PA USD 11065.42000000 0.000022572734 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 283623.08000000 0.000578572580 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 282805.44000000 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 1420000.00000000 PA USD 965624.70000000 0.001969811392 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477CH4 15415000.00000000 PA USD 15458737.09000000 0.031534815167 Long DBT CORP US N 2 N/A Fixed 6.70000000 N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 796253Z21 6480000.00000000 PA USD 6070048.74000000 0.012382503432 Long DBT MUN US N 2 2042-02-01 Fixed 4.42700000 N N N N N N TK ELEVATOR MIDCO GMBH 254900K869UN2ZWVB351 000000000 43500000.00000000 PA 49081859.10000000 0.100123790564 Long DBT CORP DE N 2 2027-07-15 Fixed 4.37500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119AJ8 20412000.00000000 PA USD 23004608.62000000 0.046927900811 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N NCR ATLEOS LLC 9845005FC3S0VA714741 638962AA8 10758000.00000000 PA USD 11584562.72000000 0.023631752195 Long DBT CORP US N 2 2029-04-01 Fixed 9.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391LYA7 3102.24000000 PA USD 3215.38000000 0.000006559165 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N JP Morgan Chase Commercial Mor N/A 465968AD7 70600000.00000000 PA USD 68180770.98000000 0.139084324825 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.19460000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAJ4 11180000.00000000 PA USD 10658970.66000000 0.021743604777 Long DBT CORP US N 2 2030-05-01 Fixed 3.60000000 N N N N N N GILLETTE COMPANY N/A 37576GAQ3 6519000.00000000 PA USD 6411089.42000000 0.013078204170 Long DBT CORP US N 2 2043-04-02 Floating 4.24949000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -92902.57000000 -0.00018951518 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-12-24 0.00000000 USD 0.00000000 USD 49689936.00000000 USD -92902.57000000 N N N CDW LLC/CDW FINANCE N/A 12513GBK4 1146000.00000000 PA USD 1145692.01000000 0.002337136957 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AZ7 19100000.00000000 PA USD 16638114.44000000 0.033940668021 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N Woodward Capital Management N/A 749421AA1 44725844.49000000 PA USD 44844359.03000000 0.091479566867 Long ABS-MBS CORP US N 2 2044-11-25 Variable 5.48955000 N N N N N N Tikehau 5493003A9LSOVYP56X91 000000000 14486613.48000000 PA 16378350.89000000 0.033410767325 Long ABS-CBDO CORP IE N 2 2031-10-15 Floating 3.17900000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAM9 4500000.00000000 PA USD 4246904.29000000 0.008663407692 Long DBT CORP US Y 2 2040-04-15 Fixed 6.87500000 N N N N N N Ares Euro CLO 6354007OH9MZ1YTNJL79 000000000 13811321.72000000 PA 15605851.31000000 0.031834918578 Long ABS-CBDO CORP IE N 2 2032-04-15 Floating 3.04900000 N N N N N N Endo Inc N/A 29290D117 2.00000000 NS USD 42.58000000 0.000000086860 Long EC CORP US N 1 N N N ORLANDO HEALTH OBL GRP N/A 686514AH3 9850000.00000000 PA USD 6792492.57000000 0.013856241714 Long DBT CORP US N 2 2050-10-01 Fixed 3.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMUF1 38278707.99000000 PA USD 34851962.83000000 0.071095730502 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ANK78 107660156.06000000 PA USD 90018431.05000000 0.183631726724 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 13062.87000000 0.000026647402 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -248.30000000 USD 1350000.00000000 USD 13311.17000000 N N N Barclays Commercial Mortgage S N/A 05491LAG3 21720000.00000000 PA USD 19718543.27000000 0.040224541873 Long ABS-MBS CORP US N 2 2036-08-14 Variable 3.72919700 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905UPQ1 4605000.00000000 PA USD 3041049.90000000 0.006203543404 Long DBT NUSS N/A N 2 2034-07-31 Variable 0.01000000 N N N N N N SREIT Trust N/A 78472UAL2 62913112.81000000 PA USD 61300964.29000000 0.125049968002 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.06124000 N N N N N N MAGNA INTERNATIONAL INC 95RWVLFZX6VGDZNNTN43 559222AR5 3900000.00000000 PA USD 3893380.53000000 0.007942242285 Long DBT CORP CA N 2 2025-10-01 Fixed 4.15000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003PAA9 75100000.00000000 PA USD 75478443.92000000 0.153971101538 Long ABS-MBS CORP US N 2 2035-07-15 Variable 5.48440600 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAA1 9205000.00000000 PA USD 8443730.86000000 0.017224660102 Long DBT CORP US N 2 2029-08-15 Fixed 3.87500000 N N N N N N FORTIS INC 549300MQYQ9Y065XPR71 349553AM9 25625000.00000000 PA USD 25063346.13000000 0.051127591024 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Specialty Underwriting & Resid N/A 84751PAN9 337285.55000000 PA USD 330710.74000000 0.000674628334 Long ABS-O CORP US N 2 2034-06-25 Floating 5.56609000 N N N N N N UNITED AIR 2015-1 AA PTT N/A 90932LAA5 6549678.43000000 PA USD 6330355.90000000 0.012913513056 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GC86 4900000.00000000 PA USD 4034302.80000000 0.008229714522 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 26377.36000000 0.000053808093 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AT&T INC AT&T Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 26917.54000000 N N N HUMANA INC 529900YLDW34GJAO4J06 444859CA8 31487000.00000000 PA USD 31923229.45000000 0.065121305472 Long DBT CORP US N 2 2031-04-15 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNM1 46747192.22000000 PA USD 47437338.78000000 0.096769076396 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140LYNG4 734613.01000000 PA USD 642755.01000000 0.001311178288 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N HARTFORD INSUR GRP INC/T IU7C3FTM7Y3BQM112U94 416515BB9 480000.00000000 PA USD 404640.28000000 0.000825439773 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAP5 94795000.00000000 PA USD 91983192.68000000 0.187639712272 Long DBT CORP US N 2 2034-09-15 Fixed 4.80000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XM7B6 2860902.69000000 PA USD 2608650.75000000 0.005321477346 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AU8 6066000.00000000 PA USD 5671856.25000000 0.011570216729 Long DBT CORP US N 2 2029-02-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287YV43 2897.41000000 PA USD 2941.00000000 0.000005999448 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2N1 112636280.39000000 PA USD 98601935.02000000 0.201141514853 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB51 19320414.81000000 PA USD 15392176.86000000 0.031399036640 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1416739.08000000 0.002890055298 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 3679.39000000 USD 0.00000000 USD -22500000.00000000 USD 1413059.69000000 N N N WYNN LAS VEGAS LLC/CORP N/A 983130AX3 13502000.00000000 PA USD 13370372.64000000 0.027274687929 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N OneMain Financial Issuance Tru N/A 682696AA7 68400000.00000000 PA USD 66341748.24000000 0.135332838410 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.75000000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 000000000 40406000.00000000 PA USD 40860567.50000000 0.083352892040 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 32376000.00000000 PA USD 34014032.55000000 0.069386407396 Long DBT CORP US N 2 2027-11-15 Fixed 11.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162XBE3 13000000.00000000 PA USD 11880898.90000000 0.024236258670 Long ABS-MBS CORP US N 2 2053-10-15 Fixed 1.94540000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPQK8 5794510.00000000 PA USD 5065336.86000000 0.010332956742 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHSH3 3610166.21000000 PA USD 3012432.04000000 0.006145164836 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Washington Mutual MSC Mortgage N/A 939336PM9 125.09000000 PA USD 119.61000000 0.000000243996 Long ABS-MBS CORP US N 2 2033-02-25 Variable 4.72437300 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAL7 8500000.00000000 PA USD 8660132.35000000 0.017666105024 Long DBT CORP NO N 2 2028-06-13 Fixed 5.60000000 N N N N N STRIPS 254900HROIFWPRGM1V77 912834LK2 18020000.00000000 PA USD 7844808.47000000 0.016002897499 Long DBT UST US N 2 2042-05-15 None 0.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -46647.60000000 -0.00009515806 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Avis Budget Group Inc Avis Budget Group Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -46107.42000000 N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BL7 19830000.00000000 PA USD 17083026.77000000 0.034848260149 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAD8 3230000.00000000 PA USD 3221522.30000000 0.006571695326 Long DBT CORP US N 2 2027-03-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTR3 4530955.77000000 PA USD 3784854.47000000 0.007720856202 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2K9 28300000.00000000 PA USD 25960212.60000000 0.052957140113 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187AW9 3930000.00000000 PA USD 4034650.19000000 0.008230423175 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJN1 2155000.00000000 PA USD 2223795.89000000 0.004536398539 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LD1 1700000.00000000 PA USD 1681941.45000000 0.003431050831 Long DBT CORP US N 2 2028-01-10 Fixed 3.88700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2L5 14266799.05000000 PA USD 11374938.29000000 0.023204132034 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDH0 5625000.00000000 PA USD 5476128.81000000 0.011170945521 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCK6 5513000.00000000 PA USD 5086293.80000000 0.010375707532 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -86740.26000000 -0.00017694447 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 271.84000000 USD 0.00000000 USD -10000000.00000000 USD -87012.10000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -91422.76000000 -0.00018649646 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 3294.69000000 USD 0.00000000 USD -6000000.00000000 USD -94717.45000000 N N N Capital Four CLO 549300QO4S9JIYQOSV53 000000000 85250000.00000000 PA 96789550.99000000 0.197444369668 Long ABS-CBDO CORP IE N 2 2036-10-25 Floating 3.88800000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAM5 37300000.00000000 PA USD 37398158.68000000 0.076289803928 Long DBT CORP NO N 2 2033-06-13 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17326FAC1 63250870.35000000 PA USD 61401136.60000000 0.125254312980 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.20900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HTZ9 1428.28000000 PA USD 1489.09000000 0.000003037646 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USKU4 102538863.48000000 PA USD 85597195.58000000 0.174612694798 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905UPL2 8591000.00000000 PA USD 5668109.84000000 0.011562574297 Long DBT NUSS N/A N 2 2034-06-30 Variable 0.01000000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GXE0 2050000.00000000 PA USD 1869629.81000000 0.003813922841 Long DBT MUN US N 2 2045-05-15 Fixed 3.93100000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CM6 4500000.00000000 PA USD 4400389.00000000 0.008976506487 Long DBT CORP US N 2 2028-02-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D2M3 66548100.56000000 PA USD 55619075.70000000 0.113459285953 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814CS0 304000.00000000 PA USD 313840.27000000 0.000640213676 Long DBT NUSS CA N 2 2026-04-15 Fixed 8.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -7478.91000000 -0.00001525648 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -7691.37000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DTP7 4004433.48000000 PA USD 3020077.58000000 0.006160761239 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 1.50000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 55037AAB4 9800000.00000000 PA USD 8581244.56000000 0.017505179079 Long DBT CORP NO N 2 2031-07-15 Fixed 3.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7DJ2 27558.18000000 PA USD 27888.56000000 0.000056890843 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FM21 304314.25000000 PA USD 296498.15000000 0.000604836883 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.70538800 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YRG1 15733036.50000000 PA USD 15448124.74000000 0.031513166665 Long ABS-MBS USGA US N 2 2054-02-20 Fixed 5.00000000 N N N N N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 92328MAB9 2380000.00000000 PA USD 2140658.62000000 0.004366803932 Long DBT CORP US N 2 2031-08-15 Fixed 4.12500000 N N N N N GS Mortgage Securities Trust N/A 36260JAC1 68452934.77000000 PA USD 64625053.50000000 0.131830893134 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.30700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 13050000.00000000 PA USD 12596806.06000000 0.025696662572 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N TPC Group Rights N/A 000000000 353022.00000000 NS USD 7060440.00000000 0.014402836991 Long EC CORP US Y 3 N N N CLEVELAND CLINIC FOUND 5493005LGDPOFHUC6Z36 18600TAA0 2815000.00000000 PA USD 2350790.45000000 0.004795459157 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 459790.70000000 N N N AKER BP ASA 549300NFTY73920OYK69 00973RAN3 17100000.00000000 PA USD 15989924.43000000 0.032618402687 Long DBT CORP NO N 2 2034-10-01 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWNL3 202711251.40000000 PA USD 205693543.38000000 0.419601409471 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJP5 373047.50000000 PA USD 382372.13000000 0.000780014200 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Vendome Funding 213800E1K47KVQWSQS72 000000000 73900000.00000000 PA 83380526.02000000 0.170090833506 Long ABS-CBDO CORP IE N 2 2034-07-20 Floating 3.18600000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AV6 3200000.00000000 PA USD 2871088.74000000 0.005856833725 Long DBT CORP US N 2 2031-02-01 Fixed 6.00000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 2000000.00000000 PA USD 2179860.00000000 0.004446772190 Long DBT CORP AE N 2 2037-07-02 Fixed 6.85000000 N N N N N N Bayview Financing Trust N/A 07336HAA0 27869527.26000000 PA USD 27894609.83000000 0.056903184266 Long ABS-MBS CORP US N 3 2026-07-01 Floating 8.33568000 N N N N N N Avis Budget Rental Car Funding IHXLB8SL0QWSSG2VG640 05377RHY3 105243000.00000000 PA USD 107503230.24000000 0.219299576399 Long ABS-O CORP US N 2 2030-06-20 Fixed 5.36000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 37291000.00000000 PA USD 36904359.97000000 0.075282486774 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETH66 2797957.89000000 PA USD 2538964.44000000 0.005179321820 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.00000000 N N N N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -93328.97000000 -0.00019038501 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -40150771.65000000 USD 5673906296.00000000 JPY 2025-07-22 -93328.97000000 N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 74834LBG4 14710000.00000000 PA USD 14537635.83000000 0.029655828687 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N STRIPS 254900HROIFWPRGM1V77 912834TV0 25990000.00000000 PA USD 8215325.47000000 0.016758728007 Long DBT UST US N 2 2048-08-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJX37 5485123.09000000 PA USD 5299302.70000000 0.010810231792 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AG8 7840000.00000000 PA USD 7791269.93000000 0.015893682370 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380K3T0 2799358.48000000 PA USD 665261.66000000 0.001357090386 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N WCORE Commercial Mortgage Trus N/A 951913AE2 25200000.00000000 PA USD 25058250.00000000 0.051117195251 Long ABS-MBS CORP US N 2 2041-11-15 Floating 6.56305000 N N N N N N Freddiemac Strip S6XOOCT0IEG5ABCC6L87 31325UQB5 1392097.16000000 PA USD 133746.51000000 0.000272834155 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276YAG8 96253000.00000000 PA USD 2943763.25000000 0.006005084984 Long ABS-MBS CORP US N 2 2052-04-15 Variable 1.01868600 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AP7 5885000.00000000 PA USD 5752475.57000000 0.011734674883 Long DBT CORP US N 2 2027-03-01 Fixed 3.87500000 N N N N N N COMM Mortgage Trust N/A 12595VAC1 54996860.14000000 PA USD 53702575.03000000 0.109549749615 Long ABS-MBS CORP US N 2 2051-05-10 Fixed 3.96100000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 391340.05000000 0.000798308171 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -72769749965.00000000 COP 17490500.00000000 USD 2025-06-18 391340.05000000 N N N Hudson Yards N/A 44855PAA6 54215000.00000000 PA USD 55713513.44000000 0.113651932782 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.64906800 N N N N N N Barclays Commercial Mortgage S N/A 05491LAA6 17450000.00000000 PA USD 16746325.26000000 0.034161411034 Long ABS-MBS CORP US N 2 2036-08-14 Fixed 2.93700000 N N N N N N Signal Peak CLO, LLC N/A 826937AA2 40000000.00000000 PA USD 40000000.00000000 0.081597390482 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.65947000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AZ6 22492000.00000000 PA USD 16645627.04000000 0.033955993235 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N PENNSYLVANIA ST TURNPIKE COMMI 549300J8LLBYEYEXZJ24 709223A27 5370000.00000000 PA USD 5298020.89000000 0.010807616983 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAD4 57600000.00000000 PA USD 53411063.04000000 0.108955084173 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 2.79460000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWB28 38955088.07000000 PA USD 34052996.93000000 0.069465892189 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABL8 47439000.00000000 PA USD 33957023.23000000 0.069270112102 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50076QAE6 2237000.00000000 PA USD 2016369.44000000 0.004113262113 Long DBT CORP US N 2 2042-06-04 Fixed 5.00000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 6275000.00000000 PA USD 6126730.85000000 0.012498131238 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -845232.69000000 -0.00172421954 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -1582666695.00000000 THB 46707000.00000000 USD 2025-06-18 -845232.69000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LNV0 11053259.73000000 PA USD 10916862.73000000 0.022269687775 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162YAC6 48180000.00000000 PA USD 46019334.17000000 0.093876439500 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 3.09020000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AY9 35605000.00000000 PA USD 33592106.58000000 0.068525705943 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PBN1 185000.00000000 PA USD 184660.68000000 0.000376695740 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWF73 5551867.29000000 PA USD 5656948.98000000 0.011539806871 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CP9 16692000.00000000 PA USD 16127073.81000000 0.032898178475 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XHBX3 307308.18000000 PA USD 297250.40000000 0.000606371423 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWAN3 38280940.27000000 PA USD 30650708.99000000 0.062525446750 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RJX1 3300000.00000000 PA USD 3172244.77000000 0.006471172380 Long DBT CORP US Y 2 2027-06-01 Fixed 2.30000000 N N N N N N European Residential Loan Secu N/A 000000000 6250437.29000000 PA 6837865.37000000 0.013948799266 Long ABS-O CORP LU N 2 2060-11-25 Floating 4.52100000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 154551.55000000 0.000315275079 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 1471.76000000 USD 0.00000000 USD -9000000.00000000 USD 153079.79000000 N N N Towd Point Mortgage Trust N/A 89182FAA7 31311338.65000000 PA USD 31867067.94000000 0.065006739655 Long ABS-MBS CORP US N 2 2063-10-25 Variable 7.29400000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 21875000.00000000 PA USD 15754950.95000000 0.032139072117 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N Atlas Senior Loan Fund LTD N/A 04941TBG4 36355688.95000000 PA USD 36355688.95000000 0.074163233687 Long ABS-CBDO CORP KY Y 2 2031-11-27 Floating 5.68013000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CJ7 5505000.00000000 PA USD 4913738.38000000 0.010023705733 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCG5 58509000.00000000 PA USD 57069678.60000000 0.116418421235 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPE62 24110495.97000000 PA USD 23932202.47000000 0.048820131751 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397XL2 2600000.00000000 PA USD 2584809.96000000 0.005272843690 Long DBT CORP US N 2 2025-08-04 Fixed 4.13400000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 10110000.00000000 PA USD 9988781.10000000 0.020376461796 Long DBT CORP N/A Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4TF3 7540400.68000000 PA USD 6884559.02000000 0.014044051266 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 502431AS8 15850000.00000000 PA USD 16090826.94000000 0.032824237225 Long DBT CORP US N 2 2029-06-01 Fixed 5.05000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 138449.96000000 0.000282428886 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IHS MARKIT LTD CDX.NA.HY.42.V1 Y Default Event 2027-08-02 0.00000000 USD -6650.75000000 USD 99713984.11000000 USD 145100.71000000 N N N GS Mortgage Securities Trust 54930066YOFVQE068N73 36250PAG0 60188000.00000000 PA USD 993.10000000 0.000002025859 Long ABS-MBS CORP US N 2 2048-07-10 Variable 0.01000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 69143000.00000000 PA USD 65933735.16000000 0.134500518345 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N AMER AIRLN 15-1 A PTT N/A 023770AA8 6201809.29000000 PA USD 6005268.99000000 0.012250356968 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N CIM Trust N/A 17179VAA8 33423220.57000000 PA USD 33009083.47000000 0.067336376834 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.75000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318AS3 4320000.00000000 PA USD 4185898.32000000 0.008538959493 Long DBT CORP US N 2 2028-11-01 Fixed 6.25000000 N N N N N N WP CAREY INC 54930042CRNE713E3Q67 92936UAG4 5790000.00000000 PA USD 5049628.94000000 0.010300913610 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409D3J0 3861.02000000 PA USD 4028.10000000 0.000008217061 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust 529900ELA1S09AZO9Q54 46593HAA6 9402577.59000000 PA USD 9393580.26000000 0.019162290912 Long ABS-O CORP US N 2 2054-10-20 Floating 5.55040000 N N N N N N Jamestown CLO Ltd N/A 47048XBC5 54500000.00000000 PA USD 54009500.00000000 0.110175856531 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.30947000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAB6 8575000.00000000 PA USD 8607726.89000000 0.017559201305 Long DBT CORP US N 2 2033-03-01 Fixed 6.75000000 N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 59078.19000000 0.000120515653 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 58260.55000000 N N N PARKLAND CORP 549300UY5C6HUV0XLS53 70137WAN8 2520000.00000000 PA USD 2506996.80000000 0.005114109920 Long DBT CORP CA N 2 2032-08-15 Fixed 6.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQTP2 34368048.69000000 PA USD 34633143.54000000 0.070649353426 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 5.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDM9 14900000.00000000 PA USD 14202959.63000000 0.028973111073 Long DBT CORP US N 2 2029-06-01 Fixed 4.25000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CQ7 29265000.00000000 PA USD 28168472.52000000 0.057461846287 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FDB27 1030223.52000000 PA USD 182847.57000000 0.000372997114 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJCC5 5426826.56000000 PA USD 4092845.90000000 0.008349138627 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 1.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGY4 39095000.00000000 PA USD 37991620.19000000 0.077500426692 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2M5 32200000.00000000 PA USD 30126822.32000000 0.061456752120 Long DBT CORP FR N 2 2028-09-30 Fixed 1.90400000 N N N N N N CITIGROUP CAPITAL XIII N/A 173080201 22000.00000000 NS USD 655600.00000000 0.001337381230 Long EP CORP US N 1 N N N Sound Point CLO LTD N/A 83616KAA5 45000000.00000000 PA USD 45000000.00000000 0.091797064292 Long ABS-CBDO CORP JE N 2 2035-04-25 Floating 5.62177000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 49256.48000000 0.000100480005 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TELEKOM MALAYSIA BHD TELEKOM MALAYSIA BHD Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 49874.92000000 N N N UBS Commercial Mortgage Trust N/A 90276YAD5 31500000.00000000 PA USD 29932219.80000000 0.061059775675 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.34360000 N N N N N N KKR Financial CLO Ltd 549300PJRIGYUE3V5M12 48250MAK3 400390.91000000 PA USD 400390.91000000 0.000816771335 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 5.69771000 N N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 15981000.00000000 PA USD 18732010.47000000 0.038212079320 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834PM4 42525000.00000000 PA USD 15581938.20000000 0.031786137394 Long DBT UST US N 2 2045-08-15 None 0.00000000 N N N N N N CD Commercial Mortgage Trust N/A 12515DAQ7 55314050.10000000 PA USD 53866232.50000000 0.109883600177 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.24800000 N N N N N N Elmwood CLO II Ltd. N/A 29001LBA8 47450000.00000000 PA USD 46989749.24000000 0.095856022935 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.96947000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAP4 2500000.00000000 PA USD 2400148.98000000 0.004896147338 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 04649VBD1 5561925.00000000 PA USD 5306076.45000000 0.010824049800 Long LON CORP US N 2 2030-09-19 Floating 8.57162000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 16435000.00000000 PA USD 16545323.03000000 0.033751379598 Long DBT CORP US N 2 2032-03-01 Fixed 6.37500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 8600000.00000000 PA USD 7704385.44000000 0.015716443679 Long DBT CORP US N 2 2032-02-15 Fixed 3.87500000 N N N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -1784.00000000 NC USD -691300.00000000 -0.00141020690 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Put Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 0.00000000 USD 2500.00000000 96.25000000 USD 2025-12-12 XXXX 430396.48000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -372308.81000000 -0.00075948568 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2025-12-20 0.00000000 USD -946.78000000 USD 10000000.00000000 USD -371362.03000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 35106.80000000 0.000071615581 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Cellnex Telecom SA Cellnex Telecom SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 35646.98000000 N N N Regal Trust IV N/A 758842AA6 3750.42000000 PA USD 3465.62000000 0.000007069638 Long ABS-MBS CORP US N 2 2031-09-29 Floating 1.72300000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834NV6 132650000.00000000 PA USD 51125369.56000000 0.104292418588 Long DBT UST US N 2 2044-08-15 None 0.00000000 N N N N N N Nassau Euro CLO DAC 254900VRXON6VU2LZZ97 000000000 55000000.00000000 PA 61006376.97000000 0.124449029088 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.39600000 N N N N N N Affirm Inc N/A 00834BAG2 3000000.00000000 PA USD 3012618.30000000 0.006145544794 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.93000000 N N N N N N SAN ANTONIO TX ELEC & GAS REVE 5493002G2FEH20Q4GQ04 796253T93 1000000.00000000 PA USD 1053559.42000000 0.002149192484 Long DBT MUN US N 2 2039-02-01 Fixed 5.98500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNX70 517322211.28000000 PA USD 20050063.87000000 0.040900822269 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.21434000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EL57 49714433.73000000 PA USD 50593314.82000000 0.103207061628 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AQ0 6410000.00000000 PA USD 5627795.26000000 0.011480335184 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N NMLT Trust N/A 62916TAD1 8617089.00000000 PA USD 8618349.68000000 0.017580871103 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.31400000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KG1 7000000.00000000 PA USD 7097447.95000000 0.014478330795 Long DBT CORP US N 2 2032-06-15 Fixed 5.90000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -43370.13000000 -0.00008847223 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD -44187.77000000 N N N Anchorage Capital CLO LTD 549300X5ZN5RMBYQ2W98 03331GAQ1 124500000.00000000 PA USD 124500000.00000000 0.253971877876 Long ABS-CBDO CORP JE N 2 2037-07-15 Floating 5.68610000 N N N N N N ICG Euro CLO 5493000GNZH2JWC7EQ58 000000000 99750000.00000000 PA 113294778.53000000 0.231113957082 Long ABS-CBDO CORP IE N 2 2038-01-26 Floating 3.89100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7GN2 352523.71000000 PA USD 340948.99000000 0.000695513696 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AF8 3315000.00000000 PA USD 3268288.59000000 0.006667095507 Long DBT CORP US N 2 2026-08-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XNY81 13925643.09000000 PA USD 13498794.28000000 0.027536659697 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N NMLT Trust N/A 62916TAB5 11863917.58000000 PA USD 11912518.12000000 0.024300759816 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.70800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKV1 28596620.04000000 PA USD 28707600.95000000 0.058561633113 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Birch Grove CLO Ltd. 2549009HQHT8KMO8YJ79 09077YAA2 94000000.00000000 PA USD 94000000.00000000 0.191753867633 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 5.70889000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAD8 12845000.00000000 PA USD 12647583.91000000 0.025800246074 Long DBT CORP US N 2 2026-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HZ40 14500.51000000 PA USD 14884.71000000 0.000030363837 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1910.52000000 -0.00000389733 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-06-20 67.90000000 USD 0.00000000 USD -200000.00000000 USD -1978.42000000 N N N CIFC European Funding CLO 5493000EF0244RPYUG32 000000000 68500000.00000000 PA 77291647.71000000 0.157669918980 Long ABS-CBDO CORP IE N 2 2034-01-15 Floating 3.32900000 N N N N N N AGL CLO Ltd. 549300U1G1VA46DEO184 001207AQ2 67750000.00000000 PA USD 67750000.00000000 0.138205580129 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.79947000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752AL7 10600000.00000000 PA USD 9921757.86000000 0.020239738759 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N NMLT Trust N/A 62916TAC3 20358720.36000000 PA USD 20422811.65000000 0.041661203423 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.86000000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FH1 7580000.00000000 PA USD 5805874.27000000 0.011843604747 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N PT PERTAMINA (PERSERO) 254900NDAKGNZ2IBBL45 000000000 2155000.00000000 PA USD 1986910.00000000 0.004053166778 Long DBT CORP ID N 2 2043-05-20 Fixed 5.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ7B3 18811289.75000000 PA USD 18547854.19000000 0.037836412523 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F5S59 372695.42000000 PA USD 369571.00000000 0.000753900729 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 4.00000000 N N N N N N OWENS CORNING JO5M6676RDJIZ2U8X907 690742AG6 19585000.00000000 PA USD 15444795.44000000 0.031506375110 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001YAD6 42491721.83000000 PA USD 39629394.46000000 0.080841379358 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.89200000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -134612.88000000 -0.00027460149 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD -133540.08000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9X34 64738701.70000000 PA USD 48806979.80000000 0.099563054725 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCC3 16000.00000000 PA USD 12140.82000000 0.000024766480 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BDM6 11588.16000000 PA USD 10345.70000000 0.000021104553 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AAPN9 3590582.75000000 PA USD 270063.53000000 0.000550911982 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 3.00000000 N N N N N N COMM Mortgage Trust N/A 12655TBL2 34500000.00000000 PA USD 31726355.25000000 0.064719694947 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.69800000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBJ6 1880000.00000000 PA USD 2346191.31000000 0.004786077211 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 4975000.00000000 PA USD 4948470.61000000 0.010094557216 Long DBT CORP US N 2 2027-03-05 Fixed 5.80000000 N N N N N N NMLT Trust N/A 62916TAA7 105805473.97000000 PA USD 106202604.24000000 0.216646384210 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.50600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAC8 302668.07000000 PA USD 263922.56000000 0.000538384804 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AYEQ2 2052373.60000000 PA USD 370674.89000000 0.000756152593 Long ABS-MBS USGSE US N 2 2047-10-25 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 2990173.79000000 0.006099759458 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 733.96000000 USD 0.00000000 USD -27000000.00000000 USD 2989439.83000000 N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 64855000.00000000 PA USD 55586233.00000000 0.113392288988 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAH6 17439000.00000000 PA USD 12774067.50000000 0.026058264346 Long DBT CORP LU Y 2 2029-08-15 Fixed 5.75000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CQ3 875000.00000000 PA USD 811967.85000000 0.001656361442 Long DBT CORP US N 2 2029-02-15 Fixed 3.37500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22535WAL1 19955000.00000000 PA USD 19928028.82000000 0.040651878729 Long DBT CORP FR N 2 2028-09-11 Fixed 4.63100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GT80 936.36000000 PA USD 949.44000000 0.000001936795 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWML5 7419622.71000000 PA USD 6458679.99000000 0.013175285828 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FVNJ7 255619070.54000000 PA USD 12170151.76000000 0.024826315634 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.20810300 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CM0 3835000.00000000 PA USD 3377849.47000000 0.006890592554 Long DBT CORP US N 2 2054-02-21 Fixed 5.60000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRA43 861298.85000000 PA USD 832253.01000000 0.001697741845 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Madison Park Funding Ltd N/A 55822GAQ7 78500000.00000000 PA USD 78500000.00000000 0.160134878821 Long ABS-CBDO CORP KY N 2 2034-07-27 Floating 5.56262000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST IVORY COAST Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 318475.28000000 N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059E5Z3 575000.00000000 PA USD 268370.11000000 0.000547457516 Long DBT USGA US N 2 2039-09-15 None 0.00000000 N N N N N N Cordatus CLO PLC 635400CLBI5JM6YQBR92 000000000 88442037.89000000 PA 99964338.18000000 0.203920728419 Long ABS-CBDO CORP IE N 2 2031-09-15 Floating 3.13100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3G5 12739190.67000000 PA USD 10152852.79000000 0.020711157340 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F020653 257000000.00000000 PA USD 203790527.25000000 0.415719380715 Long ABS-MBS USGSE US N 2 2055-05-15 Fixed 2.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2Q5 64795000.00000000 PA USD 47611900.92000000 0.097125171774 Long DBT CORP US N 2 2041-04-30 Fixed 3.06800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400WLV0 9715.18000000 PA USD 9728.34000000 0.000019845178 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Anchorage Capital Europe CLO 635400VEGED5ZD9DOU65 000000000 18400000.00000000 PA 20817133.78000000 0.042465594844 Long ABS-CBDO CORP IE N 2 2038-10-25 Floating 4.78300000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAF0 13765000.00000000 PA USD 12978375.67000000 0.026475039684 Long DBT CORP NO N 2 2030-01-15 Fixed 3.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQGJ6 13341037.09000000 PA USD 11934282.10000000 0.024345156915 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 3.00000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CR1 9900000.00000000 PA USD 8891190.51000000 0.018137448597 Long DBT CORP US N 2 2031-02-15 Fixed 3.62500000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1009622.99000000 0.002059565033 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 3055.73000000 USD 0.00000000 USD -14000000.00000000 USD 1006567.26000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEB5 48347957.47000000 PA USD 46320498.93000000 0.094490795963 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BV5 1665000.00000000 PA USD 1209519.72000000 0.002467341322 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BJ3 28365000.00000000 PA USD 24747544.10000000 0.050483375485 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7L9 131059725.64000000 PA USD 114749361.13000000 0.234081210692 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2L6 40933000.00000000 PA USD 40375593.85000000 0.082363577433 Long DBT CORP US N 2 2031-04-04 Fixed 4.47800000 N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379WM25 10207878.35000000 PA USD 9098426.93000000 0.018560197374 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BN3 8123000.00000000 PA USD 6938110.49000000 0.014153292771 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XEU6 720000.00000000 PA USD 726222.20000000 0.001481445910 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N VALERO ENERGY PARTNERS 549300WH1375KZXLJ231 91914JAB8 7970000.00000000 PA USD 7977012.89000000 0.016272585891 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Aurium CLO 213800HRTED9UC792482 000000000 22500000.00000000 PA 25462991.00000000 0.051942840486 Long ABS-CBDO CORP IE N 2 2034-06-22 Floating 3.28000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -157236.54000000 -0.00032075228 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 350108.17000000 USD 0.00000000 USD -460000000.00000000 USD -507344.71000000 N N N INTERSTATE POWER & LIGHT EF9UQIIO4KY2BWOK3P26 461070AP9 3260000.00000000 PA USD 3229523.82000000 0.006588017905 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DD4 43000.00000000 PA USD 46108.00000000 0.000094057312 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust N/A 36253BAX1 37110000.00000000 PA USD 75511.43000000 0.000154038390 Long ABS-MBS CORP US N 2 2047-06-10 Variable 0.33453400 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4ZX6 3307564.02000000 PA USD 2878495.34000000 0.005871942706 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N NMLT Trust N/A 62916TAH2 160412853.86000000 PA USD 5373830.60000000 0.010962263846 Long ABS-MBS CORP US N 3 2070-02-25 Variable 0.90082600 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 105105000.00000000 PA USD 91668186.42000000 0.186997120052 Long DBT CORP US N 2 2032-11-08 Fixed 2.54500000 N N N N N N ADAPTHEALTH LLC N/A 00653VAC5 1000000.00000000 PA USD 894845.79000000 0.001825427033 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FMU83 249604291.59000000 PA USD 1825081.62000000 0.003723047440 Long ABS-MBS USGSE US N 2 2026-05-25 Variable 1.09775400 N N N N N N ASCENSION HEALTH N/A 04352EAB1 4680000.00000000 PA USD 3671616.85000000 0.007489858845 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 000000000 10974000.00000000 PA 10695284.36000000 0.021817682356 Long DBT CORP ID N 2 2031-11-05 Fixed 1.87500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -52619.68000000 -0.00010734071 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD -52283.66000000 N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FK4 2920000.00000000 PA USD 2258391.60000000 0.004606971531 Long DBT CORP US N 2 2056-12-01 Fixed 4.30000000 N N N N N JOHN SEVIER COMB CYCLE N/A 478045AA5 1382899.28000000 PA USD 1313588.18000000 0.002679634191 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N ZEGONA FINANCE PLC 254900B3KC1SS7T2TE92 98927UAA5 7075000.00000000 PA USD 7536643.75000000 0.015374261574 Long DBT CORP GB N 2 2029-07-15 Fixed 8.62500000 N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FBU95 501290279.90000000 PA USD 3702379.62000000 0.007552612889 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.46710800 N N N N N N Morgan Stanley Capital I Trust N/A 61691JAU8 51175000.00000000 PA USD 49975043.48000000 0.101945828430 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.25900000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BM5 6070000.00000000 PA USD 5476829.98000000 0.011172375862 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E4XN6 1761820.56000000 PA USD 1701031.92000000 0.003469994144 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CAS4 12485000.00000000 PA USD 12193207.34000000 0.024873347513 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Hayfin Emerald CLO 635400QPLMTTI1BZII42 000000000 25750000.00000000 PA 29163025.95000000 0.059490670402 Long ABS-CBDO CORP IE N 2 2038-07-18 Floating 4.33600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQH8 102533287.88000000 PA USD 86428906.25000000 0.176309330305 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 101234.89000000 0.000206512571 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Petrobras Global Finance BV Petrobras Global Finance BV Y Default Event 2029-06-20 100595.75000000 USD 0.00000000 USD -5000000.00000000 USD 639.14000000 N N N Affirm Inc N/A 00834BAJ6 2000000.00000000 PA USD 2012196.40000000 0.004104749384 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.89000000 N N N N N N Santander Bank Auto Credit-Lin N/A 80290CAL8 4250000.00000000 PA USD 4229597.03000000 0.008628102010 Long ABS-O CORP US N 2 2031-12-15 Fixed 6.17100000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCB7 8332000.00000000 PA USD 8158449.11000000 0.016642703943 Long DBT CORP US N 2 2029-06-01 Fixed 5.37500000 N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 6350000.00000000 PA USD 6055413.21000000 0.012352647905 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N NMLT Trust N/A 62916TAG4 2979124.00000000 PA USD 2656938.59000000 0.005419981390 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.60382600 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YED3 65450000.00000000 PA USD 55769318.49000000 0.113765771443 Long DBT CORP US N 2 2032-07-21 Fixed 2.23900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYX4 83949155.89000000 PA USD 66724881.11000000 0.136114404470 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N NUVEEN LLC N/A 67080LAD7 4510000.00000000 PA USD 4633733.89000000 0.009452514840 Long DBT CORP US N 2 2034-04-15 Fixed 5.85000000 N N N N N N GMR HYDERABAD INTERNATIO 335800NSPGIN89SVOU83 36256WAA2 2275000.00000000 PA USD 2163388.50000000 0.004413171404 Long DBT CORP IN N 2 2027-10-27 Fixed 4.25000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F052656 309000000.00000000 PA USD 308332936.98000000 0.628979076432 Long ABS-MBS USGSE US N 2 2055-05-15 Fixed 5.50000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -42012.49000000 -0.00008570273 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -349.18000000 USD 11640000.00000000 USD -41663.31000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -851.29000000 -0.00000173657 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 490.59000000 USD 0.00000000 USD -3000000.00000000 USD -1341.88000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 3888000.00000000 PA 3493357.58000000 0.007126221563 Long DBT NUSS RS N 2 2033-03-03 Fixed 1.65000000 N N N N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 29266MAE9 15000.00000000 PA USD 16306.19000000 0.000033263563 Long DBT CORP NL N 2 2033-09-15 Fixed 6.75000000 N N N N N N NMLT Trust N/A 62916TAE9 6037471.00000000 PA USD 5857774.73000000 0.011949478300 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.60382600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D3J9 8799559.08000000 PA USD 7690563.85000000 0.015688248537 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3.00000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 191900000.00000000 PA 240658520.47000000 0.490927681691 Long DBT NUSS GR N 2 2034-07-17 Fixed 5.20000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBF4 445000.00000000 PA USD 564517.48000000 0.001151578831 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Strata CLO, Ltd N/A 86271PAL9 33750000.00000000 PA USD 33750000.00000000 0.068847798219 Long ABS-CBDO CORP KY N 2 2033-10-20 Floating 5.64947000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 18064000.00000000 PA USD 14644217.84000000 0.029873249034 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Wells Fargo Commercial Mortgag 549300VHRKFNCWVN9Y77 95002DBD0 37619444.04000000 PA USD 37229966.17000000 0.075946702180 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 4.17500000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 29336TAD2 32345000.00000000 PA USD 34264934.60000000 0.069898231210 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 27517.38000000 0.000056133660 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2025-12-20 0.00000000 USD -409.00000000 USD 4000000.00000000 USD 27926.38000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380WKZ1 6909253.63000000 PA USD 6409670.37000000 0.013075309401 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FMCT7 389244029.90000000 PA USD 12407464.85000000 0.025310418856 Long ABS-MBS USGSE US N 2 2029-05-25 Variable 1.08073000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 10600000.00000000 PA USD 10969211.44000000 0.022376475728 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N OFSI Fund LTD N/A 67115PAY1 25650000.00000000 PA USD 25380669.87000000 0.051774910752 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.09947000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 001084AR3 2140000.00000000 PA USD 2158991.78000000 0.004404202383 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AC5 3935000.00000000 PA USD 3893398.81000000 0.007942279575 Long DBT CORP US N 2 2027-01-15 Fixed 4.62500000 N N N N N N NMLT Trust N/A 62916TAF6 4751062.00000000 PA USD 4461854.40000000 0.009101891893 Long ABS-MBS CORP US N 2 2070-02-25 Variable 6.60382600 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBQ5 5593000.00000000 PA USD 4425258.54000000 0.009027238726 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 6683000.00000000 PA USD 6688883.02000000 0.013644884991 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA52 3576705.52000000 PA USD 2839542.04000000 0.005792480515 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 25160.06000000 N N N STRIPS 254900HROIFWPRGM1V77 912834NP9 128320000.00000000 PA USD 50143224.30000000 0.102288906331 Long DBT UST US N 2 2044-05-15 None 0.00000000 N N N N N N JOHNS HOPKINS UNIVERSITY 549300Z1XKWYKTIOM958 478115AF5 8040000.00000000 PA USD 4576151.55000000 0.009335050623 Long DBT CORP US N 2 2060-01-01 Fixed 2.81300000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468G7 10525000.00000000 PA USD 10447128.10000000 0.021311459774 Long DBT CORP US N 2 2030-01-23 Fixed 4.43100000 N N N N N N TUCSON ELECTRIC POWER CO YLF139GXSRKPBBTNZL03 898813AW0 24470000.00000000 PA USD 24412576.96000000 0.049800064372 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N NEW YORK CITY NY MUNI WTR FIN 549300Q2EHQ6RJPQKP05 64972FY34 920000.00000000 PA USD 939892.18000000 0.001917318730 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N TCW Ltd N/A 87190CBG4 87500000.00000000 PA USD 86928651.25000000 0.177328777503 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.31947000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAU0 7193000.00000000 PA USD 7076882.68000000 0.014436378985 Long DBT CORP CA N 2 2034-02-12 Fixed 5.26700000 N N N N N N Affirm Inc N/A 00834BAH0 3000000.00000000 PA USD 3011591.40000000 0.006143449985 Long ABS-O CORP US N 2 2029-02-15 Fixed 6.16000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761JZN2 16325000.00000000 PA USD 16188116.94000000 0.033022702478 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 00973RAJ2 12010000.00000000 PA USD 11181228.33000000 0.022808976352 Long DBT CORP NO N 2 2031-01-15 Fixed 4.