AGNC Investment Corp

NPORT-P false 0000095603 XXXXXXXX S000006138 C000016894 C000016897 C000016899 C000016900 C000148117 DEUTSCHE DWS MARKET TRUST 811-01236 0000095603 IFRD7YR9ULMP0L9V6675 875 Third Avenue NEW YORK 10022-6225 212-454-4500 DWS Global Income Builder Fund S000006138 NNNPSIE2ND8S9MGMMP15 2026-10-31 2026-01-31 N 666234536.92 53701584.09 612532952.83 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3031108.14000000 0.00000000 0.00000000 0.00000000 EUR MXN USD N 50% MSCI World Index in EUR, 13% BBG U.S. Corporate High Yield Index, 11% BBG EM USD Aggregate Index, 7% BBG U.S. Credit Index, 6% MSCI EM Index, 5% BBG Treasury Index, 4% BBG MBS Index, 2.5%BBG ABS Index, 1.5% BBG CMBS Investment Grade Index MSWBA_MIX AGNC Investment Corp 5TRACI5HRMELWV32OF39 AGNC Investment Corp 00123Q500 64439.00000000 NS USD 1648349.62000000 0.269103827375 Long EP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206R300 100000.00000000 NS USD 2246000.00000000 0.366674150284 Long EP CORP US N 1 N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RLJ9 570000.00000000 PA USD 378581.59000000 0.061805913992 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N CONTRA ABIOMED INC N/A CONTRA ABIOMED INC 003CVR016 1100.00000000 NS USD 1122.00000000 0.000183173818 Long CORP US N 3 N N N ACRISURE LLC / FIN INC N/A Acrisure LLC / Acrisure Finance Inc 004961AA6 2142000.00000000 PA USD 2195982.68000000 0.358508496539 Long DBT CORP US N 2 2032-07-01 Fixed 6.75000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 Adobe Inc 00724F101 6206.00000000 NS USD 1819909.50000000 0.297112096841 Long EC CORP US N 1 N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MBK0 1000000.00000000 PA USD 1046859.92000000 0.170906710433 Long DBT CORP IE N 2 2055-03-10 Fixed 6.95000000 N N N N N N AFRICAN DEVELOPMENT BANK 549300LNCLMO3ITVCU07 African Development Bank 008281BK2 1550000.00000000 PA USD 1546600.87000000 0.252492680247 Long DBT NUSS XX N 2 N/A Fixed 5.87500000 N N N N N N Agnico Eagle Mines Ltd 254900BFJ2DOHPMEXN45 Agnico Eagle Mines Ltd 008474108 12200.00000000 NS 2319133.40000000 0.378613654871 Long EC CORP CA N 1 N N N AIRCASTLE / IRELAND DAC N/A Aircastle Ltd / Aircastle Ireland DAC 00929JAA4 593000.00000000 PA USD 618226.68000000 0.100929538099 Long DBT CORP BM N 2 2031-10-01 Fixed 5.75000000 N N N N N N Alimentation Couche-Tard Inc 549300OSW32RVX8CCZ87 Alimentation Couche-Tard Inc 01626P148 14000.00000000 NS 728351.63000000 0.118908154513 Long EC CORP CA N 1 N N N Allegro CLO Ltd 2138003E5WTFBR7NV267 Allegro CLO V-S Ltd 01750RAG5 2200000.00000000 PA USD 2205271.20000000 0.360024908016 Long ABS-CBDO CORP JE N 2 2037-07-24 Floating 5.56800000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F050627 2100000.00000000 PA USD 2098962.60000000 0.342669335633 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 5.00000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F060626 10500000.00000000 PA USD 10750530.00000000 1.755094146417 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 6.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 Allstate Corp/The 020002101 23600.00000000 NS USD 4696164.00000000 0.766679405296 Long EC CORP US N 1 N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes Series 2024-B 02007G4D2 139050.39000000 PA USD 140361.72000000 0.022914966346 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.21500000 N N N N N N Ally Bank Auto Credit-Linked Notes N/A Ally Bank Auto Credit-Linked Notes Series 2024-B 02007G4E0 139050.39000000 PA USD 140292.94000000 0.022903737562 Long ABS-O CORP US N 2 2032-09-15 Fixed 5.41000000 N N N N N N ALPHA GENERATION LLC 254900K5V62L4YGVKF49 Alpha Generation LLC 02073LAC5 2571000.00000000 PA USD 2587683.22000000 0.422456164691 Long DBT CORP US N 2 2034-01-15 Fixed 6.25000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 18129.00000000 NS USD 6137210.37000000 1.001939624904 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 18217.00000000 NS USD 6157346.00000000 1.005226897843 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135106 24900.00000000 NS USD 5958570.00000000 0.972775419260 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial Inc 03076C106 3480.00000000 NS USD 1834621.20000000 0.299513877828 Long EC CORP US N 1 N N N Amphenol Corp 549300D3L3G0R4U4VT04 Amphenol Corp 032095101 74625.00000000 NS USD 10751970.00000000 1.755329235810 Long EC CORP US N 1 N N N Apidos CLO 549300PPHIOJQEKPJH29 Apidos CLO XXIV 03759CAS9 344520.48000000 PA USD 345483.07000000 0.056402364706 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 4.87900000 N N N N N N Apidos CLO N/A Apidos CLO XVIII-R 03767NAY2 1000000.00000000 PA USD 1002262.00000000 0.163625809088 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 5.24900000 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 AppLovin Corp 03831WAE8 397000.00000000 PA USD 392638.58000000 0.064100809301 Long DBT CORP US N 2 2054-12-01 Fixed 5.95000000 N N N N N N ARES CLO Ltd N/A Ares LXXVII CLO Ltd 03990KAC5 750000.00000000 PA USD 753183.75000000 0.122962160079 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.27200000 N N N N N N ARES CLO Ltd 549300X38KZ67Q2FQG11 Ares XLI Clo Ltd 04016DAU9 2000000.00000000 PA USD 2009698.00000000 0.328096307425 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.38400000 N N N N N N ARES CLO Ltd N/A Ares LIX CLO Ltd 04018EAL5 900000.00000000 PA USD 824611.50000000 0.134623206178 Long ABS-CBDO CORP KY N 2 2034-04-25 Fixed 3.35000000 N N N N N N Arista Networks Inc 635400H1WKBLOQERUU95 Arista Networks Inc 040413205 29028.00000000 NS USD 4114428.72000000 0.671707326273 Long EC CORP US N 1 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 Autodesk Inc 052769106 12478.00000000 NS USD 3155311.86000000 0.515125242719 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RFX7 750000.00000000 PA USD 751774.35000000 0.122732066336 Long ABS-O CORP US N 2 2027-04-20 Fixed 6.24000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 000000000 119894.00000000 NS 2110300.56000000 0.344520331559 Long EC CORP GB N 2 N N N The BAHA Trust N/A BAHA Trust 2024-MAR 05493XAA8 524000.00000000 PA USD 543684.58000000 0.088760054049 Long ABS-MBS CORP US N 2 2041-12-10 Variable 6.17100000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565A5R0 1020000.00000000 PA USD 1092209.88000000 0.178310387213 Long DBT CORP FR N 2 N/A Fixed 8.50000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDX3 1575000.00000000 PA USD 1620159.98000000 0.264501684768 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N N N BPR Trust N/A BPR Trust 2021-TY 05592AAG5 600000.00000000 PA USD 599619.30000000 0.097891761941 Long ABS-MBS CORP US N 2 2038-09-15 Floating 4.94500000 N N N N N N BPR Trust N/A BPR Trust 2024-PMDW 05592VAA2 536000.00000000 PA USD 548110.49000000 0.089482612725 Long ABS-MBS CORP US N 2 2041-11-05 Variable 5.35800000 N N N N N N Brex Inc N/A Brex Commercial Charge Card Master Trust 05601DAE3 400000.00000000 PA USD 400688.28000000 0.065414975332 Long ABS-O CORP US N 2 2027-07-15 Fixed 6.05000000 N N N N N N BX Trust 2019-OC11 N/A BX Trust 2019-OC11 05606FAL7 700000.00000000 PA USD 669380.32000000 0.109280703496 Long ABS-MBS CORP US N 2 2041-12-09 Variable 3.94400000 N N N N N N BXP Trust N/A BXP Trust 2021-601L 05607TAE2 750000.00000000 PA USD 654094.80000000 0.106785242651 Long ABS-MBS CORP US N 2 2044-01-15 Variable 2.77500000 N N N N N N BX Trust N/A BX Trust 2025-ARIA 05619TAC2 500000.00000000 PA USD 506103.90000000 0.082624762906 Long ABS-MBS CORP