0000869392-24-000978.txt : 20240530 0000869392-24-000978.hdr.sgml : 20240530 20240529182001 ACCESSION NUMBER: 0000869392-24-000978 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240530 DATE AS OF CHANGE: 20240529 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM DIVERSIFIED INCOME TRUST CENTRAL INDEX KEY: 0000836622 ORGANIZATION NAME: IRS NUMBER: 043017475 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05635 FILM NUMBER: 241000088 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6177601000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 0000836622 S000005529 PUTNAM DIVERSIFIED INCOME TRUST C000015036 Class A Shares PDINX C000015037 Class B Shares PSIBX C000015038 Class C Shares PDVCX C000015039 Class M Shares PDVMX C000015040 Class R Shares PDVRX C000015041 Class Y Shares PDVYX C000135951 Class R6 NPORT-P 1 primary_doc.xml NPORT-P false 0000836622 XXXXXXXX S000005529 C000135951 C000015037 C000015038 C000015036 C000015039 C000015040 C000015041 Putnam Diversified Income Trust 811-05635 0000836622 BEV01UAW1ZICRL6JHE75 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 Putnam Diversified Income Trust S000005529 BEV01UAW1ZICRL6JHE75 2024-09-30 2024-03-31 N 1781725210.17751001 621858249.54751001 1159866960.63 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 AUD BRL CAD CHF CLP CNY COP CZK EUR GBP HKD HUF ILS INR KRW MXN MYR NOK NZD PLN SEK SGD THB USD ZAR N GSAA HOME EQUITY TRUST 2006-8 N/A 362348AS3 9105507.45 PA USD 2089033.78 0.180109775596 Long ABS-MBS CORP US N 2 2036-05-25 Floating 5.804 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAC0 871339.77 PA USD 716172.11 0.061746056600 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.624 N N N N N N CITIGROUP MORTGAGE LOAN TRUST INC 549300R1KUK063S4I339 17312EAE6 5069410.79 PA USD 4166581.18 0.359229232440 Long ABS-MBS CORP US N 2 2037-03-25 Floating 5.794 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLU1 1710000 PA USD 1595475.49 0.137556766781 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.75 N N N N N N TOWD POINT MORTGAGE TRUST 2019-2 N/A 89177JAB4 256000 PA USD 226558.54 0.019533148860 Long ABS-MBS CORP US N 2 2058-12-25 Variable 3.75 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R04 N/A 20753TAC7 457899.75 PA USD 489094.17 0.042168126742 Long ABS-MBS CORP US N 2 2039-06-25 Floating 10.685 N N N N N N TOWD POINT MORTGAGE TRUST 2018-5 N/A 89176VAC6 240000 PA USD 197676.65 0.017043045169 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 64072UAK8 1580000 PA USD 1419456.2 0.122380949555 Long DBT CORP US N 2 2027-04-15 Floating 7.94 N N N N N N APPLOVIN CORP 549300LLVXMUAOL3SQ07 N/A 555000 PA USD 554306.25 0.047790502602 Long DBT CORP US N 2 2030-08-19 Floating 7.83 N N N N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBJ3 2937500 PA USD 3047245 0.262723666027 Long DBT CORP KY N 2 2028-04-20 Floating 10.329 N N N N N N AHEAD DB HOLDINGS LLC 254900L07WFL833JX193 00866HAF2 1399209.17 PA USD 1398453.59 0.120570172052 Long DBT CORP US N 2 2027-10-16 Floating 9.159 N N N N N N PROOFPOINT INC 529900C5FODDK0WSR085 74345HAB7 1397868.02 PA USD 1397882 0.120520891399 Long DBT CORP US N 2 2028-06-09 Floating 8.695 N N N N N N MADISON IAQ LLC 549300IXDNBXNHUPBU73 55759VAB4 1351525.51 PA USD 1348714.34 0.116281813844 Long DBT CORP US N 2 2028-06-15 Floating 8.693 N N N N N N PHOENIX NEWCO INC 254900PHGVI5379Z9791 71911KAC8 1387936.7 PA USD 1390601.54 0.119893193548 Long DBT CORP US N 2 2028-08-11 Floating 8.579 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 58503UAC7 1275994.18 PA USD 1278737.57 0.110248641733 Long DBT CORP US N 2 2028-09-30 Floating 8.441 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 P2121YAS7 2997334.18 PA USD 2997963.62 0.258474783899 Long DBT CORP US N 2 2028-10-18 Floating 8.695 N N N N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 389376AZ7 1389340.1 PA USD 1299033 0.111998448451 Long DBT CORP US N 2 2028-10-27 Floating 8.44 N N N N N N WHITE CAP BUYER LLC N/A 96350TAC4 2950000 PA USD 2957670 0.255000797540 Long DBT CORP US N 2 2027-10-19 Floating 9.08 N N N N N N SCIENTIFIC GAMES HOLDINGS LP 549300W5GPFXXB6TQ330 80875CAB3 1285000 PA USD 1283972 0.110699937457 Long DBT CORP US N 2 2029-04-04 Floating 8.58 N N N N N N HUNTER DOUGLAS INC 529900811T142NS3H544 N/A 1350000 PA USD 1332072 0.114846964800 Long DBT CORP US N 2 2029-02-25 Floating 8.824 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 N/A 510700.5 PA USD 504061.39 0.043458552326 Long DBT CORP CA N 2 2027-05-05 Floating 8.677 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 N/A 1419658.39 PA USD 1412148.4 0.121750894537 Long DBT CORP US N 2 2029-03-30 Floating 9.909 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 64069JAC6 1186987.46 PA USD 1092835.61 0.094220772476 Long DBT CORP US N 2 2029-04-11 Floating 10.423 N N N N N N BANIJAY GROUP US HOLDING INC 5493008PW5N0VVCH7279 F6456UAB9 560000 PA USD 560117.6 0.048291538513 Long DBT CORP FR N 2 2028-03-01 Floating 8.572 N N N N N N EMERALD DEBT MERGER SUB LLC 98450099EE3A0ZD5F786 26872NAC3 998449.92 PA USD 997451.47 0.085997058616 Long DBT CORP US N 2 2030-05-31 Floating 7.791 N N N N N N NOURYON FINANCE BV 549300GD4NJGLPVYB245 N/A 1160000 PA 1247949.27 0.107594173501 Long DBT CORP NL N 2 2028-04-03 Floating 8.178 N N N N N N ROBERTSHAW US HOLDING CORP 549300NMXRV2JIXFIY04 77051UAL3 1002000 PA USD 20040 0.001727784365 Long DBT CORP US N 2 2027-02-28 Floating 13.313 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74839XAH2 1306666.66 PA USD 1306666.66 0.112656598072 Long DBT CORP US N 2 2029-03-18 Floating 8.195 N N N N N N CHART INDUSTRIES INC EM7QGKC1GYOF3LSZSL80 N/A 1967279.87 PA USD 1969738.97 0.169824560649 Long DBT CORP US N 2 2030-03-17 Floating 8.673 N N N N N N CPM HOLDINGS INC 549300FBUISJCXV8IB65 12620BAR1 762000 PA USD 762274.32 0.065720840913 Long DBT CORP US N 2 2028-09-28 Floating 9.826 N N N N N N BAUSCH + LOMB CORP 549300NY6OZM39SO6475 C0787FAG7 774055.14 PA USD 772607.65 0.066611747401 Long DBT CORP CA N 2 2028-09-29 Floating 9.33 N N N N N N API GROUP DE INC 549300XP4G7B4QYA0G83 00186XAL7 555000 PA USD 555810.3 0.047920176957 Long DBT CORP US N 2 2029-01-03 Floating 7.942 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 89364MCA0 1103235 PA USD 1108354.01 0.095558719028 Long DBT CORP US N 2 2031-02-28 Floating 8.598 N N N N N N FLUTTER FINANCING BV 635400VFWPBIKJK6GN11 N/A 658350 PA USD 657994.5 0.056730170126 Long DBT CORP NL N 2 2030-11-18 Floating 7.559 N N N N N N ALLIANT HOLDINGS INTERMEDIATE LLC 5493006Q26653NF8SI73 01881UAL9 1335000 PA USD 1340006.25 0.115531030324 Long DBT CORP US N 2 2030-11-06 Floating 8.827 N N N N N N CQP HOLDCO LP 549300LPL012JY5D4B69 12657QAC7 2215373.71 PA USD 2221709.68 0.191548665098 Long DBT CORP US N 2 2030-12-31 Floating 8.32 N N N N N N DIRECTV FINANCING LLC N/A 25460HAD4 1471429.26 PA USD 1469089.69 0.126660189476 Long DBT CORP US N 2 2029-08-02 Floating 10.695 N N N N N N IRB HOLDING CORP 549300HVW4WNWYBXN830 44988LAK3 1581305.38 PA USD 1580957.5 0.136305072362 Long DBT CORP US N 2 2027-12-15 Floating 8.177 N N N N N N WEC US HOLDINGS LTD 5493002M6GRSU1IWMG57 92943LAC4 1350000 PA USD 1348042.5 0.116223889960 Long DBT CORP US N 2 2031-01-20 Floating 8.079 N N N N N N DUN AND BRADSTREET CORP/THE RI37BMPWE56BCJ747E14 26483NAV2 1345000 PA USD 1344367.85 0.115907073452 Long DBT CORP US N 2 2029-01-18 Floating 8.082 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 N/A 1345000 PA USD 1345000 0.115961575392 Long DBT CORP US N 2 2031-01-24 Floating 8.041 N N N N N N UKG INC 529900FKHWSTQ1GXK240 89841EAB1 1315000 PA USD 1321246.25 0.113913603443 Long DBT CORP US N 2 2031-01-31 Floating 8.814 N N N N N N WESTJET LOYALTY LP N/A N/A 1080000 PA USD 1079103.6 0.093036842727 Long DBT CORP CA N 2 2031-02-14 Floating 9.057 N N N N N N WAYSTAR TECHNOLOGIES INC 549300BIRBTAWWHCSZ09 N/A 1120000 PA USD 1121680 0.096707643038 Long DBT CORP US N 2 2029-10-31 Floating 9.33 N N N N N N GENESYS CLOUD SERVICES HOLDINGS II LLC 549300CVRD4OUCPHWQ42 39479UAT0 1300000 PA USD 1304069 0.112432636178 Long DBT CORP US N 2 2027-12-01 Floating 9.079 N N N N N N PHOENIX GUARANTOR INC 254900JIOIDL3GSUFE55 N/A 1295000 PA USD 1277375.05 0.110131169639 Long DBT CORP US N 2 2031-02-13 Floating 8.579 N N N N N N PG INVESTMENT CO 59 SARL 254900XMCCB3IEZ2A005 91728NAB5 555000 PA USD 555693.75 0.047910128390 Long DBT CORP LU N 2 2031-03-24 Floating 8.824 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 N/A 290000 PA USD 289440.3 0.024954612023 Long DBT CORP US N 2 2031-03-07 Floating 7.575 N N N N N N PACIFIC DENTAL SERVICES INC N/A N/A 1110000 PA USD 1107691.2 0.095501573681 Long DBT CORP US N 2 2031-03-10 Floating 8.575 N N N N N N TK ELEVATOR US NEWCO INC 549300C2AFWPAYWS5574 N/A 825571.28 PA USD 827981.95 0.071385941500 Long DBT CORP US N 2 2030-04-15 Floating 8.821 N N N N N N PETSMART LLC N/A 71677HAL9 2436683.47 PA USD 2428057.61 0.209339320148 Long DBT CORP US N 2 2028-01-29 Floating 9.18 N N N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 4414161.5 PA USD 44.14 0.000003805609 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N MEZZ CAP COMMERCIAL MORTGAGE TRUST N/A 59317EAB9 60276.86 PA USD 0.6 0.000000051730 Long ABS-MBS CORP US N 2 2049-12-15 Variable 6.138 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16 549300PX4QZK7CUM8D08 94988XAC0 3902687.22 PA USD 253674.67 0.021871014402 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.938 N N N N N N FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK N/A 35563GAB5 5326000 PA USD 5224539.7 0.450443014357 Long ABS-MBS CORP US N 2 2051-11-25 Floating 9.32 N N N N N N READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC N/A 75574EAA5 2749941.77 PA USD 2753744.94 0.237419034551 Long ABS-MBS CORP US N 2 2037-06-25 Floating 7.796 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19 N/A 61764PBZ4 1678000 PA USD 1592564.47 0.137305787996 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 4 N N N N N N CSMC 2022-NWPT N/A 12663MAA2 2015000 PA USD 2020625.48 0.174211831925 Long ABS-MBS CORP US N 2 2024-09-09 Floating 8.468 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 N/A 17323CAS6 476000 PA USD 359477.48 0.030992992490 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3 N N N N N N BWAY 2022-26BW MORTGAGE TRUST N/A 12429EAN7 5376000 PA USD 3345495.55 0.288437869476 Long ABS-MBS CORP US N 2 2044-02-10 Variable 4.866 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 5493002KQF9IH3CTQZ40 62548QAD3 565998.26 PA USD 558959.9 0.048191725342 Long ABS-MBS CORP US N 2 2050-03-25 Floating 9.185 N N N N N N COMM 2014-UBS3 MORTGAGE TRUST N/A 12591YAG0 165000 PA USD 90238.48 0.007780071600 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.76 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5 N/A 46590TAL9 254000 PA USD 187659.19 0.016179371977 Long ABS-MBS CORP US N 2 2050-03-15 Variable 4.512 N N N N N N BENCHMARK 2018-B3 MORTGAGE TRUST N/A 08161BAA1 1742000 PA USD 1071250.74 0.092359794386 Long ABS-MBS CORP US N 2 2051-04-10 Variable 3.021 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10 549300P1YQ48837ZOI22 61762MBG5 254000 PA USD 15784.63 0.001360900046 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.942 N N N N N N JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8 N/A 46591ABG9 1431000 PA USD 1158625.89 0.099892998880 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.761 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-H3 N/A 61767YBE9 2271437 PA USD 2005592.56 0.172915741898 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.85 N N N N N N GS MORTGAGE SECURITIES TRUST 2014-GC24 N/A 36253GAS1 2909000 PA USD 1584868.58 0.136642273105 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.521 N N N N N N GS MORTGAGE SECURITIES TRUST 2019-GC38 N/A 36252SAA5 600000 PA USD 450456.06 0.038836873132 Long ABS-MBS CORP US N 2 2052-02-10 Fixed 3 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 N/A 17323CAN7 242000 PA USD 217698.43 0.018769258664 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.419 N N N N N N MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01 549300HG8ZEWVWVSN227 62547NAB5 447930.55 PA USD 440795.29 0.038003952605 Long ABS-MBS CORP US N 2 2049-10-25 Floating 8.685 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53 N/A 95002BAL7 395000 PA USD 270806.63 0.023348076908 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.5 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAA0 442000 PA USD 319742.18 0.027567142686 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.5 N N N N N N BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 N/A 05492JAE2 648000 PA USD 345080.74 0.029751751857 Long ABS-MBS CORP US N 2 2052-11-15 Variable 2.606 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2006-HQ10 549300T7A7LUR8384661 61750HAH9 1336154.56 PA USD 1105956.11 0.095351979799 Long ABS-MBS CORP US N 2 2041-11-12 Variable 5.448 N N N N N N DBUBS 2011-LC3 MORTGAGE TRUST N/A 23305YAM1 248105.68 PA USD 232946.92 0.020083934443 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.321 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 N/A 12527DAG5 3043000 PA USD 2636251.32 0.227289112414 Long ABS-MBS CORP US N 2 2047-12-15 Variable 5.249 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AF0 170406.62 PA USD 155322.12 0.013391373776 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAE3 1106160.85 PA USD 1035643.1 0.089289818156 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.164 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAF0 3095000 PA USD 2285657.5 0.197062040526 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.164 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6 N/A 61761DAS1 2446000 PA USD 1173766.91 0.101198408942 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.252 N N N N N N COMM 2012-CCRE4 MORTGAGE TRUST N/A 12624QBA0 2026000 PA USD 1230049.43 0.106050906850 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.703 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C10 N/A 92890NAE9 2372000 PA USD 1166714.93 0.100590409901 Long ABS-MBS CORP US N 2 2045-12-15 Variable 4.396 N N N N N N GS MORTGAGE SECURITIES TRUST 2013-GC10 N/A 36192CAQ8 273000 PA USD 249868.98 0.021542900046 Long ABS-MBS CORP US N 2 2046-02-10 Variable 4.537 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8 N/A 17318UAH7 1684515.84 PA USD 1520410.31 0.131084888320 Long ABS-MBS CORP US N 2 2045-09-10 Variable 4.941 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9 549300PFVBG5704L7K74 61762DAG6 389000 PA USD 327742.73 0.028256924382 Long ABS-MBS CORP US N 2 2046-05-15 Variable 3.815 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAV9 180000 PA USD 152965.53 0.013188196163 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.499 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAX5 239000 PA USD 98591.97 0.008500282648 Long ABS-MBS CORP US N 2 2046-04-15 Variable 4.116 N N N N N N COMM 2013-CCRE7 MORTGAGE TRUST 549300FVY7JUBJ0PIH53 12625FBA3 161574.19 PA USD 150828.94 0.013003986243 Long ABS-MBS CORP US N 2 2046-03-10 Variable 4.243 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 5493003CHVRASC16O965 92938CAL1 5836996 PA USD 2312606.14 0.199385465618 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.189 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12 549300V2DF3KW9L1CV04 94988QAU5 7277111 PA USD 1887042.21 0.162694711899 Long ABS-MBS CORP US N 2 2046-07-15 Variable 3.949 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12 N/A 61762XAC1 534000 PA USD 446544.84 0.038499660319 Long ABS-MBS CORP US N 2 2046-10-15 Variable 6.049 N N N N N N COMM 2013-CCRE12 MORTGAGE TRUST 549300MGZ5FI5VFL1177 12591KAG0 1564076.24 PA USD 1392723.87 0.120076174016 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.3 N N N N N N COMM 2013-CCRE13 MORTGAGE TRUST N/A 12630BAE8 1583000 PA USD 1027538.12 0.088591032841 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.919 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9 N/A 92930RAK8 265000 PA USD 245449.89 0.021161900315 Long ABS-MBS CORP US N 2 2045-11-15 Variable 4.562 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18 N/A 46641JAE6 1461000 PA USD 1187062.5 0.102344711962 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.694 N N N N N N COMM 2014-CCRE16 MORTGAGE TRUST N/A 12591VAK7 389000 PA USD 361738.1 0.031187895878 Long ABS-MBS CORP US N 2 2047-04-10 Variable 4.899 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11 N/A 46639YAC1 3874809 PA USD 966722.22 0.083347681485 Long ABS-MBS CORP US N 2 2046-04-15 Variable 3.25 Y Y N N N N UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6 549300G1IXWLFE766Q13 90349GAU9 7734000 PA USD 4234890.91 0.365118677723 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.5 N N N N N N COMM 2014-CCRE17 MORTGAGE TRUST N/A 12631DAG8 326000 PA USD 280017.28 0.024142189536 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.784 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C19 N/A 46641WAG2 2042000 PA USD 2020579.42 0.174207860780 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.657 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AL7 10009000 PA USD 1851665 0.159644602601 Long ABS-MBS CORP US N 2 2044-12-10 Fixed 4.25 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21 N/A 46642EBC9 1866000 PA USD 1820296.44 0.156940106218 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.997 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21 5493000F7E2NMQ4HIO61 92939FAY5 128000 PA USD 119553.41 0.010307510608 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.234 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAE2 1124000 PA USD 1027308.35 0.088571222810 Long ABS-MBS CORP US N 2 2047-08-15 Variable 4.653 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17 N/A 61763UAG7 1172000 PA USD 1023686.91 0.088258993897 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.5 N N N N N N JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23 N/A 46643AAG8 150000 PA USD 134335.8 0.011582000743 Long ABS-MBS CORP US N 2 2047-09-15 Variable 3.98 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18 N/A 61763XAT3 427000 PA USD 366240.59 0.031576086088 Long ABS-MBS CORP US N 2 2047-10-15 Fixed 3.389 N N N N N N COMM 2015-DC1 MORTGAGE TRUST N/A 12629NAJ4 2646000 PA USD 2468723.29 0.212845384324 Long ABS-MBS CORP US N 2 2048-02-10 Variable 4.035 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22 N/A 61690FAS2 2411000 PA USD 2200888.58 0.189753536802 Long ABS-MBS CORP US N 2 2048-04-15 Variable 4.193 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C23 N/A 61690QAS8 246000 PA USD 214255 0.018472377201 Long ABS-MBS CORP US N 2 2050-07-15 Variable 4.138 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 N/A 94989NAL1 140000 PA USD 117925.75 0.010167178996 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.494 N N N N N N SHELTER GROWTH CRE 2023-FL5 ISSUER LTD N/A 82286FAA7 1014000 PA USD 1015266.79 0.087533038224 Long ABS-MBS CORP BM N 2 2038-05-19 Floating 8.08 N N N N N N PFP 2021-8 LTD N/A 69357XAA9 68674.78 PA USD 68130.26 0.005873971956 Long ABS-MBS CORP KY N 2 2037-08-09 Floating 6.439 N N N N N N AMADEUS IT GROUP SA 9598004A3FTY3TEHHN09 E04648AR7 300000 PA 373949.22 0.032240699381 Long DBT CORP ES N 2 2025-04-09 Fixed 1.5 N N N N N AMADEUS IT GROUP SA EUR XXXX N N N HUBSPOT INC 