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 47189.02000000 0.000096262522 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 47807.46000000 N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233JDX3 39020000.00000000 PA USD 31955225.70000000 0.065186575734 Long DBT CORP US N 2 2032-10-15 Fixed 2.75000000 N N N N N N Clover CLO N/A 18914GAC5 35390000.00000000 PA USD 35423818.68000000 0.072262279130 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.79947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA60 2164442.72000000 PA USD 1814851.43000000 0.003702178520 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAX5 26025000.00000000 PA USD 24070897.82000000 0.049103061216 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Mountain View CLO Ltd N/A 62431UBC5 47486485.13000000 PA USD 47486485.13000000 0.096869331744 Long ABS-CBDO CORP KY N 2 2030-10-12 Floating 5.50332000 N N N N N N ASCENSION HEALTH N/A 04352EAA3 29625000.00000000 PA USD 27342841.92000000 0.055777613726 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAA0 8150000.00000000 PA USD 8194562.59000000 0.016716373087 Long DBT CORP US N 2 2027-06-15 Fixed 5.87500000 N N N N N N APTIV SWISS HOLDINGS LTD N/A 03837AAD2 4965000.00000000 PA USD 4641342.08000000 0.009468035051 Long DBT CORP JE N 2 2054-12-15 Fixed 6.87500000 N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAE3 1015000.00000000 PA USD 1014162.83000000 0.002068826011 Long DBT CORP FR N 2 2026-04-01 Fixed 4.87500000 N N N N N N RUTGERS NJ ST UNIV 549300BOYDHNW8J60112 783186NH8 1350000.00000000 PA USD 1367446.94000000 0.002789502548 Long DBT MUN US N 2 2040-05-01 Fixed 5.66500000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 98526.59000000 0.000200987815 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -14870000.00000000 USD 108391891.00000000 CNY 2025-06-18 98526.59000000 N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAU1 3970000.00000000 PA USD 4040033.94000000 0.008241405674 Long DBT CORP US N 2 2033-03-15 Fixed 6.75000000 N N N N N N St Pauls CLO 549300IMSL8GGSOV5A04 000000000 68783534.00000000 PA 77644548.29000000 0.158389813140 Long ABS-CBDO CORP IE N 2 2030-04-25 Floating 2.98800000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CD1 500000.00000000 PA USD 495776.77000000 0.001011352267 Long DBT CORP US N 2 2026-09-01 Fixed 4.62500000 N N N N N N MIDWEST CONNECTOR CAPIT N/A 59833CAC6 4413000.00000000 PA USD 4391565.56000000 0.008958507245 Long DBT CORP US N 2 2029-04-01 Fixed 4.62500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBJ1 18296000.00000000 PA USD 16212167.96000000 0.033071764989 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N Tank Holding Corp 549300WQKU58ILVYFJ26 87583FAN8 1590597.85000000 PA USD 1479256.00000000 0.003017585736 Long LON CORP US N 2 2028-03-31 Floating 10.17162000 N N N N N N Greensky Home Improvement Issu N/A 39571MAD0 11508543.00000000 PA USD 11682388.75000000 0.023831310914 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.67000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DH5 1600000.00000000 PA USD 1735826.62000000 0.003540973063 Long DBT CORP US N 2 2039-06-15 Fixed 7.95000000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 29446MAH5 20155000.00000000 PA USD 14730051.98000000 0.030048345080 Long DBT CORP NO N 2 2050-04-06 Fixed 3.70000000 N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBT9 2775000.00000000 PA USD 2735938.83000000 0.005581136726 Long DBT CORP US N 2 2027-05-01 Fixed 5.12500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1353435.84000000 0.002760920818 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2029-06-20 714685.88000000 USD 0.00000000 USD 69450000.00000000 USD 638749.96000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEL3 22694202.51000000 PA USD 22258346.51000000 0.045405574791 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAF4 2440000.00000000 PA USD 2431681.06000000 0.004960470724 Long DBT CORP CH N 2 2026-04-15 Fixed 4.12500000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CS9 9350000.00000000 PA USD 7380780.78000000 0.015056311284 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XQY5 9789719.18000000 PA USD 9910161.21000000 0.020216082349 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 6.00000000 N N N N N N Cordatus CLO PLC 635400LAN4VXPJEK9R11 000000000 15000000.00000000 PA 16150832.31000000 0.032946644265 Long ABS-CBDO CORP IE N 2 2032-01-23 Fixed 2.10000000 N N N N N N Grosvenor Place CLO 635400XBQAMTXICTXN06 000000000 103000000.00000000 PA 116803617.37000000 0.238271759407 Long ABS-CBDO CORP IE N 2 2038-05-24 Floating 4.13400000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAT4 3015000.00000000 PA USD 2824553.16000000 0.005761904178 Long DBT CORP US N 2 2030-05-15 Fixed 4.80000000 N N N N N Loandepot GMSR Master Trust N/A 53946TAB8 17150000.00000000 PA USD 17099332.04000000 0.034881521836 Long ABS-O CORP US N 2 2025-10-16 Floating 7.98541000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BA1 8186000.00000000 PA USD 7629763.61000000 0.015564220014 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E6V78 21587272.39000000 PA USD 20844755.92000000 0.042521942207 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 2491811.49000000 0.005083132878 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 3679.39000000 USD 0.00000000 USD -22500000.00000000 USD 2488132.10000000 N N N Greensky Home Improvement Issu N/A 39571MAC2 6300000.00000000 PA USD 6409284.21000000 0.013074521659 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.55000000 N N N N N N NMLT Trust N/A 62916TAK5 160412853.86000000 PA USD 1384362.93000000 0.002824010064 Long ABS-MBS CORP US N 2 2070-02-25 Variable 0.39882400 N N N N N N GS Mortgage Securities Trust 54930070360RBP384M53 36250VAD4 11245000.00000000 PA USD 11135131.85000000 0.022714942540 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.50600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7H9 1589514.48000000 PA USD 1444315.86000000 0.002946310130 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.50000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AF8 18113000.00000000 PA USD 12343671.50000000 0.025180284584 Long DBT CORP US N 2 2116-07-01 Fixed 3.88500000 N N N N N N ROCKIES EXPRESS PIPELINE W2ZGZGZKY5GGNY6F3V51 77340RAS6 2425000.00000000 PA USD 2421601.19000000 0.004939908447 Long DBT CORP US N 2 2025-05-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF7F2 632748.58000000 PA USD 550665.14000000 0.001123320961 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNBC3 56489000.00000000 PA USD 2885096.59000000 0.005885408825 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.52222200 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BJ7 10985000.00000000 PA USD 10199806.60000000 0.020806940049 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CF6 9882000.00000000 PA USD 9855212.67000000 0.020103990912 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 991782.56000000 N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 94640000.00000000 PA USD 86832218.93000000 0.177132061861 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 14056000.00000000 PA USD 14040699.90000000 0.028642111809 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N CAMELOT RETURN MERGER SU N/A 13323NAA0 1900000.00000000 PA USD 1646449.49000000 0.003358649548 Long DBT CORP US N 2 2028-08-01 Fixed 8.75000000 N N N N N COMM Mortgage Trust N/A 12595EAC9 74026784.22000000 PA USD 72005512.49000000 0.146886547988 Long ABS-MBS CORP US N 2 2050-09-10 Fixed 3.23900000 N N N N N N Digicel International Finance Ltd 5493007V023VOEW4FK27 000000000 32303479.41000000 PA USD 31684318.62000000 0.064633942965 Long LON CORP LC N 2 2027-05-25 Floating 11.77965000 N N Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 5222432.36000000 PA USD 4152786.09000000 0.008471412704 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DF9 10532000.00000000 PA USD 10264323.52000000 0.020938550357 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DQ88 5077307.89000000 PA USD 4265885.65000000 0.008702128428 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05491LAJ7 13900000.00000000 PA USD 12317608.71000000 0.025127118192 Long ABS-MBS CORP US N 2 2036-08-14 Variable 3.72919700 N N N N N N Ace Securities Corp. N/A 004421DA8 285756.61000000 PA USD 283686.79000000 0.000578702544 Long ABS-MBS CORP US N 2 2033-11-25 Floating 5.41609000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1702.57000000 -0.00000347313 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 3294.69000000 USD 0.00000000 USD -6000000.00000000 USD -4997.26000000 N N N SOMPO INTL HLDS LTD 54930073OSJENOG1DL54 29267HAA7 525000.00000000 PA USD 582022.88000000 0.001187288705 Long DBT CORP BM N 2 2034-07-15 Fixed 7.00000000 N N N N N N Greensky Home Improvement Issu N/A 39571XAD6 15829426.84000000 PA USD 15905729.43000000 0.032446650380 Long ABS-O CORP US N 2 2059-10-27 Fixed 5.15000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 19767QAS4 20300000.00000000 PA USD 23332093.73000000 0.047595949071 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBM4 9502000.00000000 PA USD 9327848.70000000 0.019028202818 Long DBT CORP US N 2 2077-08-16 Floating 7.57059000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7G1 4456458.25000000 PA USD 3868661.66000000 0.007891817402 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Hertz Vehicle Financing LLC N/A 42806MAE9 87400000.00000000 PA USD 83522944.74000000 0.170381358404 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KVG3 1346.58000000 PA USD 1407.09000000 0.000002870371 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N LCM Ltd Partnership N/A 50204NAU2 25000000.00000000 PA USD 24897500.00000000 0.050789275738 Long ABS-CBDO CORP JE N 2 2034-10-15 Floating 6.00610000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 13075000.00000000 PA USD 12943917.64000000 0.026404747551 Long DBT CORP US N 2 2026-12-01 Fixed 4.25000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YCY3 38439000.00000000 PA USD 36989424.09000000 0.075456012029 Long DBT CORP US N 2 2035-03-15 Fixed 4.55000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 244379.56000000 0.000498518359 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 243506.49000000 N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CR1 5260000.00000000 PA USD 4027747.36000000 0.008216341852 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N Verus Securitization Trust 213800KSJFZ5H8FZ7C61 92539UAA8 7169405.20000000 PA USD 7211139.74000000 0.014710254629 Long ABS-MBS CORP US N 2 2069-02-25 Variable 6.09500000 N N N N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 000000000 29631000.00000000 PA 33076164.60000000 0.067473217963 Long DBT CORP US N 2 2027-06-21 Fixed 1.87500000 N N N N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 46976846.92000000 PA 52976825.70000000 0.108069268328 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 2.87900000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AC4 10325000.00000000 PA USD 9554277.47000000 0.019490102737 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFD9 30370000.00000000 PA USD 28128339.07000000 0.057379976667 Long DBT CORP US N 2 2064-04-15 Fixed 5.50000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CH2 7900000.00000000 PA USD 7612797.55000000 0.015529610358 Long DBT CORP US N 2 2028-10-15 Fixed 4.75000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 1000000.00000000 PA USD 744375.00000000 0.001518476438 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Invesco Euro CLO IX DAC 635400ML4YCTUEI2O180 000000000 40000000.00000000 PA 44951442.69000000 0.091698010547 Long ABS-CBDO CORP IE N 2 2038-07-20 Floating 3.61600000 N N N N N N BARRICK NA FINANCE LLC N/A 06849RAK8 14510000.00000000 PA USD 14428003.99000000 0.029432186886 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 51083.65000000 0.000104207313 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 50974.92000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 640038.63000000 0.001305637050 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST Ivory Coast Government International Bond Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 639165.56000000 N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 000000000 140000.00000000 PA USD 126787.50000000 0.000258638228 Long DBT CORP IL N 2 2031-03-30 Fixed 5.87500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BV4 64390636.00000000 PA USD 72032739.43000000 0.146942089169 Long DBT CORP US N 2 2029-11-15 Fixed 11.00000000 N N N N N N St Pauls CLO 635400XNW8X824E1MY52 000000000 90050000.00000000 PA 101305915.99000000 0.206657459630 Long ABS-CBDO CORP IE N 2 2034-07-18 Floating 3.12600000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AE3 500000.00000000 PA USD 488850.00000000 0.000997222108 Long DBT CORP GB N 2 2029-01-15 Fixed 5.25000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBF9 3084000.00000000 PA USD 2631187.36000000 0.005367450561 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MGK3 55120000.00000000 PA USD 62604482.05000000 0.127709059194 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 400000.00000000 PA USD 421667.72000000 0.000860174640 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 7.35369000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BD5 26415000.00000000 PA USD 26451690.23000000 0.053959722415 Long DBT CORP US N 2 2035-02-02 Fixed 5.70900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DUG5 54400153.78000000 PA USD 43552629.84000000 0.088844523589 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300AGZIS1CJS4RM30 95001JAW7 20000000.00000000 PA USD 19703776.00000000 0.040194417606 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 3.94800000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -466429.78000000 -0.00095148632 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -32454814.30000000 USD 597363312.00000000 ZAR 2025-06-18 -466429.78000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90351DAB3 10582000.00000000 PA USD 10558353.46000000 0.021538352253 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139X83 15953000.00000000 PA USD 18188150.74000000 0.037102640952 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RKH4 40020000.00000000 PA USD 34000393.62000000 0.069358584869 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Woodward Capital Management N/A 749424AA5 9032099.60000000 PA USD 9077439.84000000 0.018517385080 Long ABS-MBS CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150BC7 9560000.00000000 PA USD 9934191.63000000 0.020265102838 Long DBT CORP US N 2 2029-08-21 Fixed 6.20800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MU2 31420000.00000000 PA USD 30739177.93000000 0.062705917616 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N Level 3 Financing Inc 254900AE5FEFIJOXWL19 52729KAT3 14675000.00000000 PA USD 14624547.35000000 0.029833122518 Long LON CORP US N 2 2032-03-27 Floating 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DHM7 1971182.17000000 PA USD 1790908.41000000 0.003653336321 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Henley Funding Ltd. 635400ZOTQYJU4ZHCC58 000000000 15000000.00000000 PA 15908697.51000000 0.032452705069 Long ABS-CBDO CORP IE N 2 2034-10-25 Fixed 2.10000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163VAC1 20000000.00000000 PA USD 20982694.00000000 0.042803326892 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36290000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 7337.77000000 0.000014968572 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD 7673.79000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BU6 20214000.00000000 PA USD 21901261.91000000 0.044677145503 Long DBT CORP US Y 2 2030-05-15 Fixed 10.50000000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECA6 370266206.65000000 PA USD 322155878.14000000 0.657176974618 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418U4U5 412035.65000000 PA USD 415700.34000000 0.000848001574 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAM1 2200000.00000000 PA USD 1996500.00000000 0.004072729752 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 24078000.00000000 PA USD 24322511.53000000 0.049616336770 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Avoca CLO 635400ZMWQZGBPHKHU66 000000000 141000000.00000000 PA 158280686.14000000 0.322882273819 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8H59 6878380.33000000 PA USD 6278140.81000000 0.012806997679 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N BOF URSA FUNDING N/A 07336MAA9 4252079.33000000 PA USD 4249536.59000000 0.008668777412 Long ABS-O CORP US N 2 2032-07-29 Fixed 6.97100000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CH3 7560000.00000000 PA USD 7468988.01000000 0.015236248278 Long DBT CORP US N 2 2029-06-15 Fixed 5.25000000 N N N N N N SMB Private Education Loan Tru N/A 831943AA3 60425912.20000000 PA USD 61102096.29000000 0.124644290256 Long ABS-O CORP US Y 2 2056-03-15 Fixed 5.24000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 329721.70000000 0.000672610757 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -41860.76000000 USD 55000000.00000000 USD 371582.46000000 N N N CENTRAL NIPPON EXPRESSWY 3538005TH2GJERPBFN83 000000000 7500000.00000000 PA USD 7386723.00000000 0.015068433025 Long DBT CORP JP N 2 2025-09-29 Fixed 0.88600000 N N N N N N SONA FIOS CLO 635400DKZUMF3VS6WZ22 000000000 43420000.00000000 PA 49669561.52000000 0.101322665160 Long ABS-CBDO CORP IE N 2 2036-07-15 Floating 4.12900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 26270000.00000000 PA USD 25552386.11000000 0.052125200679 Long DBT CORP US N 2 N/A Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DLV2 39400.22000000 PA USD 35847.79000000 0.000073127152 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N MASS INSTITUTE OF TECH DLZO3A31IADZ27B62557 575718AB7 3000000.00000000 PA USD 2474945.95000000 0.005048728277 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814FN8 25000.00000000 PA USD 25809.23000000 0.000052649145 Long DBT NUSS CA N 2 2026-04-15 Fixed 8.25000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 10195000.00000000 PA USD 10882527.35000000 0.022199645840 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P7L9 1564.07000000 PA USD 1608.00000000 0.000003280215 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36206YD57 14947.99000000 PA USD 15385.94000000 0.000031386313 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BH1 5485000.00000000 PA USD 4435548.64000000 0.009048229859 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 67139.67000000 0.000136960546 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2025-12-20 0.00000000 USD -1136.14000000 USD 12000000.00000000 USD 68275.81000000 N N N Lendmark Funding Trust N/A 51507KAA4 15900000.00000000 PA USD 15424233.84000000 0.031464430788 Long ABS-O CORP US N 2 2031-04-21 Fixed 2.32000000 N N N N N N Contego CLO DAC 549300RF10WJ1D9VYK55 000000000 112050000.00000000 PA 125725509.24000000 0.256471836775 Long ABS-CBDO CORP IE N 2 2037-10-15 Floating 0.01000000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46590TAD7 24248018.33000000 PA USD 23664533.42000000 0.048274104351 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.41400000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JP4 39240000.00000000 PA USD 18340077.30000000 0.037412561223 Long DBT UST US N 2 2041-02-15 None 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGR4 77865000.00000000 PA USD 76403235.78000000 0.155857616601 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 12350000.00000000 PA USD 10275200.00000000 0.020960737667 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CE0 12825000.00000000 PA USD 12863754.26000000 0.026241219485 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N CSMCM Trust Certificates N/A 12656WAA9 16201454.70000000 PA USD 13344699.18000000 0.027222315746 Long ABS-MBS CORP US N 2 2057-09-25 Variable 3.36874300 N N N N N N Wells Fargo Commercial Mortgag 549300FWFHJGIW2B2U59 95000DBH3 36018000.00000000 PA USD 275350.41000000 0.000561696873 Long ABS-MBS CORP US N 2 2049-06-15 Variable 1.13000300 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BX0 19986000.00000000 PA USD 22162659.10000000 0.045210378717 Long DBT CORP US N 2 2029-04-15 Fixed 10.50000000 N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 196328.77000000 0.000400497882 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.37.V2 Y Default Event 2027-06-20 18773.95000000 USD 0.00000000 USD -49000000.00000000 USD 177554.82000000 N N N OZLM Ltd N/A 67108LBK8 9367189.23000000 PA USD 9357822.04000000 0.019089346476 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 5.40979000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLYZ1 53046000.00000000 PA USD 1925797.90000000 0.003928502080 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 1.12557800 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEE9 9451442.47000000 PA USD 9297563.63000000 0.018966423251 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N MGM RESORTS INTL 54930066VBP7DZEGGJ87 552953CK5 16695000.00000000 PA USD 16631271.99000000 0.033926709869 Long DBT CORP US N 2 2029-09-15 Fixed 6.12500000 N N N N N Bank N/A 06540AAC5 48567548.43000000 PA USD 44904059.40000000 0.091601351727 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 2.75800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B4V1 1660.31000000 PA USD 1686.64000000 0.000003440635 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BG3 7758000.00000000 PA USD 7535010.52000000 0.015370929892 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Toro European CLO 6354001HJSVF7BJWDP89 000000000 159000000.00000000 PA 179075373.64000000 0.365302079716 Long ABS-CBDO CORP IE N 2 2038-04-15 Floating 3.60500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 41995000.00000000 PA USD 37735498.51000000 0.076977955174 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 70800000.00000000 PA 88529535.85000000 0.180594477649 Long DBT NUSS GR N 2 2028-04-14 Fixed 6.14000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 38536.94000000 0.000078612843 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Expedia Group Inc Expedia Group Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 39077.12000000 N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 2183000.00000000 PA USD 2077963.29000000 0.004238909549 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AD5 5650000.00000000 PA USD 5678250.00000000 0.011583259562 Long DBT CORP GB N 2 2027-01-15 Fixed 6.25000000 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CT9 50000.00000000 PA USD 50152.03000000 0.000102306869 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N GRAHAM PACKAGING/GPC CAP 549300YS0ZFT826HIK72 384701AA6 120000.00000000 PA USD 117228.09000000 0.000239137655 Long DBT CORP US N 2 2028-08-15 Fixed 7.12500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAE5 25000.00000000 PA USD 23585.96000000 0.000048113819 Long DBT CORP US N 2 2030-08-15 Fixed 4.12500000 N N N N N N Anchorage Capital Europe CLO 635400HYNZWTWNENDW97 000000000 47000000.00000000 PA 52893445.08000000 0.107899177303 Long ABS-CBDO CORP IE N 2 2034-04-15 Floating 3.12900000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 044209AM6 11140000.00000000 PA USD 11570011.71000000 0.023602069084 Long DBT CORP US N 2 2043-05-15 Fixed 6.87500000 N N N N N N Nidda Healthcare Holding Gmbh 549300Q89C4WAO6L0L19 000000000 17000000.00500000 PA 22561492.87000000 0.046023973589 Long LON CORP DE N 2 2026-08-21 Floating 8.97410000 N N N N N N BMO Mortgage Trust N/A 055988AB5 25000000.00000000 PA USD 25738467.50000000 0.052504794575 Long ABS-MBS CORP US N 2 2056-06-15 Fixed 6.51760000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 13835000.00000000 PA USD 14122491.30000000 0.028808960929 Long ABS-MBS CORP US N 2 2042-02-25 Floating 6.75369000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5170.62000000 -0.00001054772 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-06-20 203.70000000 USD 0.00000000 USD -600000.00000000 USD -5374.32000000 N N N Ravensdale Park CLO DAC 635400MNQH1BW5SAW895 000000000 131500000.00000000 PA 148344295.61000000 0.302612685367 Long ABS-CBDO CORP IE N 2 2038-04-25 Floating 3.44700000 N N N N N N Toro European CLO 635400O88YIWGH2M9N44 000000000 98750000.00000000 PA 112093335.40000000 0.228663091477 Long ABS-CBDO CORP IE N 2 2037-04-15 Floating 3.92900000 N N N N N N BELLIS FINCO PLC 259400ELWH6Z4ICFTD70 000000000 66355000.00000000 PA 83614897.28000000 0.170568935587 Long DBT CORP GB N 2 2027-02-16 Fixed 4.00000000 N N N N N N OWENS-BROCKWAY V2UQUCDZJ9WY98W8QU33 69073TAT0 375000.00000000 PA USD 374414.91000000 0.000763781990 Long DBT CORP US N 2 2027-05-13 Fixed 6.62500000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAR0 3070000.00000000 PA USD 3115865.80000000 0.006356162959 Long DBT CORP CA N 2 2029-06-15 Fixed 6.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETV60 11386645.52000000 PA USD 11175745.26000000 0.022797791247 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AWAJ4 5689594.30000000 PA USD 729285.94000000 0.001487695740 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AH3 2005000.00000000 PA USD 2012947.18000000 0.004106280926 Long DBT CORP US N 2 2029-05-15 Fixed 6.62500000 N N N N N N SHIRE ACQ INV IRELAND DA 549300XK5HGW68R8K327 82481LAD1 1587000.00000000 PA USD 1562287.55000000 0.003186964681 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BJ7 8300000.00000000 PA USD 6030270.12000000 0.012301357642 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD -609653.61000000 -0.00124365359 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -31463000.00000000 USD 131304128881.00000000 COP 2025-06-18 -609653.61000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31329JKV8 990002.88000000 PA USD 955950.07000000 0.001950075778 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F060659 142000000.00000000 PA USD 144046387.56000000 0.293845233332 Long ABS-MBS USGSE US N 2 2055-05-15 Fixed 6.00000000 N N N N N N CIFC Funding Ltd 635400A7PBKNR7KBOY58 17180WAJ4 42260000.00000000 PA USD 42260000.00000000 0.086207643044 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.63947000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 20329000.00000000 PA USD 10977660.00000000 0.022393710240 Long DBT CORP CA Y 2 2031-02-15 Fixed 5.25000000 N N N N N N EVEREST REINSURANCE HLDG 254900P29PM5UJR3VU91 299808AH8 27295000.00000000 PA USD 18047002.81000000 0.036814708383 Long DBT CORP US N 2 2050-10-15 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AH8 4444828.00000000 PA USD 359220.33000000 0.000732786038 Long ABS-MBS CORP US N 2 2063-02-25 None 0.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 28750000.00000000 PA USD 27947010.01000000 0.057010077214 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GBM3 11165000.00000000 PA USD 7810845.55000000 0.015933615358 Long DBT CORP US N 2 2051-04-15 Fixed 3.45200000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 1145000000.00000000 PA USD 610428125.00000000 1.245233551924 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Fannie Mae - CAS N/A 207942AB9 20500000.00000000 PA USD 21291195.45000000 0.043432649724 Long ABS-MBS CORP US N 2 2043-06-25 Floating 7.45269000 N N N N N N LLC BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -1690661.80000000 -0.00344883977 N/A DFE CORP US N 2 LLC BNY MELLON CAPITAL MARKETS, LLC VJW2DOOHGDT6PR0ZRO63 -182400500000.00000000 KRW 126757680.84000000 USD 2025-06-18 -1690661.80000000 N N N TALKTALK TELECOM GROUP 213800WF53FVDRRHRF44 000000000 20008568.00048200 PA 20404689.21000000 0.041624234828 Long DBT CORP GB N 2 2027-09-01 Fixed 8.25000000 N N Y N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJDK6 854829.64000000 PA USD 712011.32000000 0.001452456642 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgag 5493006021R83VCLAO08 95001NAX6 23153893.02000000 PA USD 22818006.44000000 0.046547244537 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 3.92000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CS5 9960000.00000000 PA USD 9928303.41000000 0.020253091254 Long DBT CORP US N 2 2025-07-01 Fixed 3.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPJE0 12282643.82000000 PA USD 12179115.87000000 0.024844601834 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.50000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 4900000.00000000 PA USD 4887022.44000000 0.009969206958 Long DBT CORP US Y 2 2029-02-01 Fixed 5.87500000 N N N N N N NEW GENERATION GAS GATHERING LLC N/A 000000000 8189189.00000000 PA USD 8066351.17000000 0.016454830154 Long DBT CORP US N 3 2029-09-30 Floating 0.01000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468Y8 29875000.00000000 PA USD 18061332.84000000 0.036843940709 Long DBT CORP US N 2 2052-01-25 Fixed 2.80200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133TPF87 7918.06000000 PA USD 8295.52000000 0.000016922319 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 7.50000000 N N N N N N TD SYNNEX CORP 5493004HI6PFLF46NS53 87162WAF7 20000000.00000000 PA USD 19107049.11000000 0.038977133679 Long DBT CORP US N 2 2026-08-09 Fixed 1.75000000 N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 1285656.85000000 0.002622656100 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -132389536.76000000 USD 759538630.80000000 BRL 2025-05-05 1285656.85000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 3696.79000000 USD 0.00000000 USD -9000000.00000000 USD 993027.81000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412P6A4 1586436.10000000 PA USD 1601031.09000000 0.003265998975 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AG0 2444065.00000000 PA USD 296022.95000000 0.000603867506 Long ABS-MBS CORP US N 2 2063-02-25 None 0.00000000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 1000000.00000000 PA USD 980250.00000000 0.001999646050 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 1000000.00000000 PA USD 630000.00000000 0.001285158900 Long DBT CORP CA Y 2 2029-02-15 Fixed 5.00000000 N N N N N N Morgan Stanley BAML Trust N/A 61778GAE6 74330000.00000000 PA USD 77154874.49000000 0.157390910534 Long ABS-MBS CORP US N 2 2058-03-15 Fixed 5.63500000 N N N N N N GAZPROM PJSC (GAZ FN) 213800UNP9N6BPNYMQ45 000000000 1367000.00000000 PA 1165325.98000000 0.002377188975 Long DBT CORP GB N 2 2027-02-17 Fixed 1.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200KT72 3497.33000000 PA USD 3584.27000000 0.000007311676 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N EG Finco Limited 2138003OUK4UQHRJLT65 000000000 51959855.11000000 PA 58641986.65000000 0.119625827083 Long LON CORP GB N 2 2028-02-07 Floating 6.85500000 N N N N N N Codere Group Topco S.A. A1 Equity N/A 000000000 58748.00000000 NS 1297777.10000000 0.002647380619 Long EC CORP N/A N 3 N N N Banc of America Funding Corpor N/A 05951VAH2 20689.00000000 PA USD 17026.37000000 0.000034732684 Long ABS-MBS CORP US N 2 2046-10-20 Variable 4.62182700 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -91422.76000000 -0.00018649646 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 3627.99000000 USD 0.00000000 USD -6000000.00000000 USD -95050.75000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECS7 115946536.28000000 PA USD 104817646.85000000 0.213821161486 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N BLACKSTONE PRIVATE CR FUND N/A 000000000 43775000.00000000 PA USD 43384658.33000000 0.088501872667 Long DBT CORP US N 3 2027-05-03 Fixed 5.61000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AK1 192559.48000000 PA USD 165526.71000000 0.000337663689 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECR9 30761365.44000000 PA USD 26764309.60000000 0.054597445535 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Monument CLO 254900PSVC5Y0GWN0R36 000000000 102500000.00000000 PA 116424057.40000000 0.237497481829 Long ABS-CBDO CORP IE N 2 2037-05-15 Floating 4.14600000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AJ4 135807305.52000000 PA USD 151221.43000000 0.000308481851 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N CAMERON INTERNATIONAL CO P2PV5Z2Z2UKRY3P3V155 13342BAF2 2775000.00000000 PA USD 2666543.39000000 0.005439574555 Long DBT CORP US N 2 2041-06-01 Fixed 5.95000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 15450000.00000000 PA USD 12547717.50000000 0.025596525112 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905UR71 28208000.00000000 PA USD 22636045.55000000 0.046176056192 Long DBT NUSS N/A N 2 2037-12-28 Fixed 2.70000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAE3 3376000.00000000 PA USD 3205156.59000000 0.006538310345 Long DBT CORP US N 2 2043-11-15 Fixed 5.62500000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 1156420.80000000 0.002359022989 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 1155547.73000000 N N N Morgan Stanley Capital I Trust N/A 61691UBD0 35797038.01000000 PA USD 33639385.86000000 0.068622152590 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87400000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 2250000.00000000 PA USD 2089242.71000000 0.004261918830 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141EC31 12700000.00000000 PA USD 11103910.95000000 0.022651253941 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 402629000.00000000 PA 478716.81000000 0.000976551061 Long DBT NUSS AR N 2 2038-12-31 Variable 0.67000000 N Y N N N N INT DEVELOPMENT FIN CORP 254900QI8QTIK0FY6E92 6903534Z7 1271111.11000000 PA USD 1239588.31000000 0.002528679284 Long DBT USGA US N 2 2030-10-15 Fixed 3.25000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAS3 6300000.00000000 PA USD 6382930.15000000 0.013020761096 Long DBT CORP US N 2 2029-04-20 Fixed 5.10000000 N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 432833AN1 4000000.00000000 PA USD 3541075.47000000 0.007223562946 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAC8 18150000.00000000 PA USD 19706952.38000000 0.040200897214 Long DBT CORP ES N 2 2034-09-13 Fixed 6.84000000 N N N N N COMM Mortgage Trust N/A 12594MBC1 6400000.00000000 PA USD 6183697.92000000 0.012614340345 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 3.09100000 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAB6 2650000.00000000 PA USD 2715349.25000000 0.005539135326 Long DBT CORP US Y 2 2030-02-15 Fixed 7.00000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 3018229.19000000 0.006156990644 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -114593798.09000000 USD 6567714350.00000000 PHP 2025-06-18 3018229.19000000 N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 857477855 315000.00000000 NS USD 6970950.00000000 0.014220283229 Long EP CORP US N 1 N N Nassau Euro CLO DAC 2549009H5IFGWCGJGZ84 000000000 20000000.00000000 PA 22651881.78000000 0.046208361069 Long ABS-CBDO CORP IE N 2 2038-07-20 Floating 4.38600000 N N N N N N WILLIS-KNIGHTON MED CTR N/A 97068LAA6 1560000.00000000 PA USD 1342031.09000000 0.002737655872 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CN8 5000000.00000000 PA USD 4328864.13000000 0.008830600419 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N SUN COMMUNITIES OPER LP 549300PUNBPJCGT6X741 866677AE7 12359000.00000000 PA USD 10802155.07000000 0.022035691632 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FWZ7 729649.22000000 PA USD 692890.37000000 0.001413451152 Long ABS-MBS CORP US N 2 2044-07-25 Floating 5.54109000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325AL9 900000.00000000 PA USD 932202.00000000 0.001901631265 Long DBT NUSS CO N 2 2027-02-15 Fixed 8.37500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAF6 3008000.00000000 PA USD 3162730.32000000 0.006451763522 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N Bayview Opportunity Master Fun N/A 07336PAA2 31550061.75000000 PA USD 31370308.43000000 0.063993382662 Long ABS-O CORP US N 2 2047-06-25 Floating 5.80369000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CF8 4710000.00000000 PA USD 4181248.39000000 0.008529473939 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1796871.74000000 -0.00366550112 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -77991197.06000000 USD 324264000000.00000000 COP 2025-06-18 -1796871.74000000 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967ML2 195755000.00000000 PA USD 177682383.70000000 0.362460471114 Long DBT CORP US N 2 2031-01-29 Fixed 2.66600000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAR5 2130000.00000000 PA USD 2186939.32000000 0.004461213541 Long DBT CORP US N 2 2029-01-12 Fixed 5.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 24478000.00000000 PA USD 21795211.20000000 0.044460808973 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZH8 1041537.02000000 PA USD 785043.30000000 0.001601437117 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 1.50000000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AD1 5530000.00000000 PA USD 5350610.34000000 0.010914896030 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 51435000.00000000 PA USD 50554554.71000000 0.103127993533 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAA7 15935000.00000000 PA USD 15951588.17000000 0.032540199217 Long DBT CORP US N 2 2027-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QPKN6 59929026.71000000 PA USD 54406637.61000000 0.110985991347 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AD7 4518428.00000000 PA USD 3594902.43000000 0.007333366433 Long ABS-MBS CORP US N 2 2063-02-25 Variable 4.22171300 N N N N N N CAESARS ENTERTAIN INC 549300FA4CTCW903Y781 12769GAA8 14595000.00000000 PA USD 13488585.22000000 0.027515833881 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -109448.33000000 -0.00022326745 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 0.00000000 USD -1149.02000000 USD 9000000.00000000 USD -108299.31000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCC8 19240000.00000000 PA USD 17050081.91000000 0.034781054784 Long DBT CORP US N 2 2032-04-22 Fixed 2.58000000 N N N N N N Codere Group Topco S.A. A2 Equity N/A 000000000 82700.00000000 NS 1826890.55000000 0.003726737539 Long EC CORP N/A N 3 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3128X75U4 1565000.00000000 PA USD 805504.33000000 0.001643176283 Long DBT USGSE US N 2 2038-11-15 None 0.00000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BY3 184670000.00000000 PA USD 173579994.02000000 0.354091863799 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.87500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36295QGR5 399.56000000 PA USD 416.90000000 0.000000850448 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N HEICO CORP 529900O1DTDLCJ7L0I14 422806AA7 9750000.00000000 PA USD 9947388.69000000 0.020292023980 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680CE1 28311000.00000000 PA USD 26889034.35000000 0.054851875888 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAC9 11845000.00000000 PA USD 11596847.25000000 0.023656811835 Long DBT NUSS IN N 2 2028-02-01 Fixed 3.87500000 N N N N N N Venture CDO Ltd 549300NQLVRN86RJ6081 92331DBJ6 57450000.00000000 PA USD 57179186.45000000 0.116641810105 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.37947000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468U6 69925000.00000000 PA USD 58918046.58000000 0.120188971331 Long DBT CORP US N 2 2032-02-13 Fixed 1.79400000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 14905.51000000 0.000030406267 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Deutsche Lufthansa AG Deutsche Lufthansa AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 15445.69000000 N N N LHOME Mortgage Trust N/A 50205PAA0 28250000.00000000 PA USD 28367175.35000000 0.057867187097 Long ABS-MBS CORP US N 2 2039-07-25 Variable 5.92100000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CU9 48652000.00000000 PA USD 47789148.62000000 0.097486745519 Long DBT CORP US N 2 2034-09-01 Fixed 5.45000000 N N N N N Anchorage Capital CLO LTD 549300UNU854VTZYQ112 03332PAN7 11805000.00000000 PA USD 11722365.00000000 0.023912859857 Long ABS-CBDO CORP KY N 2 2038-02-15 Floating 5.48610000 N N N N N N CREDIT SUISSE MORTGAGE TRUST N/A 000000000 14328794.34050000 PA USD 12893370.11000000 0.026301633887 Long ABS-MBS CORP US N 2 2050-07-25 Floating 3.71628000 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 1200000.00000000 PA USD 1238617.77000000 0.002526699445 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 45905UQU1 273000.00000000 PA USD 197439.48000000 0.000402763658 Long DBT NUSS N/A N 2 2034-11-28 Variable 0.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVA7 9329152.48000000 PA USD 7466064.38000000 0.015230284264 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VCA9 42775000.00000000 PA USD 27452108.36000000 0.056000510135 Long DBT CORP US N 2 2052-02-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4V45 30077581.15000000 PA USD 29272291.81000000 0.059713565628 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B9Z98 4473350.88000000 PA USD 4038162.33000000 0.008237587711 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 637378.28000000 0.001300210109 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD 626994.52000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AQ0 2650000.00000000 PA USD 2492060.00000000 0.005083639823 Long DBT CORP CA N 2 2028-09-30 Fixed 11.