US N 2 2042-12-13 Variable 5.17700000 N N N N N N Balboa Bay Loan Funding Ltd 254900ZDWC7EDY07BS61 Balboa Bay Loan Funding 2024-1 Ltd 05766NAA0 500000.00000000 PA USD 501330.00000000 0.081845392592 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.17800000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368L8V1 500000.00000000 PA USD 514801.00000000 0.084044621211 Long DBT CORP CA N 2 2085-11-26 Fixed 6.87500000 N N N N N N Bayview Opportunity Master Fund VII 254900S53K9VTUR1UX42 Bayview Opportunity Master Fund VII 2024-CAR1 LLC 07336QAB8 92612.69000000 PA USD 92994.61000000 0.015181976670 Long ABS-O CORP US N 2 2031-12-26 Floating 4.99700000 N N N N N N BEACON FUNDING TRUST 984500A80A2EBF5A7C93 Beacon Funding Trust 073952AB9 770000.00000000 PA USD 782652.90000000 0.127773191039 Long DBT CORP US N 2 2054-08-15 Fixed 6.26600000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HBS5 700000.00000000 PA USD 691187.87000000 0.112840928280 Long DBT CORP US N 2 2030-04-01 Fixed 5.25000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HBW6 850000.00000000 PA USD 844134.81000000 0.137810513883 Long DBT CORP US N 2 2034-11-22 Fixed 6.00000000 N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DT9 1200000.00000000 PA USD 1353108.90000000 0.220903854029 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 889.00000000 NS USD 4446635.76000000 0.725942292484 Long EC CORP US N 1 N N N Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC N/A Cloud Capital Holdco LP 102104AA4 600000.00000000 PA USD 603395.76000000 0.098508293670 Long ABS-O CORP US N 2 2049-11-22 Fixed 5.78100000 N N N N N N Brazil Government International Bonds 254900ZFY40OYEADAP90 Brazil Government International Bonds 105756CF5 950000.00000000 PA USD 960070.00000000 0.156737689876 Long DBT NUSS BR N 2 2033-10-20 Fixed 6.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom Inc 11135F101 15090.00000000 NS USD 4999317.00000000 0.816171109962 Long EC CORP US N 1 N N N BUCKEYE PARTNERS LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AW1 2700000.00000000 PA USD 2828973.60000000 0.461848393123 Long DBT CORP US N 2 2030-02-01 Fixed 6.75000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 124857AN3 320000.00000000 PA USD 219177.72000000 0.035782192449 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 124857AZ6 1050000.00000000 PA USD 1021800.38000000 0.166815577068 Long DBT CORP US N 2 2029-06-01 Fixed 4.20000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 CBRE Services Inc 12505BAK6 453000.00000000 PA USD 466865.56000000 0.076218847956 Long DBT CORP US N 2 2035-06-15 Fixed 5.50000000 N N N N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 CMS Energy Corp 125896BV1 1900000.00000000 PA USD 1752525.42000000 0.286111206246 Long DBT CORP US N 2 2050-12-01 Fixed 3.75000000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 CSAIL 2016-C6 Commercial Mortgage Trust 12636MAJ7 500000.00000000 PA USD 496926.75000000 0.081126533307 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.34600000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650EK2 498000.00000000 PA USD 506702.25000000 0.082722447446 Long DBT CORP US N 2 2035-09-15 Fixed 5.45000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650EL0 880000.00000000 PA USD 888756.47000000 0.145095290938 Long DBT CORP US N 2 2055-09-15 Fixed 6.20000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040HCF0 1520000.00000000 PA USD 1508759.75000000 0.246314870576 Long DBT CORP US N 2 N/A Fixed 3.95000000 N N N N N Carnival Corp F1OF2ZSX47CR0BCWA982 Carnival Corp 143658300 57100.00000000 NS USD 1714142.00000000 0.279844862562 Long EC CORP PA N 1 N N N DWS N/A DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares 147539670 29255280.00000000 NS USD 29255280.00000000 4.776115287322 Long STIV RF US N 1 N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAW4 169000.00000000 PA USD 177413.16000000 0.028963855606 Long DBT CORP US N 2 2028-11-15 Fixed 6.85000000 N N N N N N Cenovus Energy Inc 549300F4XPHJ7NOSP309 Cenovus Energy Inc 15135U109 208200.00000000 NS 4108496.31000000 0.670738821645 Long EC CORP CA N 1 N N N CHARLES RIVER LABORATORI 549300BSQ0R4UZ5KX287 Charles River Laboratories International Inc 159864AG2 830000.00000000 PA USD 800591.69000000 0.130701815518 Long DBT CORP US N 2 2029-03-15 Fixed 3.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AZ7 400000.00000000 PA USD 413429.98000000 0.067495140969 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CS1 756000.00000000 PA USD 752404.87000000 0.122835002839 Long DBT CORP US N 2 2035-12-01 Fixed 5.85000000 N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 Chemours Co/The 163851AE8 2855000.00000000 PA USD 2873851.57000000 0.469175014457 Long DBT CORP US N 2 2027-05-15 Fixed 5.37500000 N N N N N N CHENIERE ENERGY INC MIHC87W9WTYSYZWV1J40 Cheniere Energy Inc 16411RAK5 1765000.00000000 PA USD 1764983.80000000 0.288145118045 Long DBT CORP US N 2 2028-10-15 Fixed 4.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967PU9 950000.00000000 PA USD 990378.52000000 0.161685753464 Long DBT CORP US N 2 2036-01-24 Fixed 6.02000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 17327CAV5 800000.00000000 PA USD 824102.40000000 0.134540092282 Long DBT CORP US N 2 N/A Fixed 6.95000000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp 192446102 5500.00000000 NS USD 451330.00000000 0.073682566450 Long EC CORP US N 1 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325EU5 1095000.00000000 PA USD 1090401.00000000 0.178015075754 Long DBT NUSS CO N 2 2031-01-21 Fixed 6.12500000 N N N N N N COLUMBIA PIPELINE HOLDCO N/A Columbia Pipelines Holding Co LLC 19828AAC1 550000.00000000 PA USD 568825.46000000 0.092864466698 Long DBT CORP US N 2 2034-01-15 Fixed 5.68100000 N N N N N N Compass Datacenters Issuer III, LLC N/A Compass Datacenters Issuer III LLC 20469BAD9 504000.00000000 PA USD 505791.57000000 0.082573772996 Long ABS-O CORP US N 2 2050-07-25 Fixed 5.28600000 N N N N N N Constellation Energy Corp 549300F8Y20RYGNGV346 Constellation Energy Corp 21037T109 2800.00000000 NS USD 785904.00000000 0.128303954320 Long EC CORP US N 1 N N N CODELCO INC 549300UVMBCBCIPSUI70 Corp Nacional del Cobre de Chile 21987BBG2 620000.00000000 PA USD 648760.56000000 0.105914393177 Long DBT CORP CL N 2 2034-01-08 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae 21H052629 7000000.00000000 PA USD 7075460.00000000 1.155114997047 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 5.50000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp 22160K105 5344.00000000 NS USD 5024696.00000000 0.820314397255 Long EC CORP US N 1 N N N CPS Auto Trust N/A CPS Auto Receivables Trust 2023-C 223928AC6 306540.35000000 PA USD 309628.07000000 0.050548802079 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.27000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AT2 800000.00000000 PA USD 836484.00000000 0.136561469245 Long DBT CORP FR N 2 N/A Fixed 7.12500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 226373AT5 500000.00000000 PA USD 518952.33000000 0.084722352912 Long DBT CORP US N 2 2031-02-01 Fixed 7.37500000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAA5 2000000.00000000 PA USD 1977153.60000000 0.322783221843 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N DT MIDSTREAM INC N/A DT Midstream Inc 23345MAD9 437000.00000000 PA USD 453266.75000000 0.073998753521 Long DBT CORP US N 2 2034-12-15 Fixed 5.80000000 N N N N N N Dell Technologies Inc 549300TJB5YBRUPOG437 Dell