529900BLNVEW0MVKJB37 443573AD2 165000 PA USD 369930 0.031894175156 Long DBT CORP US N 2 2025-06-01 Fixed .375 N N N N N HUBSPOT INC USD XXXX N N N PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 697435AF2 54000 PA USD 154116 0.013287385987 Long DBT CORP US N 2 2025-06-01 Fixed .375 N N N N N PALO ALTO NETWORKS INC USD XXXX N N N OKTA INC 549300N8J06I8MRHU620 679295AF2 467000 PA USD 427772 0.036881126415 Long DBT CORP US N 2 2026-06-15 Fixed .375 N N N N N OKTA INC USD XXXX N N N KINGSOFT CORP LTD 529900UVT35D3Q7YQY41 G5264YAC2 2000000 PA 262113.98 0.022598624575 Long DBT CORP CN N 2 2025-04-29 Fixed .625 N N N N N KINGSOFT CORP LTD CNY XXXX N N N DATADOG INC 549300F6JNO0KRPO1K63 23804LAB9 193000 PA USD 271937 0.023445533775 Long DBT CORP US N 2 2025-06-15 Fixed .125 N N N N N DATADOG INC USD XXXX N N N ZSCALER INC 529900MZ0RTK1BWRNF46 98980GAB8 166000 PA USD 226166.78 0.019499372573 Long DBT CORP US N 2 2025-07-01 Fixed .125 N N N N N ZSCALER INC USD XXXX N N N SEA LTD 529900OM6JLLW44YKI15 81141RAF7 469000 PA USD 470172.5 0.040536761194 Long DBT CORP SG N 2 2025-12-01 Fixed 2.375 N N N N N SEA LTD SGD XXXX N N N NCL CORP LTD UNZWILHE4KMRP9K2L524 62886HAX9 147000 PA USD 192129 0.016564744624 Long DBT CORP US N 2 2025-08-01 Fixed 5.375 N N N N N NORWEGIAN CRUISE LINE HOLDINGS LTD USD XXXX N N N MIDDLEBY CORP/THE JDFO86U9VQRBKW5KYA35 596278AB7 334000 PA USD 438709 0.037824079390 Long DBT CORP US N 2 2025-09-01 Fixed 1 N N N N N MIDDLEBY CORP/THE USD XXXX N N N ZALANDO AG 529900YRFFGH5AXU4S86 D98423AB8 500000 PA 507345.39 0.043741688247 Long DBT CORP DE N 2 2025-08-06 Fixed .05 N N N N N ZALANDO AG EUR XXXX N N N BLOCK INC 549300OHIIUWSTIZME52 852234AK9 368000 PA USD 306728 0.026445101931 Long DBT CORP US N 2 2027-11-01 Fixed .25 N N N N N BLOCK INC USD XXXX N N N SCHNEIDER ELECTRIC SE 969500A1YF1XUYYXS284 F86922P25 2571 PA 596236.45 0.051405589627 Long DBT CORP FR N 2 2026-06-15 Fixed 0 N N N N N SCHNEIDER ELECTRIC SE EUR XXXX N N N ACCOR SA 969500QZC2Q0TK11NV07 F0R505MB5 10051 PA 570299.52 0.049169390918 Long DBT CORP FR N 2 2027-12-07 Fixed .7 N N N N N ACCOR SA EUR XXXX N N N DHL GROUP 8ER8GIG7CSMVD8VUFE78 D1R91PDH9 400000 PA 414326.31 0.035721882256 Long DBT CORP DE N 2 2025-06-30 Fixed .05 N N N N N DHL GROUP EUR XXXX N N N NEXITY SA 969500JJ71T2DIPDVV84 F6527BAV2 2850 NS 196013.58 0.016899660621 Long DBT CORP FR N 2 2025-03-02 Fixed .25 N N N N N NEXITY SA EUR XXXX N N N CELLNEX TELECOM SA 5493008T4YG3AQUI7P67 E2R41MDB7 500000 PA 560600.26 0.048333151907 Long DBT CORP ES N 2 2028-07-05 Fixed .5 N N N N N CELLNEX TELECOM SA EUR XXXX N N N AKAMAI TECHNOLOGIES INC OC1LZNN2LF5WTJ5RIL89 00971TAL5 907000 PA USD 954617.5 0.082304051447 Long DBT CORP US N 2 2027-09-01 Fixed .375 N N N N N AKAMAI TECHNOLOGIES INC USD XXXX N N N INSULET CORP 549300TZTYD2PYN92D43 45784PAK7 270000 PA USD 280665 0.024198033872 Long DBT CORP US N 2 2026-09-01 Fixed .375 N N N N N INSULET CORP USD XXXX N N N ZILLOW GROUP INC 2549002XEELQDIR6FU05 98954MAG6 522000 PA USD 643039.89 0.055440831736 Long DBT CORP US N 2 2026-09-01 Fixed 1.375 N N N N N ZILLOW GROUP INC USD XXXX N N N LUMENTUM HOLDINGS INC 549300JLWRRC38DWEF52 55024UAD1 507000 PA USD 444808.71 0.038349976773 Long DBT CORP US N 2 2026-12-15 Fixed .5 N N N N N LUMENTUM HOLDINGS INC USD XXXX N N N MONGODB INC 549300TPTG69WKWE1Z37 60937PAD8 132000 PA USD 231090.46 0.019923876431 Long DBT CORP US N 2 2026-01-15 Fixed .25 N N N N N MONGODB INC USD XXXX N N N LYFT INC 549300H7I5VN334XVZ52 55087PAC8 341000 PA USD 398327.83 0.034342544750 Long DBT CORP US N 2 2029-03-01 Fixed .625 N N N N N LYFT INC USD XXXX N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AC4 93000 PA USD 94162.5 0.008118387987 Long DBT CORP US N 2 2030-03-01 Fixed 3.5 N N N N N PROGRESS SOFTWARE CORP USD XXXX N N N PARSONS CORP 549300ZXH0VRBSEPX752 70202LAC6 321000 PA USD 347482.5 0.029958823882 Long DBT CORP US N 2 2029-03-01 Fixed 2.625 N N N N N PARSONS CORP USD XXXX N N N MICROSTRATEGY INC 549300WQTWEJUEHXQX21 594972AH4 145000 PA USD 193662 0.016696914954 Long DBT CORP US N 2 2030-03-15 Fixed .625 N N N N N MICROSTRATEGY INC USD XXXX N N N COINBASE GLOBAL INC 5493004G3J2SC154DU06 19260QAE7 184000 PA USD 193829.17 0.016711327814 Long DBT CORP US N 2 2030-04-01 Fixed .25 N N N N N COINBASE GLOBAL INC USD XXXX N N N REXFORD INDUSTRIAL REALTY LP 549300028US163ELJN70 76169XAE4 267000 PA USD 271769.97 0.023431132985 Long DBT CORP US N 2 2029-03-15 Fixed 4.125 N N N N N REXFORD INDUSTRIAL REALTY INC USD XXXX N N N FLUOR CORP CQ7WZ4NOFWT7FAE6Q943 343412AH5 213000 PA USD 239518.5 0.020650514941 Long DBT CORP US N 2 2029-08-15 Fixed 1.125 N N N N N FLUOR CORP USD XXXX N N N SHOCKWAVE MEDICAL INC 549300LDXO56IC5Y1538 82489TAA2 201000 PA USD 256777.5 0.022138530428 Long DBT CORP US N 2 2028-08-15 Fixed 1 N N N N N SHOCKWAVE MEDICAL INC USD XXXX N N N WORKIVA INC 529900RTOQ8GRWHY1O58 98139AAC9 90000 PA USD 83565 0.007204705612 Long DBT CORP US N 2 2028-08-15 Fixed 1.25 N N N N N WORKIVA INC USD XXXX N N N TETRA TECH INC 549300UJ1LP7JGJC5P32 88162GAA1 355000 PA USD 389399.5 0.033572772845 Long DBT CORP US N 2 2028-08-15 Fixed 2.25 N N N N N TETRA TECH INC USD XXXX N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBK6 792000 PA USD 1007028 0.086822716241 Long DBT CORP KY N 2 2028-06-01 Fixed 3.5 N N N N N SEAGATE TECHNOLOGY HOLDINGS PLC USD XXXX N N N UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 90353TAL4 529000 PA USD 654373 0.056417936040 Long DBT CORP US N 2 2028-12-01 Fixed .875 N N N N N UBER TECHNOLOGIES INC USD XXXX N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 69331CAK4 313000 PA USD 314408.5 0.027107289945 Long DBT CORP US N 2 2027-12-01 Fixed 4.25 N N N N N PG&E CORP USD XXXX N N N EVOLENT HEALTH INC 549300CZOCFHQ2BBTR11 30050BAG6 204000 PA USD 233988 0.020173693014 Long DBT CORP US N 2 2029-12-01 Fixed 3.5 N N N N N EVOLENT HEALTH INC USD XXXX N N N REPLIGEN CORP 54930006QJ0T5AUO1E71 759916AC3 267000 PA USD 298974.27 0.025776600261 Long DBT CORP US N 2 2028-12-15 Fixed 1 N N N N N REPLIGEN CORP USD XXXX N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAT9 401000 PA USD 423857 0.036543587703 Long DBT CORP US N 2 2031-03-01 Fixed 1.5 N N N N N GLOBAL PAYMENTS INC USD XXXX N N N CONMED CORP Z6C0YCECH9DCU5ZIQW84 207410AH4 362000 PA USD 330795.6 0.028520133018 Long DBT CORP US N 2 2027-06-15 Fixed 2.25 N N N N N CONMED CORP USD XXXX N N N ALTAIR ENGINEERING INC 549300FJ89HZ6GU9S994 021369AC7 46000 PA USD 60260 0.005195423445 Long DBT CORP US N 2 2027-06-15 Fixed 1.75 N N N N N ALTAIR ENGINEERING INC USD XXXX N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE N/A 531229AQ5 408000 PA USD 417247.65 0.035973750798 Long DBT CORP US N 2 2027-08-15 Fixed 2.25 N N N N N LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD LIBERTY MEDIA CORP-LIBERTY FORMULA ONE USD XXXX N N N HALOZYME THERAPEUTICS INC 529900242I3SV9AGM753 40637HAF6 155000 PA USD 150590.76 0.012983451129 Long DBT CORP US N 2 2028-08-15 Fixed 1 N N N N N HALOZYME THERAPEUTICS INC USD XXXX N N N ALNYLAM PHARMACEUTICALS INC 529900S3ZI14OWRJII50 02043QAB3 365000 PA USD 343054.53 0.029577058546 Long DBT CORP US N 2 2027-09-15 Fixed 1 N N N N N ALNYLAM PHARMACEUTICALS INC USD XXXX N N N SAREPTA THERAPEUTICS INC 549300IKDPIED8J8IG21 803607AD2 27000 PA USD 31538.7 0.002719165307 Long DBT CORP US N 2 2027-09-15 Fixed 1.25 N N N N N SAREPTA THERAPEUTICS INC USD XXXX N N N WAYFAIR INC 54930027N9ZAVYFDHK53 94419LAP6 352000 PA USD 462880 0.039908025292 Long DBT CORP US N 2 2027-09-15 Fixed 3.25 N N N N N WAYFAIR INC USD XXXX N N N NORTHERN OIL AND GAS INC OKFF0PIZDDMNH4UCYE51 665531AJ8 309000 PA USD 376207.5 0.032435401022 Long DBT CORP US N 2 2029-04-15 Fixed 3.625 N N N N N NORTHERN OIL & GAS INC USD XXXX N N N ENVESTNET INC 549300HLWZ5OKIDM8737 29404KAG1 358000 PA USD 378227 0.032609515819 Long DBT CORP US N 2 2027-12-01 Fixed 2.625 N N N N N ENVESTNET INC USD XXXX N N N WOLFSPEED INC 549300OGU88P3AW3TO93 977852AD4 535000 PA USD 298583.5 0.025742909328 Long DBT CORP US N 2 2029-12-01 Fixed 1.875 N N N N N WOLFSPEED INC USD XXXX N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 143658BV3 292000 PA USD 439460 0.037888828195 Long DBT CORP US N 2 2027-12-01 Fixed 5.75 N N N N N CARNIVAL CORP USD XXXX N N N LANTHEUS HOLDINGS INC 5299005HUB5IOJGO7S39 516544AB9 319000 PA USD 352814 0.030418488669 Long DBT CORP US N 2 2027-12-15 Fixed 2.625 N N N N N LANTHEUS HOLDINGS INC USD XXXX N N N AXON ENTERPRISE INC 549300QP2IEEGFE16681 05464CAB7 394000 PA USD 572501.68 0.049359254073 Long DBT CORP US N 2 2027-12-15 Fixed .5 N N N N N AXON ENTERPRISE INC USD XXXX N N N CHEFS' WAREHOUSE INC/THE 549300JYEDC8C547E980 163086AE1 185000 PA USD 202482.5 0.017457390104 Long DBT CORP US N 2 2028-12-15 Fixed 2.375 N N N N N CHEFS' WAREHOUSE INC/THE USD XXXX N N N LIVE NATION ENTERTAINMENT INC 5493007B9BM9ZXJINO78 538034BA6 670000 PA USD 803598 0.069283635734 Long DBT CORP US N 2 2029-01-15 Fixed 3.125 N N N N N LIVE NATION ENTERTAINMENT INC USD XXXX N N N INTEGER HOLDINGS CORP 549300SUD2ED5XG6X569 45826HAB5 317000 PA USD 457431 0.039438230032 Long DBT CORP US N 2 2028-02-15 Fixed 2.125 N N N N N INTEGER HOLDINGS CORP USD XXXX N N N NABORS INDUSTRIES INC 549300VFQWRKICUFNU92 62957HAL9 82000 PA USD 61705 0.005320006699 Long DBT CORP US N 2 2029-06-15 Fixed 1.75 N N N N N NABORS INDUSTRIES LTD USD XXXX N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587DP9 52000 PA USD 51740 0.004460856439 Long DBT CORP US N 2 2025-12-15 Fixed 3.875 N N N N N SOUTHERN CO/THE USD XXXX N N N ON SEMICONDUCTOR CORP ZV20P4CNJVT8V1ZGJ064 682189AU9 628000 PA USD 617952 0.053277834525 Long DBT CORP US N 2 2029-03-01 Fixed .5 N N N N N ON SEMICONDUCTOR CORP USD XXXX N N N RIVIAN AUTOMOTIVE INC 25490004LNKJ84MFYY24 76954AAB9 365000 PA USD 292182.5 0.025191035689 Long DBT CORP US N 2 2029-03-15 Fixed 4.625 N N N N N RIVIAN AUTOMOTIVE INC USD XXXX N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BW9 452000 PA USD 444542 0.038326981895 Long DBT CORP US N 2 2028-05-01 Fixed 3.375 N N N N N CMS ENERGY CORP USD XXXX N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131AM9 738000 PA USD 790512.79 0.068155471001 Long DBT CORP US N 2 2028-05-15 Fixed .375 N N N N N DEXCOM INC USD XXXX N N N WELLTOWER OP LLC T6IZ0MBEG5ACZDTR7D06 95041AAB4 434000 PA USD 483085.4 0.041650069913 Long DBT CORP US N 2 2028-05-15 Fixed 2.75 N N N N N WELLTOWER INC USD XXXX N N N GRANITE CONSTRUCTION INC 549300OM4BWMCIXVCZ39 387328AD9 182000 PA USD 249704 0.021528676001 Long DBT CORP US N 2 2028-05-15 Fixed 3.75 N N N N N GRANITE CONSTRUCTION INC USD XXXX N N N TYLER TECHNOLOGIES INC 25490040SMU4Z8LBCW70 902252AB1 442000 PA USD 443989 0.038279304013 Long DBT CORP US N 2 2026-03-15 Fixed .25 N N N N N TYLER TECHNOLOGIES INC USD XXXX N N N DUFRY ONE BV 7245003K5MN9U7XW0808 N2R74EAF9 200000 PA 212121.14 0.018288402653 Long DBT CORP NL N 2 2026-03-30 Fixed .75 N N N N N AVOLTA AG CHF XXXX N N N PROGRESS SOFTWARE CORP 549300R65B3JG6972S24 743312AB6 265000 PA USD 274275 0.023647108618 Long DBT CORP US N 2 2026-04-15 Fixed 1 N N N N N PROGRESS SOFTWARE CORP USD XXXX N N N INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA 959800TZHQRUSH1ESL13 E67674BK1 400000 PA 402462.56 0.034699027877 Long DBT CORP GB N 2 2028-05-18 Fixed 1.125 N N N N N INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA EUR XXXX N N N ETSY INC 54930089Q7XT501AEA40 29786AAN6 608000 PA USD 478800 0.041280596504 Long DBT CORP US N 2 2028-06-15 Fixed .25 N N N N N ETSY INC USD XXXX N N N BENTLEY SYSTEMS INC 549300WVEHPGE0Z56F71 08265TAD1 556000 PA USD 498640.17 0.042991152169 Long DBT CORP US N 2 2027-07-01 Fixed .375 N N N N N BENTLEY SYSTEMS INC USD XXXX N N N JET2 PLC I72RQ3PNLDPW8R7JIJ56 G5112PAA9 300000 PA 380385.13 0.032795582848 Long DBT CORP GB N 2 2026-06-10 Fixed 1.625 N N N N N JET2 PLC GBP XXXX N N N SHIFT4 PAYMENTS INC N/A 82452JAD1 578000 PA USD 536095 0.046220387182 Long DBT CORP US N 2 2027-08-01 Fixed .5 N N N N N SHIFT4 PAYMENTS INC USD XXXX N N N IMPINJ INC 549300M26VGKSMMWWN17 453204AD1 46000 PA USD 62127.6 0.005356441912 Long DBT CORP US N 2 2027-05-15 Fixed 1.125 N N N N N IMPINJ INC USD XXXX N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AG8 37000 PA USD 47765.86 0.004118218867 Long DBT CORP US N 2 2028-12-01 Fixed 1.75 N N N N N PATRICK INDUSTRIES INC USD XXXX N N N ASCENDIS PHARMA A/S 549300B66JN3W3J8GH73 04351PAD3 209000 PA USD 240462.81 0.020731930313 Long DBT CORP DK N 2 2028-04-01 Fixed 2.25 N N N N N ASCENDIS PHARMA A/S DKK XXXX N N N EXACT SCIENCES CORP 549300VM3X1FYD4N9Z14 30063PAC9 726000 PA USD 669299.4 0.057704842255 Long DBT CORP US N 2 2028-03-01 Fixed .375 N N N N N EXACT SCIENCES CORP USD XXXX N N N BRIDGEBIO PHARMA INC 54930028YG89VTY2J114 10806XAB8 223000 PA USD 238915.08 0.020598490009 Long DBT CORP US N 2 2027-03-15 Fixed 2.5 N N N N N BRIDGEBIO PHARMA INC USD XXXX N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAN8 216000 PA USD 416880 0.035942053196 Long DBT CORP US N 2 2025-05-01 Fixed .75 N N N N N BOOKING HOLDINGS INC USD XXXX N N N BIOMARIN PHARMACEUTICAL INC NSLL8ITTRR0J5HEMR848 09061GAK7 492000 PA USD 485259.6 0.041837522447 Long DBT CORP US N 2 2027-05-15 Fixed 1.25 N N N N N BIOMARIN PHARMACEUTICAL INC USD XXXX N N N LENOVO GROUP LTD 254900VUZRGD5U73RE46 Y5259ZAA0 679000 PA USD 828719.5 0.071449530690 Long DBT CORP CN N 2 2029-08-26 Fixed 2.5 N N N N N LENOVO GROUP LTD CNY XXXX N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CG5 497000 PA USD 822286.5 0.070894898115 Long DBT CORP US N 2 2048-06-01 Fixed 2.75 N N N N N NRG ENERGY INC USD XXXX N N N MATCH GROUP FINANCECO 3 INC 5493003IEL8HSZKWUI17 44932KAA4 494000 PA USD 423626.94 0.036523752670 Long DBT CORP US N 2 2030-01-15 Fixed 2 N N N N N MATCH GROUP INC USD XXXX N N N QIAGEN NV 54930036WK3GMCN17Z57 N72482AT4 400000 PA USD 406572.5 0.035053373689 Long DBT CORP NL N 2 2024-11-13 Fixed 1 N N N N N QIAGEN NV EUR XXXX N N N SK HYNIX INC 988400XAIK6XISWQV045 Y8085FBS8 600000 PA USD 974873.11 0.084050425013 Long DBT CORP KR N 2 2030-04-11 Fixed 1.75 N N N N N SK HYNIX INC KRW XXXX N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 530307AE7 292000 PA USD 276319.6 0.023823387456 Long DBT CORP US N 2 2053-03-31 Fixed 3.125 N N N N N CHARTER COMMUNICATIONS INC USD XXXX N N N PRYSMIAN SPA 529900X0H1IO3RS1A464 T7S317CA7 600000 PA 799140.06 0.068899286481 Long DBT CORP IT N 2 2026-02-02 Fixed 0 N N N N N PRYSMIAN SPA EUR XXXX N N N SHAKE SHACK INC 529900J74GJAHYP80N79 819047AB7 308000 PA USD 278932.51 0.024048664155 Long DBT CORP US N 2 2028-03-01 Fixed 0 N N N N N SHAKE SHACK INC USD XXXX N N N AIRBNB INC 549300HMUDNO0RY56D37 009066AB7 467000 PA USD 434274.19 0.037441724330 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N AIRBNB INC USD XXXX N N N NEXI SPA 5493000P70CQRQG8SN85 T6S18JAC8 400000 PA 370019.74 0.031901912250 Long DBT CORP IT N 2 2028-02-24 Fixed 0 N N N N N NEXI SPA EUR XXXX N N N DRAFTKINGS HOLDINGS INC 5493008P45UYYL683Z97 26142RAB0 457000 PA USD 394162.5 0.033983423390 Long DBT CORP US N 2 2028-03-15 Fixed 0 N N N N N DRAFTKINGS HOLDINGS INC USD XXXX N N N SUPER MICRO COMPUTER INC 54930022CZO1N2UGVW07 86800UAA2 304000 PA USD 337282.6 0.029079421300 Long DBT CORP US N 2 2029-03-01 Fixed 0 N N N N N SUPER MICRO COMPUTER INC USD XXXX N N N DROPBOX INC 549300JCDF7UAR6TJR51 26210CAD6 368000 PA USD 343390.01 0.029605982553 Long DBT CORP US N 2 2028-03-01 Fixed 0 N N N N N DROPBOX INC USD XXXX N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAF3 474000 PA USD 382186.2 0.032950865312 Long DBT CORP US N 2 2027-05-01 Fixed 0 N N N N N SNAP INC USD XXXX N N N MEITUAN 21380033K525E5JLIA77 G59668AA4 600000 PA USD 530700 0.045755247629 Long DBT CORP CN N 2 2028-04-27 Fixed 0 N N N N N MEITUAN CNY XXXX N N N SOFI TECHNOLOGIES INC 549300SW81JCMVZDDY09 83406FAA0 304 PA USD 259.46 0.000022369807 Long DBT CORP US N 2 2026-10-15 Fixed 0 N N N N N SOFI TECHNOLOGIES INC USD XXXX N N N QIAGEN NV 54930036WK3GMCN17Z57 N72482AU1 200000 PA USD 185278.09 0.015974081191 Long DBT CORP NL N 2 2027-12-17 Fixed 0 N N N N N QIAGEN NV EUR XXXX N N N XERO INVESTMENTS LTD 25490002CIY32NFE4689 Q9860KAB3 333000 PA USD 314618.34 0.027125381676 Long DBT CORP NZ N 2 2025-12-02 Fixed 0 N N N N N XERO LTD NZD XXXX N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAF6 379000 PA USD 276670 0.023853597817 Long DBT CORP US N 2 2025-12-15 Fixed 0 N N N N N DISH NETWORK CORP USD ECHOSTAR CORP USD XXXX N N N FIVERR INTERNATIONAL LTD 549300Z8OREY6THCPF67 33835LAA3 224000 PA USD 201040 0.017333022392 Long DBT CORP IL N 2 2025-11-01 Fixed 0 N N N N N FIVERR INTERNATIONAL LTD ILS XXXX N N N SPOTIFY USA INC 2138008WM218QBKRII94 84921RAB6 321000 PA USD 294678 0.025406189676 Long DBT CORP US N 2 2026-03-15 Fixed 0 N N N N N SPOTIFY TECHNOLOGY SA SEK XXXX N N N WIX.COM LTD 5493008P6N29Q1AG9464 92940WAD1 270000 PA USD 249210 0.021486084910 Long DBT CORP IL N 2 2025-08-15 Fixed 0 N N N N N WIX.COM LTD ILS XXXX N N N STMICROELECTRONICS NV 213800Z8NOHIKRI42W10 N83574AG3 400000 PA USD 443558.42 0.038242180789 Long DBT CORP CH N 2 2027-08-04 Fixed 0 N N N N N STMICROELECTRONICS NV CHF XXXX N N N MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 N/A 58552FAD8 3851000 PA USD 3839928.38 0.331066278318 Long ABS-CBDO CORP US N 2 2024-10-22 Floating 7.444 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2022-A N/A 17330VAA4 182983.79 PA USD 186313.18 0.016063323323 Long ABS-CBDO CORP US N 2 2062-09-25 Variable 6.17 N N N N N N MELLO WAREHOUSE SECURITIZATION TRUST 2021-3 N/A 58552FAE6 4649000 PA USD 4631622.04 0.399323560134 Long ABS-CBDO CORP US N 2 2024-10-22 Floating 8.694 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA2 5493000ITBJ4KEFYWF83 35565LBE5 500000 PA USD 584498 0.050393538211 Long ABS-CBDO CORP US N 2 2050-03-25 Floating 13.035 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 N/A 20754RAJ5 185000 PA USD 195406.25 0.016847298581 Long ABS-CBDO CORP US N 2 2041-10-25 Floating 11.32 N N N N N N ALTERNATIVE LOAN TRUST 2005-65CB N/A 12668AY90 319104.27 PA USD 204641.79 0.017643557145 Long ABS-CBDO CORP US N 2 2035-12-25 Floating 5.5 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAF8 1471000 PA USD 1549146.88 0.133562462988 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 9.82 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 N/A 20754BAB7 3600000 PA USD 3701250 0.319109874290 Long ABS-CBDO CORP US N 2 2042-01-25 Floating 8.32 N N N N N N FREDDIE MAC STACR REMIC TRUST 2022-HQA1 5493000IRODEKU3J3Q16 35564KUL1 4969000 PA USD 5754723.13 0.496153724982 Long ABS-CBDO CORP US N 2 2042-03-25 Floating 16.32 N N N N N N NEWREZ WAREHOUSE SECURITIZATION TRUST 2021-1 N/A 65246PAF8 1395333.34 PA USD 1395133.81 0.120283951294 Long ABS-CBDO CORP US N 2 2024-05-07 Floating 10.694 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3 N/A 35563PCF4 538000 PA USD 509072.92 0.043890630329 Long ABS-CBDO CORP US N 2 2056-07-25 Variable 4.75 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBE7 239000 PA USD 251229.89 0.021660233331 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 9.085 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1 N/A 20753VBT4 1645000 PA USD 1771073.62 0.152696272945 Long ABS-CBDO CORP US N 2 2040-02-25 Floating 12.185 N N N N N N COLT 2020-2 MORTGAGE LOAN TRUST N/A 19688JAC1 410000 PA USD 383722.36 0.033083308088 Long ABS-CBDO CORP US N 2 2065-03-25 Variable 3.698 