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J6DF1 1983987.13000000 PA USD 1802805.85000000 0.003677606322 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AC9 5925619.00000000 PA USD 4941015.18000000 0.010079348625 Long ABS-MBS CORP US N 2 2063-02-25 Variable 4.22171300 N N N N N N BENCHMARK Mortgage Trust N/A 08162FAD5 81000000.00000000 PA USD 75363598.80000000 0.153736824985 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.85890000 N N N N N N Bain Capital Credit CLO, Limit 549300B0VI605XM3L529 05683VBA1 27000000.00000000 PA USD 26932500.00000000 0.054940542979 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 5.49947000 N N N N N N BOOST NEWCO BORROWER LLC 254900S8RE1OL7TTCU64 36268NAA8 950000.00000000 PA USD 1001835.70000000 0.002043679470 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N PORT AUTH OF NEW YORK & NEW JE 54930006MR4KZ4W74Z83 73358WJA3 2600000.00000000 PA USD 2180265.20000000 0.004447598771 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EPP9 680336.74000000 PA USD 711955.93000000 0.001452343650 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 7.00000000 N N N N N N UNION ELECTRIC CO QMPJLLDULY5C1M8PNY21 906548CM2 6045000.00000000 PA USD 5904934.69000000 0.012045681541 Long DBT CORP US N 2 2027-06-15 Fixed 2.95000000 N N N N N N 1011778 BC / NEW RED FIN N/A 68245XAT6 4460000.00000000 PA USD 4431634.40000000 0.009040245065 Long DBT CORP CA N 2 2029-09-15 Fixed 5.62500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -20901.50000000 -0.00004263769 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNITED GROUP BV United Group BV Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -20361.32000000 N N N Tikehau US CLO Ltd 549300W9XQOIYX4MC726 88676NAQ0 105500000.00000000 PA USD 105689805.05000000 0.215600307316 Long ABS-CBDO CORP BM N 2 2036-01-20 Floating 6.13947000 N N N N N N Capital Street Master Trust N/A 14051LAA0 71000000.00000000 PA USD 70958202.30000000 0.144750103524 Long ABS-O CORP US N 2 2028-10-16 Floating 5.69737000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED80 117061621.14000000 PA USD 109300786.84000000 0.222966474595 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HBA2 40600000.00000000 PA USD 41217668.10000000 0.084081353968 Long DBT CORP ES N 2 2028-03-14 Fixed 5.55200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468X0 88076000.00000000 PA USD 74196274.63000000 0.151355559832 Long DBT CORP US N 2 2032-04-28 Fixed 1.92800000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 12710000.00000000 PA USD 12316140.79000000 0.025124123731 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N MET TRANSPRTN AUTH NY REVENUE 5493000TKYODLXADQD60 59259YDC0 700000.00000000 PA USD 754925.42000000 0.001539998607 Long DBT MUN US N 2 2040-11-15 Fixed 6.68700000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAK1 6532000.00000000 PA USD 6618096.57000000 0.013500485251 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31358SNY3 289.12000000 PA USD 288.63000000 0.000000588786 Long ABS-MBS USGSE US N 2 2030-10-18 Floating 4.91488000 N N N N N N Bayview Opportunity Master Fun N/A 07336PAC8 2783983.16000000 PA USD 2767256.15000000 0.005645022015 Long ABS-O CORP US N 2 2047-06-25 Floating 6.15369000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 43189.29000000 0.000088103334 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2025-12-20 0.00000000 USD -757.43000000 USD 8000000.00000000 USD 43946.72000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDL4 10814517.67000000 PA USD 9762533.63000000 0.019914931717 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AF2 962812.00000000 PA USD 660644.24000000 0.001347671150 Long ABS-MBS CORP US N 2 2063-02-25 Variable 0.01000000 N N N N N N Towd Point Mortgage Trust N/A 89183EAA9 30166112.12000000 PA USD 30516413.08000000 0.062251491855 Long ABS-MBS CORP US N 2 2064-05-25 Variable 6.29000000 N N N N N N Santander Drive Auto Receivabl N/A 80287DAE7 7800000.00000000 PA USD 8079888.96000000 0.016482446363 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 3136F7NM5 5420000.00000000 PA USD 4303003.28000000 0.008777845972 Long DBT USGSE US N 2 2030-11-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKPC8 1413937.07000000 PA USD 1234472.29000000 0.002518242937 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAC3 12330000.00000000 PA USD 12244548.90000000 0.024978080946 Long DBT CORP US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ADSL2 1887939.72000000 PA USD 1843370.75000000 0.003760356072 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A5P24 1797659.93000000 PA USD 1755773.73000000 0.003581663866 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAH4 89955000.00000000 PA USD 89771127.94000000 0.183127244513 Long DBT CORP US N 2 N/A Floating 7.03288000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 105286.86000000 0.000214778325 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3710.69000000 USD 24000000.00000000 USD 108997.55000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1009622.99000000 0.002059565033 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 380.57000000 USD 0.00000000 USD -14000000.00000000 USD 1009242.42000000 N N N CALIFORNIA ST N/A 13063A5G5 1600000.00000000 PA USD 1931581.05000000 0.003940299329 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N CQS US CLO Ltd 254900OIQPM0JE7KVZ52 223929AA8 41000000.00000000 PA USD 41108211.30000000 0.083858069236 Long ABS-CBDO CORP JE N 2 2037-01-25 Floating 6.17177000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HUA1 3021.55000000 PA USD 3149.38000000 0.000006424529 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBC6 2225382.07000000 PA USD 1937088.96000000 0.003951535106 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AE7 81000000.00000000 PA USD 78899005.80000000 0.160948824623 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.19000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132AEEY8 727819.61000000 PA USD 662804.36000000 0.001352077654 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 9245000.00000000 PA USD 8685213.05000000 0.017717268016 Long DBT CORP US N 2 2033-05-01 Fixed 7.37500000 N N N N N CD&R Firefly Bidco Plc 213800OAU5VX61DYZ558 000000000 35950000.00000000 PA 46832577.29000000 0.095535402410 Long LON CORP GB N 3 2028-06-21 Floating 9.82950000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A 91412GXY6 2250000.00000000 PA USD 2007945.61000000 0.004096078050 Long DBT MUN US N 2 2045-05-15 Fixed 4.13100000 N N N N N N Citigroup Mortgage Loan Trust N/A 173106AE5 2666865.00000000 PA USD 1993364.78000000 0.004066334108 Long ABS-MBS CORP US N 2 2063-02-25 Variable 3.11291100 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 226898.46000000 0.000462858056 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 224702.00000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385HU59 729.86000000 PA USD 720.63000000 0.000001470038 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.45600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 660000000.00000000 PA USD 329381250.00000000 0.671916261844 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N AGL CLO Ltd. 549300AEMLN0HO8ST474 00119YAC7 6500000.00000000 PA USD 6484398.70000000 0.013227750319 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.01771000 N N N N N N NATIONSTAR MTG HLD INC N/A 63861CAD1 2725000.00000000 PA USD 2725587.68000000 0.005560021055 Long DBT CORP US N 2 2030-12-15 Fixed 5.12500000 N N N N N OCP Euro CLO 635400UVBDTHX1DIDQ59 000000000 6600000.00000000 PA 7415918.86000000 0.015127990675 Long ABS-CBDO CORP IE N 2 2037-10-18 Floating 3.52600000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 26909000.00000000 PA USD 22295219.04000000 0.045480792347 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSZQ8 49974982.92000000 PA USD 42154128.48000000 0.085991672050 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KH0 36415000.00000000 PA USD 16757759.53000000 0.034184736199 Long DBT UST US N 2 2041-05-15 None 0.00000000 N N N N N N SELECT MEDICAL CORP 549300X05KS0JKR8CB50 816196AV1 4370000.00000000 PA USD 4339487.33000000 0.008852271053 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BS2 40050000.00000000 PA USD 31316447.70000000 0.063883510287 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -5658911.26000000 -0.01154380979 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2029-12-20 0.00000000 USD -4848688.23000000 USD -125000000.00000000 EUR -810223.03000000 N N N Elmwood CLO VII Ltd. N/A 29002QAS8 59650000.00000000 PA USD 59650000.00000000 0.121682108556 Long ABS-CBDO CORP KY N 2 2037-10-17 Floating 5.63979000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEW8 2800000.00000000 PA USD 2478026.75000000 0.005055012908 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B3W22 2828353.18000000 PA USD 2414748.39000000 0.004925929182 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390GHF7 3096.78000000 PA USD 3232.65000000 0.000006594395 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Chase Mortgage Finance Corpora N/A 161930AB8 15209591.88000000 PA USD 13502182.87000000 0.027543572200 Long ABS-MBS CORP US N 2 2064-08-25 Variable 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWA45 7242960.08000000 PA USD 5457374.64000000 0.011132688237 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 2750000.00000000 PA USD 2248125.00000000 0.004586028336 Long DBT CORP CA Y 2 2028-01-15 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage N/A 17324DBB9 58898000.00000000 PA USD 5236.03000000 0.000010681159 Long ABS-MBS CORP US N 2 2048-09-15 Variable 0.05300000 N N N N N N INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 45824TBC8 83590000.00000000 PA USD 82160611.00000000 0.167602286450 Long DBT CORP LU N 2 2030-03-15 Fixed 6.50000000 N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 184190000.00000000 PA USD 150482259.02000000 0.306973991247 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 5617.48000000 0.000011459292 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD 5953.50000000 N N N VENTAS REALTY LP 32SXKSJ72K64GM3HOU64 92277GAL1 31660000.00000000 PA USD 31324412.57000000 0.063899758102 Long DBT CORP US N 2 2027-04-01 Fixed 3.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412XNQ3 4342.73000000 PA USD 4511.74000000 0.000009203655 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46657FAA3 7119603.41000000 PA USD 7167352.45000000 0.014620931414 Long ABS-O CORP US N 2 2054-03-20 Floating 6.05040000 N N N N N N FIRSTENERGY TRANSMISSION 549300AINIIPOLYX2R63 33767BAA7 815000.00000000 PA USD 777086.97000000 0.001585206723 Long DBT CORP US N 2 2044-07-15 Fixed 5.45000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CX6 406000.00000000 PA USD 403110.54000000 0.000822319203 Long DBT CORP US Y 2 2028-03-25 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FN4X5 6826839.88000000 PA USD 1601285.81000000 0.003266518587 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WT24 196907524.38000000 PA USD 179647951.73000000 0.366470101666 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEX6 46040000.00000000 PA USD 40597468.25000000 0.082816186734 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325ER2 52735000.00000000 PA USD 53526025.00000000 0.109189599072 Long DBT NUSS CO N 2 2030-04-25 Fixed 7.37500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAR0 8720000.00000000 PA USD 7420913.58000000 0.015138179578 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 15577.83000000 0.000031777756 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2027-06-20 0.00000000 USD -1609.19000000 USD 1500000.00000000 USD 17187.02000000 N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 4600000.00000000 PA USD 4849969.52000000 0.009893621418 Long DBT CORP AU N 2 2033-09-19 Fixed 6.87500000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAB9 11055000.00000000 PA USD 10580761.36000000 0.021584062907 Long DBT CORP US N 2 2027-10-01 Fixed 4.62500000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4AA2 47678000.00000000 PA USD 54700017.77000000 0.111584467734 Long DBT USGSE US Y 2 2031-03-15 Fixed 6.75000000 N N N N N N Bear Stearns Asset Backed Secu N/A 073879HE1 205896.77000000 PA USD 202691.31000000 0.000413477049 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.41609000 N N N N N N Structured Asset Mortgage Inve N/A 86358HNX3 1904.53000000 PA USD 1823.63000000 0.000003720086 Long ABS-MBS CORP US N 2 2032-09-19 Floating 5.09442000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAD6 68904000.00000000 PA USD 53869836.24000000 0.109890951572 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N Wind River CLO Ltd N/A 973142AQ5 43000000.00000000 PA USD 43055551.70000000 0.087830516612 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.83947000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404HUK3 42689.85000000 PA USD 43384.05000000 0.000088500631 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95002BAD5 6100000.00000000 PA USD 5679678.28000000 0.011586173160 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.78700000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUX5 7600000.00000000 PA USD 7800442.40000000 0.015912393611 Long ABS-MBS CORP US N 2 2042-04-25 Floating 7.25369000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 29448.08000000 0.000060072162 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Radian Group Inc Radian Group Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 29988.26000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202XZJ9 1507.07000000 PA USD 1528.56000000 0.000003118162 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5FG2 1925404.80000000 PA USD 1862585.72000000 0.003799553357 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage S N/A 05493BAA6 59000000.00000000 PA USD 59073750.00000000 0.120506596150 Long ABS-MBS CORP US N 2 2037-10-15 Floating 6.57648000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GGF0 26803000.00000000 PA USD 26501084.89000000 0.054060484299 Long DBT CORP US N 2 2028-01-20 Fixed 3.82400000 N N N N N N DIST OF COLUMBIA WTR & SWR AUT 549300OT2FIJQJ5PSH71 254845JZ4 15765000.00000000 PA USD 13392269.59000000 0.027319356279 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYY2 59677333.46000000 PA USD 49858287.00000000 0.101707652827 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAE0 4662000.00000000 PA USD 5102853.64000000 0.010409488525 Long DBT CORP NO N 2 2032-11-15 Fixed 8.00000000 N N N N N N RFC PRINCIPAL STRIP N/A 76116FAC1 905000.00000000 PA USD 743168.45000000 0.001516015155 Long DBT USGSE US N 2 2030-04-15 None 0.00000000 N N N N N N AMN HEALTHCARE INC 549300H27NUKBFFQEE84 00175PAC7 2656000.00000000 PA USD 2381767.43000000 0.004858650175 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4AB0 10264000.00000000 PA USD 8092547.89000000 0.016508269754 Long DBT USGSE US N 2 2031-03-15 None 0.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25337.60000000 0.000051687051 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 RENAULT SA RENAULT SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 25877.78000000 N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAD3 30100000.00000000 PA USD 30095576.68000000 0.061393013053 Long DBT CORP US N 2 N/A Floating 7.13232000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 3398635.89000000 PA USD 2826679.97000000 0.005766242732 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYZ9 27890479.02000000 PA USD 24452279.10000000 0.049881054147 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 3.00000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 832248BC1 8931000.00000000 PA USD 7930566.51000000 0.016177838306 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 23165000.00000000 PA USD 20358982.72000000 0.041530996570 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N Wind River CLO Ltd 549300OBHD9JXBHL6R27 97314HAQ2 41700000.00000000 PA USD 41700000.00000000 0.085065279577 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.69947000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PAR3 669000.00000000 PA USD 697497.59000000 0.001422849580 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAD2 17688000.00000000 PA USD 18627598.94000000 0.037999086611 Long DBT CORP NO N 2 2028-01-15 Fixed 7.50000000 N N N N N N EXPORT-IMPORT BK INDIA 335800OFZ8YEIVN1QI11 30216JAA3 8420000.00000000 PA USD 8286964.00000000 0.016904865935 Long DBT NUSS IN N 2 2026-08-05 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGT1 21010254.55000000 PA USD 20645435.22000000 0.042115340983 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3265.75000000 -0.00000666191 N/A DCR CORP US N 3 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 MILLICOM INTL CELLULAR Millicom International Cellular SA Y Default Event 2025-12-20 0.00000000 USD -77857.67000000 USD 5060000.00000000 USD 74591.92000000 N N N LRP LB RHEINLAND-PFALZ B81CK4ESI35472RHJ606 514887AB4 10500000.00000000 PA USD 11083328.55000000 0.022609267188 Long DBT CORP DE N 2 2028-02-23 Variable 6.87500000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDW5 21295000.00000000 PA USD 21178733.56000000 0.043203234805 Long DBT CORP GB N 2 N/A Fixed 6.45000000 N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 6495000.00000000 PA USD 6514314.83000000 0.013288777272 Long ABS-MBS CORP US N 2 2041-11-25 Floating 6.15369000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F040651 -128500000.00000000 PA USD -119741947.58000000 -0.24426576134 Short ABS-MBS CORP US N 2 2055-05-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FUM4 3138.48000000 PA USD 3215.81000000 0.000006560042 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A 61767YAY6 7944939.00000000 PA USD 7796075.47000000 0.015903485358 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 3.91400000 N N N N N N GS Mortgage Securities Trust N/A 36262MAA6 6770000.00000000 PA USD 6706724.87000000 0.013681281201 Long ABS-MBS CORP US N 2 2036-10-15 Floating 5.38648000 N N N N N N Harvest CLO 635400AU6OVIWCGACH33 000000000 39750000.00000000 PA 45113617.13000000 0.092028835825 Long ABS-CBDO CORP IE N 2 2037-07-25 Floating 3.60800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPQG6 28318034.43000000 PA USD 28791860.84000000 0.058733517791 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N RFC PRINCIPAL STRIP N/A 76116FAB3 7498000.00000000 PA USD 6215338.18000000 0.012678884411 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1101.93000000 0.000002247865 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 1293.45000000 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCD3 8925000.00000000 PA USD 8433772.24000000 0.017204345167 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958254AK0 3250000.00000000 PA USD 3223990.33000000 0.006576729946 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAP4 11044000.00000000 PA USD 10373150.99000000 0.021160551296 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAL7 4047000.00000000 PA USD 3568229.70000000 0.007278955804 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N BRASKEM NETHERLANDS 2549000TLMHFQ74DS330 10554TAB1 15682000.00000000 PA USD 14058913.00000000 0.028679265345 Long DBT CORP NL N 2 2028-01-10 Fixed 4.50000000 N N N N N N PROV ST JOSEPH HLTH OBL N/A 743756AC2 2900000.00000000 PA USD 2126361.16000000 0.004337638046 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370CQ1 20382000.00000000 PA USD 15236753.78000000 0.031081983696 Long DBT CORP US Y 2 2043-01-15 Fixed 4.75000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G4E0 3785554.32000000 PA USD 3780153.09000000 0.007711265694 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N MAXIM CRANE WORKS LLC N/A 57779EAA6 11660000.00000000 PA USD 11514973.53000000 0.023489794788 Long DBT CORP US N 2 2028-09-01 Fixed 11.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 31445124.02000000 PA USD 26215510.91000000 0.053477932010 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1215655.46000000 -0.00247985783 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1512266280.00000000 TWD 46380000.00000000 USD 2025-06-18 -1215655.46000000 N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBW2 12270000.00000000 PA USD 9474036.50000000 0.019326416393 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 2050000.00000000 PA USD 1563125.00000000 0.003188673024 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCU3 21595000.00000000 PA USD 21360512.39000000 0.043574051759 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAB0 3377000.00000000 PA USD 2657276.88000000 0.005420671479 Long DBT CORP MX N 2 2046-10-31 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBX3 115410000.00000000 PA USD 99081332.58000000 0.202119454600 Long DBT CORP US N 2 2032-02-04 Fixed 1.95300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV82 86093398.11000000 PA USD 72129799.67000000 0.147140085727 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N STATE OF MINAS GERAIS N/A 000000000 50367000.00000000 PA USD 49912689.66000000 0.101818630705 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N Gallatin Funding Ltd N/A 36362MAA5 115000000.00000000 PA USD 115182574.00000000 0.234964936685 Long ABS-CBDO CORP BM N 2 2035-10-14 Floating 6.34171000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BT5 1790000.00000000 PA USD 1819993.33000000 0.003712667660 Long DBT CORP US N 2 2034-03-15 Fixed 5.85200000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 15189XAS7 6685000.00000000 PA USD 5152808.26000000 0.010511392691 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 2982.87000000 0.000006084860 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD 3038.04000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -33795.74000000 -0.00006894110 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 1647.35000000 USD 0.00000000 USD -3000000.00000000 USD -35443.09000000 N N N Morgan Stanley Capital I Trust N/A 61691RAD8 16355756.53000000 PA USD 16135460.85000000 0.032915287489 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.04300000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDL3 2101000.00000000 PA USD 2061921.40000000 0.004206185140 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380UA29 8372296.70000000 PA USD 1616439.32000000 0.003297430759 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAE7 3517000.00000000 PA USD 3223057.72000000 0.006574827483 Long DBT CORP US N 2 2029-02-01 Fixed 4.12500000 N N N N N N MEXICO CITY ARPT TRUST N/A 59284MAC8 17976000.00000000 PA USD 17093378.40000000 0.034869376799 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N Elmwood CLO VII Ltd. N/A 29002QAW9 23500000.00000000 PA USD 23257952.35000000 0.047444705493 Long ABS-CBDO CORP KY N 2 2037-10-17 Floating 5.97979000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XNH5 25666067.78000000 PA USD 25981539.69000000 0.053000645985 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 6.00000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 40414LAR0 1490000.00000000 PA USD 1416264.72000000 0.002889087634 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N PIEDMONT NATURAL GAS CO VXB4M3BDPKF3I2AZ3G89 720186AL9 15235000.00000000 PA USD 14658258.83000000 0.029901891738 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBG8 1675000.00000000 PA USD 1666764.48000000 0.003400090802 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 22469.91000000 0.000045837150 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD 23992.12000000 N N N JPMDB Commercial Mortgage Secu N/A 48129RAW5 80750000.00000000 PA USD 73294715.88000000 0.149516438798 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 2.79460000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAX4 4231000.00000000 PA USD 3791149.97000000 0.007733698611 Long DBT CORP US N 2 2039-10-01 Fixed 4.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BV5 36685000.00000000 PA USD 22717839.11000000 0.046342909719 Long DBT CORP US N 2 2051-04-01 Fixed 3.70000000 N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 129705000.00000000 PA USD 118373626.74000000 0.241474476097 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAF4 2500000.00000000 PA USD 2217225.07000000 0.004522994495 Long DBT CORP US N 2 2031-02-01 Fixed 4.37500000 N N N N N N Elmwood CLO 16 Ltd N/A 29002UAJ9 36500000.00000000 PA USD 36535025.40000000 0.074529068346 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.79947000 N N N N N N BAY AREA CA TOLL AUTH TOLL BRI 5493001FUZGUQMIP5D78 072024ND0 12630000.00000000 PA USD 13321817.04000000 0.027175637673 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USHT1 54122584.44000000 PA USD 45486498.56000000 0.092789489616 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE82 52668640.17000000 PA USD 52694063.32000000 0.107492451520 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.50000000 N N N N N N Toro European CLO 635400HMDMBJ8UOYII08 000000000 115250000.00000000 PA 129789007.75000000 0.264761108642 Long ABS-CBDO CORP IE N 2 2034-07-15 Floating 3.26900000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 121808.01000000 N N N HOWARD HUGHES CORP 549300BVHY25JZC1KI49 44267DAD9 500000.00000000 PA USD 482297.14000000 0.000983854701 Long DBT CORP US Y 2 2028-08-01 Fixed 5.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDT7 228708796.99000000 PA USD 206745143.34000000 0.421746604785 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410CC0 700000.00000000 PA USD 481902.54000000 0.000983049743 Long DBT NUSS IT N 2 2051-05-06 Fixed 3.87500000 N N N N N N Sixth Street CLO XVI, Ltd. 549300YD05LZSDNMVF16 83012DAQ6 65000000.00000000 PA USD 65095972.50000000 0.132791537172 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.05947000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAN3 10544000.00000000 PA USD 8356901.08000000 0.017047533016 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 3560000.00000000 PA USD 3193772.19000000 0.006515086912 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHQF3 245180.30000000 PA USD 244172.36000000 0.000498095685 Long ABS-MBS USGSE US N 2 2044-10-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2N8 740.23000000 PA USD 771.43000000 0.000001573666 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 21122000.00000000 PA USD 12303565.00000000 0.025098469940 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179YHV9 2598869.28000000 PA USD 2687112.51000000 0.005481534218 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 7.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 309103.09000000 0.000630550138 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 9884.09000000 USD 0.00000000 USD -18000000.00000000 USD 299219.00000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 8650000.00000000 PA USD 9469380.93000000 0.019316919334 Long DBT CORP US N 2 N/A Fixed 10.25000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834KB3 32250000.00000000 PA USD 11977593.45000000 0.024433509244 Long DBT UST US N 2 2045-05-15 None 0.00000000 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632MV0 295000.00000000 PA USD 289933.38000000 0.000591445180 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV66 22443102.20000000 PA USD 16935364.05000000 0.034547037833 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 2665000.00000000 PA USD 1889285.35000000 0.003854018860 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.13000000 0.000000002305 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDU4 133164026.96000000 PA USD 124335965.73000000 0.253637258666 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N CENCOSUD SA 549300NLTGCFV7482429 15132HAH4 3835000.00000000 PA USD 3787062.50000000 0.007725360439 Long DBT CORP CL N 2 2027-07-17 Fixed 4.37500000 N N N N N N Banc of America Mortgage Secur N/A 05949AHA1 90818.18000000 PA USD 86046.61000000 0.000175529470 Long ABS-MBS CORP US N 2 2034-06-25 Variable 6.21776700 N N N N N N FLORIDA POWER & LIGHT CO A89MY1K3YLIGJMYWVX50 402479CF4 9415000.00000000 PA USD 9257866.30000000 0.018885443287 Long DBT CORP US N 2 2027-05-30 Fixed 3.30000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 -85360000.00000000 OU OTHER USD -592119.93000000 -0.00120788602 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-07-16 0.00000000 USD 0.00000000 USD N/A N/A -85360000.00000000 USD 99.00000000 USD 2025-07-16 XXXX -41547.93000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 21737980.20000000 PA USD 20827894.23000000 0.042487545460 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAR9 3370000.00000000 PA USD 2984183.19000000 0.006087539025 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 6035000.00000000 PA USD 5497053.67000000 0.011213630870 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179TNR2 3269046.00000000 PA USD 3000895.15000000 0.006121630333 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468N2 6481000.00000000 PA USD 6280033.40000000 0.012810858439 Long DBT CORP US N 2 2051-03-24 Fixed 5.59700000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405ULZ0 12655.00000000 PA USD 13204.68000000 0.000026936685 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 18020000.00000000 PA USD 11803100.00000000 0.024077553990 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N TCW CLO 2019-1 AMR, LTD. 549300RWQDI4UTTLDE63 87241EAW5 16600000.00000000 PA USD 16575101.66000000 0.033812126060 Long ABS-CBDO CORP KY N 2 2034-08-16 Floating 6.27299000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKK4 26185000.00000000 PA USD 23024994.22000000 0.046969486105 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAZ5 47800000.00000000 PA USD 46802944.58000000 0.095474953615 Long DBT CORP FR N 2 2026-12-14 Fixed 1.48800000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 209403.74000000 0.000427169968 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2027-06-20 184403.96000000 USD 0.00000000 USD 12360000.00000000 USD 24999.78000000 N N N DIGICEL INTL FIN LTD Common Equity N/A 000000000 1695385.00000000 NS USD 11867695.00000000 0.024209323575 Long EC CORP US N 2 N N N MEXICO CITY ARPT TRUST N/A 59284MAA2 16218000.00000000 PA USD 15897694.50000000 0.032430259647 Long DBT CORP MX N 2 2026-10-31 Fixed 4.25000000 N N N N N N NOVA CHEMICALS CORP 549300ZOD6N7RI2FJP09 66977WAP4 3190000.00000000 PA USD 3186012.50000000 0.006499257651 Long DBT CORP CA N 2 2025-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ETQ3 637122.91000000 PA USD 666845.64000000 0.001360321601 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DV74 13337844.71000000 PA USD 10666199.32000000 0.021758350771 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BN1 11955000.00000000 PA USD 11873945.10000000 0.024222073372 Long DBT CORP PA Y 2 2027-03-01 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZU9 104764135.73000000 PA USD 79041988.35000000 0.161240499697 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MT2 65550000.00000000 PA USD 26639213.75000000 0.054342258162 Long DBT UST US N 2 2043-08-15 None 0.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A45 44065000.00000000 PA USD 42797725.76000000 0.087304568514 Long DBT CORP US N 2 2027-01-09 Fixed 4.27100000 N N N N N N Madison Avenue Trust N/A 556227AG1 30650000.00000000 PA USD 30016951.84000000 0.061232623509 Long ABS-MBS CORP US N 2 2035-09-10 Variable 3.67329300 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 37360.53000000 0.000076213043 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 HCA INC HCA Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 37900.71000000 N N N LOS ANGELES CA DEPT OF ARPTS N/A 544435C32 4410000.00000000 PA USD 4711862.53000000 0.009611892168 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N TVA PRIN STRIP 549300HE1ISW43LNKM54 88059FBM2 1300000.00000000 PA USD 798712.74000000 0.001629321883 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBK9 26250000.00000000 PA USD 17342704.12000000 0.035377985002 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N OHIO ST UNIV JFC10ZULKO4X2E3HBY86 677632PA3 7815000.00000000 PA USD 6682141.60000000 0.013631132934 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N PECO ENERGY CO YH65D4JBECK76IFEJ279 693304AR8 6449000.00000000 PA USD 5752920.52000000 0.011735582552 Long DBT CORP US N 2 2043-10-15 Fixed 4.80000000 N N N N N N Verus Securitization Trust 213800YO7QOQOFRSRN78 924929AC6 31184806.79000000 PA USD 31305317.36000000 0.063860805119 Long ABS-MBS CORP US N 2 2070-02-25 Variable 5.54800000 N N N N N N Rockford Tower CLO Ltd N/A 77341RAA4 53500000.00000000 PA USD 53601821.20000000 0.109344218375 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 6.16947000 N N N N N N TCW CLO 2017-1, Ltd N/A 87240NBG0 95255000.00000000 PA USD 94788469.59000000 0.193362294158 Long ABS-CBDO CORP KY N 2 2034-10-29 Floating 5.47132000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 39337000.00000000 PA USD 36694534.61000000 0.074854456728 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 458182BY7 1938000.00000000 PA USD 1990597.32000000 0.004060688670 Long DBT NUSS N/A N 2 2026-08-01 Fixed 6.95000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -269170.98000000 -0.00054909123 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -1855.35000000 USD 12000000.00000000 USD -267315.63000000 N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 9990000.00000000 PA 10135545.62000000 0.020675851842 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N GS Mortgage-Backed Securities N/A 362954AH2 441283.10000000 PA USD 409034.75000000 0.000834404205 Long ABS-MBS CORP US N 2 2064-01-25 None 0.00000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 10291000.00000000 PA USD 10146926.00000000 0.020699067075 Long DBT NUSS DO N 2 2029-02-22 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZV7 10560091.68000000 PA USD 8406635.12000000 0.017148987213 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 6699395.04000000 PA USD 6720014.44000000 0.013708391057 Long ABS-MBS CORP US N 2 2034-01-25 Floating 6.00369000 N N N N N N ORGANON & CO/ORGANON FOR N/A 68622TAB7 2850000.00000000 PA USD 2390913.82000000 0.004877308214 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N PGIM AAA CLO ETF 5493000IJ4TGDWNHKI54 69344A834 1740083.00000000 NS USD 89074848.77000000 0.181706880430 Long EC RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31283HVL6 2813.83000000 PA USD 2930.68000000 0.000005978396 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CK7 8633380.00000000 PA USD 8635944.28000000 0.017616762939 Long DBT CORP US N 2 2032-10-15 Fixed 10.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 89648000.00000000 PA USD 84294165.44000000 0.171954598319 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 65125.48000000 0.000132851730 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2025-12-20 0.00000000 USD -349.18000000 USD 11640000.00000000 USD 65474.66000000 N N N LOS ANGELES CNTY CA PUBLIC WKS N/A 54473ENS9 4300000.00000000 PA USD 4927367.87000000 0.010051509003 Long DBT MUN US N 2 2040-08-01 Fixed 7.61800000 N N N N N N BLP Commercial Mortgage Trust N/A 05625BAA7 81180000.00000000 PA USD 79695534.40000000 0.162573691003 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.52186000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 6400000.00000000 PA USD 5607319.04000000 0.011438565031 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Battalion CLO LTD 549300O0R7FIDPTPCK50 07132LAL3 114000000.00000000 PA USD 114000000.00000000 0.232552562874 Long ABS-CBDO CORP KY N 2 2034-04-24 Floating 5.68679000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAN0 300000.00000000 PA USD 264000.00000000 0.000538542777 Long DBT CORP N/A Y 2 2026-08-15 Fixed 4.12500000 N N N N N N SILVER ROCK CLO LTD N/A 82811RAY3 22600000.00000000 PA USD 22600000.00000000 0.046102525622 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.68947000 N N N N N N Nassau LTD N/A 63171LAJ3 24500000.00000000 PA USD 24532810.40000000 0.050045332745 Long ABS-CBDO CORP JE N 2 2031-01-15 Floating 5.90610000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBQ8 7785000.00000000 PA USD 7691298.49000000 0.015689747155 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N INTL BK RECON & DEV ZTMSNXROF84AHWJNKQ93 45905AQD3 5239000.00000000 PA USD 4099161.25000000 0.008362021529 Long DBT NUSS N/A N 2 2030-10-31 None 0.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 267035000.00000000 PA USD 236116454.13000000 0.481662162673 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 460236.51000000 N N N BALL CORP 0BGI85ALH27ZJP15DY16 058498AZ9 12025000.00000000 PA USD 12273896.66000000 0.025037948462 Long DBT CORP US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Rockford Tower CLO Ltd N/A 77341RAC0 20000000.00000000 PA USD 20086004.00000000 0.040974137790 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 7.01947000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BD7E0 3144792.48000000 PA USD 467740.71000000 0.000954160533 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.50000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 73015AAA5 108478078.70000000 PA USD 108891184.92000000 0.222130913399 Long ABS-MBS CORP US N 2 2033-05-25 Floating 7.85369000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPJU4 14576372.57000000 PA USD 14450499.76000000 0.029478076789 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECZ6 6035000.00000000 PA USD 6021599.89000000 0.012283670938 Long DBT CORP GB N 2 2036-02-25 Fixed 5.78500000 N N N N N N Benefit Street Partners CLO Lt N/A 08186RAN9 11525000.00000000 PA USD 11525000.00000000 0.023510248132 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.68771000 N N N N N N Barclays Commercial Mortgage S N/A 05555FAC8 53800000.00000000 PA USD 56463073.10000000 0.115180985589 Long ABS-MBS CORP US N 2 2057-07-15 Fixed 6.01400000 N N N N N N Fannie Mae - CAS B1V7KEBTPIMZEU4LTD58 20754KAB7 12930000.00000000 PA USD 12938145.90000000 0.026392973577 Long ABS-MBS CORP US N 2 2041-11-25 Floating 6.35369000 N N N N N N CAPSTONE COPPER CORP 549300III6KGKKC42W63 14071LAA6 6290000.00000000 PA USD 6183070.00000000 0.012613059429 Long DBT CORP CA N 2 2033-03-31 Fixed 6.75000000 N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -341170.37000000 -0.00069596529 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 9884.09000000 USD 0.00000000 USD -18000000.00000000 USD -351054.46000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -191485.59000000 -0.00039061811 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.34.V1 Y Default Event 2025-12-20 0.00000000 USD -7665.17000000 USD -184000000.00000000 USD -183820.42000000 N N N BELLEMEADE RE LT N/A 078777AC3 1483798.73000000 PA USD 1484300.25000000 0.003027875677 Long ABS-MBS CORP US N 2 2031-09-25 Floating 5.75369000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 13748000.00000000 PA USD 9796092.46000000 0.019983389541 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391AVP1 642.37000000 PA USD 661.42000000 0.000001349253 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Jubilee CDO BV 635400BEM2JFGBOYIE25 000000000 30000000.00000000 PA 33790712.11000000 0.068930848267 Long ABS-CBDO CORP IE N 2 2034-07-15 Floating 3.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WR42 2597929.93000000 PA USD 2370213.66000000 0.004835081238 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.50000000 N N N N N N COLORADO INT GAS CO/ISS N/A 196500AA0 8794000.00000000 PA USD 8729356.93000000 0.017807318651 Long DBT CORP US N 2 2026-08-15 Fixed 4.15000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FNAG5 508363179.33000000 PA USD 16661908.22000000 0.033989205780 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 1.08263900 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAN8 16155000.00000000 PA USD 14994166.32000000 0.030587121104 Long DBT CORP NL N 2 2028-07-12 Variable 2.12500000 N N N N N N Regatta VII Funding Ltd 549300DA6HSLI0UPTQ25 75888ABE5 40600000.00000000 PA USD 40600000.00000000 0.082821351339 Long ABS-CBDO CORP KY N 2 2034-06-20 Floating 5.71630000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDE7 176407434.77000000 PA USD 159475517.53000000 0.325319651906 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1133391.27000000 0.002312044250 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD 1123007.51000000 N N N BPR Trust N/A 05610WAA8 78109000.00000000 PA USD 81737616.08000000 0.166739404409 Long ABS-MBS CORP US N 2 2038-10-05 Variable 7.14647500 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAP2 39875000.00000000 PA USD 40942555.41000000 0.083520142028 Long DBT CORP US N 2 2028-08-16 Fixed 5.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 54500000.00000000 PA USD 47866543.59000000 0.097644626208 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAR4 1915000.00000000 PA USD 1535106.90000000 0.003131517928 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 11147000.00000000 PA USD 10689125.76000000 0.021805119213 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEK4 34401000.00000000 PA USD 29013582.84000000 0.059185816207 Long DBT CORP US N 2 2052-05-15 Fixed 4.75000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 46110000.00000000 PA USD 47668751.34000000 0.097241142922 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AW4 2150000.00000000 PA USD 1876292.87000000 0.003827515049 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 4560000.00000000 PA USD 4495114.47000000 0.009169740266 Long DBT USGA US N 2 2027-02-01 Fixed 2.87500000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BG2 46388000.00000000 PA USD 48320310.70000000 0.098570281510 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -59166.33000000 -0.00012069545 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD -60264.56000000 N N N IMPERIAL BRANDS FIN PLC 2138008L3B3MCG1DFS50 45262BAG8 11154000.00000000 PA USD 11443223.22000000 0.023343428836 Long DBT CORP GB N 2 2030-02-01 Fixed 5.50000000 N N N N N N BAYCARE HEALTH SYSTEM 1H90SRZU22X0SF1UZR52 072722AE1 14365000.00000000 PA USD 10917111.93000000 0.022270196127 Long DBT CORP US N 2 2050-11-15 Fixed 3.83100000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 3620C4XB1 57712.77000000 PA USD 53972.81000000 0.000110101011 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 3.50000000 N N N N N N Home Re Ltd N/A 43730VAC2 13429865.76000000 PA USD 13521461.47000000 0.027582899286 Long ABS-MBS CORP BM N 2 2034-01-25 Floating 7.15369000 N N N N N N SCOTTS MIRACLE-GRO CO 2TH9E0JTOUXOEGI2R879 810186AP1 52000.00000000 PA USD 51622.61000000 0.000105306756 Long DBT CORP US N 2 2026-12-15 Fixed 5.25000000 N N N N N AID-INDONESIA 529900FWX0GRR7WG5W79 455780AM8 8736294.31000000 PA USD 9204767.82000000 0.018777125852 Long DBT NUSS ID N 2 2029-07-15 Fixed 6.65000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYC2 110085000.00000000 PA USD 80105000.91000000 0.163408975970 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAA4 19146000.00000000 PA USD 20015983.26000000 0.040831300048 Long DBT CORP US N 2 2030-08-15 Fixed 5.92700000 N N N N N N Elmwood CLO 40 Ltd N/A 29004FAA9 155000000.00000000 PA USD 154535000.00000000 0.315241318454 Long ABS-CBDO CORP KY N 2 2038-03-22 Floating 5.51617000 N N N N N N Woodward Capital Management N/A 749427AA8 62537305.33000000 PA USD 62978993.81000000 0.128473038752 Long ABS-MBS CORP US N 2 2045-01-25 Variable 5.65300000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -177499.00000000 -0.00036208638 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD -177662.11000000 N N N Cantor Commercial Real Estate N/A 12529WAN6 22801128.68000000 PA USD 22731179.38000000 0.046370122999 Long ABS-MBS CORP US N 2 2052-04-15 Variable 2.84000000 N N N N N N GoodLeap Home Improvement Solu N/A 38237EAA2 35172797.57000000 PA USD 35457278.67000000 0.072330535326 Long ABS-O CORP US N 2 2049-02-20 Fixed 5.38000000 N N N N N N Obra CLO Ltd 254900IXPSGZDGZO2P84 67443AAA9 87000000.00000000 PA USD 86870892.00000000 0.177210952401 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.90310000 N N N N N N BLP Commercial Mortgage Trust N/A 05625BAE9 18890000.00000000 PA USD 18224446.74000000 0.037176682424 Long ABS-MBS CORP US N 2 2042-03-15 Floating 6.12186000 N N N N N N Bank N/A 06650AAD9 8519996.49000000 PA USD 8335544.53000000 0.017003967047 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.22900000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AZ0 700000.00000000 PA USD 572265.68000000 0.001167384653 Long DBT CORP US Y 2 2029-02-01 Fixed 6.50000000 N N N N N N World OMNI Select Auto Trust N/A 98163HAF6 2150000.00000000 PA USD 2113938.70000000 0.004312297038 Long ABS-O CORP US N 2 2027-11-15 Fixed 1.44000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162LAB6 28000000.00000000 PA USD 26468405.60000000 0.053993820679 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 2.67650000 N N N N N N UNIVERSITY OF PENNSYLVAN 549300FG60YK9HZ7DS75 91481CAC4 1065000.00000000 PA USD 687481.87000000 0.001402418164 Long DBT CORP US N 2 2119-02-15 Fixed 3.