Technologies Inc 24703L202 19200.00000000 NS USD 2197248.00000000 0.358715068282 Long EC CORP US N 1 N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZT8 865000.00000000 PA USD 846469.50000000 0.138191667254 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 Walt Disney Co/The 254687106 7000.00000000 NS USD 789600.00000000 0.128907350429 Long EC CORP US N 1 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746UDV8 900000.00000000 PA USD 925321.50000000 0.151064770593 Long DBT CORP US N 2 2055-05-15 Fixed 6.62500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED SEK / SOLD USD 000000000 1.00000000 NC 703982.86000000 0.114929793858 N/A DFE SE N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 12492380.05000000 USD 117500000.00000000 SEK 2026-02-11 703982.86000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC 158685.70000000 0.025906475605 N/A DFE GB N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 7954684.85000000 USD 5929620.00000000 GBP 2026-03-17 158685.70000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 29672.19000000 0.004844178564 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 1223277761.00000000 JPY 7962512.96000000 USD 2026-03-17 29672.19000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 49708.00000000 0.008115155237 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11946031.54000000 USD 10100000.00000000 EUR 2026-03-17 49708.00000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 44165.24000000 0.007210263512 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 1841000000.00000000 JPY 11982876.40000000 USD 2026-03-17 44165.24000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC -503309.81000000 -0.08216860948 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 117500000.00000000 SEK 12693053.10000000 USD 2026-02-11 -503309.81000000 N N N Dover Corp 549300FMC2ALGA7N9E80 Dover Corp 260003108 18800.00000000 NS USD 3788012.00000000 0.618417667571 Long EC CORP US N 1 N N N DOW CHEMICAL CO/THE ZQUIP1CSZO8LXRBSOU78 Dow Chemical Co/The 260543DP5 870000.00000000 PA USD 869293.68000000 0.141917863517 Long DBT CORP US N 2 2036-03-15 Fixed 5.65000000 N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAR0 1235000.00000000 PA USD 1288849.15000000 0.210413030685 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 Eagle Funding Luxco Sarl 26951TAA8 994000.00000000 PA USD 1009725.08000000 0.164844205578 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC 116690.56000000 0.019050495073 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11822020.60000000 USD 1841000000.00000000 JPY 2026-03-17 116690.56000000 N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -153556.20000000 -0.02506905127 N/A DFE US N 2 Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 10100000.00000000 EUR 11842183.34000000 USD 2026-03-17 -153556.20000000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AW9 1700000.00000000 PA USD 1745641.60000000 0.284987377729 Long DBT CORP CO N 2 2032-02-01 Fixed 7.75000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020107 72800.00000000 NS USD 4533984.00000000 0.740202462423 Long EC CORP US N 1 N N N EMPRESA DE LOS FERROCARR 8755006LY8XNRFOGWN86 Empresa de los Ferrocarriles del Estado 292487AA3 239000.00000000 PA USD 153808.45000000 0.025110232729 Long DBT CORP CL N 2 2050-08-18 Fixed 3.06800000 N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge Inc 29250NBC8 1000000.00000000 PA USD 1012191.00000000 0.165246783103 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAX8 825000.00000000 PA USD 881587.58000000 0.143924922884 Long DBT CORP US N 2 2054-05-15 Fixed 8.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VBC3 700000.00000000 PA USD 723344.30000000 0.118090675229 Long DBT CORP US N 2 2054-10-01 Fixed 7.12500000 N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VBG4 1370000.00000000 PA USD 1370065.76000000 0.223672172030 Long DBT CORP US N 2 2056-02-15 Fixed 6.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 Equinix Inc 29444U700 2655.00000000 NS USD 2179569.15000000 0.355828880704 Long EC US N 1 N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 Evergreen Credit Card Trust 30023JCY2 250000.00000000 PA USD 252593.90000000 0.041237601802 Long ABS-O CORP CA N 2 2029-05-15 Fixed 5.53000000 N N N N N N EXELON CORP 3SOUA6IRML7435B56G12 Exelon Corp 30161NBQ3 533000.00000000 PA USD 553308.31000000 0.090331190745 Long DBT CORP US N 2 2055-03-15 Fixed 6.50000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 30166XAE4 272000.00000000 PA USD 276725.67000000 0.045177270662 Long ABS-O CORP US N 2 2031-10-15 Fixed 5.09000000 N N N N N N Fairfax Financial Holdings Ltd GLS7OQD0WOEDI8YAP031 Fairfax Financial Holdings Ltd 303901102 1479.00000000 NS 2440792.62000000 0.398475316099 Long EC CORP CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BQUL1 1265973.72000000 PA USD 1135045.59000000 0.185303596280 Long ABS-MBS USGSE US N 2 2053-11-25 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BQUM9 9494802.87000000 PA USD 9682912.01000000 1.580798545655 Long ABS-MBS USGSE US N 2 2053-11-25 Floating 5.59700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 3136BTD26 1162131.81000000 PA USD 1180244.25000000 0.192682572349 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.54700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137F6K55 1859640.18000000 PA USD 249924.04000000 0.040801729742 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 3137FVSN3 2717334.20000000 PA USD 374398.82000000 0.061123049506 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae REMICS 31393ENQ8 77860.44000000 PA USD 10767.95000000 0.001757938075 Long ABS-MBS USGSE US N 2 2033-09-25 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QWA77 1379430.26000000 PA USD 1423179.28000000 0.232343300621 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 31425XDT3 3672087.52000000 PA USD 3792361.39000000 0.619127733859 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 6.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773605 75000.00000000 NS USD 1920000.00000000 0.313452523840 Long EP CORP US N 1 N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 First Citizens BancShares Inc/NC 319626AA5 1250000.00000000 PA USD 1251245.30000000 0.204273956889 Long DBT CORP US N 2 2035-09-05 Fixed 5.60000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 First Quantum Minerals Ltd 335934AX3 1715000.00000000 PA USD 1801775.57000000 0.294151614484 Long DBT CORP CA N 2 2034-02-15 Fixed 7.25000000 N N N N N N First Solar Inc 549300NPYMLM4NHTOF27 First Solar Inc 336433107 10300.00000000 NS USD 2322856.00000000 0.379221393603 Long EC CORP US N 1 N N N Fontainebleau Miami Beach Trust N/A Fontainebleau Miami Beach Mortgage Trust 2024-FBLU 34461WAC4 563000.00000000 PA USD 564759.38000000 0.092200652616 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.53000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397A86 635000.00000000 PA USD 631906.69000000 0.103162888964 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397C68 1000000.00000000 PA USD 1079691.49000000 0.176266678390 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397D59 350000.00000000 PA USD 368653.43000000 0.060185077112 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397J20 483000.00000000 PA USD 485586.05000000 0.079275090059 Long DBT CORP US N 2 2029-04-06 Fixed 4.97000000 N N N N N N FOUNDRY JV HOLDCO LLC 21380048QROAMGM6EP30 Foundry JV Holdco LLC 350930AH6 668000.00000000 PA USD 702925.53000000 0.114757177838 