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA3 5493000ITGOA1OPGRQ72 35565WBE1 239000 PA USD 311895 0.026890584057 Long ABS-CBDO CORP US N 2 2050-06-25 Floating 14.785 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-HQA3 5493000ITAM9GTFUKP51 35565MBE3 3318000 PA USD 4362964.29 0.376160752750 Long ABS-CBDO CORP US N 2 2050-07-25 Floating 15.435 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA4 5493000ITFTMJUMPDE35 35565XBE9 448000 PA USD 602560 0.051950785776 Long ABS-CBDO CORP US N 2 2050-08-25 Floating 15.435 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA5 5493000ITF7RKPWPZQ19 35566ABD0 870000 PA USD 981468.75 0.084619079887 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 10.12 N N N N N N FREDDIE MAC STACR REMIC TRUST 2020-DNA5 5493000ITF7RKPWPZQ19 35566ABE8 256000 PA USD 343329.28 0.029600746607 Long ABS-CBDO CORP US N 2 2050-10-25 Floating 16.82 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR1 549300MHCI0CUXMJQS62 35564PAC2 1340000 PA USD 1582037.5 0.136398186490 Long ABS-CBDO CORP US N 2 2048-01-25 Floating 13.785 N N N N N N BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2 N/A 07401AAX5 3364172.59 PA USD 2859634.17 0.246548463493 Long ABS-CBDO CORP US N 2 2046-09-25 Floating 5.904 N N N N N N CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4 5493000OPBL8EFF3O717 16678XAB0 1773327.46 PA USD 1320977.16 0.113890403369 Long ABS-CBDO CORP US N 2 2047-11-25 Floating 5.624 N N N N N N GSR MORTGAGE LOAN TRUST 2007-OA1 N/A 3622NAAE0 3763980.4 PA USD 2078081.53 0.179165507815 Long ABS-CBDO CORP US N 2 2037-05-25 Floating 5.754 N N N N N N HARBORVIEW MORTGAGE LOAN TRUST 2005-2 N/A 41161PLQ4 10387307.53 PA USD 3242442.71 0.279552984960 Long ABS-CBDO CORP US N 2 2035-05-19 Floating 5.961 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAK8 18210.69 PA USD 18291.18 0.001577006728 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 7.885 N N N N N N MORGAN STANLEY RE-REMIC TRUST 2010-R4 N/A 61759FAU5 122490.29 PA USD 104958.92 0.009049220606 Long ABS-CBDO CORP US N 2 2037-02-26 Floating 3.409 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 N/A 20753MAE8 292216.06 PA USD 309873.86 0.026716327865 Long ABS-CBDO CORP US N 2 2031-09-25 Floating 9.535 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKR9 2714000 PA USD 2519313.11 0.217207075941 Long ABS-CBDO CORP US N 2 2058-08-25 Variable 4.75 N N N N N N OAKTOWN RE III LTD 2549008N2FD0KB1Y5E03 67400KAD2 317000 PA USD 317183.96 0.027346581183 Long ABS-CBDO CORP BM N 2 2029-07-25 Floating 8.935 N N N N N N OAKTOWN RE III LTD 2549008N2FD0KB1Y5E03 67400KAE0 383000 PA USD 383221.03 0.033040085028 Long ABS-CBDO CORP BM N 2 2029-07-25 Floating 9.785 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2019-R01 N/A 20754FAL6 163000 PA USD 175326.88 0.015116119861 Long ABS-CBDO CORP US N 2 2031-07-25 Floating 9.785 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA1 5493007222WHFWMBOC78 35563KBE9 111000 PA USD 140107.52 0.012079619884 Long ABS-CBDO CORP US N 2 2049-01-25 Floating 16.185 N N N N N N FREDDIE MAC STACR TRUST 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LBE6 242000 PA USD 292102.47 0.025184135760 Long ABS-CBDO CORP US N 2 2049-03-25 Floating 15.935 N N N N N N FREDDIE MAC STACR TRUST 2018-DNA3 549300BL200YC56BUV20 35563WBE3 408000 PA USD 479526.4 0.041343224376 Long ABS-CBDO CORP US N 2 2048-09-25 Floating 13.185 N N N N N N FREDDIE MAC STACR TRUST 2018-HQA2 5493005RUXPCBST1N217 35563XBE1 2017000 PA USD 2572463.85 0.221789561848 Long ABS-CBDO CORP US N 2 2048-10-25 Floating 16.435 N N N N N N FREDDIE MAC STACR TRUST 2019-HQA1 54930047IR7X5WWFY307 35563MBE5 841000 PA USD 1056865.78 0.091119569388 Long ABS-CBDO CORP US N 2 2049-02-25 Floating 17.685 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDY7 415817.06 PA USD 475214.7 0.040971483466 Long ABS-CBDO CORP US N 2 2029-04-25 Floating 14.685 N N N N N N FREDDIE MAC STACR TRUST 2019-FTR3 5493009ZFZYH4FRCW638 35565EAE2 468000 PA USD 490815 0.042316491172 Long ABS-CBDO CORP US N 2 2047-09-25 Floating 10.236 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2 N/A 35563PBH1 105556.88 PA USD 103785.82 0.008948079696 Long ABS-CBDO CORP US N 2 2056-08-25 Variable 4 N N N N N N CONNECTICUT AVENUE SECURITIES TRUST 2020-R02 N/A 20754WAC9 126000 PA USD 129460.06 0.011161630117 Long ABS-CBDO CORP US N 2 2040-01-25 Floating 8.435 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAC7 3417908.18 PA USD 3093967.39 0.266751920265 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 5.824 N N N N N N ALTERNATIVE LOAN TRUST 2005-38 N/A 12667GZ30 440801.04 PA USD 385515.69 0.033237923235 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 6.144 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAD5 7061930.33 PA USD 6065954.52 0.522987094719 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 5.824 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA10 N/A 02146QAA1 2066503.02 PA USD 1771839.73 0.152762324486 Long ABS-CBDO CORP US N 2 2046-08-25 Floating 6.049 N N N N N N ALTERNATIVE LOAN TRUST 2005-59 N/A 12668AEV3 429449.56 PA USD 386387.75 0.033313109444 Long ABS-CBDO CORP US N 2 2035-11-20 Floating 6.103 N N N N N N WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST N/A 92922F4V7 77723.84 PA USD 73537.46 0.006340163355 Long ABS-CBDO CORP US N 2 2045-10-25 Floating 6.424 N N N N N N BCAP LLC 2011-RR3 TRUST N/A 05533WAU8 4455615 PA USD 3022846.94 0.260620143741 Long ABS-CBDO CORP US N 2 2036-11-27 Variable 5.865 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-DNA2 N/A 3137G0FZ7 6890401.8 PA USD 7274037.33 0.627144110222 Long ABS-CBDO CORP US N 2 2027-12-25 Floating 12.985 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAB2 209834.58 PA USD 175849.02 0.015161137093 Long ABS-CBDO CORP US N 2 2046-06-25 Floating 6.029 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-DNA3 N/A 3137G0GZ6 4546171.33 PA USD 4977251.57 0.429122626900 Long ABS-CBDO CORP US N 2 2028-04-25 Floating 14.785 N N N N N N FREDDIE MAC STACR DEBT NOTES 2015-HQA2 N/A 3137G0HM4 6311213.98 PA USD 6950907.9 0.599284929732 Long ABS-CBDO CORP US N 2 2028-05-25 Floating 15.935 N N N N N N FREDDIE MAC STACR DEBT NOTES 2016-DNA1 N/A 3137G0HZ5 2079418.21 PA USD 2317009.83 0.199765137610 Long ABS-CBDO CORP US N 2 2028-07-25 Floating 15.435 N N N N N N ALTERNATIVE LOAN TRUST 2006-OA7 N/A 02146BAA4 1920031.85 PA USD 1705188.16 0.147015840427 Long ABS-CBDO CORP US N 2 2046-06-25 Variable 3.522 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBQ6 4966733.65 PA USD 5722129.14 0.493343575964 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 17.185 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCH5 9341128.42 PA USD 10931211.73 0.942453927997 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 17.685 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCR3 7663349.5 PA USD 8895941.03 0.766979432294 Long ABS-CBDO CORP US N 2 2028-10-25 Floating 17.185 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDB7 148187.79 PA USD 168974.77 0.014568461361 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 15.685 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XDN1 443823.05 PA USD 509093.53 0.043892407257 Long ABS-CBDO CORP US N 2 2029-01-25 Floating 16.185 N N N N N N BEAR STEARNS ALT-A TRUST 2005-8 N/A 07386HWZ0 40989.54 PA USD 34041.12 0.002934915913 Long ABS-CBDO CORP US N 2 2035-10-25 Variable 5.292 N N N N N N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1 N/A 026932AC7 2725628.42 PA USD 1555553.48 0.134114819440 Long ABS-CBDO CORP US N 2 2047-05-25 Floating 5.634 N N N N N N OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP N/A 69007TAB0 1485000 PA USD 1429253.54 0.123225644708 Long DBT CORP US N 2 2027-08-15 Fixed 5 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAA2 1450000 PA USD 1424173.91 0.122787695343 Long DBT CORP US N 2 2027-07-15 Fixed 5.5 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CM5 1060000 PA USD 976370.56 0.084179530338 Long DBT CORP US N 2 2027-02-01 Fixed 2.7 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 3045000 PA USD 2851477.95 0.245845260430 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N LIGHT AND WONDER INTERNATIONAL INC RLTHESQ0RNFQJWPBJN60 80874YBE9 3115000 PA USD 3197756.21 0.275700258611 Long DBT CORP US N 2 2029-11-15 Fixed 7.25 N N N N N N STANDARD INDUSTRIES INC/NJ 54930064UHXCIUWVI755 N/A 1474000 PA 1487464.43 0.128244400478 Long DBT CORP US N 2 2026-11-21 Fixed 2.25 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAH2 1515000 PA USD 1468685.43 0.126625335479 Long DBT CORP US N 2 2027-01-15 Fixed 3.875 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 03674XAS5 1425000 PA USD 1368541.78 0.117991271969 Long DBT CORP US N 2 2030-03-01 Fixed 5.375 N N N N N N CONSTELLIUM SE 724500KRJEMC79KAAU28 N/A 980000 PA 977142.19 0.084246057795 Long DBT CORP FR N 2 2029-07-15 Fixed 3.125 N N N N N N GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 36168QAN4 1542000 PA USD 1450158.17 0.125027974692 Long DBT CORP CA N 2 2029-06-15 Fixed 4.75 N N N N N N CINEMARK USA INC 54930008H2137JSCPQ09 172441BF3 1570000 PA USD 1486244.9 0.128139256522 Long DBT CORP US N 2 2028-07-15 Fixed 5.25 N N N N N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 78454LAW0 1425000 PA USD 1431106.13 0.123385369062 Long DBT CORP US N 2 2028-07-15 Fixed 6.5 N N N N N N PENN ENTERTAINMENT INC N/A 707569AV1 1670000 PA USD 1436117.27 0.123817413440 Long DBT CORP US N 2 2029-07-01 Fixed 4.125 N N N N N N MASONITE INTERNATIONAL CORP 549300H0H07ZFT4JYM32 575385AE9 1625000 PA USD 1437671.95 0.123951452951 Long DBT CORP US N 2 2030-02-15 Fixed 3.5 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 S25221CQ3 240000 PA USD 220500 0.019010801022 Long DBT CORP ZA N 2 2027-07-23 Fixed 4.314 N N N N N N MCGRAW-HILL EDUCATION INC 254900U6YJ9QZ4IQOR26 57767XAA8 2155000 PA USD 2029918.2 0.175013020364 Long DBT CORP US N 2 2028-08-01 Fixed 5.75 N N N N N N HESS MIDSTREAM OPERATIONS LP N/A 428102AE7 1560000 PA USD 1433495.59 0.123591380620 Long DBT CORP US N 2 2030-02-15 Fixed 4.25 N N N N N N RESIDEO FUNDING INC 5493000IFJ6XJKH66598 76119LAB7 1625000 PA USD 1452963.78 0.125269865366 Long DBT CORP US N 2 2029-09-01 Fixed 4 N N N N N N SOUTHWESTERN ENERGY CO EFWMP121W54QV9MGOP87 845467AR0 1475000 PA USD 1432570.15 0.123511592159 Long DBT CORP US N 2 2029-02-01 Fixed 5.375 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAL6 1035000 PA USD 973931.58 0.083969249324 Long DBT CORP US N 2 2029-10-01 Fixed 4.875 N N N N N N ROLLER BEARING CO OF AMERICA INC 254900U9XW6S76H2P167 775631AD6 523000 PA USD 478868.94 0.041286540289 Long DBT CORP US N 2 2029-10-15 Fixed 4.375 N N N N N N ROCKCLIFF ENERGY II LLC 5493007AZNVKZ5HEMT23 77289KAA3 1499000 PA USD 1402794.93 0.120944468428 Long DBT CORP US N 2 2029-10-15 Fixed 5.5 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV 549300HSQCIKJAOYIT23 N8539TAL8 930000 PA 963267.43 0.083049820600 Long DBT CORP NL N 2 2030-05-09 Fixed 4.375 N N N N N N KONTOOR BRANDS INC 549300M0CPXV65RFF271 50050NAA1 1610000 PA USD 1446987.5 0.124754609720 Long DBT CORP US N 2 2029-11-15 Fixed 4.125 N N N N N N STILLWATER MINING CO 6354007DPCY4ZN2MRR73 U85969AF7 270000 PA USD 212289.12 0.018302885349 Long DBT CORP US N 2 2029-11-16 Fixed 4.5 N N N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 G4701HAA7 2610000 PA USD 2283750 0.196897582008 Long DBT CORP NG N 2 2028-11-29 Fixed 6.25 N N N N N N JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL N/A 46590XAN6 815000 PA USD 721641.51 0.062217610682 Long DBT CORP LU N 2 2029-02-02 Fixed 3 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 1450000 PA USD 1418282.99 0.122279799161 Long DBT CORP US N 2 2030-06-15 Fixed 5.875 N N N N N N BUILDERS FIRSTSOURCE INC 549300W0SKP6L3H7DP63 12008RAR8 1375000 PA USD 1395330.75 0.120300930827 Long DBT CORP US N 2 2032-06-15 Fixed 6.375 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AN9 1800000 PA USD 1757459.52 0.151522509017 Long DBT CORP CO N 2 2030-04-29 Fixed 6.875 N N N N N N HTA GROUP LTD/MAURITIUS 213800WEFU8O8X6EPU13 V4256BAB0 1755000 PA USD 1746225 0.150553904825 Long DBT CORP MU N 2 2025-12-18 Fixed 7 N N N N N N BOISE CASCADE CO 549300Z8B8LSRHC7XA55 09739DAD2 1470000 PA USD 1363770.16 0.117579878236 Long DBT CORP US N 2 2030-07-01 Fixed 4.875 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAT8 1365000 PA USD 1352937.2 0.116645895255 Long DBT CORP US N 2 2025-08-11 Fixed 5.25 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397A86 940000 PA USD 891986.41 0.076904200247 Long DBT CORP US N 2 2027-08-17 Fixed 4.125 N N N N N N ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC N/A 013092AG6 1583000 PA USD 1420876.74 0.122503423947 Long DBT CORP US N 2 2029-03-15 Fixed 3.5 N N N N N N INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC N/A 45827MAA5 750000 PA USD 711309.3 0.061326800758 Long DBT CORP CA N 2 2028-09-15 Fixed 6 N N N N N N HUDBAY MINERALS INC 549300WI524AL577IX21 443628AH5 1435000 PA USD 1418506.98 0.122299110859 Long DBT CORP CA N 2 2029-04-01 Fixed 6.125 N N N N N N REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REY N/A 76174LAA1 1530000 PA USD 1427239.08 0.123051964445 Long DBT CORP US N 2 2027-10-15 Fixed 4 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDC3 2220000 PA USD 1957848.19 0.168799375830 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N ARCHES BUYER INC 2549009ADY4208OH2Y47 039524AA1 1600000 PA USD 1408134.88 0.121404861747 Long DBT CORP US N 2 2028-06-01 Fixed 4.25 N N N N N N VERISURE MIDHOLDING AB 549300496LYEZ55X1M49 W9821JAH4 3240000 PA 3386589.68 0.291980873234 Long DBT CORP SE N 2 2029-02-15 Fixed 5.25 N N N N N N US FOODS INC 5493000JOOFAOUY1JZ87 90290MAD3 1485000 PA USD 1409642.78 0.121534868036 Long DBT CORP US N 2 2029-02-15 Fixed 4.75 N N N N N N TWILIO INC 5493004W8TRGD63APX93 90138FAC6 1595000 PA USD 1434580.01 0.123684875825 Long DBT CORP US N 2 2029-03-15 Fixed 3.625 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AG2 50000 PA USD 45500 0.003922863703 Long DBT CORP US N 2 2029-03-15 Fixed 3.75 N N N N N N CHARLES RIVER LABORATORIES INTERNATIONAL INC 549300BSQ0R4UZ5KX287 159864AJ6 1563000 PA USD 1391070 0.119933582662 Long DBT CORP US N 2 2031-03-15 Fixed 4 N N N N N N MATTEL INC 549300VELLG24KHTJ564 577081BF8 1550000 PA USD 1426900.71 0.123022791271 Long DBT CORP US N 2 2029-04-01 Fixed 3.75 N N N N N N VIA CELERE DESARROLLOS INMOBILIARIOS SA 9598003HCBBUMJ9HTD63 E96858AG5 246000 PA 260691.59 0.022475990682 Long DBT CORP ES N 2 2026-04-01 Fixed 5.25 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NAV1 138000 PA USD 136498.37 0.011768450575 Long DBT CORP NL N 2 2025-01-27 Fixed 5.299 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RGL0 3000000 PA USD 2908491.82 0.250760812983 Long DBT CORP US N 2 2028-02-15 Fixed 4.1 N N N N N N ELANCO ANIMAL HEALTH INC 549300SHPNDCE059M934 28414HAG8 1385000 PA USD 1404376.15 0.121080796132 Long DBT CORP US N 2 2028-08-28 Fixed 6.65 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 S25221AV4 230000 PA USD 220225 0.018987091406 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35 N N N N N N PERMIAN RESOURCES OPERATING LLC 5493004CTVUMQLRPOE23 15138AAC4 2828000 PA USD 2829063.33 0.243912743963 Long DBT CORP US N 2 2027-04-01 Fixed 6.875 N N N N N N CLARIOS GLOBAL LP / CLARIOS US FINANCE CO N/A N/A 1265000 PA 1354318.47 0.116764983913 Long DBT CORP US N 2 2026-05-15 Fixed 4.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174HBC0 1630000 PA USD 1390531.69 0.119887171305 Long DBT CORP US N 2 2026-05-01 Fixed 6.375 N N N N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC N/A 18453HAF3 1230000 PA USD 1223850 0.105516411928 Long DBT CORP US N 2 2030-04-01 Fixed 7.875 N N N N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 N/A 420000 PA 451395.12 0.038917835866 Long DBT CORP GB N 2 2030-07-31 Fixed 7.25 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBE2 3025000 PA USD 3111936.2 0.268301133288 Long DBT CORP US N 2 2027-01-15 Fixed 7 N N N N N N ATI INC ZW1LRE7C3H17O2ZN9B45 01741RAN2 455000 PA USD 470298.47 0.040547621923 Long DBT CORP US N 2 2030-08-15 Fixed 7.25 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BS5 625000 PA USD 637121.88 0.054930599942 Long DBT CORP US N 2 2030-12-15 Fixed 6.875 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 842587DS3 1775000 PA USD 1808737.9 0.155943566063 Long DBT CORP US N 2 2029-03-15 Fixed 5.5 N N N N N N BANIJAY ENTERTAINMENT SASU 969500CE0IE2EZ5VBG13 060335AB2 1205000 PA USD 1242824.95 0.107152371107 Long DBT CORP FR N 2 2029-05-01 Fixed 8.125 N N N N N N AEGEA FINANCE SARL 213800V6WTKUT1XWIZ47 00775CAC0 1245000 PA USD 1318143.75 0.113646115869 Long DBT CORP LU N 2 2031-01-20 Fixed 9 N N N N N N ENERGO-PRO AS 315700IQCL9IX158RO36 N/A 960000 PA USD 1048770.34 0.090421606581 Long DBT CORP CZ N 2 2028-11-02 Fixed 11 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDP4 170000 PA USD 169302.93 0.014596754261 Long DBT CORP MX N 2 2033-02-07 Fixed 10 N N N N N N SMYRNA READY MIX CONCRETE LLC 549300S7RFWHQFOIOY93 83283WAE3 1335000 PA USD 1421775 0.122580869036 Long DBT CORP US N 2 2031-11-15 Fixed 8.875 N N N N N N MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS 635400DAFN6NT43HM530 590454AC8 500000 PA USD 516875 0.044563300581 Long DBT CORP TR N 2 2028-11-15 Fixed 8.25 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 06418JAA9 1920000 PA USD 1929774.55 0.166378956855 Long DBT CORP CA N 2 2026-12-07 Fixed 5.35 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 89115A2V3 985000 PA USD 991394.31 0.085474829756 Long DBT CORP CA N 2 2026-12-11 Fixed 5.264 N N N N N N PROTECTIVE LIFE GLOBAL FUNDING 635400EVYITCJYWL2I50 74368CBV5 1765000 PA USD 1796632.33 0.154899862742 Long DBT CORP US N 2 2028-12-08 Fixed 5.467 N N N N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608AQ5 1110000 PA USD 1103927.72 0.095177098535 Long DBT CORP US N 2 2029-01-15 Fixed 5 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397D83 650000 PA USD 652403.76 0.056248154499 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 494553AD2 1605000 PA USD 1598399.44 0.137808860349 Long DBT CORP US N 2 2029-02-01 Fixed 5 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BV8 405000 PA USD 409167.86 0.035277137283 Long DBT CORP US N 2 2032-03-01 Fixed 6.625 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KV2 1340000 PA USD 1341610.11 0.115669309976 Long DBT CORP US N 2 2027-02-23 Fixed 5.004 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BU5 145000 PA USD 146154.2 0.012600945191 Long DBT CORP US N 2 2032-03-15 Fixed 6.25 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AX0 1427000 PA USD 1411076.54 0.121658482213 Long DBT CORP US N 2 2030-06-30 Fixed 7.375 N N N N N N ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 29336TAD2 1385000 PA USD 1424924.01 0.122852366553 Long DBT CORP US N 2 2030-09-01 Fixed 6.5 N N N N N N CLOUD SOFTWARE GROUP INC 04EEB871XLHVNY4RZJ65 88632QAE3 500000 PA USD 474480.75 0.040908204657 Long DBT CORP US N 2 2029-03-31 Fixed 6.5 N N N N N N ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 780153BR2 1350000 PA USD 1447962.76 0.124838693501 Long DBT CORP US N 2 2029-01-15 Fixed 9.25 N N N N N N CARNIVAL HOLDINGS BERMUDA LTD N/A 14366RAA7 1686000 PA USD 1839188.28 0.158568899919 Long DBT CORP BM N 2 2028-05-01 Fixed 10.375 N N N N N N NEPTUNE BIDCO US