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GLSG0 438976.48000000 PA USD 424493.66000000 0.000865939373 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 956067.42000000 0.001950315164 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 733.96000000 USD 0.00000000 USD -27000000.00000000 USD 955333.46000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZW5 12537224.75000000 PA USD 10486745.22000000 0.021392276115 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N ILLINOIS ST TOLL HIGHWAY AUTH 549300ISBFGI8MJJKM98 452252FH7 5000000.00000000 PA USD 5322524.64000000 0.010857603035 Long DBT MUN US N 2 2034-01-01 Fixed 6.18400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418V4W9 3240028.65000000 PA USD 3213087.20000000 0.006554488272 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 235825AG1 50000.00000000 PA USD 49550.31000000 0.000101079399 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JT9 22485000.00000000 PA USD 22447493.96000000 0.045791423250 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJP5 40400000.00000000 PA USD 35822274.23000000 0.073075102457 Long DBT CORP US N 2 2032-03-11 Fixed 2.65100000 N N N N N N Venture CDO Ltd 549300NQPL9XHZ20E278 92330YAU7 8000000.00000000 PA USD 7996000.80000000 0.016311319989 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.06771000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31288AD69 18815.44000000 PA USD 19661.32000000 0.000040107810 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Atlas Senior Loan Fund LTD N/A 04940QAA5 163250000.00000000 PA USD 163530137.00000000 0.333590811110 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 6.46947000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CP2 30645000.00000000 PA USD 27347180.03000000 0.055786463187 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2576230.59000000 -0.00525534233 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-12-20 0.00000000 USD -1756327.35000000 USD -89075000.00000000 EUR -819903.24000000 N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAN4 9792000.00000000 PA USD 9654863.66000000 0.019695292002 Long DBT CORP US N 2 2026-06-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31362GM40 402.31000000 PA USD 398.19000000 0.000000812281 Long ABS-MBS USGSE US N 2 2028-01-01 Floating 4.38600000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAD0 322555.34000000 PA USD 0.32000000 0.000000000652 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N Venture CDO Ltd 549300UP09C89Q3HWD39 92325QAA5 18935742.62000000 PA USD 18935742.62000000 0.038627679615 Long ABS-CBDO CORP KY N 2 2031-07-18 Floating 5.63108000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHP8 52606405.16000000 PA USD 51692947.01000000 0.105450239558 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFE0 14145000.00000000 PA USD 14143967.62000000 0.028852771221 Long DBT CORP US N 2 2034-04-21 Fixed 5.25000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AY3 6465000.00000000 PA USD 4741652.41000000 0.009672661580 Long DBT CORP US Y 2 2028-04-01 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403AS22 1859.81000000 PA USD 1919.08000000 0.000003914798 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 3690000.00000000 PA USD 3636628.74000000 0.007418485383 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 458182BW1 10000000.00000000 PA USD 10052058.00000000 0.020505542544 Long DBT NUSS N/A N 2 2025-10-15 Fixed 6.80000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 104554.06000000 0.000213283461 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -103736767.50000000 PEN 28355000.00000000 USD 2025-06-18 104554.06000000 N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AM4 19073338.50000000 PA USD 21500845.47000000 0.043860322087 Long DBT CORP US N 2 2031-06-01 Fixed 9.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XBNJ5 1947150.43000000 PA USD 1776732.09000000 0.003624417553 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AFAU1 4340000.00000000 PA USD 3950301.44000000 0.008058357228 Long DBT USGSE US N 2 2038-11-02 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131Y7S65 3118379.10000000 PA USD 3036802.77000000 0.006194879536 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XLJ3 64994034.12000000 PA USD 65224460.07000000 0.133053643433 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 5.50000000 N N N N N N Rockford Tower CLO Ltd N/A 77341NAL9 20500000.00000000 PA USD 20500000.00000000 0.041818662622 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.65610000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HH3 5535000.00000000 PA USD 4524001.78000000 0.009228668494 Long DBT CORP US N 2 2044-02-15 Fixed 4.75000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBM4 56803000.00000000 PA USD 40879662.83000000 0.083391845268 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N CARVANA CO 5493003WEAK2PJ5WS063 146869AN2 53422392.00000000 PA USD 56600496.32000000 0.115461319992 Long DBT CORP US N 2 2030-06-01 Fixed 9.00000000 N N N N N N AVANGRID INC 549300OX0Q38NLSKPB49 05351WAB9 21920000.00000000 PA USD 21221298.08000000 0.043290063649 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 58571.64000000 0.000119482324 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -63616773980.00000000 COP 15007000.00000000 USD 2025-06-18 58571.64000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DZX3 3445861.75000000 PA USD 3014110.99000000 0.006148589785 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Anchorage Capital CLO LTD 549300JIJ617WYIUFX18 03331AAE1 6000000.00000000 PA USD 5988599.40000000 0.012216352092 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.01771000 N N N N N N GS Mortgage Securities Trust N/A 36257HBN5 50000000.00000000 PA USD 47079490.00000000 0.096039088230 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.90400000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 45818QAD1 13630000.00000000 PA USD 14365215.83000000 0.029304103136 Long DBT NUSS N/A N 2 2027-07-15 Fixed 6.75000000 N N N N N N LSTAR Commercial Mortgage Trus N/A 54910TAG7 8500000.00000000 PA USD 8397365.90000000 0.017130078609 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.39000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AF4 11115000.00000000 PA USD 11552963.37000000 0.023567291583 Long DBT CORP US N 2 2029-01-15 Fixed 6.35000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAB8 12934186.32000000 PA USD 12580770.03000000 0.025663950117 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.16400000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 9130000.00000000 PA USD 8451001.90000000 0.017239492550 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBX7 5000000.00000000 PA USD 4911001.13000000 0.010018121921 Long DBT CORP US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412VE38 1827.76000000 PA USD 1802.97000000 0.000003677941 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 38292.42000000 0.000078114038 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 British American Tobacco PLC British American Tobacco PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 38832.60000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AKFY0 2119968.30000000 PA USD 2101903.20000000 0.004287745404 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Towd Point Mortgage Trust N/A 89183CAA3 9995715.08000000 PA USD 10034624.40000000 0.020469979137 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.84800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHQ9 802784.32000000 PA USD 840235.08000000 0.001714024747 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 7.00000000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 3060000.00000000 PA 3258564.41000000 0.006647258814 Long DBT CORP IN N 2 2028-09-21 Fixed 1.84100000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 13000000.00000000 PA USD 10163530.00000000 0.020732938152 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N GS Mortgage-Backed Securities N/A 362954AR0 169444363.93000000 PA USD 149582044.76000000 0.305137612885 Long ABS-MBS CORP US N 2 2064-01-25 Variable 3.08504300 N N N N N N UTAH ACQUISITION SUB 254900JOFV74IJ7H9933 62854AAP9 88726000.00000000 PA USD 67317797.58000000 0.137323915388 Long DBT CORP US N 2 2046-06-15 Fixed 5.25000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BW3 33890000.00000000 PA USD 35237655.90000000 0.071882519203 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N CSAIL Commercial Mortgage Trus N/A 12597BAT6 37150000.00000000 PA USD 34462271.80000000 0.070300786224 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 2.76280000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FKUR5 404954605.64000000 PA USD 4856701.58000000 0.009907354381 Long ABS-MBS USGSE US N 2 2028-12-25 Variable 0.50152200 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 63854.57000000 0.000130259157 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 63036.93000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XHZP4 5782087.80000000 PA USD 5582598.77000000 0.011388137293 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N INTER-AMERICAN DEVEL BK VKU1UKDS9E7LYLMACP54 45818QAC3 2756000.00000000 PA USD 2854205.65000000 0.005822393323 Long DBT NUSS N/A N 2 2027-07-16 Fixed 6.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG7B9 11803728.74000000 PA USD 11052673.65000000 0.022546733192 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N STANFORD UNIVERSITY JIUV0DC2REIJXQ26CR37 85440KAA2 5345000.00000000 PA USD 4094995.85000000 0.008353524384 Long DBT CORP US N 2 2048-05-01 Fixed 3.64700000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E58 18085000.00000000 PA USD 17754960.69000000 0.036218961510 Long DBT CORP US N 2 2029-03-08 Fixed 5.80000000 N N N N N N Dukes Education N/A 000000000 2253798.19000000 PA 3003636.85000000 0.006127223222 Long DBT CORP GB N 3 2028-11-27 Floating 10.07715000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189WAH3 1130000.00000000 PA USD 1138875.12000000 0.002323230946 Long DBT CORP US N 2 2041-01-15 Fixed 5.85000000 N N N N N N Endo GUC Trust Units Cl A-1 N/A 000000000 148.00000000 NS USD 0.01000000 0.000000000020 Long EC CORP US N 3 N N N Jubilee CDO BV 635400BEM2JFGBOYIE25 000000000 21317000.00000000 PA 23998851.08000000 0.048956090567 Long ABS-CBDO CORP IE N 2 2034-07-15 Floating 3.10900000 N N N N N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74815HCJ9 474000.00000000 PA USD 489337.12000000 0.000998215801 Long DBT NUSS CA N 2 2026-07-22 Fixed 7.29500000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 134279.34000000 0.000273921093 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD 136551.62000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 1525813.40000000 0.003112559795 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -44608000.00000000 USD 1465818880.00000000 TWD 2025-06-18 1525813.40000000 N N N TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059EPD0 13972000.00000000 PA USD 8482534.78000000 0.017303817568 Long DBT USGA US N 2 2035-07-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPNV7 15993301.84000000 PA USD 15918870.13000000 0.032473456550 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 5.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AT5 4900000.00000000 PA USD 4771375.00000000 0.009733293725 Long DBT CORP CH N 2 2027-02-02 Fixed 1.30500000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 20695000.00000000 PA USD 21206630.07000000 0.043260141865 Long ABS-MBS CORP US N 2 2041-10-25 Floating 7.75369000 N N N N N N NEW JERSEY ST TURNPIKE AUTH TU 5493005YN67D71KSMI84 646139W35 12865000.00000000 PA USD 15482892.84000000 0.031584091321 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 138000000.00000000 PA USD 107316562.50000000 0.218918786388 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N TENN VALLEY AUTH 549300HE1ISW43LNKM54 88059FBG5 6423000.00000000 PA USD 5210527.91000000 0.010629137012 Long DBT USGA US N 2 2030-05-01 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGPS2 18521155.75000000 PA USD 16777749.73000000 0.034225514903 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834MZ8 74569000.00000000 PA USD 29901843.43000000 0.060997809862 Long DBT UST US N 2 2043-11-15 None 0.00000000 N N N N N N Diamond Sports Net, LLC 549300MPO5H6LGX4RJ82 25277EAB8 5250663.00000000 PA USD 4694969.58000000 0.009577431653 Long LON CORP US N 2 2028-01-02 Fixed 15.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -7861.82000000 -0.00001603759 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 10754.15000000 USD 0.00000000 USD -23000000.00000000 USD -18615.97000000 N N N FERTITTA ENTERTAINMENT N/A 31556TAA7 4914000.00000000 PA USD 4557984.81000000 0.009297991658 Long DBT CORP US N 2 2029-01-15 Fixed 4.62500000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AV7 22555000.00000000 PA USD 23710943.75000000 0.048368778396 Long DBT CORP CA Y 2 2029-03-01 Fixed 9.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DVB5 61065029.34000000 PA USD 46028413.76000000 0.093894961271 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BU7 5000000.00000000 PA USD 5056018.01000000 0.010313946896 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMRE8 35177640.57000000 PA USD 36116679.19000000 0.073675669369 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AU9 5600000.00000000 PA USD 5682250.00000000 0.011591419301 Long DBT CORP CA Y 2 2031-06-01 Fixed 8.62500000 N N N N N Laurel Road Prime Student Loan N/A 51888JAA6 14257818.56630000 PA USD 13680994.28000000 0.027908335811 Long ABS-O CORP US N 2 2043-08-25 Variable 0.01000000 N N N N N N Citigroup Commercial Mortgage N/A 17325HBN3 15579629.24000000 PA USD 15314960.94000000 0.031241521201 Long ABS-MBS CORP US N 2 2050-04-14 Fixed 3.44200000 N N N N N N Radnor Re LTD 254900JO0CMUL2VM8206 75049GAB5 25824914.30000000 PA USD 26254152.78000000 0.053556758904 Long ABS-MBS CORP BM Y 2 2031-11-25 Floating 8.05369000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPTD0 788500.70000000 PA USD 687203.02000000 0.001401849329 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -31447.30000000 -0.00006415044 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 0.00000000 USD -17780.36000000 USD -92000000.00000000 USD -13666.94000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912828XB1 12270000.00000000 PA USD 12258017.58000000 0.025005556175 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N Citigroup Commercial Mortgage N/A 17328RAY5 90000000.00000000 PA USD 80481879.00000000 0.164177782687 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.47700000 N N N N N N EMERA US FINANCE LP N/A 29103DAJ5 4959000.00000000 PA USD 4881212.63000000 0.009957355324 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 92575000.00000000 PA USD 94467581.99000000 0.192707704388 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CGZ3 662893.71000000 PA USD 667138.35000000 0.001360918711 Long ABS-MBS CORP US N 2 2034-09-25 Floating 5.50109000 N N N N N N Clue Opco LLC N/A 18948EAC0 32094506.26000000 PA USD 28852961.13000000 0.058858158397 Long LON CORP US N 2 2030-12-19 Floating 8.79075000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AC1 50000.00000000 PA USD 47517.41000000 0.000096932416 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N Countrywide Home Loans N/A 12669E5R3 3395757.43000000 PA USD 3348180.49000000 0.006830069771 Long ABS-MBS CORP US N 2 2034-02-19 Variable 6.83490300 N N N N N N MYLAN INC 30ZMPDNA1RHIBH89C294 628530BC0 38126000.00000000 PA USD 30261949.09000000 0.061732401916 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AJQ3 1376101.92000000 PA USD 1329487.71000000 0.002712068195 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 27101.69000000 0.000055285679 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 VERIZON COMMUNICATIONS Verizon Communications Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 27641.87000000 N N N ICG US CLO Ltd 21380029WPUQLKIPJJ57 44934XAA4 45950000.00000000 PA USD 45950000.00000000 0.093735002316 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.70177000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FTBP1 325759885.24000000 PA USD 22045441.90000000 0.044971263276 Long ABS-MBS USGSE US N 2 2030-03-25 Variable 1.81051100 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAD4 18275000.00000000 PA USD 19278943.08000000 0.039327786164 Long DBT CORP US N 2 N/A Fixed 8.87500000 N N N N N N UBS Commercial Mortgage Trust N/A 90278PAZ3 22850000.00000000 PA USD 20966607.03000000 0.042770510522 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.78160000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AW5 4800000.00000000 PA USD 4758000.00000000 0.009706009597 Long DBT CORP CA N 2 2033-03-01 Fixed 8.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HQW3 15205000.00000000 PA USD 15061918.85000000 0.030725331845 Long DBT CORP US N 2 2026-04-01 Fixed 3.30000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GFU8 45640000.00000000 PA USD 45606373.94000000 0.093034027571 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AT7 12000000.00000000 PA USD 11968009.98000000 0.024413959590 Long DBT CORP US N 2 2026-03-01 Fixed 4.50000000 N N N N N N Ford Credit Auto Owner Trust/F N/A 34532JAC8 17892000.00000000 PA USD 17599707.34000000 0.035902254804 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.74000000 N N N N N N Morgan Stanley BAML Trust N/A 61766RAZ9 11509000.00000000 PA USD 11162897.90000000 0.022771583471 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.10200000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IVORY COAST IVORY COAST Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 318809.99000000 N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162DU1 21500000.00000000 PA USD 20484014.16000000 0.041786052551 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N MYMICHIGAN HEALTH N/A 597861AA1 17745000.00000000 PA USD 12337801.07000000 0.025168309290 Long DBT CORP US N 2 2050-06-01 Fixed 3.40900000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PEJ7 13000000.00000000 PA USD 12499509.90000000 0.025498184753 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N QATAR ENERGY 254900QTESJKJ3P87J26 74730DAB9 4400000.00000000 PA USD 4219600.00000000 0.008607708721 Long DBT CORP QA N 2 2026-09-12 Fixed 1.37500000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 373298BN7 3697000.00000000 PA USD 3756783.86000000 0.007663593989 Long DBT CORP US N 2 2025-12-01 Fixed 7.37500000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 25875000.00000000 PA USD 26147052.71000000 0.053338281748 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38380BZJ7 15401544.08000000 PA USD 2421837.36000000 0.004940390218 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Tenneco Inc 549300U0EXXFAQFAD785 88037HAN4 22955604.42000000 PA USD 21602853.61000000 0.044068412038 Long LON CORP US N 2 2028-11-17 Floating 9.17192000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 000000000 3100000.00000000 PA 3099282.18000000 0.006322333456 Long DBT CORP N/A N 2 2026-08-15 Fixed 2.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBT6 1560000.00000000 PA USD 1253898.44000000 0.002557871015 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -86740.26000000 -0.00017694447 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 5491.16000000 USD 0.00000000 USD -10000000.00000000 USD -92231.42000000 N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 15294000.00000000 PA USD 13137775.93000000 0.026800205815 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N KINROSS GOLD CORP 549300UEBMAQDN0K0R06 496902AT4 9209000.00000000 PA USD 9673107.81000000 0.019732508878 Long DBT CORP CA N 2 2033-07-15 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KKHY8 11767199.24000000 PA USD 9896370.12000000 0.020187949425 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N METHODIST HOSPITAL/THE 549300Y1E42JLBRENF23 591539AA9 32095000.00000000 PA USD 19403268.94000000 0.039581402808 Long DBT CORP US N 2 2050-12-01 Fixed 2.70500000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AS6 208000.00000000 PA USD 181744.38000000 0.000370746678 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAF1 32275000.00000000 PA USD 31320140.90000000 0.063891044174 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.21200000 N N N N N N CNA FINANCIAL CORP 549300YX2GSZD7YG1R84 126117AV2 16610000.00000000 PA USD 16181407.49000000 0.033009015637 Long DBT CORP US N 2 2029-05-01 Fixed 3.90000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAQ9 3170000.00000000 PA USD 3196921.54000000 0.006521511381 Long DBT CORP US N 2 2032-03-01 Fixed 6.75000000 N N N N N N EL PASO ELECTRIC CO OZ8GM8L4AHPKSWZMW205 283677AW2 750000.00000000 PA USD 772746.91000000 0.001576353283 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQC53 5254247.92000000 PA USD 5188801.59000000 0.010584816736 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -61364.10000000 -0.00012517876 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ELO SACA ELO SACA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -60823.92000000 N N N TEXAS ST PRIV ACTIVITY BOND SU N/A 882667AZ1 16510000.00000000 PA USD 12949907.81000000 0.026416967107 Long DBT MUN US Y 2 2049-12-31 Fixed 3.92200000 N N N N N N DALLAS-FORT WORTH TX INTERNATI N/A 2350367A2 2035000.00000000 PA USD 1387940.43000000 0.002831307930 Long DBT MUN US N 2 2050-11-01 Fixed 2.91900000 N N N N N N Fannie Mae - CAS N/A 20753XAF1 14390000.00000000 PA USD 15505225.00000000 0.031629647471 Long ABS-MBS CORP US N 2 2042-03-25 Floating 10.60369000 N N N N N N Deutsche Bank Commercial Mortg N/A 23312JAE3 6850000.00000000 PA USD 6623261.58000000 0.013511021535 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.07100000 N N N N N N UNIVISION COMMUNICATIONS 549300YQDE2JSGTL8V47 914906AY8 9355000.00000000 PA USD 9096432.46000000 0.018556128785 Long DBT CORP US N 2 2028-08-15 Fixed 8.00000000 N N N N N N Dukes Education N/A 000000000 2499772.35000000 PA 3331446.61000000 0.006795933747 Long DBT CORP GB N 3 2028-11-27 Floating 10.11803333 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 10355000.00000000 PA USD 9315893.24000000 0.019003814459 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N TCW CLO 2017-1, Ltd N/A 87240NBL9 22125000.00000000 PA USD 22158413.18000000 0.045201717317 Long ABS-CBDO CORP KY N 2 2034-10-29 Floating 5.87132000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLJ9 19994000.00000000 PA USD 13345376.84000000 0.027223698128 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370DA5 1055000.00000000 PA USD 862354.59000000 0.001759147105 Long DBT CORP US Y 2 2032-02-12 Fixed 3.25000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -28014.21000000 -0.00005714716 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -9362.28000000 USD 11000000.00000000 USD -18651.93000000 N N N Madison Park Funding Ltd 254900END3IQSN7CTN87 55819QBJ5 57750000.00000000 PA USD 57820114.28000000 0.117949261065 Long ABS-CBDO CORP KY N 2 2037-01-22 Floating 5.87238000 N N N N N N Avoca CLO 549300K6K5XESJRIKM24 000000000 31700000.00000000 PA 35911883.67000000 0.073257899869 Long ABS-CBDO CORP IE N 2 2038-01-15 Floating 4.60500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBV1 9900000.00000000 PA USD 9565157.92000000 0.019512298145 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHN6 859056.36000000 PA USD 899231.77000000 0.001834374146 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 7.00000000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814EL3 50000.00000000 PA USD 51618.47000000 0.000105298311 Long DBT NUSS CA N 2 2026-04-15 Fixed 8.25000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BSPB3 59334000.00000000 PA USD 633782.05000000 0.001292874035 Long ABS-MBS USGSE US N 2 2026-08-25 Variable 0.94167700 N N N N N N ARSENAL AIC PARENT LLC N/A 04288BAC4 11177000.00000000 PA USD 12272177.85000000 0.025034442202 Long DBT CORP US N 2 2031-10-01 Fixed 11.50000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDD5 117610307.69000000 PA USD 109934125.18000000 0.224258443490 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QFH7 1294.73000000 PA USD 1296.13000000 0.000002644020 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X3AW8 925647.50000000 PA USD 845425.95000000 0.001724613784 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 185391.55000000 0.000378186667 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-12-20 167413.08000000 USD 0.00000000 USD -10000000.00000000 USD 17978.47000000 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PED0 8240000.00000000 PA USD 7247532.13000000 0.014784492731 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDF7 60276579.96000000 PA USD 54751628.04000000 0.111689749317 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CX4 4510000.00000000 PA USD 2907391.39000000 0.005930888763 Long DBT CORP US N 2 2051-03-15 Fixed 3.30000000 N N N N N N Carlyle Global Market Strategi N/A 14315LAA2 428208.90000000 PA USD 428208.90000000 0.000873518220 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 5.59423000 N N N N N N ARCH CAPITAL GRP US INC 549300B4QKQFLY1XST28 03938JAA7 2250000.00000000 PA USD 2056716.85000000 0.004195568198 Long DBT CORP US N 2 2043-11-01 Fixed 5.14400000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 31393000.00000000 PA USD 31242653.55000000 0.063732975035 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N NYU LANGONE HOSPITALS N/A 62952EAC1 6375000.00000000 PA USD 5839570.17000000 0.011912342185 Long DBT CORP US N 2 2044-07-01 Fixed 4.78400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 29463953.17000000 PA USD 28229366.39000000 0.057586065809 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9HZ9 3539153.28000000 PA USD 3447300.43000000 0.007032267982 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Gallatin Funding Ltd N/A 36362HAA6 102500000.00000000 PA USD 102500010.25000000 0.209093334020 Long ABS-CBDO CORP BM N 2 2037-10-20 Floating 5.74947000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1342190.78000000 -0.00273798162 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2028-12-20 0.00000000 USD -636923.17000000 USD 10000000.00000000 USD -705267.61000000 N N N TRANSCONT GAS PIPE LINE N/A 893574AM5 20328000.00000000 PA USD 16758246.62000000 0.034185729831 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KL2H9 5816364.72000000 PA USD 4896003.93000000 0.009987528611 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BX Trust N/A 05609QAC0 19021738.62000000 PA USD 18914741.34000000 0.038584838374 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.68648000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BS7 6403000.00000000 PA USD 6419283.46000000 0.013094919477 Long DBT CORP US N 2 2026-02-15 Fixed 5.87500000 N N N N N N Genesis Sales Finance Master T N/A 37186XAX3 87700000.00000000 PA USD 88497368.40000000 0.180528858149 Long ABS-O CORP US N 2 2032-12-20 Fixed 5.87000000 N N N N N N Rockford Tower Europe CLO 635400NARJYDXJRPGF02 000000000 133615000.00000000 PA 150182678.03000000 0.306362865572 Long ABS-CBDO CORP IE N 2 2027-10-25 Floating 3.42900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390VPW8 15260.71000000 PA USD 15713.20000000 0.000032053902 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSZ5 11950.11000000 PA USD 11189.78000000 0.000022826421 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.49055200 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBR0 10440000.00000000 PA USD 10172579.95000000 0.020751399459 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691ABL6 13800000.00000000 PA USD 13692609.78000000 0.027932030673 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.80900000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 47189.02000000 0.000096262522 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 50233.46000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 24674.60000000 0.000050334574 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 25053.31000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 6800000.00000000 PA USD 6320790.78000000 0.012894000835 Long DBT CORP US Y 2 2027-04-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5JN0 4615041.75000000 PA USD 4540992.67000000 0.009263328801 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EQ94 14508241.07000000 PA USD 14503301.30000000 0.029585788486 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AL4 5000000.00000000 PA USD 4924531.48000000 0.010045722952 Long DBT CORP US N 2 2026-11-15 Fixed 3.45000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 1770000.00000000 PA USD 1794337.50000000 0.003660331441 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.85369000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GAV2 14600000.00000000 PA USD 14994426.71000000 0.030587652282 Long DBT CORP US N 2 2031-11-15 Fixed 6.87500000 N N N N N Sunrun Issuer N/A 86773AAB7 65766755.55000000 PA USD 62369198.92000000 0.127229096958 Long ABS-O CORP US N 2 2059-10-30 Fixed 5.88000000 N N N N N N Dukes Education N/A 000000000 672485.23000000 PA 761824.89000000 0.001554073075 Long DBT CORP US N 3 2028-11-27 Floating 9.19475555 N N N N N N Northwoods Capital EURO 5493006ETJ3EQ0LC1480 000000000 98400000.00000000 PA 110718128.29000000 0.225857758688 Long ABS-CBDO CORP IE N 2 2034-07-22 Floating 3.10600000 N N N N N N DCLI BIDCO LLC 2549007UUVJTHHNK9T70 233104AA6 17942000.00000000 PA USD 16716556.69000000 0.034100685093 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 134279.34000000 0.000273921093 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD 136551.62000000 N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 10285000.00000000 PA USD 10002162.50000000 0.020403758979 Long DBT CORP BM N 2 2032-02-01 Fixed 6.75000000 N N N N N Citigroup Commercial Mortgage N/A 17326CAY0 19173819.40000000 PA USD 18603300.49000000 0.037949519358 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.19700000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E74 12495000.00000000 PA USD 12434730.44000000 0.025366038881 Long DBT CORP US N 2 2027-05-17 Fixed 5.85000000 N N N N N N Bear Stearns Alt-A Trust N/A 07386HSY8 35850.33000000 PA USD 33489.68000000 0.000068316762 Long ABS-MBS CORP US N 2 2035-05-25 Variable 5.49055200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EKGB5 3641646.41000000 PA USD 3410479.03000000 0.006957154728 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDE0 17585009.86000000 PA USD 15300114.09000000 0.031211234595 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Trinitas CLO Ltd N/A 89642MAA6 79150000.00000000 PA USD 79150000.00000000 0.161460836416 Long ABS-CBDO CORP BM N 2 2035-01-20 Floating 5.95947000 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 745332CE4 2550000.00000000 PA USD 2114668.74000000 0.004313786272 Long DBT CORP US N 2 2041-11-15 Fixed 4.43400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EM23 36618596.63000000 PA USD 37330208.02000000 0.076151189014 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 11817000.00000000 PA USD 11856124.61000000 0.024185720735 Long DBT CORP US N 2 2028-09-15 Variable 4.70000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -43370.13000000 -0.00008847223 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 3860.08000000 USD 0.00000000 USD -5000000.00000000 USD -47230.21000000 N N N PREEM HOLDING AB N/A 000000000 664000.00000000 PA 777862.84000000 0.001586789447 Long DBT CORP SE N 2 2027-06-30 Fixed 12.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 12461000.00000000 PA USD 12452217.27000000 0.025401710873 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 237540.27000000 PA USD 236077.92000000 0.000481583555 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N BMO Mortgage Trust N/A 05593RAC6 68760000.00000000 PA USD 71725660.06000000 0.146315667287 Long ABS-MBS CORP US N 2 2057-02-15 Fixed 5.85740000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FP75 769645.94000000 PA USD 763708.67000000 0.001557915864 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N Sunrun Issuer N/A 86773AAA9 15659321.28000000 PA USD 15237258.73000000 0.031083013761 Long ABS-O CORP US N 2 2059-10-30 Fixed 5.49000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAL8 2250000.00000000 PA USD 2037567.50000000 0.004156504773 Long DBT CORP US N 2 2031-01-15 Fixed 2.75000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HR1 785000.00000000 PA USD 560498.47000000 0.001143380313 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BH9 2500000.00000000 PA USD 1700487.61000000 0.003468883788 Long DBT CORP US Y 2 2031-11-15 Fixed 4.50000000 N N N N N N Navesink CLO, Limited 254900HNRWNLGN0X1N35 63942YAE4 40000000.00000000 PA USD 40116004.00000000 0.081834031074 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 6.45610000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 105286.86000000 0.000214778325 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -18266.51000000 USD 24000000.00000000 USD 123553.37000000 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DG1 1198000.00000000 PA USD 1216645.21000000 0.002481876856 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741BK3 38315000.00000000 PA USD 38420152.24000000 0.078374604117 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBP4 2060000.00000000 PA USD 1740027.78000000 0.003549543155 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ACUP7 22500000.00000000 PA USD 20458235.58000000 0.041733465929 Long DBT USGSE US N 2 2032-11-29 Fixed 3.20000000 N N N N N N SCE RECOVERY FUNDING LLC N/A 78433LAH9 1100000.00000000 PA USD 997868.08000000 0.002035585784 Long DBT CORP US N 2 2047-12-15 Fixed 5.11200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FN4A5 3496793.06000000 PA USD 3181307.14000000 0.006489659023 Long ABS-MBS USGSE US N 2 2048-09-15 Fixed 2.75000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DQ0 24845000.00000000 PA USD 20932894.41000000 0.042701738977 Long DBT CORP US N 2 2031-02-28 Fixed 1.87500000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AX3 1600000.00000000 PA USD 1544897.66000000 0.003151490440 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 100000000.00000000 PA USD 70046875.00000000 0.142891055285 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAB1 12428000.00000000 PA USD 11669682.37000000 0.023805390728 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 36446.51000000 0.000074348502 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 DELL INC Dell Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 36986.69000000 N N N HPS Investment Partners CLO N/A 44330BAM6 628617.86000000 PA USD 626738.29000000 0.001278505224 Long ABS-CBDO CORP US N 2 2029-10-20 Floating 6.15608000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CG5 27730000.00000000 PA USD 27801191.23000000 0.056712616416 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BF9 17030000.00000000 PA USD 15159291.77000000 0.030923966249 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAF7 5906000.00000000 PA USD 5570593.97000000 0.011363648284 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AJ1 20207000.00000000 PA USD 19954412.50000000 0.040705699715 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Z2 1317845.77000000 PA USD 1149853.71000000 0.002345626554 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N Fannie Mae - CAS N/A 20753YCK6 6300000.00000000 PA USD 6468825.51000000 0.013195982027 Long ABS-MBS CORP US N 2 2042-03-25 Floating 7.45369000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818FK9 11509000.00000000 PA USD 7841506.51000000 0.015996161716 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJF7 48286000.00000000 PA USD 41872372.23000000 0.085416907681 Long DBT CORP US N 2 2031-07-23 Fixed 1.89800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCQ4 1670912.41000000 PA USD 1459954.79000000 0.002978212527 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 98043.47000000 0.000200002282 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD 100315.75000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BD2 1590000.00000000 PA USD 1644855.00000000 0.003355396893 Long DBT CORP MX N 2 2027-09-15 Variable 9.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 12508GAT3 37610000.00000000 PA USD 36274811.15000000 0.073998248251 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.28300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XF4X6 410555.22000000 PA USD 357465.30000000 0.000729205891 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36184BTZ0 114088.99000000 PA USD 102563.40000000 0.000209222644 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 10000000.00000000 PA USD 8948262.37000000 0.018253871468 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N PPL ELECTRIC UTILITIES 549300GCZLSGYEYPIR35 69351UAV5 8855000.00000000 PA USD 7127608.68000000 0.014539856716 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 31653000.00000000 PA USD 28626330.64000000 0.058395846982 Long DBT CORP US Y 2 2046-02-01 Fixed 4.90000000 N N N N N N ARD FINANCE SA 6354006P6QPGGPVJW880 00191AAD8 621750.00000000 PA USD 12839.14000000 0.000026191008 Long DBT CORP LU Y 2 2027-06-30 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPL63 15518616.36000000 PA USD 13095860.53000000 0.026714701134 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Aurium CLO 213800HRTED9UC792482 000000000 17000000.00000000 PA 19152528.52000000 0.039069908709 Long ABS-CBDO CORP IE N 2 2034-06-22 Floating 3.31700000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2422.64000000 0.000004942027 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EG GLOBAL FINANCE PLC eG Global Finance PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 2962.82000000 N N N Northwoods Capital EURO 5493006ETJ3EQ0LC1480 000000000 19000000.00000000 PA 21325217.35000000 0.043502052180 Long ABS-CBDO CORP IE N 2 2034-07-22 Floating 3.20000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 5417601.86000000 PA USD 5423514.63000000 0.011063616026 Long ABS-MBS CORP US N 2 2041-10-25 Floating 5.90369000 N N N N N N BlueMountain EUR CLO 635400IYPG2G6NM3OV52 000000000 13200000.00000000 PA 14831887.07000000 0.030256082020 Long ABS-CBDO CORP IE N 2 2033-01-15 Floating 3.82900000 N N N N N N REPUBLIC OF ALBANIA 254900EDM43U3SGRND29 000000000 91273547.00000000 PA USD 89587969.20000000 0.182753612633 Long DBT NUSS AL N 2 2025-08-31 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHCP0 940871.44000000 PA USD 816993.37000000 0.001666613175 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N B&G FOODS INC 549300TRW1LZMDJZAQ78 05508WAC9 2850000.00000000 PA USD 2826713.09000000 0.005766310294 Long DBT CORP US N 2 2028-09-15 Fixed 8.00000000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAX9 3400000.00000000 PA USD 3027739.43000000 0.006176390913 Long DBT CORP US N 2 2045-09-01 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XHUN4 9155731.03000000 PA USD 8837947.87000000 0.018028837085 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YAM1 9800000.00000000 PA USD 9533177.36000000 0.019447059889 Long DBT CORP JP N 2 2027-09-11 Fixed 3.17000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BF3 6510000.00000000 PA USD 4348401.93000000 0.008870456256 Long DBT CORP US Y 2 2031-02-15 Fixed 3.37500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -17412.18000000 -0.00003551971 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 VALEO SE VALEO SE Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -16872.00000000 N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DE6 52304000.00000000 PA USD 54326338.57000000 0.110822186544 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N Elmwood CLO 42 Ltd N/A 29005DAA3 93500000.00000000 PA USD 93500000.00000000 0.190733900252 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 0.01000000 N N N N N N Monument CLO 25490071DLM53GNXFT24 000000000 6000000.00000000 PA 6782663.64000000 0.013836191338 Long ABS-CBDO CORP IE N 2 2039-01-20 Floating 4.32800000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AV7 12925000.00000000 PA USD 9285114.40000000 0.018941027634 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N AMERIGAS PART/FIN CORP N/A 030981AL8 7284000.00000000 PA USD 6956238.86000000 0.014190273463 Long DBT CORP US N 2 2027-05-20 Fixed 5.75000000 N N N N N UNITED AIR 2019-2 AA PTT N/A 90932JAA0 7777220.78000000 PA USD 6808319.01000000 0.013888526619 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N CENT Trust 2023-CITY N/A 12516WAA9 83750000.00000000 PA USD 83697656.25000000 0.170737758487 Long ABS-MBS CORP US N 2 2038-09-15 Floating 6.94186000 N N N N N N BERKSHIRE HATHAWAY FIN 549300RLHFT5RU20WM87 084664CV1 9400000.00000000 PA USD 5982197.24000000 0.012203292103 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AT6 30525000.00000000 PA USD 31822312.50000000 0.064915441477 Long DBT CORP CO N 2 2029-01-19 Fixed 8.62500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BG5 2920000.00000000 PA USD 2244458.00000000 0.004578547896 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -798.53000000 -0.00000162894 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-06-20 169.73000000 USD 0.00000000 USD -500000.00000000 USD -968.26000000 N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 96950FAF1 1930000.00000000 PA USD 2004929.51000000 0.004089925402 Long DBT CORP US N 2 2040-04-15 Fixed 6.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE63 30218734.94000000 PA USD 28951469.38000000 0.059059108800 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N PRP Advisors, LLC N/A 69381DAA3 17403149.57000000 PA USD 16729614.62000000 0.034127322419 Long ABS-MBS CORP US N 2 2054-05-25 Variable 3.50000000 N N N N N N Barrow Hanley CLO LTD N/A 06875RAA7 151000000.00000000 PA USD 151313113.60000000 0.308668880387 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 6.32238000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B1BV5 1816330.93000000 PA USD 1800307.62000000 0.003672510096 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDF0 14310000.00000000 PA USD 14296728.94000000 0.029164394348 Long DBT CORP US N 2 2030-06-14 Fixed 4.56500000 N N N N N UBS Commercial Mortgage Trust N/A 90276EAD9 6835073.45000000 PA USD 6633373.17000000 0.013531648519 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.19600000 N N N N N N MATTAMY GROUP CORP 5493008TNY7A82WCXU31 57701RAM4 50000.00000000 PA USD 45787.50000000 0.000093403512 Long DBT CORP CA N 2 2030-03-01 Fixed 4.62500000 N N N N N N UBS Commercial Mortgage Trust N/A 90278LAX7 16997732.40000000 PA USD 16611644.21000000 0.033886670478 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.07460000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAL9 176974612.09000000 PA USD 17697.46000000 0.000036101663 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 11624.14000000 0.000023712487 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD 12696.94000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XDE3 217364061.01000000 PA USD 209345779.03000000 0.427051731933 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.50000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 78105000.00000000 PA 96795868.91000000 0.197457257812 Long DBT CORP GB N 2 2030-05-14 Fixed 8.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DRS3 59660176.18000000 PA USD 50131602.45000000 0.102265198515 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MBD4 113000.00000000 PA USD 113197.62000000 0.000230915760 Long DBT CORP US N 2 2027-10-15 Fixed 5.25000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AF1 14835000.00000000 PA USD 10094166.36000000 0.020591440851 Long DBT CORP US N 2 2119-08-01 Fixed 3.95400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DVMD4 267961729.82000000 PA USD 235520594.65000000 0.480446648206 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A 89183QAA2 96610671.83000000 PA USD 96568201.78000000 0.196992831720 Long ABS-MBS CORP US N 2 2064-09-25 Variable 5.16700000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4NT7 504000.00000000 PA USD 387422.21000000 0.000790316033 Long DBT USGSE US N 2 2031-07-15 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 60120537.34000000 PA USD 47766182.35000000 0.097439895826 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Benchmark 2024-V8 Mortgage Tru N/A 08190AAC4 109700000.00000000 PA USD 115644291.96000000 0.235906811202 Long ABS-MBS CORP US N 2 2057-07-15 Variable 6.18900000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 154551.55000000 0.000315275079 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 5441.98000000 USD 0.00000000 USD -9000000.00000000 USD 149109.57000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -341170.37000000 -0.00069596529 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD -351554.13000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 18888000.00000000 PA USD 18899521.68000000 0.038553791261 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Romark CLO Ltd N/A 77587EAL2 31590081.05000000 PA USD 31558490.97000000 0.064377262767 Long ABS-CBDO CORP KY N 2 2031-07-25 Floating 5.42177000 N N N N N N DH EUROPE FINANCE II 222100KDGL314CKTZ511 000000000 13421000.00000000 PA 11153896.57000000 0.022753221345 Long DBT CORP LU N 2 2039-09-18 Fixed 1.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCA79 5664493.22000000 PA USD 1051945.67000000 0.002145900540 Long ABS-MBS USGSE US N 2 2047-12-15 Fixed 4.00000000 N N N N N N PUBLIC SERVICE COLORADO 5BANEF6PGSEK0SNMQF44 744448CQ2 2945000.00000000 PA USD 2255757.16000000 0.004601597445 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N AMSTED INDUSTRIES N2VLGYMEEBIU3PFSUY86 032177AJ6 347000.00000000 PA USD 327750.60000000 0.000668589842 Long DBT CORP US N 2 2030-05-15 Fixed 4.62500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332HAM7 311613.71000000 PA USD 276430.43000000 0.000563900043 Long ABS-MBS CORP US N 2 2064-01-25 Variable 0.01000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ63 2677537.26000000 PA USD 2711714.42000000 0.005531720510 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.02200000 N N N N N N GAP INC/THE T2ZG1WRWZ4BUCMQL9224 364760AQ1 9325000.00000000 PA USD 8072193.83000000 0.016466748799 Long DBT CORP US N 2 2031-10-01 Fixed 3.87500000 N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ATG24 6555218.65000000 PA USD 6328094.75000000 0.012908900458 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 2.