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A Foursight Capital Automobile Receivables Trust 2023-2 35104AAD0 1500000.00000000 PA USD 1529073.75000000 0.249631263581 Long ABS-O CORP US N 2 2029-04-16 Fixed 6.21000000 N N N N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 Freddie Mac STACR Trust 2019-DNA2 35564LAH0 646971.49000000 PA USD 660318.51000000 0.107801303905 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 6.26200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36290S6G1 9036.25000000 PA USD 9638.69000000 0.001573579014 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 6.50000000 N N N N N N GE Aerospace 3C7474T6CDKPR9K6YT90 GE Aerospace 369604301 6840.00000000 NS USD 2098443.60000000 0.342584605498 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VBA7 1150000.00000000 PA USD 1197825.05000000 0.195552752625 Long DBT CORP US N 2 2030-04-15 Fixed 5.62500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VBB5 580000.00000000 PA USD 615826.46000000 0.100537686528 Long DBT CORP US N 2 2035-04-15 Fixed 6.25000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XFN1 154000.00000000 PA USD 154666.03000000 0.025250238258 Long DBT CORP US N 2 2036-01-08 Fixed 5.45000000 N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments Inc 37940XAY8 1110000.00000000 PA USD 1100694.69000000 0.179695587790 Long DBT CORP US N 2 2035-11-15 Fixed 5.55000000 N N N N N N Gold Fields Ltd 5299003KXIBJQYCBBD72 Gold Fields Ltd 38059T106 19287.00000000 NS USD 966664.44000000 0.157814275221 Long EC CORP ZA N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GB52 1385000.00000000 PA USD 1411138.32000000 0.230377535360 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 Goldman Sachs BDC Inc 38147UAF4 880000.00000000 PA USD 877569.18000000 0.143268892872 Long DBT CORP US N 2 2030-09-09 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38382MA66 3223988.65000000 PA USD 387015.50000000 0.063182804812 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38383FVU4 3620165.45000000 PA USD 483818.10000000 0.078986460689 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38384CTB5 1141808.02000000 PA USD 1155408.06000000 0.188627902329 Long ABS-MBS USGA US N 2 2053-08-20 Fixed 5.50000000 N Y N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38385FE31 2101664.26000000 PA USD 2078100.51000000 0.339263463361 Long ABS-MBS USGA US N 2 2055-04-20 Floating 5.61800000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 HF Sinclair Corp 403949AR1 837000.00000000 PA USD 867663.50000000 0.141651725999 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N HF SINCLAIR CORP 2549009G116AM01XHN24 HF Sinclair Corp 403949AT7 780000.00000000 PA USD 797581.70000000 0.130210415017 Long DBT CORP US N 2 2032-09-01 Fixed 5.50000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280EV7 1400000.00000000 PA USD 1456931.00000000 0.237853489068 Long DBT CORP GB N 2 N/A Fixed 6.95000000 N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280FB0 609000.00000000 PA USD 625537.43000000 0.102123065724 Long DBT CORP GB N 2 2036-09-10 Fixed 5.74100000 N N N N N N HP INC WHKXQACZ14C5XRO8LW03 HP Inc 40434LAS4 810000.00000000 PA USD 852578.55000000 0.139189009515 Long DBT CORP US N 2 2035-04-25 Fixed 6.10000000 N N N N N Hin Timeshare Trust N/A HINNT 2024-A LLC 40472QAB3 179573.18000000 PA USD 183084.09000000 0.029889671919 Long ABS-O CORP US N 2 2043-03-15 Fixed 5.84000000 N N N N N N Hercules Trust II N/A HERCULES TR II 427098116 506.00000000 NS USD 4763.18000000 0.000777620204 N/A DE US N 3 N/A N/A Call Purchased Ashland Global Holdings Inc Ashland Global Holdings Inc 4.38690000 0.09300000 USD 2029-03-31 XXXX -85446.29000000 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 Hertz Vehicle Financing III LLC 42806MBU2 1433333.33000000 PA USD 1439406.22000000 0.234992454422 Long ABS-O CORP US N 2 2027-06-25 Fixed 6.91000000 N N N N N N Hin Timeshare Trust N/A HINNT 2025-B LLC 433401AB2 789906.37000000 PA USD 790815.32000000 0.129105759346 Long ABS-O CORP US N 2 2045-05-15 Fixed 4.75000000 N N N N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 Hon Hai Precision Industry Co Ltd 438090805 24002.00000000 NS USD 334347.86000000 0.054584469040 Long EC CORP TW N 1 N N N HPEFS Equipment Trust N/A HPEFS Equipment Trust 2025-2 442927AE9 500000.00000000 PA USD 500221.90000000 0.081664488039 Long ABS-O CORP US N 2 2032-11-22 Fixed 4.41000000 N N N N N N The Huntington National Bank N/A Huntington Bank Auto Credit-Linked Notes Series 2024-1 44644NAA7 206336.88000000 PA USD 209721.36000000 0.034238379997 Long ABS-O CORP US N 2 2032-05-20 Fixed 6.15300000 N N N N N N The Huntington National Bank N/A Huntington Bank Auto Credit-Linked Notes Series 2024-2 44644NAG4 264895.60000000 PA USD 267755.47000000 0.043712827001 Long ABS-O CORP US N 2 2032-10-20 Fixed 5.44200000 N N N N N N Hudson Yards N/A Hudson Yards 2025-SPRL Mortgage Trust 44855PAE8 225000.00000000 PA USD 233222.99000000 0.038075174392 Long ABS-MBS CORP US N 2 2040-01-13 Variable 5.95200000 N N N N N N IRV Trust N/A IRV Trust 2025-200P 45006HAE1 667000.00000000 PA USD 674977.25000000 0.110194438826 Long ABS-MBS CORP US N 2 2047-03-14 Variable 5.73000000 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 Intuit Inc 461202103 1916.00000000 NS USD 955930.72000000 0.156061925416 Long EC CORP US N 1 N N N Intuitive Surgical Inc 54930052SRG011710797 Intuitive Surgical Inc 46120E602 759.00000000 NS USD 382702.98000000 0.062478757792 Long EC CORP US N 1 N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAQ4 2800000.00000000 PA USD 2829374.80000000 0.461913891640 Long DBT US N 2 2033-01-15 Fixed 6.25000000 N N N N N Itau Unibanco Holding SA 5493002W2IVG62O3ZJ94 Itau Unibanco Holding SA 465562106 133900.00000000 NS USD 1150201.00000000 0.187777815819 Long EC CORP BR N 1 N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 JP Morgan Mortgage Trust Series 2025-DSC1 46593TAA0 744413.28000000 PA USD 753505.47000000 0.123014682968 Long ABS-MBS CORP US N 2 2065-09-25 Variable 5.57700000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE 46646GAA5 750000.00000000 PA USD 743107.58000000 0.121317159602 Long ABS-MBS CORP US N 2 2038-09-06 Variable 2.85400000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH 46650FAA0 1550537.08000000 PA USD 1310229.26000000 0.213903473102 Long ABS-MBS CORP US N 2 2035-06-15 Floating 4.93700000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB 46651EAA2 500000.00000000 PA USD 474627.45000000 0.077486027128 Long ABS-MBS CORP US N 2 2039-06-05 Fixed 3.39700000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A JP Morgan Chase Commercial Mortgage Securities Trust 2021-1MEM 46654BAA5 1000000.00000000 PA USD 846510.10000000 0.138198295469 Long ABS-MBS CORP US N 2 2042-10-09 Variable 2.51600000 N N N N N N JW Commercial Mortgage Trust 2024-MRCO N/A JW Commercial Mortgage Trust 2024-MRCO 46657XAC0 970000.00000000 PA USD 973029.80000000 0.158853461761 Long ABS-MBS CORP US N 2 2039-06-15 Floating 5.62100000 N N N N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 JP Morgan Mortgage Trust Series 2024-6 46657YAP9 422156.42000000 PA USD 423814.95000000 0.069190555061 Long ABS-MBS CORP US N 2 2054-12-25 Floating 4.94700000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 47214BAC2 1087000.00000000 PA USD 1198409.89000000 0.195648231570 Long DBT CORP NL N 2 2034-03-15 Fixed 6.75000000 N N N N N N Jersey Mikes Funding LLC N/A Jersey Mike's Funding LLC 476681AD3 595500.00000000 PA USD 607698.88000000 