INC 549300VG15T3VCYZ4531 640695AA0 725000 PA USD 685540.93 0.059105134750 Long DBT CORP US N 2 2029-04-15 Fixed 9.29 N N N N N N SPIRIT AEROSYSTEMS INC ZD2NBKV6GCC3UMGBM518 85205TAN0 608000 PA USD 663198.5 0.057178842274 Long DBT CORP US N 2 2029-11-30 Fixed 9.375 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAT9 3475000 PA USD 3528602.95 0.304224800756 Long DBT CORP US N 2 2027-12-15 Fixed 5.85 N N N N N N CREDIT SUISSE AG/NEW YORK NY 549300D0YARF5HYP1809 22550L2M2 585000 PA USD 630798.36 0.054385406379 Long DBT CORP US N 2 2028-02-15 Fixed 7.5 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AS8 1185000 PA USD 1253412.42 0.108065188728 Long DBT CORP CO N 2 2033-01-13 Fixed 8.875 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 12769GAB6 1659000 PA USD 1702938.62 0.146821892321 Long DBT CORP US N 2 2030-02-15 Fixed 7 N N N N N N WR GRACE HOLDINGS LLC 549300WNOVFRGYOAEB12 92943GAE1 1410000 PA USD 1424100 0.122781323061 Long DBT CORP US N 2 2031-03-01 Fixed 7.375 N N N N N N WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP N/A 983133AC3 440000 PA USD 455400 0.039263123742 Long DBT CORP US N 2 2031-02-15 Fixed 7.125 N N N N N N TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV 5493004T21MOAFINJP35 88167AAR2 1873000 PA USD 2053276.25 0.177026876331 Long DBT CORP NL N 2 2031-09-15 Fixed 8.125 N N N N N N RITCHIE BROS HOLDINGS INC N/A 76774LAC1 1309000 PA USD 1364632.5 0.117654226417 Long DBT CORP US N 2 2031-03-15 Fixed 7.75 N N N N N N AIR FRANCE-KLM 969500AQW31GYO8JZD66 F01699BS9 1200000 PA 1457923.24 0.125697454060 Long DBT CORP FR N 2 2028-05-31 Fixed 8.125 N N N N N N DIAMOND II LTD 254900KL4GQ2XC50XL44 25276VAA3 1700000 PA USD 1725500 0.148767061962 Long DBT CORP MU N 2 2026-07-28 Fixed 7.95 N N N N N N BENTELER INTERNATIONAL AG 529900ZAFSOBVFCKF263 08263DAA4 2980000 PA USD 3207225 0.276516627240 Long DBT CORP AT N 2 2028-05-15 Fixed 10.5 N N N N N N LOXAM SAS 969500BNA2YRNE1R5K91 F5837PAW6 1330000 PA 1489266.31 0.128399752778 Long DBT CORP FR N 2 2028-05-15 Fixed 6.375 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDT4 3140000 PA USD 3197242.2 0.275655942322 Long DBT CORP US N 2 2031-05-15 Fixed 6.75 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAB8 1330000 PA USD 1351990.15 0.116564243650 Long DBT CORP US N 2 2028-05-15 Fixed 5.65 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAB7 3080000 PA USD 3176308.52 0.273851107740 Long DBT CORP US N 2 2031-06-01 Fixed 8.375 N N N N N N OLYMPUS WATER US HOLDING CORP 549300YU2GGVCBN3MY89 25259KAA8 1875000 PA USD 1997281.22 0.172199164886 Long DBT CORP US N 2 2028-11-15 Fixed 9.75 N N N N N N CIVITAS RESOURCES INC IIVIHPH28S64K95M2381 17888HAB9 3000000 PA USD 3210180 0.276771397838 Long DBT CORP US N 2 2031-07-01 Fixed 8.75 N N N N N N PETROBRAS GLOBAL FINANCE BV 549300FNENFFSMO3GT38 71647NBK4 771000 PA USD 783499.45 0.067550803376 Long DBT CORP NL N 2 2033-07-03 Fixed 6.5 N N N N N N AVIS BUDGET FINANCE PLC 549300W3BJJPGKCIOI13 N/A 1210000 PA 1300447.83 0.112120430544 Long DBT CORP GB N 2 2030-07-31 Fixed 7.25 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABV6 6100000 PA USD 5641466.66 0.486389116295 Long DBT CORP US N 2 2029-04-15 Fixed 3.375 N N N N N N VM CONSOLIDATED INC 549300GCTGJLEBXJUK89 91835HAA0 1491000 PA USD 1429400.38 0.123238304781 Long DBT CORP US N 2 2029-04-15 Fixed 5.5 N N N N N N NCR VOYIX CORP 549300YKTY8JX1DV2R67 62886EBA5 1545000 PA USD 1432914.73 0.123541300739 Long DBT CORP US N 2 2029-04-15 Fixed 5.125 N N N N N N IMOLA MERGER CORP N/A 45258LAA5 1576000 PA USD 1477737.5 0.127405775848 Long DBT CORP US N 2 2029-05-15 Fixed 4.75 N N N N N N ORGANON AND CO / ORGANON FOREIGN DEBT CO-ISSUER BV N/A 68622TAA9 1510000 PA USD 1407156.17 0.121320480518 Long DBT CORP US N 2 2028-04-30 Fixed 4.125 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAA7 1565000 PA USD 1431117.7 0.123386366590 Long DBT CORP US N 2 2029-05-15 Fixed 3.875 N N N N N N DUFRY ONE BV 7245003K5MN9U7XW0808 N/A 1345000 PA 1396841.78 0.120431206975 Long DBT CORP NL N 2 2028-04-15 Fixed 3.375 N N N N N N ENCINO ACQUISITION PARTNERS HOLDINGS LLC 549300BUKUEKT2UE4T49 29254BAA5 1000000 PA USD 1010870 0.087153961128 Long DBT CORP US N 2 2028-05-01 Fixed 8.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAH5 1560000 PA USD 1445160.13 0.124597059754 Long DBT CORP US N 2 2029-05-01 Fixed 4.375 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CG7 1625000 PA USD 1439678.99 0.124124493487 Long DBT CORP US N 2 2031-05-15 Fixed 4 N N N N N N GREAT LAKES DREDGE AND DOCK CORP 549300H65E3MZ1CX0P05 390607AF6 3108000 PA USD 2765163.36 0.238403494009 Long DBT CORP US N 2 2029-06-01 Fixed 5.25 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 620000 PA USD 497242.67 0.042870664212 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Y6886MAE0 1980000 PA USD 1649181.5 0.142187126281 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48 N N N N N N ARCELORMITTAL SA 2EULGUTUI56JI9SAL165 03938LAP9 1035000 PA USD 1123443.86 0.096859717376 Long DBT CORP LU N 2 2039-10-15 Fixed 7 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 N/A 890000 PA USD 897789.4 0.077404515386 Long DBT CORP ID N 2 2042-05-03 Fixed 6 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 126307AQ0 1565000 PA USD 1400226.66 0.120723040445 Long DBT CORP US N 2 2027-04-15 Fixed 5.5 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BV2 1545000 PA USD 1419773.27 0.122408286312 Long DBT CORP US N 2 2031-06-15 Fixed 4.75 N N N N N N CROCS INC 549300B0J6YCXD63OG72 227046AB5 1695000 PA USD 1468600.38 0.126618002741 Long DBT CORP US N 2 2031-08-15 Fixed 4.125 N N N N N N STATION CASINOS LLC 5493004E7Q60TX54WL62 857691AH2 1650000 PA USD 1483011.92 0.127860519382 Long DBT CORP US N 2 2031-12-01 Fixed 4.625 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 546000 PA USD 454076.86 0.039149046866 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AR4 1536000 PA USD 1383979.47 0.119322259964 Long DBT CORP US N 2 2032-03-15 Fixed 4.375 N N N N N N CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP N/A 1248EPCQ4 3840000 PA USD 3133914.24 0.270196009230 Long DBT CORP US N 2 2032-02-01 Fixed 4.75 N N N N N N PETRONAS CAPITAL LTD 549300G7YFX3540OYR85 Y68856AV8 876000 PA USD 776370.77 0.066936191508 Long DBT CORP MY N 2 2050-04-21 Fixed 4.55 N N N N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 69331CAJ7 1560000 PA USD 1482365.21 0.127804762125 Long DBT CORP US N 2 2030-07-01 Fixed 5.25 N N N N N N TAYLOR MORRISON COMMUNITIES INC 549300O1Z08HI2MRK572 87724RAJ1 3416000 PA USD 3262177.52 0.281254456824 Long DBT CORP US N 2 2030-08-01 Fixed 5.125 N N N N N N VMED O2 UK FINANCING I PLC 213800MRR46ECNGZ7L69 N/A 1490000 PA 1417449.32 0.122207922815 Long DBT CORP GB N 2 2031-01-31 Fixed 3.25 N N N N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AW4 3189000 PA USD 3257560.31 0.280856375824 Long DBT CORP US N 2 2030-10-01 Fixed 6.625 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 P7808BAA5 710000 PA USD 559009.13 0.048195969794 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75 N N N N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 U52799BC3 1004000 PA 1063137.57 0.091660302956 Long DBT CORP US N 2 2027-03-15 Fixed 3.375 N N N N N N ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC N/A 29260FAE0 1429000 PA USD 1440583.47 0.124202474843 Long DBT CORP US N 2 2028-01-30 Fixed 5.75 N N N N N N ARAMARK SERVICES INC 42YMHYH0XMHJEXDUB065 038522AQ1 1481000 PA USD 1429422.11 0.123240178272 Long DBT CORP US N 2 2028-02-01 Fixed 5 N N N N N N KAZMUNAYGAS NATIONAL CO JSC 2138001H1M69RFJCSH88 Y44709AF3 450000 PA USD 441562.5 0.038070098984 Long DBT CORP KZ N 2 2030-04-24 Fixed 5.375 N N N N N N KAZMUNAYGAS NATIONAL CO JSC 2138001H1M69RFJCSH88 Y44709AG1 980000 PA USD 916300 0.079000439801 Long DBT CORP KZ N 2 2048-10-24 Fixed 6.375 N N N N N N DRESDNER FUNDING TRUST I 549300ZEO4BKB37E3J03 26156FAA1 100000 PA USD 109443.94 0.009435904609 Long DBT CORP US N 2 2031-06-30 Fixed 8.151 N N N N N N PHARMACIA LLC N/A 71713UAW2 2870000 PA USD 3082534.32 0.265766197731 Long DBT CORP US N 2 2028-12-01 Fixed 6.6 N N N N N N BUFFALO ENERGY MEXICO HOLDINGS / BUFFALO ENERGY INFRASTRUCTURE / BUFFALO ENERGY N/A 11952AAA0 1200000 PA USD 1299205.2 0.112013294981 Long DBT CORP MX N 2 2039-02-15 Fixed 7.875 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 81180WBM2 1011000 PA USD 1151830.27 0.099307102374 Long DBT CORP KY N 2 2032-12-01 Fixed 9.625 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBE2 1160000 PA USD 962797.09 0.083009269397 Long DBT CORP US N 2 2052-03-15 Fixed 5.141 N N N N N N MATCH GROUP HOLDINGS II LLC 5493003RFFE030RC9167 57665RAL0 1607000 PA USD 1429817.32 0.123274252007 Long DBT CORP US N 2 2030-08-01 Fixed 4.125 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 80937.22 0.006978146869 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 81389.24 GBP 80937.22 USD 2024-06-20 452.02 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 121128.46 0.010443306354 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 121128.46 USD 124177.35 TWD 2024-05-16 -3048.89 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 6062905.89 0.522724251643 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 6106819.63 EUR 6062905.89 USD 2024-06-20 43913.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 2964475.84 0.255587575181 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2964475.84 USD 3024780.26 CHF 2024-06-20 -60304.42 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 1393512.73 0.120144186989 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 1403003.73 EUR 1393512.73 USD 2024-06-20 9491.00 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 95130.3 0.008201828591 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 95778.21 EUR 95130.3 USD 2024-06-20 647.91 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 643225.83 0.055456862885 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 643225.83 USD 656182.5 CHF 2024-06-20 -12956.67 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 24270.57 0.002092530508 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 24756.43 CHF 24270.57 USD 2024-06-20 485.86 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 6888450.73 0.593900073354 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 6935252.33 EUR 6888450.73 USD 2024-06-20 46801.6 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 1123922.78 0.096901008318 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 1131596.33 EUR 1123922.78 USD 2024-06-20 7673.55 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 3501530.81 0.301890727890 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 3525033.01 EUR 3501530.81 USD 2024-06-20 23502.2 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 467318.11 0.040290664866 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 470454.74 EUR 467318.11 USD 2024-06-20 3136.63 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1137234.52 0.098048703739 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 1145294.24 EUR 1137234.52 USD 2024-06-20 8059.72 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 238853.88 0.020593213542 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 240546.67 EUR 238853.88 USD 2024-06-20 1692.79 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 5925134.74 0.510846066067 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 5975656.47 EUR 5925134.74 USD 2024-06-20 50521.73 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 1422950.1 0.122682182379 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1422950.1 USD 1438464.6 EUR 2024-06-20 -15514.5 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 7138560.07 0.615463696467 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 7186536.59 EUR 7138560.07 USD 2024-06-20 47976.52 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 725436.15 0.062544772342 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 730368.94 EUR 725436.15 USD 2024-06-20 4932.79 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 2762345.56 0.238160552353 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 2777729.25 GBP 2762345.56 USD 2024-06-20 15383.69 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 1746526.66 0.150579912980 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 1756792.64 GBP 1746526.66 USD 2024-06-20 10265.98 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2490113.67 0.214689594111 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2503758.44 GBP 2490113.67 USD 2024-06-20 13644.77 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 89523.38 0.007718417977 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 90014 GBP 89523.38 USD 2024-06-20 490.62 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 103412.76 0.008915915662 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 103991.71 GBP 103412.76 USD 2024-06-20 578.95 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 125337.72 0.010806215217 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 129040.03 NOK 125337.72 USD 2024-06-20 3702.31 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 968169.78 0.083472485454 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 997274.64 NOK 968169.78 USD 2024-06-20 29104.86 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 719413.8 0.062025544689 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 740794.24 NOK 719413.8 USD 2024-06-20 21380.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1126009.31 0.097080902226 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1159225.11 NOK 1126009.31 USD 2024-06-20 33215.8 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 78495.26 0.006767608930 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 80843.57 NOK 78495.26 USD 2024-06-20 2348.31 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 1967770.89 0.169654879119 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2025683.89 NOK 1967770.89 USD 2024-06-20 57913.00 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 1435809.34 0.123790864706 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 1487049.83 SEK 1435809.34 USD 2024-06-20 51240.49 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 1453991.97 0.125358512601 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 1505651.17 SEK 1453991.97 USD 2024-06-20 51659.2 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 407337.82 0.035119357118 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 421737.35 SEK 407337.82 USD 2024-06-20 14399.53 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 128491.06 0.011078086053 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 132590.15 AUD 128491.06 USD 2024-04-17 4099.09 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 4325835.5 0.372959627857 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 4512311.41 NZD 4325835.5 USD 2024-04-17 186475.91 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 148644.96 0.012815690510 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 150905.21 CAD 148644.96 USD 2024-04-17 2260.25 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 345868.48 0.029819668267 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 360792.48 NZD 345868.48 USD 2024-04-17 14924.00 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 4495948.58 0.387626230646 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 4639666.96 AUD 4495948.58 USD 2024-04-17 143718.38 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 156295.03 0.013475254948 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 163020.75 NZD 156295.03 USD 2024-04-17 6725.72 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 1190840.31 0.102670422593 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 1228888.68 AUD 1190840.31 USD 2024-04-17 38048.37 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 6103032.14 0.526183807899 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 6269096.04 AUD 6103032.14 USD 2024-04-17 166063.9 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 15653.4 0.001349585817 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 16330.85 NZD 15653.4 USD 2024-04-17 677.45 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 98879.31 0.008525056179 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 103146.14 NZD 98879.31 USD 2024-04-17 4266.83 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 90093.68 0.007767587409 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 92969.49 AUD 90093.68 USD 2024-04-17 2875.81 N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 N/A 1 NC N/A 1178780.01 0.101630622305 N/A DFE CORP GB N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 1178780.01 USD 1189650.94 AUD 2024-04-17 -10870.93 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 129208.16 0.011139912109 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 129208.16 USD 133331.91 AUD 2024-04-17 -4123.75 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 530483.03 0.045736541173 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 553357.04 NZD 530483.03 USD 2024-04-17 22874.01 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 437590.69 0.037727662297 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 444335.47 CAD 437590.69 USD 2024-04-17 6744.78 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 104339.46 0.008995812756 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 105932.12 CAD 104339.46 USD 2024-04-17 1592.66 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 5494768.55 0.473741276932 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 5579616.69 CAD 5494768.55 USD 2024-04-17 84848.14 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 17352.99 0.001496119002 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 17619.1 CAD 17352.99 USD 2024-04-17 266.11 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 48588.37 0.004189133034 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 49329.96 CAD 48588.37 USD 2024-04-17 741.59 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 1017328.2 0.087710766366 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1032822.73 CAD 1017328.2 USD 2024-04-17 15494.53 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 1865882.98 0.160870431121 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 1865882.98 USD 1916970.19 JPY 2024-05-16 -51087.21 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 2345422.45 0.202214782351 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2345422.45 USD 2409139.43 JPY 2024-05-16 -63716.98 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 57484.85 0.004956158935 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 57484.85 USD 59103.39 JPY 2024-05-16 -1618.54 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 1 NC N/A 113155.87 0.009755935279 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 113155.87 USD 116341.89 JPY 2024-05-16 -3186.