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 29929.57000000 0.000061054370 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 JPMORGAN CHASE & CO JPMorgan Chase & Co Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 30469.75000000 N N N Trinitas CLO Ltd N/A 89642MAE8 19000000.00000000 PA USD 19053201.90000000 0.038867288884 Long ABS-CBDO CORP BM N 2 2035-01-20 Floating 6.76947000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36201YYZ3 42528.68000000 PA USD 44558.42000000 0.000090896269 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Elmwood CLO 36 Ltd N/A 29004MAC0 43000000.00000000 PA USD 42565700.00000000 0.086831251101 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.96947000 N N N N N N Symphony CLO Ltd N/A 87190GAE1 10000000.00000000 PA USD 9947999.00000000 0.020293268973 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.03108000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4Y5 21700337.71000000 PA USD 18093636.34000000 0.036909837741 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BW1 3130000.00000000 PA USD 3108481.25000000 0.006341098959 Long DBT CORP LR N 2 2031-09-30 Fixed 5.62500000 N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 42217KBF2 6960000.00000000 PA USD 6953799.78000000 0.014185297899 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CA6 7580000.00000000 PA USD 6701170.98000000 0.013669951628 Long DBT CORP US N 2 2052-08-15 Fixed 5.30000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AG7 8350000.00000000 PA USD 8575450.00000000 0.017493358555 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NN7 63929000.00000000 PA USD 58686537.92000000 0.119716708767 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 220492.25000000 0.000449789805 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 220383.52000000 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBT4 2330000.00000000 PA USD 1946895.81000000 0.003971540440 Long DBT CORP US Y 2 2048-10-06 Fixed 4.43900000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJA8 21644000.00000000 PA USD 16698918.31000000 0.034064703949 Long DBT CORP US N 2 2051-03-20 Fixed 4.08300000 N N N N N N CLYDESDALE ACQUISITION 254900QKSDYFR3K5YD98 18972EAD7 10850000.00000000 PA USD 11099735.21000000 0.022642735704 Long DBT CORP US N 2 2032-04-15 Fixed 6.75000000 N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDY5 18130000.00000000 PA USD 12918483.01000000 0.026352862565 Long DBT CORP US N 2 2040-05-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DB92 2024478.89000000 PA USD 1843822.37000000 0.003761277347 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 26440000.00000000 PA USD 25600530.00000000 0.052223411074 Long DBT CORP CO N 2 2030-04-29 Fixed 6.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDLR5 9864563.66000000 PA USD 8258862.47000000 0.016847540647 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007GZ71 1338768.63000000 PA USD 1352394.75000000 0.002758797062 Long ABS-O CORP US N 2 2032-05-17 Fixed 6.31500000 N N N N N N MICHIGAN ST FIN AUTH REVENUE 54930022O46HOX5J1D14 59447TXX6 13895000.00000000 PA USD 11407371.81000000 0.023270294298 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AT2 5841000.00000000 PA USD 5760686.25000000 0.011751424134 Long DBT CORP CA N 2 2027-10-15 Fixed 6.87500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 113067.46000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPKP2 1073026.27000000 PA USD 902195.47000000 0.001840419901 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 00440KAC7 13380000.00000000 PA USD 13234395.19000000 0.026997302802 Long DBT CORP US N 2 2031-10-04 Fixed 4.25000000 N N N N N N Jubilee CDO BV 635400VFSWKTVSOVPY94 000000000 17000000.00000000 PA 19161772.58000000 0.039088765988 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 3.57900000 N N N N N N Carlyle Global Market Strategi 6354007OBILXDMGSBC20 000000000 19172601.13000000 PA 21635211.18000000 0.044134419370 Long ABS-CBDO CORP IE N 2 2032-01-25 Floating 2.88800000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BEWS9 22941446.40000000 PA USD 1456118.84000000 0.002970387439 Long ABS-MBS USGSE US N 2 2032-02-25 Variable 2.08484600 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J9NP2 3360390.19000000 PA USD 3147001.75000000 0.006419678266 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBJ0 5190000.00000000 PA USD 5179840.87000000 0.010566537452 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N CLEVELAND ELECTRIC ILLUM N/A 186108CK0 4415000.00000000 PA USD 4248924.48000000 0.008667528748 Long DBT CORP US N 2 2028-04-01 Fixed 3.50000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4NV2 8525000.00000000 PA USD 6211169.38000000 0.012670380331 Long DBT USGSE US N 2 2032-07-15 None 0.00000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAC0 54459000.00000000 PA USD 53389145.61000000 0.108910374046 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 56845.30000000 0.000115960703 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2025-12-20 0.00000000 USD -1136.14000000 USD 12000000.00000000 USD 57981.44000000 N N N OGLETHORPE POWER CORP 3EERXCUSWMS9GV5D9M98 677050AS5 8000000.00000000 PA USD 6451178.93000000 0.013159984155 Long DBT CORP US N 2 2047-04-01 Fixed 4.50000000 N N N N N N MICHIGAN ST FIN AUTH REVENUE 54930022O46HOX5J1D14 59447TXW8 10720000.00000000 PA USD 9554956.53000000 0.019491487975 Long DBT MUN US N 2 2034-12-01 Fixed 3.08400000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051EM5 21630000.00000000 PA USD 18880783.74000000 0.038515567086 Long DBT NUSS CA N 2 2030-07-22 Fixed 1.30000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AA6 14130000.00000000 PA USD 13203662.63000000 0.026934610385 Long DBT CORP CH N 2 2030-08-13 Fixed 3.12600000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 41805000.00000000 PA USD 29714210.16000000 0.060615050232 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Octagon Investment Partners 38 N/A 67591YAU3 35000000.00000000 PA USD 34884503.50000000 0.071162111346 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 6.06947000 N N N N N N Santander Drive Auto Receivabl N/A 80286YAF9 18820000.00000000 PA USD 19350908.44000000 0.039474590804 Long ABS-O CORP US N 2 2031-08-15 Fixed 6.28000000 N N N N N N Bank N/A 06540VAZ8 69300000.00000000 PA USD 64176969.78000000 0.130916831577 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.70700000 N N N N N N COMM Mortgage Trust N/A 12654FAA8 29200000.00000000 PA USD 30579881.04000000 0.062380962353 Long ABS-MBS CORP US N 2 2044-08-10 Fixed 6.33800000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAJ0 1975000.00000000 PA USD 1839788.70000000 0.003753048923 Long DBT CORP US N 2 2030-12-31 Fixed 6.00000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 98043.47000000 0.000200002282 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD 100315.75000000 N N N FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 35640YAK3 4625000.00000000 PA USD 4951519.32000000 0.010100776385 Long DBT CORP US N 2 2028-10-01 Fixed 12.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 48415000.00000000 PA USD 41260224.78000000 0.084168166818 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Oaktown Re Ltd N/A 67389JAB4 39015729.55000000 PA USD 39401290.79000000 0.080376062752 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 7.25369000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 11365000.00000000 PA USD 9239745.00000000 0.018848477018 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XPKJ7 60821935.77000000 PA USD 51293084.74000000 0.104634546614 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDY3 31348131.27000000 PA USD 29221239.87000000 0.059609423001 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DSD74 53088371.96000000 PA USD 46554111.80000000 0.094967350977 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Chase Auto Credit Linked Notes N/A 46591HCH1 2900000.00000000 PA USD 2896600.04000000 0.005908875113 Long ABS-O CORP US N 2 2029-02-26 Fixed 3.69400000 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CU9 15645000.00000000 PA USD 15625381.25000000 0.031874758382 Long DBT CORP US N 2 2025-06-01 Fixed 3.40000000 N N N N N N Tenneco Inc 549300U0EXXFAQFAD785 88037HAP9 27255000.00000000 PA USD 25746244.97000000 0.052520660106 Long LON CORP US N 2 2028-11-17 Floating 9.41054500 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -23992.64000000 -0.00004894342 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 STENA AB Stena AB Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -23452.46000000 N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 52960000.00000000 PA USD 51214920.34000000 0.104475096337 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N J.P. Morgan Alternative Loan T N/A 46627MDA2 61144.28000000 PA USD 44813.25000000 0.000091416106 Long ABS-MBS CORP US N 2 2036-03-25 Variable 4.76974100 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419BK20 106279.23000000 PA USD 102601.53000000 0.000209300427 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61769JAZ4 37750000.00000000 PA USD 36326587.18000000 0.074103867975 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.15800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61761J3R8 49095000.00000000 PA USD 48395856.41000000 0.098724389830 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 13400000.00000000 PA 16020617.92000000 0.032681015404 Long DBT CORP GB N 2 2030-01-15 Fixed 4.25000000 N N N N N N SMB Private Education Loan Tru N/A 83207QAA7 25395445.94000000 PA USD 25835615.05000000 0.052702969239 Long ABS-O CORP US Y 2 2053-07-15 Fixed 5.38000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308HY6 30960000.00000000 PA USD 21826257.74000000 0.044524141889 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29279FAA7 37960000.00000000 PA USD 36016487.21000000 0.073471284266 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AP8 8950000.00000000 PA USD 5333916.88000000 0.010880842461 Long DBT CORP US N 2 2050-10-15 Fixed 2.51700000 N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4717.10000000 -0.00000962257 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 0.00000000 USD -2270.96000000 USD -13800000.00000000 USD -2446.14000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGS6 28280247.93000000 PA USD 28717955.47000000 0.058582755658 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 6.00000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAK0 1605000.00000000 PA USD 1563293.73000000 0.003189017223 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N COMM Mortgage Trust N/A 12654FAC4 97400000.00000000 PA USD 2764309.40000000 0.005639010838 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.89432100 N N N N N N AMER AIRLN 13-1 A PASS T N/A 023772AB2 2538499.39000000 PA USD 2524793.27000000 0.005150413558 Long DBT CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136B4GZ5 10635768.38000000 PA USD 10108014.11000000 0.020619689358 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 4.00000000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AL4 45602000.00000000 PA USD 43787040.40000000 0.089322705839 Long DBT CORP MX N 2 2029-05-15 Fixed 4.68800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV3N3 219496.73000000 PA USD 200451.15000000 0.000408907268 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Morgan Stanley Capital Inc N/A 61744CDG8 483057.67000000 PA USD 466436.53000000 0.000951500091 Long ABS-MBS CORP US N 2 2034-03-25 Floating 5.24109000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TKJ7 4391.51000000 PA USD 4521.72000000 0.000009224013 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EQS2 2899254.62000000 PA USD 3033482.77000000 0.006188106952 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 7.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -18378.37000000 -0.00003749067 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 4392.92000000 USD 0.00000000 USD -8000000.00000000 USD -22771.29000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133T8ZJ9 5494.44000000 PA USD 5515.63000000 0.000011251525 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7.00000000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 48128U2S7 3190800.97000000 PA USD 3205294.55000000 0.006538591775 Long ABS-O CORP US N 2 2028-12-26 Fixed 8.48200000 N N N N N N ECUADOR SOCIAL BOND SARL 5493006P8FVL2JCVBP02 000000000 146880000.01000000 PA USD 2555712.00000000 0.005213485750 Long DBT NUSS LU N 3 2035-01-30 Fixed 0.35000000 N N N N N N ADTALEM GLOBAL EDUCATION 549300Z467EZLMODV621 00737WAA7 1714000.00000000 PA USD 1691239.96000000 0.003450019185 Long DBT CORP US N 2 2028-03-01 Fixed 5.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RLV2 51611000.00000000 PA USD 34176222.80000000 0.069717264925 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Towd Point Mortgage Trust N/A 891947AA1 52117699.06000000 PA USD 52515174.69000000 0.107127530385 Long ABS-MBS CORP US N 2 2064-11-25 Variable 5.72500000 N N N N N N DBWF Mortgage Trust N/A 23307CAJ4 23960000.00000000 PA USD 22139337.10000000 0.045162803359 Long ABS-MBS CORP US N 2 2036-12-10 Variable 3.93503700 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABG2 1948000.00000000 PA USD 1957171.66000000 0.003992502504 Long DBT CORP US N 2 2029-05-01 Fixed 6.75000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WNF1 8698286.89000000 PA USD 7707915.43000000 0.015723644628 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAG6 1173000.00000000 PA USD 1156465.11000000 0.002359113378 Long DBT CORP US N 2 2027-03-01 Fixed 6.00000000 N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 70893.83000000 0.000144618788 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 70730.72000000 N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAB2 14600000.00000000 PA USD 14415204.88000000 0.029406077536 Long DBT CORP CA N 2 2027-03-20 Fixed 3.87500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CD3 34850000.00000000 PA USD 29020001.05000000 0.059198908936 Long DBT CORP US N 2 2030-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWHA4 8972788.27000000 PA USD 9120629.94000000 0.018605490066 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 6.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2G7 55529000.00000000 PA USD 51464109.16000000 0.104983425273 Long DBT CORP US N 2 2030-10-30 Fixed 2.87900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCY7 2142802.36000000 PA USD 2003190.54000000 0.004086378017 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.00000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDV1 8556000.00000000 PA USD 5964960.30000000 0.012168129870 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 37883000.00000000 PA 38434922.41000000 0.078404734301 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AH8 4277000.00000000 PA USD 3291935.30000000 0.006715333252 Long DBT CORP US N 2 2059-04-01 Fixed 4.20000000 N N N N N N PPM CLO LTD 549300NI5BL19ELU5U14 69355DAA5 15088231.92000000 PA USD 15088231.92000000 0.030779008791 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.66771000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AN3 5630000.00000000 PA USD 3826755.24000000 0.007806331039 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 132625000.00000000 OU Other USD 174423.97000000 0.000355813519 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2030-08-25 0.00000000 USD 0.00000000 USD 0.00000000 USD 132625000.00000000 USD 4.21200000 USD 2025-08-21 XXXX 174423.97000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 241312.17000000 0.000492261084 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -14000504000.00000000 CLP 15022000.00000000 USD 2025-06-18 241312.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 110246.13000000 0.000224894912 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 109147.90000000 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AH3 31225000.00000000 PA USD 31158375.88000000 0.063561054086 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CB7 4190000.00000000 PA USD 3664350.20000000 0.007475035353 Long DBT CORP US N 2 2029-06-15 Fixed 4.87500000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HBW9 3263155.30000000 PA USD 3412627.39000000 0.006961537242 Long ABS-O CORP US N 2 2028-09-25 Fixed 28.34800000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WVW5 94585761.15000000 PA USD 85945932.63000000 0.175324095629 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473QBC6 3815000.00000000 PA USD 3351709.10000000 0.006837267905 Long DBT CORP US N 2 2044-02-15 Fixed 4.80000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBM3 9275000.00000000 PA USD 8785381.84000000 0.017921605813 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N MidOcean Credit CLO 549300XSCUX0ONI5KZ96 59802UAN9 14250641.76000000 PA USD 14218007.79000000 0.029003808338 Long ABS-CBDO CORP KY N 2 2031-04-21 Floating 6.33108000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814EX7 130000.00000000 PA USD 149850.05000000 0.000305684326 Long DBT NUSS CA N 2 2029-06-15 Fixed 8.62500000 N N N N N N Bank N/A 06541TBA6 37450000.00000000 PA USD 32214231.60000000 0.065714930873 Long ABS-MBS CORP US N 2 2053-11-15 Fixed 1.74200000 N N N N N N Elmwood CLO 29 Ltd N/A 289913AC9 53915000.00000000 PA USD 53945079.18000000 0.110044442261 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.78947000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -641129.66000000 -0.00130786268 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA DEVELOPMENT BANK China Development Bank Y Default Event 2029-06-20 0.00000000 USD -294043.08000000 USD -34725000.00000000 USD -347086.58000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCV3 2227646.04000000 PA USD 1950419.88000000 0.003978729313 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N OneMain Financial Issuance Tru N/A 68269JAH4 1300000.00000000 PA USD 1360710.65000000 0.002775760956 Long ABS-O CORP US N 2 2038-06-14 Fixed 7.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XMNM4 15252352.92000000 PA USD 15015134.60000000 0.030629895027 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668CM2 1490000.00000000 PA USD 1475733.55000000 0.003010400168 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 189245000.00000000 PA USD 171224495.79000000 0.349286801077 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DW7 2062000.00000000 PA USD 2083642.74000000 0.004250495257 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MEE9 6098000.00000000 PA 8414615.38000000 0.017165266422 Long DBT USGSE US N 2 2028-12-07 Fixed 5.37500000 N N N N N N Greywolf CLO Ltd 5493006V5AX99BBCEZ73 39809GAA3 6297858.56000000 PA USD 6297858.56000000 0.012847220603 Long ABS-CBDO CORP KY N 2 2031-04-26 Floating 5.57423000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AM5 9930000.00000000 PA USD 7031438.41000000 0.014343675639 Long DBT CORP US N 2 2046-07-15 Fixed 3.15000000 N N N N N N BRAVO Residential Funding Trus 254900UJENIYH5UEYD42 10570NAA6 3594042.87000000 PA USD 3634214.21000000 0.007413559899 Long ABS-MBS CORP US N 2 2054-04-25 Variable 6.37700000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 11967.18000000 0.000024412266 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2025-12-20 0.00000000 USD -58.21000000 USD 1940000.00000000 USD 12025.39000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AC2 3541000.00000000 PA USD 3509789.27000000 0.007159741139 Long DBT CORP CH N 2 2028-01-09 Fixed 4.28200000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KPN3 571500.00000000 PA USD 584004.42000000 0.001191330917 Long ABS-MBS CORP US N 2 2041-12-25 Floating 8.10369000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CF8 8548000.00000000 PA USD 6750588.21000000 0.013770759553 Long DBT CORP US N 2 2030-10-15 Fixed 3.87500000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 000000000 10370000.00000000 PA USD 10235190.00000000 0.020879119877 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJL4 14481000.00000000 PA USD 12485635.05000000 0.025469880964 Long DBT CORP US N 2 2031-10-24 Fixed 1.92200000 N N N N N N PRES & FELLOWS OF HARVAR 6S3X7J22E861RNTJSA74 740816AL7 3710000.00000000 PA USD 3206901.14000000 0.006541869113 Long DBT CORP US N 2 2037-10-01 Fixed 3.61900000 N N N N N N Generate CLO 8 Ltd. 2549002O2LJ1LE1W2D54 37148EAN4 39700000.00000000 PA USD 39700000.00000000 0.080985410053 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.64947000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BY0 15098000.00000000 PA USD 11665480.72000000 0.023796819636 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95001XBA3 34566432.01000000 PA USD 33309548.15000000 0.067949305179 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.46600000 N N N N N N Expand Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 450899.00000000 NS USD 46848406.10000000 0.095567692150 Long EC CORP US Y 1 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 23473.72000000 0.000047884857 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2027-06-20 0.00000000 USD -6436.77000000 USD 6000000.00000000 USD 29910.49000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XHE85 258052.49000000 PA USD 249014.22000000 0.000507972763 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N RESOLUTION FUNDING STRIP N/A 76116EGR5 1519000.00000000 PA USD 1257703.44000000 0.002565632967 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N Bayview Opportunity Master Fun 254900S53K9VTUR1UX42 07336QAC6 2086706.09000000 PA USD 2088884.61000000 0.004261188329 Long ABS-O CORP US N 2 2031-12-26 Floating 5.85369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179WNE4 75754339.71000000 PA USD 64571502.26000000 0.131721652098 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BG2 78385000.00000000 PA USD 80393763.26000000 0.163998032326 Long DBT CORP US N 2 2028-08-21 Fixed 5.37500000 N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AC7 1500000.00000000 PA USD 1425180.00000000 0.002907274224 Long DBT CORP AU N 2 2027-11-01 Fixed 8.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYA6 15995000.00000000 PA USD 15569413.30000000 0.031760587415 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100000 N N N N N N JPMBB Commercial Mortgage Secu N/A 46643GAE0 612378.29000000 PA USD 598402.72000000 0.001220702510 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.63850000 N N N N N N PUBLIC SERVICE ELECTRIC 549300RUHPVD434XUK18 74456QBA3 1990000.00000000 PA USD 1550484.29000000 0.003162886801 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N Independence Plaza Trust N/A 45378YAS3 4000000.00000000 PA USD 3861879.60000000 0.007877982442 Long ABS-MBS CORP US N 2 2035-07-10 Fixed 4.99600000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 121091.55000000 N N N BIG RIVER STEEL/BRS FIN N/A 08949LAB6 40000.00000000 PA USD 40250.69000000 0.000082108781 Long DBT CORP US N 2 2029-01-31 Fixed 6.62500000 N N N N N N Providus CLO 635400JFBYET5G2XFP83 000000000 27915000.00000000 PA 31307399.17000000 0.063865051876 Long ABS-CBDO CORP IE N 2 2038-10-15 Floating 4.17900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NF4 53586000.00000000 PA USD 36953247.52000000 0.075382214186 Long DBT CORP US N 2 2042-11-03 Fixed 2.90400000 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAP5 6002000.00000000 PA USD 5527842.00000000 0.011276437054 Long DBT NUSS RO N 2 2034-05-25 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZR7 3250000.00000000 PA USD 3116342.17000000 0.006357134723 Long DBT CORP US N 2 2029-05-03 Fixed 5.11300000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CH4 4100000.00000000 PA USD 3196493.72000000 0.006520638656 Long DBT CORP US N 2 2031-04-15 Fixed 4.00000000 N N N N N N AIRCRAFT FINANCE CO LTD 549300V406LJMUES1M40 000000000 508877.34000000 PA USD 503116.25000000 0.001026324327 Long DBT CORP KY N 2 2026-03-29 Fixed 4.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRAL7 7698077.40000000 PA USD 7857674.56000000 0.016029143483 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N Doncasters US Finance LLC N/A 000000000 88789450.00000000 PA USD 87679581.88000000 0.178860626999 Long LON CORP US N 3 2030-04-23 Floating 10.79917000 N N N N N N DIG HLDNG/DIG FIN/DIFL N/A 000000000 68584270.22000000 PA USD 68584270.22000000 0.139907436952 Long DBT CORP N/A N 2 2027-05-25 Fixed 12.00000000 N N Y N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 -88170000.00000000 OU OTHER USD -191886.46000000 -0.00039143586 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-06-18 0.00000000 USD 0.00000000 USD N/A N/A -88170000.00000000 USD 96.00000000 USD 2025-06-18 XXXX 689813.54000000 N N N Dukes Education N/A 000000000 273846.24000000 PA 364954.88000000 0.000744484146 Long DBT CORP GB N 3 2028-11-27 Floating 9.19475555 N N N N N N Polen Capital CLO 2024-1 Ltd N/A 73110MAC9 49800000.00000000 PA USD 49533525.18000000 0.101045159901 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.58108000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404TBH5 12973.79000000 PA USD 13112.21000000 0.000026748052 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N GSAA Home Equity Trust N/A 362334NB6 561076.06000000 PA USD 201511.08000000 0.000411069457 Long ABS-MBS CORP US N 2 2046-03-25 Variable 5.99494000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JB5 10470000.00000000 PA USD 5023399.39000000 0.010247407039 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N ALTICE FINANCING SA 549300DIYGW8HVDF7Q17 02154CAF0 730000.00000000 PA USD 555303.70000000 0.001132783321 Long DBT CORP LU N 2 2028-01-15 Fixed 5.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BD8 8450000.00000000 PA USD 3908951.87000000 0.007974006802 Long DBT CORP US Y 2 2030-12-01 Fixed 4.62500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DV9 4580000.00000000 PA USD 4157843.20000000 0.008481728878 Long DBT CORP US N 2 2053-02-21 Fixed 5.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296PU67 137079.48000000 PA USD 140823.97000000 0.000287271711 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCU5 4598087.54000000 PA USD 3837165.90000000 0.007827568107 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 9891.65000000 0.000020178320 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -303.47000000 USD 1650000.00000000 USD 10195.12000000 N N N EASTERN GAS TRAN H2VQBNB3NSKRM5QWBI71 276480AD2 245000.00000000 PA USD 204887.40000000 0.000417956929 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Morgan Stanley Capital I Trust N/A 61768HAV8 37651104.90000000 PA USD 36372315.24000000 0.074197150234 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 3.80600000 N N N N N N VIRGINIA ELEC & POWER CO CQKUMNNZVDJLRYV2PT43 927804FE9 6000000.00000000 PA USD 6429682.27000000 0.013116132371 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202DJC6 584.99000000 PA USD 616.43000000 0.000001257476 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 8.50000000 N N N N N N SMYRNA READY MIX CONCRET 549300S7RFWHQFOIOY93 85236FAA1 3709000.00000000 PA USD 3621800.82000000 0.007388237393 Long DBT CORP US N 2 2028-11-01 Fixed 6.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676AD7 8185000.00000000 PA USD 7055898.73000000 0.014393573096 Long DBT CORP US N 2 2039-04-01 Fixed 3.87500000 N N N N N N SAN DIEGO G & E KNIRVXKVNJJ4P8OTMS63 797440BL7 9512000.00000000 PA USD 9221610.99000000 0.018811484820 Long DBT CORP US N 2 2040-05-15 Fixed 5.35000000 N N N N N N Babson Euro CLO B.V. 549300EGZCEL8MUE5F06 000000000 13600000.00000000 PA 15328957.40000000 0.031270073066 Long ABS-CBDO CORP IE N 2 2036-04-15 Floating 3.23900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECU7 22690000.00000000 PA USD 22627983.69000000 0.046159610524 Long DBT CORP GB N 2 2030-09-10 Fixed 4.94200000 N N N N N N PENTAIR FINANCE SARL 549300H2U8U8TZPV3T89 709629AR0 1300000.00000000 PA USD 1291595.50000000 0.002634770558 Long DBT CORP LU N 2 2029-07-01 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 18275.40000000 0.000037280623 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 DaVita Inc DaVita Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 18815.58000000 N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023BZ7 2130000.00000000 PA USD 1406319.72000000 0.002868800483 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 3600000.00000000 PA USD 3657384.00000000 0.007460824759 Long ABS-MBS CORP US N 2 2041-10-25 Floating 7.45369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179Y2N3 66957506.17000000 PA USD 68537298.22000000 0.139811617136 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N NY & PRESBYTERIAN HOSPIT 19EOSPKL8HML7MY3UE63 649322AE4 2660000.00000000 PA USD 2161154.46000000 0.004408614109 Long DBT CORP US N 2 2116-08-01 Fixed 4.76300000 N N N N N N Doncasters US Finance LLC N/A 000000000 8255500.00000000 PA USD 8152306.25000000 0.016630172910 Long LON CORP US N 3 2030-04-23 Floating 0.00000000 N N N N N N Onslow Bay Financial LLC 254900MBGY6CR10DAX67 67448YAC8 30931779.88000000 PA USD 31066029.99000000 0.063372674495 Long ABS-MBS CORP US N 2 2064-12-01 Variable 5.64800000 N N N N N N St Pauls CLO 635400LOBVY9OW2EI809 000000000 103801170.89000000 PA 117195356.37000000 0.239070881410 Long ABS-CBDO CORP IE N 2 2030-02-20 Floating 3.22600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KG4K1 4885019.07000000 PA USD 4122346.59000000 0.008409318110 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N Pikes Peak CLO N/A 720916AA3 44900000.00000000 PA USD 44690900.70000000 0.091166521885 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.50753000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XRYX7 29870605.96000000 PA USD 28010905.35000000 0.057140419540 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 31841.24000000 0.000064954052 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SPRINT COMMUNICATIONS LLC SPRINT COMMUNICATIONS LLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 32381.42000000 N N N TALKTALK TELECOM GROUP 213800WF53FVDRRHRF44 000000000 11811865.00128600 PA 4450957.90000000 0.009079663744 Long DBT CORP GB N 2 2028-03-01 Fixed 11.75000000 N N Y N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133USJ69 41060342.61000000 PA USD 34448693.33000000 0.070273087031 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 49957000.00000000 PA 52575628.54000000 0.107250852295 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N BARRICK GOLD CORP 0O4KBQCJZX82UKGCBV73 067901AA6 7300000.00000000 PA USD 7564819.18000000 0.015431737613 Long DBT CORP CA N 2 2034-11-15 Fixed 5.80000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAB0 3675000.00000000 PA USD 3871125.04000000 0.007896842537 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWD34 26495764.35000000 PA USD 24740573.37000000 0.050469155650 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.00000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BB2 6275000.00000000 PA USD 4298695.57000000 0.008769058524 Long DBT CORP US Y 2 2030-12-01 Fixed 4.12500000 N N N N N N Generate CLO Ltd. 213800HEENW837PB8J74 37149VAC9 37500000.00000000 PA USD 37338753.75000000 0.076168621746 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.22105000 N N N N N N BURLINGTN NORTH SANTA FE N/A 12189LAK7 2850000.00000000 PA USD 2451953.67000000 0.005001825526 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N NEW GENERATION GAS GATHERING LLC N/A 000000000 6824324.32000000 PA USD 6721959.46000000 0.013712358771 Long DBT CORP US N 3 2029-09-30 Floating 0.01000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -191485.59000000 -0.00039061811 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.34.V1 Y Default Event 2025-12-20 0.00000000 USD -7665.17000000 USD -184000000.00000000 USD -183820.42000000 N N N BENCHMARK Mortgage Trust N/A 08161CAC5 16250000.00000000 PA USD 15718062.75000000 0.032063822595 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.54390000 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAE2 9026000.00000000 PA USD 7694549.47000000 0.015696378942 Long DBT CORP NO N 2 2041-11-23 Fixed 4.25000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABE7 3945000.00000000 PA USD 3941265.78000000 0.008039925071 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECV5 4100000.00000000 PA USD 3956157.65000000 0.008070303514 Long DBT CORP GB N 2 2035-09-10 Fixed 5.33500000 N N N N N N Merrill Lynch Mortgage Investo N/A 5899295H7 108488.07000000 PA USD 105544.16000000 0.000215303200 Long ABS-MBS CORP US N 2 2034-07-25 Floating 3.16004000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36200GK21 10632.82000000 PA USD 10878.10000000 0.000022190614 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FG3N3 5272480.52000000 PA USD 4977325.48000000 0.010153419268 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 4.00000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AB2 15200000.00000000 PA USD 15388508.88000000 0.031391554200 Long DBT NUSS IT N 2 2026-05-05 Fixed 5.75000000 N N N N N N OneMain Financial Issuance Tru N/A 68269NAA0 67000000.00000000 PA USD 69098493.60000000 0.140956419100 Long ABS-O CORP US N 2 2041-05-14 Fixed 5.79000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AW9 32880000.00000000 PA USD 31359300.00000000 0.063970926183 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -269170.98000000 -0.00054909123 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -10213.41000000 USD 12000000.00000000 USD -258957.57000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 29070.54000000 0.000059302005 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Commerzbank AG Commerzbank AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 29610.72000000 N N N VIRGIN MEDIA SECURED FIN 213800X3RLP4NOTPY579 000000000 11600000.00000000 PA 13533088.73000000 0.027606618138 Long DBT CORP GB N 2 2030-08-15 Fixed 4.12500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XBT2 4416000.00000000 PA USD 4376794.13000000 0.008928374492 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153BJ0 3000000.00000000 PA USD 3002250.00000000 0.006124394139 Long DBT CORP LR Y 2 2026-08-31 Fixed 5.50000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AF5 8734000.00000000 PA USD 8559320.00000000 0.017460454407 Long DBT CORP CH N 2 2029-01-12 Fixed 3.86900000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAD3 12867000.00000000 PA USD 12535190.83000000 0.025570971523 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RVU9 13222.52000000 PA USD 13541.68000000 0.000027624143 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N FRONTIER COMMUNICATIONS N/A 35906ABF4 13999000.00000000 PA USD 13862681.63000000 0.028278966152 Long DBT CORP US N 2 2028-05-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XQAK3 7308731.60000000 PA USD 6645348.95000000 0.013556078329 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARZ92 1771202.30000000 PA USD 134894.06000000 0.000275175082 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 3.00000000 N N N N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95040QAC8 14095000.00000000 PA USD 14048698.03000000 0.028658427473 Long DBT CORP US N 2 2026-04-01 Fixed 4.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -72971.62000000 -0.00014885734 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FORVIA SE FORVIA SE Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -72431.44000000 N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307BA4 11500000.00000000 PA USD 5766370.57000000 0.011763019776 Long DBT CORP US Y 2 2030-01-15 Fixed 5.75000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 55681000.00000000 PA USD 44632225.70000000 0.091046828713 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 147918AC0 67510000.00000000 PA USD 70118640.41000000 0.143037452040 Long DBT NUSS IT N 2 2029-04-30 Fixed 5.87500000 N N N N N N IndyMac INDX Mortgage Loan Tru N/A 456687AC6 1645452.45000000 PA USD 1470261.95000000 0.002999238461 Long ABS-MBS CORP US N 2 2037-07-25 Floating 4.80109000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -6361.78000000 -0.00001297761 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -9739278.00000000 EUR 1570037158.00000000 JPY 2025-07-22 -6361.78000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -109706.16000000 -0.00022379340 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 3461.25000000 USD 0.00000000 USD -6000000.00000000 USD -113167.41000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -29092.42000000 -0.00005934663 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -31130112.17000000 USD 27311227.00000000 EUR 2025-07-22 -29092.42000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 3539.18000000 0.000007219696 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD 3594.35000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IVORY COAST Ivory Coast Government International Bond Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 319692.27000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -274268.27000000 -0.00055948937 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 489.31000000 USD 0.00000000 USD -18000000.00000000 USD -274757.58000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -210478.72000000 -0.00042936285 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD -210169.51000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -41364.95000000 -0.00008438179 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-06-20 1274.80000000 USD 0.00000000 USD -4800000.00000000 USD -42639.75000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -18378.37000000 -0.00003749067 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 4837.32000000 USD 0.00000000 USD -8000000.00000000 USD -23215.69000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -6087.62000000 -0.00001241834 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD -4385.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 8448.33000000 0.000017234042 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TELECOM ITALIA SPA Telecom Italia SpA/Milano Y Default Event 2025-12-20 0.00000000 USD -270.09000000 USD 6593406.60000000 USD 8718.42000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -28014.21000000 -0.00005714716 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1700.72000000 USD 11000000.00000000 USD -26313.49000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -193685.88000000 -0.00039510655 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-06-20 0.00000000 USD -6436.77000000 USD 6000000.00000000 USD -187249.11000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 640038.63000000 0.001305637050 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IVORY COAST IVORY COAST Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 637842.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -8625788.42000000 -0.01759604564 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -313161.13000000 USD 200000000.00000000 USD -8312627.29000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -22604.33000000 -0.00004611135 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.NA.HY.43.V1 Y Default Event 2026-03-23 0.00000000 USD 0.00000000 USD 47330000.00000000 USD -22604.33000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 47262.55000000 0.000096412518 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 47153.82000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 2432.00000000 NC USD 1236553.44000000 0.002522488347 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-06-17 580315446.56000000 USD 1236553.44000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3674.38000000 -0.00000749549 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 152.76000000 USD 0.00000000 USD -450000.00000000 USD -3827.14000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 -104500000.00000000 NC USD -123747.61000000 -0.00025243705 N/A DIR CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 Call Written Fannie Mae or Freddie Mac Fannie Mae or Freddie Mac 1.00000000 USD 101.52344000 USD 2025-05-06 XXXX 186486.77000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 -298866666.82000000 OU OTHER USD -103151.20000000 -0.00021042171 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP DE US 2032-12-22 0.00000000 USD 0.00000000 USD 0.00000000 USD -298866666.82000000 USD 3.41000000 USD 2032-12-22 XXXX 1540615.47000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 49256.48000000 0.000100480005 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 52300.92000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 -20000000.00000000 OU OTHER USD -621.60000000 -0.00000126802 N/A DIR CORP GB N 3 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2026-04-26 0.00000000 USD 0.00000000 USD 0.00000000 USD -20000000.00000000 USD 85.00000000 USD 2026-04-26 XXXX 44212.80000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 304055.18000000 0.000620252731 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-12-20 0.00000000 USD 0.00000000 USD -53000000.00000000 USD 304055.18000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 356384.36000000 0.000727000844 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BANK OF AMERICA CORP Bank of America Corp Y Default Event 2025-12-20 289580.39000000 USD 0.00000000 USD 63080000.00000000 USD 66803.97000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 593672.64000000 0.001211053455 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-12-20 437033.34000000 USD 0.00000000 USD -20000000.00000000 USD 156639.30000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 3640297.04000000 0.007425968476 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -100582822.76000000 USD 8850835780.00000000 INR 2025-06-18 3640297.04000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -851.29000000 -0.00000173657 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 1813.99000000 USD 0.00000000 USD -3000000.00000000 USD -2665.28000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 1163674.86000000 0.002373820798 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -37645000.00000000 USD 766184920.50000000 MXN 2025-06-18 1163674.86000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 453468.44000000 0.000925046034 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 PACIFIC LIFE GLOBAL FUNDING II PACIFIC LIFE GLOBAL FUNDING II Y Default Event 2035-08-20 0.00000000 USD -82.80000000 USD 22200000.00000000 USD 453551.24000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -182845.51000000 -0.00037299291 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 326.20000000 USD 0.00000000 USD -12000000.00000000 USD -183171.71000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST Ivory Coast Government International Bond Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 319637.55000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 22637.09000000 0.000046178186 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GOLDMAN SACHS GROUP INC Goldman Sachs Group Inc/The Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 23177.27000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 30434.90000000 0.000062085210 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Tesla Inc Tesla Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 30975.08000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -450781.79000000 -0.00091956544 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -86462891.54000000 USD 75531165.00000000 EUR 2025-07-22 -450781.79000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -23340.72000000 -0.00004761354 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -4255.58000000 USD 5000000.00000000 USD -19085.14000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 24443.60000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 640038.63000000 0.001305637050 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IVORY COAST IVORY COAST Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 639929.90000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -55135.12000000 -0.00011247204 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 652.41000000 USD 0.00000000 USD -24000000.00000000 USD -55787.53000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 340347.69000000 0.000694287084 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 340184.58000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -43311.85000000 -0.00008835334 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -1136.14000000 USD 12000000.00000000 USD -42175.71000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 51083.65000000 0.000104207313 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 48887.19000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 23295.75000000 0.000047521810 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 23674.46000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1133391.27000000 0.002312044250 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 489.31000000 USD 0.00000000 USD -18000000.00000000 USD 1132901.96000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 305474.45000000 0.000623147949 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 304656.81000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -51281.57000000 -0.00010461105 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -14810000.00000000 USD 12960305.24000000 EUR 2025-07-22 -51281.57000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 26584.06000000 0.000054229748 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 YUM! BRANDS INC Yum! Brands Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 27124.24000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 577828.64000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 290275.45000000 0.000592142981 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -34500000.00000000 USD 32953905550.00000000 CLP 2025-06-18 