0.099210806078 Long ABS-O CORP US N 2 2055-02-15 Fixed 5.63600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128AAJ2 1491000.00000000 PA USD 1551416.90000000 0.253278928559 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 48128BAQ4 2000000.00000000 PA USD 2109916.00000000 0.344457549630 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N KNDR Trust 2021-KIND N/A KIND Trust 2021-KIND 482606AA8 396687.96000000 PA USD 395947.82000000 0.064641064316 Long ABS-MBS CORP US N 2 2038-08-15 Floating 4.75000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267702 75000.00000000 NS USD 1887750.00000000 0.308187500979 Long EP CORP US N 1 N N N Kimco Realty Corp 254900ARY41P4V1JL861 Kimco Realty Corp 49446R737 75000.00000000 NS USD 1513500.00000000 0.247088747308 Long EP US N 1 N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 Kinetik Holdings LP 49461MAB6 894000.00000000 PA USD 920567.89000000 0.150288712753 Long DBT CORP US N 2 2028-12-15 Fixed 6.62500000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834107 49300.00000000 NS USD 2599589.00000000 0.424399860936 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 Leidos Holdings Inc 525327102 5700.00000000 NS USD 1073196.00000000 0.175206247278 Long EC CORP US N 1 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBM5 1400000.00000000 PA USD 1385537.80000000 0.226198083482 Long DBT CORP US N 2 2051-12-15 Fixed 4.12500000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly & Co 532457108 5768.00000000 NS USD 5982281.20000000 0.976646427324 Long EC CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 M&T Bank Corp 55261FAV6 1145000.00000000 PA USD 1161044.51000000 0.189548089557 Long DBT CORP US N 2 2036-01-16 Fixed 5.38500000 N N N N N N MVW Owner Trust N/A MVW 2025-2 LLC 55389RAB1 728126.58000000 PA USD 727681.62000000 0.118798771011 Long ABS-O CORP US N 2 2044-10-20 Fixed 4.72000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBQ5 755000.00000000 PA USD 664400.00000000 0.108467633770 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BU6 1140000.00000000 PA USD 1163465.17000000 0.189943278092 Long DBT CORP US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Mercury Financial Credit Card Master Trust N/A Mercury Financial Credit Card Master Trust 58940BAZ9 800000.00000000 PA USD 802732.32000000 0.131051287329 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.56000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 9669.00000000 NS USD 4160474.01000000 0.679224520212 Long EC CORP US N 1 N N N Mission Lane Credit Card Master Trust N/A Mission Lane Credit Card Master Trust 60510MBE7 1000000.00000000 PA USD 1005465.30000000 0.164148768707 Long ABS-O CORP US N 2 2030-01-15 Fixed 5.88000000 N N N N N N Bank Hapoalim BM B6ARUI4946ST4S7WOU88 Bank Hapoalim BM 000000000 23491.00000000 NS 580635.00000000 0.094792451135 Long EC CORP IL N 2 N N N BHP Group Ltd WZE1WSENV6JSZFK0JC28 BHP Group Ltd 000000000 37897.00000000 NS 1307538.58000000 0.213464202041 Long EC CORP AU N 2 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YGA7 800000.00000000 PA USD 835750.49000000 0.136441718953 Long DBT CORP US N 2 2036-04-17 Fixed 5.66400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61762V606 75000.00000000 NS USD 1846500.00000000 0.301453169412 Long EP CORP US N 1 N N N Mosaic Solar Loans LLC N/A Mosaic Solar Loan Trust 2023-1 61945VAB7 1148492.08000000 PA USD 891673.06000000 0.145571443279 Long ABS-O CORP US N 2 2053-06-20 Fixed 6.92000000 N N N N N N Transurban Group 549300ZR71SUQ4VUTM79 Transurban Group 000000000 37123.00000000 NS 360564.43000000 0.058864495099 Long EC CORP AU N 2 N N N Hong Kong Exchanges & Clearing Ltd 213800YTVSXYQN17BW16 Hong Kong Exchanges & Clearing Ltd 000000000 18000.00000000 NS 991617.43000000 0.161888013602 Long EC CORP HK N 2 N N N MVW Owner Trust N/A MVW 2025-1 LLC 627924AB9 401566.39000000 PA USD 407061.99000000 0.066455525065 Long ABS-O CORP US N 2 2042-09-22 Fixed 5.21000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377CP5 1370000.00000000 PA USD 1324398.58000000 0.216216707016 Long DBT CORP US N 2 2027-12-02 Fixed 2.45000000 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377DB5 527000.00000000 PA USD 524562.05000000 0.085638176293 Long DBT CORP US N 2 2035-10-15 Fixed 5.40700000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAM0 1715000.00000000 PA USD 1677442.19000000 0.273853379193 Long DBT CORP US N 2 2029-03-15 Fixed 5.50000000 N N N N N NetEase Inc 5299004AF4DSJDB0PA32 NetEase Inc 64110W102 32500.00000000 NS USD 4186975.00000000 0.683550979691 Long EC CORP KY N 1 N N N Japan Tobacco Inc 353800Z0ENYBQO0XRJ31 Japan Tobacco Inc 000000000 134500.00000000 NS 4859656.78000000 0.793370668067 Long EC CORP JP N 2 N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KDB3 537000.00000000 PA USD 570577.00000000 0.093150417028 Long DBT CORP US N 2 2054-06-15 Fixed 6.75000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings Inc 65339KDE7 1650000.00000000 PA USD 1704131.55000000 0.278210591303 Long DBT CORP US N 2 2055-08-15 Fixed 6.37500000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 Nippon Life Insurance Co 654579AH4 700000.00000000 PA USD 630617.26000000 0.102952381106 Long DBT CORP JP N 2 2051-01-21 Fixed 2.75000000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 Nordea Bank Abp 65558RAK5 1700000.00000000 PA USD 1738061.30000000 0.283749844309 Long DBT CORP FI N 2 N/A Fixed 6.30000000 N N N N N Renesas Electronics Corp 5299000EPC47VJQOFB81 Renesas Electronics Corp 000000000 159500.00000000 NS 2653950.11000000 0.433274666732 Long EC CORP JP N 2 N N N Continental Credit Card llc N/A Continental Finance Credit Card ABS Master Trust 66981PAQ1 400000.00000000 PA USD 404758.92000000 0.066079533865 Long ABS-O CORP US N 2 2032-12-15 Fixed 5.78000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 Nucor Corp 670346105 21100.00000000 NS USD 3749892.00000000 0.612194328921 Long EC CORP US N 1 N N N NUSTAR LOGISTICS LP N62BF2PKP51FIIOIUN20 NuStar Logistics LP 67059TAH8 3045000.00000000 PA USD 3190398.75000000 0.520853406377 Long DBT CORP US N 2 2030-10-01 Fixed 6.37500000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066G104 58299.00000000 NS USD 11142687.87000000 1.819116476675 Long EC CORP US N 1 N N N QBE Insurance Group Ltd 549300D2FBW76FPUSG65 QBE Insurance Group Ltd 000000000 192130.00000000 NS 2643035.59000000 0.431492800148 Long EC CORP AU N 2 N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EA9 1700000.00000000 PA USD 1961713.30000000 0.320262492154 Long DBT CORP US N 2 2030-07-15 Fixed 8.87500000 N N N N N N Octagon 63 Ltd N/A Octagon 63 Ltd 67578VAC6 1900000.00000000 PA USD 1903625.20000000 0.310779230930 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.37800000 N N N N N N OLIN CORP 549300GKK294V7W57P06 Olin Corp 680665AK2 1050000.00000000 PA USD 1023809.85000000 0.167143636153 Long DBT CORP US N 2 2030-02-01 Fixed 5.00000000 N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680CR2 1550000.00000000 PA USD 1662754.64000000 0.271455540851 Long DBT CORP US N 2 2030-09-01 Fixed 6.