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 1966014.21 0.169503423818 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 1966014.21 USD 2020699.78 JPY 2024-05-16 -54685.57 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 367389.26 0.031675120723 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 367389.26 USD 375639.07 JPY 2024-05-16 -8249.81 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2551160.27 0.219952835678 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2551160.27 USD 2621163.44 JPY 2024-05-16 -70003.17 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 N/A 1 NC N/A 154059.56 0.013282519912 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 154059.56 USD 155211.47 SGD 2024-05-16 -1151.91 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 136677.57 0.011783900623 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 136677.57 USD 136959.43 HKD 2024-05-16 -281.86 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 1560613.05 0.134551039298 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1571918.41 EUR 1560613.05 USD 2024-06-20 11305.36 N N N INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 N/A 74788560 NC USD 5532857.67 0.477025198389 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE INC 5493004R83R1LVX2IL36 Y 2028-12-20 308195.91 USD 0 USD 74788560 USD 5349309.36 N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 02665JE63 2000000 PA USD 1987970.66 0.171396438340 Long STIV CORP US N 2 2024-05-06 Fixed 0 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650WD40 3975000 PA USD 3970803.08 0.342349874148 Long STIV CORP US N 2 2024-04-04 Fixed 0 N N N N N N AMERICAN HONDA FINANCE CORP B6Q2VFHD1797Q7NZ3E43 N/A 3000000 PA USD 2983356 0.257215361870 Long STIV CORP US N 2 2024-05-03 Fixed 0 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 59501QDK5 5000000 PA USD 4982905.2 0.429610064700 Long STIV CORP US N 2 2024-04-19 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626UD93 1835000 PA USD 1831623.99 0.157916731157 Long STIV CORP CA N 2 2024-04-09 Fixed 0 N N N N N N ENBRIDGE US INC 5493003FRODSVHJWFS32 N/A 2975000 PA USD 2956700.27 0.254917190537 Long STIV CORP US N 2 2024-05-06 Fixed 0 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 N/A 1850000 PA USD 1844539.37 0.159030253694 Long STIV CORP US N 2 2024-04-16 Fixed 0 N N N N N N ENBRIDGE US INC 5493003FRODSVHJWFS32 N/A 4450000 PA USD 4441071.43 0.382894899221 Long STIV CORP US N 2 2024-04-10 Fixed 0 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 N/A 10010000 PA USD 10000943.35 0.862249179386 Long STIV CORP US N 2 2024-04-03 Fixed 0 N N N N N N PROTECTIVE LIFE CORP 549300ZWIT8J8Y2EXL07 N/A 3440000 PA USD 3428883.09 0.295627275057 Long STIV CORP US N 2 2024-04-05 Fixed 0 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 34410WDB5 4325000 PA USD 4314797.11 0.372007933363 Long STIV CORP US N 2 2024-04-11 Fixed 0 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 N/A 3500000 PA USD 3470684 0.299231215114 Long STIV CORP US N 2 2024-05-21 Fixed 0 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 N/A 2970000 PA USD 2960348.9 0.255231763684 Long STIV CORP US N 2 2024-04-16 Fixed 0 N N N N N N VW CREDIT INC 549300UUPJ2NXDB68M19 91842JDP1 4750000 PA USD 4731003.85 0.407891940247 Long STIV CORP US N 2 2024-04-23 Fixed 0 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 N/A 3860000 PA USD 3856304.51 0.332478175592 Long STIV CORP US N 2 2024-04-03 Fixed 0 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92930VD42 2900000 PA USD 2896938.09 0.249764687532 Long STIV CORP US N 2 2024-04-04 Fixed 0 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273LD44 5675000 PA USD 5668655.01 0.488733208412 Long STIV CORP US N 2 2024-04-04 Fixed 0 N N N N N N PROTECTIVE LIFE CORP 549300ZWIT8J8Y2EXL07 N/A 3210000 PA USD 3199028.61 0.275809960848 Long STIV CORP US N 2 2024-04-19 Fixed 0 N N N N N N PLAINS ALL AMERICAN PIPELINE LP 5521FA2ITF25TVH63740 72650WD32 4190000 PA USD 4186209.06 0.360921485144 Long STIV CORP US N 2 2024-04-03 Fixed 0 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 34410WD17 7280000 PA USD 7275105.07 0.627236167332 Long STIV CORP US N 2 2024-04-01 Fixed 0 N N N N N N AVIATION CAPITAL GROUP LLC 549300ODEK8HY3445C77 05369BD14 11535000 PA USD 11527943.46 0.993902219073 Long STIV CORP US N 2 2024-04-01 Fixed 0 N N N N N N AUTONATION INC N/A 05330LD18 9780000 PA USD 9773643 0.842652074053 Long STIV CORP US N 2 2024-04-01 Fixed 0 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87613ED10 11590000 PA USD 11582643.13 0.998618248744 Long STIV CORP US N 2 2024-04-01 Fixed 0 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 N/A 3975000 PA USD 3972354.4 0.342483623970 Long STIV CORP US N 2 2024-04-01 Fixed 0 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 N/A 1500000 PA USD 1496775.84 0.129047200309 Long STIV CORP CA N 2 2024-04-11 Fixed 0 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HANZ5 4380036.14 PA USD 906054.27 0.078117085903 Long ABS-MBS USGSE US N 2 2046-12-15 Fixed 4 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325URK4 6368907.6 PA USD 608525.87 0.052465143905 Long ABS-MBS USGSE US N 2 2043-08-15 Floating .517 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AMKS5 860780.67 PA USD 26796.1 0.002310273584 Long ABS-MBS USGSE US N 2 2027-03-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FUAM6 29046568.21 PA USD 3101284.66 0.267382791757 Long ABS-MBS USGSE US N 2 2050-07-25 Floating .665 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FWKE9 24318745.85 PA USD 5413644.65 0.466747035113 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FYLH7 2510768.21 PA USD 565122.96 0.048723084559 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ALYB9 2734029.07 PA USD 395810.86 0.034125539690 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137AUD48 1435682.5 PA USD 95789.45 0.008258658385 Long ABS-MBS USGSE US N 2 2041-07-15 Fixed 3.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FQNN9 2013071.13 PA USD 195244.75 0.016833374570 Long ABS-MBS USGSE US N 2 2050-01-25 Floating .615 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FTQF7 2108348.67 PA USD 483859.69 0.041716826707 Long ABS-MBS USGSE US N 2 2050-06-25 Fixed 4.5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FVT28 3248914.55 PA USD 391884.07 0.033786984482 Long ABS-MBS USGSE US N 2 2050-09-25 Floating .815 N N N N N N FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 31325VB94 3549859.17 PA USD 318305.93 0.027443313828 Long ABS-MBS USGSE US N 2 2044-03-15 Floating .517 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B5SA2 15922799.56 PA USD 896100.13 0.077258871958 Long ABS-MBS USGSE US N 2 2035-01-15 Floating .667 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137B1HN5 10655770.06 PA USD 1522702.08 0.131282477361 Long ABS-MBS USGSE US N 2 2043-03-15 Fixed 4 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FJK99 1724726.8 PA USD 205156.25 0.017687912232 Long ABS-MBS USGSE US N 2 2056-08-15 Floating .667 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137FCB52 9462406.73 PA USD 1054753.66 0.090937469192 Long ABS-MBS USGSE US N 2 2047-12-15 Floating .767 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137ASB78 2223561.36 PA USD 447855.94 0.038612699146 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 5 N N N N N N FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137BJRY1 779560.45 PA USD 61122.99 0.005269827668 Long ABS-MBS USGSE US N 2 2044-11-15 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5A54 951813.82 PA USD 86245.28 0.007435790735 Long ABS-MBS USGSE US N 2 2049-08-25 Floating .615 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B47K8 11465448.63 PA USD 1112569.3 0.095922147778 Long ABS-MBS USGSE US N 2 2049-07-25 Floating .615 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B13G7 25689423.59 PA USD 2729501.25 0.235328821550 Long ABS-MBS USGSE US N 2 2048-06-25 Floating .765 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B5RP2 9875697.41 PA USD 967385.79 0.083404892357 Long ABS-MBS USGSE US N 2 2049-08-25 Floating .615 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B8H51 1616647.98 PA USD 163556.28 0.014101296576 Long ABS-MBS USGSE US N 2 2050-03-25 Floating .615 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BCLU2 2684613.14 PA USD 587006.77 0.050609836294 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B1S47 21585832.54 PA USD 2333568.8 0.201192798762 Long ABS-MBS USGSE US N 2 2048-06-25 Floating .765 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQKJ7 14398722.06 PA USD 1729819.28 0.149139456396 Long ABS-MBS USGSE US N 2 2046-08-25 Fixed 3 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQKK4 16266752.77 PA USD 2577255.51 0.222202683366 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANX69 1401264.82 PA USD 58802.68 0.005069778000 Long ABS-MBS USGSE US N 2 2045-06-25 Floating .765 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ANRR0 812038.92 PA USD 129512.09 0.011166115977 Long ABS-MBS USGSE US N 2 2045-05-25 Fixed 5.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136B2XF4 14886228.45 PA USD 2201373.97 0.189795385568 Long ABS-MBS USGSE US N 2 2048-08-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136APW65 11107108.95 PA USD 1821999.05 0.157086899778 Long ABS-MBS USGSE US N 2 2037-03-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AA5P6 5358931.7 PA USD 1027628.75 0.088598846668 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AP4N9 7798298.59 PA USD 1685251.32 0.145296950185 Long ABS-MBS USGSE US N 2 2045-09-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ARFT0 6363387.01 PA USD 1071051.57 0.092342622590 Long ABS-MBS USGSE US N 2 2046-02-25 Fixed 6 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A9C48 2586708.01 PA USD 526349.29 0.045380143402 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADU80 6070510.46 PA USD 958230.08 0.082615516479 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AEU88 1825988.03 PA USD 203198.5 0.017519121321 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ADA58 2202924.57 PA USD 290697.93 0.025063040837 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136ACWY3 120042.86 PA USD 72.75 0.000006272271 Long ABS-MBS USGSE US N 2 2041-10-25 Floating .715 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136A1D44 6511828.97 PA USD 507300.13 0.043737786076 Long ABS-MBS USGSE US N 2 2041-10-25 Floating .465 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FCZ90 463648.24 PA USD 75325.17 0.006494293963 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FGS81 37354.34 PA USD 6606.92 0.000569627399 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31398PJU4 3457279.91 PA USD 346484.1 0.029872745045 Long ABS-MBS USGSE US N 2 2040-04-25 Floating .965 N N N N N N FANNIE MAE GRANTOR TRUST 1998-T2 N/A 31359U4K8 3537.31 PA USD 174.66 0.000015058624 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 6.5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FEMW9 487595.65 PA USD 66768.91 0.005756600737 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5 N N N N N N FANNIE MAE INTEREST STRIP B1V7KEBTPIMZEU4LTD58 3136FKAB4 11149.38 PA USD 2303.19 0.000198573636 Long ABS-MBS USGSE US N 2 2039-11-25 Fixed 5.5 N N N N N N FANNIE MAE TRUST 2002-W8 N/A 31392DQ47 3393951.3 PA USD 18314.78 0.001579041444 Long ABS-MBS USGSE US N 2 2042-06-25 Variable .293 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032641 7000000 PA USD 6263086.2 0.539983154326 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042640 37000000 PA USD 35232384.2 3.037622882271 Short ABS-MBS USGSE US N 2 2054-04-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F062648 108000000 PA USD 110320315.2 9.511462861230 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F050643 62000000 PA USD 60512967.2 5.217233463322 Short ABS-MBS USGSE US N 2 2054-04-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022642 11000000 PA USD 9092617.6 0.783936253781 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F060642 148000000 PA USD 149404845.6 12.881205402975 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F052649 9000000 PA USD 8956757.7 0.772222850036 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030645 6000000 PA USD 5163281.4 0.445161520697 Long ABS-MBS USGSE US N 2 2054-04-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040644 27000000 PA USD 25002421.2 2.155628365034 Short ABS-MBS USGSE US N 2 2054-04-01 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202EXV6 77477.86 PA USD 80769.34 0.006963672795 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LES54 8439.61 PA USD 7655.9 0.000660067082 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380CH71 829178.37 PA USD 161478.51 0.013922157927 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380FA22 7745445.71 PA USD 1677486.17 0.144627463920 Long ABS-MBS USGA US N 2 2047-07-16 Fixed 5.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FFD6 10442394.04 PA USD 2016092.14 0.173820981926 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R7E0 26329093.05 PA USD 1495327.92 0.128922365302 Long ABS-MBS USGA US N 2 2067-09-20 Variable .477 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RC87 21945153.53 PA USD 807471.92 0.069617632660 Long ABS-MBS USGA US N 2 2066-10-20 Variable .772 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380UMS9 3677716.72 PA USD 859264.68 0.074083037897 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RK47 17955212.22 PA USD 560831.05 0.048353049879 Long ABS-MBS USGA US N 2 2066-12-20 Variable .49 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VWY3 6289471.05 PA USD 1426219.95 0.122964098333 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U4Z0 15736220.59 PA USD 739067.34 0.063720009716 Long ABS-MBS USGA US N 2 2067-12-20 Variable .767 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380K2D6 1221636.44 PA USD 127586.98 0.011000139182 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UN55 24148388.96 PA USD 1315256.98 0.113397227841 Long ABS-MBS USGA US N 2 2067-10-20 Variable .379 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380VPT2 29715294.37 PA USD 1351719.03 0.116540868555 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.399 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U5C0 57023498.26 PA USD 2725723.21 0.235003091089 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.246 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380W5T2 8795008.04 PA USD 850801.81 0.073353396457 Long ABS-MBS USGA US N 2 2048-05-20 Floating .757 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QMX0 5023710.08 PA USD 873924.1 0.075346925955 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379QKP9 3196247.94 PA USD 481727.94 0.041533034076 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U4W7 26014998.01 PA USD 1719184.75 0.148222581413 Long ABS-MBS USGA US N 2 2068-01-20 Variable .929 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6E5 38164099.31 PA USD 1849737.56 0.159478424921 Long ABS-MBS USGA US N 2 2068-01-20 Variable 1.236 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YTT2 13154411.95 PA USD 1298191.81 0.111925923754 Long ABS-MBS USGA US N 2 2048-08-20 Floating .807 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAD5 43192827.19 PA USD 1904458.13 0.164196256523 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.447 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380HXT4 14860747.28 PA USD 1206053.66 0.103982068715 Long ABS-MBS USGA US N 2 2043-10-20 Floating .757 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379YFD5 5991954.63 PA USD 919692.53 0.079292932829 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380YYA7 1375464.57 PA USD 326659.08 0.028163495564 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375U6A3 46848019.24 PA USD 2277422.76 0.196352067720 Long ABS-MBS USGA US N 2 2068-01-20 Variable 1.28 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LJS3 39055287.59 PA USD 2526877.11 0.217859219702 Long ABS-MBS USGA US N 2 2068-08-20 Variable .025 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UXE2 11159098.27 PA USD 971671.79 0.083774417496 Long ABS-MBS USGA US N 2 2041-05-20 Floating .707 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380LAB9 36877854.72 PA USD 1625538.96 0.140148742500 Long ABS-MBS USGA US N 2 2068-02-20 Variable 1.451 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380XSS7 1368651.5 PA USD 281602.37 0.024278850899 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XBN5 1343439.87 PA USD 130985.39 0.011293139166 Long ABS-MBS USGA US N 2 2049-07-20 Floating .657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BW42 12003614.25 PA USD 1067076.89 0.091999938460 Long ABS-MBS USGA US N 2 2049-01-20 Floating .607 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XK39 1283239.33 PA USD 130685.09 0.011267248265 Long ABS-MBS USGA US N 2 2049-08-20 Floating .657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AQY4 7561589.1 PA USD 862976.94 0.074403097018 Long ABS-MBS USGA US N 2 2049-10-20 Floating .607 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381BDC5 20063227.22 PA USD 1990252.08 0.171593135037 Long ABS-MBS USGA US N 2 2048-12-20 Floating .657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YL93 14855535.14 PA USD 3392852.7 0.292520850681 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382GXV9 2225209.41 PA USD 287186.42 0.024760289736 Long ABS-MBS USGA US N 2 2050-07-20 Floating .707 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382FGP3 2466963.52 PA USD 264011.48 0.022762220924 Long ABS-MBS USGA US N 2 2050-04-20 Floating .657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381AKY1 1200413.49 PA USD 110526.63 0.009529250660 Long ABS-MBS USGA US N 2 2048-10-20 Floating .707 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MA41 23356656.81 PA USD 3641886.71 0.313991762298 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QX21 30300278.89 PA USD 3519498.6 0.303439852971 Long ABS-MBS USGA US N 2 2051-05-20 Floating .857 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TD27 5680405.04 PA USD 669662.95 0.057736186367 Long ABS-MBS USGA US N 2 2051-06-20 Floating .857 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LMH1 27365949.32 PA USD 4242436.4 0.365769225610 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380QEG3 39886270.69 PA USD 2916603.77 0.251460199230 Long ABS-MBS USGA US N 2 2070-07-20 Variable 0 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CJB7 22114946.14 PA USD 3332271.24 0.287297711988 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381J2J5 44039337.4 PA USD 2146917.69 0.185100340200 Long ABS-MBS USGA US N 2 2063-06-16 Variable .706 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WRG4 63068280.79 PA USD 7605549.04 0.655725983942 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CCP4 10326374.45 PA USD 1467649.39 0.126536011441 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VFR3 2769246.49 PA USD 249232.18 0.021487997198 Long ABS-MBS USGA US N 2 2040-02-20 Floating .707 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GNB0 3054322.78 PA USD 584963.9 0.050433706611 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375CMY3 1594504.86 PA USD 269153.22 0.023205525214 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FXG0 1286912.01 PA USD 171867.1 0.014817828754 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378JL67 4909539.05 PA USD 950543.71 0.081952822373 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378MRH0 3095025.22 PA USD 385547.29 0.033240647685 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378YRM3 2148704.01 PA USD 327518.36 0.028237579922 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378FYV6 2595044.98 PA USD 411755.79 0.035500260286 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GHA9 