290275.45000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -31447.30000000 -0.00006415044 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 56131.60000000 USD 0.00000000 USD -92000000.00000000 USD -87578.90000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD 11693.57000000 0.000023854119 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -130266744.21000000 PEN 35487000.00000000 USD 2025-06-18 11693.57000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -80821.33000000 -0.00016487024 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-06-20 0.00000000 USD -819.45000000 USD 70000000.00000000 USD -80001.88000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 33866.73000000 0.000069085919 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Paramount Global Paramount Global Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 34406.91000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 154551.55000000 0.000315275079 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 1717.95000000 USD 0.00000000 USD -9000000.00000000 USD 152833.60000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 10383.90000000 0.000021182478 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 10573.26000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 30651.17000000 0.000062526387 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Anglo American PLC Anglo American PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 31191.35000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 72346.43000000 0.000147581997 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK NA CITIBANK NA Y Default Event 2025-12-20 2457.80000000 USD 0.00000000 USD -60000000.00000000 USD 69888.63000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 22515.65000000 0.000045930457 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2027-06-20 0.00000000 USD -1609.19000000 USD 1500000.00000000 USD 24124.84000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2740.97000000 0.000005591399 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Olin Corp Olin Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 3281.15000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -33795.74000000 -0.00006894110 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 2316.05000000 USD 0.00000000 USD -3000000.00000000 USD -36111.79000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -109706.16000000 -0.00022379340 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 3294.69000000 USD 0.00000000 USD -6000000.00000000 USD -113000.85000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 284534.57000000 0.000580431960 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 HALLIBURTON CO Halliburton Co Y Default Event 2026-12-20 87389.09000000 USD 0.00000000 USD 27820000.00000000 USD 197145.48000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -12175.23000000 -0.00002483667 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD -11556.79000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 28421.46000000 0.000057977924 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD 29943.67000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 8278.43000000 0.000016887457 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 8657.14000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 2702.36000000 0.000005512638 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD 2757.53000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 201027.15000000 0.000410082271 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -42160142.36000000 USD 31775916.00000000 GBP 2025-07-22 201027.15000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 90078.71000000 0.000183754691 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD 97689.76000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 5404.11000000 USD 0.00000000 USD -7000000.00000000 USD 499407.38000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 35820.61000000 0.000073071707 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2025-12-20 0.00000000 USD -568.07000000 USD 6000000.00000000 USD 36388.68000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 37437.49000000 0.000076370037 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 thyssenkrupp AG thyssenkrupp AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 37977.67000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 40659.34000000 0.000082942401 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-06-20 32977.79000000 USD 0.00000000 USD -13000000.00000000 USD 7681.55000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 33886.31000000 0.000069125861 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -2016.05000000 USD 3000000.00000000 USD 35902.36000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -23340.72000000 -0.00004761354 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -773.06000000 USD 5000000.00000000 USD -22567.66000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 2175488.10000000 0.004437853799 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -97767000.00000000 USD 3175492663.00000000 TWD 2025-06-18 2175488.10000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -29340.12000000 -0.00005985193 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2027-06-20 0.00000000 USD -3218.39000000 USD 3000000.00000000 USD -26121.73000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -851.29000000 -0.00000173657 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 1647.35000000 USD 0.00000000 USD -3000000.00000000 USD -2498.64000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -4312894.21000000 -0.00879802282 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -153752.49000000 USD 100000000.00000000 USD -4159141.72000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2298.49000000 -0.00000468876 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GOODYEAR TIRE & RUBBER Goodyear Tire & Rubber Co/The Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -1758.31000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -253162.46000000 -0.00051643490 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -39869000.00000000 USD 656951414750.00000000 IDR 2025-06-18 -253162.46000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 21156.52000000 0.000043157920 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2025-12-20 0.00000000 USD -946.78000000 USD 10000000.00000000 USD 22103.30000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 18511.00000000 0.000037761232 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TUI AG TUI AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 19051.18000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 -87500000.00000000 OU OTHER USD -271267.42000000 -0.00055336783 N/A DCR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Written GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.43.V1 Default Event 2029-12-20 0.00000000 USD 0.00000000 USD N/A N/A -87500000.00000000 USD 102.00000000 USD 2025-05-21 XXXX 52482.58000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -91422.76000000 -0.00018649646 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 4632.10000000 USD 0.00000000 USD -6000000.00000000 USD -96054.86000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -22632.98000000 -0.00004616980 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 LOXAM SAS Loxam SAS Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -22092.80000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -426462.96000000 -0.00086995661 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 3679.39000000 USD 0.00000000 USD -22500000.00000000 USD -430142.35000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -8625788.42000000 -0.01759604564 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -307504.97000000 USD 200000000.00000000 USD -8318283.45000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 226898.46000000 0.000462858056 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 224590.96000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 2875.29000000 USD 0.00000000 USD -7000000.00000000 USD 501936.20000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 5441.98000000 USD 0.00000000 USD -9000000.00000000 USD 313247.16000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 50166.57000000 0.000102336530 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2027-06-20 0.00000000 USD -4827.58000000 USD 4500000.00000000 USD 54994.15000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -1702.57000000 -0.00000347313 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 3461.25000000 USD 0.00000000 USD -6000000.00000000 USD -5163.82000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -269170.98000000 -0.00054909123 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -9133.26000000 USD 12000000.00000000 USD -260037.72000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 18015.74000000 0.000036750934 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD 19537.95000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 2337.04000000 0.000004767409 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-06-20 0.00000000 USD -478.76000000 USD 3750000.00000000 USD 2815.80000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 86378.60000000 0.000176206708 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2025-12-20 0.00000000 USD -1514.85000000 USD 16000000.00000000 USD 87893.45000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -265250000.00000000 OU Other USD -142154.36000000 -0.00028998562 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2030-08-25 0.00000000 USD 0.00000000 USD 0.00000000 USD -265250000.00000000 USD 4.53050000 USD 2025-08-21 XXXX -142154.36000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -18378.37000000 -0.00003749067 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 6176.13000000 USD 0.00000000 USD -8000000.00000000 USD -24554.50000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 9310.82000000 0.000018993465 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CCO HLDGS LLC/CAP CORP CCO Holdings LLC / CCO Holdings Capital Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 9851.00000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 20584.75000000 0.000041991547 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NATWEST GROUP PLC NATWEST GROUP PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 21124.93000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -228556.89000000 -0.00046624114 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 2452.93000000 USD 0.00000000 USD -15000000.00000000 USD -231009.82000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 19885.79000000 0.000040565714 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SAUDI INTERNATIONAL BOND Saudi Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD 21588.02000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 22087.24000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 58702.20000000 0.000119748658 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 61746.64000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 62897.26000000 0.000128306307 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1562029232.00000000 JPY 9739278.00000000 EUR 2025-07-22 62897.26000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 -433760000.00000000 OU OTHER USD -283168.69000000 -0.00057764565 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Put Written JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.IG.44.V1 Default Event 2030-06-20 0.00000000 USD 0.00000000 USD N/A N/A -433760000.00000000 USD 77.50000000 USD 2025-05-21 XXXX 68176.91000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 41893.62000000 0.000085460251 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2025-12-20 0.00000000 USD -232.78000000 USD 7760000.00000000 USD 42126.40000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 313747.10000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 277674.14000000 0.000566437130 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -99152362.59000000 USD 569139518.86000000 BRL 2025-06-03 277674.14000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -341170.37000000 -0.00069596529 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD -351554.13000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1988458.42000000 -0.00405632545 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -717139979.20000000 MXN 34336000.00000000 USD 2025-06-18 -1988458.42000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -420957.42000000 -0.00085872567 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD -417912.98000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 23594.50000000 0.000048131240 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD 25296.73000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 34323.26000000 0.000070017211 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 MARKS & SPENCER PLC MARKS & SPENCER PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 34863.44000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 99428.97000000 0.000202828612 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD 107040.02000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 22469.91000000 0.000045837150 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD 24172.14000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 16106.51000000 0.000032856229 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Stellantis NV Stellantis NV Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 16646.69000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 577883.36000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -1345854.92000000 -0.00274545623 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -45666.28000000 USD 60000000.00000000 USD -1300188.64000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -59166.33000000 -0.00012069545 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD -60710.37000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 14022.97000000 0.000028605943 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 14214.49000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -62894.62000000 -0.00012830092 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 77023.80000000 USD 0.00000000 USD -184000000.00000000 USD -139918.42000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -182845.51000000 -0.00037299291 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 6589.40000000 USD 0.00000000 USD -12000000.00000000 USD -189434.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -86740.26000000 -0.00017694447 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 5768.75000000 USD 0.00000000 USD -10000000.00000000 USD -92509.01000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 113690.60000000 0.000231921407 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD 115962.88000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 173640.75000000 0.000354215802 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2027-12-20 154824.73000000 USD 0.00000000 USD 9275000.00000000 USD 18816.02000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD 10039189.06000000 0.020479290746 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -1579775855.00000000 EUR 1809029767.53000000 USD 2025-07-22 10039189.06000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 120980.45000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -693773.30000000 -0.00141525227 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -3354909280.00000000 INR 38812000.00000000 USD 2025-06-18 -693773.30000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -67591.48000000 -0.00013788220 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 3461.25000000 USD 0.00000000 USD -6000000.00000000 USD -71052.73000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25880.65000000 0.000052794837 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Clariant AG Clariant AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 26420.83000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -12938682.63000000 -0.02639406847 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -96230.22000000 USD 300000000.00000000 USD -12842452.41000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 165484.67000000 0.000337577930 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 GENERALITAT DE CATALUNYA Autonomous Community of Catalonia Y Default Event 2025-12-20 0.00000000 USD -36314.47000000 USD 29800000.00000000 USD 201799.14000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -33795.74000000 -0.00006894110 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 1647.35000000 USD 0.00000000 USD -3000000.00000000 USD -35443.09000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -4312894.21000000 -0.00879802282 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -45788.01000000 USD 100000000.00000000 USD -4267106.20000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -54853.08000000 -0.00011189670 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 1813.99000000 USD 0.00000000 USD -3000000.00000000 USD -56667.07000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -67591.48000000 -0.00013788220 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 3294.69000000 USD 0.00000000 USD -6000000.00000000 USD -70886.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 640038.63000000 0.001305637050 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IVORY COAST IVORY COAST Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 637731.13000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 18015.74000000 0.000036750934 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD 18324.95000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 98512.96000000 0.000200960011 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-12-20 0.00000000 USD -6088.85000000 USD 8000000.00000000 USD 104601.81000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 87085.82000000 0.000177649391 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -1391.51000000 USD 9000000.00000000 USD 88477.33000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1621914.98000000 -0.00330860074 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -182400500000.00000000 KRW 126826427.66000000 USD 2025-06-18 -1621914.98000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -695908.84000000 -0.00141960863 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2029-06-20 0.00000000 USD -256488.77000000 USD -34725000.00000000 USD -439420.07000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 461007.69000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -20882.91000000 -0.00004259977 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 MACY'S RETAIL HLDGS LLC Macy's Retail Holdings LLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -20342.73000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 29351.09000000 0.000059874308 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD 31053.32000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 275615.33000000 0.000562237292 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 274797.69000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1462453.32000000 -0.00298330936 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -1535073015.00000000 TWD 46851000.00000000 USD 2025-06-18 -1462453.32000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 110246.13000000 0.000224894912 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 109036.80000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4312894.21000000 -0.00879802282 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -176460.91000000 USD 100000000.00000000 USD -4136433.30000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 922669.47000000 0.001882185525 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 921796.40000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -59166.33000000 -0.00012069545 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD -59493.38000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 8697.39000000 0.000017742108 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.35.V1 Y Default Event 2026-06-20 0.00000000 USD -2398.86000000 USD 4600000.00000000 USD 11096.25000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 1471.76000000 USD 0.00000000 USD -9000000.00000000 USD 317217.38000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -8731.59000000 -0.00001781187 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -8944.05000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 26507.91000000 0.000054074407 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2025-12-20 0.00000000 USD -852.11000000 USD 9000000.00000000 USD 27360.02000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 77559.28000000 0.000158215871 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-06-20 0.00000000 USD -1149.02000000 USD 9000000.00000000 USD 78708.30000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 343674.99000000 0.000701074558 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 VERIZON COMMUNICATIONS Verizon Communications Inc Y Default Event 2026-06-20 194685.68000000 USD 0.00000000 USD 40810000.00000000 USD 148989.31000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 29351.09000000 0.000059874308 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD 29660.30000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 28421.46000000 0.000057977924 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD 28730.67000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 53015.83000000 0.000108148834 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2025-12-20 0.00000000 USD -1704.21000000 USD 18000000.00000000 USD 54720.04000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -2128.22000000 -0.00000434142 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 1226.46000000 USD 0.00000000 USD -7500000.00000000 USD -3354.68000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 13438.46000000 0.000027413581 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD 14511.26000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 22470.79000000 0.000045838945 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Societe Generale SA Societe Generale SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 23010.97000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1370322.82000000 0.002795369155 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ARAB REPUBLIC OF EGYPT Egypt Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 1370159.71000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 960057.95000000 0.001958455585 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST IVORY COAST Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 959894.84000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 330243.15000000 0.000673674481 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -13990150000.00000000 CLP 15100000.00000000 USD 2025-06-18 330243.15000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -182845.51000000 -0.00037299291 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 6922.51000000 USD 0.00000000 USD -12000000.00000000 USD -189768.02000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 4015.03000000 0.000008190399 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2025-12-20 0.00000000 USD -58.21000000 USD 1940000.00000000 USD 4073.24000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -5227647.12000000 -0.01066405908 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -519962118.00000000 GBP 687945239.54000000 USD 2025-07-22 -5227647.12000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 5125082.25000000 0.010454833440 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -164923165.85000000 USD 14440837325.00000000 INR 2025-06-18 5125082.25000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 110246.13000000 0.000224894912 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 109919.08000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 58769.21000000 0.000119885354 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD 58556.75000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 154551.55000000 0.000315275079 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 149609.51000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1662104.02000000 -0.00339058376 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -4967741899.00000000 THB 147596877.34000000 USD 2025-06-18 -1662104.02000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 22469.91000000 0.000045837150 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD 22779.12000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -9931.47000000 -0.00002025955 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -9391.29000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -33795.74000000 -0.00006894110 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 1813.99000000 USD 0.00000000 USD -3000000.00000000 USD -35609.73000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 561753.59000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 39771.59000000 0.000081131448 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 42816.03000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 11393.17000000 0.000023241323 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 11584.69000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 16486.08000000 0.000033630527 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1848.05000000 USD 2750000.00000000 USD 18334.13000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 244379.56000000 0.000498518359 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 242072.06000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 19885.79000000 0.000040565714 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD 21408.00000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1993449.20000000 0.004066506319 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD 1983065.44000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -547719.82000000 -0.00111731270 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -129158449.00000000 EUR 146533166.46000000 USD 2025-07-22 -547719.82000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -137132.70000000 -0.00027974176 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 1226.46000000 USD 0.00000000 USD -7500000.00000000 USD -138359.16000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 69579.06000000 0.000141936743 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.35.V1 Y Default Event 2026-06-20 0.00000000 USD -16430.01000000 USD 36800000.00000000 USD 86009.07000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1461556.04000000 0.002981478972 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-12-20 0.00000000 USD 0.00000000 USD 53000000.00000000 USD 1461556.04000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 24822.92000000 0.000050637137 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BANK OF AMERICA CORP Bank of America Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 25363.10000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 637378.28000000 0.001300210109 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 9884.09000000 USD 0.00000000 USD -18000000.00000000 USD 627494.19000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -170585.19000000 -0.00034798265 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 6948.15000000 USD 0.00000000 USD -9000000.00000000 USD -177533.34000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 21771.45000000 0.000044412337 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -1512.05000000 USD 2250000.00000000 USD 23283.50000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 28657.82000000 0.000058460083 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TELEKOM MALAYSIA BHD TELEKOM MALAYSIA BHD Y Default Event 2026-06-20 0.00000000 USD -383.01000000 USD 3000000.00000000 USD 29040.83000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 5441.98000000 USD 0.00000000 USD -9000000.00000000 USD 991282.62000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 36782.71000000 0.000075034328 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 T-MOBILE USA INC T-Mobile USA Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 37322.89000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1134688.10000000 -0.00231468969 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -116115949.09000000 USD 1906740000000.00000000 IDR 2025-06-18 -1134688.10000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 577001.08000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 49256.48000000 0.000100480005 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-12-20 0.00000000 USD -3404.47000000 USD 4000000.00000000 USD 52660.95000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -43370.13000000 -0.00008847223 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 3023.33000000 USD 0.00000000 USD -5000000.00000000 USD -46393.46000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 76625.48000000 0.000156310980 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 76462.37000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1009622.99000000 0.002059565033 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 7687.63000000 USD 0.00000000 USD -14000000.00000000 USD 1001935.36000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 246282.40000000 0.000502400029 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-12-20 0.00000000 USD -15222.09000000 USD 20000000.00000000 USD 261504.49000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -1047053.28000000 -0.00213592038 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2029-12-20 0.00000000 USD -1052626.92000000 USD -50000000.00000000 USD 5573.64000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4511561.78000000 -0.00920329170 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IHS MARKIT LTD CDX.EM.HY.43.V1 Y Default Event 2030-06-20 0.00000000 USD -69828.34000000 USD 50000000.00000000 USD -4441733.44000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 87085.82000000 0.000177649391 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2026-12-20 0.00000000 USD -7660.03000000 USD 9000000.00000000 USD 94745.85000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1156420.80000000 0.002359022989 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 1154113.30000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 120605000.00000000 OU Other USD 47584.79000000 0.000097069867 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2035-05-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 120605000.00000000 USD 4.10000000 USD 2025-05-21 XXXX -231012.76000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 55115.66000000 0.000112432350 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 0.00000000 USD -861.77000000 USD 6750000.00000000 USD 55977.43000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 44939.83000000 0.000091674321 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 45558.27000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 52583.82000000 0.000107267562 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-06-20 0.00000000 USD -1149.02000000 USD 9000000.00000000 USD 53732.84000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 53015.83000000 0.000108148834 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2025-12-20 0.00000000 USD -1704.21000000 USD 18000000.00000000 USD 54720.04000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 36031.49000000 0.000073501888 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 36649.93000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 27292.49000000 0.000055674899 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 WELLS FARGO & CO WELLS FARGO & CO Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 27832.67000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -341170.37000000 -0.00069596529 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 489.31000000 USD 0.00000000 USD -18000000.00000000 USD -341659.68000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 78479.81000000 0.000160093692 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SPAIN GOVERNMENT INTERNATIONAL BOND SPAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-06-20 41800.56000000 USD 0.00000000 USD 31790000.00000000 USD 36679.25000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -73.47000000 -0.00000014987 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -107.42000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 6948.15000000 USD 0.00000000 USD -9000000.00000000 USD 311740.99000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 13758.68000000 0.000028066809 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Qatar Government International Bond STATE OF QATAR Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 13948.04000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 135545.25000000 0.000276503467 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -1855.35000000 USD 12000000.00000000 USD 137400.60000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 278087.33000000 0.000567280011 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-12-20 241962.20000000 USD 0.00000000 USD -15000000.00000000 USD 36125.13000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 8422.52000000 0.000017181391 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -19478556.00000000 EUR 3143069535.00000000 JPY 2025-07-22 8422.52000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 348678.49000000 0.000711281372 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP INC Citigroup Inc Y Default Event 2025-12-20 293577.10000000 USD 0.00000000 USD 63080000.00000000 USD 55101.39000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -101387.21000000 -0.00020682329 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 244.65000000 USD 0.00000000 USD -9000000.00000000 USD -101631.86000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 23249.51000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 17373.00000000 0.000035439786 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2025-12-20 0.00000000 USD -87.29000000 USD 2910000.00000000 USD 17460.29000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 44061.43000000 0.000089882442 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GENERAL ELECTRIC CO General Electric Co Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 44601.61000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -4312894.21000000 -0.00879802282 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -159411.63000000 USD 100000000.00000000 USD -4153482.58000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1700086.90000000 0.003468066365 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 733.96000000 USD 0.00000000 USD -27000000.00000000 USD 1699352.94000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 460952.97000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 174171.63000000 0.000355298762 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -2783.01000000 USD 18000000.00000000 USD 176954.64000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 850000000.00000000 OU OTHER USD 1360444.98000000 0.002775219006 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.43.V1 Default Event 2025-05-21 0.00000000 USD 0.00000000 USD N/A N/A 850000000.00000000 USD 100.00000000 USD 2025-05-21 XXXX -2606411.52000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4503.93000000 0.000009187723 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD 4839.95000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -851.29000000 -0.00000173657 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 2316.05000000 USD 0.00000000 USD -3000000.00000000 USD -3167.34000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 993.59000000 0.000002026858 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SCHAEFFLER AG SCHAEFFLER AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 1533.77000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 36859.32000000 0.000075190608 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NOKIA OYJ NOKIA OYJ Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 37399.50000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3501.11000000 -0.00000714203 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -137.95000000 USD 750000.00000000 USD -3363.16000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 7388.47000000 0.000015071996 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TELEKOM MALAYSIA BHD TELEKOM MALAYSIA BHD Y Default Event 2026-12-20 0.00000000 USD -110.36000000 USD 600000.00000000 USD 7498.83000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1734631.21000000 0.003538534504 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 1734468.10000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -372308.81000000 -0.00075948568 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2025-12-20 0.00000000 USD -946.78000000 USD 10000000.00000000 USD -371362.03000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -538341.97000000 -0.00109818249 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -18266.51000000 USD 24000000.00000000 USD -520075.46000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1262028.73000000 0.002574456277 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 2861.75000000 USD 0.00000000 USD -17500000.00000000 USD 1259166.98000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1993449.20000000 0.004066506319 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 3928.80000000 USD 0.00000000 USD -18000000.00000000 USD 1989520.40000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 7105.36000000 0.000014494470 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD 7441.38000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -897.62000000 -0.00000183108 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -931.57000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 5898.62000000 0.000012032799 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD 6234.64000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 366569.34000000 0.000747777539 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 366406.23000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 455952.77000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 154551.55000000 0.000315275079 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 6948.15000000 USD 0.00000000 USD -9000000.00000000 USD 147603.40000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 52643.43000000 0.000107389162 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -10213.41000000 USD 12000000.00000000 USD 62856.84000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 24720.32000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -28014.21000000 -0.00005714716 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -8372.17000000 USD 11000000.00000000 USD -19642.04000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 986392.22000000 0.002012175778 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Japan Government Twenty Year Bond JAPAN (20 YEAR ISSUE) Y Default Event 2028-06-20 766814.58000000 USD 0.00000000 USD 35000000.00000000 USD 219577.64000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 110246.13000000 0.000224894912 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 108702.09000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1471.76000000 USD 0.00000000 USD -9000000.00000000 USD 995252.84000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1011585.77000000 0.002063568977 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Gazprom PJSC Via Gaz Capital SA GAZPROM (GAZ CAPITAL SA) Y Default Event 2027-06-20 1208791.44000000 USD 0.00000000 USD -4600000.00000000 USD -197205.67000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -43370.13000000 -0.00008847223 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 2745.58000000 USD 0.00000000 USD -5000000.00000000 USD -46115.71000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -30438.09000000 -0.00006209171 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD -22827.04000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 110246.13000000 0.000224894912 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD 109864.36000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 110246.13000000 0.000224894912 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 109147.90000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -2518.00000000 NC -2053976.04000000 -0.00418997712 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2025-06-06 -311391844.36000000 USD -2053976.04000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 355678.12000000 0.000725560161 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 MORGAN STANLEY Morgan Stanley Y Default Event 2025-12-20 289580.39000000 USD 0.00000000 USD 63080000.00000000 USD 66097.73000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -4312894.21000000 -0.00879802282 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -117256.81000000 USD 100000000.00000000 USD -4195637.40000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 87085.82000000 0.000177649391 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -6849.94000000 USD 9000000.00000000 USD 93935.76000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 135545.25000000 0.000276503467 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -10213.41000000 USD 12000000.00000000 USD 145758.66000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -43370.13000000 -0.00008847223 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 954.41000000 USD 0.00000000 USD -5000000.00000000 USD -44324.54000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -180569.78000000 -0.00036835057 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2025-12-20 0.00000000 USD -145.49000000 USD 4850000.00000000 USD -180424.29000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -7003.56000000 -0.00001428680 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1848.05000000 USD 2750000.00000000 USD -5155.