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCU7 1310000.00000000 PA USD 1052526.60000000 0.171831832905 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCV5 400000.00000000 PA USD 317030.97000000 0.051757373792 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XDR3 501000.00000000 PA USD 441768.57000000 0.072121600635 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331CAM0 525000.00000000 PA USD 541825.71000000 0.088456581396 Long DBT CORP US N 2 2055-03-15 Fixed 7.37500000 N N N N N N PTC Inc 54930050SSMU8SKDJ030 PTC Inc 69370C100 2400.00000000 NS USD 374712.00000000 0.061174178184 Long EC CORP US N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308KT3 286000.00000000 PA USD 274989.33000000 0.044893801832 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 Palmer Square CLO 2020-3 Ltd 69701RBN6 1000000.00000000 PA USD 1000779.00000000 0.163383699664 Long ABS-CBDO CORP JE N 2 2036-11-15 Floating 5.80200000 N N N N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 Palo Alto Networks Inc 697435105 11900.00000000 NS USD 2105943.00000000 0.343808931465 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 Parker-Hannifin Corp 701094104 3324.00000000 NS USD 3110732.16000000 0.507847315908 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450Y103 5100.00000000 NS USD 268719.00000000 0.043870129559 Long EC CORP US N 1 N N N Novartis AG 5493007HIVTX6SY6XD66 Novartis AG 000000000 58324.00000000 NS 8640477.93000000 1.410614382471 Long EC CORP CH N 2 N N N ABB Ltd 5493000LKVGOO9PELI61 ABB Ltd 000000000 51002.00000000 NS 4397649.48000000 0.717944962745 Long EC CORP CH N 2 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBM0 1100000.00000000 PA USD 1088120.00000000 0.177642687625 Long DBT CORP NL N 2 2030-09-10 Fixed 5.12500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NBN8 825000.00000000 PA USD 810562.50000000 0.132329615289 Long DBT CORP NL N 2 2036-01-10 Fixed 6.25000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 26800.00000000 NS USD 3847408.00000000 0.628114452002 Long EC CORP US N 1 N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 Phillips 66 Co 718547AZ5 1057000.00000000 PA USD 1052906.03000000 0.171893777328 Long DBT CORP US N 2 2056-03-15 Fixed 5.87500000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 Phillips 66 Co 718547BA9 325000.00000000 PA USD 326764.10000000 0.053346370752 Long DBT CORP US N 2 2056-03-15 Fixed 6.20000000 N N N N N N Pikes Peak CLO 213800AO7LGLGDRRY278 Pikes Peak CLO 14 2023 Ltd 72134CAQ4 1000000.00000000 PA USD 1002139.00000000 0.163605728535 Long ABS-CBDO CORP JE N 2 2038-07-20 Floating 5.41800000 N N N N N N PLAINS ALL AMER PIPELINE N/A Plains All American Pipeline LP / PAA Finance Corp 72650RBR2 338000.00000000 PA USD 339869.81000000 0.055485963396 Long DBT CORP US N 2 2031-01-15 Fixed 4.70000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 Progressive Corp/The 743315103 1000.00000000 NS USD 208000.00000000 0.033957356749 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 Prologis Inc 74340W202 236.00000000 NS USD 12498.56000000 0.002040471446 Long EP US N 1 N N N Woodward Capital Management N/A RCKT Mortgage Trust 2024-CES7 749414AA6 818969.51000000 PA USD 822606.14000000 0.134295818077 Long ABS-MBS CORP US N 2 2044-10-25 Variable 5.15800000 N N N N N N Woodward Capital Management N/A RCKT Mortgage Trust 2024-CES9 749426AB8 419046.09000000 PA USD 423420.72000000 0.069126194442 Long ABS-MBS CORP US N 2 2044-12-25 Variable 5.68300000 N N N N N N ROCC Trust N/A ROCK Trust 2024-CNTR 74970WAA8 635000.00000000 PA USD 653229.20000000 0.106643927805 Long ABS-MBS CORP US N 2 2041-11-13 Fixed 5.38800000 N N N N N N RR Ltd N/A RR 35 LTD 74988DAE2 1000000.00000000 PA USD 1004225.00000000 0.163946281642 Long ABS-CBDO CORP KY N 2 2040-01-15 Floating 5.37200000 N N N N N N Rad CLO Ltd N/A RAD CLO 23 Ltd 75009CAA4 3500000.00000000 PA USD 3507962.50000000 0.572697759980 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.26800000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals Inc 75886F107 5145.00000000 NS USD 3814760.25000000 0.622784493858 Long EC CORP US N 1 N N N Regatta 34 Funding Ltd. N/A Regatta 34 Funding Ltd 75904BAC8 650000.00000000 PA USD 653447.60000000 0.106679583029 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.41800000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 780082AT0 2700000.00000000 PA USD 2655236.11000000 0.433484614620 Long DBT CORP CA N 2 2084-11-24 Fixed 6.35000000 N N N N N N SWCH Commercial Mortgage Trust N/A SWCH Commercial Mortgage Trust 2025-DATA 78489CAA7 800000.00000000 PA USD 794250.00000000 0.129666493260 Long ABS-MBS CORP US N 2 2042-02-15 Floating 5.12300000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 796050201 156.00000000 NS USD 313560.00000000 0.051190715299 Long EC CORP KR N 1 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 796050888 2356.00000000 NS USD 6488424.00000000 1.059277540909 Long EC CORP KR N 1 N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2023-3 80285XAE5 400000.00000000 PA USD 407238.56000000 0.066484351269 Long ABS-O CORP US N 2 2030-11-15 Fixed 5.77000000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L3F0 800000.00000000 PA USD 819914.12000000 0.133856328253 Long DBT CORP SA N 2 2055-06-02 Fixed 6.37500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80415RAC5 1450000.00000000 PA USD 1427072.60000000 0.232978910507 Long DBT CORP SA N 2 2036-02-02 Fixed 5.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513105 20400.00000000 NS USD 2119968.00000000 0.346098604198 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513600 75000.00000000 NS USD 1899750.00000000 0.310146579253 Long EP CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513AR6 2400000.00000000 PA USD 2387093.52000000 0.389708587753 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513BJ3 1050000.00000000 PA USD 985047.32000000 0.160815400289 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N Sculptor CLO Ltd N/A Sculptor CLO XXVI Ltd 81124TAS6 1250000.00000000 PA USD 1256027.50000000 0.205054682233 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.86800000 N N N N N N Securitized Term Auto Receivables Trust 254900DVX7EZK9JMUP63 Securitized Term Auto Receivables Trust 81378RAC8 268058.41000000 PA USD 270943.60000000 0.044233310020 Long ABS-O CORP CA N 2 2031-07-25 Fixed 5.18500000 N N N N N N Securitized Term Auto Receivables Trust 254900DVX7EZK9JMUP63 Securitized Term Auto Receivables Trust 81378WAG8 800000.00000000 PA USD 800752.64000000 0.130728091656 Long ABS-O CORP CA N 2 2033-03-25 Fixed 4.43100000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 Sempra 816851BM0 1800000.00000000 PA USD 1783309.50000000 0.291136908106 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2024-INV1 816939AC6 1011222.27000000 PA USD 1019348.45000000 0.166415283502 Long ABS-MBS CORP US N 2 2054-10-25 Variable 5.50000000 N N N N N N Servpro Master Issuer, LLC N/A SERVPRO Master Issuer LLC 817743AL1 1246875.00000000 PA USD 1248197.81000000 0.203776434269 Long ABS-O CORP US N 2 2055-10-25 Fixed 5.52500000 N N N N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 Simon Property Group Inc 828806885 17000.00000000 NS USD 915450.00000000 0.149453183827 Long EP US N 1 N N N Sixth Street CLO XVI, LTD. N/A Sixth Street CLO 29 Ltd 83013BAC0 500000.00000000 PA USD 502065.00000000 0.081965386136 Long ABS-CBDO CORP KY N 2 2038-07-17 Floating 5.31800000 N N N N N N Sixth Street CLO XVI, LTD. N/A Sixth Street CLO XIV Ltd 83013NAE0 1600000.00000000 PA USD 1601124.80000000 0.261394067470 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.07000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RBL5 1275000.00000000 PA USD 1336943.63000000 0.218264768258 Long DBT CORP FR N 2 2033-06-15 Fixed 6.22100000 N N N N N Sound Point CLO LTD N/A Sound Point CLO XXXII Ltd 83616AAG4 500000.00000000 PA USD 500647.00000000 0.081733888387 