13909914.48 PA USD 2272340.33 0.195913876948 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P2J6 8849026.83 PA USD 804410.17 0.069353658420 Long ABS-MBS USGA US N 2 2044-01-20 Floating .657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P3C0 3409845.05 PA USD 559839.61 0.048267571110 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378P4B1 5134613.28 PA USD 931771.59 0.080334350544 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379AYU8 5614495.75 PA USD 525348.37 0.045293847298 Long ABS-MBS USGA US N 2 2044-03-20 Floating .657 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379BYV4 3785782.48 PA USD 343976.2 0.029656521970 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HDB8 209503.77 PA USD 1409.65 0.000121535490 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376VGU5 6653360.04 PA USD 1236859.63 0.106638060397 Long ABS-MBS USGA US N 2 2040-02-16 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378HK70 9193679.59 PA USD 1430936.47 0.123370741522 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LX92 4959142.48 PA USD 973884.33 0.083965175581 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UTQ3 37948596.42 PA USD 1070150.42 0.092264928334 Long ABS-MBS USGA US N 2 2065-01-20 Variable 1.697 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RAE6 18397144.29 PA USD 849948.06 0.073279788877 Long ABS-MBS USGA US N 2 2065-04-20 Variable .048 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UVA5 30703205.95 PA USD 881182.01 0.075972679619 Long ABS-MBS USGA US N 2 2065-03-20 Variable 1.799 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379LWF9 3842373.92 PA USD 205118.98 0.017684698932 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376REY8 20355268.65 PA USD 861027.86 0.074235053608 Long ABS-MBS USGA US N 2 2065-07-20 Variable .495 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RBE5 41926241.31 PA USD 1199090.51 0.103381728310 Long ABS-MBS USGA US N 2 2065-05-20 Variable 1.848 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCY0 35366350.2 PA USD 1418190.65 0.122271837904 Long ABS-MBS USGA US N 2 2065-06-20 Variable .256 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFH4 22604506.09 PA USD 877054.83 0.075616847429 Long ABS-MBS USGA US N 2 2065-08-20 Variable .456 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RCW4 25289021.83 PA USD 973627.34 0.083943018730 Long ABS-MBS USGA US N 2 2065-06-20 Variable 1.862 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHG4 18791512.88 PA USD 817430.81 0.070476256135 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.897 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHE9 37352160.09 PA USD 1015978.75 0.087594421126 Long ABS-MBS USGA US N 2 2065-09-20 Variable 1.749 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHV1 18847430.65 PA USD 576260.19 0.049683300720 Long ABS-MBS USGA US N 2 2065-09-20 Variable .363 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379FY60 3438377.96 PA USD 436268.96 0.037613706986 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQY5 14395462.39 PA USD 385798.39 0.033262296720 Long ABS-MBS USGA US N 2 2065-07-20 Variable 2.337 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RSH0 20969373.13 PA USD 397977.73 0.034312360255 Long ABS-MBS USGA US N 2 2066-02-20 Variable .002 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379PE94 6330167.83 PA USD 829821.7 0.071544558830 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWP7 20257592.48 PA USD 769788.51 0.066368690215 Long ABS-MBS USGA US N 2 2066-06-20 Floating .68 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXR2 12397514.81 PA USD 551418.15 0.047541499906 Long ABS-MBS USGA US N 2 2066-07-20 Variable .367 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWA0 21564630.1 PA USD 554857.94 0.047838067540 Long ABS-MBS USGA US N 2 2066-06-20 Variable 1.674 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EAL6 7712940.31 PA USD 598519.54 0.051602430306 Long ABS-MBS USGA US N 2 2044-08-20 Floating .157 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RXW1 23204421.16 PA USD 625985.67 0.053970471722 Long ABS-MBS USGA US N 2 2066-08-20 Variable 1.654 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379P5D5 10979309.29 PA USD 1410837.95 0.121637911751 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RA63 53068224.79 PA USD 2202331.33 0.189877926069 Long ABS-MBS USGA US N 2 2066-10-20 Variable .735 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RG26 12905382.33 PA USD 635267.44 0.054770716088 Long ABS-MBS USGA US N 2 2066-11-20 Variable .696 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379EW99 4330290.42 PA USD 916765.78 0.079040597855 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380BAR6 6120024.95 PA USD 1241447.06 0.107033573861 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379NRH7 5475806.21 PA USD 1111862.45 0.095861205443 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USV3 19027916.48 PA USD 472786.64 0.040762143940 Long ABS-MBS USGA US N 2 2065-01-20 Variable 1.556 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RX68 22073528.3 PA USD 856055.57 0.073806358752 Long ABS-MBS USGA US N 2 2067-02-20 Variable 1.245 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376MSQ1 11224742.91 PA USD 2227296.55 0.192030347066 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375USS0 24433334.27 PA USD 596295.52 0.051410682452 Long ABS-MBS USGA US N 2 2064-12-20 Variable 1.666 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV94 18015418.69 PA USD 497225.56 0.042869189043 Long ABS-MBS USGA US N 2 2067-02-20 Variable 1.741 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2Q8 29231315.69 PA USD 1005557.26 0.086695913767 Long ABS-MBS USGA US N 2 2067-03-20 Variable .597 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RV78 29349877.13 PA USD 871083.81 0.075102045283 Long ABS-MBS USGA US N 2 2067-02-20 Variable 1.293 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZV5 25428340.82 PA USD 746957.51 0.064400274803 Long ABS-MBS USGA US N 2 2067-04-20 Variable .014 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RQ82 16150144.01 PA USD 889166.36 0.076661064603 Long ABS-MBS USGA US N 2 2067-01-20 Variable 1.107 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RR57 35029673.99 PA USD 907268.56 0.078221778083 Long ABS-MBS USGA US N 2 2067-01-20 Variable 1.587 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4R4 15161324.78 PA USD 801986.63 0.069144708593 Long ABS-MBS USGA US N 2 2067-05-20 Variable .583 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UB25 48333544.04 PA USD 1459673.03 0.125848315328 Long ABS-MBS USGA US N 2 2067-04-20 Variable .021 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UYG9 13046469.31 PA USD 440148.74 0.037948209143 Long ABS-MBS USGA US N 2 2067-01-20 Variable .962 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R4L7 15526094.63 PA USD 911381.76 0.078576404962 Long ABS-MBS USGA US N 2 2067-04-20 Variable .276 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379T5K1 6917117.17 PA USD 1279424.58 0.110307873526 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.5 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UJ68 23713201.86 PA USD 1411836.61 0.121724013005 Long ABS-MBS USGA US N 2 2067-08-20 Variable .385 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UG46 25681373.59 PA USD 1264727.27 0.109040718715 Long ABS-MBS USGA US N 2 2067-08-20 Variable .453 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2S4 24217295.51 PA USD 916019.2 0.078976230127 Long ABS-MBS USGA US N 2 2067-05-20 Variable .598 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H032647 3000000 PA USD 2729650.8 0.235341715270 Short ABS-MBS USGA US N 2 2054-04-01 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H040640 30000000 PA USD 28075872 2.420611410877 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H052645 32000000 PA USD 31981161.6 2.757312923426 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 21H042646 45000000 PA USD 43236391.5 3.727702656218 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 4.5 N N N N N N GOVERNMENT OF JAMAICA/THE 529900Y93KNSXZI8KK56 470160AV4 370000 PA USD 438394.3 0.037796946967 Long DBT NUSS JM N 2 2039-03-15 Fixed 8 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721AL3 1320000 PA USD 1639453.2 0.141348383534 Long DBT NUSS ID N 2 2038-01-17 Fixed 7.75 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AP9 510000 PA USD 420097.2 0.036219429836 Long DBT NUSS ZA N 2 2041-03-08 Fixed 6.25 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 V5311VAB6 539000 PA USD 472972.5 0.040778168191 Long DBT NUSS MA N 2 2042-12-11 Fixed 5.5 N N N N N N ROMANIA 315700IASY927EDWBK92 77586TAE6 430000 PA USD 419128.74 0.036135932329 Long DBT NUSS RO N 2 2044-01-22 Fixed 6.125 N N N N N N ORIENTAL REPUBLIC OF URUGUAY 549300RDR012H2V82H43 760942BA9 1200000 PA USD 1161384.86 0.100130868403 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.1 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BW9 1320000 PA USD 1056000 0.091044924620 Long DBT NUSS BR N 2 2045-01-27 Fixed 5 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AB1 820000 PA USD 796425 0.068665202737 Long DBT NUSS PY N 2 2044-08-11 Fixed 6.1 N N N N N N SOCIALIST REPUBLIC OF VIETNAM 5493008AE7RS4XK4BZ08 Y9384RAA8 1335000 PA USD 1323651.72 0.114120995332 Long DBT NUSS VN N 2 2024-11-19 Fixed 4.8 N N N N N N DOMINICAN REPUBLIC N/A P3579EBE6 1340000 PA USD 1328275 0.114519599668 Long DBT NUSS DO N 2 2045-01-27 Fixed 6.85 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BE3 780000 PA USD 759525 0.065483803383 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGJ0 850000 PA USD 888250 0.076582058990 Long DBT NUSS CR N 2 2045-03-12 Fixed 7.158 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789AD7 900000 PA USD 887625 0.076528173500 Long DBT NUSS CI N 2 2028-03-03 Fixed 6.375 N N N N N N DOMINICAN REPUBLIC N/A P3579EBK2 2733000 PA USD 2756937.89 0.237694320433 Long DBT NUSS DO N 2 2026-01-29 Fixed 6.875 N N N N N N REPUBLIC OF TRINIDAD AND TOBAGO N/A P93960AG0 900000 PA USD 869625 0.074976271376 Long DBT NUSS TT N 2 2026-08-04 Fixed 4.5 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Y20721BQ1 230000 PA USD 225991.1 0.019484226008 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF HONDURAS 5493002DW1JNBNG17615 P5178RAC2 230000 PA USD 221087.5 0.019061453383 Long DBT NUSS HN N 2 2027-01-19 Fixed 6.25 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 P01012BX3 720000 PA USD 627300 0.054083789029 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.625 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780BX3 1200000 PA USD 1179064.8 0.101655175984 Long DBT NUSS ID N 2 2027-01-08 Fixed 4.35 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 V73789AW5 3262000 PA USD 2935800 0.253115236458 Long DBT NUSS CI N 2 2033-06-15 Fixed 6.125 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 V7691DAX4 260000 PA USD 221325 0.019081929869 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AW4 1310000 PA USD 1241225 0.107014428562 Long DBT NUSS ZA N 2 2027-09-27 Fixed 4.85 N N N N N N NIGERIA GOVERNMENT 549300GSBZD84TNEQ285 V342A3BX1 990000 PA USD 929362.5 0.080126646550 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.5 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAE0 2580000 PA USD 2449559.22 0.211193119827 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205AY0 2520000 PA USD 2331000 0.200971325084 Long DBT NUSS ZA N 2 2030-06-22 Fixed 5.875 N N N N N N DOMINICAN REPUBLIC N/A P3579ECB1 1050000 PA USD 1042562.87 0.089886418476 Long DBT NUSS DO N 2 2028-07-19 Fixed 6 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286CG0 550000 PA USD 521725.05 0.044981456297 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WCY9 850000 PA USD 783062.5 0.067513130952 Long DBT NUSS EG N 2 2029-03-01 Fixed 7.6 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 V71795AQ7 1820000 PA USD 937300 0.080810992279 Long DBT NUSS GH N 2 2032-03-26 Fixed 8.125 Y Y N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 1400000 PA USD 798000 0.068800994173 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87 N N N N N N SULTANATE OF OMAN 549300SZ20F0QTKNQC75 N/A 4167000 PA USD 4255548.75 0.366899730266 Long DBT NUSS OM N 2 2029-08-01 Fixed 6 N N N N N N REPUBLIC OF MOZAMBIQUE 213800759WLKYIKPER73 V5S72HAC4 550000 PA USD 469562.5 0.040484168955 Long DBT NUSS MZ N 2 2031-09-15 Variable 9 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 N/A 1678000 PA USD 1386447.5 0.119535045575 Long DBT NUSS EG N 2 2032-01-15 Fixed 7.053 N N N N N N REPUBLIC OF COSTA RICA 549300S1EK2VN6XVJP58 P3699PGK7 1240000 PA USD 1254066.4 0.108121572782 Long DBT NUSS CR N 2 2031-02-19 Fixed 6.125 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 V5S1ASAB6 500000 PA USD 465000 0.040090804875 Long DBT NUSS AO N 2 2029-11-26 Fixed 8 N N N N N N DOMINICAN REPUBLIC N/A P3579ECF2 950000 PA USD 864430.98 0.074528459672 Long DBT NUSS DO N 2 2030-01-30 Fixed 4.5 N N N N N N GABONESE REPUBLIC N/A V36283AD7 1155000 PA USD 984637.5 0.084892279324 Long DBT NUSS GA N 2 2031-02-06 Fixed 6.625 N N N N N N KINGDOM OF BAHRAIN N/A M63633BX4 1022000 PA USD 1061602.5 0.091527954156 Long DBT NUSS BH N 2 2030-05-14 Fixed 7.375 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DS1 950000 PA USD 758026.09 0.065354572182 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.125 N N N N N N HASHEMITE KINGDOM OF JORDAN 5493000JZ4MYPVMBVN50 M5269UAL8 936000 PA USD 859950 0.074142123984 Long DBT NUSS JO N 2 2030-07-07 Fixed 5.85 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WBP6 1550000 PA USD 1299272 0.112019054262 Long DBT NUSS RO N 2 2031-02-14 Fixed 3 N N N N N N DOMINICAN REPUBLIC N/A P3579ECH8 3144000 PA USD 2817810 0.242942518035 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.875 N N N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAC2 350000 PA USD 339500 0.029270598398 Long DBT NUSS MN N 2 2026-04-07 Fixed 5.125 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAM2 2175000 PA USD 1814406.75 0.156432316084 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.659 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 2850000 PA USD 2255062.5 0.194424237998 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.125 N N N N N N REPUBLIC OF COTE D'IVOIRE 254900ICW11T82O6H590 N/A 1960000 PA 1819439.8 0.156866249471 Long DBT NUSS CI N 2 2032-01-30 Fixed 4.875 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 V5311VAJ9 474000 PA USD 379792.5 0.032744488195 Long DBT NUSS MA N 2 2032-12-15 Fixed 3 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 V15389AE5 1040000 PA 944009.2 0.081389437931 Long DBT NUSS BJ N 2 2032-01-19 Fixed 4.875 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAQ3 1510000 PA USD 1210843.78 0.104395057459 Long DBT NUSS MX N 2 2041-08-14 Fixed 4.28 N N N N N N UKRAINE 6354001WLTJXOMEXPY07 N/A 1600000 PA USD 470547.52 0.040569094213 Long DBT NUSS UA N 2 2031-05-21 Fixed 6.876 Y Y N N N N GOVERNMENT OF MONGOLIA N/A Y6142NAE8 557000 PA USD 470943.62 0.040603244681 Long DBT NUSS MN N 2 2031-07-07 Fixed 4.45 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 V15389AF2 300000 PA 262167 0.022603195789 Long DBT NUSS BJ N 2 2035-01-22 Fixed 4.95 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 M1487WDP7 1100000 PA USD 899250 0.077530443622 Long DBT NUSS EG N 2 2033-09-30 Fixed 7.3 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 699149AL4 800000 PA USD 700000 0.060351749275 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N REPUBLIC OF PARAGUAY 529900UXKJTJPCU0HK83 P75744AL9 865000 PA USD 754294.88 0.065032879253 Long DBT NUSS PY N 2 2033-06-28 Fixed 3.849 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863DY1 2150000 PA USD 1871426.65 0.161348388524 Long DBT NUSS CL N 2 2042-03-07 Fixed 4.34 N N N N N N NIGERIA GOVERNMENT 549300GSBZD84TNEQ285 N/A 940000 PA USD 915325 0.078916378436 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.375 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 Y6972HLP9 924000 PA USD 778930.15 0.067156853022 Long DBT NUSS PH N 2 2047-03-29 Fixed 4.2 N N N N N N REPUBLIC OF THE PHILIPPINES 529900RAHBALMYIJ3T08 718286CQ8 830000 PA USD 788146.42 0.067951450188 Long DBT NUSS PH N 2 2027-03-29 Fixed 3.229 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 455780DJ2 765000 PA USD 691426.89 0.059612603296 Long DBT NUSS ID N 2 2032-03-31 Fixed 3.55 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 N/A 1090000 PA USD 1000075 0.086223250937 Long DBT NUSS AO N 2 2032-04-14 Fixed 8.75 N N N N N N ROMANIA 315700IASY927EDWBK92 X7360WCG5 860000 PA USD 853371.98 0.073574988250 Long DBT NUSS RO N 2 2034-05-25 Fixed 6 N N N N N N ROMANIA 315700IASY927EDWBK92 N/A 860000 PA USD 919409.66 0.079268544687 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.125 N N N N N N GOVERNMENT OF MONGOLIA N/A 60937LAG0 200000 PA USD 210250 0.018127078979 Long DBT NUSS MN N 2 2028-01-19 Fixed 8.65 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AG7 1150000 PA USD 1171562.5 0.101008351800 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 817477AH5 700000 PA USD 713125 0.061483344574 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.5 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 1130000 PA USD 1151187.5 0.099251684812 Long DBT NUSS RS N 2 2028-05-26 Fixed 6.25 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 N/A 695000 PA USD 708900 0.061119078658 Long DBT NUSS RS N 2 2033-09-26 Fixed 6.5 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EG6 810000 PA USD 827335.64 0.071330218730 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.5 N N N N N N REPUBLIC OF TURKIYE/THE 5493000PCHOG3B6S3Q85 900123DJ6 2810000 PA USD 3041825 0.262256371054 Long DBT NUSS TR N 2 2030-07-13 Fixed 9.125 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CF5 1080000 PA USD 1069071.57 0.092171913356 Long DBT NUSS BR N 2 2033-10-20 Fixed 6 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BAX8 430000 PA USD 424236.89 0.036576340598 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.338 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 P5015VAQ9 3515000 PA USD 3585300 0.309113038107 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.6 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494AX7 840000 PA USD 890400 0.076767425077 Long DBT NUSS GT N 2 2032-10-04 Fixed 7.05 N N N N N N REPUBLIC OF UZBEKISTAN 213800L6VDKUM3TCM927 Y000WRAG3 430000 PA USD 449350 0.038741512195 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EL5 1610000 PA USD 1690220 0.145725333799 Long DBT NUSS CO N 2 2035-11-14 Fixed 8 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EM3 380000 PA USD 412294.97 0.035546746652 Long DBT NUSS CO N 2 2053-11-14 Fixed 8.75 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 168863EB0 1185000 PA USD 1173712.29 0.101193699781 Long DBT NUSS CL N 2 2029-01-22 Fixed 4.85 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756CH1 4180000 PA USD 4133842.06 0.356406570781 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.125 N N N N N N ROMANIA 315700IASY927EDWBK92 77586RAU4 1000000 PA USD 1012940 0.087332429872 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.375 N N N N N N REPUBLIC OF BENIN 635400Q11P6AE5A5Y230 08205QAA6 1490000 PA USD 1449025 0.124930276419 Long DBT NUSS