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 112239.90000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 23594.50000000 0.000048131240 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD 23903.71000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 922669.47000000 0.001882185525 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 920473.01000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -155.81000000 -0.00000031784 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-06-20 84.87000000 USD 0.00000000 USD -250000.00000000 USD -240.68000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 25712.68000000 0.000052452189 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2025-12-20 0.00000000 USD -261.88000000 USD 8730000.00000000 USD 25974.56000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3419.42000000 -0.00000697539 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Optics Bidco SpA Optics Bidco SpA Y Default Event 2025-12-20 0.00000000 USD -2051.63000000 USD 6593406.59000000 USD -1367.79000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 561753.59000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 23594.50000000 0.000048131240 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD 25116.71000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 21156.52000000 0.000043157920 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2025-12-20 0.00000000 USD -946.78000000 USD 10000000.00000000 USD 22103.30000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -9699.28000000 -0.00001978589 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NORWEGIAN GOVERNMENT NORWEGIAN GOVERNMENT Y Default Event 2025-12-20 0.00000000 USD -11028.92000000 USD 34920000.00000000 USD 1329.64000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 24674.73000000 0.000050334839 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 MORGAN STANLEY Morgan Stanley Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 25214.91000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3447767.28000000 -0.00703322032 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Custom Equity Basket B8ACGQEV7_BASKET Custom Equity Basket ALTICE FINCO SA 13186813.19000000 USD -1867146.00000000 USD ALTICE FRANCE SA (FRANCE) 13186813.19000000 USD -2506486.00000000 USD ANGLO AMERICAN PLC 13186813.19000000 USD 30651.00000000 USD ARCELORMITTAL SA 13186813.19000000 USD 27724.00000000 USD ARDAGH PACKAGING FINANCE PLC 13186813.19000000 USD -3740810.00000000 USD AT&T INC 13186813.19000000 USD 26377.00000000 USD AVIS BUDGET GROUP INC 13186813.19000000 USD -46648.00000000 USD BALL CORPORATION 13186813.19000000 USD 26611.00000000 USD BNP PARIBAS SA 13186813.19000000 USD 28300.00000000 USD BRITISH AMERICAN TOBACCO PLC 13186813.19000000 USD 38292.00000000 USD CELLNEX TELECOM SA 13186813.19000000 USD 35107.00000000 USD CLARIANT AG 13186813.19000000 USD 25881.00000000 USD COMMERZBANK AG 13186813.19000000 USD 29071.00000000 USD CONSTELLIUM SE(PRE-REINCORPORATION) 13186813.19000000 USD -46590.00000000 USD CONTINENTAL AG 13186813.19000000 USD 33903.00000000 USD DELL INC 13186813.19000000 USD 36447.00000000 USD ELIS SA 13186813.19000000 USD 33950.00000000 USD ELO SA 13186813.19000000 USD -61364.00000000 USD EXPEDIA GROUP INC 13186813.19000000 USD 38537.00000000 USD FORD MOTOR COMPANY 13186813.19000000 USD -30031.00000000 USD FORVIA SE 13186813.19000000 USD -72972.00000000 USD GENERAL ELECTRIC CO 13186813.19000000 USD 44061.00000000 USD GRIFOLS SA 13186813.19000000 USD -72530.00000000 USD HCA INC 13186813.19000000 USD 37361.00000000 USD HEIDELBERG MATERIALS AG 13186813.19000000 USD 34571.00000000 USD HP INC 13186813.19000000 USD 34386.00000000 USD ICELAND BONDCO PLC 13186813.19000000 USD -73186.00000000 USD JPMORGAN CHASE & CO 13186813.19000000 USD 29930.00000000 USD KRAFT HEINZ FOODS CO 13186813.19000000 USD 40132.00000000 USD MARKS AND SPENCER PLC 13186813.19000000 USD 34323.00000000 USD MARRIOTT INTERNATIONAL INC 13186813.19000000 USD 34898.00000000 USD MGIC INVESTMENT CORPORATION 13186813.19000000 USD 35065.00000000 USD NATURGY ENERGY GROUP SA 13186813.19000000 USD 30802.00000000 USD NOKIA OYJ 13186813.19000000 USD 36859.00000000 USD PARAMOUNT GLOBAL 13186813.19000000 USD 33867.00000000 USD RADIAN GROUP INC 13186813.19000000 USD 29448.00000000 USD RENAULT SA 13186813.19000000 USD 25338.00000000 USD ROLLS-ROYCE PLC 13186813.19000000 USD 37199.00000000 USD SPRINT COMMUNICATIONS LLC 13186813.19000000 USD 31841.00000000 USD T-MOBILE USA INC 13186813.19000000 USD 36783.00000000 USD TELEFONAKTIEBOLAGET LM ERICSSON 13186813.19000000 USD 36545.00000000 USD TESLA INC 13186813.19000000 USD 30435.00000000 USD THYSSENKRUPP AG 13186813.19000000 USD 37437.00000000 USD UNIBAIL-RODAMCO-WESTFIELD SE 13186813.19000000 USD 29350.00000000 USD VERIZON COMMUNICATIONS INC 13186813.19000000 USD 27102.00000000 USD VIRGIN MEDIA FINANCE PLC 13186813.19000000 USD -46129.00000000 USD WALT DISNEY CO 13186813.19000000 USD 38343.00000000 USD WELLS FARGO & COMPANY 13186813.19000000 USD 27292.00000000 USD YUM! BRANDS INC. 13186813.19000000 USD 26584.00000000 USD ZIGGO BOND COMPANY BV 13186813.19000000 USD -26275.00000000 USD Y Default Event 2025-12-20 0.00000000 USD -111948.27000000 USD -1009978500.00000000 USD -3335819.01000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 3370.49000000 0.000006875579 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD 3425.66000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 18015.74000000 0.000036750934 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD 19717.97000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 136301.44000000 0.000278046045 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2025-06-20 73096.45000000 USD 0.00000000 USD 55630000.00000000 USD 63204.99000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -54853.08000000 -0.00011189670 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 490.59000000 USD 0.00000000 USD -3000000.00000000 USD -55343.67000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 58702.20000000 0.000119748658 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 59320.64000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -26275.05000000 -0.00005359938 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ZIGGO BOND FINANCE BV ZIGGO BOND FINANCE BV Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -25734.87000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 39771.59000000 0.000081131448 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 40390.03000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 271090.49000000 0.000553006914 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -3710.69000000 USD 24000000.00000000 USD 274801.18000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -92870.51000000 -0.00018944978 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.34.V1 Y Default Event 2025-12-20 267.70000000 USD 0.00000000 USD -89240000.00000000 USD -93138.21000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 5039347.11000000 0.010279939347 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK NA CITIBANK NA Y Default Event 2025-12-20 361.91000000 USD 0.00000000 USD -8835168.00000000 USD 5038985.20000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 25214.78000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 981551.37000000 0.002002300760 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -1935864336.00000000 CNY 268317387.38000000 USD 2025-06-18 981551.37000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 12965.01000000 0.000026447774 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2025-12-20 0.00000000 USD -58.21000000 USD 1940000.00000000 USD 13023.22000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 29351.09000000 0.000059874308 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD 30873.30000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 135545.25000000 0.000276503467 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -9133.26000000 USD 12000000.00000000 USD 144678.51000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -170585.19000000 -0.00034798265 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 1471.76000000 USD 0.00000000 USD -9000000.00000000 USD -172056.95000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -118332.67000000 -0.00024139092 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD -120640.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 460125.41000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 23997.79000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 26613.00000000 NC USD 66504679.95000000 0.135665208469 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 2919972913.80000000 USD 66504679.95000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 20331.79000000 0.000041475525 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -331.06000000 USD 1800000.00000000 USD 20662.85000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -110192.27000000 -0.00022478504 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD -110000.75000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 58372.44000000 0.000119075969 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 1274.80000000 USD 0.00000000 USD -4800000.00000000 USD 57097.64000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 19885.79000000 0.000040565714 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD 20195.00000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 65944.34000000 0.000134522151 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1700.72000000 USD 11000000.00000000 USD 67645.06000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 5682.00000000 NC USD 17368023.91000000 0.035429635722 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 670331538.59000000 USD 17368023.91000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -2553.86000000 -0.00000520970 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 244.65000000 USD 0.00000000 USD -9000000.00000000 USD -2798.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 34570.70000000 0.000070521972 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Heidelberg Materials AG Heidelberg Materials AG Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 35110.88000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 43872.46000000 0.000089496956 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-06-20 0.00000000 USD -1149.02000000 USD 9000000.00000000 USD 45021.48000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 913548.55000000 0.001863579443 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 911241.05000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 11008.65000000 0.000022456927 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SAUDI INTERNATIONAL BOND Saudi Government International Bond Y Default Event 2025-12-20 0.00000000 USD -58.21000000 USD 1940000.00000000 USD 11066.86000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 220492.25000000 0.000449789805 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 218295.79000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -118332.67000000 -0.00024139092 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD -120640.17000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2030-06-20 1471.76000000 USD 0.00000000 USD -9000000.00000000 USD 565223.87000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 534620.99000000 0.001090591942 N/A DFE CORP US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 -31672000.00000000 USD 45734368000.00000000 KRW 2025-06-18 534620.99000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 1717.95000000 USD 0.00000000 USD -9000000.00000000 USD 316971.19000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -6087.62000000 -0.00001241834 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD -4565.41000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 913548.55000000 0.001863579443 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 912675.48000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 120605000.00000000 OU Other USD 1248.81000000 0.000002547490 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2035-05-23 0.00000000 USD 0.00000000 USD 0.00000000 USD 120605000.00000000 USD 4.50000000 USD 2025-05-21 XXXX 1248.81000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -2924.83000000 -0.00000596646 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-06-20 203.70000000 USD 0.00000000 USD -600000.00000000 USD -3128.53000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 22609.66000000 0.000046122231 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Barclays PLC Barclays PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 23149.84000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1065.67000000 -0.00000217389 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -1099.62000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -95742.79000000 -0.00019530904 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CDX.EM.34.V1 Y Default Event 2025-12-20 0.00000000 USD -3832.58000000 USD -92000000.00000000 USD -91910.21000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -2506486.03000000 -0.00511306798 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ALTICE FRANCE SA/FRANCE ALTICE FRANCE SA/FRANCE Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -2505945.85000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 220492.25000000 0.000449789805 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 218184.75000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -420957.42000000 -0.00085872567 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD -420338.98000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1867145.71000000 -0.00380885543 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ALTICE FINCO SA Altice Finco SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -1866605.53000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -130110.39000000 -0.00026541670 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 407.76000000 USD 0.00000000 USD -15000000.00000000 USD -130518.15000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 309103.09000000 0.000630550138 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 10383.76000000 USD 0.00000000 USD -18000000.00000000 USD 298719.33000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -36756.75000000 -0.00007498137 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 9230.01000000 USD 0.00000000 USD -16000000.00000000 USD -45986.76000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -46129.13000000 -0.00009410041 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 VIRGIN MEDIA FINANCE PLC VIRGIN MEDIA FINANCE PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -45588.95000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -36756.75000000 -0.00007498137 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 8785.86000000 USD 0.00000000 USD -16000000.00000000 USD -45542.61000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -140071.05000000 -0.00028573580 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -41860.76000000 USD 55000000.00000000 USD -98210.29000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -54853.08000000 -0.00011189670 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 1647.35000000 USD 0.00000000 USD -3000000.00000000 USD -56500.43000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -182845.51000000 -0.00037299291 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 6922.51000000 USD 0.00000000 USD -12000000.00000000 USD -189768.02000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 499.96000000 0.000001019885 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 JAGUAR LAND ROVER AUTOMOTIVE PLC JAGUAR LAND ROVER AUTOMOTIVE PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 1040.14000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 112351.00000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1005697.90000000 -0.00205155810 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -142530165470.00000000 COP 32485500.00000000 USD 2025-06-18 -1005697.90000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 21173.98000000 0.000043193537 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SEALED AIR CORP Sealed Air Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 21714.16000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 100.00000000 NC USD 66288.00000000 0.000135223195 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long 30-Year UMBS TBA 30-Year UMBS TBA 2025-06-05 10064181.00000000 USD 66288.00000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 500000000.00000000 OU OTHER USD 1034535.73000000 0.002110385398 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-05-21 0.00000000 USD 0.00000000 USD N/A N/A 500000000.00000000 USD 100.00000000 USD 2025-05-21 XXXX -2371509.27000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -9023123.54000000 -0.01840658337 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IHS MARKIT LTD CDX.EM.HY.43.V1 Y Default Event 2030-06-20 0.00000000 USD -41470.62000000 USD 100000000.00000000 USD -8981652.92000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 400000000.00000000 OU OTHER USD 827628.59000000 0.001688308330 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-05-21 0.00000000 USD 0.00000000 USD N/A N/A 400000000.00000000 USD 100.00000000 USD 2025-05-21 XXXX -1562079.41000000 N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -335556.28000000 -0.00068451292 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -565306100.00000000 BRL 99155633.90000000 USD 2025-05-05 -335556.28000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 991782.56000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 2000000000.00000000 OU OTHER USD 7823435.80000000 0.015959298647 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Purchased CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-06-18 0.00000000 USD 0.00000000 USD N/A N/A 2000000000.00000000 USD 99.00000000 USD 2025-06-18 XXXX -8001564.20000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 11349.13000000 0.000023151484 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI INTERNATIONAL BOND Saudi Government International Bond Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 11538.49000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 12314.12000000 0.000025120001 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-12-20 0.00000000 USD -672.01000000 USD 1000000.00000000 USD 12986.13000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 33949.73000000 0.000069255234 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Elis SA Elis SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 34489.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -3282104.41000000 -0.00669527887 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -8680735707.00000000 INR 98938000.00000000 USD 2025-06-18 -3282104.41000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -86623.70000000 -0.00017670669 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD -84351.42000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 52643.43000000 0.000107389162 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1855.35000000 USD 12000000.00000000 USD 54498.78000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 65944.34000000 0.000134522151 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -8372.17000000 USD 11000000.00000000 USD 74316.51000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -6702.08000000 -0.00001367180 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD -5629.28000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 922669.47000000 0.001882185525 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 920361.97000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -55304110.48000000 -0.11281677745 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1460888569.80000000 EUR 1608302004.87000000 USD 2025-07-22 -55304110.48000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -7180.92000000 -0.00001464860 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -7393.38000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 49337.14000000 0.000100644546 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2025-06-20 21505.12000000 USD 0.00000000 USD 20000000.00000000 USD 27832.02000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -164397.81000000 -0.00033536080 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2026-06-20 0.00000000 USD -243907.69000000 USD 43535000.00000000 USD 79509.88000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -15284.17000000 -0.00003117870 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2026-06-20 424.94000000 USD 0.00000000 USD -1600000.00000000 USD -15709.11000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -43370.13000000 -0.00008847223 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 2745.58000000 USD 0.00000000 USD -5000000.00000000 USD -46115.71000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 796722.85000000 0.001625262637 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 3679.39000000 USD 0.00000000 USD -22500000.00000000 USD 793043.46000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -40375.65000000 -0.00008236369 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -331.06000000 USD 1800000.00000000 USD -40044.59000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 27723.69000000 0.000056554518 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ARCELORMITTAL SA ARCELORMITTAL SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 28263.87000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 24674.60000000 0.000050334574 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 25053.31000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 677726.24000000 0.001382517316 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -45666.28000000 USD 60000000.00000000 USD 723392.52000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -147915.83000000 -0.00030173864 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD -148733.47000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 13365.99000000 0.000027265747 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 13555.35000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 27517.38000000 0.000056133660 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2025-12-20 0.00000000 USD -409.00000000 USD 4000000.00000000 USD 27926.38000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 28300.16000000 0.000057730480 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BNP Paribas SA BNP Paribas SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 28840.34000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 31276.42000000 0.000063801856 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-06-20 25370.81000000 USD 0.00000000 USD -10000000.00000000 USD 5905.61000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 65944.34000000 0.000134522151 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -9362.28000000 USD 11000000.00000000 USD 75306.62000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -33795.74000000 -0.00006894110 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 572.65000000 USD 0.00000000 USD -3000000.00000000 USD -34368.39000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 30241.00000000 NC USD 59567037.77000000 0.121512871019 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 3242608331.94000000 USD 59567037.77000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -66594.79000000 -0.00013584902 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -14730000.00000000 USD 20822475300.00000000 KRW 2025-06-18 -66594.79000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -170585.19000000 -0.00034798265 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD -175527.23000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 -500000000.00000000 OU OTHER USD -17721608.38000000 -0.03615092497 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-05-21 0.00000000 USD 0.00000000 USD N/A N/A -500000000.00000000 USD 100.00000000 USD 2025-05-21 XXXX -333083.38000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 -400000000.00000000 OU OTHER USD -14177286.70000000 -0.02892073997 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-05-21 0.00000000 USD 0.00000000 USD N/A N/A -400000000.00000000 USD 100.00000000 USD 2025-05-21 XXXX -1240698.70000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 121862.73000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IVORY COAST IVORY COAST Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 318921.09000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 10072.39000000 0.000020547018 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -58.21000000 USD 1940000.00000000 USD 10130.60000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 577388.90000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 14359.54000000 0.000029292524 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -12715459.70000000 USD 48213590.00000000 PLN 2025-07-22 14359.54000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -170585.19000000 -0.00034798265 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 1717.95000000 USD 0.00000000 USD -9000000.00000000 USD -172303.14000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 51083.65000000 0.000104207313 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 48776.15000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 129293.17000000 0.000263749631 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -18879000.00000000 USD 2692415369.00000000 JPY 2025-07-22 129293.17000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -18378.37000000 -0.00003749067 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 1527.07000000 USD 0.00000000 USD -8000000.00000000 USD -19905.44000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -3130.53000000 -0.00000638607 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ISRAEL ELECTRIC CORP LTD Israel Electric Corp Ltd Y Default Event 2028-09-20 49332.74000000 USD 0.00000000 USD -3000000.00000000 USD -52463.27000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -31447.30000000 -0.00006415044 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 44813.83000000 USD 0.00000000 USD -92000000.00000000 USD -76261.13000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 455676.05000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 11851.38000000 0.000024176042 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Avient Corp Avient Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 12391.56000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 17250.00000000 NC USD 36388582.37000000 0.074230334118 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 1942779472.63000000 USD 36388582.37000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -511755.56000000 -0.00104394795 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 733.96000000 USD 0.00000000 USD -27000000.00000000 USD -512489.52000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 5420309.42000000 0.011057077606 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK NA CITIBANK NA Y Default Event 2025-12-20 1966.25000000 USD 0.00000000 USD -48000000.00000000 USD 5418343.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 34898.44000000 0.000071190540 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 MARRIOTT INTERNATIONAL Marriott International Inc/MD Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 35438.62000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 922669.47000000 0.001882185525 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 922560.74000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 44939.83000000 0.000091674321 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 47984.27000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 904837.49000000 0.001845809449 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 HELLENIC REPUBLIC GOVERNMENT BOND HELLENIC REPUBLIC GOVERNMENT BOND Y Default Event 2030-12-20 945989.67000000 USD 0.00000000 USD 50000000.00000000 USD -41152.18000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1514434.48000000 0.003089347540 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 570.85000000 USD 0.00000000 USD -21000000.00000000 USD 1513863.63000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -5835.18000000 -0.00001190338 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -840.02000000 USD 1250000.00000000 USD -4995.16000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 121368.27000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -46590.29000000 -0.00009504115 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CONSTELLIUM SE CONSTELLIUM SE Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -46050.11000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 330738.39000000 0.000674684738 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 330575.28000000 N N N THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 1.00000000 NC USD 6386282.42000000 0.013027599508 N/A DFE CORP US N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 -1563610230.00000000 EUR 1786968042.33000000 USD 2025-07-22 6386282.42000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 86378.60000000 0.000176206708 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2025-12-20 0.00000000 USD -1514.85000000 USD 16000000.00000000 USD 87893.45000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 22533.05000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 113122.18000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 56842.94000000 0.000115955889 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -618.44000000 USD 4000000.00000000 USD 57461.38000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -54853.08000000 -0.00011189670 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 1647.35000000 USD 0.00000000 USD -3000000.00000000 USD -56500.43000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 113516.85000000 0.000231566968 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -19082024.45000000 USD 6882790808.00000000 HUF 2025-07-22 113516.85000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 112351.00000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 455564.95000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -635.00000000 NC -367420.19000000 -0.00074951321 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN BUNDESSCHATZANWEISUNGEN 2025-06-06 -70701922.10000000 USD -367420.19000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -83074.78000000 -0.00016946713 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 ARAB REPUBLIC OF EGYPT Egypt Government International Bond Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD -82001.98000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 2469227.69000000 0.005037063400 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 SPAIN GOVERNMENT INTERNATIONAL BOND SPAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2031-12-20 2452043.55000000 USD 0.00000000 USD 75000000.00000000 USD 17184.14000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1592.48000000 -0.00000324855 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 STONEGATE PUB CO FINANCING 2019 PLC STONEGATE PUB CO FINANCING 2019 PLC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -1052.30000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -10782235.52000000 -0.02199505704 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -114470.02000000 USD 250000000.00000000 USD -10667765.50000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 460513.23000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -759.55000000 -0.00000154943 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -793.50000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -91422.76000000 -0.00018649646 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 3294.69000000 USD 0.00000000 USD -6000000.00000000 USD -94717.45000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 111905.19000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1091.45000000 -0.00000222648 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -1125.40000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 13160.86000000 0.000026847295 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -2016.05000000 USD 3000000.00000000 USD 15176.91000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -73186.42000000 -0.00014929552 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Walt Disney Co/The Walt Disney Co/The Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -72646.24000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1133391.27000000 0.002312044250 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2030-06-20 3928.80000000 USD 0.00000000 USD -18000000.00000000 USD 1129462.47000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 117972.53000000 0.000240656264 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD 125583.58000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 38343.29000000 0.000078217810 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 WALT DISNEY CO/THE WALT DISNEY CO/THE Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 38883.47000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 118524531.35000000 0.241782311657 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.HY.44.V1 Y Default Event 2030-06-20 85664170.21000000 USD 0.00000000 USD 2820600000.00000000 USD 32860361.14000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -67591.48000000 -0.00013788220 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD -67754.59000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -241210000.00000000 OU Other USD -16182.94000000 -0.00003301214 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2035-05-23 0.00000000 USD 0.00000000 USD 0.00000000 USD -241210000.00000000 USD 4.30000000 USD 2025-05-21 XXXX -16182.94000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD 24332.50000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 455676.05000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 174171.63000000 0.000355298762 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 INDONESIA GOVERNMENT INTERNATIONAL BOND INDONESIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -13699.88000000 USD 18000000.00000000 USD 187871.51000000 N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 516008.51000000 0.001052623697 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -27730916768.00000000 CLP 29792241.99000000 USD 2025-06-18 516008.51000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1156420.80000000 0.002359022989 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 1156312.07000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 36031.49000000 0.000073501888 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 39075.93000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -86623.70000000 -0.00017670669 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD -84351.42000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -10433.79000000 -0.00002128425 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2034-12-20 0.00000000 USD -9792.54000000 USD 300000.00000000 USD -641.25000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -59166.33000000 -0.00012069545 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 381.77000000 USD 0.00000000 USD -2000000.00000000 USD -59548.10000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -56028.42000000 -0.00011429432 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -16744.30000000 USD 22000000.00000000 USD -39284.12000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25541.83000000 0.000052103666 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 24443.60000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 456447.23000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 357492.50000000 0.000729261377 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 IHS MARKIT LTD CDX.EM.IG.43.V1 Y Default Event 2030-06-20 0.00000000 USD -156580.56000000 USD 100000000.00000000 USD 514073.06000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -46681.44000000 -0.00009522709 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1546.13000000 USD 10000000.00000000 USD -45135.31000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 1144.70000000 USD 0.00000000 USD -7000000.00000000 USD 503666.79000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 4139.21000000 0.000008443718 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 4328.57000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -6388.27000000 -0.00001303165 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-06-20 1062.33000000 USD 0.00000000 USD -4000000.00000000 USD -7450.60000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 51083.65000000 0.000104207313 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 873.07000000 USD 0.00000000 USD -4000000.00000000 USD 50210.58000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -36756.75000000 -0.00007498137 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 9230.01000000 USD 0.00000000 USD -16000000.00000000 USD -45986.76000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 7296.56000000 0.000014884506 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 203.70000000 USD 0.00000000 USD -600000.00000000 USD 7092.86000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 113690.60000000 0.000231921407 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2025-12-20 0.00000000 USD -2272.28000000 USD 24000000.00000000 USD 115962.88000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -45945.93000000 -0.00009372669 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 3270.57000000 USD 0.00000000 USD -20000000.00000000 USD -49216.50000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -23340.72000000 -0.00004761354 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3805.52000000 USD 5000000.00000000 USD -19535.20000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -186154.41000000 -0.00037974285 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2025-12-20 0.00000000 USD -473.39000000 USD 5000000.00000000 USD -185681.02000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 34385.80000000 0.000070144788 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 HP Inc HP Inc Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 34925.98000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 142107.34000000 0.000289889702 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD 149718.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 271090.49000000 0.000553006914 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2026-12-20 0.00000000 USD -18266.51000000 USD 24000000.00000000 USD 289357.00000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 113449.23000000 0.000231429028 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 112627.72000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1993449.20000000 0.004066506319 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 9884.09000000 USD 0.00000000 USD -18000000.00000000 USD 1983565.11000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4402.66000000 0.000008981139 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD 4457.83000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 30801.92000000 0.000062833907 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NATURGY CAPITAL MARKETS SA NATURGY CAPITAL MARKETS SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 31342.10000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1141935.69000000 0.002329474310 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ARAB REPUBLIC OF EGYPT Egypt Government International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 1141118.05000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC USD 32131.32000000 0.000065545796 N/A DCR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 REPUBLIC OF SERBIA Serbia International Bond Y Default Event 2025-12-20 0.00000000 USD -1060.13000000 USD 5700000.00000000 USD 33191.45000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4263.22000000 0.000008696690 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD 4318.39000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 112349.58000000 0.000229185813 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD 119960.63000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -56028.42000000 -0.00011429432 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3401.47000000 USD 22000000.00000000 USD -52626.95000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -18378.37000000 -0.00003749067 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 4392.92000000 USD 0.00000000 USD -8000000.00000000 USD -22771.29000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -46681.44000000 -0.00009522709 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD -39070.39000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 22698.26000000 0.000046302969 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SAUDI INTERNATIONAL BOND Saudi Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 23076.97000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -108425.32000000 -0.00022118057 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SAUDI INTERNATIONAL BOND SAUDI INTERNATIONAL BOND Y Default Event 2030-06-20 2044.10000000 USD 0.00000000 USD -12500000.00000000 USD -110469.42000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 318689.14000000 0.000650105054 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 313747.10000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -118332.67000000 -0.00024139092 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD -120529.13000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 3843.81000000 USD 0.00000000 USD -7000000.00000000 USD 500967.68000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 386378.86000000 0.000788187667 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 3679.39000000 USD 0.00000000 USD -22500000.00000000 USD 382699.47000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 120645.74000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -91422.76000000 -0.00018649646 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-06-20 981.17000000 USD 0.00000000 USD -6000000.00000000 USD -92403.93000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1384004.21000000 0.002823278298 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD 1383841.10000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -587.69000000 -0.00000119884 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -800.15000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 28421.46000000 0.000057977924 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -1702.23000000 USD 2000000.00000000 USD 30123.69000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 131888.68000000 0.000269044303 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 0.00000000 USD -3401.47000000 USD 22000000.00000000 USD 135290.15000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -54853.08000000 -0.00011189670 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 572.65000000 USD 0.00000000 USD -3000000.00000000 USD -55425.73000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 17687.35000000 0.000036081040 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD 18760.15000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 122189.78000000 0.000249259179 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 121091.55000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -538341.97000000 -0.00109818249 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -3710.69000000 USD 24000000.00000000 USD -534631.28000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 22809.77000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -18378.37000000 -0.00003749067 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 1308.23000000 USD 0.00000000 USD -8000000.00000000 USD -19686.60000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -59166.33000000 -0.00012069545 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-06-20 1209.33000000 USD 0.00000000 USD -2000000.00000000 USD -60375.66000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 55139.94000000 0.000112481880 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2025-12-20 0.00000000 USD -349.18000000 USD 11640000.00000000 USD 55489.12000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 35820.61000000 0.000073071707 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2025-12-20 0.00000000 USD -568.07000000 USD 6000000.00000000 USD 36388.68000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -36756.75000000 -0.00007498137 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-06-20 434.93000000 USD 0.00000000 USD -16000000.00000000 USD -37191.68000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -125062.85000000 -0.00025512005 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK NA CITIBANK NA Y Default Event 2025-12-20 2457.80000000 USD 0.00000000 USD -60000000.00000000 USD -127520.65000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 23287.59000000 0.000047505164 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 NOVAFIVES SAS NOVAFIVES SAS Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 23827.77000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1717.95000000 USD 0.00000000 USD -9000000.00000000 USD 995006.65000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 18294.02000000 0.000037318607 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 DEVON ENERGY CORPORATION Devon Energy Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 18834.20000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 34198.00000000 NC USD 56309150.09000000 0.114866992690 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-18 3932032599.91000000 USD 56309150.09000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 146755.49000000 0.000299371625 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD 154366.54000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 13345.92000000 0.000027224806 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Qatar Government International Bond STATE OF QATAR Y Default Event 2025-12-20 0.00000000 USD -72.76000000 USD 1940000.00000000 USD 13418.68000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 3843.81000000 USD 0.00000000 USD -7000000.00000000 USD 500967.68000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -67591.48000000 -0.00013788220 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 3461.25000000 USD 0.00000000 USD -6000000.00000000 USD -71052.73000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 17910.31000000 0.000036535863 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2025-12-20 0.00000000 USD -284.04000000 USD 3000000.00000000 USD 18194.35000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 7896.51000000 0.000016108365 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -331.06000000 USD 1800000.00000000 USD 8227.57000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 309103.09000000 0.000630550138 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 489.31000000 USD 0.00000000 USD -18000000.00000000 USD 308613.78000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST IVORY COAST Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 318921.09000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -23398.65000000 -0.00004773171 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-06-20 1274.80000000 USD 0.00000000 USD -4800000.00000000 USD -24673.45000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 -850000000.00000000 OU OTHER USD -31738525.98000000 -0.06474452244 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Call Written CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.43.V1 Default Event 2025-05-21 0.00000000 USD 0.00000000 USD N/A N/A -850000000.00000000 USD 100.00000000 USD 2025-05-21 XXXX -3236504.48000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 18355.60000000 0.000037444226 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Qatar Government International Bond STATE OF QATAR Y Default Event 2027-06-20 0.00000000 USD -1072.80000000 USD 1000000.00000000 USD 19428.40000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -997082.78000000 -0.00203398382 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-12-20 0.00000000 USD -788696.03000000 USD -40000000.00000000 EUR -208386.75000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 23295.75000000 0.000047521810 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 23674.46000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD 637378.28000000 0.001300210109 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 3928.80000000 USD 0.00000000 USD -18000000.00000000 USD 633449.48000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 52643.43000000 0.000107389162 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-12-20 0.00000000 USD -9133.26000000 USD 12000000.00000000 USD 61776.69000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -62894.62000000 -0.00012830092 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IHS MARKIT LTD CDX.EM.36.V1 Y Default Event 2026-12-20 9245.78000000 USD 0.00000000 USD -184000000.00000000 USD -72140.40000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1521.91000000 -0.00000310459 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD -1185.89000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 20062.62000000 0.000040926435 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UniCredit SpA UniCredit SpA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 20602.80000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1009622.99000000 0.002059565033 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 8076.26000000 USD 0.00000000 USD -14000000.00000000 USD 1001546.73000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 11978.00000000 0.000024434338 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-06-20 0.00000000 USD -957.51000000 USD 7500000.00000000 USD 12935.