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 5.68000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 Southern Co/The 842587DJ3 1241000.00000000 PA USD 1231450.13000000 0.201042266266 Long DBT CORP US N 2 2051-09-15 Fixed 3.75000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 Expand Energy Corp 845467AR0 1080000.00000000 PA USD 1080649.33000000 0.176423052018 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N SOUTHWESTERN PUBLIC SERV OL6FE7QD5EQ3DOYEO258 Southwestern Public Service Co 845743BX0 1210000.00000000 PA USD 1234434.73000000 0.201529521684 Long DBT CORP US N 2 2054-06-01 Fixed 6.00000000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 Block Inc 852234AU7 141000.00000000 PA USD 144029.08000000 0.023513686787 Long DBT CORP US N 2 2033-08-15 Fixed 6.00000000 N N N N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 Stanley Black & Decker Inc 854502AM3 2500000.00000000 PA USD 2475248.50000000 0.404100463258 Long DBT CORP US N 2 2060-03-15 Variable 6.70700000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp 857477CS0 1491000.00000000 PA USD 1541178.11000000 0.251607379305 Long DBT CORP US N 2 N/A Fixed 6.45000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MDW7 1450000.00000000 PA USD 1477290.45000000 0.241177302082 Long DBT CORP JP N 2 N/A Fixed 6.45000000 N N N N N N Switch ABS Issuer, LLC N/A Switch ABS Issuer LLC 871044AA1 800000.00000000 PA USD 809476.24000000 0.132152276258 Long ABS-O CORP US N 2 2054-03-25 Fixed 6.28000000 N N N N N N Switch ABS Issuer, LLC N/A Switch ABS Issuer LLC 871044AE3 400000.00000000 PA USD 399511.44000000 0.065222848526 Long ABS-O CORP US N 2 2054-06-25 Fixed 5.43600000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 Synchrony Financial 87165B103 12992.00000000 NS USD 943608.96000000 0.154050317724 Long EC CORP US N 1 N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 Synchrony Financial 87165BAW3 1030000.00000000 PA USD 1049939.27000000 0.171409434406 Long DBT CORP US N 2 2031-03-06 Fixed 5.45000000 N N N N N N TICP CLO Ltd N/A TICP CLO XI Ltd 87249QAL4 800000.00000000 PA USD 801609.60000000 0.130867995966 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.19800000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ADD4 460000.00000000 PA USD 464754.78000000 0.075874249353 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding LLC 87342RAL8 625000.00000000 PA USD 623592.75000000 0.101805584029 Long ABS-O CORP US N 2 2055-08-25 Fixed 5.04900000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBG6 1000000.00000000 PA USD 1001297.30000000 0.163468315520 Long DBT CORP US N 2 2028-01-15 Fixed 5.00000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742204 6600.00000000 NS 354223.19000000 0.057829246306 Long EC CORP CA N 1 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032Q109 26000.00000000 NS USD 1986140.00000000 0.324250310260 Long EC CORP KY N 1 N N N Texas Debt Capital CLO, Ltd N/A Texas Debt Capital CLO 2023-I Ltd 88238CAG7 1500000.00000000 PA USD 1506967.50000000 0.246022274073 Long ABS-CBDO CORP KY N 2 2038-07-20 Floating 5.21800000 N N N N N N Towd Point Mortgage Trust 25490010CSYSAQU59J50 Towd Point Mortgage Trust 2025-CRM1 891946AA3 704846.12000000 PA USD 713362.28000000 0.116461045353 Long ABS-MBS CORP US N 2 2065-01-25 Variable 5.79900000 N N N N N N TransDigm Inc 88Q84GB3X55CF5OC7582 TransDigm Inc 2023 Term Loan J 89364MCA0 1028382.26000000 PA USD 1029066.13000000 0.168001758149 Long LON CORP US N 2 2031-02-28 Floating 6.17200000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 Travelers Cos Inc/The 89417E109 24060.00000000 NS USD 6845310.60000000 1.117541606271 Long EC CORP US N 1 N N N Trip.com Group Ltd 2549004RMYDSRQL4KW41 Trip.com Group Ltd 89677Q107 1600.00000000 NS USD 98192.00000000 0.016030484490 Long EC CORP KY N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp 89832QAD1 2000000.00000000 PA USD 2003232.00000000 0.327040690748 Long DBT CORP US N 2 N/A Fixed 6.66900000 N N N N N N 20 TSQ GroundCo LLC N/A 20 Times Square Trust 2018-20TS 90137LAE0 800000.00000000 PA USD 750000.00000000 0.122442392125 Long ABS-MBS CORP US N 2 2035-05-15 Variable 3.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AD0 743000.00000000 PA USD 678587.55000000 0.110783843851 Long DBT CORP CH N 2 N/A Fixed 4.37500000 N N N N N U.S. Bank National Association N/A US Bank C&I Credit-Linked Notes Series 2025-2 90355PAD8 648312.91000000 PA USD 648959.34000000 0.105946845308 Long ABS-O CORP US N 2 2032-09-25 Floating 5.59700000 N N N N N N UNITED AIR 2023-1 A PTT N/A United Airlines 2023-1 Class A Pass Through Trust 90932LAJ6 1274879.23000000 PA USD 1332815.48000000 0.217590820843 Long DBT CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N United Auto Credit Securitization Trust N/A United Auto Credit Securitization Trust 90945FAB1 1000000.00000000 PA USD 1000365.20000000 0.163316144115 Long ABS-O CORP US N 2 2029-05-10 Fixed 4.63000000 N N N N N N United Auto Credit Securitization Trust N/A United Auto Credit Securitization Trust 90945FAC9 600000.00000000 PA USD 600334.56000000 0.098008532802 Long ABS-O CORP US N 2 2031-06-10 Fixed 5.06000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BBQ2 4604000.00000000 PA USD 4587149.36000000 0.748882054231 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.62500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BQ6 620000.00000000 PA USD 635411.96000000 0.103735147156 Long DBT CORP US N 2 2029-12-15 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bills 912797RG4 20000000.00000000 PA USD 19638582.00000000 3.206126610701 Long STIV UST US N 2 2026-08-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810UG1 2665300.00000000 PA USD 2553274.11000000 0.416838653039 Long DBT UST US N 2 2055-02-15 Fixed 4.62500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Floating Rate Notes 91282CJU6 3931200.00000000 PA USD 3931200.00000000 0.641794042563 Long DBT UST US N 2 2026-01-31 Floating 3.85800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKX8 1203200.00000000 PA USD 1225807.00000000 0.200120988485 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Floating Rate Notes 91282CLA7 6100000.00000000 PA USD 6103424.60000000 0.996423877572 Long DBT UST US N 2 2026-07-31 Floating 3.79500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CMU2 2805900.00000000 PA USD 2833849.40000000 0.462644399277 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CNP2 34706400.00000000 PA USD 34875864.76000000 5.693712411531 Long DBT UST US N 2 2027-07-31 Fixed 3.87500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CNT4 5302000.00000000 PA USD 5306970.63000000 0.866397571833 Long DBT UST US N 2 2035-08-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CNW7 1500000.00000000 PA USD 1489570.32000000 0.243182070959 Long DBT UST US N 2 2032-08-31 Fixed 3.87500000 N N N N N N VanEck J. P. Morgan EM Local Currency Bond ETF 549300CNWPR88MZBEA63 VanEck J. P. Morgan EM Local Currency Bond ETF 92189H300 652175.00000000 NS USD 17152202.50000000 2.800208939087 Long EC RF US N 1 N N VENTURE GLOBAL CALCASIEU 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass LLC 92328MAC7 940000.00000000 PA USD 815680.11000000 0.133165098503 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 Paramount Global 92556HAB3 850000.00000000 PA USD 813179.12000000 0.132756795572 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N VICI Properties Inc 254900RKH6RY9KCJQH63 VICI Properties Inc 925652109 49500.00000000 NS USD 1389960.00000000 0.226920036477 