BJ N 2 2038-02-13 Fixed 7.96 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 491798AM6 1810000 PA USD 1850725 0.159563558823 Long DBT NUSS KE N 2 2031-02-16 Fixed 9.75 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BX1 2390000 PA USD 2473650 0.213270149419 Long DBT NUSS PA N 2 2031-03-01 Fixed 7.5 N N N N N N FEDERATIVE REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BB5 1030000 PA USD 1185787.5 0.102234785562 Long DBT NUSS BR N 2 2034-01-20 Fixed 8.25 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325BK0 990000 PA USD 984071.88 0.084843513386 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.375 N N N N N N EUREX DEUTSCHLAND 529900LN3S50JPU47S06 N/A 73 NC 9312902.08 0.802928473360 N/A DIR CORP DE N 1 EUREX DEUTSCHLAND 529900LN3S50JPU47S06 Short FEDERAL REPUBLIC OF GERMANY BUNDESOBLIGATION REGS 02.1000 04/12/2029 2024-06-10 9275039.32 USD -37862.76 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 171 NC USD 19598203.13 1.689694059339 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UNITED STATES OF AMERICA US TREASURY N/B 04.5000 11/15/2033 2024-06-28 19471037.1 USD -127166.03 N N N ARGENTINE REPUBLIC/THE 549300KPBYGYF7HCHO27 040114HT0 3395000 PA USD 1409219.34 0.121498360401 Long DBT NUSS AR N 2 2035-07-09 Variable 3.625 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 P8054QBA0 230000 PA USD 156352.99 0.013480252073 Long DBT NUSS EC N 2 2030-07-31 Variable 6 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 P8054QBC6 1030000 PA USD 540750 0.046621726315 Long DBT NUSS EC N 2 2035-07-31 Variable 3.5 N N N N N N ARGENTINE REPUBLIC/THE 549300KPBYGYF7HCHO27 040114HS2 2490000 PA USD 1305507 0.112556615915 Long DBT NUSS AR N 2 2030-07-09 Variable .75 N N N N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1650000000 NC USD 15576000 1.342912638148 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-09-21 0 USD 7751295.34 USD 1650000000 USD 40960791.89 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 83205000 NC 482939.54 0.041637494333 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 196914.21 USD 83205000 EUR -286025.33 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 3190000 NC 2906.71 0.000250607190 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-01-02 19774.75 USD 0 USD 3190000 BRL -36869.4 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 4890200 NC 93012.22 0.008019214544 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2048-11-24 173.13 USD 0 USD 4890200 EUR 92839.09 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 3882900 NC 114570.97 0.009877940651 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2048-11-24 134.33 USD 0 USD 3882900 EUR 114436.64 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10160500 NC USD 75797.33 0.006535002080 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2036-03-18 152.4 USD 0 USD 10160500 USD -75949.73 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 10795500 NC USD 166142.74 0.014324292840 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2059-02-20 367.05 USD 0 USD 10795500 USD -166509.79 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 71671000 NC 520754.14 0.044897747559 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-02-15 376.06 USD 0 USD 71671000 AUD 504182.71 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8875300 NC 140275.47 0.012094099993 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2044-02-23 187.33 USD 0 USD 8875300 EUR 140088.14 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 178278300 NC USD 525920.98 0.045343215890 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-03-18 668.55 USD 0 USD 178278300 USD -510080.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 518940000 NC USD 2283336 0.196861888261 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-20 0 USD 4558299.34 USD 518940000 USD 2274963.34 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 65477000 NC USD 193157.15 0.016653388410 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-20 0 USD 38599.59 USD 65477000 USD -154557.56 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 86179000 NC USD 254228.05 0.021918725046 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-20 51116.09 USD 0 USD 86179000 USD 203111.96 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 75696000 NC USD 22708.8 0.001957879720 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-20 384426.91 USD 0 USD 75696000 USD -361718.11 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 5100000 NC USD 1530 0.000131911681 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-20 0 USD 30020.4 USD 5100000 USD 28490.4 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 7035000 NC USD 8090.25 0.000697515343 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-20 70266.46 USD 0 USD 7035000 USD -62176.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1270000 NC USD 1460.5 0.000125919614 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-20 12990.5 USD 0 USD 1270000 USD -14451 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24107000 NC USD 48455.07 0.004177640337 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-20 10878.18 USD 0 USD 24107000 USD 37576.89 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 838515000 NC USD 5550969.3 0.478586724893 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-20 1421244.21 USD 0 USD 838515000 USD 4129725.09 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 73780000 NC USD 537118.4 0.046308621440 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2031-06-20 54749.9 USD 0 USD 73780000 USD 482368.5 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 38984000 NC USD 170749.92 0.014721509086 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-20 0 USD 273740.84 USD 38984000 USD 102990.92 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15794000 NC USD 158571.76 0.013671547288 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2054-06-20 39969.35 USD 0 USD 15794000 USD -198541.11 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 12908000 NC 6870.14 0.000592321381 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 0 USD 26595.4 USD 12908000 CHF 19725.26 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 179145000 NC 116498.29 0.010044107984 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 0 USD 72949.82 USD 179145000 NOK 189448.11 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 146866000 NC 113195.49 0.009759351188 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 0 USD 2968.48 USD 146866000 SEK 116163.97 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2773000 NC 3048.38 0.000262821522 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 2629.06 USD 0 USD 2773000 NZD 419.32 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 9374000 NC 7208.11 0.000621460068 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-19 5776.9 USD 0 USD 9374000 AUD 1431.21 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 24168400 NC 52130.31 0.004494507712 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 0 USD 34744.85 USD 24168400 AUD 86875.16 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 149000 NC 485.2 0.000041832384 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 0 USD 131.34 USD 149000 GBP 616.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8296000 NC 46909.17 0.004044357809 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-19 33050.88 USD 0 USD 8296000 GBP 13858.29 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 22264000 NC 82146.75 0.007082428657 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-19 90831.18 USD 0 USD 22264000 EUR -8684.43 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1870700 NC 4863.87 0.000419347232 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 1247.13 USD 0 USD 1870700 EUR 3616.74 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15330000 NC 96424.35 0.008313397422 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-06-19 22072.51 USD 0 USD 15330000 CAD 74351.84 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 8285000 NC 13884.28 0.001197057979 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2026-06-19 21076.46 USD 0 USD 8285000 CAD -7192.18 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 123570000 NC 61379.06 0.005291905200 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 14465.59 USD 0 USD 123570000 CZK -75844.65 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 42620000 NC 16538.82 0.001425923883 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 17094.75 USD 42620000 PLN 555.93 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 1695550000 NC 116034.81 0.010004148229 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 3934 USD 0 USD 1695550000 HUF -119968.81 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 45520000 NC 69205.11 0.005966642068 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 10742.14 USD 0 USD 45520000 ILS -79947.25 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 163320000 NC 99595.88 0.008586836541 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 33985.86 USD 163320000 ZAR -65610.02 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 22390000 NC 3622.91 0.000312355651 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-06-19 7971.47 USD 0 USD 22390000 MXN -4348.56 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 4727590000 NC 31122.57 0.002683287916 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-06-19 1222.17 USD 0 USD 4727590000 CLP 29900.4 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 N/A 4928580000 NC 5916.45 0.000510097296 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2029-06-19 9841.44 USD 0 USD 4928580000 COP -15757.89 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 195460000 NC 1081.76 0.000093265869 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 2884.98 USD 195460000 CNY 1803.22 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 2386820000 NC 248.21 0.000021399868 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 2598 USD 0 USD 2386820000 KRW -2349.79 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 524230000 NC 15804.12 0.001362580411 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 33061.81 USD 524230000 THB 17257.69 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 98030000 NC 1763.08 0.000152007089 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 3842.62 USD 98030000 INR 2079.54 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 15490000 NC 49444.1 0.004262911323 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 30015.73 USD 15490000 SGD -19428.37 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 27260000 NC 185279.54 0.015974206205 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-06-19 0 USD 25251.62 USD 27260000 EUR -160027.92 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 56330000 NC 21541.79 0.001857263870 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Y 2029-06-19 0 USD 1752.46 USD 56330000 MYR -19789.33 N N N LCH Limited F226TOH6YD6XJB17KS62 N/A 36256000 NC USD 269019.52 0.023193998030 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2034-03-27 478.58 USD 0 USD 36256000 USD 261596.42 N N N LCH Limited F226TOH6YD6XJB17KS62 99OJ359I3 78969100 NC 1985914.41 0.171219155076 N/A DIR CORP US N 2 LCH Limited F226TOH6YD6XJB17KS62 Y 2029-03-13 1728366.61 USD 0 USD 78969100 EUR 217315.36 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 86000 NC USD 18524.4 0.001597114206 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 0 USD 22897.04 USD 86000 USD 4422.81 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1615797.59 NC USD 271292.42 0.023389960160 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 412234.85 USD 0 USD 1615797.59 USD -141884.98 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 16000 NC USD 3446.4 0.000297137527 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2072-12-16 4259.92 USD 0 USD 16000 USD -822.85 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 125000 NC USD 24687.5 0.002128476872 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2061-08-17 32964.99 USD 0 USD 125000 USD -8350.41 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 131000 NC USD 51862.9 0.004471452482 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2059-11-17 59000.46 USD 0 USD 131000 USD -7264.92 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 2102000 NC USD 795396.8 0.068576554639 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2058-09-17 0 USD 841037.41 USD 2102000 USD 47684.22 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1188052.04 NC USD 151001.41 0.013018856052 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 163472.69 USD 1188052.04 USD 13164.31 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 592680.04 NC USD 75329.63 0.006494678490 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 79607.69 USD 592680.04 USD 4623.79 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 260671.54 NC USD 33131.35 0.002856478469 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 39713.17 USD 260671.54 USD 6733.88 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1226636.81 NC USD 155905.54 0.013441674372 N/A DCR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Y 2063-05-11 0 USD 155837.73 USD 1226636.81 USD 647.73 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 11561886.98 NC USD 1941240.82 0.167367541786 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 1788739.77 USD 11561886.98 USD -145756.62 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 43031.36 NC USD 12634.01 0.001089263720 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 9888.4 USD 0 USD 43031.36 USD 2703.77 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 519329.39 NC USD 87195.4 0.007517707026 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2047-01-17 89077.18 USD 0 USD 519329.39 USD -2184.73 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 505952 NC USD 84949.34 0.007324058955 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 83040.96 USD 0 USD 505952 USD 1613.24 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 3504000 NC USD 1387233.6 0.119602820590 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 467516.77 USD 0 USD 3504000 USD 916310.16 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 2082868.98 NC USD 611530.33 0.052724178786 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2047-01-17 0 USD 369045.75 USD 2082868.98 USD -240459.57 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 1834000 NC USD 726080.6 0.062600334750 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 227964.26 USD 0 USD 1834000 USD 496333.29 N N N CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 N/A 3493000 NC USD 1382878.7 0.119227355114 N/A DCR CORP US N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 Y 2059-11-17 415378.21 USD 0 USD 3493000 USD 964104.52 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 3130.92 NC USD 732.32 0.000063138276 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 1226.25 USD 3130.92 USD 496.97 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 591000 NC USD 233976.9 0.020172736007 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2059-11-17 0 USD 47420.79 USD 591000 USD -185981.53 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 335530.29 NC USD 78480.53 0.006766338956 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2063-05-11 0 USD 71899.12 USD 335530.29 USD -6255.2 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 3196000 NC USD 1265296.4 0.109089787273 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2059-11-17 181850.96 USD 0 USD 3196000 USD 1080338.21 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 8886409.01 NC USD 1492028.08 0.128637863707 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2047-01-17 4366588.69 USD 0 USD 8886409.01 USD -2879744.35 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 9478978.96 NC USD 2783028.22 0.239943744797 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2047-01-17 6148111.46 USD 0 USD 9478978.96 USD -3374298.91 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 2175000 NC USD 823020 0.070958138126 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2058-09-17 1074893.18 USD 0 USD 2175000 USD -253987.76 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 507000 NC USD 74478.3 0.006421279555 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 119951.57 USD 0 USD 507000 USD -45769.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 229000 NC USD 33640.1 0.002900341258 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 0 USD 22233.45 USD 229000 USD -11273.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 874887.26 NC USD 111198.17 0.009587148680 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 479943.54 USD 0 USD 874887.26 USD -369255.72 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 196000 NC USD 60681.6 0.005231772441 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 21489.5 USD 196000 USD -39001.54 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 200000 NC USD 25760 0.002220944373 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2054-11-18 22028.04 USD 0 USD 200000 USD 3615.29 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 34000 NC USD 6715 0.000578945709 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2061-08-17 0 USD 4084.96 USD 34000 USD -2610.21 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 15000 NC USD 2962.5 0.000255417225 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2061-08-17 1802.19 USD 0 USD 15000 USD 1151.56 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 660000 NC USD 142164 0.012256922977 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2072-12-16 0 USD 87238.27 USD 660000 USD -54540.73 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2393153.16 NC USD 304169.77 0.026224539566 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 1220251.26 USD 0 USD 2393153.16 USD -917477.5 N N N J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 N/A 855000 NC USD 91143 0.007858056406 N/A DCR CORP US N 2 J.P. MORGAN SECURITIES, LLC ZBUT11V806EZRVTWT807 Y 2057-10-17 0 USD 133326.56 USD 855000 USD 42682.31 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1097000 NC USD 158297.1 0.013647866985 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2065-04-17 0 USD 249364.08 USD 1097000 USD 91706.9 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 143000 NC USD 20634.9 0.001779074730 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2065-04-17 0 USD 32505.98 USD 143000 USD 11954.5 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1024000 NC USD 72192 0.006224162120 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2072-12-16 0 USD 133465.18 USD 1024000 USD 61671.4 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 N/A 1024000 NC USD 72192 0.006224162120 N/A DCR CORP GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 Y 2072-12-16 0 USD 136309.95 USD 1024000 USD 64516.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 141000 NC USD 55821.9 0.004812784733 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 66914.5 USD 0 USD 141000 USD -11229.68 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 4019000 NC USD 1371282.8 0.118227593901 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 1812623.61 USD 4019000 USD 445248.17 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 306830.19 NC USD 71767.58 0.006187569992 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2063-05-11 0 USD 104672.1 USD 306830.19 USD 33202.