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 18338.54000000 0.000037409425 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GLENCORE FINANCE EUROPE LTD GLENCORE FINANCE EUROPE LTD Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 18878.72000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -1702.57000000 -0.00000347313 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 3461.25000000 USD 0.00000000 USD -6000000.00000000 USD -5163.82000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 6948.15000000 USD 0.00000000 USD -9000000.00000000 USD 559747.48000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -416699.62000000 -0.00085004004 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2025-09-20 0.00000000 USD -1837.70000000 USD 70000000.00000000 USD -414861.92000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -3505.59000000 -0.00000715117 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-06-20 203.70000000 USD 0.00000000 USD -600000.00000000 USD -3709.29000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 577112.18000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -913.14000000 -0.00000186274 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD -857.97000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 25292.31000000 0.000051594662 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 TENET HEALTHCARE CORP Tenet Healthcare Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 25832.49000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 47262.55000000 0.000096412518 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 45066.09000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -72529.56000000 -0.00014795557 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Grifols SA Grifols SA Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -71989.38000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 40131.88000000 0.000081866417 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 KRAFT HEINZ FOODS CO KRAFT HEINZ FOODS CO Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 40672.06000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 20767.82000000 0.000042364997 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 21146.53000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 637378.28000000 0.001300210109 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-06-20 489.31000000 USD 0.00000000 USD -18000000.00000000 USD 636888.97000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 4232.66000000 USD 0.00000000 USD -7000000.00000000 USD 500578.83000000 N N N STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 000000000 1.00000000 NC USD -4433291.04000000 -0.00904362450 N/A DFE CORP US N 2 STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC 5493003GCX71N8988W38 -118971467.00000000 EUR 131047035.21000000 USD 2025-07-22 -4433291.04000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -109706.16000000 -0.00022379340 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y Default Event 2030-06-20 163.11000000 USD 0.00000000 USD -6000000.00000000 USD -109869.27000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 22533.05000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 23631.28000000 0.000048206269 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 327.05000000 USD 0.00000000 USD -2000000.00000000 USD 23304.23000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -31571.81000000 -0.00006440443 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -55.17000000 USD 300000.00000000 USD -31516.64000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 244379.56000000 0.000498518359 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BAHRAIN GOVERNMENT INTERNATIONAL BOND BAHRAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 244270.83000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 29350.34000000 0.000059872778 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 UNIBAIL-RODAMCO-WESTFIELD SE UNIBAIL-RODAMCO-WESTFIELD SE Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 29890.52000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 10578.25000000 0.000021578939 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2025-12-20 0.00000000 USD -473.39000000 USD 5000000.00000000 USD 11051.64000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 996724.60000000 0.002033253159 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 6948.15000000 USD 0.00000000 USD -9000000.00000000 USD 989776.45000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 913548.55000000 0.001863579443 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 2196.46000000 USD 0.00000000 USD -4000000.00000000 USD 911352.09000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 800048.30000000 0.001632046338 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IVORY COAST Ivory Coast Government International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 799230.66000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 102030000.00000000 OU Other USD 987435.79000000 0.002014304593 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2030-06-27 0.00000000 USD 0.00000000 USD 0.00000000 USD 102030000.00000000 USD 3.40000000 USD 2025-06-25 XXXX 987435.79000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 16371.75000000 0.000033397301 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-06-20 0.00000000 USD -191.52000000 USD 1500000.00000000 USD 16563.27000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -851.29000000 -0.00000173657 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-06-20 572.65000000 USD 0.00000000 USD -3000000.00000000 USD -1423.94000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 10260.91000000 0.000020931586 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2025-12-20 0.00000000 USD -145.49000000 USD 4850000.00000000 USD 10406.40000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 47262.55000000 0.000096412518 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 44955.05000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 320019.32000000 0.000652818535 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IVORY COAST IVORY COAST Y Default Event 2030-06-20 821.51000000 USD 0.00000000 USD -2000000.00000000 USD 319197.81000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 13055.00000000 NC USD 20826735.12000000 0.042485180951 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2025-06-30 2696551122.98000000 USD 20826735.12000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1993449.20000000 0.004066506319 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 489.31000000 USD 0.00000000 USD -18000000.00000000 USD 1992959.89000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 461334.74000000 0.000941092773 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-06-20 1098.23000000 USD 0.00000000 USD -2000000.00000000 USD 460236.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 220492.25000000 0.000449789805 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-06-20 2307.50000000 USD 0.00000000 USD -4000000.00000000 USD 218184.75000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -170585.19000000 -0.00034798265 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2030-06-20 5441.98000000 USD 0.00000000 USD -9000000.00000000 USD -176027.17000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 11647.87000000 0.000023760894 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 11837.23000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 844806.45000000 0.001723350044 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 GENERAL MOTORS CO GENERAL MOTORS CO Y Default Event 2026-06-20 661681.88000000 USD 0.00000000 USD 14920000.00000000 USD 183124.57000000 N N N CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 -85610000.00000000 OU OTHER USD -270122.13000000 -0.00055103152 N/A DCR CORP US N 2 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 Put Written CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC. 6SHGI4ZSSLCXXQSBB395 000000000 0.00000000 NC USD 0.00000000 0.00000000 DCR CORP US IHS MARKIT LTD CDX.NA.HY.44.V1 Default Event 2025-06-18 0.00000000 USD 0.00000000 USD N/A N/A -85610000.00000000 USD 98.00000000 USD 2025-06-18 XXXX 341989.37000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 26731.99000000 0.000054531515 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2025-12-20 0.00000000 USD -378.71000000 USD 4000000.00000000 USD 27110.70000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-06-20 3696.79000000 USD 0.00000000 USD -9000000.00000000 USD 562998.84000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 12337.30000000 0.000025167287 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2025-12-20 0.00000000 USD -189.36000000 USD 2000000.00000000 USD 12526.66000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 913548.55000000 0.001863579443 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ARAB REPUBLIC OF EGYPT Egypt Government International Bond Y Default Event 2030-06-20 108.73000000 USD 0.00000000 USD -4000000.00000000 USD 913439.82000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 154551.55000000 0.000315275079 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-06-20 4942.04000000 USD 0.00000000 USD -9000000.00000000 USD 149609.51000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -54853.08000000 -0.00011189670 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BERHAD PENERBANGAN MALAYSIA BERHAD Y Default Event 2030-06-20 2316.05000000 USD 0.00000000 USD -3000000.00000000 USD -57169.13000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -2242198.40000000 -0.00457393845 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 SPAIN GOVERNMENT INTERNATIONAL BOND SPAIN GOVERNMENT INTERNATIONAL BOND Y Default Event 2029-12-20 0.00000000 USD -2244053.44000000 USD -75000000.00000000 USD 1855.04000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 62673.10000000 0.000127849035 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CANADIAN IMPERIAL BANK Canadian Imperial Bank of Commerce Y Default Event 2028-06-20 0.00000000 USD 0.00000000 USD 14805000.00000000 USD 62673.10000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -6087.62000000 -0.00001241834 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 0.00000000 USD -309.21000000 USD 2000000.00000000 USD -5778.41000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -821.97000000 -0.00000167676 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-06-20 33.95000000 USD 0.00000000 USD -100000.00000000 USD -855.92000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 504811.49000000 0.001029782506 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-06-20 1336.18000000 USD 0.00000000 USD -7000000.00000000 USD 503475.31000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -3740810.31000000 -0.00763100898 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD -3740270.13000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 83457.51000000 0.000170247875 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 China Government International Bond CHINA GOVT INTL BOND Y Default Event 2027-06-20 0.00000000 USD -6436.77000000 USD 6000000.00000000 USD 89894.28000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 4971.44000000 0.000010141413 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Saudi Government International Bond SAUDI INTERNATIONAL BOND Y Default Event 2026-12-20 0.00000000 USD -336.02000000 USD 500000.00000000 USD 5307.46000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -6076.35000000 -0.00001239535 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2026-06-20 212.46000000 USD 0.00000000 USD -800000.00000000 USD -6288.81000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -116703.60000000 -0.00023806773 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -19027.60000000 USD 25000000.00000000 USD -97676.00000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 1475825.95000000 0.003010588658 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 US TREASURY N/B United States Treasury Note/Bond Y Performance Leg 2025-07-24 0.00000000 USD 0.00000000 USD 225924366.20000000 USD 1475825.95000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 2488531.87000000 0.005076442668 N/A DE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y Performance Leg 2025-09-19 0.00000000 USD 0.00000000 USD -137547015.19000000 USD 2488531.87000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 1238466.77000000 0.002526391415 N/A DE CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y Performance Leg 2025-06-20 0.00000000 USD 0.00000000 USD -36651995.00000000 USD 1238466.77000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 25962786.16000000 0.052962390007 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-13 368835.19000000 USD 0.00000000 USD 1458020000.00000000 USD 25593950.97000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 26610.83000000 0.000054284357 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Ball Corp Ball Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 27151.01000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -4891410.01000000 -0.00997815731 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-25 55219.60000000 USD 0.00000000 USD -298540000.00000000 USD -4946629.61000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 8089239.86000000 0.016501521589 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-05-08 0.00000000 USD -2744672.11000000 USD -40000000.00000000 GBP 10833911.97000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7931259.43000000 0.016179251818 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-05-08 0.00000000 USD -1550973.39000000 USD -35625000.00000000 GBP 9482232.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 24690089.03000000 0.050366170890 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-08 0.00000000 USD -13420211.69000000 USD -280000000.00000000 GBP 38110300.72000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 281281.42000000 0.000573795746 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-20 0.00000000 USD 0.00000000 USD -352385000.00000000 USD 281281.42000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 7254281.62000000 0.014798261250 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-14 6408115.00000000 USD 0.00000000 USD -438170000.00000000 USD 846166.62000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -113045.39000000 -0.00023060522 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-05-07 0.00000000 USD 0.00000000 USD 3884180000.00000000 USD -113045.39000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -5063643.71000000 -0.01032950282 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2031-01-02 0.00000000 USD 0.00000000 USD -961568700.79000000 BRL -5063643.71000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -1453053.62000000 -0.00296413459 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y Performance Leg 2025-07-23 0.00000000 USD 0.00000000 USD -250458311.95000000 USD -1453053.62000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 161943.27000000 0.000330353705 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-02-15 0.00000000 USD 0.00000000 USD -74922500.00000000 EUR 161943.27000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 578210.41000000 0.001179511515 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 576666.37000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 1344845.36000000 0.002743396799 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2031-01-02 0.00000000 USD 0.00000000 USD 474011297.31000000 BRL 1344845.36000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 4497044.84000000 0.009173678095 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-16 1736343.97000000 USD 0.00000000 USD -224000000.00000000 USD 2760700.87000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -2804733.58000000 -0.00572147352 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-08-31 0.00000000 USD 0.00000000 USD -1051915000.00000000 USD -2804733.58000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 34130810.00000000 0.069624625776 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-11 33262750.34000000 USD 0.00000000 USD -72870000.00000000 USD 868059.66000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 6476239.76000000 0.013211106613 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y 2031-01-02 0.00000000 USD 0.00000000 USD 961568700.79000000 BRL 6476239.76000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -3195275.53000000 -0.00651815362 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-12-16 0.00000000 USD -1801123.78000000 USD 252990000.00000000 USD -1394151.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -3693321.70000000 -0.00753413532 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2025-08-19 60278.24000000 USD 0.00000000 USD 1952755000.00000000 USD -3753599.94000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 6143795.23000000 0.012532941460 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-12-20 0.00000000 USD 0.00000000 USD 462295000.00000000 USD 6143795.23000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -652634.46000000 -0.00133133172 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2031-01-02 0.00000000 USD 0.00000000 USD -474011297.31000000 BRL -652634.46000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -25615905.97000000 -0.05225477704 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-13 0.00000000 USD -964766.34000000 USD -907365000.00000000 USD -24651139.63000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -104769.05000000 -0.00021372202 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -119713854.72000000 USD 4793043458.18000000 TRY 2025-06-03 -104769.05000000 N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBT2 4921263.46000000 PA USD 4600070.41000000 0.009383843537 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P5N7 48637.12000000 PA USD 49842.99000000 0.000101676447 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7K5 2211556.30000000 PA USD 1771441.47000000 0.003613625033 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Laurel Road Prime Student Loan N/A 51889RAD1 27003028.69600000 PA USD 8274595.42000000 0.016879634839 Long ABS-O CORP US N 2 2048-10-25 None 0.00000000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 81721MAM1 13710000.00000000 PA USD 12267063.51000000 0.025024009282 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N PERU ENHANCED PASS-THRU 549300O4IWRO77V4HJ21 000000000 258360.21000000 PA USD 257272.51000000 0.000524819136 Long DBT CORP KY N 2 2025-06-02 None 0.00000000 N N N N N N Bank5 N/A 06211CAG0 56500000.00000000 PA USD 59824799.00000000 0.122038687113 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.65600000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 465077AL9 26410000.00000000 PA USD 25603966.80000000 0.052230421921 Long DBT CORP IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N Marathon CLO LTD 549300T57AS4PEWI4U14 56579UBE5 55000000.00000000 PA USD 55000000.00000000 0.112196411913 Long ABS-CBDO CORP KY N 2 2037-08-15 Floating 5.77298000 N N N N N N OCP CLO Ltd 254900ZMV4RGFPV8TK42 670881AS0 2375000.00000000 PA USD 2374964.85000000 0.004844773356 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.11947000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -8625788.42000000 -0.01759604564 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CDX.EM.43.V1 Y Default Event 2030-06-20 0.00000000 USD -64153.48000000 USD 200000000.00000000 USD -8561634.94000000 N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAH0 50000.00000000 PA USD 50436.89000000 0.000102887965 Long DBT CORP US N 2 2029-05-15 Fixed 5.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 19050000.00000000 PA USD 17525319.92000000 0.035750509320 Long DBT CORP FR Y 2 2029-09-15 Fixed 2.15900000 N N N N N N Dukes Education N/A 000000000 1273771.90000000 PA 1442992.50000000 0.002943610562 Long DBT CORP N/A N 3 2028-11-27 Floating 8.13675000 N N N N N N DUKE ENERGY PROGRESS LLC 0NIFZ782LS46WOC9QK20 144141DD7 2410000.00000000 PA USD 1962445.09000000 0.004003259957 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179W2W7 49576415.87000000 PA USD 45138255.80000000 0.092079097105 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAR7 52470000.00000000 PA USD 51981511.14000000 0.106038891558 Long DBT CORP US N 2 2029-04-23 Fixed 4.00500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 3745000.00000000 PA USD 3247303.36000000 0.006624287007 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89400000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KAV2 12235000.00000000 PA USD 11544891.81000000 0.023550826127 Long DBT CORP US N 2 2077-12-01 Fixed 4.80000000 N N N N N Tikehau US CLO Ltd 254900B2V9LYKTKKHF52 88675YAA2 27500000.00000000 PA USD 27560513.75000000 0.056221650058 Long ABS-CBDO CORP BM N 2 2036-01-15 Floating 6.20610000 N N N N N N Tikehau US CLO Ltd 254900G2SWUGII8WH893 88676PAA0 56000000.00000000 PA USD 56000000.00000000 0.114236346675 Long ABS-CBDO CORP BM N 2 2037-07-18 Floating 5.71947000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -84489.34000000 -0.00017235274 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-06-20 1226.46000000 USD 0.00000000 USD -7500000.00000000 USD -85715.80000000 N N N STRIPS 254900HROIFWPRGM1V77 912834LR7 63055000.00000000 PA USD 27047346.84000000 0.055174823040 Long DBT UST US N 2 2042-08-15 None 0.00000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AV5 1290000.00000000 PA USD 1087120.56000000 0.002217655020 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AUV20 4136015.75000000 PA USD 3993748.60000000 0.008146986600 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 23345000.00000000 PA USD 23975315.00000000 0.048908078499 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DS2K7 44517682.51000000 PA USD 39041293.50000000 0.079641691766 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Radnor Re LTD 254900P3K895250PCC81 75050KAA4 5091851.90000000 PA USD 5119728.26000000 0.010443911649 Long ABS-MBS CORP BM N 2 2033-07-25 Floating 7.05369000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36179XBU9 46725758.97000000 PA USD 44973400.50000000 0.091742803047 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8VV6 367239.29000000 PA USD 331625.65000000 0.000676494691 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 3.50000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B77 14608000.00000000 PA USD 14024233.83000000 0.028608522101 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N MHC Commercial Mortgage Trust N/A 55316VAL8 14565600.00000000 PA USD 14456358.00000000 0.029490027216 Long ABS-MBS CORP US N 2 2038-04-15 Floating 7.03744200 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 11298.43000000 0.000023048060 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PHILIPPINE GOVERNMENT INTERNATIONAL BOND PHILIPPINE GOVERNMENT INTERNATIONAL BOND Y Default Event 2025-12-20 0.00000000 USD -58.21000000 USD 1940000.00000000 USD 11356.64000000 N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKK4 1792675.00000000 PA USD 1823491.08000000 0.003719802842 Long ABS-MBS CORP US N 2 2041-09-25 Floating 7.70369000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402K6W9 117.77000000 PA USD 120.71000000 0.000000246240 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Tikehau US CLO Ltd 254900RN10DV5689GE29 88675CAA0 47250000.00000000 PA USD 47331572.40000000 0.096553319881 Long ABS-CBDO CORP BM N 2 2034-07-15 Floating 6.45610000 N N N N N N FRONTIER COMMUNICATIONS N/A 35908MAA8 8614448.00000000 PA USD 8620390.01000000 0.017585033243 Long DBT CORP US N 2 2029-11-01 Fixed 5.87500000 N N N N N N Fannie Mae or Freddie Mac B1V7KEBTPIMZEU4LTD58 01F042657 -14000000.00000000 PA USD -13387504.34000000 -0.02730963548 Short ABS-MBS USGSE US N 2 2055-05-15 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage N/A 17328FAV7 105000000.00000000 PA USD 97275297.00000000 0.198435259839 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 2.62000000 N N N N N N TFS_18-3-A1 N/A 000000000 34865862.85000000 PA 29425855.58000000 0.060026825700 Long ABS-MBS CORP LU N 3 2026-03-15 Floating 0.01000000 N N N N N N Madison Park Funding Ltd N/A 55821KAC0 64500000.00000000 PA USD 64500000.00000000 0.131575792152 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.66140000 N N N N N N NORDSON CORP 14OS6Q5N55N95WM84M53 655663AC6 17995000.00000000 PA USD 17844721.02000000 0.036402066727 Long DBT CORP US N 2 2029-12-15 Fixed 4.50000000 N N N N N N PRIVATE EXPORT FUNDING CYQE6SAYPFKNQJ6FMH60 742651DW9 3595000.00000000 PA USD 3589022.78000000 0.007321372330 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 1445526.01000000 0.002948778757 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-06-20 817.64000000 USD 0.00000000 USD -5000000.00000000 USD 1444708.37000000 N N N SG Commercial Mortgage Securit N/A 78430EAA3 35000000.00000000 PA USD 31911201.00000000 0.065096768218 Long ABS-MBS CORP US N 2 2039-09-15 Fixed 3.02100000 N N N N N N GS Mortgage-Backed Securities 254900W4Z6DJOVCWAH28 36271AAA1 55409232.22000000 PA USD 55409049.37000000 0.113030845942 Long ABS-O CORP US N 2 2055-01-25 Floating 5.85369000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 92676XAD9 11572000.00000000 PA USD 11543070.00000000 0.023547109753 Long DBT CORP BM N 2 2027-09-15 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DV7L3 22414603.82000000 PA USD 18838406.23000000 0.038429119730 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AU7 2790000.00000000 PA USD 2787690.95000000 0.005686707674 Long DBT CORP US N 2 2028-07-15 Fixed 4.55000000 N N N N N N DUKES EDUCATION GROUP LTD N/A 000000000 20110703.77000000 PA 26801534.91000000 0.054673382739 Long DBT CORP GB N 3 2028-11-25 Floating 0.01000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 5210000.00000000 PA USD 2960104.93000000 0.006038420946 Long DBT CORP US N 2 2120-10-01 Fixed 3.22600000 N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCS3 2775000.00000000 PA USD 2809845.11000000 0.005731900715 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 28415000.00000000 PA USD 28151618.52000000 0.057427465227 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N CALIFORNIA ST N/A 13063BFR8 275000.00000000 PA USD 331554.37000000 0.000676349284 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -204060000.00000000 OU Other USD -1008216.27000000 -0.00205669541 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2030-06-27 0.00000000 USD 0.00000000 USD 0.00000000 USD -204060000.00000000 USD 3.15000000 USD 2025-06-25 XXXX -997126.06000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 658195.38000000 0.001342675635 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP Y Default Event 2026-06-20 182049.17000000 USD 0.00000000 USD 68920000.00000000 USD 476146.21000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287V6U9 1171.94000000 PA USD 1207.96000000 0.000002464159 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAJ6 50000.00000000 PA USD 50891.92000000 0.000103816196 Long DBT CORP US N 2 2027-07-15 Fixed 5.62500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162VAD0 39600219.25000000 PA USD 38126596.09000000 0.077775768722 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.45500000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1600000.00000000 PA 1674352.30000000 0.003415569460 Long DBT CORP MX N 2 2027-04-21 Fixed 2.75000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2P8 27265000.00000000 PA USD 23968694.22000000 0.048894572540 Long DBT CORP FR N 2 2032-04-19 Fixed 2.87100000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAJ1 760000.00000000 PA USD 643072.23000000 0.001311825396 Long DBT CORP US N 2 2043-05-15 Fixed 4.35000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CB9 990000.00000000 PA USD 682713.11000000 0.001392690205 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N JP Morgan Chase Commercial Mor N/A 46591EAZ0 65497000.00000000 PA USD 2293135.12000000 0.004677846045 Long ABS-MBS CORP US N 2 2052-06-13 Variable 1.10302700 N N N N N N SOCIETE NATIONALE SNCF S 969500A4MXJ3ESPHK698 000000000 25000000.00000000 PA 33848580.95000000 0.069048896926 Long DBT NUSS FR N 2 2027-03-18 Fixed 5.37500000 N N N N N N Madison Park Euro Funding 635400XLHN7OVUSEV112 000000000 94140285.75000000 PA 106053546.44000000 0.216342316022 Long ABS-CBDO CORP IE N 2 2032-07-15 Floating 3.07900000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 56842.94000000 0.000115955889 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2026-12-20 0.00000000 USD -3044.44000000 USD 4000000.00000000 USD 59887.38000000 N N N LYB INT FINANCE III 984500A51LA0B8EB4053 50249AAJ2 8825000.00000000 PA USD 5699646.74000000 0.011626907516 Long DBT CORP US N 2 2051-04-01 Fixed 3.62500000 N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287V6T2 722.90000000 PA USD 745.12000000 0.000001519996 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Woodward Capital Management N/A 749414AA6 28274404.52000000 PA USD 28219967.81000000 0.057566893319 Long ABS-MBS CORP US N 2 2044-10-25 Variable 5.15800000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834UB2 6925000.00000000 PA USD 2161400.07000000 0.004409115137 Long DBT UST US N 2 2048-11-15 None 0.00000000 N N N N N N BELRON UK FINANCE PLC 9845006BC9D1A77B8178 080782AA3 1445000.00000000 PA USD 1436821.30000000 0.002931021716 Long DBT CORP GB N 2 2029-10-15 Fixed 5.75000000 N N N N N N Sixth Street CLO LTD. N/A 83012FAN8 3250000.00000000 PA USD 3241658.88000000 0.006612772636 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 5.72979000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680AT0 33076000.00000000 PA USD 26702458.40000000 0.054471273122 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N Bank N/A 06540BBF5 206158000.00000000 PA USD 2954512.15000000 0.006027012039 Long ABS-MBS CORP US N 2 2052-10-17 Variable 0.46990100 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABN4 9414000.00000000 PA USD 6190209.08000000 0.012627622686 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N Argent Securities Inc. N/A 040104EP2 2065.84000000 PA USD 2339.39000000 0.000004772202 Long ABS-MBS CORP US N 2 2034-01-25 Floating 3.41147100 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -210478.72000000 -0.00042936285 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -1522.21000000 USD 2000000.00000000 USD -208956.51000000 N N N GSAMP Trust N/A 36228F6P6 935077.45000000 PA USD 979010.94000000 0.001997118448 Long ABS-O CORP US N 2 2034-06-25 Floating 5.41609000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERA0 20106841.34000000 PA USD 20468001.43000000 0.041753387626 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 6.00000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B51 16452000.00000000 PA USD 15066070.13000000 0.030733800185 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 36202FAV8 233064.50000000 PA USD 235630.95000000 0.000480671765 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBY0 12710000.00000000 PA USD 12888030.24000000 0.026290740901 Long DBT CORP GB N 2 2028-08-09 Fixed 5.50100000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AK4 22794000.00000000 PA USD 19467256.73000000 0.039711933725 Long DBT CORP CH Y 2 2033-02-11 Fixed 2.74600000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CAU8 6745000.00000000 PA USD 5143131.85000000 0.010491653446 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFWK3 2331895.86000000 PA USD 1952405.27000000 0.003982779379 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N NEW YORK ST URBAN DEV CORP REV 54930039Y2EMGXN6LM88 650035TD0 14730000.00000000 PA USD 15179132.84000000 0.030964440738 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KEX0 7829.58000000 PA USD 8030.43000000 0.000016381553 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Citibank, National Association E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 164711.74000000 0.000336001204 N/A DFE CORP US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 -72422920.12000000 USD 266544687.70000000 PEN 2025-06-18 164711.74000000 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YAM1 32717000.00000000 PA USD 28463709.48000000 0.058064110425 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N ICG Euro CLO 5493000GNZH2JWC7EQ58 000000000 20000000.00000000 PA 22784946.34000000 0.046479804090 Long ABS-CBDO CORP IE N 2 2038-01-26 Floating 4.91100000 N N N N N N CFK Trust N/A 12528XAA3 14250000.00000000 PA USD 13868859.53000000 0.028291568665 Long ABS-MBS CORP US N 2 2039-01-15 Fixed 4.07540000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 3966653.51000000 PA USD 3966058.51000000 0.008090500622 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AV6 4905000.00000000 PA USD 4860138.79000000 0.009914366066 Long DBT CORP US N 2 2033-03-01 Fixed 6.37500000 N N N N N N DIVERSIFIED HEALTHCARE T N/A 25525PAB3 11278000.00000000 PA USD 8739315.81000000 0.017827634117 Long DBT CORP US N 2 2031-03-01 Fixed 4.37500000 N N N N N N Fannie Mae - CAS N/A 20754LAF6 2652000.00000000 PA USD 2701725.00000000 0.005511342745 Long ABS-MBS CORP US N 2 2041-12-25 Floating 7.50369000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 000000000 7000000.00000000 PA 7923923.24000000 0.016164286469 Long DBT CORP ID N 2 2025-10-25 Fixed 2.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLBW3 14996985.29000000 PA USD 14173466.33000000 0.028912946665 Long ABS-MBS USGSE US N 2 2049-04-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31287V2S8 332.85000000 PA USD 343.28000000 0.000000700268 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 35064.54000000 0.000071529374 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 MGIC INVESTMENT CORP MGIC Investment Corp Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 35604.72000000 N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAA1 9200000.00000000 PA USD 9038430.61000000 0.018437808795 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWS7 121802750.05000000 PA USD 102198057.84000000 0.208477370802 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Cathedral Lake LTD N/A 14919HAN3 5872004.38000000 PA USD 5880225.77000000 0.011995276956 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.10610000 N N N N N N Bain Capital Credit CLO, Limit N/A 05685BAQ9 77000000.00000000 PA USD 77000000.00000000 0.157074976678 Long ABS-CBDO CORP JE N 2 2037-10-16 Floating 5.64054000 N N N N N N DIAMOND SPORTS GRP LLC- WARRANTS N/A 000000000 1481098.03000000 NS USD 401081.35000000 0.000818179788 Long EC CORP US N 2 N N N BX Trust N/A 12433CAA3 84646742.34000000 PA USD 84646742.34000000 0.172673832194 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.01310000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KY6 45302000.00000000 PA USD 44565983.23000000 0.090911698396 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 1025000.00000000 PA USD 968076.66000000 0.001974813231 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N Anchorage Capital CLO LTD 5493004RXURZCE1LR038 03329WAA5 21000000.00000000 PA USD 21000000.00000000 0.042838630003 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.65947000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3134A4CP7 1670000.00000000 PA USD 1314303.37000000 0.002681093132 Long DBT USGSE US N 2 2031-03-15 None 0.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 566695.63000000 0.001156022115 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2030-06-20 1717.95000000 USD 0.00000000 USD -9000000.00000000 USD 564977.68000000 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BKH29 28477296.47000000 PA USD 1049510.83000000 0.002140933625 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 0.93432000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 65450000.00000000 PA USD 64675428.30000000 0.131933654440 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBZ5 40563387.37000000 PA USD 33928887.19000000 0.069212716416 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAR3 146590.80000000 PA USD 144992.96000000 0.000295776179 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.69400000 N N N N N N Crown City CLO I 549300K60T4GC7BSX929 22823RAJ8 59500000.00000000 PA USD 59500000.00000000 0.121376118342 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.72108000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AC0 9375000.00000000 PA USD 7390101.92000000 0.015075325801 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAQ3 40252500.00000000 PA USD 29585587.50000000 0.060352668397 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.20323000 N N N N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 448814DB6 18767000.00000000 PA USD 21632583.90000000 0.044129059890 Long DBT NUSS CA N 2 2029-06-15 Fixed 8.62500000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A N/A 518888102 82210000.00000000 PA USD 12374458.89000000 0.025243088851 Long ABS-O CORP US N 2 2043-02-25 Fixed 0.01000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AA4 6804000.00000000 PA USD 6984093.65000000 0.014247095418 Long DBT CORP US N 2 2033-05-01 Fixed 7.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -862721.61000000 -0.00175989580 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -3842866702.50000000 INR 44389000.00000000 USD 2025-06-18 -862721.61000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DFR8 8930430.25000000 PA USD 8152748.56000000 0.016631075193 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 19835000.00000000 PA USD 19736211.75000000 0.040260584420 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGJ42 27448135.33000000 PA USD 24899872.13000000 0.050794114728 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAC7 2850000.00000000 PA USD 2753034.16000000 0.005616010084 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 4090000.00000000 PA USD 4653079.93000000 0.009491979499 Long DBT CORP US N 2 2037-10-15 Fixed 7.00000000 N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABS3 14375000.00000000 PA USD 13395950.61000000 0.027326865320 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N PENTA CLO 3 DESIGNATED ACTIVIT 6354005OXNNWWOAOCX44 000000000 72250000.00000000 PA 81193052.26000000 0.165628529742 Long ABS-CBDO CORP IE N 2 2038-10-17 Floating 3.51300000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAQ0 7070000.00000000 PA USD 7148949.98000000 0.014583391576 Long DBT CORP DE N 2 2029-01-10 Fixed 5.37300000 N N N N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 260543DH3 650000.00000000 PA USD 680192.88000000 0.001387549100 Long DBT CORP US N 2 2053-05-15 Fixed 6.90000000 N N N N N N Barrow Hanley CLO LTD N/A 06875VAA8 43250000.00000000 PA USD 43309628.78000000 0.088348817280 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.88947000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -1052393.56000000 -0.00214681420 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-12-20 0.00000000 USD -7611.05000000 USD 10000000.00000000 USD -1044782.51000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2T0 19375000.00000000 PA USD 18692976.75000000 0.038132453078 Long DBT CORP FR N 2 2028-01-20 Fixed 2.59100000 N N N N N N HACKENSACK MERIDIAN HLTH 5493001CB3OCWTEJY668 404530AC1 40545000.00000000 PA USD 27670459.69000000 0.056445932603 Long DBT CORP US N 2 2041-09-01 Fixed 2.67500000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903AS2 37700000.00000000 PA USD 37134040.03000000 0.075751019112 Long DBT CORP US N 2 2026-06-15 Fixed 3.12500000 N N N N N N MINERAL RESOURCES LTD 5299007V1ACKFFX2P066 603051AA1 2000000.00000000 PA USD 1945260.00000000 0.003968203495 Long DBT CORP AU N 2 2027-05-01 Fixed 8.12500000 N N N N N BX Trust N/A 05613QAA8 70643617.46000000 PA USD 70643617.46000000 0.144108370974 Long ABS-MBS CORP US N 2 2041-10-15 Floating 5.81430000 N N N N N N Trinitas CLO Ltd N/A 89640HAA9 101500000.00000000 PA USD 101714307.10000000 0.207490550851 Long ABS-CBDO CORP BM N 2 2036-07-20 Floating 6.12238000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 3279000.00000000 PA USD 2916253.55000000 0.005948966991 Long DBT CORP US N 2 2029-02-10 Fixed 2.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PAL0 7285000.00000000 PA USD 5689443.96000000 0.011606094510 Long DBT CORP US N 2 2048-11-15 Fixed 3.96400000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834PT9 76475000.00000000 PA USD 27700422.88000000 0.056507055556 Long DBT UST US N 2 2045-11-15 None 0.00000000 N N N N N N Credit-Based Asset Servicing a N/A 59020UPR0 238063.68000000 PA USD 235319.83000000 0.000480037101 Long ABS-O CORP US N 2 2035-12-25 Floating 3.41022400 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 7389.07000000 0.000015073220 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 AIR FRANCE-KLM AIR FRANCE-KLM Y Default Event 2025-12-20 0.00000000 USD -540.18000000 USD 13186813.19000000 USD 7929.25000000 N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 7598000.00000000 PA USD 7802215.18000000 0.015916009966 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276FAV6 66102218.10000000 PA USD 64972008.99000000 0.132538659699 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.04840000 N N N N N N Government National Mortgage A 549300M8ZYFG0OCMTT87 38379FE39 2514175.43000000 PA USD 237164.18000000 0.000483799455 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgag 549300MZIB10PDVAE312 95000FAX4 55952000.00000000 PA USD 469140.73000000 0.000957016483 Long ABS-MBS CORP US N 2 2048-07-15 Variable 1.06983300 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWGA5 665129.72000000 PA USD 696031.92000000 0.001419859709 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 7.00000000 N N N N N N PRINCIPAL FINANCIAL GRP CUMYEZJOAF02RYZ1JJ85 74251VAF9 275000.00000000 PA USD 241942.94000000 0.000493547813 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC92 7027287.21000000 PA USD 6372100.27000000 0.012998668848 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Woodward Capital Management N/A 749426AA0 53636568.54000000 PA USD 54041240.36000000 0.110240604795 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.58200000 N N N N N N ONEOK PARTNERS LP T4DHW82NMF6BXJT50795 68268NAD5 1000000.00000000 PA USD 1059526.72000000 0.002161365387 Long DBT CORP US N 2 2037-10-15 Fixed 6.85000000 N N N N N N SWF HOLDINGS I CORP 5493000CMZKPQ7BKPB20 78500AAA6 4548000.00000000 PA USD 1923160.20000000 0.003923121344 Long DBT CORP US Y 2 2029-10-01 Fixed 6.50000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 456774.28000000 0.000931789732 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 1544.04000000 USD 0.00000000 USD -2000000.00000000 USD 455230.24000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DWR9 18328972.22000000 PA USD 14639684.25000000 0.029864000807 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Woodward Capital Management N/A 74942AAA1 4570316.95000000 PA USD 4637533.52000000 0.009460265837 Long ABS-MBS CORP US N 2 2044-05-25 Variable 6.59100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DSJ2 3865952.99000000 PA USD 3246208.37000000 0.006622053298 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Asset Backed Securities Corp H N/A 04541GNA6 1034686.14000000 PA USD 947756.57000000 0.001933361573 Long ABS-MBS CORP US N 2 2034-12-25 Floating 5.41609000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390TY52 43.54000000 PA USD 45.54000000 0.000000092898 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2U7 15150000.00000000 PA USD 13218647.70000000 0.026965178950 Long DBT CORP FR N 2 2033-01-20 Fixed 3.13200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B42H7 465312.94000000 PA USD 388654.23000000 0.000792829274 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Barclays Commercial Mortgage S N/A 05555PAC6 64600000.00000000 PA USD 66013854.98000000 0.134663957551 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.20800000 N N N N N N Regatta XXIX Funding Ltd. N/A 758971AA3 96500000.00000000 PA USD 96500000.00000000 0.196853704538 Long ABS-CBDO CORP KY N 2 2037-09-06 Floating 5.63610000 N N N N N N KAISER FOUNDATION HOSPIT DW4Z57L3G4IRMHYZYK62 48305QAE3 21296000.00000000 PA USD 14554129.64000000 0.029689474984 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N 2025-06-24 Prudential Investment Portfolios, Inc. 17 Christian J. Kelly Christian J. Kelly Chief Financial Officer