Long EC US N 1 N N N VIDEOTRON LTD 549300LW4GNJRBECSD81 Videotron Ltd 92660FAT1 930000.00000000 PA USD 947003.39000000 0.154604480562 Long DBT CORP CA N 2 2035-01-15 Fixed 5.70000000 N N N N N N WHARF Commercial Mortgage Trust N/A WHARF Commercial Mortgage Trust 2025-DC 92987LAE7 200000.00000000 PA USD 204895.24000000 0.033450484427 Long ABS-MBS CORP US N 2 2040-07-15 Variable 5.72900000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94988U656 75000.00000000 NS USD 1821000.00000000 0.297290128079 Long EP CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95002YAC7 1250000.00000000 PA USD 1307305.65000000 0.213426174699 Long DBT CORP US N 2 N/A Fixed 6.85000000 N N N N N N Welltower Inc 254900F33BIAR82QTA19 Welltower Inc 95040Q104 1600.00000000 NS USD 301376.00000000 0.049201597825 Long EC US N 1 N N N WENDYS FUNDING LLC 5493009DRVSTWJOXUL48 Wendy's Funding LLC 95058XAR9 1250000.00000000 PA USD 1251351.13000000 0.204291234327 Long ABS-O CORP US N 2 2055-12-15 Fixed 5.42200000 N N N N N N Western Alliance Bank SI7YQSVPFZBSQ878IC17 Western Alliance Bank 95763PNC1 831074.46000000 PA USD 876838.90000000 0.143149669899 Long ABS-MBS CORP US N 2 2059-07-25 Floating 6.84700000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AG2 525000.00000000 PA USD 528509.58000000 0.086282636315 Long DBT CORP US N 2 2034-11-15 Fixed 5.45000000 N N N N N N WINGSTOP FUNDING LLC N/A Wingstop Funding LLC 974153AE8 400000.00000000 PA USD 410985.80000000 0.067096112641 Long ABS-O CORP US N 2 2054-12-05 Fixed 5.85800000 N N N N N N DWS 5493003GD84DGSXJ7618 DWS Central Cash Management Government Fund 25160K306 38353499.63000000 NS USD 38353499.63000000 6.261458988092 Long STIV RF US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 000000000 72647.00000000 NS 3425689.80000000 0.559266205054 Long EC CORP CH N 2 N N N Siemens Energy AG 5299005CHJZ14D4FDJ62 Siemens Energy AG 000000000 1218.00000000 NS 208890.64000000 0.034102759538 Long EC CORP DE N 2 N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 Hungary Government Bond 000000000 1070000000.00000000 PA 3245353.97000000 0.529825204506 Long DBT NUSS HU N 2 2026-08-26 Fixed 1.50000000 N N N N N N Woodside Energy Group Ltd 2549005ZC5RXAOO7FH41 Woodside Energy Group Ltd 000000000 21160.00000000 NS 373324.69000000 0.060947690777 Long EC CORP AU N 2 N N N Ferrovial SE 72450022R2ZFL41Y6I04 Ferrovial SE 000000000 26143.00000000 NS 1766582.61000000 0.288406134206 Long EC CORP NL N 2 N N N MEXICO CETES 254900EGTWEU67VP6075 Mexico Cetes 000000000 117000000.00000000 PA 6652363.85000000 1.086041790774 Long STIV NUSS MX N 2 2026-03-05 None 0.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 000000000 3850000.00000000 PA 4412368.21000000 0.720347891425 Long DBT NUSS CO N 2 2032-09-19 Fixed 5.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 S+P500 EMINI FUT MAR26 000000000 37.00000000 NC USD 28494.42000000 0.004651899929 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini S&P 500 Index Futures ESH6 Index 2026-03-20 12858143.08000000 USD 28494.42000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EMGMKT MAR26 000000000 358.00000000 NC USD 2286438.80000000 0.373276048159 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESH6 Index 2026-03-20 24935881.20000000 USD 2286438.80000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 DAX INDEX FUTURE MAR26 000000000 20.00000000 NC 163420.91000000 0.026679529524 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex DAX Index Futures GXH6 Index 2026-03-20 12170132.73000000 EUR 163420.91000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 MSCI WORLD INDEX MAR26 000000000 500.00000000 NC USD 1033579.86000000 0.168738654014 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long MSCI World Index Futures USD Net Total Return ZWPH6 Index 2026-03-20 71921420.14000000 USD 1033579.86000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 FTSE 100 IDX FUT MAR26 000000000 82.00000000 NC 483998.46000000 0.079015905636 N/A DE GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long FTSE 100 Index Futures Z H6 Index 2026-03-20 8001680.54000000 GBP 483998.46000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-BUND FUTURE MAR26 000000000 96.00000000 NC 22291.93000000 0.003639302979 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 10 Year Euro BUND Futures RXH6 Comdty 2026-03-06 12285513.79000000 EUR 22291.93000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT MAR26 000000000 67.00000000 NC USD -203630.87000000 -0.03324406777 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra U.S. Treasury Bond Futures WNH6 Comdty 2026-03-20 8071943.37000000 USD -203630.87000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MINI RUSS 2000 MAR26 000000000 142.00000000 NC USD 316687.81000000 0.051701350684 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-mini Russell 2000 Index Futures RTYH6 Index 2026-03-20 18317972.19000000 USD 316687.81000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US 10YR ULTRA FUT MAR26 000000000 55.00000000 NC USD -66602.42000000 -0.01087327950 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10 Year U.S. Treasury Notes Futures UXYH6 Comdty 2026-03-20 6345196.17000000 USD -66602.42000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 YEN DENOM NIKKEI MAR26 000000000 142.00000000 NC 382574.73000000 0.062457820143 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Yen Denominated Nikkei 225 Index Futures NHH6 Index 2026-03-12 3736807735.00000000 JPY 382574.73000000 N N N Experian PLC 635400RXXHHYT1JTSZ26 Experian PLC 000000000 4189.00000000 NS 158158.19000000 0.025820356157 Long EC CORP JE N 2 N N N Prysmian SpA 529900X0H1IO3RS1A464 Prysmian SpA 000000000 14855.00000000 NS 1762813.95000000 0.287790875879 Long EC CORP IT N 2 N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 Reckitt Benckiser Group PLC 000000000 7430.00000000 NS 619550.50000000 0.101145660349 Long EC CORP GB N 2 N N N Sompo Holdings Inc 353800CWW4SRGEYEB512 Sompo Holdings Inc 000000000 96500.00000000 NS 3327267.95000000 0.543198196052 Long EC CORP JP N 2 N N N MDGH GMTN RSC LTD 213800WRY6FRL9IXLT77 MDGH GMTN RSC Ltd 000000000 245000.00000000 PA USD 184350.25000000 0.030096380798 Long DBT CORP AE N 2 2049-11-07 Fixed 3.70000000 N N N N N N Argenx SE 7245009C5FZE6G9ODQ71 Argenx SE 000000000 574.00000000 NS 481041.09000000 0.078533095693 Long EC CORP NL N 2 N N N Vestas Wind Systems A/S 549300DYMC8BGZZC8844 Vestas Wind Systems A/S 000000000 26312.00000000 NS 800012.70000000 0.130607291624 Long EC CORP DK N 2 N N N Ryanair Holdings PLC 635400BR2ROC1FVEBQ56 Ryanair Holdings PLC 000000000 9436.00000000 NS 320932.54000000 0.052394330544 Long EC CORP IE N 2 N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 Arch Capital Group Ltd 000000000 5300.00000000 NS USD 509012.00000000 0.083099529200 Long EC CORP BM N 1 N N N Aptiv PLC N/A Aptiv PLC 000000000 37900.00000000 NS USD 2870925.00000000 0.468697232815 Long EC CORP JE N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 Trane Technologies PLC 000000000 10309.00000000 NS USD 4335759.22000000 0.707840974100 Long EC CORP IE N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb Ltd 000000000 14080.00000000 NS USD 4358604.80000000 0.711570664053 Long EC CORP CH N 1 N N N Mahindra & Mahindra Ltd 3358003B573EV4KB4Z02 Mahindra & Mahindra Ltd 000000000 85087.00000000 NS USD 3216288.60000000 0.525080093265 Long EC CORP IN N 1 N N N 2026-02-27 DEUTSCHE DWS MARKET TRUST Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer XXXX