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2381068.78 NC USD 699081.79 0.060272584161 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 953669.33 USD 0 USD 2381068.78 USD -256902.47 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 35584.2 NC USD 12564.78 0.001083294932 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 0 USD 16251.13 USD 35584.2 USD 3720.95 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 295000 NC USD 31447 0.002711259228 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2057-10-17 60726.66 USD 0 USD 295000 USD -29451.74 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 2090000 NC USD 790856 0.068185061463 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2058-09-17 885163.98 USD 0 USD 2090000 USD -96339.92 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1242000 NC USD 234489.6 0.020216939353 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2059-11-17 401616.25 USD 0 USD 1242000 USD -167851.15 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1442847.06 NC USD 242254.02 0.020886362679 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2047-01-17 398246.13 USD 0 USD 1442847.06 USD -156833.77 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 630000 NC USD 89397 0.007707521900 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2064-11-18 0 USD 171661.56 USD 630000 USD 82632.06 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1326000 NC USD 170788.8 0.014724861195 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2054-11-18 323440.72 USD 0 USD 1326000 USD -153425.42 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 922000 NC USD 182095 0.015699645406 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 0 USD 293280.14 USD 922000 USD 111722.97 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 171000 NC USD 36833.4 0.003175657317 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2072-12-16 0 USD 54392.92 USD 171000 USD 17659.27 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 28000 NC USD 5530 0.000476778819 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2061-08-17 8906.55 USD 0 USD 28000 USD -3392.88 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 3217020.62 NC USD 752461.12 0.064874778362 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2063-05-11 0 USD 1071932.35 USD 3217020.62 USD 322598.89 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 86953.03 NC USD 14599.41 0.001258714188 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 23352.15 USD 0 USD 86953.03 USD -8803.46 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2449000 NC USD 835598.8 0.072042641817 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 1047088.02 USD 2449000 USD 213870.19 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 8553427.17 NC USD 2511286.21 0.216515022433 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2047-01-17 0 USD 3364608.23 USD 8553427.17 USD 861637.85 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 629000 NC USD 135486.6 0.011681219019 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 0 USD 180092.54 USD 629000 USD 44972.86 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 667000 NC USD 143671.8 0.012386920645 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2072-12-16 190972.54 USD 0 USD 667000 USD -47689.82 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 8953000 NC USD 954389.8 0.082284419885 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 1729495.28 USD 0 USD 8953000 USD -780328.07 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2163000 NC USD 818479.2 0.070566644950 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2058-09-17 0 USD 909888.32 USD 2163000 USD 93512.04 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 1648000 NC USD 325480 0.028061839077 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2061-08-17 467688.5 USD 0 USD 1648000 USD -143169.84 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 702000 NC USD 132537.6 0.011426965721 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 0 USD 210995.47 USD 702000 USD 78867.37 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 922000 NC USD 174073.6 0.015008066089 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 277119.41 USD 0 USD 922000 USD -103583.64 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 4406000 NC USD 1744335.4 0.150390989588 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2059-11-17 2044676.09 USD 0 USD 4406000 USD -304624.3 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 35584.2 NC USD 12564.78 0.001083294932 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2057-10-17 16020.88 USD 0 USD 35584.2 USD -3490.7 N N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 2511000 NC USD 323416.8 0.027883956607 N/A DCR CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Y 2054-11-18 0 USD 527308.5 USD 2511000 USD 205356.45 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 110104.03 NC USD 25753.33 0.002220369307 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2063-05-11 0 USD 36629.84 USD 110104.03 USD 10983.56 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 11000 NC USD 1587.3 0.000136851902 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2065-04-17 0 USD 2258.88 USD 11000 USD 678 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 1644463.43 NC USD 276105.41 0.023804920682 N/A DCR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2047-01-17 0 USD 419548.3 USD 1644463.43 USD 144402.16 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504KAA5 1280000 PA USD 1411200 0.121669126538 Long DBT CORP FR N 2 N/A Variable 9.125 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 N/A 6313000 PA USD 6313000 0.544286561674 Long RA CORP US N 2 Repurchase Y 5.33 2024-04-01 7196758.65 USD 6438998.38 USD AMBS 336.17 USD 355.44 USD UST N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 173229774 NS USD 173229774 14.935314124812 Long STIV PF US N 2 N N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 44304000 NS USD 44304000 3.819748428383 Long STIV RF US N 1 N N N PUTNAM GOVERNMENT MONEY MARKET FUND 549300SEUI2XMME8T893 74680A802 0.02 NS USD 0.02 0.000000001724 Long STIV PF US N 1 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC 2267930.76 0.195533698000 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX 2267930.76 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 12083500 NC -642614.5 -0.055404155978 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2045-07-02 0 USD 0 USD 12083500 AUD 1 1.441 AUD 2025-07-01 XXXX -642614.5 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC -481733.89 -0.041533547066 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX -481733.89 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 21121500 NC 1062154.41 0.091575538062 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2046-09-11 0 USD 0 USD 21121500 AUD 1 2 AUD 2036-09-10 XXXX 1062154.41 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC -638792.96 -0.055074675086 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX -638792.96 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 13662300 NC 1398667.24 0.120588592268 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2046-11-24 0 USD 0 USD 13662300 AUD 1 2.495 AUD 2026-11-23 XXXX 1398667.24 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10843500 NC -230145.05 -0.019842366221 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 10843500 AUD 1 2.7 AUD 2037-04-01 XXXX -230145.05 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 10843500 NC 297485.62 0.025648253644 N/A DIR CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased UBS AG BFM8T61CT2L1QCEMIK50 2047-04-02 0 USD 0 USD 10843500 AUD 1 2.7 AUD 2037-04-01 XXXX 297485.62 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 8295200 NC 270626.12 0.023332513916 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-08-29 0 USD 0 USD 8295200 EUR 1 2.396 EUR 2024-08-27 XXXX 270626.12 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 8295200 NC 363251.13 0.031318344459 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-08-29 0 USD 0 USD 8295200 EUR 1 2.396 EUR 2024-08-27 XXXX 363251.13 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 112454200 NC -482858.43 -0.041630501289 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Put Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2029-03-13 0 USD 0 USD 112454200 EUR 1 2.85 EUR 2028-03-09 XXXX -482858.43 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 N/A 112454200 NC 149225.09 0.012865707453 N/A DIR CORP US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Call Purchased GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 2029-03-13 0 USD 0 USD 112454200 EUR 1 2.85 EUR 2028-03-09 XXXX 149225.09 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 48692200 NC USD 1514327.42 0.130560441102 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-03-17 0 USD 0 USD 48692200 USD 1 3.1625 USD 2027-03-15 XXXX 1514327.42 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 48692200 NC USD -337923.87 -0.029134709537 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2037-03-17 0 USD 0 USD 48692200 USD 1 3.1625 USD 2027-03-15 XXXX -337923.87 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17126000 NC -60599.66 -0.005224707838 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-03-16 0 USD 0 USD 17126000 AUD 1 4.565 AUD 2028-03-15 XXXX -60599.66 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 17126000 NC -98209.39 -0.008467297831 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-03-16 0 USD 0 USD 17126000 AUD 1 4.565 AUD 2028-03-15 XXXX -98209.39 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 28228900 NC USD -340722.82 -0.029376026007 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2038-03-31 0 USD 0 USD 28228900 USD 1 3.19 USD 2028-03-29 XXXX -340722.82 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 28228900 NC USD 704593.34 0.060747772280 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 2038-03-31 0 USD 0 USD 28228900 USD 1 3.19 USD 2028-03-29 XXXX 704593.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 38380600 NC -297877.65 -0.025682053210 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-04-07 0 USD 0 USD 38380600 AUD 1 4.178 AUD 2033-04-06 XXXX -297877.65 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 38380600 NC 196334.14 0.016927298273 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-04-07 0 USD 0 USD 38380600 AUD 1 4.178 AUD 2033-04-06 XXXX 196334.14 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 9114500 NC USD -80389.89 -0.006930957836 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Call Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 9114500 USD 1 2.118 USD 2031-03-03 XXXX -80389.89 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 N/A 9114500 NC USD 186664.96 0.016093652663 N/A DIR CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 Put Purchased TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2041-03-05 0 USD 0 USD 9114500 USD 1 2.118 USD 2031-03-03 XXXX 186664.96 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD -411047.2 -0.035439167935 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 25233100 USD 1 1.34 USD 2041-01-22 XXXX -411047.2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 25233100 NC USD 737815.84 0.063612109409 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2061-01-24 0 USD 0 USD 25233100 USD 1 1.34 USD 2041-01-22 XXXX 737815.84 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 186994200 NC USD -1361317.78 -0.117368441917 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2034-05-01 0 USD 0 USD 186994200 USD 1 1.8838 USD 2024-04-29 XXXX -1361317.78 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD -225586.3 -0.019449325453 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 24024100 USD 1 .9876 USD 2030-03-05 XXXX -225586.3 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 24024100 NC USD 1029192.44 0.088733662992 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2050-03-07 0 USD 0 USD 24024100 USD 1 .9876 USD 2030-03-05 XXXX 1029192.44 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 39865700 NC USD -397859.69 -0.034302183225 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-07-07 0 USD 0 USD 39865700 USD 1 3.3225 USD 2028-07-05 XXXX -397859.69 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 39865700 NC USD 715987.97 0.061730180642 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-07-07 0 USD 0 USD 39865700 USD 1 3.3225 USD 2028-07-05 XXXX 715987.97 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 17125000 NC USD 79802.5 0.006880314959 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-11-25 0 USD 0 USD 17125000 USD 1 3.725 USD 2026-11-23 XXXX 79802.5 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 17125000 NC USD -263896.25 -0.022752286164 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2036-11-25 0 USD 0 USD 17125000 USD 1 4.225 USD 2026-11-23 XXXX -263896.25 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 164792400 NC USD -84044.12 -0.007246013798 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2040-03-28 0 USD 0 USD 164792400 USD 1 .6 USD 2030-03-26 XXXX -84044.12 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 48057600 NC USD -352742.78 -0.030412348310 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-12-26 0 USD 0 USD 48057600 USD 1 3.475 USD 2028-12-21 XXXX -352742.78 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 48057600 NC USD 507968.83 0.043795439239 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Written JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2038-12-26 0 USD 0 USD 48057600 USD 1 3.475 USD 2028-12-21 XXXX 507968.83 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 27927700 NC 116301.02 0.010027099999 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2039-01-18 0 USD 0 USD 27927700 EUR 1 2.879 EUR 2034-01-16 XXXX 116301.02 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 27927700 NC -136487.99 -0.011767555645 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2039-01-18 0 USD 0 USD 27927700 EUR 1 2.879 EUR 2034-01-16 XXXX -136487.99 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 98330900 NC USD -670616.74 -0.057818419074 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2029-07-25 0 USD 0 USD 98330900 USD 1 3.355 USD 2024-07-23 XXXX -670616.74 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 98330900 NC USD 98330.9 0.008477774033 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2029-07-25 0 USD 0 USD 98330900 USD 1 3.855 USD 2024-07-23 XXXX 98330.9 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 26036400 NC USD -22912.03 -0.001975401557 N/A DIR CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2059-02-20 0 USD 0 USD 26036400 USD 1 2.735 USD 2029-02-15 XXXX -22912.03 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 52457800 NC USD -87604.53 -0.007552980900 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2059-02-20 0 USD 0 USD 52457800 USD 1 2.48 USD 2029-02-15 XXXX -87604.53 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 25780700 NC -236414.82 -0.020382925631 N/A DIR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Put Purchased MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 2044-02-23 0 USD 0 USD 25780700 EUR 1 3.19 EUR 2034-02-21 XXXX -236414.82 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3240600 NC USD 356.47 0.000030733697 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2037-03-31 0 USD 0 USD 3240600 USD 1 3.45 USD 2027-03-29 XXXX 356.47 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 3240600 NC USD -4666.46 -0.000402327177 N/A DIR CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2037-03-31 0 USD 0 USD 3240600 USD 1 3.95 USD 2027-03-29 XXXX -4666.46 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC -770829.84 -0.066458470339 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX -770829.84 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 25226900 NC 2514526.17 0.216794361367 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2040-03-28 0 USD 0 USD 25226900 AUD 1 1.445 AUD 2030-03-27 XXXX 2514526.17 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC 2019042.64 0.174075364549 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Put Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 19590000 AUD 1 1.692 AUD 2025-01-29 XXXX 2019042.64 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 19590000 NC -567568.51 -0.048933932017 N/A DIR CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 Call Purchased JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2035-01-30 0 USD 0 USD 19590000 AUD 1 1.692 AUD 2025-01-29 XXXX -567568.51 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 99MK129K6 13810000 NC USD 12794136.4 1.103069303142 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2025-09-29 0 USD 0 USD 13562247.98 USD -501559.26 N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 12429000 NC USD 12521098.89 1.079528886934 N/A DCR CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Y 2024-07-17 0 USD 0 USD 13597326 USD -1071670.55 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797HR1 1800000 PA USD 1786352.6 0.154013577474 Long DBT UST US N 2 2024-05-23 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797HG5 6000000 PA USD 5978972.51 0.515487785492 Long DBT UST US N 2 2024-04-25 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912797KG1 700000 PA USD 691452.38 0.059614800962 Long DBT UST US N 2 2024-06-25 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810SX7 1589000 PA USD 1093025.43 0.094237138146 Long DBT UST US N 2 2051-05-15 Fixed 2.375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CAE1 667000 PA USD 534952.76271 0.046121907156 Long DBT UST US N 2 2030-08-15 Fixed .625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CEC1 24000 PA USD 22369.68 0.001928641884 Long DBT UST US N 2 2027-02-28 Fixed 1.875 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828ZT0 109000 PA USD 103326.37996 0.008908468253 Long DBT UST US N 2 2025-05-31 Fixed .25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828M56 150000 PA USD 145363.5 0.012532773580 Long DBT UST US N 2 2025-11-15 Fixed 2.25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CAT8 189000 PA USD 176261.69484 0.015196716591 Long DBT UST US N 2 2025-10-31 Fixed .25 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLC1 2870000 PA USD 2968887.98 0.255967975706 Long DBT CORP US N 2 2028-11-10 Variable 6.204 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFA8 3010000 PA USD 3002660.81 0.258879760517 Long DBT CORP US N 2 2029-02-01 Variable 5.123 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BJ6 1058000 PA USD 1059568.18 0.091352561627 Long DBT CORP CH N 2 2030-02-08 Variable 5.428 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PDW3 6055000 PA USD 6178078.17 0.532654035308 Long DBT CORP US N 2 2027-10-22 Variable 6.07 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 95000U3E1 1510000 PA USD 1527896.8 0.131730349416 Long DBT CORP US N 2 2029-07-25 Variable 5.574 N N N N N N 2024-05-29 Putnam Diversified Income Trust Janet C. Smith Janet C. Smith Principal Financial Officer